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GK Zero-Lag Major BOS TrendGK ZERO-LAG Major BOS Trend is a technical indicator designed to highlight breaks of structure BOS in the direction of the prevailing trend The script uses a zero-lag trend filter combined with confirmed structural high/low breaks to reduce noise and avoid minor or premature prints. Print labels are only printed after candle close, ensuring stable, and confirmed prints The indicator is designed to help traders identify trend continuation and structural shifts, making it suitable as a confirmed tool across multiple markets and timeframes. Best used on higher timeframes 5/15/30Min 2/3/4Hour also resistance and support lines Disclaimer this indicator is provided for educational purposes only
Chỉ báo Pine Script®
của hgavin780
Liquidity Sweep Reentry ToolkitHere’s a clear breakdown of what your Liquidity Sweep Reentry Toolkit script does, and how you can use it on your charts: 🔎 Script Breakdown 1. Visual Controls (Inputs) • : Master toggle to turn all visuals on/off. • : Show labels when a liquidity sweep + ChoCh condition occurs. • : Plot green/red triangles for bullish/bearish reentry signals. • : Prevent multiple signals within the same swing. • : Show HH/HL/LL/LH market structure letters. • : Slider to adjust how dim the background of HH/HL/LL/LH labels appear. 2. Core Conditions • Defines simple bullish () and bearish () candles. • is a placeholder for your Change of Character logic. 3. Sweep Detection • : Detects when price makes a new high compared to the last 5 bars. • : Detects when price makes a new low compared to the last 5 bars. 4. Restriction Flags • Tracks whether a sweep signal has already triggered in the current swing. • Resets when sweeps end, so new signals can appear. 5. Composite Triggers • : Fires when bullish candle + buy-side sweep + ChoCh condition align. • : Fires when bearish candle + sell-side sweep + ChoCh condition align. 6. Visual Labels • Gold labels mark “BS Sweep + ChoCh” or “SS Sweep + ChoCh” events. • Green triangle below bar = bullish reentry. • Red triangle above bar = bearish reentry. • Blue HH/HL/LL/LH labels narrate market structure pivots, with adjustable transparency. 7. Alerts • Alerts can be set for bullish or bearish sweep reentry triggers, so you get notified when conditions align. 📘 How to Use It 1. Apply to Chart Add the script to your TradingView chart (works best on intraday timeframes like 5‑minute). 2. Configure Visuals • Use the Visual Controls panel to toggle features on/off. • Adjust the Label Transparency slider to dim or brighten the HH/HL/LL/LH labels. 3. Interpret Signals • Gold labels show when a sweep + ChoCh condition occurs. • Triangles mark potential reentry points (green = bullish, red = bearish). • HH/HL/LL/LH labels narrate market structure shifts for clarity. 4. Set Alerts • Use the built‑in alert conditions to get notified when bullish or bearish sweep reentry triggers fire. 👉 In short: this toolkit helps you spot liquidity sweeps, confirm with ChoCh, and visualize reentry signals, while also narrating market structure pivots. It’s modular, so you can toggle features depending on how much visual clutter you want. 🛠 Workflow Example 1. Setup • Apply the script to your chart (e.g., 5‑minute S&P futures). • In the indicator settings, decide which visuals you want: • Turn on Sweep + ChoCh labels if you want to see gold tags narrating liquidity events. • Keep Entry triangles on to highlight actionable reentry points. • Adjust the Label Transparency slider so HH/HL/LL/LH structure labels are dim enough not to clutter. 2. Watch for Sweeps • As price pushes above recent highs → a Buy‑side Sweep is detected. • As price dips below recent lows → a Sell‑side Sweep is detected. • If ChoCh logic is true at the same time, you’ll see a gold label (“BS Sweep + ChoCh” or “SS Sweep + ChoCh”). 3. Confirm Reentry • If conditions align (bullish candle + buy‑side sweep + ChoCh), you’ll see a green triangle below the bar. • If bearish candle + sell‑side sweep + ChoCh, you’ll see a red triangle above the bar. • These triangles are your potential reentry triggers. 4. Narrate Market Structure • HH/HL/LL/LH labels appear at pivots, giving you a running commentary of structure shifts. • Example: HH → HL → HH shows bullish continuation; LH → LL → LH shows bearish pressure. • Use the transparency slider to keep these labels subtle but visible. 5. Alerts • Set alerts for “Bullish Sweep Reentry” or “Bearish Sweep Reentry” so you don’t miss signals even if you’re away from the screen. 📘 How to Use in Practice • Intraday trading: On a 5‑minute chart, use the toolkit to spot liquidity grabs and confirm reentry points. • Narration: The HH/HL/LL/LH labels help you keep track of structure without manually marking pivots. • Decision making: Gold labels + triangles = potential trade setups. Structure labels = context for trend bias. • Customization: Dim labels when you want a cleaner chart, brighten them when you’re focused on structure. 👉 In short: this script gives you a modular toolkit — sweeps, ChoCh confirmation, reentry signals, and structure narration — all adjustable so you can tailor the visuals to your workflow. 📈 Bullish Scenario Walkthrough 1. Market Context • You’re watching the 5‑minute chart. • Price has been consolidating near recent highs, building liquidity above. 2. Liquidity Sweep • Price spikes above the prior swing high → the script detects a buy‑side sweep. • A gold label appears: “BS Sweep + ChoCh” (if your ChoCh condition is true). 3. Change of Character (ChoCh) • The candle closes bullish (). • Your ChoCh condition confirms a structural shift. • Together, sweep + ChoCh = potential reentry setup. 4. Reentry Trigger • The script plots a green triangle below the bar. • This marks a bullish sweep reentry signal: price grabbed liquidity and is now showing strength. 5. Market Structure Narration • At the same time, the HH/HL labels update: • The sweep bar prints a new HH. • The next pivot low prints an HL. • This narrates bullish continuation: HH → HL → HH. 6. Trade Decision • You can use the green triangle as your entry cue. • The HH/HL narration gives you confidence that structure supports the trade. • Alerts can be set so you don’t miss the trigger. 7. Risk Management • Stop placement: below the HL pivot or sweep low. • Target: next liquidity pool above, or measured move. 🧭 How to Use This in Practice • Gold label = liquidity event + ChoCh confirmation. • Green triangle = actionable bullish reentry trigger. • HH/HL narration = context for trend bias and trade management. • Transparency slider = keep structure labels subtle so the chart stays clean. 📉 Bearish Scenario Walkthrough 1. Market Context • You’re watching the 5‑minute chart. • Price has been consolidating near recent lows, building liquidity underneath. 2. Liquidity Sweep • Price spikes below the prior swing low → the script detects a sell‑side sweep. • A gold label appears: “SS Sweep + ChoCh” (if your ChoCh condition is true). 3. Change of Character (ChoCh) • The candle closes bearish (). • Your ChoCh condition confirms a structural shift. • Together, sweep + ChoCh = potential bearish reentry setup. 4. Reentry Trigger • The script plots a red triangle above the bar. • This marks a bearish sweep reentry signal: price grabbed liquidity below and is now showing weakness. 5. Market Structure Narration • At the same time, the LH/LL labels update: • The sweep bar prints a new LL. • The next pivot high prints a LH. • This narrates bearish continuation: LH → LL → LH. 6. Trade Decision • You can use the red triangle as your entry cue. • The LH/LL narration gives you confidence that structure supports the short. • Alerts can be set so you don’t miss the trigger. 7. Risk Management • Stop placement: above the LH pivot or sweep high. • Target: next liquidity pool below, or measured move. 🧭 How to Use This in Practice • Gold label = liquidity event + ChoCh confirmation. • Red triangle = actionable bearish reentry trigger. • LH/LL narration = context for trend bias and trade management. • Transparency slider = keep structure labels subtle so the chart stays clean.
Chỉ báo Pine Script®
của dscottmuller
Reversal Strength with Momentum Ratings on 4hr charts Here's a quick breakdown of what you'll see on your chart and how to actually use the indicator! Reversal Labels: ↑ = Bullish reversal (price reversing upward) ↓ = Bearish reversal (price reversing downward) STRONG (bright green/red) = High-confidence reversal (score > 65) weak (faded green/red) = Low-confidence reversal (score ≤ 65) Number on label = Reversal strength score (0-100) Momentum Table (Top Right): Overall Score (0-100) = Total momentum strength Green (80+) = Very strong momentum Yellow (40-60) = Moderate momentum Orange/Red (<40) = Weak/stalling momentum Individual Momentum Scores (each worth 0-20 points): Volume = How much trading activity vs average Price ROC = How fast price is moving (rate of change) MA Spacing = How spread out the moving averages are (trend strength) ADX = Directional movement indicator (trend conviction) RSI Mom. = How far RSI is from neutral 50 (momentum extreme) Status Indicators: 🔥 STRONG = Momentum > 70 (strong move happening) 📈 BUILDING = Momentum 50-70 (gaining strength) ⚠️ WEAK = Momentum 30-50 (losing steam) 💤 STALLING = Momentum < 30 (very weak/choppy) Background Tint: Light green background = Strong momentum (>70) Light red background = Very weak momentum (<30) The key is: look for STRONG reversal labels when momentum is building/strong for the best trade setups! Also this is mainly for the 4hr time frame.
Chỉ báo Pine Script®
của wateriskey6689
Crypto ATR Position Sizer + LeverageThis indicator is a "heads-up display" for crypto traders who need real time risk management without manually calculating position sizes. It uses Average True Range (ATR) to dynamically place Stop Losses based on current market volatility and automatically calculates the exact position size needed to respect your risk percentage. ​Key Features: ​Dynamic Risk Management: Stop Loss and Take Profit levels adjust automatically based on market volatility (ATR). ​Auto-Position Sizing: Calculates the exact Quantity (in coins) and Position Value (in $) to ensure you never risk more than your defined percentage (e.g., 1% or 2%). ​Leverage Calculator: Instantly sees the "Required Leverage" needed to execute the trade size relative to your account balance. ​Crypto Precision: Displays up to 8 decimal places, making it compatible with both Bitcoin and low-sat altcoins. ​Toggable Direction: Switch between Long and Short biases instantly via the settings menu. ​How to Use: ​Add the indicator to your chart. ​Open Settings and input your Account Balance and Risk %. ​Choose your direction (Long or Short) using the checkboxes. ​The label will display your Entry, SL, TP, Coin Quantity, and Required Leverage in real-time.
Chỉ báo Pine Script®
của MonkeyPhone
Absorption BubblesSUMMARY This indicator visualizes absorption events by plotting bubbles on candle wicks where volume activity suggests one side of the market is absorbing the other’s pressure. Instead of raw volume, the script normalizes activity against a rolling standard deviation defined by the Lookback Period. Bubbles appear on upper or lower wicks depending on whether buyers or sellers are absorbing pressure. The goal is to highlight whether aggressive orders are being accepted or absorbed at key price points. METHODOLOGY Absorption occurs when one side of the market absorbs aggressive orders from the other, preventing continuation. The script measures normalized volume against a user‑defined threshold to filter out weaker signals. Green bubbles on upper wicks → Selling absorption (buyers push price up, sellers absorb the buying). Red bubbles on lower wicks → Buying absorption (sellers push price down, buyers absorb the selling). Red‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive selling activity. Green‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive buying activity. The Lookback Period controls how many bars are used to calculate the rolling standard deviation of volume, letting traders adjust sensitivity to recent vs. longer‑term activity. Optional significant volume lines extend forward, marking areas where absorption was strongest. FUNCTIONS Normalized volume detection using rolling standard deviation Adjustable Lookback Period for volume normalization Dynamic bubble plotting on candle wicks (size scales with absorption strength) Separate visualization for buying vs. selling absorption Alerts for buying absorption, selling absorption, or any absorption event (only at bar close) Bar coloring when large absorption occurs inside candle bodies APPLICATION Setup: Add the script to any chart and timeframe. Adjust the Absorption Threshold to filter out weaker bubbles and the Lookback Period to control how volume normalization is calculated. Red bubbles highlight buying absorption, often signalling potential price pivots - price can often go upwards from this. Green bubbles mark selling absorption, reflecting resistance to upward moves - price may go downwards from this. Interpretation: Green bubbles on upper wicks = sellers absorbing buying pressure. Red bubbles on lower wicks = buyers absorbing selling pressure. Larger bubbles = stronger absorption relative to recent volume. Settings & Use: Raising the Absorption Threshold filters out smaller bubbles, leaving only significant absorption events. Changing the Lookback Period alters how “normal” volume is defined — shorter periods make the script more sensitive, longer periods smooth out noise. Alerts can be set for buying absorption, selling absorption, or any absorption event, and they only trigger at bar close to avoid noise.
Chỉ báo Pine Script®
của profitprotrading
1
Anchored Cumulative AverageAnchored Cumulative Price Average Overview The Anchored Cumulative Price Average plots the arithmetic mean of price values calculated from a user-defined start date and time. Instead of using a fixed lookback length, the average continuously incorporates every completed candle since the anchor point, producing a stable reference level that evolves as new data becomes available. The indicator supports custom source selection, optional higher-timeframe calculation, and an optional High / Low average mode, making it suitable for contextual market analysis across multiple time horizons. How It Works • A start date and time define the anchor point. • From that moment forward, the script accumulates price values and divides them by the total number of candles included. • The result is a cumulative (since-anchor) average, not a rolling moving average. • When a higher timeframe is selected, calculations are performed only when a new HTF candle completes, ensuring consistent aggregation. This approach creates an average that reflects the market’s mean price relative to a specific event, session, or structural point. Inputs • Calculation Timeframe Choose the timeframe used for the calculation. Leaving this empty uses the chart timeframe. • Start Date / Time Defines the anchor point from which the average begins. Source Select the price input used for the average: • Close, Open, High, Low • HL2, HLC3, OHLC4 • High & Low (plots separate averages for highs and lows) How to Use • Anchor the indicator to a session open, swing point, news event, or structural shift. • Observe how price interacts with the cumulative average as more data is added. • Use the High & Low mode to visualize mean price boundaries instead of a single central line. • Apply a higher timeframe to view broader contextual averages while remaining on a lower-timeframe chart. Common Use Cases • Contextual reference for mean price since a specific date or event • Market structure and balance analysis • Session-based or event-anchored price evaluation • Multi-timeframe alignment and bias assessment • Visual support tool alongside discretionary analysis Notes • This indicator does not predict price or generate trade signals. • It is designed as a contextual analysis tool and should be used in conjunction with other forms of market analysis. • The plotted values will change as new candles form after the anchor point.
Chỉ báo Pine Script®
của The_Forex_Steward
Advanced Rainbow EMA + SMMA SystemAdvanced Rainbow EMA + SMMA System This custom indicator overlays eight rainbow‑colored EMAs (20, 25, 30, 35, 40, 45, 50, 55) together with two Smoothed Moving Averages (SMMA 50 in white, SMMA 200 in red). Features: 🌈 Rainbow EMAs: Smooth gradient from yellow → gold → orange → dark orange → tomato → crimson → red → blue, showing short‑ to medium‑term momentum. ⚪🔴 Smoothed Moving Averages: Thick white SMMA (50) and thick red SMMA (200) for long‑term trend context. 🟩🟥 Background shading: Green when EMAs align bullish and SMMA 50 > SMMA 200, red when bearish. 📈📉 Signal arrows: “BUY” labels on Golden Cross (SMMA 50 crossing above SMMA 200), “SELL” labels on Death Cross (SMMA 50 crossing below SMMA 200). 🔔 Alerts: Built‑in TradingView alerts for Golden/Death Cross and for strong bullish/bearish EMA alignment. Use case: This tool helps traders quickly visualize short‑term momentum against long‑term smoothed trend direction. It highlights strong trending conditions, potential reversals, and crossover signals, making it suitable for swing trading, trend following, and confirmation of entries/exits.
Chỉ báo Pine Script®
của Timbuktu49
Trading Value RSI (NQ Tuned)The Trading Value RSI (NQ Tuned) is an indicator that applies the RSI calculation to trading value, defined as volume × close, rather than just price. It is specifically tuned for Nasdaq 100 futures (NQ), with a default RSI length of 24, overbought level at 75, and oversold level at 25 to filter out false signals from high volatility. The indicator visually colors the RSI line based on overbought (red), oversold (green), or neutral (blue) conditions. A horizontal midline at 50 helps identify potential trend direction changes or confirm ongoing momentum. This tool allows traders to monitor capital flow intensity, giving insight into when strong buying or selling pressure may drive short-term market moves.
Chỉ báo Pine Script®
của amkode
NQ Key Levels [EOY 2025]Key Price Levels to Watch | Level | Type | Significance | |---|---|---| | 26,000 | Psychological Target | The "round number" magnet for the End of Year (EOY) close. | | 25,835 | Major Resistance | The recent high from Dec 10. A break above this signals the Santa Rally is live. | | 25,196 | Current Price | Friday's close. We are in "no man's land" here. | | 25,000 | Critical Support | A psychological floor. If NQ breaks below this next week, the bullish thesis weakens. | | 24,800 | Trend Defense | The "line in the sand." Bulls must defend this level to keep the uptrend intact. | Projected Path for NQ (Dec 15 – Dec 31, 2025) Dec 15–17 (Mon-Wed): Market tests support at 25,000. If it holds, buyers will step in. Dec 18–19 (Thu-Fri): Erratic price action due to Triple Witching expiry. Avoid heavy leverage here. Dec 22–31: Volume drops, but directional bias turns UP. The path of least resistance will be higher as sellers leave for the holidays.
Chỉ báo Pine Script®
của panchamsh95353
Vertical Time LinesVertical Time Lines is an indicator that draws vertical lines at specific times of each day on the price chart. ⚙️ Main Features Up to 5 independent time lines Precise hour and minute editing (HH:MM) Individual enable/disable option per line Customizable line color and style Works on any asset and any timeframe 📝 Note Due to Pine Script limitations, the lines are drawn using UTC time, not the time zone configured on the chart. Lines are generated only when a candle exists exactly at the configured minute. If candles for the specified hours and minutes are not visible on the chart, the lines will not be displayed.
Chỉ báo Pine Script®
của MarkiStrategy
Momentum Burst Pullback System v66 * Detects **momentum “bursts”** using: * **Keltner breakout** (high above upper band for long, low below lower band for short), and/or * **MACD histogram extreme** (highest/lowest in a lookback window, with correct sign). * Optional **burst-zone extension** keeps the burst “active” for N extra bars after the burst. * Marks bursts with **K** (Keltner) and **M** (MACD) labels: * Core burst labels use one color, extension labels use a different color. * Tracks the most recent burst as the **dominant side** (long or short), and stores burst “leg” anchors (high/low context). * Adds **structure-based invalidation**: * On a new **core burst**, it locks the most recent **confirmed swing** level (pivot): * Long: locks the last confirmed **swing low**. * Short: locks the last confirmed **swing high**. * After the burst, if price **breaks that locked level**, the burst regime is **cancelled** (and any pending setup on that side is dropped). * Finds **pullback setups** after a dominant burst (and not inside the active burst zone), within min/max bars: * Long pullback requires a sequence of **lower highs** and price still below the burst high. * Short pullback requires **higher lows** and price still above the burst low. * Optional background shading highlights pullback bars. * On pullback bars, plots **static TP/SL crosses** using ATR: * Anchor is the pullback bar’s high (long) or low (short). * TP/SL are ± ATR * multiple. * TP plots are visually classified (bright vs faded) based on whether TP would exceed the prior burst extreme. * Maintains a **state-machine entry + trailing stop**: * Sets a “waiting” trigger on pullback. * Enters when price breaks the trigger (high break for long, low break for short). * Trails a stop using **R-multiples**, with different behavior pre-break-even, post-break-even, and near-TP. * Optionally draws the trailing stop as horizontal line segments. * Optionally shows a **last-bar label** with the most recent pullback’s TP and SL values.
Chỉ báo Pine Script®
của Flatlands1900
Day Trading MA Crossover IndicatorDay Trading MA Crossover Indicator Overview The Day Trading MA Crossover Indicator is a simple yet effective tool designed for day traders to identify potential buy and sell opportunities based on moving average crossovers. It plots two customizable moving averages on your chart and generates clear visual signals when they cross, helping you spot trend reversals or continuations in fast-paced markets.This indicator is ideal for intraday trading on lower timeframes (e.g., 5-min, 15-min charts) but can be adapted for swing trading or higher timeframes. It's built with flexibility in mind, allowing you to tweak the MA lengths and types to suit your strategy.Key FeaturesMoving Average Crossovers: Generates "BUY" signals when the fast MA crosses above the slow MA (potential bullish entry) and "SELL" signals when it crosses below (potential bearish entry or exit). Visual Signals: Green "BUY" labels below bars for long entries and red "SELL" labels above bars for short entries or exits. Optional subtle background coloring highlights signals for quick spotting. Customizable Parameters:Fast MA Length (default: 9): Period for the shorter moving average. Slow MA Length (default: 21): Period for the longer moving average. MA Type (default: EMA): Choose between SMA (Simple), EMA (Exponential), or WMA (Weighted) for different smoothing behaviors. Overlay Mode: Plots directly on your price chart without cluttering separate panes. Lightweight and Efficient: Minimal computation for real-time performance on TradingView. How It WorksMoving Averages Calculation: The indicator computes two MAs based on your selected type and lengths using closing prices. Signal Detection: A buy signal triggers on an upward crossover (fast MA > slow MA), indicating potential momentum shift to the upside. A sell signal triggers on a downward crossunder (fast MA < slow MA), signaling possible downside momentum. Visual Aids: Signals appear as labeled shapes with optional background tints to emphasize key bars. Usage TipsFor Day Trading: Apply on volatile instruments like forex pairs, stocks, or crypto. Combine with support/resistance levels or other indicators (e.g., RSI for overbought/oversold confirmation) to filter false signals in ranging markets. Backtesting: Test on historical data to optimize MA lengths for your asset—shorter periods for aggressive trading, longer for smoother trends. Risk Management: Always use stop-losses and position sizing. Signals are not foolproof and work best in trending conditions. Customization: Adjust inputs via the indicator settings panel after adding it to your chart. Example SetupOn a 5-min EUR/USD chart: Use EMA (9/21) for quick crossovers. Look for buy signals above key support with increasing volume. Avoid choppy markets where frequent false crossovers ("whipsaws") can occur. This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results. Trading involves risk; consult a professional advisor before using any strategy. If you have feedback or suggestions for improvements, feel free to comment!
Chỉ báo Pine Script®
của crocodileuser21
Candle Microstructure ClassifierCandle Microstructure Classifier Public Description The Candle Microstructure Classifier is a visual study designed to highlight meaningful single-candle behaviors based purely on price geometry. It classifies candles according to body size and wick structure, helping traders visually identify moments of aggression, commitment, failed pushes, and rejection directly on the price chart. This script is a study only. It does not generate trade signals, entries, exits, or forecasts. Its purpose is to provide structural context that can be combined with other tools such as trend, volume, or volatility analysis. Quantitative Description Each candle is decomposed into its geometric components relative to its total range (high − low). All classifications are based on normalized fractions to remain scale‑independent across instruments and timeframes. Definitions: 1. Candle Range (R): R = High − Low 2. Body Size (B): B = |Close − Open| Body Fraction = B / R 3. Upper Wick (UW): UW = High − max(Open, Close) Upper Wick Fraction = UW / R 4. Lower Wick (LW): LW = min(Open, Close) − Low Lower Wick Fraction = LW / R Candle Classifications: • Commitment Candle: Body Fraction ≥ Large Body Threshold Upper Wick Fraction ≤ Tiny Wick Threshold Lower Wick Fraction ≤ Tiny Wick Threshold Interpretation: Strong directional acceptance with minimal intrabar rejection. • Marubozu (Aggression): Body Fraction ≥ Large Body Threshold One wick effectively absent (near zero) Interpretation: Pure directional aggression with no meaningful counter‑pressure. • Trend Attempt Failure: Body Fraction ≥ Large Body Threshold One wick large, opposite wick small Interpretation: Strong push followed by immediate rejection on one side. • Rejection Candle: Body Fraction ≤ Small Body Threshold Upper Wick Fraction ≥ Large Wick Threshold Lower Wick Fraction ≥ Large Wick Threshold Interpretation: Two‑sided rejection indicating price discovery or balance. • Pin Rejection (optional): Body Fraction ≤ Small Body Threshold Only one wick large Interpretation: One‑sided rejection often occurring near support or resistance. Notes and Context This classifier intentionally avoids pattern names tied to prediction. Each classification describes observed auction behavior inside a single bar, not an expectation of future movement. Sources and Further Reading Candle structure and wick interpretation: • Investopedia – Candlestick Patterns and Anatomy www.investopedia.com Volume and volatility context examples: • Wyckoff Method – Effort vs Result (Volume + Price Structure) school.stockcharts.com • CME Group – Using Volume and Volatility Together www.cmegroup.com Example Applications: 1. A commitment candle occurring simultaneously with a volume spike may indicate institutional participation and acceptance at that price level. 2. A rejection candle forming during elevated volatility (ATR expansion) may signal failed price discovery and potential mean reversion zones.
Chỉ báo Pine Script®
của AJSwogger
Hurst ALMA Tuned Chandelier Exit Hurst × ALMA Tuned Chandelier Exit (HurstALMA-CE) Public Description Hurst × ALMA Tuned Chandelier Exit (HurstALMA-CE) is an adaptive trend‑following stop and exit indicator. It combines a smoothed price input (ALMA), a regime detector based on the Hurst exponent, and a dynamically tuned Chandelier Exit to automatically adjust its behavior between choppy and trending market conditions. Instead of using a single fixed Chandelier configuration, the indicator continuously measures whether price action is behaving more like noise or a persistent trend. In choppy markets, it becomes more conservative by using shorter lookbacks and wider ATR multiples to reduce whipsaws. In trending markets, it tightens the stop and extends the lookback to better lock in gains while staying aligned with the trend. The result is a regime‑aware trailing exit that adapts in real time, helping traders stay in strong trends longer while avoiding over‑sensitivity during sideways price action. HurstALMA‑CE can be used as a visual trailing stop, a trend confirmation overlay, or as an exit engine inside discretionary or systematic strategies. Quantitative Description 1. Input Series Price is optionally pre‑filtered using an Arnaud Legoux Moving Average (ALMA), defined by length, offset, and sigma parameters. This smoothed series is used as the input to the Hurst estimator to reduce high‑frequency noise. 2. Hurst Exponent Proxy The indicator estimates the Hurst exponent using a variance‑scaling method. For fixed lags (8, 16, 32, 64), price differences are computed and their variances are measured over a rolling lookback window. A log‑log regression of variance versus lag produces a slope, which is mapped to a Hurst estimate via: H ≈ 0.5 × slope. The raw estimate is smoothed using an EMA to improve stability. 3. Regime Weight Mapping The smoothed Hurst value is linearly mapped into a normalized weight w ∈ using user‑defined low‑H (choppy) and high‑H (trending) thresholds. Values below the low threshold map to w = 0, values above the high threshold map to w = 1. 4. Adaptive Chandelier Parameters The Chandelier Exit length and ATR multiplier are interpolated between two parameter sets: • Chop regime (shorter length, wider multiplier) • Trend regime (longer length, tighter multiplier) Interpolation is performed as: CE_len = CE_len_chop + w × (CE_len_trend − CE_len_chop) CE_mult = CE_mult_chop + w × (CE_mult_trend − CE_mult_chop) Before sufficient data is available for the Hurst calculation, fallback Chandelier parameters are used. 5. Output The final output consists of long and short Chandelier Exit levels computed using the dynamically tuned parameters. Optional status values expose the current Hurst estimate, regime weight, and active Chandelier settings for diagnostics and strategy development.
Chỉ báo Pine Script®
của AJSwogger