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Volume Weighted Average True RangeThis indicator calculates a customizable version of the Average True Range (ATR), a tool for measuring market volatility. It enhances the standard ATR with volume weighting, a dual-smoothing process, normalization, and volatility pivot detection. Key Features: Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the volatility calculation. This provides a measure of "volume-adjusted" volatility that is more responsive to significant market activity. Dual Smoothing Process: For noise reduction, the indicator employs a two-stage smoothing process. It first calculates a smoothed True Range (TR) over a user-defined period (TR Length) before applying the final ATR moving average (ATR Length & ATR Smooth). Normalization (Percentage Volatility): An optional 'Normalize' mode calculates the ATR as a percentage of the price. This allows for consistent volatility comparison across different assets and over long time periods. Volatility Pivot Detection: The indicator includes a built-in pivot detector that identifies significant turning points (highs and lows) in the ATR line itself, signaling potential shifts in volatility. Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed. This is essential for ensuring the signal is non-repainting but introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF ATR Line: The ATR line itself can be calculated on a different timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes alerts that trigger when a new volatility pivot (high or low) is detected in the ATR line. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Chỉ báo Pine Script®
của AustrianTradingMachine
On Balance VolumeThis indicator provides an implementation of the classic On Balance Volume (OBV) momentum indicator, enhanced with a built-in divergence detection engine. Key Features: Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences: Regular (A): Signals potential trend reversals. Hidden (B): Signals potential trend continuations. Exaggerated (C): Signals weakness at double tops/bottoms. Divergence Filtering and Visualization: Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals. Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the OBV level of the confirming pivot. Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint. The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars). The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). Multi-Timeframe (MTF) Capability: MTF OBV Line: The OBV line itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe. Integrated Alerts: Includes 12 comprehensive alerts that trigger on the start and end of all 6 divergence types (e.g., "Regular Bullish Started", "Regular Bullish Ended"). DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Chỉ báo Pine Script®
của AustrianTradingMachine
Dual FUT/Spot price with next monthly expiryThis Pine Script dashboard indicator is specifically designed for pair trading strategies in Indian futures markets (NSE). Let me break down how it facilitates pair trading: Core Pair Trading Concept The script monitors two correlated stocks simultaneously (Symbol A and Symbol B), comparing their: Spot prices vs Futures prices Current month futures vs Next month futures Premium/discount relationships Key Pair Trading Features 1. Dual Symbol Monitoring symbolA = "NSE:TCS" (Default) symbolB = "NSE:INFY" (Default) Allows traders to watch two stocks in the same sector (like TCS and Infosys in IT) to identify relative value opportunities. 2. Basis Analysis for Each Stock The indicator calculates the basis (difference between futures and spot): Price Difference: FUT - SPOT Premium/Discount %: ((FUT - SPOT) / SPOT) × 100 This helps identify when one stock's futures are relatively more expensive than the other's. 3. Multi-Expiry View Near Month Futures (1!): Current active contract Next Month Futures (2!): Upcoming contract This enables calendar spread analysis within each stock and helps anticipate rollover effects. 4. Comparative Table The detailed table displays side-by-side: Symbol Spot Price Near Future Near Diff (%)Next Monthly Next Diff (%)Lot SizeTCS₹3,500₹3,520+20 (+0.57%)₹3,535+35 (+1.00%)125INFY₹1,450₹1,455+5 (+0.34%)₹1,460+10 (+0.69%)600 5. Lot Size Integration Critical for position sizing in pair trades - the indicator fetches actual contract lot sizes, enabling proper hedge ratio calculations. Pair Trading Strategies Enabled Strategy 1: Basis Divergence Trading When TCS futures trade at +0.8% premium and INFY at +0.2% Trade: Short TCS futures, Long INFY futures (betting on convergence) The indicator highlights these differences with color-coded cells Strategy 2: Calendar Spread Arbitrage Compare near month vs next month premium for each stock If TCS shows wider calendar spread than INFY, potential arbitrage exists Trade the relative calendar spread difference Strategy 3: Premium/Discount Reversal Monitor which stock moves from premium to discount (or vice versa) Color indicators (green/red) make this immediately visible Enter pairs when relative premium relationships normalize Strategy 4: Lot-Adjusted Pair Trading Use lot size data to create market-neutral positions Example: If TCS lot = 125 and INFY lot = 600 Ratio = 600/125 = 4.8:1 for rupee-neutral positioning Visual Trading Cues Green cells: Futures at premium (contango) Red cells: Futures at discount (backwardation) Purple values: Next month contracts Yellow highlights: Spot prices Practical Pair Trading Example Scenario: Both stocks in same sector, historically correlated Normal state: Both show +0.5% premium Divergence: TCS jumps to +1.2%, INFY stays at +0.5% Trade Signal: Short TCS futures (expensive) Long INFY futures (relatively cheap) Exit: When premiums converge back to similar levels Hedge ratio: Use lot sizes to maintain proper exposure balance Advantages for Pair Traders ✓ Single-screen monitoring of both legs ✓ Real-time basis calculations eliminate manual math ✓ Multi-timeframe view (near + next month) ✓ Automatic lot size fetching for position sizing ✓ Visual alerts through color coding ✓ Percentage normalization for easy comparison This indicator essentially transforms raw price data into actionable pair trading intelligence by highlighting relative value discrepancies between correlated assets in the futures market. Enjoy!!
Chỉ báo Pine Script®
của kingshukghosh71
Versatile Moving AverageThe Versatile Moving Average (VMA) is a comprehensive, all-in-one tool for trend analysis. It is designed to act as a central hub for advanced MA calculations by combining a wide selection of average types, calculation modes, and a multi-timeframe engine. Key Features: Comprehensive MA Selection: Provides a wide variety of moving average types (e.g., EMA, SMA, WMA, HMA, and their volume-weighted counterparts). Allows full customization of length, source, and offset. Advanced Calculation Modes: Volume Weighting: Optionally weights the selected MA calculation by volume, making it more responsive to market participation. Normalization (Geometric Average): A key feature is the optional 'Normalize' mode. When enabled, the indicator calculates a Geometric Moving Average by averaging the logarithms of the source price. This measures the average compound growth rate, making it well-suited for analyzing assets with exponential price behavior. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Comes with built-in alerts for the source price crossing over or under the calculated VMA, allowing for timely notifications. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Chỉ báo Pine Script®
của AustrianTradingMachine
Money Volume • Buyers vs Sellers — @tgambinoxThis indicator estimates the total amount of money traded (Volume × Price) and splits it between buyers and sellers based on each candle’s behavior. It displays green bars for buyers and orange bars for sellers, allowing you to see which side of the market is concentrating the capital. Useful for detecting flow imbalances, buying/selling pressure, and confirming price moves alongside total monetary volume (blue line).
Chỉ báo Pine Script®
của tgambinox
Halt-Risk Guard (5-min / 10%) — TTP Safe🛑 Halt-Risk Guard (5-min / 10%) — TTP Safe Stay clear of halts, invalidations, and over-extended moves. 🔍 Overview The Halt-Risk Guard helps traders avoid sudden invalidations by monitoring price velocity over the past X minutes (default: 5 min) and flagging when moves exceed a configurable threshold (default: 10%). Originally built to meet Trade The Pool (TTP) risk-management rules — where even non-halted 10% moves can void trades — this tool provides a clear, visual warning system and optional entry blocker. ⚙️ Key Features ✅ Halt-Risk Detection – Calculates both reference-based and swing-based (high↔low) percentage change over the chosen lookback period. ✅ TTP Safe Mode – “Swing mode” captures extreme volatility spikes that may invalidate trades even when the market stays open. ✅ Entry Blocker (optional) – Automatically greys candles and dims the background during risky conditions to prevent impulsive entries. ✅ Customisable Positioning – Move the on-chart info box to any corner of your chart (Top Left / Top Right / Bottom Left / Bottom Right). ✅ Clean Alerts – ⚠️ At/Above Threshold ✅ Back to Safe ⛔ Entry Blocker Active ✅ Visual Table Display – Compact dashboard shows current % move, lookback window, and threshold with intuitive green/red status. ✅ Strategy-Ready Output – A hidden 0/1 plot lets you block or filter trades in automated systems. ⚡ How It Works Monitors the selected symbol using your chosen computation timeframe (recommended 1-minute). Evaluates either: REF mode: Close-to-close change over the lookback window. SWING mode: High-to-low range within the same window. If the move ≥ Threshold %, the script highlights a halt-risk condition and optionally activates the entry blocker. 🎨 Recommended Settings Lookback: 5 minutes Threshold: 10 % Swing mode: ON (TTP-safe) Computation timeframe: 1 minute Entry blocker: ON Dim background: ON 🧠 Use Cases TTP and other prop-firm evaluations enforcing price-movement limits. Volatility-based scalping systems to avoid chasing extended candles. Strategy filters for algorithmic entries (e.g. pause trading during halt-risk windows). ⚠️ Disclaimer This tool provides visual and alert-based guidance only. It does not guarantee compliance with any specific firm’s rules or eliminate trading risk. Always verify thresholds and rules with your broker or evaluation provider.
Chỉ báo Pine Script®
của rrtaker86
DSS Bressert by MaxCapDSS Bressert by MaxCap is an enhanced version of the Double Smoothed Stochastic (DSS) oscillator, originally developed by Robert Bressert. It is designed to identify overbought/oversold market conditions and detect momentum shifts using a double-smoothing stochastic calculation. ⸻ ⚙️ How It Works This indicator applies a two-stage stochastic calculation with double exponential smoothing to reduce noise and provide smoother trend signals. 1. Phase 1 (MIT): A standard stochastic is calculated over the selected Stochastic_period, measuring the current close relative to the high-low range. This value is then smoothed using an exponential moving average (EMA). 2. Phase 2 (DSS): A second stochastic is applied on the smoothed MIT line using the same stochastic period, followed by another EMA smoothing step. The result is a smooth and responsive momentum oscillator that filters out market noise. This double-smoothing technique allows DSS to remain responsive to price changes while avoiding false reversals that are common with the traditional stochastic. ⸻ 🎨 Visualization • The orange line represents the main DSS value. • Blue dots appear when DSS is rising (bullish momentum). • Red dots appear when DSS is falling (bearish momentum). • The horizontal levels 20 and 80 mark oversold and overbought zones, respectively. ⸻ 🧠 Signal Interpretation • DSS > 80: Overbought zone — possible downward reversal. • DSS < 20: Oversold zone — possible upward rebound. • DSS rising after crossing above 20: Bullish signal. • DSS falling after crossing below 80: Bearish signal. • Color change (blue ↔ red) may indicate a momentum shift. ⸻ ⚙️ Input Parameters Parameter Description Default Value EMA Period EMA smoothing period 8 Stochastic Period Period for stochastic calculation 13 ⸻ 💡 Advantages • Smoother and more reliable than a standard stochastic. • Reduces market noise and false signals. • Accurately reflects real momentum shifts. • Color-coded visualization for clearer signal reading. ⸻
Chỉ báo Pine Script®
của Maxim_Tariverdiev
Price Movement Alert with Previous Close as ReferenceFunctionality of the Indicator The "Price Movement Alarm with Previous Day Close as Reference" indicator is a tool that helps you monitor significant price levels based on the previous day's closing price. The indicator calculates both decline and rise thresholds in specified percentages to generate potential trade alerts. The lines on the chart represent these thresholds, and the corresponding labels show the exact percentage. Usage Instructions: Previous Day's Close: The indicator uses the previous trading day's close as the reference point. Setting Decline and Rise Percentages: You can adjust the alarm levels for declines (e.g., 0.5%, 1.0%, 1.5%, 2.0%, 2.5%, 3.0%) and rises (e.g., 0.5%, 1.0%, 1.5%, 2.0%, 2.5%, 3.0%). Lines and Labels: The indicator draws lines on the chart and displays labels that indicate the percentage of price movement. Market Analysis: Analyze the price movements to make potential trading decisions. Market in Equilibrium: A market is in equilibrium when price movements remain within a narrow range (e.g., 0.5% to 1%). During this phase, volatility is low, and there are no significant price changes. Market not in Equilibrium: A market is not in equilibrium when price movements fall outside the narrow range (e.g., above 1%). During this phase, larger price movements can occur, often triggered by news or economic events.
Chỉ báo Pine Script®
của morris220768
MTF Support & Resistance (Optimized)🧠 Smart Multi-Timeframe Support & Resistance (4H / 1H) This advanced indicator automatically detects, clusters, and visualizes high-probability support and resistance levels across multiple timeframes — giving traders a clean and intelligent market map that adapts to price action in real time. 🔍 How It Works The script scans historical 4-hour and 1-hour charts to identify swing highs and lows using pivot logic. It then applies ATR-based clustering to merge nearby levels, filters weak or irrelevant zones, and highlights the most significant price reaction areas based on the number of touches and proximity to the current price. Each level’s thickness and transparency are dynamically adjusted by strength: Thicker lines = more confirmations (stronger level) Fainter lines = weaker, less-tested level ⚙️ Main Features ✅ Multi-Timeframe Analysis (4H + 1H) ✅ Automatic pivot detection and level clustering ✅ Smart filtering based on ATR, proximity, and touch count ✅ Dynamic line width and opacity that scale with level strength ✅ Minimal clutter — only the most relevant nearby levels are displayed ✅ Color-coded visualization for quick interpretation 🔴 Red = 4H Resistance 🟢 Lime = 4H Support 🟠 Orange = 1H Resistance 🟦 Aqua = 1H Support 🎯 Ideal For Scalpers, swing traders, and intraday analysts who want: A clear visual map of major reaction zones Automatic detection of high-confluence levels A smart, adaptive system that works across assets and timeframes 📈 Usage Tips Combine with volume, order-flow, or market-structure tools for confluence. Use higher-strength levels (thicker lines) as bias zones for entries and exits. Enable or disable 4H/1H visibility to match your trading style. Built with precision and performance in mind — this Smart S&R system transforms raw swing data into a readable, multi-layered price map for confident trading decisions.
Chỉ báo Pine Script®
của Prospecttrades
Ulcer Index (UI) by CoryP1990 – Quant ToolkitThe Ulcer Index measures downside volatility, i.e. how deep and persistent drawdowns are from recent highs. Unlike standard deviation, which treats upside and downside equally, the Ulcer Index focuses purely on pain . It’s a favorite of risk-adjusted performance metrics like the Martin Ratio. How it works Computes the RMS (root-mean-square) of drawdowns over a look-back window. Rising UI → drawdowns worsening (stress increasing). Falling UI → drawdowns shrinking (recovery phase). Red line = Ulcer Index rising. Lime line = Ulcer Index falling. Red background = High-risk regime (above threshold). Green background = Low-risk regime (below threshold). Use cases Gauge portfolio stress levels and timing of recovery phases. Identify “calm vs storm” periods for position sizing. Combine with volatility or sentiment measures for regime classification. Defaults Length = 14 High-risk threshold = 10 Low-risk threshold = 5 Example — NVIDIA (NVDA, 1D) During the sharp decline through 2022, the Ulcer Index repeatedly spiked above 10 while the background turned red, highlighting an extended high-stress drawdown phase. As NVDA began recovering in early 2023, the UI line switched to lime and drifted below 5, marking a transition into a low-risk regime. Throughout 2024–2025, the index stayed mostly sub-5 with brief red pulses on minor corrections, which is clear evidence that downside volatility has remained contained during the broader uptrend. Part of the Quant Toolkit - a series of transparent, open-source indicators designed for professional-grade analytics and education. Built by CoryP1990.
Chỉ báo Pine Script®
của CoryP1990