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Regressions

ULTIMATE SMC FUSION 💎 ULTIMATE SMC FUSION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A premier Smart Money Concepts (SMC) indicator that masterfully combines multi-dimensional structure analysis with precision momentum filtering. This edition is optimized for manual SMC traders looking for clarity and performance. 🚀 KEY FEATURES: • FULL SMC SUITE: Automated Break of Structure (BOS) and Change of Character (CHoCH) detection. • HTF ADAPTIVITY: Fine-tuned logic specifically for $30m$, $1h$, and $4h$ charts to catch the major institutional moves. • PRECISION REVERSAL ENGINE: Advanced detection for Pinbar and Engulfing patterns at key liquidity zones. • SMART SCORING SYSTEM: Integrated analysis of ADX (Trend Strength), RSI (Momentum), and Volume. • ZERO-API ARCHITECTURE: Streamlined for maximum efficiency on your local TradingView terminal. • 2026 V2026 VISUALS: Modern, premium interface with glassmorphic stats and high-contrast signals. BEST FOR: SMC Traders, Prop Firm Challenges, and High-Precision Analysis. Feel free to adjust the settings to your own needs. Do not put your full confidence into a script, make your own decisions allways. Trade at your own risk.
Chỉ báo Pine Script®
của Uncle_SamFx
Regression ADX LinReg Kernel RBF Strength DirectionThe Regression ADX is an advanced momentum and regime-detection indicator that re-engineers the traditional ADX/DMI framework using regression-smoothed price data instead of raw candles. By applying Linear Regression or Gaussian Kernel (RBF) regression to price before calculating ADX, this indicator significantly reduces noise while preserving true directional control and trend strength. The result is a cleaner, more predictable read on market momentum and direction, especially in choppy or algorithm-driven environments. What Makes This Different Traditional ADX reacts to raw price fluctuations, often producing false momentum signals in sideways markets. This version: Smooths High / Low / Close using regression Computes +DI / −DI on the smoothed structure Measures true expansion vs compression, not noise Separates directional control from trend strength Core Components ADX (Strength): Measures trend expansion regardless of direction +DI / −DI (Direction): Identifies bullish vs bearish control Direction Bias Histogram: (+DI − −DI) for fast directional clarity Regression Engine Selector: Linear Regression – faster, responsive Kernel RBF Regression – smoother, more stable regime detection How to Read It ADX Rising → Momentum expanding (conditions improving) ADX Falling → Compression / chop risk +DI above −DI → Bullish directional control −DI above +DI → Bearish directional control Bias Histogram above zero → Bullish pressure Bias Histogram below zero → Bearish pressure Best Practices ✔ Use as a trade filter, not a signal generator ✔ Trade in the direction of DI dominance ✔ Prioritize setups when ADX is rising above 20–25 ✔ Avoid entries during falling ADX or neutral bias ✔ Excellent for futures, options, and high-frequency markets Who This Is For Momentum and trend traders Quant-style system builders Traders looking to avoid chop Anyone who uses ADX but wants a cleaner, smarter version What This Indicator Is Not ✖ Not a buy/sell system ✖ Not a moving average crossover ✖ Not designed for beginners Summary Regression ADX transforms a classic indicator into a modern regime engine by combining directional movement theory with regression-based smoothing. If you want to know when momentum is real, when direction is controlled, and when it’s worth trading, this indicator provides that edge.
Chỉ báo Pine Script®
của Marketscope
CVD Absorption & Distribution Pro v3 (With Logit Regression)CVD Absorption & Distribution Pro v3 - Complete Guide Introduction and Overview The CVD Absorption and Distribution Pro v3 is an advanced trading indicator designed for TradingView that reveals hidden market dynamics invisible on standard price charts. This tool analyzes the battle between buyers and sellers at the micro level, identifying when large institutional players are quietly accumulating or distributing positions while price remains deceptively stable. Traditional volume indicators fail traders because they treat all volume the same way. They cannot distinguish between aggressive buying and aggressive selling. More importantly, they cannot reveal when significant selling pressure is being absorbed by hidden buyers, or when strong buying pressure is being quietly distributed by large sellers. This information asymmetry has historically given institutional traders a massive advantage over retail participants. This indicator solves that problem by implementing Cumulative Volume Delta analysis combined with machine learning prediction models, hidden liquidity detection, and comprehensive statistical validation. The result is a professional-grade analytical tool that was previously available only on expensive specialized platforms, now accessible to the entire TradingView community. What is Cumulative Volume Delta Cumulative Volume Delta, commonly known as CVD, is a method of categorizing trading volume based on whether it represents buying or selling pressure. The concept is straightforward. When price ticks upward from one moment to the next, the volume associated with that price movement is classified as buying volume. When price ticks downward, that volume is classified as selling volume. The difference between total buying volume and total selling volume over a given period is the delta. A positive delta indicates that buyers were more aggressive during that period. A negative delta indicates sellers were more aggressive. By tracking this delta cumulatively over time, traders can see the underlying pressure that may not be immediately visible in price action alone. However, raw CVD analysis has limitations. The real trading edge emerges when we compare what the CVD suggested should happen to price versus what actually happened. When there is significant selling pressure but price fails to decline, something interesting is occurring. Someone is absorbing all that selling. This is where the concepts of absorption and distribution become critically important. Core Functionality Explained The indicator operates by accessing one-second bar data from TradingView, the finest granularity available on the platform. This micro-level data is then grouped into clusters, which are user-configurable time blocks. The default setting creates clusters of sixty one-second bars, effectively creating one-minute analysis blocks. However, traders can adjust this to create clusters representing anywhere from a few seconds to several minutes depending on their trading style. For each one-second bar within a cluster, the script must determine whether to classify the volume as buying or selling. This classification happens based on whether price moved up or down compared to the previous bar. But what happens when price does not change at all? The indicator provides three methods to handle this situation. The first method, called Last Direction, assigns unchanged volume to whichever direction occurred most recently. If the previous tick was an uptick, the unchanged volume is counted as buying. This approach assumes market momentum tends to persist at very short timeframes. The second method, called Split Fifty-Fifty, divides unchanged volume equally between buying and selling. This conservative approach acknowledges that when price does not move, we genuinely cannot know whether buyers or sellers were responsible. The third method simply ignores unchanged ticks entirely, excluding them from the CVD calculation. This purist approach ensures only directionally confirmed volume influences the analysis. Understanding Absorption Absorption is one of the two primary signals this indicator detects. Absorption occurs when significant selling pressure fails to push price lower. Imagine a scenario where the delta is strongly negative, meaning sellers are aggressively hitting bids and overwhelming buyers. Under normal circumstances, this should drive price down. But if price stays flat or even rises despite this selling pressure, something unusual is happening. A large buyer is absorbing all that selling without allowing price to fall. This behavior is characteristic of institutional accumulation. Large players who want to build substantial positions cannot simply place massive buy orders because that would move price against them immediately. Instead, they often buy by absorbing selling pressure. They let other participants sell to them at stable prices, quietly accumulating shares without revealing their intentions. The indicator identifies absorption by first checking whether the CVD magnitude exceeds a calculated threshold based on historical averages. If the CVD is significantly negative and exceeds this threshold, the script then examines what happened to price. If price moved up or stayed flat, this is classified as full absorption. If price moved down but moved less than expected given the selling pressure, this is classified as partial absorption. The expected price move is calculated based on the relationship between CVD magnitude and typical price movement observed historically. If current CVD is twice the average, the expected price move would be approximately twice the average price move. When actual price movement falls short of this expectation, the shortfall percentage quantifies the absorption. Understanding Distribution Distribution is the mirror image of absorption. It occurs when significant buying pressure fails to push price higher. When delta is strongly positive but price stays flat or even declines, someone is distributing shares into that buying pressure. They are selling to eager buyers without allowing price to rise. This behavior characterizes institutional distribution. Large holders who want to exit substantial positions face the same challenge as accumulators. They cannot simply dump massive sell orders because that would crash the price before they finish selling. Instead, they often sell by distributing into buying pressure, letting other participants buy from them at stable prices while quietly reducing their position. The indicator identifies distribution using the same logic as absorption but in reverse. Strongly positive CVD that exceeds the threshold combined with flat or declining price signals distribution. Partial distribution is identified when price rises but rises less than the CVD magnitude would suggest. Hidden Liquidity Detection Perhaps the most valuable feature of this indicator is its ability to quantify hidden liquidity. Hidden liquidity refers to large orders that are not fully visible in the order book. Institutional traders commonly use iceberg orders, which display only a small portion of the total order size while the rest remains hidden. As the visible portion gets filled, more of the hidden quantity is revealed. The indicator estimates hidden liquidity by analyzing partial absorption and partial distribution events. When price moves less than expected given the CVD, the difference represents volume that was absorbed by hidden orders. The cumulative hidden buy liquidity and hidden sell liquidity provide insight into institutional activity that remains completely invisible on standard charts. A high ratio of hidden buy liquidity to hidden sell liquidity suggests institutional accumulation is occurring. Conversely, a high ratio of hidden sell liquidity to hidden buy liquidity suggests institutional distribution. These signals often precede significant price movements as the institutional positioning eventually influences market direction. The Prediction Model This indicator goes beyond simple pattern detection by implementing a genuine machine learning model trained on historical data. The model uses logistic regression to predict whether price will move up or down in subsequent clusters based on current market conditions. The model considers three primary factors. First, it looks at the normalized CVD, which measures current CVD relative to its historical average and variability. Second, it examines net flow, which is the difference between absorption and distribution. Third, it analyzes hidden flow, the difference between hidden buy liquidity and hidden sell liquidity. During the training process, the model examines historical clusters where price actually moved significantly. It learns the relationship between these three factors and subsequent price direction. Through iterative gradient descent, the model adjusts its coefficients to best fit the historical data. The output is a probability between zero and one representing the likelihood that the next cluster will see upward price movement. A probability above sixty percent suggests bullish conditions. A probability below forty percent suggests bearish conditions. Values between forty-five and fifty-five percent indicate neutral or uncertain conditions. Model Validation Metrics The indicator provides several metrics to help traders assess whether the prediction model is actually useful for the specific instrument they are analyzing. This validation is critically important because not all instruments exhibit predictable CVD-price relationships. Logistic Accuracy shows the percentage of correct binary predictions across the training window. An accuracy of fifty percent is essentially random, providing no edge. Accuracy above fifty-five percent suggests the model has genuine predictive value. Sign Agreement Rate measures how often CVD direction matched price direction historically. When CVD is positive and price goes up, or when CVD is negative and price goes down, this counts as agreement. A sign agreement rate significantly above fifty percent indicates that CVD provides useful directional information for this instrument. Weighted Sign Agreement applies the same concept but weights each observation by CVD magnitude. High-magnitude CVD events that correctly predict direction count more than low-magnitude events. This metric reveals whether strong CVD signals are more reliable than weak ones. If these validation metrics are close to fifty percent, traders should be cautious about relying on the model for that particular instrument. The CVD-price relationship may be too noisy or the market microstructure may not suit this type of analysis. Bucket Analysis The indicator performs bucket analysis by segmenting historical data into five groups based on CVD magnitude. The first bucket contains clusters where CVD was very strongly negative, more than twice the average in the negative direction. The second bucket contains moderately negative CVD clusters. The third bucket represents neutral conditions where CVD was within one standard average of zero in either direction. The fourth bucket contains moderately positive CVD, and the fifth bucket contains very strongly positive CVD. For each bucket, the indicator calculates what percentage of clusters saw price move upward. In a market where CVD has predictive value, we would expect to see low upward percentages in negative CVD buckets and high upward percentages in positive CVD buckets. The spread between the highest and lowest buckets indicates how useful CVD is for predicting direction. If the bucket analysis shows similar upward percentages across all buckets, the CVD-price relationship is essentially random for that instrument. If the pattern shows the expected gradient from low to high, CVD analysis should provide genuine trading edge. Strength Tiers Not all absorption and distribution events are equally significant. The indicator classifies events into three strength tiers based on their magnitude relative to baseline averages. Normal events occur when CVD is between one and two times the average magnitude. These events happen regularly throughout trading sessions and represent standard market dynamics. Strong events occur when CVD is between two and three times the average magnitude. These elevated significance events warrant additional attention and may indicate more substantial institutional activity. Exceptional events occur when CVD exceeds three times the average magnitude. These rare occurrences often precede significant price movements and represent major institutional footprints in the market. The indicator tracks how many events of each tier occurred during the display period, helping traders identify sessions with unusual institutional activity. Divergence Detection The indicator implements sophisticated divergence detection that compares trends in CVD with trends in price over a rolling window of recent clusters. Divergence occurs when these two metrics move in opposite directions or when one moves significantly while the other remains flat. Bullish divergence manifests in two forms. Hidden accumulation occurs when the CVD trend turns increasingly positive while price remains flat, suggesting buying pressure is building without yet moving price. CVD accumulation occurs when average CVD is positive but average price movement is minimal. Bearish divergence also manifests in two forms. Hidden distribution occurs when CVD trend turns increasingly negative while price remains stable, suggesting selling pressure is building. CVD distribution occurs when average CVD is negative but price refuses to decline. Divergence signals are quantified by their strength relative to baseline averages, allowing traders to prioritize the most significant divergences. Display and Interface The indicator presents all its analysis through a comprehensive table overlay positioned on the chart. The table is organized into logical sections that can be individually enabled or disabled based on trader preferences. The Direction Prediction section shows the current signal, probability, and period cluster breakdown between bullish, bearish, and neutral predictions. The Model Performance section displays accuracy metrics and training sample counts. The CVD Bucket Analysis section shows the five-bucket breakdown with upward percentages for each, along with an interpretation of whether a predictable pattern exists. The Baselines section displays the calculated averages for CVD and price movement, along with the current threshold being used for event detection. The Results section shows total absorption and distribution for the display period, the ratio between them, net values, and an overall flow signal interpretation. The Full versus Partial section breaks down events by type, showing how much activity was full absorption or distribution versus partial events indicating hidden liquidity. The Hidden Liquidity section displays estimated hidden buy and sell volumes, their ratio, average shortfall percentages, and an iceberg signal interpretation. The Strength Tiers section shows event counts by tier for both absorption and distribution, highlighting any exceptional events. The Divergence section indicates whether bullish or bearish divergence is currently present and its strength. The Statistics section provides cluster counts and event counts for reference. Configuration Recommendations For scalping and very short-term trading with holding periods of one to five minutes, traders should use smaller cluster sizes around thirty to sixty seconds, shorter average lengths around two to three hundred clusters, and enable intensity weighting to emphasize high-magnitude events. For day trading with holding periods of fifteen to sixty minutes, the default settings work well. Cluster size of sixty for one-minute analysis, average length of seven hundred fifty for approximately two trading days of history, and single-day display period provide balanced analysis. For swing trading with multi-day holding periods, larger cluster sizes of three hundred to six hundred representing five to ten minute blocks reduce noise. Longer average lengths of seven fifty to fifteen hundred clusters capture broader patterns. Multi-day display periods of three to five days reveal accumulation and distribution over meaningful timeframes. Interpreting Results When the absorption to distribution ratio exceeds one point five, this suggests bullish underpinnings. Selling pressure is being absorbed, potentially indicating institutional accumulation. Traders should look for confirmation from hidden buy liquidity metrics, model probability favoring upside, and any bullish divergence signals. When the ratio falls below zero point six seven, this suggests bearish underpinnings. Buying pressure is meeting distribution, potentially indicating institutional selling. Validate with hidden sell liquidity metrics, model probability favoring downside, and any bearish divergence signals. When the ratio falls between zero point eight and one point two, the market is in relative equilibrium. Traders should wait for the ratio to break out of this neutral range, watch for exceptional tier events that might signal a shift, or wait for divergence to develop. Regarding model predictions, when accuracy exceeds fifty-eight percent and sign agreement exceeds fifty-five percent, there is a strong predictive relationship. CVD analysis provides genuine edge for this instrument. When accuracy falls between fifty-four and fifty-eight percent or sign agreement falls between fifty-two and fifty-five percent, there is moderate edge. Use signals for confirmation but not as standalone entry triggers. When both metrics fall below their respective thresholds, the relationship is weak or random. Traders should reconsider whether CVD analysis adds value for this particular instrument. Best Practices Allow adequate training time before relying on model predictions. The prediction model requires substantial data to train effectively. Ensure at least five hundred clusters have accumulated before trusting model outputs. The indicator displays training sample count for verification. Always validate model quality before trading based on predictions. A fifty-two percent accuracy is statistically indistinguishable from random chance. Ensure your edge is real by checking all validation metrics. Context matters tremendously in interpretation. Absorption during an established uptrend suggests continuation strength. Absorption during a downtrend suggests potential reversal. Always interpret signals within the broader market context rather than in isolation. Combine this indicator with price action analysis. The CVD analysis reveals hidden dynamics but should not be used alone. Combine with support and resistance levels, trend structure analysis, volume profile, and traditional technical patterns for comprehensive market assessment. Monitor for regime changes over time. Market microstructure can change as participation patterns evolve. Regularly review bucket analysis to ensure the CVD-price relationship remains stable. Significant deterioration in predictive patterns may indicate changing market conditions requiring parameter recalibration. Value to the Trading Community This indicator democratizes institutional-grade analysis. Historically, this level of order flow analysis required expensive specialized platforms that cost hundreds or thousands of dollars monthly. By implementing these concepts within TradingView Pine Script, this tool makes professional analysis accessible to all traders regardless of budget. The indicator serves as an educational framework. Beyond practical trading applications, the visible statistics help traders understand the CVD-price relationship. Bucket analysis teaches probabilistic thinking. Model coefficients reveal which factors matter most. Validation metrics prevent overconfidence in unreliable signals. The customization depth accommodates diverse trading styles. With over thirty configurable parameters, the indicator adapts to virtually any approach from rapid scalping to patient swing trading. The transparent methodology builds trust. Unlike black-box commercial solutions where algorithms remain hidden, every calculation is visible in the source code. Traders can verify the logic, understand the assumptions, and modify the approach to suit their specific needs. Conclusion The CVD Absorption and Distribution Pro v3 represents a significant advancement in accessible order flow analysis for retail traders. By combining time-tested CVD concepts with modern statistical validation and machine learning techniques, it provides a comprehensive toolkit for understanding the hidden dynamics driving price action. Its value lies not merely in generating trading signals but in providing the framework to understand why those signals occur and whether they are statistically meaningful for the specific instrument being traded. This combination of actionable intelligence and educational transparency makes it an invaluable addition to any serious trader analytical arsenal. The indicator rewards those who invest time in understanding its methodology, optimizing its parameters for their specific trading style, and validating its signals against their own market experience. Used thoughtfully, it reveals the institutional footprints that remain invisible on conventional charts. The absorption, distribution, and hidden liquidity patterns it detects often presage significant market movements, giving attentive traders the opportunity to position themselves alongside smart money rather than against it.
Chỉ báo Pine Script®
của jaydesaigu
ALPHA FUSION FIX - RSI Extreme Strategy [Webhook Ready]Overview: This indicator is a simplified, high-precision tool focused on RSI Overbought and Oversold extremes (95/5). It was designed for traders who seek exhaustion points in the market with surgical precision. Key Features: Pure RSI Logic: Signals are triggered strictly at RSI 95 (Short) and RSI 5 (Long), avoiding market noise. Automation Ready: Includes a dynamic JSON Webhook integration for automated trading on exchanges like Binance. Risk Management: Built-in inputs for Margin, Leverage, and Max Positions directly in the UI. Visual Aids: Includes a Trio of EMAs (28, 80, 200) for trend context. How to use: Attach to any chart (Optimized for 15m/1h timeframes). Configure your Webhook Secret and risk parameters. Set an alert using "Any alert() function call".
Chỉ báo Pine Script®
của MarechalKhan
1
MACD+ Pro Structure (W-Bottom & M-Top)这是一个为您准备的 **MACD+ Pro Structure (V8.7)** 指标的详细中英双语简介。您可以将其保存为文档，或用于发布指标时的说明文案。 --- # 📈 MACD+ Pro Structure V8.7 - User Guide & Principles # 📈 MACD+ Pro 结构化战法 V8.7 - 用户指南与原理说明 --- ## 1. Introduction (简介) **English:** MACD+ Pro Structure is a comprehensive quantitative trading system designed for professional traders. It goes beyond the traditional MACD indicator by integrating **Price Action (Structure)**, **Momentum (Divergence)**, and **Volume Analysis**. This indicator helps traders identify potential reversals through **Dual Divergence detection** and captures trend continuations or reversals via valid **W-Bottom/M-Top patterns**. It visualizes complex market logic into simple, actionable signals on your chart. **中文:** MACD+ Pro Structure 是一套专为专业交易者设计的综合量化交易系统。它超越了传统 MACD 指标的范畴，融合了**裸K形态（结构）**、**动能分析（背离）**以及**成交量分析**。 该指标通过**双重背离检测**帮助交易者识别潜在的反转点，并通过严格定义的**W底/M顶形态**捕捉趋势的突破或反转。它将复杂的市场逻辑转化为图表上简单、可执行的视觉信号。 --- ## 2. Core Principles (核心原理) ### A. Dual Divergence Engine (双重背离引擎) * **English:** * The indicator monitors two types of divergences simultaneously: **Histogram Divergence** (Momentum decay) and **MACD Line Divergence** (Price/Indicator conflict). * **Logic:** It uses Pivot points to compare price highs/lows against MACD highs/lows. * **Visual:** When *any* divergence is detected, the MACD line instantly **thickens and changes color** (Green for Bullish, Red for Bearish). This indicates an active "N-Pattern" state, suggesting a high-probability reversal window. * **中文:** * 指标同时监测两种类型的背离：**柱状图背离**（动能衰竭）和 **MACD 快线背离**（量价冲突）。 * **逻辑**：利用 Pivot（波峰波谷）算法对比价格高低点与 MACD 指标高低点。 * **视觉**：当检测到*任意*一种背离时，MACD 快线会立即**加粗并变色**（多头变绿，空头变红）。这标志着“N字状态”的激活，提示当前处于高胜率的反转窗口期。 ### B. Structural Patterns: W-Bottom & M-Top (结构化形态) * **English:** * Instead of subjective guessing, the script uses arrays to store Pivot Lows/Highs to identify valid **Double Bottoms (W)** and **Double Tops (M)**. * **Validation:** It checks for time intervals between legs, price differences (tolerance), and volume shrinkage on the second leg. * **Trigger:** A signal is only generated when the price **breaks the Neckline** (dashed line). * **中文:** * 不同于主观猜测，脚本使用数组记录波峰波谷，以识别有效的**双底（W底）**和**双顶（M顶）**。 * **验证**：系统会检查左右脚的时间间隔、价格误差（容差率）以及右脚的缩量情况。 * **触发**：信号仅在价格实体有效**突破颈线**（虚线）时才会触发。 --- ## 3. Usage Guide (详细用法说明) ### Scenario 1: Reversal Trading (左侧反转交易) **Signal:** MACD Line Color Change (Line Divergence) * **English:** 1. Observe the MACD line. 2. **Bullish:** If price makes a lower low but the MACD line turns **Thick Green**, it indicates a Bottom Divergence. This is an entry signal for a potential reversal. 3. **Bearish:** If price makes a higher high but the MACD line turns **Thick Red**, it indicates a Top Divergence. 4. **Exit:** The line returns to a thin Blue line when the momentum fades or crosses the zero line. * **中文:** 1. 观察 MACD 快线的状态。 2. **做多**：如果股价创新低，但 MACD 快线突然变成**加粗的绿色**，说明底背离确认。这是一个潜在的抄底信号。 3. **做空**：如果股价创新高，但 MACD 快线突然变成**加粗的红色**，说明顶背离确认。 4. **离场**：当动能衰竭或穿过零轴时，线条会恢复为细蓝色，提示反转动能结束。 ### Scenario 2: Structural Breakout (右侧结构交易) **Signal:** "W-Bottom" / "M-Top" Labels * **English:** 1. Wait for the indicator to draw a **Dashed Neckline** (White for W, Red for M). 2. **Long Entry:** When the "W-Bottom" label appears and the candle closes above the white neckline. This confirms a structural breakout. 3. **Short Entry:** When the "M-Top" label appears and the candle closes below the red neckline. * **中文:** 1. 等待指标自动绘制**虚线颈线**（W底为白色，M顶为红色）。 2. **做多进场**：当图表出现“W底”标签，且K线收盘价站上白色颈线时。这确认了结构的有效突破。 3. **做空进场**：当图表出现“M顶”标签，且K线收盘价跌破红色颈线时。 ### Scenario 3: Auxiliary Signals (辅助信号) * **English:** * **Golden Needle (金针探底):** Long lower shadow with high volume + MACD below zero. Indicates panic selling and potential rebound. * **Volume Breakout (放量突破):** Large bullish candle with high volume breaking the trend line. Indicates strong trend initiation. * **中文:** * **金针探底**: 长下影线配合巨量 + MACD 处于零轴下方。提示恐慌盘涌出，潜在的反弹机会。 * **放量突破**: 大阳线配合成交量放大，并突破长期趋势线。提示强趋势的启动。 --- ## 4. Key Parameters (关键参数说明) * **MACD Settings**: Standard 12, 26, 9 (Adjustable). * **Divergence Check (背离检测)**: * You can toggle Histogram or Line divergence individually. * *Pivot Sensitivity*: Controls how strict the pivot detection is (Default 2). * **Pattern Settings (形态设置)**: * *ATR Tolerance*: Allows for dynamic price difference between W/M legs based on volatility. * *Volume Shrink*: Enforces volume analysis on the second leg of the pattern. --- ## ⚠️ Disclaimer (免责声明) **English:** This indicator is for assistance and educational purposes only. Past performance does not guarantee future results. Please combine with your own risk management strategy. **中文:** 本指标仅供辅助分析和学习使用。历史表现不代表未来结果。请务必结合您自己的风险管理策略进行交易。
Chỉ báo Pine Script®
của xiaoy233
Kernel Filter Histogram (RBF)The Kernel Filter Histogram (RBF) is a regime-detection and edge-confirmation tool built on Gaussian (RBF) kernel regression. It is designed to identify when market conditions are favorable for participation and when traders should stay defensive. Instead of reacting to price noise, this indicator measures the normalized slope of a smoothed kernel regression curve, converts it into a z-score, and displays it as a histogram representing directional edge pressure. What It Measures Underlying market regime (bullish, bearish, or neutral) Strength and quality of directional momentum Statistical edge expansion vs compression When trend continuation is more likely vs chop How It Works Applies Nadaraya–Watson kernel regression using a Gaussian (RBF) kernel Calculates the slope of the regression curve Normalizes slope using ATR for cross-instrument consistency Converts the result into a z-score to measure statistical deviation Smooths the output into a readable histogram + signal line Uses an optional threshold gate to filter low-quality conditions Reading the Histogram Green bars → Bullish regime / positive edge Red bars → Bearish regime / negative edge Gray bars → Neutral / low-edge environment Above zero → Bullish pressure dominates Below zero → Bearish pressure dominates Threshold gating allows you to require minimum edge strength before treating signals as actionable. Best Use Cases Trade filter (only take longs when bullish, shorts when bearish) Regime confirmation for existing strategies Momentum quality assessment Avoiding chop and low-probability setups Multi-timeframe alignment tool What This Is (and Is Not) ✔ IS: A high-quality regime and edge filter ✔ IS: Designed for professional trading systems ✔ IS: Instrument-agnostic and timeframe-agnostic ✖ NOT: A buy/sell signal generator ✖ NOT: A lagging moving average ✖ NOT: A beginner indicator Recommended Usage Use this indicator as a gatekeeper: Only execute setups when the histogram confirms favorable regime conditions Combine with your entry trigger, not instead of it Works exceptionally well with trend-following, momentum, and mean-expansion systems
Chỉ báo Pine Script®
của Marketscope
QKM Multi-Scale Bands乾坤动量结构轨道（QKM）QKM Multi-Scale Bands 概述 QKM 是一套用于刻画市场“结构状态”的轨道型指标。它通过结构基线、防守下沿与多尺度趋势地板的协同输出，帮助观察趋势延续、回撤承接与结构切换风险。 核心组成 Base（结构基线） ：对价格进行平滑，形成中短期结构参考。 Defensive（结构防守线） ：由基线派生的动态下沿，用于观察回撤防守区与结构承接质量。 V4 / V5（趋势地板系统） ：通过多尺度趋势投影与结构融合输出两条轨道： V4： 主轨道（更贴近趋势变化） V5： 保守轨道（更注重稳定性与防守） 使用方法（非交易建议） 趋势观察： 价格持续运行在 V4/V5 上方且轨道上行，通常代表结构偏强；若跌破并反复受压，代表结构弱化。 回撤承接： 回撤过程中观察 Defensive 与 V5 的承接/失守，可用于评估回撤是否仍在结构内。 结构切换： 当 V4 与 V5 出现明显的收敛或分离变化时，可能代表阶段切换，建议结合品种特性与周期确认。 适用范围与限制 更适用于流动性较好、波动结构相对稳定的品种； 指标用于辅助解读结构状态，不保证信号有效性；请自行建立风险控制与交易计划。 English (brief, review-friendly) QKM Structure Bands — Multi-Scale Trend Floor & Defensive Structure (Invite-only) Overview QKM is a structure-oriented band indicator designed to visualize market states via a baseline, a defensive structural floor, and a multi-scale trend-floor system. The script focuses on trend continuation, pullback defense, and regime-transition awareness. This is a closed-source invite-only publication; the description explains what it does and how to use it without exposing proprietary calibration details. Components Base: smoothed structural reference line. Defensive: baseline-derived dynamic lower structure used to monitor pullback defense. V4 / V5: multi-scale trend-floor bands produced via trend projection and structure blending: V4: primary band (more responsive) V5: conservative band (more stable) How to use Track trend strength using price location vs. V4/V5 and band direction. Evaluate pullback containment using Defensive and V5 behavior. Watch V4–V5 convergence/divergence as a potential regime transition cue. Limitations This tool does not predict future price and should be used with proper risk management.
Chỉ báo Pine Script®
của philipguangbr
Log Trend Channel Enhanced**Log Trend Channel Enhanced (LTC+)** A logarithmic regression channel with 11 deviation bands and comprehensive statistical metrics. **Features:** - Logarithmic regression trendline from customizable start date - 11 parallel bands at ±0.5σ, ±1σ, ±1.5σ, ±2σ, ±2.5σ standard deviations - Color-coded zones (green = undervalued, red = overvalued) **Metrics displayed:** - R² (goodness of fit) - Pearson correlation - Implied CAGR (annualized return from trendline) - Distance from trend (%) - Current σ position - Channel position (%) - Historical percentile rank **Usage:** Ideal for long-term trend analysis on assets with exponential growth patterns. Use on log-scale charts for best visualization. Green zones near -2σ historically indicate accumulation opportunities; red zones near +2σ suggest distribution phases. **Settings:** - Adjustable start date (default: 1 year ago) - Customizable colors and line widths - Optional deviation labels - Configurable future projection
Chỉ báo Pine Script®
của jsmith0111
15-Minute Squeeze Scalper (Traffic Light Edition)Overview This is a highly optimized version of the famous Squeeze Momentum Indicator, customized specifically for 15-minute scalping . While the original indicator is powerful, the default colors can be confusing for new traders. I have recoded this to function as a simple "Traffic Light" system to help you identify periods of inaction vs. periods of high-probability breakouts. How it Works This tool identifies when the market is "quiet" (low volatility) and getting ready to explode. It uses Bollinger Bands and Keltner Channels to measure this energy. The "Traffic Light" Visuals 🔴 RED Cross (Center Line): STOP / WAIT Meaning: The Squeeze is ON. The market is coiling tight. Action: Do not trade yet. Wait for the energy to release. The longer the line of red dots, the bigger the potential move. 🟢 GREEN Cross (Center Line): GO / ACTION Meaning: The Squeeze has FIRED. Volatility is expanding. Action: Look at the Histogram to determine the direction of the trade. 📊 Histogram Bars: Lime/Green: Bullish Momentum (Trade Long). Red/Maroon: Bearish Momentum (Trade Short). The 15-Minute Scalping Strategy Identify the Squeeze: Look for a series of Red Crosses on the zero line. Wait for the Fire: Wait for the first Green Cross to appear. Confirm Direction: If the Cross turns Green AND the Histogram is above zero: LONG. If the Cross turns Green AND the Histogram is below zero: SHORT. Alerts Included I have added custom alerts so you don't have to stare at the screen: "Squeeze Fired": Alerts you instantly when the Red Cross changes to Green. "Momentum Long/Short": Alerts you when momentum flips direction.
Chỉ báo Pine Script®
của billal-kashif
Orbedud_Rebourne_V2_SubgraphOrbedud Rebourne Trading Indicator A fully adaptive, multi-timeframe trend detection system. The Orbedud Rebourne indicator analyzes market dynamics across multiple perspectives simultaneously, providing clear directional signals without requiring manual parameter optimization. The system automatically adapts to changing market conditions and different timeframes, making it suitable for futures, stocks, and forex trading. Key Features: Self-adapting to any market or timeframe Consensus-based signals for high-confidence entries Normalized strength meter (-100 to +100) for objective trend measurement Visual trend lines with color-coded market states Built-in signal filtering to reduce false entries Outputs: Master trend line with support/resistance levels Entry signals with confirmation markers Market strength visualization Session level tracking
Chỉ báo Pine Script®
của orbedud
Orbedud_Rebourne V2Orbedud Rebourne Trading Indicator A fully adaptive, multi-timeframe trend detection system. The Orbedud Rebourne indicator analyzes market dynamics across multiple perspectives simultaneously, providing clear directional signals without requiring manual parameter optimization. The system automatically adapts to changing market conditions and different timeframes, making it suitable for futures, stocks, and forex trading. Key Features: Self-adapting to any market or timeframe Consensus-based signals for high-confidence entries Normalized strength meter (-100 to +100) for objective trend measurement Visual trend lines with color-coded market states Built-in signal filtering to reduce false entries Outputs: Master trend line with support/resistance levels Entry signals with confirmation markers Market strength visualization Session level tracking
Chỉ báo Pine Script®
của orbedud
Linear Regression Blend Candles [Adaptive]Regression Blend Candles A hybrid candle system that blends standard OHLC candles with linear regression candles at a user-defined ratio. The result is a cleaner price representation that filters noise while preserving market structure. Adaptive modes automatically adjust the blend based on market conditions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 𝗛𝗢𝗪 𝗜𝗧 𝗪𝗢𝗥𝗞𝗦 The indicator calculates linear regression values for each OHLC component over a lookback period, then blends them with regular candle values based on your blend percentage. At 0% you see pure price action; at 100% you see full regression candles; anything between gives you a mix. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 𝗙𝗘𝗔𝗧𝗨𝗥𝗘𝗦 ◽ Blend Control Set a fixed blend percentage or enable adaptive mode. The blend slider lets you dial in exactly how much smoothing you want—useful for finding the sweet spot between noise reduction and signal responsiveness. ◽ Adaptive Blend Modes Let the market decide the blend ratio: • ATR — Higher volatility increases LR blend to filter chop • StdDev — Similar concept using standard deviation • ATR + StdDev — Combines both volatility measures • R-Squared — Increases blend when price fits a linear trend well (high R² = clean trend = trust the regression more) • R² + ATR — Combines trend quality with volatility for a balanced approach ◽ R-Squared Thresholds Fine-tune when the R² adaptive mode kicks in. Below the low threshold, blend stays at minimum. Above the high threshold, blend reaches maximum. This prevents over-smoothing during choppy, non-linear price action. ◽ Post-LR Smoothing Apply additional smoothing to the regression values before blending: • ALMA — Arnaud Legoux Moving Average with offset/sigma control • Kalman — Adaptive filter that balances responsiveness and smoothness • KAMA — Kaufman Adaptive MA that adjusts to market efficiency ◽ Advanced LR Mode Enable weighted regression with exponential decay (emphasizes recent bars) and lag correction (extrapolates based on velocity to reduce inherent LR lag). ◽ Ghost Candles Display faded regular candles behind the blended candles to visualize the difference and spot divergences between raw price and the smoothed representation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 𝗦𝗨𝗚𝗚𝗘𝗦𝗧𝗘𝗗 𝗦𝗘𝗧𝗨𝗣𝗦 𝟭. 𝗧𝗿𝗲𝗻𝗱 𝗖𝗹𝗮𝗿𝗶𝘁𝘆 (𝗦𝘄𝗶𝗻𝗴 𝗧𝗿𝗮𝗱𝗶𝗻𝗴) • LR Lookback: 14 • Blend %: 60-70% • Smoothing: None • Ghost Candles: On Use for cleaner swing identification. The higher blend percentage filters out intrabar noise while ghost candles let you see when price deviates significantly from the smoothed trend—potential reversal or continuation signals. 𝟮. 𝗔𝗱𝗮𝗽𝘁𝗶𝘃𝗲 𝗡𝗼𝗶𝘀𝗲 𝗙𝗶𝗹𝘁𝗲𝗿 (𝗜𝗻𝘁𝗿𝗮𝗱𝗮𝘆) • LR Lookback: 10 • Adaptive Blend: On • Mode: R² + ATR • Min/Max Blend: 25% / 75% • R² Thresholds: 0.3 / 0.8 Ideal for intraday trading on volatile instruments. The blend automatically increases during clean trends (high R²) and volatile moves (high ATR), then backs off during choppy consolidation to keep you closer to raw price action when the regression isn't fitting well. 𝟯. 𝗨𝗹𝘁𝗿𝗮-𝗦𝗺𝗼𝗼𝘁𝗵 (𝗛𝗶𝗴𝗵𝗲𝗿 𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲 𝗕𝗶𝗮𝘀) • LR Lookback: 20 • Blend %: 80% • Smoothing: ALMA (offset 0.85, sigma 6) • Advanced LR: On (decay 0.9, lag correction 1.5) Maximum smoothing for identifying higher timeframe directional bias. The combination of longer lookback, high blend, ALMA smoothing, and lag correction creates a highly filtered view that cuts through noise. Best used on 4H+ charts or as a trend filter for lower timeframe entries.
Chỉ báo Pine Script®
của B3AR_Trades
1
Shadows V2, by ParagonSignals "Shadows" is a momentum indicator with a more “market-structure aware” backbone. Instead of treating raw price as the signal, it builds a cleaner internal series by mixing direction (price change normalized by volatility), activity relative volume), and robust normalization so spikes don’t dominate. That produces a smoothed “base” line that behaves like a filtered price proxy. On top of that base, it runs a MACD-style momentum read (fast/slow moving averages + signal line). The key difference is the gating: it tries to avoid firing in dead or choppy markets by requiring a minimum regime strength(volatility + volume) plus a minimum trend quality (slope + efficiency/trendiness). Entries are then triggered only when momentum is strong enough relative to a dynamic threshold(it adapts to current conditions), with simple confirmation/cooldown to reduce noise. Exits use hysteresis so it doesn’t flip in and out on tiny wiggles. Finally, the Quality Score (0–100) is your quick filter: higher score means cleaner conditions and more trustworthy signals; low score usually means chop/noise. The colored lines can be read as a live direction/momentum guide even without the entry/exit markers. Treat the colored state as the regime-consistent directional bias Bullish color/state, directional bias (+). Operate in the long domain; avoid contra-signals. Bearish color/state, directional bias (-). Operate in the short domain; avoid contra-signals. A rapid state alternation, low directional persistence (chop). Reduce participation and require cleaner confirmation. Use triggers as discrete state-transition events L = long-entry event. Valid only when the current state is bullish (alignment condition). S = short-entry event. Valid only when the current state is bearish. XL = long-exit event. Treat as a bias/momentum deterioration signal; flatten exposure. XS = short-exit event. Same logic; flatten exposure. When state persistence is poor (frequent color flips), treat triggers as low quality: either stand down or only act when the state remains stable for multiple bars. Never take L against bearish state or S against bullish state; the system is designed around alignment, not mean-reversion. This keeps the workflow strictly state-driven (colors define the trade domain) and event-driven (L/S enter, XL/XS exit), which is exactly how you avoid noise-induced flipping.
Chỉ báo Pine Script®
của paragonsignals
2
Shadows, by Paragon Signals"Shadows" is a momentum indicator with a twist: Instead of reading raw price at face value, it focuses on moves that look more intentional, then measures momentum through a MACD-style lens. It includes filters to avoid getting baited by chop or dead market conditions, a directional state so it doesn’t flip on noise, and a quality score as a quick “is this clean or messy?” check. Quick use: a) Check the quality score first: high = cleaner context, low = noise. b) Follow the directional bias: bullish → favor longs, bearish → favor shorts. L / S= suggested entry when everything lines up. **XL / XS** = exit when momentum fades or bias flips. * You can also use the **colored lines** as signals on their own ( blue-longs, red-shorts) —not just the entry/exit markers—since they help you read momentum and direction in real time. Great for 15m TF (crypto perp) About me: Quant trader with years in the game, building a new project and using Pine Script as a sandbox/proyect. I’m also a data scientist and Python developer, eat, sleep, and breathe markets is mandatory lol ( jk ). Outside trading, my second passion is football (watching it and playing it). a = "peace out" print(a)
Chỉ báo Pine Script®
của paragonsignals
2
Chartmojo Neutral Unwound Cloud w LevelsThis is an updated Session Chartmojo neutral unwound cloud. (The space between the vwap and 50% range where re-balancing to equilibrium often occurs), (Traders on both w targets etc.) Also included is an opening 1 min. range band which is often a big gravity as well. Developing POC is also there with Value areas. The 3 big gravities are 50% range, vwap and poc. You may find price on a range day regressing to the neutral unwound cloud 10-20 times on a small time frame. If unwound cloud is below the opening range..and price is below ..bear bias..etc. It's good to be aware of when Point of Control moves as it shifts also the value area and it's often at the end of a wave and exiting point ahead of a new commitment in direction. I like to use them for confluences. Traders often target them. I tend to draw boxes on consolidations on poc's, or any of these and look for reasons to take the breaks. Etc. Use at your own risk as its meant to be used in a larger system. The top indie and the modified "Supertrend looking" indie are not included on this. It's the one coloring the candles. Enjoy.
Chỉ báo Pine Script®
của chartmojo
2
RSI Nexus Matrix - By TheTradingSmurfRSI Nexus Matrix is a sophisticated multi-timeframe RSI projection system that displays where price is likely to reach RSI overbought (70) and oversold (30) levels across 21 different timeframes simultaneously. Key Features: Multi-Timeframe Analysis - Monitors RSI conditions from M1 through Monthly charts in a unified view Smart Price Projections - Calculates exact price levels where RSI will hit 70/30 thresholds using pivot-based regression Visual Clarity - Horizontal projection lines with labeled timeframes and prices Dynamic Color Coding - Lines change to lime (bullish breakthrough) or orange (bearish breakthrough) when price crosses projected levels Vertical Lane System - Fixed vertical indicators per timeframe connecting current price to projected levels ATR-Based Protection - Caps unrealistic projections using ATR multipliers Adaptive Fallback - Uses alternative calculation methods when pivot data is unavailable How It Works: The indicator analyzes RSI pivot points on each timeframe and projects forward to determine where price needs to move for RSI to reach overbought/oversold zones. This creates a "matrix" of convergence points where multiple timeframes align, revealing high-probability reversal zones. Best Used For: Identifying multi-timeframe confluence zones Timing entries at oversold/overbought extremes Spotting when multiple timeframes align for reversals Scalping with lower timeframe projections Swing trading with higher timeframe projections Fully customizable with 21 toggleable timeframes, adjustable RSI periods, pivot sensitivity, and complete visual control over lines, labels, and colors.
Chỉ báo Pine Script®
của TheTraderSmurf
Institutional Z-Score Pro ═══════════════════════════════════════════════════════════════════════════════ INSTITUTIONAL Z-SCORE PRO v1.0 Professional Mean Reversion & Momentum Indicator ═══════════════════════════════════════════════════════════════════════════════ SUBTITLE: Professional Z-Score indicator with 4 calculation methods, regime detection, MTF analysis, quadrant statistics, and win rate tracking. Used by institutional traders. 🎯 OVERVIEW The Institutional Z-Score Pro transforms traditional Z-Score analysis into a professional-grade trading system used by quantitative hedge funds and institutional traders. This indicator identifies statistical extremes, measures momentum shifts, and provides probability-based edge calculations across multiple timeframes and market regimes. Unlike basic Z-Score indicators, this version incorporates robust statistical methods, adaptive calculations, regime detection, and comprehensive performance tracking to give you the edge professional traders use. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✨ KEY FEATURES 📊 FOUR Z-SCORE CALCULATION METHODS: • Standard (SMA/StdDev) - Traditional approach • Robust (MAD) - Median Absolute Deviation for outlier resistance • Exponential (EWMA) - Faster adaptation to trends • Volume-Weighted - Institutional footprint tracking 🔄 ADAPTIVE TECHNOLOGY: • Volatility-adjusted lookback periods • Regime-aware threshold adjustments • Dynamic smoothing based on market conditions 🎭 REGIME DETECTION SYSTEM: • ADX-based trend classification (Uptrend/Downtrend/Range) • Volatility regime identification (High/Normal/Low Vol) • Adaptive thresholds for different market conditions 📈 MULTI-TIMEFRAME ANALYSIS: • Higher timeframe Z-Score overlay • MTF trend alignment indicators • Cross-timeframe confirmation signals 📊 ADVANCED QUADRANT ANALYSIS: • Real-time position tracking (4 quadrants) • Win rate calculation per quadrant • Average return per quadrant • Distribution percentage analysis • Expected value calculations 📉 PERCENTILE RANKING: • Historical context (252-day rolling) • Current Z-Score percentile position • Extreme move identification 🎨 PROFESSIONAL VISUALIZATION: • Color-coded Z-Score plot by regime • Momentum histogram (Z-Change) • Standard deviation bands (±1σ, ±2σ) • Dynamic extreme zones • Filled probability zones • Two comprehensive data tables 🔔 SIX ALERT CONDITIONS: • Extreme Overbought/Oversold • Long/Short Reversal Signals • Bullish/Bearish Momentum Confirmation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔬 METHODOLOGY WHAT IS Z-SCORE? Z-Score measures how many standard deviations a value is from its mean. In trading, it identifies statistical extremes: • Z > +2: Price is 2 standard deviations above average (overbought) • Z < -2: Price is 2 standard deviations below average (oversold) • Z near 0: Price is near its average (neutral) ROBUST Z-SCORE (MAD METHOD): Instead of simple mean/standard deviation (susceptible to outliers), the MAD (Median Absolute Deviation) method uses: • Median instead of mean (more robust) • MAD instead of standard deviation (outlier resistant) • Used by quantitative hedge funds for options pricing VOLUME-WEIGHTED Z-SCORE: Gives more weight to high-volume bars, revealing institutional activity: • VWAP-based calculation • Identifies smart money moves • Better for options and derivatives trading ADAPTIVE LOOKBACK: Automatically adjusts calculation period based on volatility: • High volatility → Shorter lookback (more responsive) • Low volatility → Longer lookback (more stable) • Reduces false signals across market conditions ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 QUADRANT ANALYSIS EXPLAINED The indicator tracks momentum changes through 4 quadrants: Q1 (Z+, ΔZ+) → Strong Uptrend ⬆⬆ • Both Z-Score and momentum positive • Trend continuation signal • Best in trending up markets Q2 (Z+, ΔZ-) → Potential Top ⬇ • Overbought but momentum fading • Mean reversion setup • Best in ranging markets Q3 (Z-, ΔZ-) → Strong Downtrend ⬇⬇ • Both Z-Score and momentum negative • Trend continuation signal • Best in trending down markets Q4 (Z-, ΔZ+) → Potential Bottom ⬆ • Oversold but momentum improving • Mean reversion setup • Best in ranging markets The table shows COUNT, %, AVERAGE RETURN, and WIN RATE for each quadrant, allowing you to identify which setups have the best historical edge. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 HOW TO USE STEP 1: CHOOSE YOUR Z-SCORE METHOD • Stocks/Forex: Standard or Exponential • Crypto/Volatile: Robust (MAD) • Options/High Volume: Volume-Weighted STEP 2: CONFIGURE TIMEFRAMES Current TF → Recommended HTF: • 5min → 1H • 15min → 4H • 1H → 1D • 4H → 1W • 1D → 1W STEP 3: UNDERSTAND THE REGIME Watch the regime indicator in the table: • UPTREND: Use Q1 signals (trend continuation) • DOWNTREND: Use Q3 signals (trend continuation) • RANGE: Use Q2/Q4 signals (mean reversion) STEP 4: WAIT FOR ALIGNMENT Best trades occur when: ✓ Z-Score extreme (>2 or <-2) ✓ Momentum confirming (Z-Change aligned) ✓ Correct regime (trending vs ranging) ✓ MTF alignment (same direction on higher TF) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💼 TRADING STRATEGIES 🔵 STRATEGY 1: MEAN REVERSION (Ranging Markets) Entry Conditions: • Market Regime: Range (ADX < 25) • Z-Score < -2 (oversold) • Z-Change > 0 (momentum turning positive) • Quadrant: Q4 • MTF: Not in strong downtrend Entry: Long when all conditions met Stop: Below recent low or -1.5 ATR Target: Z-Score = 0 (mean) Expected: 55-60% win rate 🔴 STRATEGY 2: TREND CONTINUATION (Trending Markets) Entry Conditions: • Market Regime: Uptrend (ADX > 25) • Z-Score > 0 (above average) • Z-Change > 0 (positive momentum) • Quadrant: Q1 • MTF: Bullish aligned Entry: Long pullbacks to +1 Z-Score Stop: Below 0 Z-Score Target: Trail with +2 Z-Score Expected: 60-65% win rate 🟡 STRATEGY 3: EXTREME FADE (High Probability) Entry Conditions: • Z-Score > 3.0 (extreme overbought) • Percentile Rank > 95% • Volume: High • Z-Change: Negative (momentum fading) Entry: Short on first Z-Change < 0 Stop: Above recent high Target: Z-Score = +1 Expected: 65-70% win rate ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS GUIDE CORE Z-SCORE SETTINGS: • Z-Score Length: 40 (default), 20-60 for faster/slower • Source: 'close' for price, 'Returns' for % changes • Z-Score Method: Start with 'Standard', try others for your asset • Adaptive Lookback: Enable for automatic regime adjustment • Smoothing Factor: 2.0 (higher = more smooth) MULTI-TIMEFRAME: • Enable MTF: Toggle on for confirmation • Higher Timeframe: 3-5x your current timeframe • Show MTF Alignment: Visual confirmation REGIME DETECTION: • Enable: Always recommended • ADX Length: 14 (standard) • Trend Threshold: 25 (lower = more trends detected) • Volatility Length: 20 QUADRANT ANALYSIS: • Lookback Bars: 100-500 (more = better statistics) • Show Table: Display quadrant metrics • Show Probabilities: Display win rates VISUALIZATION: • Show Bands: ±1σ, ±2σ reference levels • Show Extreme Zones: Dynamic overbought/oversold • Color by Regime: Visual regime identification • Extreme Threshold: 2.5 (adjust per asset) ADVANCED METRICS: • Show Percentile: Historical ranking • Percentile Length: 252 (trading days in year) • Show Edge: Win rates and returns ALERTS: • Enable Alerts: Toggle on • Alert Threshold: 2.0 (lower = more alerts) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERT CONDITIONS The indicator provides 6 built-in alert conditions: 1. EXTREME OVERBOUGHT: Z-Score > threshold Use: Fade extremes, prepare for reversal 2. EXTREME OVERSOLD: Z-Score < -threshold Use: Buy oversold, mean reversion setup 3. REVERSAL LONG SIGNAL: Oversold + momentum turning up Use: High-probability long entries 4. REVERSAL SHORT SIGNAL: Overbought + momentum turning down Use: High-probability short entries 5. MOMENTUM LONG: Strong uptrend confirmed Use: Trend continuation longs 6. MOMENTUM SHORT: Strong downtrend confirmed Use: Trend continuation shorts To set alerts: Right-click chart → Add Alert → Select condition → Create ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 READING THE TABLES QUADRANT TABLE (Top Right): • Q1-Q4: Quadrant identifier • Type: Z-Score and momentum direction • Count: Number of occurrences • %: Distribution percentage • Avg Return: Mean return per quadrant (YOUR EDGE!) • Win %: Win rate per quadrant (YOUR PROBABILITY!) Focus on quadrants with: ✓ High win rate (>55%) ✓ Positive average return ✓ Current regime alignment METRICS TABLE (Top Left): • Current Z-Score: Real-time Z value • Percentile Rank: 0-100% (95%+ = extreme) • HTF Z-Score: Higher timeframe value • MTF Alignment: Timeframe agreement ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 BEST PRACTICES ✅ DO: • Use regime filters (don't fight strong trends) • Combine with volume analysis • Respect multi-timeframe alignment • Track your quadrant edge over time • Use appropriate Z-Score method for your asset • Set alerts for extreme moves • Adjust thresholds per asset volatility ❌ DON'T: • Trade against strong trends without confirmation • Ignore regime indicators • Use same settings for all assets • Expect 100% win rate (no indicator guarantees this) • Trade every signal (be selective) • Ignore risk management • Trade during major news events ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 IDEAL FOR: ✓ Options traders (identifies statistical extremes) ✓ Mean reversion strategies ✓ Trend continuation confirmation ✓ Swing trading (multi-day holds) ✓ Day trading with proper timeframe selection ✓ Statistical arbitrage ✓ Quantitative trading approaches ✓ Risk-managed trading systems ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 ASSET-SPECIFIC RECOMMENDATIONS STOCKS (S&P 500, Large Cap): • Method: Standard or Exponential • Length: 40-60 • Extreme Threshold: 2.5 • HTF: 4H or 1D CRYPTOCURRENCY (BTC, ETH): • Method: Robust (MAD) • Length: 30-40 • Extreme Threshold: 3.0-3.5 • HTF: 4H or 1D FOREX (EUR/USD, GBP/USD): • Method: Standard • Length: 40-50 • Extreme Threshold: 2.0-2.5 • HTF: 4H COMMODITIES (Gold, Oil): • Method: Volume-Weighted or Standard • Length: 40-60 • Extreme Threshold: 2.5-3.0 • HTF: 1D INDICES (SPX, NDX): • Method: Volume-Weighted • Length: 40-50 • Extreme Threshold: 2.5 • HTF: 4H or 1D ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES WHAT THIS INDICATOR DOES: ✓ Identifies statistical extremes ✓ Quantifies momentum changes ✓ Provides probability-based edge ✓ Adapts to market regimes ✓ Tracks historical performance WHAT THIS INDICATOR DOESN'T DO: ✗ Guarantee profits (no indicator does) ✗ Replace risk management ✗ Work in all market conditions ✗ Account for fundamental events ✗ Predict black swan events LIMITATIONS: • Less effective during breaking news • Requires sufficient historical data (100+ bars) • Performance varies by asset and timeframe • Not suitable for very low liquidity assets • Should be combined with proper risk management ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 TECHNICAL SPECIFICATIONS • Pine Script Version: 6 • Overlay: No (separate pane) • Max Bars Back: 500 • Real-time Calculation: Yes • Repainting: No (confirmed bars only) • MTF Security: Lookahead disabled • Performance: Optimized for speed ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📖 FURTHER READING To understand the statistical concepts: • Z-Score and Standard Normal Distribution • Median Absolute Deviation (MAD) • Exponentially Weighted Moving Average (EWMA) • Volume-Weighted Average Price (VWAP) • Average Directional Index (ADX) Trading Applications: • Mean Reversion Strategies • Statistical Arbitrage • Quantitative Trading Systems • Options Volatility Trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS & TRICKS OPTIMAL USAGE: 1. Start with default settings 2. Observe for 50+ bars to build statistics 3. Analyze which quadrants perform best on your asset 4. Adjust extreme threshold based on volatility 5. Enable MTF for higher probability setups 6. Use alerts to catch opportunities COMBINING WITH OTHER INDICATORS: • RSI: Confirm overbought/oversold • Volume: Validate signal strength • Support/Resistance: Entry/exit levels • Moving Averages: Trend confirmation BACKTESTING TIPS: • Review quadrant statistics after 100+ trades • Focus on positive expectancy quadrants • Adjust strategy based on regime performance • Track win rate and average return separately ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🆘 TROUBLESHOOTING ISSUE: No signals appearing SOLUTION: Check if extreme threshold is too high, reduce to 2.0 ISSUE: Too many false signals SOLUTION: Enable regime detection, increase threshold, enable MTF ISSUE: Quadrant statistics all zero SOLUTION: Wait for 100+ bars to accumulate data ISSUE: HTF Z-Score shows N/A SOLUTION: Ensure MTF is enabled and timeframe is valid ISSUE: Win rates seem low SOLUTION: Different market conditions favor different quadrants, analyze by regime ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📞 SUPPORT & UPDATES For questions, suggestions, or bug reports: • Comment below • Message me directly • Check for updates regularly PLANNED ENHANCEMENTS: • Machine learning integration • Additional statistical methods • Backtesting module • Custom alert messages • More regime types ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚖️ DISCLAIMER This indicator is for educational and informational purposes only. It should not be considered financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always conduct your own research and consider consulting with a licensed financial advisor before making investment decisions. The indicator provides statistical analysis and probability-based signals, but cannot predict future price movements with certainty. Use proper risk management, position sizing, and stop losses on all trades. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🙏 CREDITS & ACKNOWLEDGMENTS Statistical methods inspired by quantitative finance research and institutional trading practices. Special thanks to the TradingView community for feedback and suggestions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 VERSION HISTORY v1.0 - Initial Release • 4 Z-Score calculation methods • Adaptive lookback periods • Regime detection system • Multi-timeframe analysis • Quadrant analysis with statistics • Percentile ranking • 6 alert conditions • Professional visualization ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🌟 If you find this indicator useful, please: • Give it a like 👍 • Add to favorites ⭐ • Share with fellow traders 🔄 • Leave a comment with your feedback 💬 Thank you for using Institutional Z-Score Pro! Happy Trading! 🚀📈 ═══════════════════════════════════════════════════════════════════════════════ #zscore, #mean #reversion, #momentum, #statistical analysis, #regime detection, #multi-timeframe, #quantitative, #institutional, #probability, #statistics, #overbought, #oversold,
Chỉ báo Pine Script®
của shivkumar503244
Logarithimic Regression Fib Deviation BandsOverview This indicator builds a logarithmic regression growth curve and wraps it in Fibonacci-scaled deviation bands to create a long-horizon valuation corridor. It is designed for assets where percentage moves matter more than absolute price moves (for example Bitcoin and other crypto assets), and it remains readable thanks to rainbow band colouring and right-offset labels . What this indicator does 1) Fits a regression midline in log price space The midline is a best-fit curve for the asset’s long-term trend Because the regression is performed on log(price) , the trend behaves in percentage terms rather than linear price terms This makes the curve suitable for multi-cycle and exponential-growth markets 2) Measures deviation around the midline The indicator calculates the residual distance between price and the regression midline in log space A single expanding deviation measure is derived from these residuals Deviation can be calculated using either: Expanding standard deviation (smoother, more robust) Expanding maximum deviation (widest possible corridor) 3) Builds Fibonacci-scaled deviation bands Upper and lower bands are placed at Fibonacci multiples of the deviation Included levels: 0.236, 0.382, 0.500, 0.618, 0.786 1.000, 1.272, 1.618, 1.786, 2.000 Extended levels above 2.0: 2.272, 2.414, 2.500, 2.618, 2.720, 3.000 Bands are calculated in log space and then converted back to price space for plotting 4) Keeps the chart clean and readable Upper bands have individual visibility toggles Lower bands have: A master enable / disable switch Individual per-level toggles Sensible defaults are used (only the most commonly relevant lower levels are enabled by default) All labels are offset to the right so they do not overlap current price action Why this indicator is useful This tool is designed for context, structure, and regime awareness , not short-term entry signals. Long-term valuation context Helps visualise where price sits relative to a fitted growth curve Cycle extremes Upper Fibonacci deviation bands highlight historically stretched conditions and potential blow-off zones Mean-reversion and discount zones Lower bands highlight historically depressed conditions and deep drawdown regions Consistency across time Because the model operates in log space, all distances are interpreted as percentages, making behaviour comparable across multiple cycles How it works (plain English) Price is converted to log(price) A regression is fitted to log(price) using an anchored time axis Two time modes are available: Days : log(price) vs linear time (exponential curve in price space) Log(Days) : log(price) vs log(time), which often behaves like a power-law corridor over very long histories Residuals (distance from the midline) are measured in log space A deviation width is calculated from those residuals Fibonacci ratios are applied to that deviation to create the band levels Bands are converted back to normal price and plotted Inputs guide Model timeframe Regression and deviation are calculated on a chosen timeframe (default Daily) and displayed on all chart timeframes Time axis mode Days = exponential-style trend Log(Days) = power-law-style trend (often better for very long cycles) Deviation model Expanding StdDev = smoother, more statistically robust corridor Expanding MaxAbs = widest possible corridor Midline shift (%) Shifts the entire corridor up or down by a constant percentage (useful for centring the model across different assets) Lower band controls Master toggle plus per-level toggles allow you to show only the lower levels that are relevant for the current regime Label offset Moves labels into the future by a fixed number of bars so they do not interfere with live price action Typical usage ideas Use Log(Days) + Expanding StdDev as a default for multi-cycle assets Treat upper bands as risk or stretch zones , not automatic sell signals Treat lower bands as discount or stress zones , not automatic buy signals Enable deeper lower bands only when price action approaches those regions Notes and limitations This indicator is not a prediction tool Bands evolve as more historical data becomes available Results may vary depending on the amount and quality of historical data for a given symbol
Chỉ báo Pine Script®
của D4LT0N
FullerOSOBSQZ v1.1.22FullerOSOBSQZ v1.1.x — OS/OB Levels + Squeeze Anchor + Slope Accel + Alerts What this script does Plots Oversold (OS) and Overbought (OB) price levels as horizontal segments (line breaks) that persist for a configurable number of bars. Tracks two layers of OS/OB logic: Base triggers (broader detection) Refined triggers (stricter pattern match layered on top of Base) Plots a Squeeze anchor level during squeeze “ON” runs and provides squeeze lifecycle alerts (start/release + bull/bear release). Optionally plots OS/OB start markers (seed points) and slope-acceleration markers for momentum context. Provides alertconditions for starts, active lines, price interactions, within-N-bar follow-through, squeeze lifecycle, and hold/confirm. Core Concepts Mutually inclusive Base + Refined Refined logic is not a competing system. It is a stricter confirmation layer on top of the Base logic. You can use Base levels as the “watch” context, and Refined levels as a higher-confidence confirmation (or display both). Line segments (line breaks) OS/OB levels are drawn as horizontal segments using line-break style plotting. Each segment represents a “reference level” that remains valid for a limited number of bars after it triggers. If a new, more extreme OS/OB triggers while a prior one is active, the plot will step to the new level (by design). How to read the plots OS Levels (below price) These are support reference levels. Common reads: Touch : price trades into the OS line. Reclaim : close crosses back above the OS line. Bounce : price dips below OS intrabar but closes above it (same bar). Hold/Confirm : close stays above OS for N consecutive bars. OB Levels (above price) These are resistance reference levels. Common reads: Touch : price trades into the OB line. Reject : price trades above/into OB but closes back below it. Breakout : close crosses above OB. Hold/Confirm : close stays below OB for N consecutive bars (bear confirmation) or use breakout/hold logic for bull continuation. Squeeze Anchor When squeeze is ON, the script anchors a reference line from the first ON bar and holds it for the duration of the continuous squeeze run. On squeeze release (OFF), you can interpret direction by where price closes relative to the anchor. Slope Acceleration Markers These markers highlight momentum inflection behavior derived from the internal regression/slope logic. If you see fewer markers than another script, it usually means the underlying trend-gate and/or slope parameters differ (not that the feature is “missing”). Settings — What they do and how changing them affects signals 1) Base Triggers Controls the Base OS/OB detection layer. Changing Base thresholds generally affects: Frequency : looser = more lines; stricter = fewer lines Quality : stricter = fewer but cleaner levels Responsiveness : shorter lookbacks = faster reacting, more noise; longer = slower, smoother 2) Base Lines Controls the Base OS/OB plotted appearance and segmentation length. Segment length (forward bars): longer = level remains visible/valid longer; shorter = faster turnover and fewer active segments. Line width : purely visual emphasis (does not change the underlying detection). 3) Refined Triggers Controls the stricter confirmation layer (Refined OS/OB). Refined triggers typically reduce false positives but may occur later than Base. Use Refined when you want: “Only alert me on the higher-confidence pattern.” 4) Refined Colors + Widths Color and width controls for Refined levels. Recommended usage: Keep Base slightly lighter/less prominent. Make Refined more prominent so confirmations stand out. 5) Trend Context Trend SMA length (default 62) Shorter SMA = more sensitive trend context (more “below trend” flips). Longer SMA = slower trend context (fewer flips, more stability). Trend mode affects how some context cues render (for example, whether certain momentum markers appear in “below-trend” context). 6) Squeeze Squeeze ON indicates compression conditions. The script plots a held anchor line during the ON run. Per-bar render vs static Per-bar render updates opacity per bar while squeeze is ON (based on your selected strength model). Static render keeps the anchor appearance constant through the run. Squeeze opacity model selection Compression ratio : based on 1 − (BB width / KC width). Higher = tighter squeeze. Z-score style : normalizes the BB/KC ratio over a lookback and maps extremes to opacity. Duration boost : increases opacity with consecutive ON bars up to a cap. Changing squeeze settings affects: How early/late squeeze turns ON/OFF How aggressively “tightness” is visually emphasized How frequently bull/bear release alerts fire 7) Markers OS/OB Start markers Shows the first bar where an OS/OB segment begins (Base and/or Refined). Useful for “N bars after start” logic and for validating what bar started a segment. Alerts (built-in alertconditions) Start alerts OS Start (Any) — Base OR Refined start. OB Start (Any) — Base OR Refined start. Active line alerts (true while a line is plotted) OS Active (Any line) OB Active (Any line) Price interaction alerts OS Touch (Any) OS Reclaim (Any) — close crosses above OS line OS Bounce (Any) — low below OS line and close above OS Breakdown (Any) — close crosses below OS line OB Touch (Any) OB Reject (Any) — price probes above/into OB and closes below OB Breakout (Any) — close crosses above OB line OB Breakdown (Any) Within N bars after start alerts Uses the setting: Within N bars after start (default 5). OS Reclaim within N bars OS Bounce within N bars OS Breakdown within N bars OB Reject within N bars OB Breakout within N bars OB Breakdown within N bars Hold/Confirm alerts OS Hold/Confirm (N closes above) — first bar where close stayed above OS for N consecutive bars. OB Hold/Confirm (N closes below) — first bar where close stayed below OB for N consecutive bars. SQZ lifecycle alerts SQZ Start SQZ Release SQZ Bull Release — release bar close > SQZ anchor SQZ Bear Release — release bar close < SQZ anchor Suggested workflows Bottom / bounce workflow Watch: OS Start (Any) or OS Touch (Any) Confirm: OS Reclaim within N bars + OS Hold/Confirm Context: SQZ ON and/or SQZ Bull Release to time expansion Top / rejection workflow Watch: OB Start (Any) or OB Touch (Any) Confirm: OB Reject within N bars (or OB Breakdown) Context: SQZ Bear Release to time expansion lower Notes “Active line” alerts will be true on every bar while the line is present. For one-shot alerts, prefer the Start or Within-N-bar alerts. If you change trend, slope, or squeeze parameters compared to a framework strategy script, you should expect differences in marker density and background behavior. The signal is highly parameter-dependent. “Oversold/Overbought” levels are currently hardcoded, future version will open up configuration settings.
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