Bắt đầu

Repaint

Isotonic Regression [LuxAlgo]The Isotonic Regression indicator provides a monotonic fit to price data, ensuring the resulting line is either non-decreasing or non-increasing over a specified lookback period. This tool is particularly useful for identifying underlying trends and significant price plateaus without the lagging or "overshooting" common in standard moving averages or linear regressions. Note: This indicator calculates its values based on a historical lookback window, which means the regression line will repaint as new bars are added and the window shifts. 🔶 USAGE Isotonic regression is used to find the best-fitting line to a set of data points under the constraint that the line must move in a specific direction (always up or always down). This creates a "staircase" effect where the model alternates between trending segments and flat plateaus. 🔹 Direction Modes The indicator offers three ways to determine the fit direction: Auto: Automatically detects the trend by comparing the start and end prices of the lookback period. If the end price is higher, it fits a non-decreasing line; otherwise, it fits a non-increasing line. Non-Decreasing: Forces the fit to only move upwards or stay flat, ideal for analyzing bullish structures. Non-Increasing: Forces the fit to only move downwards or stay flat, ideal for analyzing bearish structures. 🔹 Flat Period Extensions One of the most powerful features of isotonic regression is the identification of "blocks" or price levels where the trend pauses. When the duration of such a plateau exceeds the Flat Period Threshold , the indicator extends a dashed horizontal line to the current bar, highlighting potential support or resistance levels derived from the regression model. 🔶 DETAILS The script implements the Pool Adjacent Violators Algorithm (PAVA) , which is the standard method for computing isotonic regression. The algorithm works by partitioning the data into "blocks." If a subsequent data point violates the monotonicity constraint (e.g., price drops in a "non-decreasing" fit), the algorithm pools the current block with the previous one and calculates a weighted average. This process repeats until the entire sequence is monotonic. For performance efficiency, the indicator utilizes the polyline.new() function to render the regression line as a single continuous object rather than hundreds of individual line segments. 🔶 SETTINGS Lookback Length: The number of bars used to calculate the isotonic fit. Source: The price data used for the calculation (default is Close). Direction: Sets the monotonicity constraint (Auto, Non-Decreasing, or Non-Increasing). Flat Period Threshold: The minimum number of bars a price plateau must last to be highlighted with an extension line. 🔹 Style Fit Bullish/Bearish: Colors for the regression line based on the detected trend. Fit Style/Width: Controls the visual representation (Solid, Dashed, Dotted) and thickness of the main regression line. Ext Bullish/Bearish: Colors for the flat period extension levels. Ext Style/Width: Controls the visual representation and thickness of the plateau extensions.
Chỉ báo Pine Script®
của LuxAlgo
Support & Resistance Automated📌 Support and Resistance Automated (Pivot-Based) Support and Resistance Automated is a lightweight and fully automated indicator that plots key support and resistance levels using pivot highs and pivot lows. It helps traders quickly identify important price reaction zones without manual drawing. This indicator is especially useful for price-action traders, swing traders, and intraday traders who rely on clean charts and objective levels. 🔍 How It Works Pivot Highs → Resistance Levels Pivot Lows → Support Levels Each detected pivot creates a horizontal dotted line that extends forward, allowing you to observe how price reacts over time. Once a level is formed, it is kept permanently on the chart — no repainting, no disappearing levels. ⚙️ Customizable Settings You can easily adjust: Left & Right Pivot Bars – control how strong a pivot must be Line Extension Length Line Width Support & Resistance Colors Show / Hide Pivot Highs and Pivot Lows independently This flexibility allows the indicator to adapt to intraday, swing, or higher-timeframe analysis. ✅ Key Features ✔ Fully automatic support & resistance detection ✔ Based on proven pivot-point logic ✔ No repainting ✔ Clean, minimal chart appearance ✔ Unlimited support & resistance levels ✔ Works on all timeframes & instruments 📈 Best Use Cases Identifying key demand and supply zones Planning entries, targets, and stop-losses Confluence with price action, RSI, moving averages Breakout and rejection-based strategies
Chỉ báo Pine Script®
của sameer_thorappa
Bar-Close Confirmed SupertrendOverview This indicator is a Supertrend-style trend follower that confirms direction changes only after a bar closes. Trend flips are determined using the previous bar’s close relative to the bands, which helps avoid intrabar changes during live candles. How it works Computes ATR (Average True Range) Builds upper/lower bands using ATR and a multiplier Updates trend direction only when a prior candle confirms a break of the band Confirmation logic (bar-close based) Trend direction is updated using conditions based on the previous candle, such as: close > upper → confirm uptrend close < lower → confirm downtrend Because signals are confirmed on the prior bar, trend changes and markers are displayed only when confirmation exists. Signals Uptrend confirmation: prior candle closes above the upper band → bullish marker Downtrend confirmation: prior candle closes below the lower band → bearish marker Inputs ATR Length (default 10) ATR Multiplier (default 3.0) Notes This script is intended for bar-close workflows. Behavior and responsiveness may differ across markets and timeframes depending on volatility and chosen settings.
Chiến lược Pine Script®
của AIScripts
Non-Repainting Renko Emulation Strategy [PineIndicators]Introduction: The Repainting Problem in Renko Strategies Renko charts are widely used in technical analysis for their ability to filter out market noise and emphasize price trends. Unlike traditional candlestick charts, which are based on fixed time intervals, Renko charts construct bricks only when price moves by a predefined amount. This makes them useful for trend identification while reducing small fluctuations. However, Renko-based trading strategies often fail in live trading due to a fundamental issue: repainting . Why Do Renko Strategies Repaint? Most trading platforms, including TradingView, generate Renko charts retrospectively based on historical price data. This leads to the following issues: Renko bricks can change or disappear when new data arrives. Backtesting results do not reflect real market conditions. Strategies may appear highly profitable in backtests because historical data is recalculated with hindsight. Live trading produces different results than backtesting. Traders cannot know in advance whether a new Renko brick will form until price moves far enough. Objective of the Renko Emulator This script simulates Renko behavior on a standard time-based chart without repainting. Instead of using TradingView’s built-in Renko charting, which recalculates past bricks, this approach ensures that once a Renko brick is formed, it remains unchanged . Key benefits: No past bricks are recalculated or removed. Trading strategies can execute reliably without false signals. Renko-based logic can be applied on a time-based chart. How the Renko Emulator Works 1. Parameter Configuration & Initialization The script defines key user inputs and variables: brickSize : Defines the Renko brick size in price points, adjustable by the user. renkoPrice : Stores the closing price of the last completed Renko brick. prevRenkoPrice : Stores the price level of the previous Renko brick. brickDir : Tracks the direction of Renko bricks (1 = up, -1 = down). newBrick : A boolean flag that indicates whether a new Renko brick has been formed. brickStart : Stores the bar index at which the current Renko brick started. 2. Identifying Renko Brick Formation Without Repainting To ensure that the strategy does not repaint, Renko calculations are performed only on confirmed bars. The script calculates the difference between the current price and the last Renko brick level. If the absolute price difference meets or exceeds the brick size, a new Renko brick is formed. The new Renko price level is updated based on the number of bricks that would fit within the price movement. The direction (brickDir) is updated , and a flag ( newBrick ) is set to indicate that a new brick has been formed. 3. Visualizing Renko Bricks on a Time-Based Chart Since TradingView does not support live Renko charts without repainting, the script uses graphical elements to draw Renko-style bricks on a standard chart. Each time a new Renko brick forms, a colored rectangle (box) is drawn: Green boxes → Represent bullish Renko bricks. Red boxes → Represent bearish Renko bricks. This allows traders to see Renko-like formations on a time-based chart, while ensuring that past bricks do not change. Trading Strategy Implementation Since the Renko emulator provides a stable price structure, it is possible to apply a consistent trading strategy that would otherwise fail on a traditional Renko chart. 1. Entry Conditions A long trade is entered when: The previous Renko brick was bearish . The new Renko brick confirms an upward trend . There is no existing long position . A short trade is entered when: The previous Renko brick was bullish . The new Renko brick confirms a downward trend . There is no existing short position . 2. Exit Conditions Trades are closed when a trend reversal is detected: Long trades are closed when a new bearish brick forms. Short trades are closed when a new bullish brick forms. Key Characteristics of This Approach 1. No Historical Recalculation Once a Renko brick forms, it remains fixed and does not change. Past price action does not shift based on future data. 2. Trading Strategies Operate Consistently Since the Renko structure is stable, strategies can execute without unexpected changes in signals. Live trading results align more closely with backtesting performance. 3. Allows Renko Analysis Without Switching Chart Types Traders can apply Renko logic without leaving a standard time-based chart. This enables integration with indicators that normally cannot be used on traditional Renko charts. Considerations When Using This Strategy Trade execution may be delayed compared to standard Renko charts. Since new bricks are only confirmed on closed bars, entries may occur slightly later. Brick size selection is important. A smaller brickSize results in more frequent trades, while a larger brickSize reduces signals. Conclusion This Renko Emulation Strategy provides a method for using Renko-based trading strategies on a time-based chart without repainting. By ensuring that bricks do not change once formed, it allows traders to use stable Renko logic while avoiding the issues associated with traditional Renko charts. This approach enables accurate backtesting and reliable live execution, making it suitable for trend-following and swing trading strategies that rely on Renko price action.
Chiến lược Pine Script®
của PineIndicators
9
Fusion MFI RSIHello fellas, This superb indicator summons two monsters called Relative Strength Index (RSI) and Money Flow Index (MFI) and plays the Yu-Gi-Oh! card "Polymerization" to combine them. Overview The Fusion MFI RSI Indicator is an advanced analytical tool designed to provide a nuanced understanding of market dynamics by combining the Relative Strength Index (RSI) and the Money Flow Index (MFI). Enhanced with sophisticated smoothing techniques and the Inverse Fisher Transform (IFT), this indicator excels in identifying key market conditions such as overbought and oversold states, trends, and potential reversal points. Key Features (Brief Overview) Fusion of RSI and MFI: Integrates momentum and volume for a comprehensive market analysis. Advanced Smoothing Techniques: Employs Hann Window, Jurik Moving Average (JMA), T3 Smoothing, and Super Smoother to refine signals. Inverse Fisher Transform (IFT) Enhances the clarity and distinctiveness of indicator outputs. Detailed Feature Analysis Fusion of RSI and MFI RSI (Relative Strength Index): Developed by J. Welles Wilder Jr., the RSI measures the speed and magnitude of directional price movements. Wilder recommended using a 14-day period and identified overbought conditions above 70 and oversold conditions below 30. MFI (Money Flow Index): Created by Gene Quong and Avrum Soudack, the MFI combines price and volume to measure trading pressure. It is typically calculated using a 14-day period, with over 80 considered overbought and under 20 as oversold. Application in Fusion: By combining RSI and MFI, the indicator leverages RSI's sensitivity to price changes with MFI's volume-weighted confirmation, providing a robust analysis tool. This combination is particularly effective in confirming the strength behind price movements, making the signals more reliable. Advanced Smoothing Techniques Hann Window: Traditionally used to reduce the abrupt data discontinuities at the edges of a sample, it is applied here to smooth the price data. Jurik Moving Average (JMA): Known for preserving the timing and smoothness of the data, JMA reduces market noise effectively without significant lag. T3 Smoothing: Developed to respond quickly to market changes, T3 provides a smoother response to price fluctuations. Super Smoother: Filters out high-frequency noise while retaining important trends. Application in Fusion: These techniques are chosen to refine the output of the combined RSI and MFI values, ensuring the indicator remains responsive yet stable, providing clearer and more actionable signals. Inverse Fisher Transform (IFT): Developed by John Ehlers, the IFT transforms oscillator outputs to enhance the clarity of extreme values. This is particularly useful in this fusion indicator to make critical turning points more distinct and actionable. Mathematical Calculations for the Fusion MFI RSI Indicator RSI (Relative Strength Index) The RSI is calculated using the following steps: Average Gain and Average Loss: First, determine the average gain and average loss over the specified period (typically 14 days). This is done by summing all the gains and losses over the period and then dividing each by the period. Average Gain = (Sum of Gains over the past 14 periods) / 14 Average Loss = (Sum of Losses over the past 14 periods) / 14 Relative Strength (RS): This is the ratio of average gain to average loss. RS = Average Gain / Average Loss RSI: Finally, the RSI is calculated using the RS value: RSI = 100 - (100 / (1 + RS)) MFI (Money Flow Index) The MFI is calculated using several steps that incorporate both price and volume: Typical Price: Calculate the typical price for each period. Typical Price = (High + Low + Close) / 3 Raw Money Flow: Multiply the typical price by the volume for the period. Raw Money Flow = Typical Price * Volume Positive and Negative Money Flow: Compare the typical price of the current period to the previous period to determine if the money flow is positive or negative. If today's Typical Price > Yesterday's Typical Price, then Positive Money Flow = Raw Money Flow; Negative Money Flow = 0 If today's Typical Price < Yesterday's Typical Price, then Negative Money Flow = Raw Money Flow; Positive Money Flow = 0 Money Flow Ratio: Calculate the ratio of the sum of Positive Money Flows to the sum of Negative Money Flows over the past 14 periods. Money Flow Ratio = (Sum of Positive Money Flows over 14 periods) / (Sum of Negative Money Flows over 14 periods) MFI: Finally, calculate the MFI using the Money Flow Ratio. MFI = 100 - (100 / (1 + Money Flow Ratio)) Fusion of RSI and MFI The final Fusion MFI RSI value could be calculated by averaging the IFT-transformed values of RSI and MFI, providing a single oscillator value that reflects both momentum and volume-weighted price action: Fusion MFI RSI = (MFI weight * MFI) + (RSI weight * RSI) Suggested Settings and Trading Rules Original Usage RSI: Wilder suggested buying when the RSI moves above 30 from below (enter long) and selling when the RSI moves below 70 from above (enter short). He recommended exiting long positions when the RSI reaches 70 or higher and exiting short positions when the RSI falls below 30. MFI: Quong and Soudack recommended buying when the MFI is below 20 and starts rising (enter long), and selling when it is above 80 and starts declining (enter short). They suggested exiting long positions when the MFI reaches 80 or higher and exiting short positions when the MFI falls below 20. Fusion Application Settings: Use a 14-day period for this indicator's calculations to maintain consistency with the original settings suggested by the inventors. Trading Rules: Enter Long Signal: Consider entering a long position when both RSI and MFI are below their respective oversold levels and begin to rise. This indicates strong buying pressure supported by both price momentum and volume. Exit Long Signal: Exit the long position when either RSI or MFI reaches its respective overbought threshold, suggesting a potential reversal or decrease in buying pressure. Enter Short Signal: Consider entering a short position when both indicators are above their respective overbought levels and begin to decline, suggesting that selling pressure is mounting. Exit Short Signal: Exit the short position when either RSI or MFI falls below its respective oversold threshold, indicating diminishing selling pressure and a potential upward reversal. How to Use the Indicator Select Source and Timeframe: Choose the data source and the timeframe for analysis. Configure Fusion Settings: Adjust the weights for RSI and MFI. Choose Smoothing Technique: Select and configure the desired smoothing method to suit the market conditions and personal preference. Enable Fisherization: Optionally apply the Inverse Fisher Transform to enhance signal clarity. Customize Visualization: Set up gradient coloring, background plots, and bands according to your preferences. Interpret the Indicator: Use the Fusion value and visual cues to identify market conditions and potential trading opportunities. Conclusion The Fusion MFI RSI Indicator integrates classical and modern technical analysis concepts to provide a comprehensive tool for market analysis. By combining RSI and MFI with advanced smoothing techniques and the Inverse Fisher Transform, this indicator offers enhanced insights, aiding traders in making more informed and timely trading decisions. Customize the settings to align with your trading strategy and leverage this powerful tool to navigate financial markets effectively. Best regards, simwai --- Credits to: @loxx – T3 @everget – JMA @cheatcountry – Hann Window
Chỉ báo Pine Script®
của simwai
3
Wick %Heyo Fellas, thanks for checking out my new indicator. Introduction Wick % is a simple indicator to compare wick size with body size (mode 1) and to compare wick size with candle size (mode 2). Upper wicks are bullish when close is higher than open pricen. Lower wicks are bearish when close is lower than open price. Wick Theory In general, big wick and small bodie on a bar means that bull and bears are fighting heavily. A big wick below the body means the bulls are leading in that fight, and a big wick above the body means the bears are leading in that fight. Calculation Formula Mode 1 – Percentual Increase Wick/Body: upperWickPercentage = (upperWick / body) * 100 - 100 lowerWickPercentage = (lowerWick / body) * 100 - 100 Mode 2 – Percent Wick/Candlestick: upperWickPercentage = (upperWick / (high - low)) * 100 lowerWickPercentage = (lowerWick / (high - low)) * 100 Usage You can use it on every symbol and every timeframe. The indicator repaints by default, but you can disable it in the settings. When you disable repaint, it moves the label one bar to the right. If you want to use the indicator for signals, you must disable repainting. Best regards, simwai
Chỉ báo Pine Script®
của simwai
4
Octopus Nest Strategy Hello Fellas, Hereby, I come up with a popular strategy from YouTube called Octopus Nest Strategy. It is a no repaint, lower timeframe scalping strategy utilizing PSAR, EMA and TTM Squeeze. The strategy considers these market factors: PSAR -> Trend EMA -> Trend TTM Squeeze -> Momentum and Volatility by incorporating Bollinger Bands and Keltner Channels Note: As you can see there is a potential improvement by incorporating volume. What's Different Compared To The Original Strategy? I added an option which allows users to use the Adaptive PSAR of @loxx, which will hopefully improve results sometimes. Signals Enter Long -> source above EMA 100, source crosses above PSAR and TTM Squeeze crosses above 0 Enter Short -> source below EMA 100, source crosses below PSAR and TTM Squeeze crosses below 0 Exit Long and Exit Short are triggered from the risk management. Thus, it will just exit on SL or TP. Risk Management "High Low Stop Loss" and "Automatic High Low Take Profit" are used here. High Low Stop Loss: Utilizes the last high for short and the last low for long to calculate the stop loss level. The last high or low gets multiplied by the user-defined multiplicator and if no recent high or low was found it uses the backup multiplier. Automatic High Low Take Profit: Utilizes the current stop loss level of "High Low Stop Loss" and gets calculated by the user-defined risk ratio. Now, follows the bunch of knowledge for the more inexperienced readers. PSAR: Parabolic Stop And Reverse; Developed by J. Welles Wilders and a classic trend reversal indicator. The indicator works most effectively in trending markets where large price moves allow traders to capture significant gains. When a security’s price is range-bound, the indicator will constantly be reversing, resulting in multiple low-profit or losing trades. TTM Squeeze: TTM Squeeze is a volatility and momentum indicator introduced by John Carter of Trade the Markets (now Simpler Trading), which capitalizes on the tendency for price to break out strongly after consolidating in a tight trading range. The volatility component of the TTM Squeeze indicator measures price compression using Bollinger Bands and Keltner Channels. If the Bollinger Bands are completely enclosed within the Keltner Channels, that indicates a period of very low volatility. This state is known as the squeeze. When the Bollinger Bands expand and move back outside of the Keltner Channel, the squeeze is said to have “fired”: volatility increases and prices are likely to break out of that tight trading range in one direction or the other. The on/off state of the squeeze is shown with small dots on the zero line of the indicator: red dots indicate the squeeze is on, and green dots indicate the squeeze is off. EMA: Exponential Moving Average; Like a simple moving average, but with exponential weighting of the input data. Don't forget to check out the settings and keep it up. Best regards, simwai --- Credits to: @loxx @Bjorgum @Greeny
Chiến lược Pine Script®
của simwai
15
Ehlers Combo Strategy🚀 Presenting the Enhanced Ehlers Combo Strategy 🚀 Hello Traders! 👋 I'm thrilled to share the latest version of the Ehlers Combo Strategy v2.0. This powerful algorithm combines Ehlers Elegant Oscillator, Decycler, Instantaneous Trendline, Spearman Rank, and introduces the Signal to Noise Ratio for even more precise trading signals. 📊 Strategy Highlights: Ehlers Elegant Oscillator: Captures market momentum and turning points. Ehlers Decycler: Filters out market noise for clearer trend signals. Instantaneous Trendline: Offers a dynamic view of the market trend. Spearman Rank: Analyzes market rank correlations for enhanced insights. Signal to Noise Ratio (SNR): Filters out noise for more accurate signals. 💡 Key Features & Customizations: Adaptive Length: Enable adaptive length based on the market's current conditions. SNR Threshold: Set your desired SNR threshold for filtering signals. Exit Length: Define the length for exit signals. 📈 Trading Signals: Long Entry: Elegant Oscillator and Decycler cross above 0, source crosses above Decycler, source is greater than an increasing Instantaneous Trendline, Spearman Rank is positive, and SNR exceeds the threshold. Long Exit: Source crosses below the Instantaneous Trendline after entering a long position. Short Entry: Elegant Oscillator and Decycler cross below 0, source crosses below Decycler, source is less than a decreasing Instantaneous Trendline, Spearman Rank is negative, and SNR exceeds the threshold. Short Exit: Source crosses above the Instantaneous Trendline after entering a short position. 📊 Insights & Enhancements: Dynamic Length: The strategy adapts its length dynamically based on market conditions. Improved SNR: Signal to Noise Ratio ensures better filtering of signals. Enhanced Visualization: The Elegant Oscillator now features improved color coding for a clearer interpretation. 🚨 Disclaimer: Trading involves risk, and this script should be used judiciously. It's not a guaranteed profit machine, but with careful use, it can be a valuable addition to your toolkit. Feel free to backtest, tweak, and make it your own! Let's conquer the markets together! 💪📈 🚀✨ Happy Trading! ✨🚀 --- 🙌 Credits: A big shoutout to the original contributors: @blackcat1402 @cheatcountry @DasanC
Chiến lược Pine Script®
của simwai
4
Normalized Fisher Transformed VolumeGreetings Traders, I am thrilled to introduce a game-changing tool that I've passionately developed to enhance your trading precision – the Normalized Fisher Transformed Volume indicator. Let's dive into the specifics and explore how this tool can empower you in the markets. Unlocking Trading Precision: Normalization and Transformation: Normalize raw volume data to ensure a consistent scale for analysis. The Fisher Transformation converts normalized volume data into a Gaussian distribution, providing enhanced insights into trend dynamics. Flexible Modes for Tailored Strategies: Choose from three distinct modes: Volume T3 (MA) + Heatmap: Identify trends with T3 Moving Average and visualize volume strength with Heatmap. Volume Percent Rank: Evaluate the position of current volume relative to historical data. Volume T3 (MA) Percent Rank: Combine T3 Moving Average with percentile ranking for a comprehensive analysis. Heatmap Visualization for Quick Insights: Heatmap Zones and Lines visually represent volume strength relative to historical data. Customize threshold multipliers and color options for precise Heatmap interpretation. T3 Moving Average Integration: Smoothed representation of volume trends with the T3 Moving Average enhances trend identification. Percent Rank Analysis for Context: Gauge the position of normalized volume within historical context using Percent Rank analysis. User-Friendly Customization: Easily adjust parameters such as length, T3 Moving Average length, Heatmap standard deviation length, and threshold multipliers. Intuitive interface with colored bars and customizable background options for personalized analysis. How to Use Effectively: Mode Selection: Identify your preferred trading strategy and select the mode that aligns with your approach. Parameter Adjustment: Fine-tune the indicator by adjusting parameters to match your preferred trading style. Interpret Heatmap and T3 Analysis: Leverage Heatmap and T3 Moving Average analysis to spot potential trend reversals, overbought/oversold conditions, and market sentiment shifts. Conclusion: The Normalized Fisher Transformed Volume indicator is not just a tool; it's your key to unlocking precision in trading. Crafted by Simwai, this indicator offers unique insights tailored to your specific trading needs. Dive in, explore its features, experiment with parameters, and let it guide you to more informed and precise trading decisions. Trade wisely and prosper, simwai
Chỉ báo Pine Script®
của simwai
4
Nadaraya-Watson Envelope (Non-Repainting) Logarithmic ScaleIn the fast-paced world of trading, having a reliable and accurate indicator can make all the difference. Enter the Nadaraya-Watson Envelope Indicator, a cutting-edge tool designed to provide traders with valuable insights into market trends and potential price movements. In this article, we'll explore the advantages of this non-repainting indicator and how it can empower traders to make informed decisions with confidence. Accurate Price Analysis: The Nadaraya-Watson Envelope Indicator operates in a logarithmic scale, allowing for more accurate price analysis. By considering the logarithmic nature of price movements, this indicator captures the subtle nuances of market dynamics, providing a comprehensive view of price action. Traders can leverage this advantage to identify key support and resistance levels, spot potential breakouts, and anticipate trend reversals. Non-Repainting Reliability: One of the most significant advantages of the Nadaraya-Watson Envelope Indicator is its non-repainting nature. Repainting indicators can mislead traders by changing historical signals, making it difficult to evaluate past performance accurately. With the non-repainting characteristic of this indicator, traders can have confidence in the reliability and consistency of the signals generated, ensuring more accurate backtesting and decision-making. Customizable Parameters: Every trader has unique preferences and trading styles. The Nadaraya-Watson Envelope Indicator offers a range of customizable parameters, allowing traders to fine-tune the indicator to their specific needs. From adjusting the lookback window and relative weighting to defining the start of regression, traders have the flexibility to adapt the indicator to different timeframes and trading strategies, enhancing its effectiveness and versatility. Envelope Bounds and Estimation: The Nadaraya-Watson Envelope Indicator calculates upper and lower bounds based on the Average True Range (ATR) and specified factors. These envelope bounds act as dynamic support and resistance levels, providing traders with valuable reference points for potential price targets and stop-loss levels. Additionally, the indicator generates an estimation plot, visually representing the projected price movement, enabling traders to anticipate market trends and make well-informed trading decisions. Visual Clarity with Plots and Fills: Clear visualization is crucial for effective technical analysis. The Nadaraya-Watson Envelope Indicator offers plots and fills to enhance visual clarity and ease of interpretation. The upper and lower boundaries are plotted, along with the estimation line, allowing traders to quickly assess price trends and volatility. Fills between the boundaries provide a visual representation of different price regions, aiding in identifying potential trading opportunities and risk management. Conclusion: The Nadaraya-Watson Envelope Indicator is a powerful tool for traders seeking accurate and reliable insights into market trends and price movements. With its logarithmic scale, non-repainting nature, customizable parameters, and visual clarity, this indicator equips traders with a competitive edge in the financial markets. By harnessing the advantages offered by the Nadaraya-Watson Envelope Indicator, traders can navigate the complexities of trading with confidence and precision. Unlock the potential of this advanced indicator and elevate your trading strategy to new heights.
Chỉ báo Pine Script®
của Julien_Exe
5
Volume Profile Matrix [LuxAlgo]The Volume Profile Matrix indicator extends from regular volume profiles by also considering calculation intervals within the calculation window rather than only dividing the calculation window in rows. Note that this indicator is subject to repainting & back-painting, however, treating the indicator as a tool for identifying frequent points of interest can still be very useful. 🔶 SETTINGS Lookback: Number of most recent bars used to calculate the indicator. Columns: Number of columns (intervals) used to calculate the volume profile matrix. Rows: Number of rows (intervals) used to calculate the volume profile matrix. 🔶 USAGE The Volume Profile Matrix indicator can be used to obtain more information regarding liquidity on specific time intervals. Instead of simply dividing the calculation window into equidistant rows, the calculation is done through a grid. Grid cells with trading activity occurring inside them are colored. More activity is highlighted through a gradient and by default, cells with a color that are closer to red indicate that more trading activity took place within that cell. The cell with the highest amount of trading activity is always highlighted in yellow. Each interval (column) includes a point of control which highlights an estimate of the price level with the highest traded volume on that interval. The level with the highest traded volume of the overall grid is extended to the most recent bar.
Chỉ báo Pine Script®
của LuxAlgo
11
Smoothing R-Squared ComparisonIntroduction Heyo guys, here I made a comparison between my favorised smoothing algorithms. I chose the R-Squared value as rating factor to accomplish the comparison. The indicator is non-repainting. Description In technical analysis, traders often use moving averages to smooth out the noise in price data and identify trends. While moving averages are a useful tool, they can also obscure important information about the underlying relationship between the price and the smoothed price. One way to evaluate this relationship is by calculating the R-squared value, which represents the proportion of the variance in the price that can be explained by the smoothed price in a linear regression model. This PineScript code implements a smoothing R-squared comparison indicator. It provides a comparison of different smoothing techniques such as Kalman filter, T3, JMA, EMA, SMA, Super Smoother and some special combinations of them. The Kalman filter is a mathematical algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement. The input parameters for the Kalman filter include the process noise covariance and the measurement noise covariance, which help to adjust the sensitivity of the filter to changes in the input data. The T3 smoothing technique is a popular method used in technical analysis to remove noise from a signal. The input parameters for the T3 smoothing method include the length of the window used for smoothing, the type of smoothing used (Normal or New), and the smoothing factor used to adjust the sensitivity to changes in the input data. The JMA smoothing technique is another popular method used in technical analysis to remove noise from a signal. The input parameters for the JMA smoothing method include the length of the window used for smoothing, the phase used to shift the input data before applying the smoothing algorithm, and the power used to adjust the sensitivity of the JMA to changes in the input data. The EMA and SMA techniques are also popular methods used in technical analysis to remove noise from a signal. The input parameters for the EMA and SMA techniques include the length of the window used for smoothing. The indicator displays a comparison of the R-squared values for each smoothing technique, which provides an indication of how well the technique is fitting the data. Higher R-squared values indicate a better fit. By adjusting the input parameters for each smoothing technique, the user can compare the effectiveness of different techniques in removing noise from the input data. Usage You can use it to find the best fitting smoothing method for the timeframe you usually use. Just apply it on your preferred timeframe and look for the highlighted table cell. Conclusion It seems like the T3 works best on timeframes under 4H. There's where I am active, so I will use this one more in the future. Thank you for checking this out. Enjoy your day and leave me a like or comment. 🧙‍♂️ --- Credits to: ▪@loxx – T3 ▪@balipour – Super Smoother ▪ChatGPT – Wrote 80 % of this article and helped with the research
Chỉ báo Pine Script®
của simwai
1
Adaptive Fusion ADX VortexIntroduction The Adaptive Fusion ADX DI Vortex Indicator is a powerful tool designed to help traders identify trend strength and potential trend reversals in the market. This indicator uses a combination of technical analysis (TA) and mathematical concepts to provide accurate and reliable signals. Features The Adaptive Fusion ADX DI Vortex Indicator has several features that make it a powerful tool for traders. The Fusion Mode combines the Vortex Indicator and the ADX DI indicator to provide a more accurate picture of the market. The Hurst Exponent Filter helps to filter out choppy markets (inspired by balipour). Additionally, the indicator can be customized with various inputs and settings to suit individual trading strategies. Signals The enterLong signal is generated when the algorithm detects that it's a good time to buy a stock or other asset. This signal is based on certain conditions such as the values of technical indicators like ADX, Vortex, and Fusion. For example, if the ADX value is above a certain threshold and there is a crossover between the plus and minus lines of the ADX indicator, then the algorithm will generate an enterLong signal. Similarly, the enterShort signal is generated when the algorithm detects that it's a good time to sell a stock or other asset. This signal is also based on certain conditions such as the values of technical indicators like ADX, Vortex, and Fusion. For example, if the ADX value is above a certain threshold and there is a crossunder between the plus and minus lines of the ADX indicator, then the algorithm will generate an enterShort signal. The exitLong and exitShort signals are generated when the algorithm detects that it's a good time to close a long or short position, respectively. These signals are also based on certain conditions such as the values of technical indicators like ADX, Vortex, and Fusion. For example, if the ADX value crosses above a certain threshold or there is a crossover between the minus and plus lines of the ADX indicator, then the algorithm will generate an exitLong signal. Usage Traders can use this indicator in a variety of ways, depending on their trading strategy and style. Short-term traders may use it to identify short-term trends and potential trade opportunities, while long-term traders may use it to identify long-term trends and potential investment opportunities. The indicator can also be used to confirm other technical indicators or trading signals. Personally, I prefer to use it for short-term trades. Strengths One of the strengths of the Adaptive Fusion ADX DI Vortex Indicator is its accuracy and reliability. The indicator uses a combination of TA and mathematical concepts to provide accurate and reliable signals, helping traders make informed trading decisions. It is also versatile and can be used in a variety of trading strategies. Weaknesses While this indicator has many strengths, it also has some weaknesses. One of the weaknesses is that it can generate false signals in choppy or sideways markets. Additionally, the indicator may lag behind the market, making it less effective in fast-moving markets. That's a reason why I included the Hurst Exponent Filter and special smoothing. Concepts The Adaptive ADX DI Vortex Indicator with Fusion Mode and Hurst Filter is based on several key concepts. The Average Directional Index (ADX) is used to measure trend strength, while the Vortex Indicator is used to identify trend reversals. The Hurst Exponent is used to filter out noise and provide a more accurate picture of the market. In conclusion, the Adaptive Fusion ADX DI Vortex Indicator is a versatile and powerful tool for traders. By combining technical analysis and mathematical concepts, this indicator provides accurate and reliable signals for identifying trend strength and potential trend reversals. While it has some weaknesses, its many strengths and features make it a valuable addition to any trader's toolbox. --- Credits to: ▪️@cheatcountry – Hann Window Smoohing ▪️@loxx – VHF and T3 ▪️@balipour – Hurst Exponent Filter
Chỉ báo Pine Script®
của simwai
5
VHF Adaptive Linear Regression KAMAIntroduction Heyo, in this indicator I decided to add VHF adaptivness, linear regression and smoothing to a KAMA in order to squeeze all out of it. KAMA: Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements. VHF: Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length. Linear Regression Curve: A line that best fits the prices specified over a user-defined time period. This is very good to eliminate bad crosses of KAMA and the pric. Usage You can use this indicator on every timeframe I think. I mostly tested it on 1 min, 5 min and 15 min. Signals Enter Long -> crossover(close, kama) and crossover(kama, kama ) Enter Short -> crossunder(close, kama) and crossunder(kama, kama ) Thanks for checking this out! -- Credits to ▪️@cheatcountry – Hann Window Smoohing ▪️@loxx – VHF and T3 ▪️@LucF – Gradient
Chỉ báo Pine Script®
của simwai
Adaptive Fisherized CMOIntroduction Heyo, here is another no-repaint adaptive fisherized indicator. I added Inverse Fisher Transform, Ehlers dominant cycle analysis and smoothing to the Chande Momentum Oscillator (CMO). Usage The CMO is a momentum oscillator which shows the usual movement of an asset. I recommend to use it from a lower timeframe with a higher timeframe set. Signals (Signal mode will come soon.) Zero Line CMO crosses above zero line => enter long CMO cross below zero line => ente short Overbought/Oversold CMO crosses above bottom band => enter long CMO crosses under top band => enter short MA (Maybe this signals will vary. Then, check update notes.) CMO crosses above MA => enter long CMO crosses below MA => enter short Enjoy and share your experience with it! More to read: CMO Explanationsp
Chỉ báo Pine Script®
của simwai
Chandelier Exit ZLSMA StrategyIntroduction Heyo guys, I recently checked out some eye-catching trading strategy videos on YT and found one to test. This indicator is based on the video. Usage The recommended timeframe is 5 min. Signals Long Entry => L Label Price crosses above ZLSMA and Chandelier Exit shows Buy Long Exit => green circle Price crosses below ZLSMA Short Entry => S Label Price crosses below ZLSMA and Chandelier Exit shows Sell Short Exit => orange circle Prices crosses above ZLSMA Ty for checking this out. Enjoy! -- Credits to @netweaver2011 - ZLSMA @everget – Chandelier Exit
Chỉ báo Pine Script®
của simwai
19
Adaptive Fisherized KSTIntroduction Heyo guys, here is a new adaptive fisherized indicator of me. I applied Inverse Fisher Transform, Ehlers dominant cycle analysis, smoothing and divergence analysis on the Know Sure Thing (KST) indicator. Moreover, the indicator doesn't repaint. Usage I didn't backtest the indicator, but I recommend the 5–15 min timeframe. It can be also used on other timeframs, but I have no experience with that. The indicator has no special filter system, so you need to find an own combo in order to build a trading system. A trend filter like KAMA or my Adaptive Fisherized Trend Intensity Index could fit well. If you find a good combo, let me know it in the comments pls. Signals Zero Line KST crossover 0 => Enter Long KST crossunder 0 => Enter Short Cross KST crossover KST MA => Enter Long KST crossunder KST MA => Enter Short Cross Filtered KST crossover KST MA and KST above 0 => Enter Long KST crossunder KST MA and KST under 0 => Enter Short KST crossunder 0 => Exit Long KST crossover 0 => Exit Short More to read: KST Explanation Enjoy and let me know your opinion! -- Credits to - @tista - @blackcat1402 - @DasanC - @cheatcountry
Chỉ báo Pine Script®
của simwai
2
Adaptive Fisherized Trend Intensity Index Introduction Here, I modified the script "Trend Intensity Index" (TII) of @everyget. TTI was developed by M.H. Pee, who also published other trend analysis indicators like the Trend Trigger/Continuation Factor It helps to determine how strong the current trend is. The stronger the trend, the higher the chance the price may continue moving in the current direction. Features Adaptive mode (based on Ehlers dominant cycle determination) => automatically determines the length Inverse Fisher Transform => gives sharper signals Customizable MA Types => discover the impact of different ma bases Hann Window and NET smoothing => state-of-the-art smoothing Trend Visualization => shows you the up/down/side trend Usage This indicator here offers a perfect trend filtering system. It is capable of up/down/side trend detection. There are a lot of trend indicators which don't respect sidetrends, which makes this indicator pretty useful. A lot of traders use trend-following trading systems. A trader will usually make his/her entry in the market during a strong trend and ride it, until the TII provides an indication of a reversal. For mean-revertive trading systems, you could use TII to just trade in side trend. A lot of mean-revertive signal emitters like Bollinger Bands or RSI work most of the times better in side trend. Furthermore, every timeframe could be used, but higher timeframes have more impact because trends are stronger there. Signals Green zone (Top) => Etablished bullish trend "Peachy" Zone (Middle) => Sidetrend/flat market Red Zone (Bottom) => Etablished bearish trend Enjoy guys! (Let me know your opinions!) -- Credits to: @blackcat1402 @DasanC @cheatcountry @everget
Chỉ báo Pine Script®
của simwai
5
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
Chỉ báo Pine Script®
của simwai
6
Adaptive Fisherized CMFIntroduction Heyo, here I made a normalized Chaikin Money Flow (CMF) indicator with Inverse Fisher Transform (IFT) and some smoothing techniques. I had to normalize the indicator in order to fit it to the IFT range (-1 -> 1). Moreover, the good old adaptive mode is also included in this indicator. It uses Ehlers superb dominant cycle techniques. It also has divergence detection, several options for individualisation and doesn't repaint. Usage www.investopedia.com Signals CMF above 0 => bullish market CMF below 0 => bearish market (You can also use the inner bands instead of the zero line, to make these signals more precise) Bullish regular/hidden divergence => long Bearish regular/hidden divergence => short Enjoy guys! PS: I really would like to hear some feedback of you.
Chỉ báo Pine Script®
của simwai
Adaptive Fisherized Stochastic Center of GravityIntroduction I modified the script "Fisher Stochastic Center of Gravity" of @DasanC for this indicator. I added inverse Fisher transform, cycle period adaptiveness mode (Ehlers) and smoothing to it. Moreover, I added buy and sell and beautified some stuff. Lastly, it is also non-repainting! Usage This indicator can be used like a normal stochastic, but I don't recommend divergence analysis on it. That fisherization stuff seems to make the graphs unuseable for that because it tries. It works well on every timeframe I would say, but lower timeframes are recommended, because of the fast nature of stochastic. Usually it does a good job on entry confirmation for reversals and trend continuation trades. Recommended indicator to combine with this indicator is RSI cyclic smoothed v2 . This is the best RSI version I know. In trending market it is recommended to look more on the inner bands and in flat market it is recommended to look more on the outer bands. When RSI shows oversold and this indicator shows a crossover of the Center of Gravity plot through the bottom line -> Long entry is confirmed When RSI shows overbought and this indicator shows a crossunder of the Center of Gravity plot through the top line -> Short entry is confirmed Settings The adaptive mode is enabled by default to give you straight the whole indicator experience. The default settings are optimized, but should be changed depending on the market. An example: Market has a low volatility and a high momentum -> I want a slower/higher length to catch the slower new highs and lows. Market has higher volatility and a low momentum, -> I want a faster/lower length to catch the faster new highs and lows Signals Crossover Buy -> cog crossover signalLine Sell -> cog crossunder signalLine Overbought/Oversold Crossover Buy -> cog crossover lowerBand Sell -> cog crossunder lowerBand I use this indicator a lot, because I don't know a better stochastic on this community here. @DasanC did an awesome work with his version I used as base for this script. Enjoy this indicator and let the profit roll! 🔥
Chỉ báo Pine Script®
của simwai
9
Fisherized CCIIntroduction This here is a non-repainting indicator where I use inverse Fisher transformation and smoothing on the well-known CCI (Commdity Channel Index) momentum indicator. "The Inverse Fisher Transform" describes the calculation and use of the inverse Fisher transform by Dr . Ehlers in 2004. The transform is applied to any indicator with a known probability distribution function. It enables to transform an indicator signal into the range between +1 and -1. This can help to eliminate the noise of an indicator. The CCI is an momentum indicator which describes the distance of the price to the average price. For smoothing I used the Hann Window and NET (Noise Elimination Technique) methods. Additional Features Divergence Analysis Trend-adaptive Histogram Timeframe selection Usage It is usually used to spot potential trend reverals or mean-reversion (against the trend) trades on lower timeframes. IMO it can be even used to spot trend-following trades. It always depends on which settings you have, which timeframe do you use and which indicators you combine with it. The suggested timeframe for this indicator is 15 min (with the length setting on 50). The histogram with adaptive mode enabled could be used as filter applied on the buy and sell signals. The divergence analysis can help to spot additional entries/exits or confirm the buy and sell signals. Always try to find the best settings! This indicators has a lot of customization options you should take advantage of. Signals The indicator uses the following logic to generate the buy and sell signals: Normal Buy -> When CCI and MA go above the top band (usually +100) and cross Sell -> When CCI and MA go below the the bottom band (usually -100) and cross Fisherized Buy -> When CCI and MA go above the the zero line and cross Sell -> When CCI and MA go below the the zero line and cross Have fun with the indicator! I am open for feedback and questions. :)
Chỉ báo Pine Script®
của simwai
4