Adaptive Donchian ChannelThis indicator adds a level of adaptivity to the simple Donchian Channel by adjusting the sensitivity (lookback periods) of the channel's upper and lower bounds based on the amount of time that has elapsed since the price has hit/expanded the channel boundaries. Comparing the results of this indicator to the standard Donchian Channel, the readier level of responsiveness may prove self-evident.
METHODOLOGY:
Specifically, the more recently the channel was expanded in one direction, the longer the lookback period grows in that direction. Conversely, if the channel has not been expanded in a given direction, the lookback period will contract so as to allow for a tighter channel.
For example, let the initial lookback period be 20 bars and let the factor argument be 0.1 (or 2 bars to start, as 20*0.1 = 2). Now say the current bar sets a new 20-period high. Then the lookback period for the upper bound is expanded by 2 bars to 22, and the lookback period for the lower bound is contracted by 2 bars to 18, thereby making it simultaneously harder to set new highs and easier to set new lows (and vice versa for hitting new lows). If neither a new high nor a new low is formed, both periods contract by the given factor.
Tìm kiếm tập lệnh với "黄金近20年走势"
TonyUX EMA Scalper - Buy / SellThis is a simple scalping strategy that works for all time frames... I have only tested it on FOREX
It works by checking if the price is currently in an uptrend and if it crosses the 20 EMA.
If it crosses the 20 EMA and its in and uptrend it will post a BUY SIGNAL.
If it crosses the 20 EMA and its in and down it will post a SELL SIGNAL.
The red line is the highest close of the previous 8 bars --- This is resistance
The green line is the lowest close of the previous 8 bars -- This is support
EMA_ConvergenceFirst I have to give kudos to my son who I asked to take a shot at creating this little indicator. Nice work son!
While trading, one of the things I look for is when price or certain EMA's approach another EMA. The example that I use on this 1 minute SPY chart is an 8 EMA and 20 EMA. I am looking for when the 8 and 20 are within' 3 cents of each other. Many times when they are getting close, price is approaching a top or bottom. I am looking for a candlestick reversal around that area. You may want to know when PRICE is near the 50 EMA: Use EMA 1 and 50 for that. Having it light up on top of the page, or elsewhere, makes it easier to look for the convergence when it occurs. If it lights up for a long period, price may be going sideways. I don't enter into a trade until the EMA starts separating, usually with another candlestick formation.
You are able to change the distance for convergence and two EMA's. Unfortunately you will have to adjust the convergence number up as you increase in time frames. This is designed to see when they are close, not when they cross.
The bars on top of this example are lit up purple due to the 8 and 20 EMA are within' 3 cents of each other.
If you want to overlay the price bars, instead of having it separate, just change overlay to "true"
Enjoy.
Multi-Confluence Signal System📊 OPTIMIZED MULTI-CONFLUENCE SIGNAL SYSTEM
A professional-grade trading indicator that combines multiple technical analysis methods to generate high-probability buy and sell signals. Designed for daily timeframe Bitcoin/crypto trading with optimized parameters based on real market backtesting.
🎯 KEY FEATURES:
- Multi-Confluence Scoring (8 components) - Each signal shows strength rating
- Smart Top & Bottom Detection - Catches reversals using price action patterns
- Ichimoku Cloud Integration - Dynamic support/resistance visualization
- Dual EMA System (20/50) - Clear trend identification
- RSI + MACD + Volume Confirmation - Multi-indicator validation
- Signal Alternation - Only shows directional changes (no repeated signals)
- Minimal Bar Spacing - Prevents signal clustering and overtrading
✅ OPTIMIZED FOR:
- Catching parabolic tops with rejection wicks
- Identifying capitulation bottoms in downtrends
- Avoiding false signals during consolidation
- 4-8 quality signals per 4-month period on daily charts
- Works in both trending and volatile markets
🔧 TECHNICAL COMPONENTS:
- EMA 20/50 trend system
- RSI (14) with adjusted overbought/oversold levels (68/32)
- MACD for momentum confirmation
- Ichimoku Cloud for trend context
- Volume analysis (1.3x threshold)
- Candlestick pattern recognition (engulfing, hammers, shooting stars)
- Capitulation detection for extreme moves
- Price extension filters (±5-10% from EMAs)
⚠️ BEST PRACTICES:
- Optimized for Daily timeframe
- Combine with your own risk management
- Higher scores = higher probability trades
- Wait for signal confirmation on candle close
- Use in conjunction with key support/resistance levels
💡 SIGNAL LOGIC:
BUY signals trigger on: Capitulation candles, extreme oversold + reversal patterns, MACD turnarounds in downtrends, or high confluence scores with bullish patterns
SELL signals trigger on: Rejection wicks at tops, bearish engulfings with overbought RSI, parabolic extensions, MACD reversals, or high confluence scores with bearish patterns
📈 Created through iterative backtesting and optimization on Bitcoin price action from 2024-2025.
⭐ Free to use • Leave feedback • Happy trading!
Braid Filter StrategyThis strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Chad Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving AveragesThese averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
Braid Filter StrategyAnother of TradeIQ's youtube strategies. It looks a little messy but it combines all the indicators into one so there are no extra panes. This strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Braid Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving Averages
These averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
High Volume Zones with Signals – HVZ█ OVERVIEW
"High Volume Zones with Signals – HVZ" is a technical analysis indicator that identifies High Volume Zones (HVZ) on the chart and draws them as fully customizable boxes. Perfect for traders using price action, ICT, and Smart Money Concepts. The indicator highlights key volume-based support/resistance levels, detects potential consolidation zones (very large candles), and generates precise breakout and exit signals. Flexible volume filters, ATR filter, and visual styling options ensure a clean and highly effective chart.
█ CONCEPTS
The indicator detects candles with volume significantly above the average (default ≥ 2× SMA of volume over 20 periods). Such candles often signal institutional activity and create strong supply/demand zones.
The ATR filter additionally identifies very large candles – frequently a sign of market capitulation (panic buying/selling). Within the range of such a candle, prolonged consolidation often occurs, especially on higher timeframes (e.g., 4H and above).
Why are HVZ important? High-volume zones are areas where the market has left a large number of orders – institutions return there to “refresh” liquidity before the next move. A breakout against the zone’s character triggers a Break signal:
- Bullish HVZ broken downward (close below the lower boundary) → Break Down (sell),
- Bearish HVZ broken upward (close above the upper boundary) → Break Up (buy).
Note: The indicator requires real exchange volume – it will not work correctly on instruments without reported volume (e.g., certain CFDs or forex).
█ FEATURES
- HVZ Detection: Automatic identification of high-volume zones with Volume SMA Length and Volume Multiplier filters; historical initialization up to 500 candles back.
- ATR Filter: Optional detection of very large candles (potential consolidation/capitulation) using - ATR Length and ATR Multiplier; three action modes:
Skip Zone – large candle creates no zone,
Separate Color – zone is drawn in a distinct style (gray by default),
Normal Zone – treated like a regular HVZ.
- Gray zones (large candles, Separate Color): generate exactly the same Break signals as regular zones – based solely on the original candle direction (bullish → Break Down on lower break, bearish → Break Up on upper break). Gray color is only a visual marker for potential consolidation/capitulation zones.
- Customizable Boxes: Separate styles for bullish and bearish zones (border color, background gradient, line thickness and style); adjustable background and 50 % midline transparency.
- Break & Exit Signals:
Break Up/Down – green/red triangle after a candle closes outside the zone (zone disappears, triangle remains as a trace).
Exit Up/Down – green/red circle when price leaves the zone without a full breakout.
Signal Type option: Break, Exit, or Both.
- Midline: Automatic dashed line at the 50 % zone level with independent transparency control.
- Chart Cleanup: Automatic removal of inactive zones older than 500 candles (max_boxes_count=500).
- Alerts: Built-in alerts for Break Up and Break Down with clear messages.
█ HOW TO USE
Add to Chart: Paste the script in Pine Editor or find it in TradingView’s indicator library.
Configure Settings:
- Volume Filter: Volume SMA Length (default 20) and Volume Multiplier (default 2.0) – higher multiplier = fewer but stronger zones.
- ATR Filter: Enable/disable, set ATR Length (14) and ATR Multiplier (3.5); choose action for very large candles (Skip Zone / Separate Color / Normal Zone).
- Box Style: Background transparency (90) and midline transparency (70).
- Bull/Bear Box Style: Border and gradient colors, line thickness (1-5).
- ATR Style: Separate colors for large-candle zones (gray by default).
- Signal Settings: Choose Signal Type (Break/Exit/Both) and signal colors.
Signal Interpretation:
- Break Up (green triangle below bar): Bearish HVZ broken upward → buy signal, continuation of uptrend.
- Break Down (red triangle above bar): Bullish HVZ broken downward → sell signal, continuation of downtrend.
- Exit Up/Down (circles): Price leaves zone without breakout – may signal end of correction or reversal setup.
- HVZ Zones: Price often returns to high-volume zones to clear orders. An unfilled zone remains a price magnet.
- 50 % Level (midline): Ideal target for partial take-profit or reaction point inside the zone.
Combine signals with other tools (e.g., RSI, MACD, higher timeframes) for higher confidence.
█ APPLICATIONS
- Price Action & ICT: HVZ act as dynamic S/R; in an uptrend look for buys after breaking a bearish HVZ, in a downtrend look for sells after breaking a bullish HVZ. If you trade retests instead of breakouts, increase Volume Multiplier to 2.5-3.0 – fewer zones but much stronger. Note that after breaking a very strong zone, price often pulls back deeply before continuing.
- Breakout Strategies: For maximum Break signals, lower Volume Multiplier to 1.5-1.8 – gives many high-quality entries in trending markets. Always trade in the direction of the prevailing trend (e.g., only longs in uptrends). Enter after a Break signal with confirmation from volume or momentum (MACD above zero, RSI >50 for longs, <50 for shorts).
█ NOTES
- The indicator requires real exchange volume – it will not function properly on instruments without reported volume (e.g., certain CFDs, forex).
- Always confirm signals with additional context (market structure, higher timeframe).
Market Breadth - [JTCAPITAL]Market Breadth - is a comprehensive crypto market strength and sentiment indicator designed to visualize the overall bullish or bearish alignment across 40 major cryptocurrencies. By combining multi-asset Exponential Moving Average (EMA) comparisons and smoothing techniques, it offers a clean, aggregated view of the broader market trend—helping traders quickly assess whether the market is dominated by bullish momentum or bearish pressure.
The indicator works by calculating in the following steps:
Symbol Selection and Data Retrieval
The script monitors 40 leading cryptocurrencies based on Market Cap. Each asset’s daily close price is requested using a 1D timeframe. This ensures that every data point reflects the same temporal resolution, allowing the indicator to evaluate global crypto strength rather than individual token volatility.
EMA Comparison per Asset
For each asset, two Exponential Moving Averages (EMAs) are calculated:
A short-term EMA with period emalength (default 10).
A long-term EMA with period emalength2 (default 20).
Each coin receives a score of +1 when the short-term EMA is greater than the long-term EMA (indicating bullish structure), or -1 when it is below (indicating bearish structure). This binary scoring system effectively converts individual price action into a directional sentiment measure.
Market Breadth Aggregation
All 40 individual scores are summed into a single composite value called scores .
If many assets have bullish EMA alignment, the total score becomes strongly positive.
If the majority show bearish alignment, the total score turns negative.
This step transforms scattered price data into one unified market breadth metric—quantifying how many assets participate in the same directional trend.
Smoothing the Breadth Line
To reduce short-term noise and isolate trend direction, the aggregated score is smoothed using an EMA of length = smoothlen (default 15). The resulting smoothed line helps identify sustained shifts in collective sentiment rather than temporary fluctuations.
Visualization and Color Coding
When scores > 0 , the market breadth is bullish and the histogram is colored blue.
When scores < 0 , the breadth turns bearish and the histogram is purple.
The same logic applies to the smoothed line and background color, offering an instant visual cue of market mood transitions.
Buy and Sell Conditions:
The indicator itself does not trigger direct buy/sell signals but rather acts as a market regime filter . Traders can use it as follows:
Buy Filter: When the smoothed value is above zero and rising, the majority of assets confirm an uptrend — this favors long setups or trend continuation entries.
Sell Filter: When the smoothed value is below zero and falling, bearish alignment dominates — ideal for short setups or defensive risk management.
Optional filters could include combining this with RSI or volume-weighted momentum indicators to confirm breadth-based reversals.
Features and Parameters:
emalength – Defines the short-term EMA length used for individual asset trend detection (default 10).
emalength2 – Defines the long-term EMA length (default 20).
smoothlen – Defines the smoothing EMA length for the total market breadth line (default 15).
40 asset inputs – User-editable symbols allow full customization of which cryptos are tracked.
Dynamic color backgrounds – Visual distinction between bullish and bearish phases.
Specifications:
Exponential Moving Average (EMA)
EMA is a type of moving average that places more weight on recent price data, responding faster to market changes compared to SMA. By comparing a short-term and long-term EMA, the indicator captures momentum shifts across each asset individually. The crossover logic (EMA10 > EMA20) signals bullish conditions, while the opposite indicates bearish momentum.
Market Breadth
Market Breadth quantifies how many assets are participating in a directional move. Instead of tracking a single coin’s trend, breadth analysis measures collective sentiment. When most coins’ short-term EMAs are above long-term EMAs, the market shows healthy bullish breadth. Conversely, when most are below, weakness dominates.
Smoothing (EMA on Scores)
After summing the breadth score, the result is smoothed with an additional EMA to mitigate the inherent volatility caused by individual coin reversals. This second-level smoothing transforms raw fluctuations into a readable, trend-consistent curve.
Color Visualization
Visual cues are integral for intuitive interpretation.
Blue Shades: Indicate bullish alignment and collective upward momentum.
Purple Shades: Indicate bearish conditions and potential risk-off phases.
The background tint reinforces visual clarity even when the indicator is overlaid on price charts.
Background Logic
By applying the same color logic to the chart’s background, users can instantly recognize the prevailing market phase.
Use Cases
As a trend confirmation filter for other indicators (e.g., trade only in the direction of positive breadth).
As a divergence tool : when price rises but breadth weakens, it may signal a topping market.
As a macro sentiment monitor : perfect for assessing when the crypto market as a whole transitions from bearish to bullish structure.
Summary
“ Market Breadth - ” transforms the chaotic price movements of 40 cryptocurrencies into a single, powerful visual representation of overall market health. By merging EMA cross analysis with market-wide aggregation and smoothing , it provides traders with a deep understanding of when bullish or bearish forces dominate the ecosystem.
It’s a clean, data-driven approach to identifying shifts in crypto market sentiment — a perfect companion for trend-following, macro analysis, and timing portfolio exposure.
Enjoy!
Easy [CHE] Easy — Minimalist Pine Script for detecting EMA direction changes to define fixed price zones for simple support and resistance visualization, ideal for manual trading workflows.
Summary
This indicator's programming is kept minimalist and super simple, with core logic in under 20 lines for easy comprehension and modification. It creates fixed price zones based on divergences between a base exponential moving average and its smoother counterpart, helping traders spot potential consolidation or reversal areas without dynamic adjustments. By locking the zone at the high and low of the signal bar, it avoids over-expansion in volatile conditions, offering a stable reference line colored by price position relative to the zone. This approach differs from expanding channels by prioritizing simplicity and persistence until a new qualifying signal, reducing visual clutter while highlighting directional bias through midpoint coloring.
Motivation: Why this design?
Traders often face noisy signals from moving averages that flip frequently in sideways markets or lag during breakouts, leading to premature entries or missed opportunities. This indicator addresses that by focusing on confirmed direction shifts between the base and smoothed averages, then anchoring a non-expanding zone to capture the initial price range of the shift. The result is a cleaner tool for marking equilibrium levels, assuming price respects these bounds in ranging or mildly trending conditions.
What’s different vs. standard approaches?
- Reference baseline: Traditional moving average crossovers or simple channels that update every bar.
- Architecture differences:
- Zones are set only on new divergence signals and remain fixed until reset by a gap from the prior zone.
- No ongoing high-low expansion; relies on persistent variables to hold bounds across bars.
- Midpoint plotting with conditional coloring based on close position, plus a highlight for zone initiations.
- Practical effect: Charts show persistent horizontal references instead of drifting lines, making it easier to gauge if price is rejecting or embracing the zone—useful for avoiding false breaks in low-volatility setups.
How it works (technical)
The indicator first computes a base exponential moving average of closing prices over a user-defined length, then applies a second exponential moving average to smooth that base. It checks if both the base and smoothed values are increasing or decreasing compared to their prior values, indicating aligned direction. A signal triggers when this alignment breaks, marking a potential shift.
On a new signal, if the current bar's high and low fall outside any existing zone (or none exists), the zone bounds update to those extremes and persist via dedicated variables. The midpoint of these bounds becomes the primary plot line, colored green if below the close (bullish lean), red if above (bearish lean), or gray otherwise. A secondary thick line highlights the midpoint briefly when a zone first sets, aiding visual confirmation. No higher timeframe data or external fetches are used, so updates occur on each bar close without lookahead.
Parameter Guide
EMA Length — Sets the period for the base moving average; longer values smooth more, reducing signal frequency but increasing lag. Default: 50. Trade-offs/Tips: Shorter for faster response in intraday charts (risks noise); longer for daily trends (may miss early shifts).
Smoother Length — Defines the period for the secondary smoothing on the base average; higher values dampen minor wiggles for stabler direction checks. Default: 3. Trade-offs/Tips: Keep low (2–5) for sensitivity; increase to 7+ if zones trigger too often in choppy markets, at cost of delayed signals.
Reading & Interpretation
The main circle plot at the zone midpoint serves as a dynamic equilibrium line: green suggests price is above the zone (potential strength), red indicates below (potential weakness), and gray shows containment within bounds (neutral consolidation). A sudden thick foreground line at the midpoint flags a fresh zone start, prompting review of the prior bar's context. Absence of a plot means no active zone, implying reliance on price action alone until the next signal.
Practical Workflows & Combinations
- Trend following: Enter long on green midpoint after a higher low touches the zone lower bound, confirmed by structure like higher highs; filter shorts similarly on red with lower highs.
- Exits/Stops: Use the opposite zone bound as a conservative stop (e.g., below lower for longs); trail aggressively to midpoint on strong moves, tightening near gray neutrality.
- Multi-asset/Multi-TF: Defaults work across forex and stocks on 1H–Daily; for crypto volatility, shorten EMA Length to 20–30. Pair with volume oscillators for confirmation, avoiding isolated use.
Behavior, Constraints & Performance
- Repaint/confirmation: Plots update on bar close using historical closes, so confirmed signals hold; live bars may shift until close but without future references.
- security()/HTF: Not used, eliminating related repaint risks.
- Resources: Minimal overhead—no loops, arrays, or bar limits exceeded; suitable for real-time on any timeframe.
- Known limits: Fixed zones may lag in strong trends (price drifts away without reset); signals skip if no gap from prior zone, potentially missing clustered shifts. Assumes standard OHLC data; untested on non-equity assets.
Sensible Defaults & Quick Tuning
Start with EMA Length at 50 and Smoother Length at 3 for balanced daily charts. If signals fire too frequently (e.g., in ranges), extend EMA Length to 100 for fewer but stabler zones. For sluggish response in trends, drop Smoother Length to 2 and EMA Length to 30, monitoring for added noise. In high-vol setups, widen both to 75/5 to filter extremes, trading speed for reliability.
What this indicator is—and isn’t
This is a lightweight visualization layer for EMA-driven zones, aiding manual chart reading and basic signal spotting. It is not a standalone system, predictive model, or automated alert generator—integrate with broader analysis like market structure and risk rules. (Unknown/Optional: No built-in alerts or multi-timeframe scaling.)
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Avg % Move Dashboard — Body and WicksTitle
Avg % Move Dashboard — Body and Wicks (w/ True Range)
Summary
Compact right-side dashboard showing the average percent move of recent candles:
Body size (absolute % from Open to Close)
Body bias (signed %, with up/down arrow and color)
Full range (High–Low %)
True range (ATR-style % relative to previous close)
Perfect for quickly gauging current market velocity and directional skew on any symbol or timeframe.
How It Works
Body % (per bar): (Close − Open) / Open × 100
Full range % (per bar): (High − Low) / Open × 100
True range % (per bar): max(High−Low, |High−PrevClose|, |Low−PrevClose|) / PrevClose × 100
Averages: Simple moving averages over the last N candles
Rounding: Values rounded to your chosen decimals
Bias row: shows signed average body percent with an ↑/↓ arrow and green/red color; near-zero values can display a neutral ⟷ based on a threshold
Settings
Candles to average (default 20): Window length for SMA calculations.
Decimals: Rounding precision for display.
Dashboard position: Top/Middle/Bottom Right.
Dashboard size: Tiny, Small, Normal, Large, Huge.
Background Color: Panel background.
Text Color (size rows): For non-bias rows.
Near-zero threshold (%): If the average body bias absolute value is below this, show neutral (⟷) instead of bullish/bearish.
What to show (toggles):
Show Body (Open→Close)
Show Full Range (High→Low)
Show True Range (ATR-style)
What You’ll See
Body size: average absolute body percent (magnitude only).
Body bias: average signed body percent with:
↑ and green if bullish
↓ and red if bearish
⟷ and gray if within the near-zero threshold
Full Range: average percent from High to Low.
True Range: average percent true range relative to previous close.
Footer: n = number of candles used.
How to Use
Add to any chart and timeframe; it overlays a table on the right-side.
Use “Body size” to assess typical candle strength.
Use “Body bias” to see directional skew:
Strong positive = persistent buying pressure.
Strong negative = persistent selling pressure.
Near-zero = balanced/sideways conditions.
Compare “Full range” vs “Body size”:
Large range but small body may indicate indecision or wicky conditions.
“True range” offers a classic ATR-style read (relative to prior close), useful for volatility-aware sizing.
Adjust “Candles to average” to your timeframe:
Short-term (scalps): 20–50
Intraday: 50–100
Swing: 100–200+
Best Practices
Pair with structure (S/R, sessions) to avoid false impressions in thin markets.
Increase length on noisy pairs/timeframes to smooth out noise.
Use the near-zero threshold to suppress micro-bias and focus on meaningful shifts.
Alerts
This dashboard is informational and doesn’t define alertconditions in the code. If you’d like, I can add optional alerts (e.g., bias flips from bearish to bullish beyond threshold, or volatility spikes on TR) — just say the word.
Limitations
This panel summarizes recent averages; it’s not a signal generator.
Values can differ across assets/timeframes; tune “Candles to average.”
True Range uses prev close normalization; that’s by design for ATR-style context.
Changelog
v1.0: Initial release — Body size, Body bias (with arrows/colors/neutral), Full Range, True Range, configurable UI.
SJ Fx Session RangeSJ Fx Session Range Indicator
A Professional Forex Session Tracking Tool with Opening Range Analysis
Overview
The SJ Fx Session Range indicator is a comprehensive tool designed to help forex traders visualize major trading sessions (Asia, Europe+London, and New York) along with their first 15-minute opening ranges. Built with Pine Script v5, this indicator provides clear session boundaries, high/low ranges, and customizable opening range analysis to enhance your trading decisions.
Key Features
1. Trading Session Boxes
- Three major forex sessions: Asia, Europe+London, and New York
- Color-coded session boxes with transparent backgrounds for easy visualization
- Automatic session high/low tracking
- Session labels displayed inside boxes for quick identification
- Displays up to 50 historical sessions for pattern analysis
2. Opening Range Analysis
- Tracks first 15-minute opening range for Europe, London, and NY sessions
- Plots high, low, and mid-range levels
- Customizable line colors for each session's opening range
- Background highlights during the first 15 minutes of each session
- Helps identify potential breakout or reversal zones
3. Daylight Saving Time Support
- Built-in DST toggle for easy seasonal adjustment
- Automatically adjusts all session timings by 1 hour when enabled
- Clear tooltip instructions for when to enable/disable DST
- Default timings configured for IST timezone (Asia/Kolkata)
4. User-Friendly Design
- Clean input interface organized by session categories
- Fixed optimal settings for boxes and lines (50-day history)
- All session times are easily customizable with helpful tooltips
- Warning tooltips to prevent accidental timing changes
Default Session Times (when DST is disabled)
- Asia Session: 04:00 - 12:30 IST
- Europe + London Session: 12:30 - 20:00 IST
- New York Session: 20:00 - 02:30 IST
How to Use
1. Add to Chart: Apply the indicator to any forex pair chart
2. Adjust DST: Enable the "Start Daylight Saving Time Change" checkbox on the second Sunday in March; disable on the first Sunday in November
3. Customize Sessions: Toggle individual sessions on/off based on your trading preference
4. Opening Range Colors: Customize the opening range line colors for better visibility
5. Session Times: Default times are optimized for IST; modify only if trading from a different timezone
Technical Specifications
- Version: Pine Script v5
- Overlay: Yes (draws directly on price chart)
- Maximum Objects: 500 boxes, 500 lines
- History: 50 days of session data
- Timezone: Asia/Kolkata (IST) - customizable in code
Use Cases
- Identify high-liquidity trading periods
- Track session volatility patterns
- Monitor opening range breakouts/breakdowns
- Analyze session-specific price action
- Plan entries around major session opens
- Avoid trading during low-liquidity periods
Performance
Optimized for efficient rendering with:
- Fixed 50-day history limit for optimal performance
- Automatic cleanup of old session boxes and lines
- Lightweight code structure for fast chart loading
Customization Options
Available Inputs:
- Enable/disable individual sessions
- Adjust session timings (with safety tooltips)
- Toggle DST on/off
- Show/hide opening range analysis
- Customize opening range line colors for each session
Fixed for Optimal Performance:
- Session box colors (Asia: Aqua, Europe: Green, NY: Red)
- 50-day historical display
- Line width and style
- Mid-range line always displayed
Educational Value
This indicator helps traders:
- Understand forex market structure and session overlaps
- Recognize high-probability trading times
- Develop session-based trading strategies
- Improve timing of trade entries and exits
Open Source License
This script is published under Mozilla Public License 2.0, allowing you to:
- Use freely for personal trading
- Modify and adapt to your needs
- Learn from the code structure
- Share improvements with the community
Credits
Developed by Shantanu Joshi
- Designed for forex traders focusing on session-based strategies
- Built with clean, well-documented Pine Script v5 code
- Regular updates and improvements based on user feedback
Support & Feedback
If you find this indicator useful:
- Give it a thumbs up
- Share your trading results in the comments
- Suggest improvements or new features
- Report any issues for quick resolution
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always conduct your own research and risk management before making trading decisions. Past performance does not guarantee future results.
Compatible with: CFDs of forex pairs, commodities, indices, and crypto.
Best used on: 5-minutes
Recommended chart type: Candlestick charts
Volatility-Targeted Momentum Portfolio [BackQuant]Volatility-Targeted Momentum Portfolio
A complete momentum portfolio engine that ranks assets, targets a user-defined volatility, builds long, short, or delta-neutral books, and reports performance with metrics, attribution, Monte Carlo scenarios, allocation pie, and efficiency scatter plots. This description explains the theory and the mechanics so you can configure, validate, and deploy it with intent.
Table of contents
What the script does at a glance
Momentum, what it is, how to know if it is present
Volatility targeting, why and how it is done here
Portfolio construction modes: Long Only, Short Only, Delta Neutral
Regime filter and when the strategy goes to cash
Transaction cost modelling in this script
Backtest metrics and definitions
Performance attribution chart
Monte Carlo simulation
Scatter plot analysis modes
Asset allocation pie chart
Inputs, presets, and deployment checklist
Suggested workflow
1) What the script does at a glance
Pulls a list of up to 15 tickers, computes a simple momentum score on each over a configurable lookback, then volatility-scales their bar-to-bar return stream to a target annualized volatility.
Ranks assets by raw momentum, selects the top 3 and bottom 3, builds positions according to the chosen mode, and gates exposure with a fast regime filter.
Accumulates a portfolio equity curve with risk and performance metrics, optional benchmark buy-and-hold for comparison, and a full alert suite.
Adds visual diagnostics: performance attribution bars, Monte Carlo forward paths, an allocation pie, and scatter plots for risk-return and factor views.
2) Momentum: definition, detection, and validation
Momentum is the tendency of assets that have performed well to continue to perform well, and of underperformers to continue underperforming, over a specific horizon. You operationalize it by selecting a horizon, defining a signal, ranking assets, and trading the leaders versus laggards subject to risk constraints.
Signal choices . Common signals include cumulative return over a lookback window, regression slope on log-price, or normalized rate-of-change. This script uses cumulative return over lookback bars for ranking (variable cr = price/price - 1). It keeps the ranking simple and lets volatility targeting handle risk normalization.
How to know momentum is present .
Leaders and laggards persist across adjacent windows rather than flipping every bar.
Spread between average momentum of leaders and laggards is materially positive in sample.
Cross-sectional dispersion is non-trivial. If everything is flat or highly correlated with no separation, momentum selection will be weak.
Your validation should include a diagnostic that measures whether returns are explained by a momentum regression on the timeseries.
Recommended diagnostic tool . Before running any momentum portfolio, verify that a timeseries exhibits stable directional drift. Use this indicator as a pre-check: It fits a regression to price, exposes slope and goodness-of-fit style context, and helps confirm if there is usable momentum before you force a ranking into a flat regime.
3) Volatility targeting: purpose and implementation here
Purpose . Volatility targeting seeks a more stable risk footprint. High-vol assets get sized down, low-vol assets get sized up, so each contributes more evenly to total risk.
Computation in this script (per asset, rolling):
Return series ret = log(price/price ).
Annualized volatility estimate vol = stdev(ret, lookback) * sqrt(tradingdays).
Leverage multiplier volMult = clamp(targetVol / vol, 0.1, 5.0).
This caps sizing so extremely low-vol assets don’t explode weight and extremely high-vol assets don’t go to zero.
Scaled return stream sr = ret * volMult. This is the per-bar, risk-adjusted building block used in the portfolio combinations.
Interpretation . You are not levering your account on the exchange, you are rescaling the contribution each asset’s daily move has on the modeled equity. In live trading you would reflect this with position sizing or notional exposure.
4) Portfolio construction modes
Cross-sectional ranking . Assets are sorted by cr over the chosen lookback. Top and bottom indices are extracted without ties.
Long Only . Averages the volatility-scaled returns of the top 3 assets: avgRet = mean(sr_top1, sr_top2, sr_top3). Position table shows per-asset leverages and weights proportional to their current volMult.
Short Only . Averages the negative of the volatility-scaled returns of the bottom 3: avgRet = mean(-sr_bot1, -sr_bot2, -sr_bot3). Position table shows short legs.
Delta Neutral . Long the top 3 and short the bottom 3 in equal book sizes. Each side is sized to 50 percent notional internally, with weights within each side proportional to volMult. The return stream mixes the two sides: avgRet = mean(sr_top1,sr_top2,sr_top3, -sr_bot1,-sr_bot2,-sr_bot3).
Notes .
The selection metric is raw momentum, the execution stream is volatility-scaled returns. This separation is deliberate. It avoids letting volatility dominate ranking while still enforcing risk parity at the return contribution stage.
If everything rallies together and dispersion collapses, Long Only may behave like a single beta. Delta Neutral is designed to extract cross-sectional momentum with low net beta.
5) Regime filter
A fast EMA(12) vs EMA(21) filter gates exposure.
Long Only active when EMA12 > EMA21. Otherwise the book is set to cash.
Short Only active when EMA12 < EMA21. Otherwise cash.
Delta Neutral is always active.
This prevents taking long momentum entries during obvious local downtrends and vice versa for shorts. When the filter is false, equity is held flat for that bar.
6) Transaction cost modelling
There are two cost touchpoints in the script.
Per-bar drag . When the regime filter is active, the per-bar return is reduced by fee_rate * avgRet inside netRet = avgRet - (fee_rate * avgRet). This models proportional friction relative to traded impact on that bar.
Turnover-linked fee . The script tracks changes in membership of the top and bottom baskets (top1..top3, bot1..bot3). The intent is to charge fees when composition changes. The template counts changes and scales a fee by change count divided by 6 for the six slots.
Use case: increase fee_rate to reflect taker fees and slippage if you rebalance every bar or trade illiquid assets. Reduce it if you rebalance less often or use maker orders.
Practical advice .
If you rebalance daily, start with 5–20 bps round-trip per switch on liquid futures and adjust per venue.
For crypto perp microcaps, stress higher cost assumptions and add slippage buffers.
If you only rotate on lookback boundaries or at signals, use alert-driven rebalances and lower per-bar drag.
7) Backtest metrics and definitions
The script computes a standard set of portfolio statistics once the start date is reached.
Net Profit percent over the full test.
Max Drawdown percent, tracked from running peaks.
Annualized Mean and Stdev using the chosen trading day count.
Variance is the square of annualized stdev.
Sharpe uses daily mean adjusted by risk-free rate and annualized.
Sortino uses downside stdev only.
Omega ratio of sum of gains to sum of losses.
Gain-to-Pain total gains divided by total losses absolute.
CAGR compounded annual growth from start date to now.
Alpha, Beta versus a user-selected benchmark. Beta from covariance of daily returns, Alpha from CAPM.
Skewness of daily returns.
VaR 95 linear-interpolated 5th percentile of daily returns.
CVaR average of the worst 5 percent of daily returns.
Benchmark Buy-and-Hold equity path for comparison.
8) Performance attribution
Cumulative contribution per asset, adjusted for whether it was held long or short and for its volatility multiplier, aggregated across the backtest. You can filter to winners only or show both sides. The panel is sorted by contribution and includes percent labels.
9) Monte Carlo simulation
The panel draws forward equity paths from either a Normal model parameterized by recent mean and stdev, or non-parametric bootstrap of recent daily returns. You control the sample length, number of simulations, forecast horizon, visibility of individual paths, confidence bands, and a reproducible seed.
Normal uses Box-Muller with your seed. Good for quick, smooth envelopes.
Bootstrap resamples realized returns, preserving fat tails and volatility clustering better than a Gaussian assumption.
Bands show 10th, 25th, 75th, 90th percentiles and the path mean.
10) Scatter plot analysis
Four point-cloud modes, each plotting all assets and a star for the current portfolio position, with quadrant guides and labels.
Risk-Return Efficiency . X is risk proxy from leverage, Y is expected return from annualized momentum. The star shows the current book’s composite.
Momentum vs Volatility . Visualizes whether leaders are also high vol, a cue for turnover and cost expectations.
Beta vs Alpha . X is a beta proxy, Y is risk-adjusted excess return proxy. Useful to see if leaders are just beta.
Leverage vs Momentum . X is volMult, Y is momentum. Shows how volatility targeting is redistributing risk.
11) Asset allocation pie chart
Builds a wheel of current allocations.
Long Only, weights are proportional to each long asset’s current volMult and sum to 100 percent.
Short Only, weights show the short book as positive slices that sum to 100 percent.
Delta Neutral, 50 percent long and 50 percent short books, each side leverage-proportional.
Labels can show asset, percent, and current leverage.
12) Inputs and quick presets
Core
Portfolio Strategy . Long Only, Short Only, Delta Neutral.
Initial Capital . For equity scaling in the panel.
Trading Days/Year . 252 for stocks, 365 for crypto.
Target Volatility . Annualized, drives volMult.
Transaction Fees . Per-bar drag and composition change penalty, see the modelling notes above.
Momentum Lookback . Ranking horizon. Shorter is more reactive, longer is steadier.
Start Date . Ensure every symbol has data back to this date to avoid bias.
Benchmark . Used for alpha, beta, and B&H line.
Diagnostics
Metrics, Equity, B&H, Curve labels, Daily return line, Rolling drawdown fill.
Attribution panel. Toggle winners only to focus on what matters.
Monte Carlo mode with Normal or Bootstrap and confidence bands.
Scatter plot type and styling, labels, and portfolio star.
Pie chart and labels for current allocation.
Presets
Crypto Daily, Long Only . Lookback 25, Target Vol 50 percent, Fees 10 bps, Regime filter on, Metrics and Drawdown on. Monte Carlo Bootstrap with Recent 200 bars for bands.
Crypto Daily, Delta Neutral . Lookback 25, Target Vol 50 percent, Fees 15–25 bps, Regime filter always active for this mode. Use Scatter Risk-Return to monitor efficiency and keep the star near upper left quadrants without drifting rightward.
Equities Daily, Long Only . Lookback 60–120, Target Vol 15–20 percent, Fees 5–10 bps, Regime filter on. Use Benchmark SPX and watch Alpha and Beta to keep the book from becoming index beta.
13) Suggested workflow
Universe sanity check . Pick liquid tickers with stable data. Thin assets distort vol estimates and fees.
Check momentum existence . Run on your timeframe. If slope and fit are weak, widen lookback or avoid that asset or timeframe.
Set risk budget . Choose a target volatility that matches your drawdown tolerance. Higher target increases turnover and cost sensitivity.
Pick mode . Long Only for bull regimes, Short Only for sustained downtrends, Delta Neutral for cross-sectional harvesting when index direction is unclear.
Tune lookback . If leaders rotate too often, lengthen it. If entries lag, shorten it.
Validate cost assumptions . Increase fee_rate and stress Monte Carlo. If the edge vanishes with modest friction, refine selection or lengthen rebalance cadence.
Run attribution . Confirm the strategy’s winners align with intuition and not one unstable outlier.
Use alerts . Enable position change, drawdown, volatility breach, regime, momentum shift, and crash alerts to supervise live runs.
Important implementation details mapped to code
Momentum measure . cr = price / price - 1 per symbol for ranking. Simplicity helps avoid overfitting.
Volatility targeting . vol = stdev(log returns, lookback) * sqrt(tradingdays), volMult = clamp(targetVol / vol, 0.1, 5), sr = ret * volMult.
Selection . Extract indices for top1..top3 and bot1..bot3. The arrays rets, scRets, lev_vals, and ticks_arr track momentum, scaled returns, leverage multipliers, and display tickers respectively.
Regime filter . EMA12 vs EMA21 switch determines if the strategy takes risk for Long or Short modes. Delta Neutral ignores the gate.
Equity update . Equity multiplies by 1 + netRet only when the regime was active in the prior bar. Buy-and-hold benchmark is computed separately for comparison.
Tables . Position tables show current top or bottom assets with leverage and weights. Metric table prints all risk and performance figures.
Visualization panels . Attribution, Monte Carlo, scatter, and pie use the last bars to draw overlays that update as the backtest proceeds.
Final notes
Momentum is a portfolio effect. The edge comes from cross-sectional dispersion, adequate risk normalization, and disciplined turnover control, not from a single best asset call.
Volatility targeting stabilizes path but does not fix selection. Use the momentum regression link above to confirm structure exists before you size into it.
Always test higher lag costs and slippage, then recheck metrics, attribution, and Monte Carlo envelopes. If the edge persists under stress, you have something robust.
Multi EMA + Indicators + Mini-Dashboard + Reversals v6📘 Multi EMA + Indicators + Mini-Dashboard + Reversals v6
🧩 Overview
This indicator is a multi-EMA setup that combines trend, momentum, and reversal analysis in a single visual framework.
It integrates four exponential moving averages (EMAs), key oscillators (RSI, MACD, Stochastic, CCI), volatility filtering (ATR), and a dynamic mini-dashboard that summarizes all signals in real time.
Its purpose is to help traders visually confirm trend alignment, filter valid entries, and identify possible trend continuation or reversal points.
It can display buy/sell arrows, detect reversal candles, and issue alerts when trading conditions are met.
⚙️ Core Components
1. Moving Averages (EMA Setup)
EMA1 (fast) and EMA2 (medium) define the short-term trend and trigger bias.
When the price is above both EMAs → bullish bias.
When below → bearish bias.
EMA3 and EMA4 act as trend filters. Their slopes (up or down) confirm overall momentum and help validate signals.
Each EMA has customizable lengths, sources, and colors for up/down trends.
This “EMA stack” is the foundation of the setup — a structured trend-following framework that adapts to market speed and volatility.
2. Momentum and Confirmation Filters
Each indicator can be individually enabled or disabled for flexibility.
RSI: confirms direction (above/below 50).
MACD: detects momentum crossover (MACD > Signal for bullish confirmation).
Stochastic: identifies trend continuation (K > D for longs, K < D for shorts).
CCI: adds trend bias above/below a threshold.
ATR Filter: filters out small, low-volatility candles to reduce noise.
You can activate only the filters that fit your trading plan — for instance, trend traders often use RSI and MACD, while scalpers may rely on Stochastic and ATR.
3. Reversal Detection
The indicator includes an optional Reversal Section that independently detects potential turning points.
It combines multiple configurable criteria:
Candlestick patterns (Bullish Hammer, Shooting Star).
Large Candle filter — detects unusually large bars (relative to close).
Price-to-EMA distance — identifies overextended moves that might revert.
RSI Divergence — detects potential momentum shifts.
RSI Overbought/Oversold zones (70/30 by default).
Doji Candles — sign of indecision.
A bullish or bearish reversal signal appears when enough selected criteria are met.
All sub-modules can be toggled on/off individually, giving you full control over sensitivity.
4. Signal Logic
Buy and sell signals are triggered when EMA alignment and the chosen confirmations agree:
Buy Signal
→ Price above EMA1 & EMA2
→ Confirmations (RSI/MACD/Stoch/CCI/ATR) pass
→ Trend filters (EMA3/EMA4) point upward
Sell Signal
→ Price below EMA1 & EMA2
→ Confirmations align bearishly
→ Trend filters (EMA3/EMA4) slope downward
Reversal signals can appear independently, even against the current EMA trend, depending on your settings.
5. Visual Dashboard
A mini-dashboard appears near the chart showing:
Current trade bias (LONG / SHORT / NEUTRAL)
EMA3 and EMA4 trend directions (↑ / ↓)
Quick visual bars (🟩 / 🟥) for each filter: RSI, MACD, Stoch, ATR, CCI, EMA filters
Reversal criteria status (Doji, RSI divergence, candle size, etc.)
This panel gives you a compact overview of all indicator states at a glance.
The color of the panel changes dynamically — green for bullish, red for bearish, gray for neutral.
6. Alerts
Built-in alerts allow automation or notifications:
Buy Alert
Sell Alert
Reversal Buy
Reversal Sell
You can connect these alerts to TradingView notifications or external bots for semi-automated execution.
💡 How to Use
✅ Trend-Following Setup
Focus on trades in the direction of EMA1 & EMA2.
Confirm with EMA3 & EMA4 trending in the same direction.
Use RSI/MACD/Stoch filters to ensure momentum supports the trade.
Avoid entries when ATR filter indicates low volatility.
🔄 Reversal Setup
Enable the Reversal section for potential tops/bottoms.
Look for reversal buy signals near support zones or after strong downtrends.
Use RSI divergence or Doji + Hammer signals as confirmation.
Combine with key chart areas (supply/demand or previous swing levels).
⚖️ Combination Approach
Trade continuation signals when all EMAs are aligned and filters are green.
Trade reversals only when at a key area (support/resistance) and confirmed by reversal conditions.
Always check higher-timeframe bias before entering a trade.
🧭 Practical Tips
Use different EMA sets for different timeframes:
9/21/50/100 for swing or trend trades.
5/13/34/89 for intraday scalping.
Turn off filters you don’t use to reduce lag.
Always validate signals with price structure, not just indicator alignment.
Practice in replay mode before live trading.
🗺️ Key Chart Confluence (Highly Recommended)
Although the indicator provides structured signals, its best use is in confluence with:
Support and resistance levels
Supply/demand zones
Trendlines and channels
Liquidity pools
Volume clusters
Signals aligned with strong key areas on the chart tend to have greater reliability than isolated indicator triggers.
I use EMA 1 - 20 Open ; EMA 2 - 20 Close ; EMA 3 - 50 ; EMA 4 - 200 or 100 , but that's me...
⚠️ Important Disclaimer
This indicator is a technical tool, not a guarantee of results.
Trading involves risk, and no signal is ever 100% accurate.
Every trader should develop a personal strategy, use proper risk management, and adapt settings to their instrument and timeframe.
Always combine indicator signals with key chart areas, higher-timeframe context, and your own analysis before taking a trade.
Holographic Market Microstructure | AlphaNattHolographic Market Microstructure | AlphaNatt
A multidimensional, holographically-rendered framework designed to expose the invisible forces shaping every candle — liquidity voids, smart money footprints, order flow imbalances, and structural evolution — in real time.
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📘 Overview
The Holographic Market Microstructure (HMS) is not a traditional indicator. It’s a visual architecture built to interpret the true anatomy of the market — a living data structure that fuses price, volume, and liquidity into one coherent holographic layer.
Instead of reacting to candles, HMS visualizes the market’s underlying micro-dynamics : where liquidity hides, where volume flows, and how structure morphs as smart money accumulates or distributes.
Designed for system-based traders, volume analysts, and liquidity theorists who demand to see the unseen — the invisible grid driving every price movement.
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🔬 Core Analytical Modules
Microstructure Analysis
Deconstructs each bar’s internal composition to identify imbalance between aggressive buying and selling. Using a configurable Imbalance Ratio and Liquidity Threshold , the algorithm marks low-liquidity zones and price inefficiencies as “liquidity voids.”
• Detects hidden supply/demand gaps.
• Quantifies micro-level absorption and exhaustion.
• Reveals flow compression and expansion phases.
Smart Money Tracking
Applies advanced volume-rate-of-change and price momentum relationships to map institutional activity.
• Accumulation Zones – Where price rises on expanding volume.
• Distribution Zones – Where price declines on rising volume.
• Automatically visualized as glowing boxes, layered through time to simulate footprint persistence.
Fractal Structure Mapping
Reveals the recursive nature of price formation. HMS detects fractal highs/lows, then connects them into an evolving structure.
• Defines nested market structure across multiple scales.
• Maps trend progression and transition points.
• Renders with adaptive glow lines to reflect depth and strength.
Volume Heat Map
Transforms historical volume data into a 3D holographic heat projection.
• Each band represents a volume-weighted price level.
• Gradient brightness = relative participation intensity.
• Helps identify volume nodes, voids, and liquidity corridors.
HUD Display System
Real-time analytical dashboard summarizing the system’s internal metrics directly on the chart.
• Flow, Structure, Smart$, Liquidity, and Divergence — all live.
• Designed for both scalpers and swing traders to assess micro-context instantly.
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🧠 Smart Money Intelligence Layer
The Smart Money Index dynamically evaluates the harmony (or conflict) between price momentum and volume acceleration. When institutions accumulate or distribute discreetly, volume surges ahead of price. HMS detects this divergence and overlays it as glowing smart money zones.
◈ ACCUM → Institutional absorption, early uptrend formation.
◈ DISTRIB → Distribution and top-heavy conditions.
○ IDLE → Neutral flow equilibrium.
Divergences between price and volume are signaled using holographic alerts ( ⚠ ALERT ) to highlight exhaustion or trap conditions — often precursors to structural reversals.
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🌀 Fractal Market Structure Engine
The fractal subsystem recursively identifies local pivot symmetry, connecting micro-structural highs and lows into a holographic skeleton.
• Bullish Structure — Higher highs & higher lows align (▲ BULLISH).
• Bearish Structure — Lower highs & lower lows dominate (▼ BEARISH).
• Ranging — Fractal symmetry balance (◆ RANGING).
Each transition is visually represented through adaptive glow intensity, producing a living contour of market evolution .
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🔥 Volume Heat Map Projection
The heatmap acts as a volumetric X-ray of the recent 100–300 bars. Each horizontal segment reflects liquidity density, rendered with gradient opacity from cold (inactive) to hot (highly active).
• Detects hidden accumulation shelves and distribution ridges.
• Identifies imbalanced liquidity corridors (voids).
• Reveals the invisible scaffolding of the order book.
When combined with smart money zones and structure lines, it creates a multi-layered holographic perspective — allowing traders to see liquidity clusters and their interaction with evolving structure in real time.
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💎 Holographic Visual Engine
Every element of HMS is dynamically color-mapped to its visual theme . Each theme carries a distinct personality:
Aeon — Neon blue plasma aesthetic; futuristic and fluid.
Cyber — High-contrast digital energy; circuit-like clarity.
Quantum — Deep space gradients; reflective of non-linear flow.
Neural — Organic transitions; biological intelligence simulation.
Plasma — Vapor-bright gradients; high-energy reactive feedback.
Crystal — Minimalist, transparent geometry; pristine data visibility.
Optional Glow Effects and Pulse Animations create a living hologram that responds to real-time market conditions.
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🧭 HUD Analytics Table
A live data matrix placed anywhere on-screen (top, middle, or side). It summarizes five critical systems:
Flow: Order flow bias — ▲ BUYING / ▼ SELLING / ◆ NEUTRAL.
Struct: Microstructure direction — ▲ BULLISH / ▼ BEARISH / ◆ RANGING.
Smart$: Institutional behavior — ◈ ACCUM / ◈ DISTRIB / ○ IDLE.
Liquid: Market efficiency — ⚡ VOID / ● NORMAL.
Diverg: Price/Volume correlation — ⚠ ALERT / ✓ CLEAR.
Each metric’s color dynamically adjusts according to live readings, effectively serving as a neural HUD layer for rapid interpretation.
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🚨 Alert Conditions
Stay informed in real time with built-in alerts that trigger under specific structural or liquidity conditions.
Liquidity Void Detected — Market inefficiency or thin volume region identified.
Strong Order Flow Detected — Aggressive buying or selling momentum shift.
Smart Money Activity — Institutional accumulation or distribution underway.
Price/Volume Divergence — Volume fails to confirm price trend.
Market Structure Shift — Fractal structure flips directional bias.
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⚙️ Customization Parameters
Adjustable Microstructure Depth (20–200 bars).
Configurable Imbalance Ratio and Liquidity Threshold .
Adaptive Smart Money Sensitivity via Accumulation Threshold (%).
Multiple Fractal Depth Layers for precise structural analysis.
Scalable Heatmap Resolution (5–20 levels) and opacity control.
Selectable HUD Position to suit personal layout preferences.
Each parameter adjusts the balance between visual clarity and data density , ensuring optimal performance across intraday and macro timeframes alike.
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🧩 Trading Application
Identify early signs of institutional activity before breakouts.
Track structure transitions with fractal precision.
Locate hidden liquidity voids and high-value areas.
Confirm strength of trends using order-flow bias.
Detect volume-based divergences that often precede reversals.
HMS is designed not just for observation — but for contextual understanding . Its purpose is to help traders anchor strategies in liquidity and flow dynamics rather than surface-level price action.
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🪞 Philosophy
Markets are holographic. Each candle contains a reflection of every other candle — a fractal within a fractal, a structure within a structure. The HMS is built to reveal that reflection, allowing traders to see through the market’s multidimensional fabric.
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Developed by: AlphaNatt
Version: v6
Category: Market Microstructure | Volume Intelligence
Framework: PineScript v6 | Holographic Visualization System
Not financial advice
Range Trading StrategyOVERVIEW
The Range Trading Strategy is a systematic trading approach that identifies price ranges
from higher timeframe candles or trading sessions, tracks pivot points, and generates
trading signals when range extremes are mitigated and confirmed by pivot levels.
CORE CONCEPT
The strategy is based on the principle that when a candle (or session) closes within the
range of the previous candle (or session), that previous candle becomes a "range" with
identifiable high and low extremes. When price breaks through these extremes, it creates
trading opportunities that are confirmed by pivot levels.
RANGE DETECTION MODES
1. HTF (Higher Timeframe) Mode:
Automatically selects a higher timeframe based on the current chart timeframe
Uses request.security() to fetch HTF candle data
Range is created when an HTF candle closes within the previous HTF candle's range
The previous HTF candle's high and low become the range extremes
2. Sessions Mode:
- Divides the trading day into 4 sessions (UTC):
* Session 1: 00:00 - 06:00 (6 hours)
* Session 2: 06:00 - 12:00 (6 hours)
* Session 3: 12:00 - 20:00 (8 hours)
* Session 4: 20:00 - 00:00 (4 hours, spans midnight)
- Tracks high, low, and close for each session
- Range is created when a session closes within the previous session's range
- The previous session's high and low become the range extremes
PIVOT DETECTION
Pivots are detected based on candle color changes (bullish/bearish transitions):
1. Pivot Low:
Created when a bullish candle appears after a bearish candle
Pivot low = minimum of the current candle's low and previous candle's low
The pivot bar is the actual bar where the low was formed (current or previous bar)
2. Pivot High:
Created when a bearish candle appears after a bullish candle
Pivot high = maximum of the current candle's high and previous candle's high
The pivot bar is the actual bar where the high was formed (current or previous bar)
IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any
given time. When a new pivot is created, it replaces the previous one.
RANGE CREATION
A range is created when:
(HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF
candle has just started
(Sessions Mode) A session closes within the previous session's range AND a new session
has just started
Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High
Range Properties:
rangeHigh: The high extreme of the range
rangeLow: The low extreme of the range
highStartTime: The timestamp when the range high was actually formed (found by looping
backwards through bars)
lowStartTime: The timestamp when the range low was actually formed (found by looping
backwards through bars)
highMitigated / lowMitigated: Flags tracking whether each extreme has been broken
isSpecial: Flag indicating if this is a "special range" (see Special Ranges section)
RANGE MITIGATION
A range extreme is considered "mitigated" when price interacts with it:
High is mitigated when: high >= rangeHigh (any interaction at or above the level)
Low is mitigated when: low <= rangeLow (any interaction at or below the level)
Mitigation can happen:
At the moment of range creation (if price is already beyond the extreme)
At any point after range creation when price touches the extreme
SIGNAL GENERATION
1. Pending Signals:
When a range extreme is mitigated, a pending signal is created:
a) BEARISH Pending Signal:
- Triggered when: rangeHigh is mitigated
- Confirmation Level: Current pivotLow
- Signal is confirmed when: close < pivotLow
- Stop Loss: Current pivotHigh (at time of confirmation)
- Entry: Short position
Signal Confirmation
b) BULLISH Pending Signal:
- Triggered when: rangeLow is mitigated
- Confirmation Level: Current pivotHigh
- Signal is confirmed when: close > pivotHigh
- Stop Loss: Current pivotLow (at time of confirmation)
- Entry: Long position
IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal
at any given time. When a new pending signal is created, it replaces the previous one
of the same type.
2. Signal Confirmation:
- Bearish: Confirmed when price closes below the pivot low (confirmation level)
- Bullish: Confirmed when price closes above the pivot high (confirmation level)
- Upon confirmation, a trade is entered immediately
- The confirmation line is drawn from the pivot bar to the confirmation bar
TRADE EXECUTION
When a signal is confirmed:
1. Position Management:
- Any existing position in the opposite direction is closed first
- Then the new position is entered
2. Stop Loss:
- Bearish (Short): Stop at pivotHigh
- Bullish (Long): Stop at pivotLow
3. Take Profit:
- Calculated using Risk:Reward Ratio (default 2:1)
- Risk = Distance from entry to stop loss
- Target = Entry ± (Risk × R:R Ratio)
- Can be disabled with "Stop Loss Only" toggle
4. Trade Comments:
- "Range Bear" for short trades
- "Range Bull" for long trades
SPECIAL RANGES
Special ranges are created when:
- A range high is mitigated AND the current pivotHigh is below the range high
- A range low is mitigated AND the current pivotLow is above the range low
In these cases:
- The pivot value is stored in an array (storedPivotHighs or storedPivotLows)
- A "special range" is created with only ONE extreme:
* If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na
* If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na
- Special ranges can generate signals just like normal ranges
- If a special range is mitigated on the creation bar or the next bar, it is removed
entirely without generating signals (prevents false signals)
Special Ranges
REVERSE ON STOP LOSS
When enabled, if a stop loss is hit, the strategy automatically opens a trade in the
opposite direction:
1. Long Stop Loss Hit:
- Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss
- Action: Opens a SHORT position
- Stop Loss: Current pivotHigh
- Trade Comment: "Reverse on Stop"
2. Short Stop Loss Hit:
- Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss
- Action: Opens a LONG position
- Stop Loss: Current pivotLow
- Trade Comment: "Reverse on Stop"
The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting.
VISUAL ELEMENTS
1. Range Lines:
- Drawn from the time when the extreme was formed to the mitigation point (or current
time if not mitigated)
- High lines: Blue (or mitigated color if mitigated)
- Low lines: Red (or mitigated color if mitigated)
- Style: SOLID
- Width: 1
2. Confirmation Lines:
- Drawn when a signal is confirmed
- Extends from the pivot bar to the confirmation bar
- Bearish: Red, solid line
- Bullish: Green, solid line
- Width: 1
- Can be toggled on/off
STRATEGY SETTINGS
1. Range Detection Mode:
- HTF: Uses higher timeframe candles
- Sessions: Uses trading session boundaries
2. Auto HTF:
- Automatically selects HTF based on current chart timeframe
- Can be disabled to use manual HTF selection
3. Risk:Reward Ratio:
- Default: 2.0 (2:1)
- Minimum: 0.5
- Step: 0.5
4. Stop Loss Only:
- When enabled: Trades only have stop loss (no take profit)
- Trades close on stop loss or when opposite signal confirms
5. Reverse on Stop Loss:
- When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot
6. Max Ranges to Display:
- Limits the number of ranges kept in memory
- Oldest ranges are purged when limit is exceeded
KEY FEATURES
1. Dynamic Pivot Tracking:
- Pivots update on every candle color change
- Always maintains one high and one low pivot
2. Range Lifecycle:
- Ranges are created when price closes within previous range
- Ranges are tracked until mitigated
- Mitigation creates pending signals
- Signals are confirmed by pivot levels
3. Signal Priority:
- Only one pending signal of each type at a time
- New signals replace old ones
- Confirmation happens on close of bar
4. Position Management:
- Closes opposite positions before entering new trades
- Tracks stop loss levels for reverse functionality
- Respects pyramiding = 1 (only one position per direction)
5. Time-Based Drawing:
- Uses time coordinates instead of bar indices for line drawing
- Prevents "too far from current bar" errors
- Lines can extend to any historical point
USAGE NOTES
- Best suited for trending and ranging markets
- Works on any timeframe, but HTF mode adapts automatically
- Sessions mode is ideal for intraday trading
- Pivot detection requires clear candle color changes
- Range detection requires price to close within previous range
- Signals are generated on bar close, not intra-bar
The strategy combines range identification, pivot tracking, and signal confirmation to
create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
Dance With Wolves VN PublicDance With Wolves VN
Indicator kết hợp EMA 9/21 để vào lệnh nhanh, thêm EMA 20/50/200 để xem trend lớn.
Tự tạo Entry, SL, TP1, TP2, TP3 theo ATR.
Vẽ luôn 3 mức kháng cự (R1–R3) và 3 mức hỗ trợ (S1–S3) từ pivot gần nhất.
Dùng tốt cho khung 1m–15m với crypto, stock, futures.
Dance With Wolves VN — Smart EMA Strategy
This indicator combines EMA 20/50/200 trend tracking, automatic Buy/Sell signals, Take Profit & Stop Loss levels, and Support/Resistance zones.
It helps traders identify clean entries, manage risk with visual TP/SL targets, and follow market trends with clarity.
Created by Dance With Wolves VN — a community project for traders who value discipline, teamwork, and precision.
Fisher MPzFisher MPz - Multi-Period Z-Score Fisher Transform
Overview
An enhanced Fisher Transform that uses multi-period analysis and improved statistical methods to provide more reliable trading signals with the goal of fewer false positives.
Evolution Beyond Traditional Fisher Transform
While the classic Fisher Transform uses simple price normalization and basic smoothing, Fisher MPz introduces several key enhancements:
- Multi-period composite instead of single timeframe analysis
- Robust z-score normalization using median/MAD rather than mean/standard deviation
- Winsorization to handle outliers and price spikes
- Dynamic clipping that adapts to market volatility
- Kalman filtering for superior noise reduction vs. traditional EMA smoothing
These improvements result in cleaner signals, better adaptability to different market conditions, handles trending markets without over-saturation at extreme values, and reduced false signals compared to the standard Fisher Transform.
Key Features
Multi-Period Analysis
- Three Timeframe Approach: Simultaneously analyzes short (default 8), medium (default 13), and long (default 26) periods
- Weighted Composite: Combines all three periods using customizable weights for optimal signal generation
- Individual Period Display: Optional visualization of each period's Fisher Transform for deeper analysis
Advanced Statistical Methods
Robust Z-Score Calculation
- Uses median and MAD (Median Absolute Deviation) instead of mean and standard deviation
- More resistant to outliers and extreme price movements
- Provides stable normalization across varying market conditions
Winsorization
- Caps extreme price values at specified percentiles (default 5th and 95th)
- Reduces the impact of price spikes and anomalies
- Configurable lookback period for threshold calculation
Dynamic Z-Score Clipping
- Automatically adjusts clipping levels based on recent volatility
- Tighter bounds in calm markets (0.05) for precision
- Wider bounds in volatile markets (0.2) to capture significant moves
- Uses ATR-based volatility measurement
Kalman Filter Smoothing
- Optional advanced noise reduction using Kalman filtering
- Superior to traditional EMA smoothing for optimal signal extraction
- Configurable process noise (Q) and measurement noise (R) parameters
- Fallback to traditional smoothing factor available
How to Use
Basic Interpretation
- Above Zero: Bullish momentum
- Below Zero: Bearish momentum
- Extreme Values: Potential overbought/oversold conditions
- Crossovers: Entry/exit signals when composite crosses trigger line
Customizable Settings
Periods: Adjust based on your trading timeframe
- Lower values (3-10): More sensitive, suitable for scalping
- Medium values (10-20): Balanced for swing trading
- Higher values (20-50): Smoother for position trading
Weights: Customize responsiveness
- Increase short weight: More reactive to recent price changes
- Increase long weight: More stability and trend confirmation
Kalman Settings
- Lower Q (0.001-0.02): Smoother, more filtered signals
- Higher Q (0.02-0.1): More responsive to price changes
- Lower R (0.01-0.05): Trust data more, less filtering
- Higher R (0.1-1.0): More skeptical of data, more smoothing
Minhas MAs - Escala Unificada (lock)📘 Indicator: My Moving Averages – Clean & Fixed
Description:
This indicator displays four classic moving averages (two exponential and two simple) designed to clearly show market trend direction and strength. It’s optimized to stay locked to the main price scale, avoiding the common issue of indicator lines “floating” when the chart is moved.
Composition:
EMA 9 (Short): Fast-reacting line; ideal for short-term entries and exits.
EMA 20 (Medium): Smooths short-term noise and confirms trend direction.
SMA 50 (Long): Represents the intermediate trend and often acts as dynamic support/resistance.
SMA 200 (Macro): Defines the overall long-term trend; widely used by institutional traders.
Interpretation:
Price above all MAs: strong uptrend.
Price below all MAs: strong downtrend.
Crossovers (e.g., EMA 9 crossing above EMA 20) signal possible momentum shifts.
MAs also act as dynamic support and resistance zones.
Advantages:
A clean, minimalist trend-following tool that adapts to any asset (stocks, crypto, forex) and timeframe.
Perfect for traders who prefer uncluttered charts with clear trend structure.
MACD Volume VWAP Scalping (2min) by Obiii📘 Strategy Description (for TradingView)
MACD Volume VWAP Scalping Strategy (2-Minute Intraday Momentum)
This strategy is designed for scalpers and short-term intraday traders who focus on capturing small, high-probability moves during the most active hours of the trading session — typically between 9:45 AM and 11:30 AM (New York time).
The system combines three key momentum confirmations:
MACD crossovers to detect short-term trend shifts,
Volume spikes to validate real market participation, and
VWAP / EMA alignment to filter trades in the direction of the prevailing intraday trend.
🔹 Entry Logic
Long Entry:
MACD line crosses above the signal line
Both MACD and Signal are above zero
Current volume > average of the last 10 candles
Price is above VWAP and (optionally) above EMA 9 and EMA 20
Short Entry:
MACD line crosses below the signal line
Both MACD and Signal are below zero
Current volume > average of the last 10 candles
Price is below VWAP and (optionally) below EMA 9 and EMA 20
🎯 Exit Logic
Fixed Take Profit: +0.25%
Fixed Stop Loss: -0.15% to -0.20%
Optionally, switch to the 5-minute chart after entry to monitor momentum and manage exits more smoothly.
⚙️ Recommended Settings
Timeframe: 2 minutes (entries), 5 minutes (monitoring)
Market Session: 9:45 AM – 11:30 AM EST
Assets: Highly liquid instruments such as SPY, QQQ, NVDA, TSLA, AAPL, or large-cap momentum stocks.
💡 Notes
This is a momentum-based scalping strategy — precision and discipline are key.
It performs best in high-volume environments where clear direction emerges after the morning volatility settles.
The system can be fine-tuned for different profit targets, MACD settings, or volume thresholds depending on volatility.
Volume Based Ranges (VBR) [SS]Here is the Volume Based Ranges or VBR indicator.
How it works
The indicator works by:
Sorting volume into buying and selling volume, then
Calculating 2 independent Z-Scores for buying and selling data, then
Identifying the high buying and selling nodes through the use of the Z-score threshold.
Tracks the average target/move based on buying and selling nodes over a designated lookforward horizon (i.e. if you want to see the average move a high selling node happens over 20 candles, you can modify the lookforward horizon to 20).
Calculates the composition from each volume node, displaying the composition information on each line (the % of buying and selling each node contains).
How to Use it
To use this indicator:
Select the Z-Score length of assessment: By default, z-score is 75 and this is usually fine to leave.
Identify the threshold trigger: This will need to be adjusted based on your timeframe. If you are using 1 minute, the data is noiser and you want more profound signals. Thresholds generally in this range should be between 5 - 7. For larger timeframes, you want to relax this threshold, to about 2 to 3. You can toggle in increments of 0.5 to find what works the best. Generally you want to see very rigorous volume node signals instead of tons of them.
Determine what you want to see: You can turn of the support and resistance lines and just have the node identification signals and the return boxes. Or, you can just have the support and resistance lines and turn off the return boxes. You can customize the information the indicator displays in the settings menu to suit what you are most interested in.
Let's look at some examples '
DIS on the hourly. We can see that the average up move from the high buying nodes has a target of 115.42, and in between there we can see the high selling and buying nodes and their compositions.
High buying (100% of the high buying volume) is around the 112.61. This means, you would expect this to be an area of retracement.
We can also see that high selling is just below that at 111.66, which can be a resistance area.
Here is a closer look at the levels specifically:
EPAM on the daily:
You can see a successful retrace back to a high volume node.
Concluding remarks
That's the indicator!
Its one that is best to get a feel for, play around and decide on the settings you like for your individual ticker.
I have included tooltip descriptions for the settings within the indicator as well.
I hope you enjoy it and find it helpful!
Thanks for reading/checking it out and as always, safe trades!
Indicator Overview主力籌碼預判買賣力道 (JUMBO)Pro+ 2.0主力預判買賣力道 Pro+ 是一個先進的多維度交易分析系統，專為台灣股市投資者設計。本指標整合了趨勢、成交量、動量、價格位置和波動率五大維度，通過加權評分系統生成綜合的「Power指標」，精準預判主力資金動向。
🔧 核心技術架構
1. 多維度評分系統
趨勢維度 (30%)：雙EMA系統 + MACD + ADX趨勢強度
成交量維度 (25%)：OBV能量潮 + 成交量比率分析
動量維度 (20%)：RSI + MFI資金流量指標
價格位置維度 (20%)：VWAP + 布林通道位置分析
波動率維度 (5%)：ATR波動率調整
2. 多重確認機制
趨勢確認：EMA金叉/死叉 + 超級趨勢方向
成交量確認：成交量脈衝檢測 + OBV趨勢確認
動量確認：RSI超買超賣 + MFI資金流向
位置確認：布林通道位置 + VWAP相對位置
📊 主要功能特色
訊號系統
主力佈局訊號 🟥
趨勢多頭確認 + Power > 35
成交量放大 + 動量指標多頭
RSI未超買 + 價格突破基準
主力出貨訊號 🟩
趨勢空頭確認 + Power < -35
成交量異常 + 動量指標空頭
RSI未超賣 + 價格跌破基準
Power交叉訊號 🟠🔵
黃金交叉：Power線向上穿越Power MA線
死亡交叉：Power線向下穿越Power MA線
視覺化系統
台灣股市顏色標準：紅色上漲/多頭，綠色下跌/空頭
多層級K線著色：強力訊號→普通訊號→偏多偏空→盤整
智能資訊面板：實時顯示8大關鍵指標狀態
⚙️ 參數設定說明
主要參數
EMA週期：13/55（短期/長期）
Power閾值：35（靈敏度調整）
成交量濾波：1.2倍（異常成交量檢測）
超級趨勢：10週期/3倍數（趨勢過濾）
進階參數
布林通道：20週期/2倍標準差
波動率設定：14週期ATR
動量指標：14週期RSI/MFI
🎯 交易應用策略
進場時機
強力買入：🔥標記 + Power黃金交叉
常規買入：紅色向上箭頭 + Power > 35
確認買入：多重條件同時滿足
出場時機
強力賣出：💧標記 + Power死亡交叉
常規賣出：綠色向下箭頭 + Power < -35
風險控制：趨勢反轉 + 動量減弱
風險管理
止損設定：ATR波動率參考
倉位控制：Power數值強度分級
訊號過濾：ADX趨勢強度確認
📈 指標優勢
高準確率：多重條件過濾，減少假訊號
及時性：領先指標預判主力動向
完整性：涵蓋技術分析主要維度
用戶友好：直觀的視覺化設計
自定義：參數可調適應不同交易風格
🎯 Indicator Overview
Main Force Prediction Buying/Selling Strength Pro+ is an advanced multi-dimensional trading analysis system specifically designed for Taiwan stock market investors. This indicator integrates five key dimensions: trend, volume, momentum, price position, and volatility, generating a comprehensive "Power Indicator" through a weighted scoring system to accurately predict institutional fund movements.
🔧 Core Technical Architecture
1. Multi-Dimensional Scoring System
Trend Dimension (30%): Dual EMA system + MACD + ADX trend strength
Volume Dimension (25%): OBV accumulation + Volume ratio analysis
Momentum Dimension (20%): RSI + MFI money flow index
Price Position Dimension (20%): VWAP + Bollinger Bands position analysis
Volatility Dimension (5%): ATR volatility adjustment
2. Multi-Confirmation Mechanism
Trend Confirmation: EMA golden/death cross + SuperTrend direction
Volume Confirmation: Volume spike detection + OBV trend confirmation
Momentum Confirmation: RSI overbought/oversold + MFI money flow
Position Confirmation: Bollinger Bands position + VWAP relative position
📊 Key Features
Signal System
Institutional Accumulation Signals 🟥
Bullish trend confirmation + Power > 35
Volume expansion + Momentum indicators bullish
RSI not overbought + Price breakthrough baseline
Institutional Distribution Signals 🟩
Bearish trend confirmation + Power < -35
Abnormal volume + Momentum indicators bearish
RSI not oversold + Price breakdown below baseline
Power Cross Signals 🟠🔵
Golden Cross: Power line crosses above Power MA line
Death Cross: Power line crosses below Power MA line
Visualization System
Taiwan Market Color Standard: Red for uptrend/bullish, Green for downtrend/bearish
Multi-level Candlestick Coloring: Strong signals → Regular signals → Bias signals → Consolidation
Smart Info Panel: Real-time display of 8 key indicator statuses
⚙️ Parameter Settings
Main Parameters
EMA Periods: 13/55 (Short-term/Long-term)
Power Threshold: 35 (Sensitivity adjustment)
Volume Filter: 1.2x (Abnormal volume detection)
SuperTrend: 10 period/3 multiplier (Trend filtering)
Advanced Parameters
Bollinger Bands: 20 period/2 standard deviations
Volatility Settings: 14 period ATR
Momentum Indicators: 14 period RSI/MFI
🎯 Trading Application Strategies
Entry Timing
Strong Buy: 🔥 Mark + Power Golden Cross
Regular Buy: Red upward arrow + Power > 35
Confirmed Buy: Multiple conditions simultaneously met
Exit Timing
Strong Sell: 💧 Mark + Power Death Cross
Regular Sell: Green downward arrow + Power < -35
Risk Control: Trend reversal + Momentum weakening
Risk Management
Stop Loss Setting: ATR volatility reference
Position Sizing: Power value strength grading
Signal Filtering: ADX trend strength confirmation
📈 Indicator Advantages
High Accuracy: Multiple condition filtering reduces false signals
Timeliness: Leading indicators predict institutional movements
Completeness: Covers main dimensions of technical analysis
User-Friendly: Intuitive visualization design
Customizable: Adjustable parameters adapt to different trading styles
🔍 Professional Usage Tips
Trend Confirmation: Use in conjunction with major trend direction
Volume Validation: Ensure volume confirms price movements
Risk Management: Always use appropriate position sizing
Timeframe Analysis: Apply across multiple timeframes for confirmation
Market Context: Consider overall market conditions and sector rotation
版本: Pro+ 2.0
適用市場: 台股、亞股、全球股市
最佳時間框架: 日線、4小時線、1小時線
開發者: JUMBO Trading System
更新日期: 2025版本
Victoria Overlay - HTF 200 + VWAP + ATR Stop + MA TrioConsolidated road to minions
Buy Setup:
EMA1 crosses above SMA3.
RSI confirms above 50.
Volume increasing (confirming momentum).
Candle closes above SMA1 base.
Sell Setup:
EMA1 crosses below SMA3.
RSI drops below 50 or exits overbought.
Volume confirms (declining or reversing).
Candle closes below SMA1 base.
Tips:
Think of EMA1 as the scalper’s trigger.
SMA3 is your momentum check.
SMA1 (base) = short-term bias.
Avoid entries during low-volume chop.
Use for day trades or tight scalps; exits happen fast.
Overlay (Smoothed Heikin Ashi + Swing + VWAP + ATR Stop + 200-SMA)
Purpose: Multi-layer trend confirmation + clean structure.
Type: Swing alignment tool.
🟩 BUY / CALL Conditions
Green “Buy (Gated)” arrow appears.
Price is above VWAP, above 200-SMA, and above ATR stop.
ATR stop (green line) sits under price → support confirmed.
Heikin-Ashi candles are green/lime.
Bias label says “Above VWAP | Above 200 | Swing Up”.
🟥 SELL / PUT Conditions
Red “Sell (Gated)” arrow appears.
Price is below VWAP, below 200-SMA, and below ATR stop.
ATR stop (red line) sits above price → resistance confirmed.
Heikin-Ashi candles are red.
Bias label says “Below VWAP | Below 200 | Swing Down”.
Exit / Risk Control:
Close position when price crosses ATR stop.
If Heikin candles flip color, momentum is reversing.
Best Use Cases:
For next-day or multi-hour swing entries.
Use ATR Stop for dynamic stop loss.
Stay out when the bias label is mixed (e.g. “Above VWAP | Below 200 | Swing Down”).
Pro Tip:
On big news days, let VWAP reset post-open before acting on arrows — filters fake signals.
RSI Panel Pro (v6)
Purpose: Strength + exhaustion confirmation.
Type: Momentum filter.
Key Levels:
Overbought: 80+ → take profits soon.
Oversold: 20– → watch for bounce setups.
Bull regime: RSI above 60 = momentum strong.
Bear regime: RSI below 40 = weakness.
Buy / Entry Signals:
RSI crosses up from below 40 or 20.
RSI line is above RSI-EMA (gray line).
Higher timeframe RSI (if used) is also rising.
Trim / Exit:
RSI drops under 60 after being strong.
RSI crosses below its EMA.
Sell / Put Setup:
RSI fails at 60 or drops below 40.
RSI crosses under EMA after a bounce.
Tips:
Pair RSI panel with Victoria Overlay — only take gated buys when RSI confirms.
RSI < 40 but above 20 = “loading zone” for reversals.
RSI > 70 = overextended → wait for confirmation before entering.
Combined Execution Rules
Goal What to Watch Action
Entry (CALL) EMA1 > SMA3, Buy (Gated) arrow, RSI rising > 50 Buy call / open long
Entry (PUT) EMA1 < SMA3, Sell (Gated) arrow, RSI < 50 Buy put / open short
Exit Early Price crosses ATR stop or RSI flips under EMA Exit trade / protect gains
Trend Filter VWAP + 200-SMA alignment Only trade in that direction
Avoid Trades Conflicting bias label or low volume Stay flat
Pro Tips
VWAP → Intraday mean: above = bullish control, below = bearish control.
ATR Stop → Dynamic trailing stop: never widen it manually.
Smoothed Heikin-Ashi → filters noise: trend stays until color flips twice.
RSI Panel → confirms whether to hold through pullbacks.
If RSI and Overlay disagree — wait, not trade.
Dashboard — Vol & PriceDashboard for traders
Indicator Description
1. Prev Day High
What it shows: the previous trading day's high.
Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength.
2. Prev Day Low
What it shows: the previous day's low.
Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline.
3. Today
What it shows:
The difference between the current price and yesterday's close (in absolute values and as a percentage).
Color: green for an increase, red for a decrease.
Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum.
4. ADR, % (Average Daily Range)
What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days).
Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large.
5. ATR (Average True Range)
What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days).
Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements.
6. ATR (Today), %
What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR.
Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow.
7. Vol (Today)
What it shows:
Current trading volume for the day (in millions/billions).
Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)).
Color: green if the volume is higher than yesterday; red if lower.
Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement.
8. Avg Vol (20d)
What it shows: Average daily volume over the last 20 trading days.
Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover.
9. Rel. Vol (Today), % (Relative Volume)
What it shows: Deviation of the current volume from the average (20 days).
Formula: `(today / average - 1)` * 100`.
+30% = volume 30% above average, -40% = 40% below average.
Color: green for +, red for –.
Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable.
10. Normalized RS (Relative Strength)
What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days).
100 = same result as the market.
> 100 = the stock is stronger than the index.
<100 = weaker than the index.
Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates.
In summary:
Prev High / Low — key support and resistance levels.
Today — an instant understanding of the current momentum.
ADR and ATR — volatility and potential movement.
ATR (Today) — how much the instrument has already "run."
Vol + Rel.Vol — activity and confirmation of the movement's strength.
RS — selecting strong/weak leaders against the market.
