NNFX, Baseline, QQEs Fast C1, Slow C2, ATR, Volume and ExitDesigned Around the NNFX rules
Selectible Baseine
Selectible Exit Indicators
ATR bands, ATR labels for TP and TSL (1x and 1.5x ATR).
Indication (White Diamond) where candle is over 1x ATR in size.
Combined QQE Fast & Slow (C1 & C2) confirmations, Candles Grey before Trend Confirmed, change to Normal Colour when Trend established (QQE MOD used for calcualtions).
Continuations signaled by white dot above/below candle (0.9x ATR from Close Signal).
Exit Long and Exit Short signaled by Red and Blue Arrow under/above candle.
Tìm kiếm tập lệnh với "ATR"
Bixord: ATR Target & StopHello Traders,
You may have heard that it's highly advised you should know where your target and stoploss points are before you enter a trade.
One of the great indicators in history is the average true range a.k.a ATR.
Here is how you can use the ATR to set your target at 1.5 x ATR and stoploss at 2 x ATR:
This indicator shows you where the 1.5 x ATR and 2 x ATR from bar close on chart instead of manually calculating it by hand.
Probability of ATR Index (On-chart) [racer8]This indicator is an on-chart version of my other indicator called Probability of ATR Index (PAI) that was published on October 16th 2020.
PAI is an indicator I created that tells you the probability of current price moving a specified ATR distance over a specified number of periods into the future. It takes into account 4 variables: the ATR & the standard deviation of price, and the 2 parameters: ATR distance and # bars (time).
The formula is very complex so I will not be able to explain it without confusion arising.
The reason I created this PAI was because the other PAI does not show you levels. This one plots the price levels that correspond to your specified ATR distance. So it makes it easier for options traders to set their strangle or condor.
Enjoy 😀
Wilder's Volatility Trailing Stop Strategy with various MA'sFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed.
This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This strategy is based on Wilder's Volatility System. It is an ATR trailing stop that is used for long term trends. This strategy focuses on the trailing stop alone and goes long and short only when it goes above or below the trailing line. It is similar to Donchian channels except it does not include the certain period channel breakout, only the trailing signal. This is only the trailing stop and an attempt to show how well it works standalone as Wilder described.
In his book, Wilder recommends a multiplier of 2.8-3.1 and an ATR lookback of 7 periods along with a running moving average or otherwise known as Wilder's moving average. The calculation and programming part for the trailing stop varies everywhere. I opted to keep it as simple and accurate as I could think of and interpret from the book. The variations to these types of indicators are numerous unfortunately, but Wilder seems to be the original author of ATR and this ATR-based trailing stop. In his book he says to use the significant closing price or highest/lowest closing price for the calculation part but I also included the option of choosing the highest high and lowest low, and the option to choose various moving averages in case anyone wants to experiment.
Comparing this and Donchian channels, it seems that a 2.5 multiplier is somewhat similar to the middle band of DCs and a 3.0 multiplier is somewhat similar to a double length middle band of DCs. It's hard to say which is the better trailing stop for a long term strategy. It's hard to beat the simplicity of DCs but maybe some might find a need for more inputs in a trailing stop or maybe an ATR based one like Wilder's can work better depending on what setting or strategy it's used in.
Probability of ATR Index [racer8]Deriving the indicator:
PAI is an indicator I created that tells you the probability of current price moving a specified ATR distance over a specified number of periods into the future. It takes into account 4 variables: the ATR & the standard deviation of price, and the 2 parameters: ATR distance and # bars (time).
The formula is very complex so I will not be able to explain it without confusion arising.
What I can say is that I used integral calculus & the Taylor series to derive a formula that calculates the area under half of the normal distribution function. Thus, the formula was repeated twice in the code to derive the full probability (half + half = whole). If you can read the code, you might be wondering why the formula is so long...
The reason for this is because in Pine Script, the erf function doesn't exist. You see, the formula for normal distribution is: f(x) = (1/sqrt(2pi))*e^(-xx/2), assuming of course that the standard deviation = 1 and mu (mean) = 1. The next step is to take the integral of this formula in order to find the area under f(x). The problem is that I found the integral, F(x), of the normal distribution formula to be equal to F(x) = erf(x/sqrt(2))/2...and the erf function cannot be directly computed into Pinescript.
So I developed a solution...why not estimate the integral function? So that's exactly what I did using a technique involving the Taylor series. The Taylor series is an algebraic function that allows you to create a new function that can estimate the existing function. On a graph, the new function has the same values as the existing one, the only difference is that it uses a differnt formula, in this case, a formula that makes it possible to compute the integral. The disadvantage of using this new formula is that it is super long and if you want it to better represent the original integral over a wider range of x-values, you have to make it longer.
Signal Interpretion:
The hotter the colour, the more likely price will reach your specified distance.
The 2 values of PAI in the bottom window represent probability & average probability of your specifed distance geting hit.
Applications:
Stop loss placement---
This indicator is useful because it gives you an idea of the likelihood that a stop loss at a particular distance away from price (in ATRs) will be hit over a period of time specified. This is helpful in placing stop losses.
Options trading---
PAI can also be used in options trading. For example, you are using a strangle options strategy, and you want to make sure that price stays within the Strangle's profit range. So you only trade when PAI presents a low probability value of moving at a particular distance in ATRs over n periods.
Anyhow, I hope you guys like it. Enjoy! and hit that like button for me :)
Bollinger Bands %B + ATR This indicator is best suitable for the 30-minutes interval OIL charts, due to ATR accuracy.
BB%B is great for showing oversold/overbought market conditions and offers excellent entry/exit opportunities for Day Trading (30 minutes chart), as well as reliable convergence/divergence patterns. ATR is conveniently combined and shows potential market volatility levels for the day when used in 30-minutes charts, thus demarcating your day trade exit point.
To use the ATR on this indicator: Just read the ATR value of the lowest (for a new bull trend) or the highest (for a new bear trend) candlestick of the newly formed trend leg. Let's suppose the ATR reads 0.2891, then you project a move of 2.891 points towards the given trend direction using the ruler tool (30-minutes charts). That's all, and there you have your take profit target!
Good Luck!!!
SuperTrendSuperTrend is one of the most common ATR based trailing stop indicators.
In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA.
The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a superindicator are 10 for average true range or trading period and three for its multiplier.
The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility.
The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price.
It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red.
A ‘Supertrend’ indicator can be used on equities, futures or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market.
I had converted Supertrend indicator code for various platforms like Metastock in 2017, but in this TradingView version special credit goes to everget - Alex Orekhov which gave a great inspiration to look my indicators better with highlights, signals and alarms. Thank you Alex.
Lancelot ATR Volume MeterThis is an experiment I did a while back ago.
I often think On Balance Volume is a great indicator as trend direction and volume cannot lie.
However, I bumped into a few problems.
It is slow, doesn't show volatility and often time it is prone to chop.
That's why I added ATR to the equation.
Original OBV calculation
src > 0? : +volume : src < 0? -volume
Modified OBV with ATR
src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr)
I have used 2 ema for this modified OBV.
ema 3
ema 18
By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting)
Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster.
In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Uptrend Pullback (High Winrate-ish) - RSI + EMA + ATR TrailUptrend Pullback Strategy (EMA Filter + RSI Reversal + ATR Trailing Stop)
Description
This strategy is designed for rising markets and trades long only. It uses a simple trend filter and a pullback entry:
Trend filter: An uptrend is defined when EMA(50) > EMA(200) and price is above EMA(200). Trades are allowed only under these conditions.
Entry (buy the dip): A long position is opened when RSI crosses up above a user-defined pullback level (default 40), suggesting a pullback is ending and momentum is recovering.
Exits:
Take profit: Close the position when RSI reaches an overbought level (default 70).
Risk management: A dynamic ATR-based trailing stop follows price upward to lock in gains.
Hard stop: An additional ATR-based stop acts as a safety net to limit downside risk.
Notes
Parameters (EMA lengths, RSI levels, ATR multipliers) are fully configurable.
This is a demo/reference strategy for research and optimization; results depend strongly on the symbol and timeframe.
If you want, I can also write a shorter “one-liner” description and a set of tag keywords for the publish page.
Big Trend Catcher: Quad-Gate & VCP & ATR trailing Swing TradeThe Strategy Philosophy
This is designed for Daily Charts to capture the large chunks if not all of a primary trend. It focuses on the "VCP" (Volatility Contraction Pattern), combined with high-grade momentum filtering.
1. How VCP (The Quiet Zone) is Calculated
The script identifies "Volatility Contraction" by measuring the Bollinger Band Width (BBW).
* The Math: It calculates the standard BBW: $(Upper Band - Lower Band) / Mid Band$.
* The "Quiet" Threshold: It compares the current width to its own 50-period Simple Moving Average.
* The Signal: When the current width is narrower than the 50-period average, the stock is in a "Quiet Zone" (represented by the blue background). This indicates energy is coiling for a potential breakout.
2. How Rate of Change (ROC) is Calculated
Unlike a standard ROC, this "Wizard" version uses a smoothed momentum filter to reduce whipsaws:
* Raw ROC: First, it calculates the raw percentage change over 15 bars: $100 x (Close / Close(15) - 1).
* Smoothing: This raw value is then smoothed using a 10-period EMA.
* The Gate: The ROC Gate only turns green when this smoothed value is greater or equal to 0, ensuring the stock has genuine upward velocity before you enter.
3. What the Indicators on the Chart Show
* Yellow Line (20 EMA): Your "Tactical Line." It tracks short-term momentum and acts as a trigger for Phoenix re-entries.
* Blue/Gray Line (100 EMA): Your "Regime Filter." It turns Blue when the trend slope is positive and Gray when negative.
* Thin Gray Outer Bands: These are Bollinger Bands set at 3 Standard Deviations from the 100 EMA. They mark extreme "Climax Zones" where price is statistically overextended.
* Stepped Red/Green Line (ATR Stop): The "Iron Floor." It uses a 20-period ATR with a 3.0 multiplier and an HHV (Highest High Value) lookback to ensure the stop only moves up, never down.
* Yellow Crosses (Gate Wait): These small icons appear above the bars when a signal has been detected but one or more "Wizard Gates" (such as the ROC or 100 EMA Slope) are not yet satisfied, signifying the strategy is waiting for full confirmation.
4. How to Trade This Strategy
* Step 1: The Setup: Look for the Blue Background on the daily chart, signifying a Volatility Contraction.
* Step 2: The Entry: An Initial Entry (Lime Triangle) fires when the price breaks out of the Quiet Zone with a volume spike. This volume must be greater than 1.3 times the 20-period Simple Moving Average of volume to confirm significant buying interest. An entry only occurs when all Quad-Gates (ROC, EMA Slope, Price > ATR) are satisfied.
* Step 3: Pyramiding: If the trend gains "Velocity" (price > 10% from entry), the script will signal a second unit to maximize gains during runaway moves.
* Step 4: The Exit: Sell the entire position if the price closes below the ATR Trailing Stop (Trend Death) or if the 100 EMA trend turns down.
5. The Phoenix Re-entry
If you are stopped out but the stock immediately recovers above the 20 EMA within 10 bars, a Phoenix Entry (Orange Triangle) will fire. This allows you to catch "Power Resumptions" where the initial shakeout was a bear trap.
Bar-Close Confirmed SupertrendOverview
This indicator is a Supertrend-style trend follower that confirms direction changes only after a bar closes. Trend flips are determined using the previous bar’s close relative to the bands, which helps avoid intrabar changes during live candles.
How it works
Computes ATR (Average True Range)
Builds upper/lower bands using ATR and a multiplier
Updates trend direction only when a prior candle confirms a break of the band
Confirmation logic (bar-close based)
Trend direction is updated using conditions based on the previous candle, such as:
close > upper → confirm uptrend
close < lower → confirm downtrend
Because signals are confirmed on the prior bar, trend changes and markers are displayed only when confirmation exists.
Signals
Uptrend confirmation: prior candle closes above the upper band → bullish marker
Downtrend confirmation: prior candle closes below the lower band → bearish marker
Inputs
ATR Length (default 10)
ATR Multiplier (default 3.0)
Notes
This script is intended for bar-close workflows. Behavior and responsiveness may differ across markets and timeframes depending on volatility and chosen settings.
Big Trend Catcher: Dual-Gate EMA & ATR Trailing Swing TraderThe Big Trend Catcher: Long-Only Progressive Swing System
OVERVIEW
The Big Trend Catcher is a high-conviction, long-only swing trading strategy designed to identify and ride sustained market moves. Unlike traditional trend-following systems that often get "chopped out" during sideways consolidation, this strategy utilizes a Dual-Gate Filter to ensure you only enter when short-term momentum and the long-term trend are in total alignment.
It is specifically tuned for high-growth stocks and ETFs where capturing the lion’s share of a multi-week or multi-month move is the primary objective.
CORE LOGIC: THE DUAL-GATE SYSTEM
To maintain a high quality of entries, the strategy requires a "confirmed launch" through two distinct filters:
The Momentum Gate (20 EMA): Identifies immediate price acceleration and volume-backed impulse.
The Long-Term Gate (100 EMA): Acts as the ultimate trend filter. The script utilizes a "Signal Memory" logic—if an impulse happens while price is still below the 100 EMA, the trade is held in a "Pending" state. The entry only triggers once the price closes firmly above the 100 EMA.
Goal: This prevents "bottom fishing" in established downtrends and keeps you in cash during sideways "death loops" when the long-term direction is unclear.
KEY FEATURES
1. Progressive Pyramiding (Scale-In)
The biggest profits in swing trading are often made by adding to winners. This system features two automated scale-in triggers:
Velocity Adds (VOLC): Adds to the position if the stock is up >10% and moving with rising momentum, allowing you to build a larger position as the trend proves its strength.
Pullback Adds: Adds to the position when the price tests the 20 EMA and holds, allowing you to buy the "dip" within a healthy uptrend.
2. The Phoenix Re-Entry
This logic is designed to catch "V-shaped" recoveries. If the strategy exits on a trend break but the price aggressively reclaims the 20 EMA on massive volume shortly after, it re-enters the trade. This ensures you aren't left behind during the second leg of a major run after a temporary shakeout.
3. Iron-Floor ATR Exit
We use a 3.5x ATR Trailing Stop combined with the 100 EMA. This wider-than-average "breathing room" is designed to keep you in for significant gains while ignoring the minor daily volatility that often shakes out traders with tighter stops.
HOW TO USE
Best Timeframes: Daily (D) is recommended for identifying major cycles, but it can be applied to the 4-Hour (4H) for more active swing trading.
Settings:
* 20 EMA: Your short-term momentum guide.
* 100 EMA: Your long-term trend guide.
* ATR Multiplier: Set to 3.5 for maximum "trend hugging."
SUMMARY OF VISUALS
Blue Line (100 EMA): The Long-Term Trend.
Yellow Line (20 EMA): The Short-Term Momentum.
Red Stepped Line: Your ATR Trailing Floor (The "Iron Floor").
Lime Triangle: Initial Trade Entry.
Blue/Orange Shapes: Progressive Scale-in points.
Ichimoku + VWAP + OBV + ATR Full System (NQ Daytrade)Extended Indicator Description
Ichimoku + VWAP + OBV + ATR Full System is a rule-based intraday trading indicator designed specifically for NQ day trading, focusing on trend alignment, participation confirmation, and volatility-aware execution.
This indicator does not rely on a single signal or crossover. Instead, it integrates multiple market dimensions into one structured framework to help traders identify high-probability trend continuation scenarios while avoiding low-quality, range-bound conditions.
System Philosophy
The core idea of this system is simple:
trade only when trend, price location, volume, and volatility are aligned.
Each component plays a specific role and is not meant to be used in isolation. The indicator works best when all conditions reinforce the same directional bias.
Component Breakdown
Ichimoku Cloud
Used to define the primary market structure and directional bias. The system favors trades only when price action aligns clearly above or below the cloud, helping filter out indecisive or transitional phases.
VWAP
Acts as a session-based equilibrium reference. Price position and distance relative to VWAP are used to confirm whether the market is trending with intent rather than reverting to the mean.
OBV (On-Balance Volume)
Provides participation and flow confirmation. OBV helps validate whether price movement is supported by volume, reducing the likelihood of false breakouts or weak trend signals.
ATR (Average True Range)
Used as a volatility filter and risk-awareness tool. ATR conditions help the system avoid low-volatility environments and support more realistic expectations for intraday movement.
Trade Logic Overview
The system is designed around trend-following pullbacks, not prediction or counter-trend trading.
When trend structure is established and confirmed by VWAP positioning and OBV behavior, pullback zones within the trend become areas of interest. ATR conditions ensure that trades are taken only when sufficient movement potential exists.
Rather than generating frequent signals, the system prioritizes selectivity and clarity, making it suitable for disciplined day traders who value context over quantity.
Intended Use
This indicator is built for:
NQ intraday and day trading
Trend continuation and pullback strategies
Traders who prefer structured, confirmation-based systems
Lower to mid intraday timeframes such as 3-minute, 5-minute, and 15-minute charts
Important Notes
This is not an automated trading system and does not provide guaranteed results. The indicator is designed as a decision-support tool to assist with market context, directional bias, and trade timing. Risk management, execution, and position sizing remain the responsibility of the user.
롱/숏 삼각형 시그널
동그라미 청산 시그널
VWAP 밴드 기반 방향성
OBV 보조지표
이름 (Name)
BTC Scalping Signal – VWAP + OBV
짧은 설명 (Short Description)
VWAP 밴드와 OBV를 기반으로 방향성, 진입·청산 시그널을 제공하는 스캘핑 지표입니다.
긴 설명 (Long Description)
이 지표는 BTC 단기 스캘핑을 위해 설계된 것으로, 특히 15분봉 환경에 최적화되어 있습니다.
VWAP 밴드의 위치와 추세 판별 로직을 기반으로 롱·숏 진입 신호를 제공합니다.
OBV 모멘텀을 보조 필터로 사용하여 돌파 및 되돌림 가능성을 판단합니다.
시장 변동성이 축소되거나 평균회귀 신호가 감지될 때 청산 시그널을 표시합니다.
삼각형(진입), 원형(청산) 등 직관적 시각 요소를 통해 빠른 의사결정을 지원합니다.
Evergito HH/LL 3 Señales + ATR SL 2How to trade with the Evergito HH/LL 3 Signals + ATR SL indicator? Brief and direct explanation: General system logic: The indicator looks for actual breakouts of the high/low of the last 20 bars (HH/LL) and combines them with the position relative to the 200 SMA to filter the underlying trend. You have 3 types of signals that you can activate/deactivate separately: Signal
When it appears
What it means in practice
Entry type
V1
HH breakout + the close crosses above the 200 SMA (or the opposite in a short position)
Very safe entry confirmed. The price has just validated the long/flat trend → safer and with a better ratio
The most reliable (the original)
V2
HH breakout but the price was already above the 200 SMA (or already below in a short position)
Entry in an already established trend. Fewer “surprises”, more continuity
Ideal for strong trends
V3
Only the breakout of the HH or LL, without looking at the 200 SMA
Aggressive entry/scalping on explosive breakouts. More signals, more noise.
For times of high volatility.
How to enter the market (simple rule): Wait for any of the 3 labels (V1, V2, or V3) to appear, depending on which ones you have activated.
Enter at the close of that candle (or at the open of the next one if you are conservative).
Automatic Stop Loss → the blue (long) or yellow (short) line that represents the ATR x2.
Take Profit → you decide, but the indicator already gives you the visual reference for the risk (ATR x2), so 1:2 or 1:3 is usually very convenient.
Practical example: You see a large green label “HH LONG V1” → you go long at the close of that candle. Stop right at the blue line (ATR x2 below the price).
Typical target: 2x or 3x the risk (very common to reach it in a trend).
Recommended use: Most traders leave only V1 activated → fewer signals but very high quality.
Those who trade intraday or crypto usually combine V1 + V2.
V3 only for news events or very volatile openings.
In summary:
Label = immediate entry
Blue/yellow line = automatic stop
And enjoy the move.
Evergito HH/LL 3 Señales + ATR SLHow to trade with the Evergito HH/LL 3 Signals + ATR SL indicator? Brief and direct explanation: General system logic: The indicator looks for actual breakouts of the high/low of the last 20 bars (HH/LL) and combines them with the position relative to the 200 SMA to filter the underlying trend. You have 3 types of signals that you can activate/deactivate separately: Signal
When it appears
What it means in practice
Entry type
V1
HH breakout + the close crosses above the 200 SMA (or the opposite in a short position)
Very safe entry confirmed. The price has just validated the long/flat trend → safer and with a better ratio
The most reliable (the original)
V2
HH breakout but the price was already above the 200 SMA (or already below in a short position)
Entry in an already established trend. Fewer “surprises”, more continuity
Ideal for strong trends
V3
Only the breakout of the HH or LL, without looking at the 200 SMA
Aggressive entry/scalping on explosive breakouts. More signals, more noise.
For times of high volatility.
How to enter the market (simple rule): Wait for any of the 3 labels (V1, V2, or V3) to appear, depending on which ones you have activated.
Enter at the close of that candle (or at the open of the next one if you are conservative).
Automatic Stop Loss → the blue (long) or yellow (short) line that represents the ATR x2.
Take Profit → you decide, but the indicator already gives you the visual reference for the risk (ATR x2), so 1:2 or 1:3 is usually very convenient.
Practical example: You see a large green label “HH LONG V1” → you go long at the close of that candle. Stop right at the blue line (ATR x2 below the price).
Typical target: 2x or 3x the risk (very common to reach it in a trend).
Recommended use: Most traders leave only V1 activated → fewer signals but very high quality.
Those who trade intraday or crypto usually combine V1 + V2.
V3 only for news events or very volatile openings.
In summary:
Label = immediate entry
Blue/yellow line = automatic stop
And enjoy the move.
Evergito HH/LL 3 Señales + ATR SLHow to trade with the Evergito HH/LL 3 Signals + ATR SL indicator? Brief and direct explanation: General system logic: The indicator looks for actual breakouts of the high/low of the last 20 bars (HH/LL) and combines them with the position relative to the 200 SMA to filter the underlying trend. You have 3 types of signals that you can activate/deactivate separately: Signal
When it appears
What it means in practice
Entry type
V1
HH breakout + the close crosses above the 200 SMA (or the opposite in a short position)
Very safe entry confirmed. The price has just validated the long/flat trend → safer and with a better ratio
The most reliable (the original)
V2
HH breakout but the price was already above the 200 SMA (or already below in a short position)
Entry in an already established trend. Fewer “surprises”, more continuity
Ideal for strong trends
V3
Only the breakout of the HH or LL, without looking at the 200 SMA
Aggressive entry/scalping on explosive breakouts. More signals, more noise.
For times of high volatility.
How to enter the market (simple rule): Wait for any of the 3 labels (V1, V2, or V3) to appear, depending on which ones you have activated.
Enter at the close of that candle (or at the open of the next one if you are conservative).
Automatic Stop Loss → the blue (long) or yellow (short) line that represents the ATR x2.
Take Profit → you decide, but the indicator already gives you the visual reference for the risk (ATR x2), so 1:2 or 1:3 is usually very convenient.
Practical example: You see a large green label “HH LONG V1” → you go long at the close of that candle. Stop right at the blue line (ATR x2 below the price).
Typical target: 2x or 3x the risk (very common to reach it in a trend).
Recommended use: Most traders leave only V1 activated → fewer signals but very high quality.
Those who trade intraday or crypto usually combine V1 + V2.
V3 only for news events or very volatile openings.
In summary:
Label = immediate entry
Blue/yellow line = automatic stop
And enjoy the move.
Uptrick: Dynamic Z-Score DivergenceIntroduction
Uptrick: Dynamic Z-Score Divergence is an oscillator that combines multiple momentum sources within a Z-Score framework, allowing for the detection of statistically significant mean-reversion setups, directional shifts, and divergence signals. It integrates a multi-source normalized oscillator, a slope-based signal engine, structured divergence logic, a slope-adaptive EMA with dynamic bands, and a modular bar coloring system. This script is designed to help traders identify statistically stretched conditions, evolving trend dynamics, and classical divergence behavior using a unified statistical approach.
Overview
At its core, this script calculates the Z-Score of three momentum sources—RSI, Stochastic RSI, and MACD—using a user-defined lookback period. These are averaged and smoothed to form the main oscillator line. This normalized oscillator reflects how far short-term momentum deviates from its mean, highlighting statistically extreme areas.
Signals are triggered when the oscillator reverses slope within defined inner zones, indicating a shift in direction while the signal remains in a statistically stretched state. These mean-reversion flips (referred to as TP signals) help identify turning points when price momentum begins to revert from extended zones.
In addition, the script includes a divergence detection engine that compares oscillator pivot points with price pivot points. It confirms regular bullish and bearish divergence by validating spacing between pivots and visualizes both the oscillator-side and chart-side divergences clearly.
A dynamic trend overlay system is included using a Slope Adaptive EMA (SA-EMA). This trend line becomes more responsive when Z-Score deviation increases, allowing the trend line to adapt to market conditions. It is paired with ATR-based bands that are slope-sensitive and selectively visible—offering context for dynamic support and resistance.
The script includes configurable bar coloring logic, allowing users to color candles based on oscillator slope, last confirmed divergence, or the most recent signal of any type. A full alert system is also built-in for key signals.
Originality
The script is based on the well-known concept of Z-Score valuation, which is a standard statistical method for identifying how far a signal deviates from its mean. This foundation—normalizing momentum values such as RSI or MACD to measure relative strength or weakness—is not unique to this script and is widely used in quantitative analysis.
What makes this implementation original is how it expands the Z-Score foundation into a fully featured, signal-producing system. First, it introduces a multi-source composite oscillator by combining three momentum inputs—RSI, Stochastic RSI, and MACD—into a unified Z-Score stream. Second, it builds on that stream with a directional slope logic that identifies turning points inside statistical zones.
The most distinctive additions are the layered features placed on top of this normalized oscillator:
A structured divergence detection engine that compares oscillator pivots with price pivots to validate regular bullish and bearish divergence using precise spacing and timing filters.
A fully integrated slope-adaptive EMA overlay, where the smoothing dynamically adjusts based on real-time Z-Score movement of RSI, allowing the trend line to become more reactive during high-momentum environments and slower during consolidation.
ATR-based dynamic bands that adapt to slope direction and offer real-time visual zones for support and resistance within trend structures.
These features are not typically found in standard Z-Score indicators and collectively provide a unique approach that bridges statistical normalization, structure detection, and adaptive trend modeling within one script.
Features
Z-Score-based oscillator combining RSI, StochRSI, and MACD
Configurable smoothing for stable composite signal output
Buy/Sell TP signals based on slope flips in defined zones
Background highlighting for extreme outer bands
Inner and outer zones with fill logic for statistical context
Pivot-based divergence detection (regular bullish/bearish)
Divergence markers on oscillator and price chart
Slope-Adaptive EMA (SA-EMA) with real-time adaptivity based on RSI Z-Score
ATR-based upper and lower bands around the SA-EMA, visibility tied to slope direction
Configurable bar coloring (oscillator slope, divergence, or most recent signal)
Alerts for TP signals and confirmed divergences
Optional fixed Y-axis scaling for consistent oscillator view
The full setup mode can be seen below:
Input Parameters
General Settings
Full Setup: Enables rendering of the full visual system (lines, bands, signals)
Z-Score Lookback: Lookback period for normalization (mean and standard deviation)
Main Line Smoothing: EMA length applied to the averaged Z-Score
Slope Detection Index: Used to calculate directional flips for signal logic
Enable Background Highlighting: Enables visual region coloring in
overbought/oversold areas
Force Visible Y-Axis Scale: Forces max/min bounds for a consistent oscillator range
Divergence Settings
Enable Divergence Detection: Toggles divergence logic
Pivot Lookback Left / Right: Defines the structure of oscillator pivot points
Minimum / Maximum Bars Between Pivots: Controls the allowed spacing range for divergence validation
Bar Coloring Settings
Bar Coloring Mode:
➜ Line Color: Colors bars based on oscillator slope
➜ Latest Confirmed Signal: Colors bars based on the most recent confirmed divergence
➜ Any Latest Signal: Colors based on the most recent signal (TP or divergence)
SA-EMA Settings
RSI Length: RSI period used to determine adaptivity
Z-Score Length: Lookback for normalizing RSI in adaptive logic
Base EMA Length: Base length for smoothing before adaptivity
Adaptivity Intensity: Scales the smoothing responsiveness based on RSI deviation
Slope Index: Determines slope direction for coloring and band logic
Band ATR Length / Band Multiplier: Controls the width and responsiveness of the trend-following bands
Alerts
The script includes the following alert conditions:
Buy Signal (TP reversal detected in oversold zone)
Sell Signal (TP reversal detected in overbought zone)
Confirmed Bullish Divergence (oscillator HL, price LL)
Confirmed Bearish Divergence (oscillator LH, price HH)
These alerts allow integration into automation systems or signal monitoring setups.
Summary
Uptrick: Dynamic Z-Score Divergence is a statistically grounded trading indicator that merges normalized multi-momentum analysis with real-time slope logic, divergence detection, and adaptive trend overlays. It helps traders identify mean-reversion conditions, divergence structures, and evolving trend zones using a modular system of statistical and structural tools. Its alert system, layered visuals, and flexible input design make it suitable for discretionary traders seeking to combine quantitative momentum logic with structural pattern recognition.
Disclaimer
This script is for educational and informational purposes only. No indicator can guarantee future performance, and trading involves risk. Always use risk management and test strategies in a simulated environment before deploying with live capital.
RSI + BB + ATR Short SignalThis indicator highlights potential short setups by combining three conditions:
RSI Overbought – RSI must be above the user-defined level.
Bollinger Band Break – Price must close above the upper Bollinger Band.
Extended Above the 5-Day Low – Price must sit at least X ATR above the recent 5-day low.
When all conditions line up on the same bar, the script plots a red triangle above the candle and triggers an alert so you can act immediately.
To help visualise the setup, the script also plots the full Bollinger Bands (upper, middle, lower) and a line showing the threshold of 5-day-low + ATR × multiplier. You can adjust RSI length and level, Bollinger settings, ATR length, and the ATR multiplier.
Smarter Money Volume Rejection Blocks [PhenLabs]📊 Smarter Money Volume Rejection Blocks – Institutional Rejection Zone Detection
The Smarter Money Volume Rejection Blocks indicator combines high-volume analysis with statistical confidence intervals to identify where institutional traders are actively defending price levels through volume spikes and rejection patterns.
🔥 Core Methodology
Volume Spike Detection analyzes when current volume exceeds moving average by configurable multipliers (1.0-5.0x) to identify institutional activity
Rejection Candle Analysis uses dual-ratio system measuring wick percentage (30-90%) and maximum body ratio (10-60%) to confirm genuine rejections
Statistical Confidence Channels create three-level zones (upper, center, lower) based on ATR or Standard Deviation calculations
Smart Invalidation Logic automatically clears zones when price significantly breaches confidence levels to maintain relevance
Dynamic Channel Projection extends confidence intervals forward up to 200 bars with customizable length
Support Zone Identification detects bullish rejections where smart money absorbs selling pressure with high volume and strong lower wicks
Resistance Zone Mapping identifies bearish rejections where institutions defend price levels with volume spikes and pronounced upper wicks
Visual Information Dashboard displays real-time status table showing volume spike conditions and active support/resistance zones
⚙️ Technical Configuration
Dual Confidence Interval Methods: Choose between ATR-Based for trend-following environments or StdDev-Based for range-bound statistical precision
Volume Moving Average: Configurable period (default 20) for baseline volume comparison calculations
Volume Spike Multiplier: Adjustable threshold from 1.0 to 5.0 times average volume to filter institutional activity
Rejection Wick Percentage: Set minimum wick size from 30% to 90% of candle range for valid rejection detection
Maximum Body Ratio: Configure body-to-range ratio from 10% to 60% to ensure genuine rejection structures
Confidence Multiplier: Statistical multiplier (default 1.96) for 95% confidence interval calculations
Channel Projection Length: Extend confidence zones forward from 10 to 200 bars for anticipatory analysis
ATR Period: Customize Average True Range lookback from 5 to 50 bars for volatility-based calculations
StdDev Period: Adjust Standard Deviation period from 10 to 100 bars for statistical precision
🎯 Real-World Trading Applications
Identify high-probability support zones where institutional buyers have historically defended price with significant volume
Map resistance levels where smart money sellers consistently reject higher prices with volume confirmation
Combine with price action analysis to confirm breakout validity when price approaches confidence channel boundaries
Use invalidation signals to exit positions when smart money zones are definitively breached
Monitor the real-time dashboard to quickly assess current market structure and active rejection zones
Adapt strategy based on calculation method: ATR for trending markets, StdDev for ranging conditions
Set alerts on confidence level breaches to catch potential trend reversals or continuation patterns
📈 Visual Interpretation Guide
Green Zones indicate bullish rejection blocks where buyers defended with high volume and lower wicks
Red Zones indicate bearish rejection blocks where sellers defended with high volume and upper wicks
Solid Center Lines represent the core rejection price level where maximum volume activity occurred
Dashed Confidence Boundaries show upper and lower statistical limits based on volatility calculations
Zone Opacity decreases as channels extend forward to indicate decreasing confidence over time
Dashboard Color Coding provides instant visual feedback on active volume spike and zone conditions
⚠️ Important Considerations
Volume-based indicators identify historical rejection zones but cannot predict future price action with certainty
Market conditions change rapidly and institutional activity patterns evolve continuously
High volume does not guarantee level defense as market structure can shift without warning
Confidence intervals represent statistical probabilities, not guaranteed price boundaries
FVG Session Break Strategy with ATR RR🧠 FVG Session Break Strategy with ATR RR — Timezone-Aware, Session-Savvy, and Risk-Calibrated
This strategy captures high-probability reversals and continuations by combining Fair Value Gap (FVG) imbalances with session-based breakout logic and ATR-calibrated risk management. It’s designed for traders who want to exploit structural inefficiencies during key market sessions — with precision and portability across global exchanges.
🔍 Core Logic:
Fair Value Gap Detection: Identifies bullish and bearish FVGs using a 3-bar displacement pattern.
Session Breakout Engine: Tracks session highs and lows (Asian, London, NY) and triggers trades only when price breaks these levels — ensuring trades occur at meaningful inflection points.
ATR-Based RR Control: Dynamically sizes stop-loss and take-profit levels using ATR × multiplier, maintaining consistent risk across volatility regimes.
🌐 Timezone-Aware Session Logic:
Session boundaries are defined in UTC-5 (e.g., NY: 0930–1600) but automatically converted to the exchange’s local timezone using timestamp("Etc/GMT+5", ...). This ensures:
Accurate session detection across all markets and assets
No manual timezone adjustments needed
Robust performance on crypto, forex, and global equities
📈 Visuals:
Session highs and lows plotted in orange
Bullish and bearish FVGs marked with green and red triangles
Strategy entries and exits shown on chart with full RR logic
This strategy is ideal for traders who want to combine structural edge with session context and disciplined risk.
Custom Net ATR Mapping - NateThis indicator measures how much an asset actually moves — both on average and across full periods — so traders can compare short-term volatility with longer-term net momentum.
It displays four key metrics in a simple color-coded table:
Standard ATR – the average daily (or per-bar) range, showing typical volatility.
Net ATR – the average open-to-close move, revealing how much price tends to travel directionally within each bar.
Total Net Move – the total distance price has moved from the start to the end of the most recent measurement window.
Average Net Move – the typical size of that full-period move, averaged across multiple recent windows.
Together these readings help you see whether recent price action is choppy but contained (high ATR, low net move) or sustained and directional (high net move relative to ATR) — useful for spotting trend strength, breakout potential, or range-bound conditions.
Custom MACD (Normalized by ATR)This is a modified version of the classic MACD indicator.
Instead of using just the difference between EMA(12) and EMA(26), this version normalizes the MACD line by ATR(26) and scales it by 100:
* 100
This adjustment makes the MACD relative to market volatility, allowing for easier comparison across assets and timeframes.
The idea of normalizing MACD with ATR comes from Alex Spioglou, who suggested this improvement to enhance signal consistency in volatile markets.
Plots include the ATR-normalized MACD line, the signal line, and the histogram, with rising/falling color cues and built-in alert conditions.
Average True Range TrackerThis indicator calculates the daily ATR of the past 14 days. The ATR% indicates the range completed for the day. The ATR indicates the average daily range. The 20% ATR indicates the value of 20% of the daily ATR for retracement purposes.
