Empiece

Indicadores de Bill Williams

Bullish Divergent Bar DCA Strategy [Skyrexio]Overview Bullish Divergent Bar DCA Strategy is a long-only, multi-layer Dollar-Cost Averaging (DCA) strategy that builds positions around bullish divergent bars formed below the Williams Alligator. It detects potential local bottoms and then scales into the move using up to four pyramiding entries, each with its own size and price threshold. The strategy optionally incorporates Market Facilitation Index (MFI) and Awesome Oscillator (AO) momentum to strengthen reversal confirmation and uses ATR-based take profit on the averaged entry price. Unique Features Layered DCA entries with equity-based sizing . It supports up to four DCA layers, where each additional layer is opened only after a configurable percentage drawdown from the first entry and position size is computed as a fraction of current equity via a geometric weighting scheme. Optional AO and MFI confirmation . Users can require Awesome Oscillator momentum divergence, MFI/volume “squat” bars, or both to confirm that the reversal bar is accompanied by capitulation and weakening downside momentum. ATR-based dynamic take profit . Take profit is defined as a multiple of ATR added to the current average entry price, automatically adjusting exits to prevailing volatility. Built-in DCA visualization . The script can plot the initial entry level and all DCA thresholds to make the averaging structure and risk visually transparent on the chart. Methodology The core entry logic starts from a bullish divergent bar definition: the bar must close above its midpoint (close > hl2) and be the lowest low within the user-defined lookback window, flagging a local swing low. On top of this, the bar must form entirely below all three Alligator lines, ensuring that the pattern appears after a sustained downside move rather than inside noise. If enabled, AO adds a momentum filter by requiring the Awesome Oscillator difference to be negative (descending bar on AO histogram), signaling fading downside momentum at the potential bottom. If the MFI filter is enabled, the bar (or one of the last two bars) must be a “squat” bar where spread narrows while volume increases, approximating effort vs. result exhaustion. ​ Once a valid bullish reversal bar is detected and the time is within the configured trading window, the strategy opens the first DCA layer using a stop entry at the bar’s high (confirmation level), only entering if price actually breaks the bar high. Additional layers (second, third, and fourth entries) are only allowed if price trades below percentage thresholds from the first entry price and a new valid bullish reversal bar forms, thereby averaging down into deep pullbacks while still requiring fresh reversal evidence. While any DCA position is open, the strategy continuously recalculates the take profit as the current volume-weighted average entry price plus ATR multiplied by a user-defined factor. All individual entries share the same take profit level through separate strategy exit calls, so the entire stacked position exits together once price has moved sufficiently above the averaged entry. Strategy settings In the inputs window, users can configure the following strategy settings: sourceUuid / secretToken: Identifiers used to format JSON alerts for automated execution through webhooks. Trade Start Date/Time: Beginning of the backtest/live-trading window. Trade Stop Date/Time: End of the backtest/live-trading window. Show DCA Levels (default = false): Toggles plotting of the initial entry level and all three DCA thresholds on the chart. Enable MFI (default = false): Enables the MFI-style volume/spread filter. Enable AO (default = false): Enables Awesome Oscillator confirmation. Number Of Bar For Lowest Bar (default = 7): Lookback window used to identify the lowest low bar for the bullish reversal bar condition. Layer 2 Threshold Percent (default = 4.0): Percentage drop from the first layer price that must be reached to allow the second DCA entry. Layer 3 Threshold Percent (default = 10.0): Percentage drop from the first layer price required to unlock the third DCA layer. Layer 4 Threshold Percent (default = 22.0): Percentage drop from the first layer price required to unlock the fourth DCA layer. Position Size Multiplier (default = 2.0): Multiplier used in the geometric weighting scheme to determine how much equity is allocated to each additional DCA layer. Number Of ATR For Take Profit (default = 2.0): ATR multiple added to the current average entry price to calculate the shared take profit for all open layers. Users can refine these parameters during backtesting to fit the volatility profile and structure of the specific asset and timeframe. Justification of Methodology Before understanding why this particular combination of indicator has been chosen let's briefly explain what is Williams Alligator, MFI and AO. let’s start with the Williams Alligator. Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages: Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead. Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward. Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward. When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades. The Awesome Oscillator (AO), developed by Bill Williams, is a momentum indicator designed to measure market momentum by contrasting recent price movements with a longer-term historical perspective. It helps traders detect potential trend reversals and assess the strength of ongoing trends. The formula for AO is as follows: AO = SMA5(Median Price) − SMA34(Median Price) where: Median Price = (High + Low) / 2 SMA5 = 5-period Simple Moving Average of the Median Price SMA 34 = 34-period Simple Moving Average of the Median Price The Market Facilitation Index (MFI) is a technical indicator that measures the price movement per unit of volume, helping traders gauge the efficiency of price movement in relation to trading volume. Here's how you can calculate it: MFI = (High−Low)/Volume MFI can be used in combination with volume, so we can divide 4 states. Bill Williams introduced these to help traders interpret the interaction between volume and price movement. Here’s a quick summary: Green Window (Increased MFI & Increased Volume): Indicates strong momentum with both price and volume increasing. Often a sign of trend continuation, as both buying and selling interest are rising. Fake Window (Increased MFI & Decreased Volume): Shows that price is moving but with lower volume, suggesting weak support for the trend. This can signal a potential end of the current trend. Squat Window (Decreased MFI & Increased Volume): Shows high volume but little price movement, indicating a tug-of-war between buyers and sellers. This often precedes a breakout as the pressure builds. Fade Window (Decreased MFI & Decreased Volume): Indicates a lack of interest from both buyers and sellers, leading to lower momentum. This typically happens in range-bound markets and may signal consolidation before a new move. For our purposes we are interested in squat bars. This is the sign that volume cannot move the price easily. This type of bar increases the probability of trend reversal. In this indicator we added to enable the MFI filter of reversal bars. If potential divergent bar or two preceding bars have squat state this bar can be interpret as a reversal one. The strategy intentionally focuses on bullish divergent bars forming at local lows and below the Alligator to catch potential exhaustion points in downtrends where risk/reward becomes asymmetric. The Alligator (Jaw, Teeth, Lips) acts as a dynamic structure filter: requiring price to be below all three lines before reversal helps avoid chasing minor pullbacks inside an ongoing uptrend and instead concentrates entries on deeper corrections where mean reversion potential is higher. The custom bullish divergent bar rule (close above midpoint and being the lowest low over N bars) approximates a local capitulation candle, which often precedes short squeezes or at least strong reactions. By combining this with AO and MFI-style filters, the strategy further increases the likelihood that the pattern coincides with downside momentum(as a confirmation that current trend is downward, AO difference < 0) and effort vs. result anomalies (squat bars), which is common signatures of trend exhaustion. The DCA structure is designed to deploy capital progressively rather than all at once: the first entry is triggered only if price confirms the reversal by breaking above the bar’s high, while subsequent layers require both a deeper discount relative to the initial entry and a new bullish reversal signal. Percentage thresholds from the first entry ensure that each additional allocation is made at meaningfully better prices, improving the blended entry level and reducing the break-even distance. Finally, using ATR as the basis for take profit aligns exits with current volatility. A fixed-percentage target can be too tight in volatile regimes or too loose in quiet markets, whereas ATR-based targets scale with average bar range. Applying ATR to the evolving average entry price of all open layers keeps the risk/reward framework consistent across different volatility regimes and DCA configurations. Backtest Results Operating window: Date range of backtests is 2025.01.01 - 2026.01.01. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Maximum Single Position Loss: -6.56% Maximum Single Profit: +4.92% Net Profit: +934.08 USDT (+9.34%) Total Trades: 121 (82.64% win rate) Profit Factor: 2.948 Maximum Accumulated Loss: 624.72 USDT (-6.15%) Average Profit per Trade: 7.72 USDT (+0.37%) Average Trade Duration: 60 hours These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters. You should run your own backtests on the target asset and timeframe (for example, BTC/USDT on intraday charts) and adjust threshold percentages, layer sizing, and ATR take profit factor to match your risk tolerance and market conditions. How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart. Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
Estrategia Pine Script®
por Skyrexio
Moving Average Exponential//@version=6 indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true) len = input.int(9, minval=1, title="Length") src = input(close, title="Source") offset = input.int(title="Offset", defval=0, minval=-500, maxval=500, display = display.data_window) out = ta.ema(src, len) plot(out, title="EMA", color=color.blue, offset=offset) // Smoothing MA inputs GRP = "Smoothing" TT_BB = "Only applies when 'SMA + Bollinger Bands' is selected. Determines the distance between the SMA and the bands." maTypeInput = input.string("None", "Type", options = , group = GRP, display = display.data_window) var isBB = maTypeInput == "SMA + Bollinger Bands" maLengthInput = input.int(14, "Length", group = GRP, display = display.data_window, active = maTypeInput != "None") bbMultInput = input.float(2.0, "BB StdDev", minval = 0.001, maxval = 50, step = 0.5, tooltip = TT_BB, group = GRP, display = display.data_window, active = isBB) var enableMA = maTypeInput != "None" // Smoothing MA Calculation ma(source, length, MAtype) => switch MAtype "SMA" => ta.sma(source, length) "SMA + Bollinger Bands" => ta.sma(source, length) "EMA" => ta.ema(source, length) "SMMA (RMA)" => ta.rma(source, length) "WMA" => ta.wma(source, length) "VWMA" => ta.vwma(source, length) // Smoothing MA plots smoothingMA = enableMA ? ma(out, maLengthInput, maTypeInput) : na smoothingStDev = isBB ? ta.stdev(out, maLengthInput) * bbMultInput : na plot(smoothingMA, "EMA-based MA", color=color.yellow, display = enableMA ? display.all : display.none, editable = enableMA) bbUpperBand = plot(smoothingMA + smoothingStDev, title = "Upper Bollinger Band", color=color.green, display = isBB ? display.all : display.none, editable = isBB) bbLowerBand = plot(smoothingMA - smoothingStDev, title = "Lower Bollinger Band", color=color.green, display = isBB ? display.all : display.none, editable = isBB) fill(bbUpperBand, bbLowerBand, color= isBB ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill", display = isBB ? display.all : display.none, editable = isBB)
Indicador Pine Script®
por serkandanki
1
Trendlines with Breaks + Fib Lines ONLY15min and 3min fib line already marked 15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked15min and 3min fib line already marked
Indicador Pine Script®
por jordanboneal31
UFX PRO How it works The indicator plots a single line on the chart that changes position and color depending on the trend: 🟢 Uptrend: The SuperTrend line is below the price → bullish bias 🔴 Downtrend: The SuperTrend line is above the price → bearish bias When the price crosses the SuperTrend line, it often signals a potential trend reversal. ✅ Advantages ✔ Easy to read ✔ Works well in trending markets ✔ Adaptive to volatility ✔ Useful for stops and trend confirmation
Indicador Pine Script®
por UFXAlgo
Luminous Market Flux [Pineify]Luminous Market Flux - Dynamic Volatility Channel with Breakout Detection The Luminous Market Flux indicator is a sophisticated volatility-based trading tool that combines dynamic channel analysis with breakout detection and squeeze identification. This indicator helps traders visualize market conditions by creating an adaptive envelope around price action, highlighting periods of compression (low volatility) and expansion (high volatility) while generating actionable buy and sell signals at key breakout moments. Key Features Dynamic volatility channel that adapts to changing market conditions using ATR-based calculations Visual squeeze detection system that warns traders when volatility is contracting Automatic breakout signal generation for both bullish and bearish scenarios Luminous gradient fill that provides instant visual feedback on price position within the channel Bar coloring feature that highlights strong volatility breakouts Built-in alert conditions for automated trading notifications How It Works The indicator operates on three core calculation layers: 1. Baseline Calculation (Central Tendency) The foundation uses a Running Moving Average (RMA) of the closing price over the specified Flux Length period. RMA was specifically chosen over SMA or EMA because it provides smoother trend detection similar to how RSI and ATR calculations work, reducing noise while maintaining responsiveness to genuine price movements. 2. Volatility Measurement The channel width is determined by the Average True Range (ATR) multiplied by the Flux Expansion Factor. ATR captures the true volatility of the market by accounting for gaps and limit moves, making the channel responsive to actual market conditions rather than just closing price variations. 3. Squeeze Detection Logic The indicator compares the current channel width against a 100-period simple moving average of historical channel widths. When the current range falls below 80% of this average, a squeeze condition is identified, signaling that volatility is compressing and a significant move may be imminent. Trading Ideas and Insights Breakout Trading: Enter long positions when price breaks above the upper flux channel with a BUY signal, and short positions when price breaks below the lower channel with a SELL signal. These breakouts indicate strong momentum in the direction of the move. Squeeze Anticipation: When squeeze circles appear at the top of the chart, prepare for a potential explosive move. Squeezes often precede significant breakouts as the market coils before releasing energy in one direction. Trend Confirmation: Use the bar coloring feature to confirm trend strength. Colored bars indicate that price is trading outside the volatility envelope, suggesting strong directional momentum. Mean Reversion: When price is within the channel (no bar coloring), the gradient fill helps identify whether price is closer to the upper or lower boundary, potentially useful for mean-reversion strategies. How Multiple Indicators Work Together This indicator integrates several technical concepts into a cohesive system: The RMA baseline provides the trend anchor, while the ATR-based envelope adapts to volatility conditions. These two components work together to create a channel that expands during volatile periods and contracts during quiet markets. The squeeze detection layer adds a third dimension by comparing current volatility to historical norms, alerting traders when the market is unusually quiet. The visual elements reinforce this analysis: the gradient fill shows price position within the channel at a glance, bar coloring confirms breakout strength, and shape markers provide discrete entry signals. This multi-layered approach ensures traders receive consistent information across different visualization methods. Unique Aspects The "Luminous" visual design uses color gradients that dynamically shift based on price position, creating an intuitive heat-map effect within the channel Unlike traditional Bollinger Bands that use standard deviation, this indicator uses ATR for volatility measurement, making it more responsive to actual price range movements The squeeze detection compares current volatility to a longer-term average (100 periods), providing context-aware compression signals rather than arbitrary thresholds Signal generation uses proper state tracking to ensure breakout signals only fire on the initial breakout, not on every bar during an extended move How to Use Add the indicator to your chart. It will overlay directly on price with the volatility channel visible. Watch for BUY labels appearing below bars when price breaks above the upper channel - these indicate bullish breakout opportunities. Watch for SELL labels appearing above bars when price breaks below the lower channel - these indicate bearish breakout opportunities. Monitor for small circles at the top of the chart indicating squeeze conditions - prepare for potential breakouts when these appear. Use the colored bars as confirmation of breakout strength - green bars confirm bullish momentum, red bars confirm bearish momentum. Set up alerts using the built-in alert conditions to receive notifications for buy signals, sell signals, and squeeze warnings. Customization Flux Length (default: 20): Controls the lookback period for both the baseline and ATR calculations. Lower values create more responsive but noisier channels; higher values create smoother but slower-reacting channels. Flux Expansion Factor (default: 2.0): Multiplier for the ATR value that determines channel width. Higher values create wider channels with fewer signals; lower values create tighter channels with more frequent signals. Smooth Signal : Toggle for signal smoothing preference. Bullish Energy : Customize the color for bullish breakouts and upper channel highlights. Bearish Energy : Customize the color for bearish breakouts and lower channel highlights. Compression/Neutral : Customize the color for squeeze indicators and neutral channel states. Conclusion The Luminous Market Flux indicator provides traders with a comprehensive volatility analysis tool that combines channel-based trend detection, squeeze identification, and breakout signaling into a single, visually intuitive package. By using ATR-based volatility measurement and RMA smoothing, the indicator adapts to changing market conditions while filtering out noise. Whether you are a breakout trader looking for momentum entries or a swing trader waiting for volatility expansion after compression periods, this indicator offers the visual clarity and signal precision needed to make informed trading decisions.
Indicador Pine Script®
por Pineify
US 3H HARDCORE SCALPING ALGO (FINAL) utc+9English: User Manual1. OverviewThis indicator is a high-intensity scalping tool designed to capture volatility during the first 3 hours of the US market session. It combines trend filtering, value-based entries, and volume validation to identify high-probability trade setups.2. Key ComponentsTrend Filter (EMA 200): Determines the long-term market direction. Only buy signals are generated above the EMA 200, and only sell signals below it.Value Area (VWAP): Represents the Volume Weighted Average Price. It acts as a "magnet" for price and a baseline for fair value.Session Focus (KST 23:00 - 02:00): Highlights the US session opening hours in Korea Standard Time (Red background). It automatically calculates the 3-hour window regardless of the chart timeframe.Volume Filter: Ensures that signals are only generated when trading activity is higher than the 20-period average, filtering out "fake" breakouts.3. Entry ConditionsLong (Buy) Signal:Time: Must be within the Red Focus Zone.Trend: Price is above EMA 200 ($Close > EMA_{200}$).Value: Price is above VWAP.Reaction: The bar's low touches or dips below VWAP, but the bar closes back above it (Pullback recovery).Volume: Current volume is higher than the 20-period Volume SMA.Short (Sell) Signal:Time: Must be within the Red Focus Zone.Trend: Price is below EMA 200 ($Close < EMA_{200}$).Value: Price is below VWAP.Reaction: The bar's high touches or rises above VWAP, but the bar closes back below it (Rejection recovery).Volume: Current volume is higher than the 20-period Volume SMA.4. Visual ElementsYellow Line: EMA 200.Aqua Line: VWAP.Red Background: US 3-hour focus window.Information Label (Top Right): Real-time display of current trend, VWAP position, and session status.
Indicador Pine Script®
por minovsajh
Custom Stochastic Momentum Index (SMI)📊 Custom Stochastic Momentum Index (SMI) Custom Stochastic Momentum Index (SMI) is a refined momentum oscillator designed to identify trend strength, reversals, and overbought/oversold conditions with higher accuracy than traditional stochastic indicators. This version gives traders full control over smoothing and signal calculation, making it suitable for intraday, swing, and positional trading across all markets. 🔹 Key Features Fully customizable %K Length Adjustable %K Smoothing and Double Smoothing Configurable %D Period User-selectable %D Moving Average Type SMA EMA WMA RMA Fixed and proven levels: Overbought: +40 Oversold: −40 Automatic shaded zones above overbought and below oversold levels Clear K–D crossover labels for precise entry and exit timing Clean, non-repainting logic 📈 How to Use Bullish Setup Look for %K crossing above %D near or below −40 Bearish Setup Look for %K crossing below %D near or above +40 Trend Confirmation Trade crossovers in the direction of the higher-timeframe trend Works best when combined with: Price Action Support & Resistance Market Structure / SMC concepts 🎯 Best For Intraday traders Swing traders Momentum-based strategies Confirmation with structure or breakout systems ⚠️ Disclaimer This indicator is for educational and analytical purposes only. It does not provide financial advice. Always use proper risk management.
Indicador Pine Script®
por BK_QuantDesk