Medias móviles
Daily Percentiles ZoneDaily Percentiles Zone
Shows the distance of price from the 200-day EMA and classifies it into historical percentiles (P25, P50, P65, P76). Helps identify whether the asset is cheap, fair value, acceptable, risky, or very expensive compared to its long-term daily trend.
Weekly Percentiles ZoneWeekly Percentiles Zone
Shows the distance of price from the 200-week EMA and classifies it into historical percentiles (P25, P50, P65, P76). Helps identify whether the asset is cheap, fair value, acceptable, risky, or very expensive compared to its long-term trend.
3Signal Strategy v2🚀 Discover the Ultimate Trend Indicator 🚀
This advanced tool transforms market analysis into an experience that’s simple, clear, and precise.
Its dynamic trend line uses a smart color-coding system that adapts in real time to price action, showing with total clarity when momentum is bullish or bearish.
✅ Filters out market noise, highlighting only what matters: trend strength, potential reversals, and key continuation zones.
✅ Confirms entries and exits with greater confidence, enhancing your strategy alongside support/resistance and volume tools.
✅ Versatile and customizable: from scalping to swing trading, it adapts to every trader’s style.
In volatile markets, the difference lies in the clarity with which you read opportunities.
With this indicator, you’ll gain the confidence to make faster and more effective decisions.
📈 Turn uncertainty into clarity—and your trading into results.
Weekly ReboundWeekly Rebound analyzes weekly setups where price is below the EMA200 median (P50) and forms a red→green reversal.
It measures the maximum rebound (%) within 24 weeks and shows historical stats (average, median, P25–P75, time to peak).
SMA Color Changing W/ Color Smoothing SMA color changing with ability to change settings for smoothing the color changing
Multi-Period SMA - flack0xA comprehensive moving average indicator featuring 7 fully customizable SMA periods designed for multi-timeframe trend analysis. Perfect for traders who want to visualize multiple moving average periods simultaneously without cluttering their charts with separate indicators.Key Features:
7 Independent SMAs with default periods: 2, 3, 9, 27, 81, 243, 2187
Individual Customization - Each SMA has its own period, color, line width, and visibility controls
Smart Defaults - Shorter SMAs use thinner lines, longer SMAs use thicker lines for visual hierarchy
Overlay Design - Properly overlays on price data without Y-axis attachment issues
Alert System - Built-in crossover alerts for key SMA levels (9 and 27 period)
ARVELOV EMA 8,15,40,200,400 + ORB + Intersection Dots ARVELOV EMA 8,15,40,200,400 + ORB + Intersection Dots
Description:
This powerful multi-strategy TradingView indicator combines multiple technical analysis tools into a single, easy-to-read overlay. It is designed for traders who want to track key exponential moving averages (EMAs), monitor opening range breakouts (ORB), and identify critical EMA intersections that can signal potential trend changes.
Features:
Exponential Moving Averages (EMAs):
Plots 5 EMAs (8, 15, 40, 200, 400) directly on the chart.
Each EMA has a distinct, customizable color for easy visualization.
Helps identify short-term, medium-term, and long-term trend directions.
Opening Range Breakout (ORB):
Calculates the high and low of a selected session (default: 09:30–09:45).
Highlights the area between ORB high and low with a semi-transparent fill.
Works with intraday charts and can be restricted by maximum timeframe/minutes.
Helps traders spot early breakout opportunities and key support/resistance levels.
EMA Intersection Dots:
Detects intersections between EMA 8 & 15 (short-term) and EMA 40 & 15 (medium-term).
Plots small, distinct dots at intersection points on the chart.
Includes alert conditions to notify traders when intersections occur.
Can be used to identify trend reversals, momentum shifts, or potential entry points.
Customizable Inputs:
EMA lengths and intersection tolerance percentages can be adjusted.
ORB session time and duration can be customized.
Usage:
Ideal for day traders and swing traders looking for trend confirmation and breakout signals.
Combines trend analysis (EMAs), breakout detection (ORB), and intersection-based alerts for enhanced trading decisions.
Works best on intraday charts, but long-term EMAs are visible on higher timeframes as well.
Benefits:
Single, unified script with multiple indicators reduces chart clutter.
Visual cues (EMAs, ORB fill, intersection dots) make it easier to analyze market behavior.
Alerts help traders stay proactive without constantly monitoring the chart.
Liquidity Lines 2.0Liquidity Lines Indicator Description:
This indicator detects points of liquidity based on reversals in price action. It simulates simple moving average (SMA) candles and identifies when raw price candles engulf either the low of a bullish SMA candle or the high of a bearish SMA candle. The liquidity point is then placed at the high of the bearish SMA candle or the low of the bullish SMA candle. These levels often correspond to areas where many traders place stop-loss orders and can provide insight into where “smart money” might be hunting liquidity.
Features and Alerts:
Liquidity Lines automatically track upper and lower liquidity levels and plot them as customizable horizontal lines on the chart. Users can adjust line length, color, width, and style, and choose whether lines extend to the right. The indicator also detects when these liquidity levels are “swept” by price and triggers alerts in real time, allowing traders to be notified of potential stop-loss hunts or key market reactions as they happen. This makes it easy to monitor critical liquidity zones without constantly watching the chart.
How to Use Strategically:
Traders can use these liquidity points to anticipate potential price reactions. For example, if price approaches a lower liquidity line from above, it may act as support or a zone where stop orders are being triggered. Conversely, an upper liquidity line may act as resistance or a trigger zone for stops above the market. Combining these levels with your existing market structure, trend analysis, or confirmation signals can help identify high-probability entries, exits, and areas where smart money activity may occur.
ARVELOV EMA 8/15/40/200/400ARVELOV EMA 8/15/40/200/400
This script plots five Exponential Moving Averages (EMAs) on the price chart to help identify market trends and potential trade opportunities.
EMA 8 (#ffeb3b, Yellow, linewidth 4) → Very short-term trend, reacts quickly to price changes.
EMA 15 (#00bcd4, Light Blue, linewidth 4) → Short-term trend, smoother than EMA 8.
EMA 40 (#e91e63, Magenta, linewidth 4) → Medium-term trend, useful for swing trading signals.
EMA 200 (#ff9800, Orange, linewidth 4) → Long-term trend, commonly used to identify overall market direction.
EMA 400 (#2862ff, Blue, linewidth 4) → Very long-term trend, often used as a strong support/resistance guide.
The script provides clear, color-coded moving averages with bold line widths for better visibility on charts.
YBL – Reversal Supreme MINI++ (Ichimoku + EMA Cross, No-Repaint)📌 Features
Simplified Ichimoku Cloud: plots Kumo cloud, Tenkan, and Kijun to highlight trend, support/resistance, and momentum.
EMA Cross (Fast vs Slow): confirms entries and exits with higher precision.
Double Confirmation (Ichimoku + EMA Cross): signals are validated only when both indicators align → reduces noise.
No-Repaint: all signals are calculated on closed candles only, ensuring no false repainting.
Compact Mini HUD: shows BUY/SELL signal, current trend, and optional background coloring.
Built-in Alerts: automatic alerts for bullish and bearish EMA crosses confirmed by Ichimoku.
1H intraday Percentiles ZonesThe 1H intraday Percentiles Zones indicator measures the percentage distance between price and its 200-period EMA on the 1-hour timeframe. It classifies this distance into historical percentile zones (P25, P50, P65, P76), helping traders identify when the asset is cheap, fairly valued, overextended, or very expensive relative to its 1H trend.
YBL – EMA Pro (Rellena + Borde) + Alertas🔹 Full Description (long)
The YBL – EMA Pro indicator is a professional moving average tool designed for traders who want clarity, precision, and flexibility in trend analysis.
It combines classic EMA logic with modern visual enhancements and alerts for more effective trading decisions.
✅ Features:
Dual EMA Display (fast & slow, user-selectable periods).
Filled Zone between EMAs (colored area highlights trend bias).
Dynamic Border Lines (outline effect for extra clarity).
Customizable Colors & Transparency for both fill and borders.
Multi-Timeframe Support (use higher-timeframe EMA on your current chart).
Smart Alerts:
EMA crossovers (bullish/bearish).
Price crossing above/below EMA.
Custom alert conditions for flexible strategy building.
Scalping & Swing Trading Friendly — adapts to different timeframes.
Lightweight & Fast — optimized to avoid heavy load on charts.
👉 With YBL – EMA Pro, you not only track the trend but also get visual confirmation and automatic alerts for actionable entries/exits.
Sortino Ratio -> PROFABIGHI_CAPITAL🌟 Overview
This Sortino Ratio → PROFABIGHI_CAPITAL implements advanced risk-adjusted performance measurement focusing specifically on downside volatility for superior portfolio evaluation.
It provides Enhanced Sortino Ratio calculation with downside deviation analysis , Customizable risk-free rate benchmarking for different market environments , EMA smoothing for trend clarity and noise reduction , and Dynamic threshold-based visualization with performance classification for comprehensive risk-adjusted return analysis.
🔧 Advanced Risk Measurement Architecture
- Professional Sortino Ratio implementation focusing exclusively on downside risk measurement for accurate performance evaluation
- Source Selection Framework with customizable price input allowing close, high, low, or other price sources for flexible analysis adaptation
- Calculation Period Management with adjustable lookback period for statistical significance balancing responsiveness versus stability
- Annual Risk-Free Rate Configuration enabling benchmark comparison against government bonds, treasury rates, or other risk-free instruments
- EMA Smoothing System reducing noise and providing clearer trend identification through exponential moving average filtering
- Dynamic Threshold Framework with strong and weak performance classification levels for objective performance assessment
- Cryptocurrency Annualization using 365-day factor for proper crypto market risk-adjusted return calculation
📊 Sortino Ratio Calculation Engine
- Periodic Returns Computation calculating bar-to-bar percentage changes for accurate return measurement across different timeframes
- Risk-Free Rate Conversion transforming annual risk-free rates into period-appropriate benchmarks for proper comparison
- Mean Return Analysis using Simple Moving Average over calculation period for statistical trend identification
- Downside Deviation Framework measuring only negative deviations below risk-free rate for true downside risk assessment
- Mathematical Precision implementing squared deviation calculations for proper statistical variance measurement
- Zero-Division Protection preventing calculation errors through proper mathematical validation and edge case handling
- Annualization Factor Application scaling periodic calculations to annual equivalents for standardized performance comparison
🔬 Advanced Statistical Implementation
- Downside-Only Risk Measurement focusing exclusively on negative returns below risk-free threshold for accurate risk assessment
- Squared Deviation Accumulation using proper statistical methodology for variance calculation with mathematical precision
- Mean Downside Squared Calculation averaging squared negative deviations over calculation period for statistical accuracy
- Square Root Standard Deviation converting variance to standard deviation for proper risk measurement units
- Excess Return Calculation measuring portfolio performance above risk-free rate for true alpha generation assessment
- Mathematical Validation Framework ensuring proper handling of edge cases and preventing division by zero errors
- Statistical Significance using sufficient calculation periods for reliable Sortino Ratio measurement and trend identification
📈 EMA Smoothing and Trend Analysis
- Exponential Moving Average Application reducing short-term noise while preserving trend direction for clearer signal interpretation
- Smoothing Period Configuration balancing responsiveness versus stability through adjustable EMA length parameters
- Trend Persistence Analysis identifying sustained performance improvements or deteriorations through smoothed ratio tracking
- Signal Quality Enhancement filtering market noise while maintaining sensitivity to genuine performance changes
- Null Value Protection using nz() function to handle missing values and ensure continuous ratio calculation
- Real-Time Updates providing current smoothed Sortino values for immediate performance assessment and decision making
🎨 Dynamic Visualization Framework
- Performance-Based Color Coding using green for strong performance above upper threshold and red for weak performance below lower threshold
- Neutral Zone Visualization displaying gray coloring for performance between thresholds indicating moderate risk-adjusted returns
- Threshold Reference Lines showing strong and weak performance boundaries through horizontal dashed lines for clear performance classification
- Dynamic Line Width using prominent line display for clear trend identification and professional chart presentation
- Real-Time Color Updates adjusting visualization based on current performance relative to threshold settings
- Professional Styling implementing institutional-grade visual elements for serious portfolio analysis and performance tracking
⚖️ Risk-Adjusted Performance Assessment
- Downside Risk Focus measuring only negative volatility for more accurate risk assessment compared to traditional Sharpe ratio
- Asymmetric Risk Recognition acknowledging that upside volatility is desirable while downside volatility represents true risk
- Benchmark Relative Performance comparing returns against risk-free alternatives for absolute performance measurement
- Statistical Robustness using proper mathematical formulation for reliable risk-adjusted return calculation
- Performance Classification providing objective strong/weak performance thresholds for systematic evaluation
- Trend Analysis Capability identifying improving or deteriorating risk-adjusted performance through smoothed trending
🔍 Advanced Configuration Options
- Flexible Source Selection accommodating different price sources for various analysis requirements and asset characteristics
- Adaptive Calculation Periods allowing adjustment for different market conditions and analysis timeframes
- Risk-Free Rate Customization enabling comparison against various benchmarks including government bonds and treasury rates
- Smoothing Parameter Control balancing signal clarity versus responsiveness through adjustable EMA periods
- Performance Threshold Management setting custom strong and weak performance boundaries for specific strategy requirements
- Precision Control using three decimal places for accurate ratio measurement and detailed performance tracking
📊 Professional Portfolio Analysis Applications
- Strategy Performance Evaluation measuring risk-adjusted returns for trading strategy assessment and optimization
- Portfolio Comparison comparing multiple strategies or assets using standardized Sortino measurements
- Risk Management Integration identifying periods of poor risk-adjusted performance for strategy adjustment
- Benchmark Outperformance tracking excess returns above risk-free alternatives for alpha generation measurement
- Performance Monitoring continuous assessment of strategy effectiveness through smoothed ratio trending
- Institutional-Grade Analysis providing professional portfolio management metrics for serious investment analysis
🔧 Technical Implementation Features
- Mathematical Accuracy implementing proper Sortino formula with correct statistical methodology and precision handling
- Computational Efficiency using optimized loops and calculations for real-time performance measurement
- Error Prevention incorporating comprehensive validation and edge case handling for reliable operation
- Memory Management efficient variable usage and calculation methods for optimal indicator performance
- Real-Time Processing providing immediate updates with each new bar for current performance assessment
- Professional Standards following institutional portfolio analysis methodology for serious risk management applications
✅ Key Takeaways
- Advanced Sortino Ratio implementation focusing exclusively on downside risk for superior portfolio performance measurement
- Customizable risk-free rate benchmarking enabling comparison against various market alternatives and investment environments
- EMA smoothing system reducing noise while preserving trend identification for clearer performance signal interpretation
- Dynamic threshold-based visualization providing objective performance classification through color-coded strong/weak boundaries
- Professional statistical implementation using proper mathematical methodology for institutional-grade risk-adjusted return analysis
- Flexible configuration options accommodating different analysis requirements, timeframes, and market conditions
- Comprehensive risk management integration enabling continuous strategy performance monitoring and optimization for superior portfolio management
Daily SMA200 Distance – Percentile Zones PROIndicator Description — Weekly/Daily SMA200 Distance – Percentile Zones
The SMA200 Distance – Percentile Zones indicator measures the percentage distance between the price and its 200-period Simple Moving Average (SMA200), and classifies it into historical percentile zones.
This tool helps traders and investors understand the market context of an asset relative to its long-term trend:
Cheap Zone (< P25): price at historically low levels compared to SMA200.
Value Zone (P25–P50): neutral range, where price trades around its long-term average.
Acceptable Zone (P50–P65): moderately high levels, still reasonable within an uptrend.
Not Recommended Zone (P65–P76): overextended territory, with increasing correction risk.
Very Expensive Zone (≥ P76): extreme levels, historically linked to overvaluation and potential market tops.
Percentiles are calculated dynamically from the entire historical dataset (since the SMA200 becomes available), providing a robust and objective statistical framework for decision-making.
✅ In summary:
This indicator works as a quantitative valuation map — showing whether the asset is cheap, fairly valued, acceptable, risky, or very expensive relative to its historical behavior against the SMA200.
BIST/TL_Volume_ScreenBIST/TL Volume Screening Tool
This script is designed to help traders analyze and screen BIST stocks based on volume conditions and moving average comparisons.
Custom Group Selection:
Choose from predefined BIST groups (BIST-1 to BIST-15) or create your own custom watchlist (“MY LIST”).
Flexible Screening Options:
Screen stocks by higher or lower volume relative to moving averages.
Adjustable screening types: Higher_Vol, Higher_Volx2, Higher_Volx3, Lower_Vol, Lower_Volx2, Lower_Volx3.
Define both the number of bars to check and the minimum conditions required.
Moving Averages:
Daily and weekly volume moving averages are plotted.
Adjustable MA lengths for flexibility:
Real-Time Volume Extrapolation
Estimates end-of-day volume during live sessions based on intraday patterns, allowing traders to anticipate final daily volume.
Pocket Pivot Detection:
Highlights potential pocket pivot signals when the stock trades near its 10-day or 50-day moving averages with strong volume.
Full Customization:
Adjustable bar width, proximity conditions, and pocket pivot length.
Ability to screen multiple stocks (up to 40 in the custom list)
How to Use:
Select the group of BIST stocks you want to analyze.
Set your preferred timeframe (Daily, Weekly, or Monthly).
Define your screening conditions for volume.
Review signals on the chart:
Histogram bars for volume.
Red line for moving average.
Green diamonds marking pocket pivot opportunities
SMA ProjectionWhat it does
Draws a linear projection of a Simple Moving Average (SMA) 20 bars into the future using the SMA’s recent slope. Optionally shows a tiny momentum flag (just a number) positioned 0.75× ATR below the SMA on the last bar. No future data is read; everything updates on the current bar only.
How it works
SMA: Standard SMA on your chosen source and length.
Projection (fixed 20 bars): Uses a linear extrapolation from the last SMA value with slope
slope = (ma - ma ) / slopeLen
Momentum magnitude (optional): A signed number where >0 = up-slope, <0 = down-slope, ~0 = flat. Units are selectable: price/bar, %/bar, or ATR/bar (default). The flag is rendered small and colored teal (pos) / red (neg) / gray (flat).
Key features
Fixed 20-bar projection (no input—keeps it simple and comparable).
Tiny numeric momentum flag (off by default) placed well below the line (0.75× ATR).
Unit choices for momentum: price/bar, %/bar, ATR/bar.
Deadband option to zero-out tiny slopes.
Non-repainting projection: drawn only on the last bar; updates each candle.
Inputs (summary)
SMA length and Source
Slope lookback (for magnitude)
Show momentum flag (default: Off)
Magnitude units: price/bar, %/bar, ATR/bar (default)
Deadband and Decimals for display control
Tips
For smoother projections, increase slope lookback; for responsiveness, decrease it.
Use ATR/bar or %/bar if you want momentum values that are more comparable across symbols and timeframes.
The projection is indicative, not predictive—combine with structure, volume, and risk management.
Notes & limits
The “future” line is just a linear extrapolation from recent behavior; regime shifts will break linearity.
The momentum flag text is intentionally minimal to avoid chart clutter.
Works on any timeframe; the projection distance is always 20 bars on that timeframe.
Tags: SMA, moving average, projection, slope, momentum, ATR, extrapolation, non-repainting, trading tools
EMA/SMA Zones 9, 21, 30, 50, 100, 200 + othersMeant for swing trading on the daily chart, feel free to copy and remove/add sections as you wish (Used chatGPT for a lot of it).
Volumetric Compressed MAVCMA (Volumetric Compressed Moving Average) uses the compressor and weighted standard deviation functions originally translated to pinescript by @gorx1 to plot moving averages in order to use for entry confirmation.
🔹 Concepts and Idea:
When we do music we always use different kinds of filters (low-pass, high pass, etc) for equalization and filtering itself. That stuff we use in finance as well. What we also always use in music are compressors, there dynamic processors that automatically adjust volume so it will be more consistent. Almost all the cool music you hear is compressed (both individual instruments (especially vocals) and the whole track afterwards), otherwise stuff will be too quite and too weak to flex on it, and also DJing it would be a nightmare.
🔹 Model:
I don't wanna explain it all in statistical / DSP way for once.
First of all, I think the population of volumes is log-normally distributed, so let's take logs of volumes, now we have a ~ normally distributed data. We take linearly weighted mean, add and subtract linearly weighted standard deviation from it, these would be our thresholds, the borders between different kinds of volumes explained before.
The upper threshold is for downward compression, that will not let volume pass it higher.
The lower threshold is for upward compression, all the volumes lower than this threshold will be brought up to the threshold's level.
Then we apply multipliers to the thresholds in order to adjust em and find the sweet spots. We do it the same way as in sound engineering when we don't aim for overcompression, we adjust the thresholds until they start to touch the signal and all good.
Afterwards, we delete all the number 1 and number 3 volume, leaving us exclusively with the clear main component, ready to be processed further.
We return the volumes to dem real scale.
For more info on Volume Compression it's highly advised to check @gorx1's initial script Volume Compressor
🔹 Settings:
MA Type: Moving average type to be used for comparison after calculating the compressed version of volume. This creates the second line after the compression line, so we can consider crossovers for confirmation entries.
Upward threshold: Upward threshold where the compression of volume is calculated. Increasing usually causes smoother lines.
Downward threshold: Downward threshold where the compression of volume is calculated. Decreasing usually causes smoother lines.
Compression Lookback: The Main lookback window of a volume that is used for compression. Increasing this would provide smoother lines but might cause delayed signals. Decreasing means more signals, but might cause whiplash and distorted signals.
Comparative Lookback: This is our lookback to be used with our ma type selection. There is no static better or worse lookback value for this indicator. It should be adjusted based on the pair.
🔹 Where to use:
This indicator should be used as another confirmation tool for your entry signals in your existing strategy/market following combination. Green dots (crossovers) mean bullish movement is expected, and red dots (crossbounders) mean bearish movement is expected. Automated crossover alerts are available. A reminder is that this kind of indicator should not be used on its own for trading, but rather should be used as a confirmation along with your trend detection and main entry indicators to provide additional confidence.
If you want to know under the hood, read the How it works section below.
🔹 How it works:
//This is our main compression calculation, which is used for the first line.
Compressed_out = compressor(volume, len_window, up_thresh, down_thresh)
//This is the secondary ratio calculation that we use for the second line.
Comp_ma = ma(ma_type, close * compressed_out, len_ml) / ma(ma_type, compressed_out, len_ml)
Vwma = ma(ma_type, close, len_window)
We calculate the ratio of the compressed volume and plot it against the base MA. Base MA's length is determined by the Compression Lookback input compared to the Comperative Lookback that is used for the compressed version. This provides us with another possible confirmation indicator that can be used to take advantage of volume ranges.
Dusk Wave🌊 Dusk Wave (시각적 분석 도구)
개요
기반 기술: 8단계 추세 파도 시각화
시간대: 모든 시간대 호환
신호: 신호 없음 (분석 전용)
용도: 추세 방향 및 강도 분석
Wave 테이블 설명
DUSK WAVE | TREND ANALYSIS
├─ Wave Alignment: 8개 파도 정렬 상태
├─ Trend Strength: 추세 강도 (Strong/Medium/Weak)
├─ Wave Direction: 파도 전체 방향 (Up/Down/Sideways)
├─ Fast Waves: 단기 파도 상태 (1-4번)
├─ Slow Waves: 장기 파도 상태 (5-8번)
├─ Convergence: 파도 수렴/발산 상태
└─ Trend Quality: 추세 품질 등급 (A/B/C/D)
Wave 해석 가이드
파란색 그라데이션: 8개 EMA 파도 표시
정렬 상태: 모든 파도가 같은 방향 = 강한 추세
파도 간격: 좁을수록 강한 추세, 넓을수록 약한 추세
색상 변화: 파도별 속도 차이 시각화
🌊 Dusk Wave (Visual Analysis Tool) - English Version
Overview
Core Technology: 8-Stage Trend Wave Visualization
Timeframe: Compatible with all timeframes
Signals: No signals (Analysis only)
Purpose: Trend direction and strength analysis
Wave Table Description
DUSK WAVE | TREND ANALYSIS
├─ Wave Alignment: 8 wave alignment status
├─ Trend Strength: Trend intensity (Strong/Medium/Weak)
├─ Wave Direction: Overall wave direction (Up/Down/Sideways)
├─ Fast Waves: Short-term wave status (Waves 1-4)
├─ Slow Waves: Long-term wave status (Waves 5-8)
├─ Convergence: Wave convergence/divergence state
└─ Trend Quality: Trend quality grade (A/B/C/D)
Wave Interpretation Guide
Blue Gradient: 8 EMA waves display
Alignment Status: All waves same direction = Strong trend
Wave Spacing: Closer = Stronger trend, Wider = Weaker trend
Color Changes: Visualizes speed differences between waves
All-In-One MA Stack ScalperWhat is this Indicator?
This tool is an advanced, multi-layered breakout and trend-following indicator designed for lower timeframes. It identifies high-conviction buy and sell signals by combining moving average stacking with a suite of professional-grade filters.
How Does It Work?
A signal is generated only when ALL of the following conditions are met:
Moving Average Stack (5M Chart):
Buy: The close price is above all five moving averages (MAs: 100, 48, 36, 24, 12).
Sell: The close price is below all five MAs.
Volatility Filter (ATR):
Signals only print when the current ATR (14) is at least 80% of its 100-period average, ensuring you only trade in actively moving markets.
Candle Structure Filter:
The current candle must have a real body that is at least 35% of the candle’s total range, filtering out dojis and indecision bars.
Big Candle Filter:
The candle’s total range must be at least 40% of the current ATR, avoiding signals on minor, insignificant moves.
Volume Filter:
The current volume must be at least 80% of its 50-period average, filtering out signals during illiquid or quiet market conditions.
Minimum Distance from All MAs:
Price must be a minimum distance (20% ATR) away from each MA, confirming a clean breakout and avoiding signals in tight MA clusters or ranging markets.
RSI Momentum Filter:
Buy: RSI(14) must be greater than 55.
Sell: RSI(14) must be less than 45.
This ensures trades are only taken in the direction of momentum.
ADX Trend Filter:
ADX(14,14) must be above 20, ensuring signals only print in trending conditions (not in chop/range).
Minimum Bars Between Signals:
Only one signal per direction is allowed every 10 bars to avoid overtrading and signal clustering.
What Does This Achieve?
Reduces noise and false signals common in basic MA cross or stack systems.
Captures only strong, high-momentum, and high-conviction moves.
Helps you avoid chop, range, and news whipsaws by combining multiple market filters.
Perfect for advanced scalpers, intraday trend followers, or as a trade filter for algos/EAs.
How to Use It:
Apply to your 5-minute chart.
Green BUY signals: Only when all bullish conditions align.
Red SELL signals: Only when all bearish conditions align.
Use as a stand-alone system or as a filter for your own entries.
Recommended For:
Scalpers & intraday traders who want only the best opportunities.
EA and bot builders seeking reliable signal logic.
Manual traders seeking confirmation of high-probability breakouts.
Tip:
Adjust any of the filters (e.g., RSI/ADX thresholds, minBars, minDist) to make it more/less selective for your style or market.
