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Correlation Stability3 CORRELATION STABILITY INDICATOR This indicator is shown as a table on the main chart. WHAT IT DOES
It evaluates how stable the statistical relationship between two assets is over time using correlation analysis. HOW IT WORKS • Correlation between two assets is calculated over rolling windows • The test is performed periodically • Each window is marked as pass or fail depending on correlation strength • If more than half of the tested windows pass, the pair is considered stable The result is displayed as a simple table showing the current status of the pair. HOW TO USE
This indicator is a filter, not a trading signal. It helps the trader: • Select suitable pairs for statistical arbitrage • Avoid trading pairs where the relationship has broken down • Improve the quality of mean-reversion signals RECOMMENDED TO USE WITH • Ornstein–Uhlenbeck Z-score for signal generation • OU Signals Overlay for trade visualization TRIGONUM STATISTICAL ARBITRAGE INDICATORS This is a series of indicators developed by Trigonum for statistical arbitrage and pairs trading. The core idea of the series is to trade the relationship between two assets, not the direction of a single market.
All signals are based on mean reversion of a spread between two instruments and are intended to be used with hedged positions (long one asset and short the other). The series consists of three indicators, each serving a different purpose.
Indicador Pine Script®
por Trigonum_Trade
Daily Put Spread Signals - Final Clean v5//@version=5 indicator("Daily Put Spread Signals - Final Clean v5", overlay=true) //======================== // Inputs //======================== ma20Len = input.int(20, "MA20 Length") ma50Len = input.int(50, "MA50 Length") ma200Len = input.int(200, "MA200 Length") pullbackPct = input.float(0.01, "Pullback proximity to MA20 (1% = 0.01)", step=0.005) minRedDays = input.int(1, "Min red days in last 5 bars (0-5)", minval=0, maxval=5) stopBelow200Pct = input.float(0.005, "STOP: Close below MA200 by % (0.5%=0.005)", step=0.0025) //======================== // Moving averages //======================== ma20 = ta.sma(close, ma20Len) ma50 = ta.sma(close, ma50Len) ma200 = ta.sma(close, ma200Len) //======================== // Trend filter (bull regime) //======================== bullTrend = close > ma50 and close > ma200 and ma50 > ma200 //======================== // Pullback condition (near MA20) //======================== nearMA20 = close <= ma20 * (1 + pullbackPct) //======================== // Count red candles in last 5 bars (NO ta.sum) //======================== isRed(barBack) => close < open ? 1 : 0 redCount = isRed(0) + isRed(1) + isRed(2) + isRed(3) + isRed(4) hasMinRed = redCount >= minRedDays //======================== // Bounce confirmation //======================== bounce = close > open and close > close //======================== // Entry signal //======================== enter = bullTrend and nearMA20 and hasMinRed and bounce //======================== // Exit signals //======================== takeProfit = ta.crossover(close, ma20) stopOut = close < ma200 * (1 - stopBelow200Pct) //======================== // Plots //======================== plot(ma20, "MA20", linewidth=2) plot(ma50, "MA50", linewidth=2) plot(ma200, "MA200", linewidth=2) plotshape(enter, title="ENTER", style=shape.labelup, location=location.belowbar, text="ENTER Sell Put Vertical", size=size.small) plotshape(takeProfit, title="EXIT TP", style=shape.labeldown, location=location.abovebar, text="EXIT Take Profit", size=size.small) plotshape(stopOut, title="EXIT STOP", style=shape.labeldown, location=location.abovebar, text="EXIT STOP", size=size.small) //======================== // Alerts //======================== alertcondition(enter, title="ENTER Alert (Daily)", message="ENTER (Daily): Bull trend + pullback near MA20 + bounce. Consider selling put credit spread (30-45 DTE).") alertcondition(takeProfit, title="EXIT Take Profit Alert (Daily)", message="EXIT TP (Daily): Price reclaimed MA20. Consider taking profit on put spread.") alertcondition(stopOut, title="EXIT Stop Alert (Daily)", message="EXIT STOP (Daily): Close below MA200 threshold. Consider closing/rolling defensive.")
Indicador Pine Script®
por JosephGanapathy
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer. It goes beyond standard price gap detection by integrating **Market Structure (Dow/SMC)** and **Intra-Bar Orderflow** to classify the quality and intent behind price discontinuities. Key Features: 1. **Advanced Gap Detection & Lifecycle:** - **Flexible Definition:** Users can define gaps based on market psychology: - **Body (Open-Close):** Focuses on the "True Gap" between sessions or candles, ignoring wicks. - **Full (High-Low):** Focuses on total price dislocation where no trading occurred at all. - **Lifecycle Tracking:** The indicator persistently tracks open gaps and visually marks them as **Filled** once price mitigates the area by a user-defined percentage. 2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):** - **Context:** Standard tools treat a gap merely as empty price space. This indicator analyzes the **Micro-Auction** immediately surrounding the event to understand the mechanics of the move. - **Reconstruction:** Using high-resolution lower timeframe data, it builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin) and the **Post-Gap Candle** (The Reaction). - **Flow Validation:** This allows the user to verify **Orderflow Continuity**: Does the aggressive buying/selling that caused the gap continue immediately after, or is the move fading into absorption? 3. **Statistical Volume Profile Engine:** For each bar in the anchored period, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses **statistical models ('PDF' allocation)** to distribute volume across price levels and **advanced classifiers ('Dynamic' split)** to determine the buy/sell pressure within that profile. 4. **Structural & Volumetric Context:** - **Vacuum (Density):** Calculates the "Volume Density" per tick. A low density indicates a **Liquidity Vacuum** (price slipped due to lack of orders), while high density indicates aggressive fighting. - **Commitment:** Compares the volume surrounding the gap to the historical average to determine if big players are backing the move. - **Trend Alignment:** Filters signals based on the underlying trend using either **Dow Theory** or **Smart Money Concepts**. 5. **Gap Classification Engine:** The indicator automatically classifies gaps into four structural types based on the metrics above: - **Breakaway:** A high-conviction move that breaks structure, showing **Initiative** (breaking previous Value Area) and **Commitment** (High Volume). - **Runaway:** A continuation gap within an established trend, aligned with the Orderflow Delta. - **Exhaustion:** A gap that occurs late in a trend, often characterized by a **Liquidity Vacuum** (low density) despite high volume, signaling potential reversal. - **Common:** Standard volatility gaps lacking significant structural or volumetric backing. **Volume Fallback:** If no volume data is provided by the exchange (e.g., certain CFDs or Indices), the classification logic automatically defaults to **Common** to ensure strict signal integrity without Orderflow verification. 6. **Visual Orderflow Insight:** - **Profile Visualization:** Plots the reconstructed volume profile as a polyline directly adjacent to the gap, allowing you to see the "Injection" of volume that caused the move. - **Color Coding:** Gaps are color-coded based on their classification (Breakaway/Runaway/Exhaustion) and direction (Bullish/Bearish). 7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard tools, this indicator allows you to switch between three critical dimensions of market activity: - **VOLUME (The "Where"):** Shows standard acceptance levels. - **TIME (The "How Long"):** Measures duration at price (similar to TPO), indicating fair value (High Time) or rejection (Low Time). - **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts per Second) to reveal intent. **High Velocity** suggests aggression (initiative buying/selling), while **Low Velocity** despite volume indicates absorption (passive limit orders). 8. **Integrated Alerts:** Includes granular alerts for: - Detection of specific gap types (e.g., "Bullish Breakaway Gap"). - General gap formation. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Indicador Pine Script®
por AustrianTradingMachine
SMART TRADER 2 BY JONATHAN MWENDWA NDUNGESMART TRADER 2 BY JONATHAN MWENDWA NDUNGE is a professional-grade Donchian Trend Ribbon indicator designed for serious traders seeking clarity, precision, and reliability in trend analysis. Combining classic Donchian Channel logic with modern technical filters, this indicator identifies strong bullish and bearish trends while filtering out false breakouts and market noise. Key Features: Multi-Timeframe Support: Analyze trends from higher timeframes without leaving your chart. Acceptance Candle Filter: Reduces false signals by requiring trend confirmation across multiple bars. ADX Trend Strength Filter: Ensures trades are only signaled in strong trending conditions. ATR Volatility Buffer: Accounts for market volatility to reduce whipsaws. Dual Donchian (20/55) Option: Align short-term and long-term trend signals for higher accuracy. Ribbon Alignment Scoring: Quantifies trend strength visually and numerically; strong trend signals appear when multiple ribbons align. Non-Repainting & Backtest-Friendly: Ideal for both live trading and strategy backtesting. This indicator is suitable for traders of all experience levels who want a robust trend-following tool that balances responsiveness with reliability. Usage: Green ribbons indicate bullish trends, red ribbons indicate bearish trends. Long and short signals appear only when all filters align, helping traders avoid false breakouts. Combine with your own risk management and confirmation strategies for optimal results. Author: Jonathan Mwendwa Ndunge
Indicador Pine Script®
por jonathanmwendwa2021
High Low MTF PRO (2 HTF) - SurendarHigh Low MTF PRO (2 HTF) is a smart multi-timeframe support & resistance indicator that automatically plots important High and Low levels from the current timeframe and two higher timeframes. The indicator dynamically displays levels only when price is near, keeping your chart clean and focused on the most relevant zones. 🔹 Key Features ✅ Plots Current TF High & Low levels ✅ Plots High & Low from two selectable Higher Timeframes ✅ Lines appear only when price is near the level ✅ Lines disappear when price moves away ✅ Broken levels are automatically removed ✅ Custom colors for each timeframe ✅ Adjustable proximity distance ✅ Works on all markets and timeframes ✅ Non-repainting
Indicador Pine Script®
por surendarguna2001
MIZAN v12: Quantum Reality CloudDescription: MIZAN-QRC (Quantum Reality Cloud) is an experimental volatility indicator based on "Integrated Field Theory" and the "Observer Effect" from quantum mechanics. Unlike standard Bollinger Bands or Keltner Channels, this indicator modulates the width of the channel based on Volume Density (The Observer) rather than just price volatility. The Philosophy: The Observer Effect In quantum physics, a system exists in a state of "Superposition" (uncertainty) until it is observed. Upon observation, the wave function collapses into a definite state. MIZAN-QRC applies this to market physics: High Volume (Observer Present): The market reality is being "observed" by liquidity. The cloud contracts (Collapses), making support/resistance levels clearer and sharper. Low Volume (Observer Absent): The market is in a drift/uncertain state. The cloud expands (Superposition), indicating that price location is unreliable and prone to noise. Technical Calculation: The Core (137): The center of the cloud is a Volume Weighted Moving Average (VWMA) with a period of 137. This number represents the "Ontological Half-Life" or the Fine Structure Constant in Mizan Theory, acting as the gravitational center of the price. The Field (Cloud Width): The width is calculated using ATR (Volatility), but it is dynamically multiplied by a Gravity Factor. Gravity Factor = Mean Volume (137) / Local Volume (43) When Local Volume is HIGH, the factor drops (< 1.0), and the bands tighten. When Local Volume is LOW, the factor rises (> 1.0), and the bands widen. Coloring (Entropy): The cloud changes color based on a simplified L-Score logic (CCI + RSI combination). Cyan: Bullish Momentum + Positive Position. Orange: Bearish Momentum + Negative Position. How to Use: State Analysis: Look at the label on the last bar. COLLAPSE (CERTAINTY): The bands are narrow due to high volume. Breakouts here are high-probability "Real Moves." SUPERPOSITION (UNCERTAINTY): The bands are wide due to low volume. Avoid trading breakouts here; they are likely "Fake-outs" or noise. "BREAK" Signals: The indicator plots triangle signals ONLY when a breakout occurs during a "Collapse" state. This filters out low-volume whipsaws. This script is open source to encourage further research into volume-modulated volatility models.
Indicador Pine Script®
por muratkavak02
Donchian Channel + 200 MA Trading IndicatorThis indicator combines the Donchian Channel with a 200-period moving average to identify strong trending opportunities with momentum confirmation. Signal Interpretation: 🟢 Green Triangle (Bullish Signal) Appears when price breaks above the upper channel AND is trading above the 200 MA Indicates strong bullish momentum Suggests potential long entry opportunity 🔴 Red Triangle (Bearish Signal) Appears when price breaks below the lower channel AND is trading below the 200 MA Indicates strong bearish momentum Suggests potential short entry opportunity Trading Style: Designed for right-side entry (trend-following after confirmation) The 200 MA filter helps avoid false signals by ensuring alignment with the broader trend Best suited for swing trading and capturing sustained moves Key Components: Green Upper Band: Resistance/breakout level Red Lower Band: Support/breakdown level Orange Line: 200-period moving average (trend filter) Blue Middle Line: Channel midpoint (optional display)
Indicador Pine Script®
por ssun_6
JESUS SAVES LevelsJESUS SAVES Levels is a price-action based support and resistance indicator designed to automatically identify and visualize significant market levels. The indicator detects structural peaks and valleys from a user-selectable source timeframe and projects them as horizontal levels across the chart. These levels help traders understand where price previously reacted and where future reactions are more likely. Key Features • Automatic Peak & Valley Detection Levels are generated from clear market structure (swing highs and swing lows). • Multi-Timeframe Analysis Choose any source timeframe (e.g. M5, M15, H1) while viewing the levels on any chart timeframe, including M1. • Dynamic Level Validation Levels remain active as long as price respects them. Once broken, they are automatically marked as invalid and visually faded, remaining visible only for historical context. • Clean & Minimal Chart Design Valid levels are clearly visible, while invalid levels fade into the background to keep the chart readable. • Performance Optimized An internal level limit ensures fast loading and smooth performance, even on lower timeframes. Ideal For • Support & resistance trading • Market structure analysis • Intraday and scalping strategies • Higher-timeframe context on lower-timeframe charts JESUS SAVES Levels focuses on clarity, structure, and discipline — helping traders better understand price behavior without clutter or subjective drawing.
Indicador Pine Script®
por sigusto
Statistical Range and Daily Range - MaePla PakkakeawSupport & Resistance Box (MaePla Pakkakeaw) Major support and resistance levels are drawn approximately 500 points apart. These are called Statistical Lines. Statistical support and resistance levels are drawn at price levels ending in 0 and 5. Daily Range (Start the Day on H4 Timeframe) At 7:00 AM, check the H4 candle close. Identify the price level closest to a statistical line as the minor support or resistance. The next statistical line 500 points above becomes the upper price range. The next statistical line 500 points below becomes the lower price range.
Indicador Pine Script®
por ninjap6cih
Multi Trendlines from Pivots (>=3 Touches). DaliliIndicator Description Multi Trendlines from Pivots (≥3 Touches) This indicator automatically identifies and draws straight support and resistance trendlines based on confirmed price pivots. It is designed to approximate how a disciplined discretionary trader would draw trendlines, but does so algorithmically and consistently. What it does 1. Pivot-based structure detection The indicator first identifies swing highs and swing lows using a configurable pivot length. Only confirmed pivots are used, so lines do not repaint. 2. Line construction logic For each side of the market: • Pivot highs are used to construct resistance lines (drawn in red). • Pivot lows are used to construct support lines (drawn in green). All possible straight lines formed by pairs of pivots are evaluated. 3. Minimum touch requirement A line is only considered valid if at least 3 pivot points fall on or very near that line. “Near” is defined by a volatility-adjusted tolerance using ATR (Average True Range), so the logic adapts across symbols and timeframes. 4. Multi-line output The script does not stop at a single trendline. It draws as many valid lines as possible, up to a configurable maximum per side, prioritizing lines with the highest number of touches. 5. Dynamic updating Lines are rebuilt only when new pivots form. Old lines are removed and replaced as structure evolves, keeping the chart clean and relevant. Visual output • Red straight lines: Resistance lines derived from pivot highs. • Green straight lines: Support lines derived from pivot lows. • Lines optionally extend to the right, projecting future support or resistance. What it is not • It does not curve or smooth lines. • It does not use regression channels or moving averages. • It does not rely on candle bodies unless explicitly modified. • It does not repaint past structure. Use case This indicator is best suited for: • Structural market analysis. • Identifying confluence zones where multiple trendlines cluster. • Swing trading and breakout/failure analysis. • Overlaying objective structure on discretionary price action analysis. If you want to further constrain it, the next logical refinements would be: • Only downward-sloping resistance and upward-sloping support. • Requiring touches to be higher highs or lower lows. • Switching touches from pivots to raw candle highs/lows. • Enforcing minimum bar separation between touches. All of those can be layered on without changing the core architecture.
Indicador Pine Script®
por cdalili
SBP Smart Trade Navigator [Multi-Phase] Key Features — SBP Smart Trade Navigator ✅ 1. Multi-Phase Trend Engine Uses ATR-based Trend Guard to identify primary market direction Filters false signals during sideways markets Automatically adapts to volatility ✅ 2. Adaptive Flow Confirmation Dynamic weighted moving average based on volatility Confirms trend strength before entries Helps avoid weak breakouts ✅ 3. PMR Trend Ribbon System Dual-wave smoothing structure Visual momentum ribbon for trend clarity Green/Red zones indicate bullish/bearish pressure ✅ 4. Smart Trend Smoother (Sigmoid Engine) Advanced smoothing algorithm Reduces noise without lag Acts as dynamic support/resistance ✅ 5. Power Momentum Filter Normalized impulse detection Identifies high-energy candles Filters low-quality entries ✅ 6. Multi-Confirmation Entry System Score-based entry validation Requires multiple technical agreements Improves signal reliability ✅ 7. Non-Repainting Signals Uses candle-close confirmation No historical repainting Reliable backtesting results ✅ 8. Intelligent Signal Spacing Volatility-based label positioning Clean and readable charts No overlapping signals ✅ 9. Built-In Risk & Exit Logic EMA compression exit system Early warning for momentum loss Helps manage open trades ✅ 10. Re-Entry & Continuation Detection Identifies fresh trend continuation zones Allows structured re-entries Avoids overtrading ✅ 11. Fully Customizable Interface Toggle each component on/off Separate control groups Works on all timeframes ✅ 12. Multi-Asset Compatible Works on: Stocks Indices Forex Crypto Futures Optimized for intraday and swing trading 📈 Best Use Guidelines (Optional Section) Works best in trending markets Combine with support/resistance Avoid low-volume periods User Notice ⚠️ Always use proper stop-loss and risk management. No trading system is perfect, and losses are part of trading. ⭐ If this indicator helps you, kindly support it by liking and boosting. Your feedback in the comments is highly appreciated and will help improve future upgrades. 💬 Please share your suggestions on what features you would like to see added or improved.
Indicador Pine Script®
por ritaprasad43
Volume Weighted MACD (Bollinger style)This indicator implements a Volume-Weighted MACD inspired by John Bollinger’s approach. Instead of using standard exponential moving averages, the MACD line is calculated with volume-weighted EMAs, giving more importance to price movements that occur with higher volume. The signal line remains a regular EMA of the VWMACD, preserving the classic MACD structure while adding volume confirmation. How it works Fast VWEMA = EMA(price × volume) / EMA(volume) Slow VWEMA = EMA(price × volume) / EMA(volume) VWMACD = Fast VWEMA − Slow VWEMA Signal Line = Standard EMA of the VWMACD Histogram = Difference between VWMACD and Signal Purpose The indicator helps answer a key question: Does volume support the trend? If price moves are accompanied by strong volume, the VWMACD will reinforce the signal. If volume fades, underlying weakness becomes more visible. Typical Use Crossovers for timing entries and exits Divergences to spot potential reversals Histogram expansion/contraction to gauge momentum strength This tool blends trend and momentum analysis with built-in volume weighting to reduce false signals caused by low-participation price moves.
Indicador Pine Script®
por danavillanueva