Empiece

Indicadores y estrategias

Damodaran_EV_EBITLibrary "Damodaran_EV_EBIT" sector_sigma(sector)   Parameters:      sector (string) ev_ebit_base(industry)   Parameters:      industry (string) ev_ebit_band(industry, sector)   Parameters:      industry (string)      sector (string) ev_ebit_low(industry, sector)   Parameters:      industry (string)      sector (string) ev_ebit_high(industry, sector)   Parameters:      industry (string)      sector (string)
Biblioteca Pine Script®
por himynameisbuzz
AURORA PRIME Alerts (Indicator)/@version=6 indicator("AURORA PRIME Alerts (Indicator)", overlay=true) // --- inputs and logic copied from your strategy (only the parts needed for signals) --- tfHTF = input.timeframe("60", "HTF for Structure") // ... copy any inputs you want exposed ... // Example: assume longEntry, shortEntry, canAdd are computed exactly as in your strategy // (paste the same computations here or import them) // For demonstration, placeholder signals (replace with your real conditions) longEntry = false // <-- replace with your strategy's longEntry expression shortEntry = false // <-- replace with your strategy's shortEntry expression canAdd = false // <-- replace with your strategy's canAdd expression inPosLong = false // <-- replace with your strategy's inPosLong expression inPosShort = false // <-- replace with your strategy's inPosShort expression // Alert conditions exposed to TradingView UI alertcondition(longEntry, title="AURORA PRIME Long Entry", message="AURORA PRIME Long Entry") alertcondition(shortEntry, title="AURORA PRIME Short Entry", message="AURORA PRIME Short Entry") alertcondition(canAdd and inPosLong, title="AURORA PRIME Long Add", message="AURORA PRIME Long Add") alertcondition(canAdd and inPosShort, title="AURORA PRIME Short Add", message="AURORA PRIME Short Add") // Optional visuals to match strategy plotshape(longEntry, title="Long", style=shape.triangleup, color=color.new(color.lime, 0), size=size.small, location=location.belowbar) plotshape(shortEntry, title="Short", style=shape.triangledown, color=color.new(color.red, 0), size=size.small, location=location.abovebar)
Indicador Pine Script®
por bettencourt37
Zig Zag + Breakout Long Signal Description This indicator combines a classic ZigZag with a long-only breakout logic. A buy signal (small upward triangle) is generated when the price closes above the last confirmed swing high. The ZigZag calculation can be based either on closing prices or on high/low prices, depending on the selected input option. This allows the user to adjust the indicator to a more conservative (close-based) or more sensitive (high/low-based) behavior. Each swing high can trigger only one breakout signal, preventing repeated entries on the same level. The indicator is designed to help identify trend continuation setups and breakouts from consolidation phases. An optional confirmed-pivot mode can be used to reduce repainting. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instrument. Trading involves risk, and past performance does not guarantee future results. Always conduct your own analysis and use proper risk management before making trading decisions.
Indicador Pine Script®
por tk56301
Price vs OI 24h Relative Change📘 How to Use – Price vs Open Interest (24h Relative Change) This indicator compares price movement and open interest (OI) change over the last 24 hours, allowing you to better understand market positioning and trader behavior. It does not generate signals by itself. It is designed as a context and confirmation tool. 🔹 What the Indicator Shows Price Δ (green area) The percentage change in price compared to 24 hours ago. Open Interest Δ (purple area) The percentage change in open interest compared to 24 hours ago (based on Binance BTCUSDT perpetual futures). Zero line The 24h baseline. Values above zero indicate an increase, below zero a decrease. 🔹 How to Interpret the Relationship 📈 Price ↑ & OI ↑ ➡️ New positions are being opened in the direction of the move This usually confirms trend continuation. 📈 Price ↑ & OI ↓ ➡️ Short positions are being closed This often indicates a short squeeze or short covering rally, which can be less sustainable. 📉 Price ↓ & OI ↑ ➡️ New short positions are entering the market This suggests bearish conviction and possible downside continuation. 📉 Price ↓ & OI ↓ ➡️ Positions are being closed on both sides Often seen during deleveraging, consolidation, or range conditions. 🔹 How to Use It in Practice Use it as a confirmation tool alongside price action Compare price structure with OI behavior Identify whether moves are driven by new positioning or position closures Works on all timeframes (intraday to swing) ⚠️ Important Notes This indicator is non-repainting It uses relative changes, not absolute values It is best used to understand market structure, not as a standalone trading system
Indicador Pine Script®
por sugogou
ATR Action (Signed) + Signals + ConfidenceATR Action (Signed) — Context-Aware Volatility Signals with Confidence Scoring ATR Action (Signed) is a volatility-normalized indicator designed to answer a simple but often overlooked question: Was today’s move meaningful — or just noise? Instead of measuring raw price change, this indicator compares today’s percent move to the instrument’s typical daily volatility, expressed as a normalized, signed value called ATR Action. What makes this different Most ATR-based tools measure range. This script measures directional impact. ATR Action answers: How large was today’s move relative to normal volatility? Was the move statistically notable or routine? Did it occur with or against the prevailing trend? By combining volatility normalization, trend context, and signal classification, the indicator helps distinguish: Noise vs. meaningful expansion Opportunistic dips vs. structural weakness Momentum continuation vs. exhaustion Core Concepts ATR% (Average Daily Volatility) Calculated as the average absolute daily percent move over a user-defined period. This provides a “daily noise baseline” specific to each instrument. ATR Action (Signed) ATR Action = Today’s % Change ÷ ATR% Positive values = up days Negative values = down days |1.0| ≈ normal daily move |1.5+| = unusually large move |2.5+| = extreme move This allows consistent interpretation across stocks, crypto, and ETFs. Signals (context-aware) Signals are generated only when volatility expansion is meaningful and interpreted through trend context: BUY / ADD Large down day within an uptrend (potential shakeout) MOMENTUM Large up day within an uptrend TRIM / SELL Large up day within a downtrend RISK-OFF Large down day within a downtrend No signals are generated during normal volatility. Confidence Score (0–100) Each signal includes a confidence score, derived from: Magnitude beyond volatility thresholds Alignment with trend direction This is not a probability — it is a relative strength gauge to help compare setups and manage position sizing. On-Chart Table & Explainer The indicator includes: A compact table showing ATR Action, ATR%, today’s move, trend state, signal, and confidence An optional Explainer Panel (toggleable in settings) that documents each metric directly on the chart for transparency and education Intended Use ATR Action is designed for: Swing traders and position traders Scaling in/out rather than binary entries Comparing volatility events across different instruments Filtering emotional reactions during high-volatility periods It does not predict direction and does not repaint. Final Notes This script emphasizes context over prediction. Large moves matter — but only when viewed relative to normal behavior and prevailing trend. Use ATR Action to frame decisions, not replace them.
Indicador Pine Script®
por StonkJuicer
Intraday Context Authority (Liquidity & Time Filter)📌 Intraday Context Authority – Liquidity & Time Filter Most intraday losses do not come from bad indicators — they come from bad context. This indicator is a Tier-1 context engine designed to sit above your existing indicators and help answer one critical question: Is this a good place and time to trust intraday signals? 🔍 What this indicator does This tool does NOT generate buy or sell signals. Instead, it evaluates: Liquidity structure (range interaction, stop-hunts) Time structure (session phase, compression duration) And outputs one of three context states: ALLOW – Normal trading conditions RESTRICT – Elevated risk, caution advised HIGH RISK – Avoid trusting signals 🧠 Why use it Intraday markets are driven by: Liquidity collection before direction Time-dependent behavior False breakouts late in sessions This indicator helps: Avoid chasing late moves Identify stop-hunt environments Filter false breakouts Reduce low-quality trades ⚙️ How to use it Apply this indicator before momentum, trend, or volume tools Use it as a filter, not a trigger Best suited for intraday timeframes 🚫 What this indicator is NOT Not a strategy Not a signal generator Not a replacement for risk management
Indicador Pine Script®
por Market_Logic_India
BULL-BEAR-WALLDEMPurpose and Overview Designed for minimalistic charting, this indicator computes RSI (default 14-period on close) but hides all visuals—plots, bands, fills, and smoothing—to focus solely on divergence signals. With overlay=true, it integrates labels onto the main price chart, eliminating separate panes and scale issues. Divergences highlight momentum-price mismatches: bullish for potential upturns (e.g., weakening downtrends), bearish for downturns (e.g., fading rallies). The calculateDivergence input (default false) gates the logic, optimizing for user control and performance. Technical Implementation RSI Core: Employs ta.change(), ta.rma() for up/down averages, yielding rsi = 100 - (100 / (1 + up / down)). Divergence Module: Uses ta.pivotlow()/ta.pivothigh() with fixed lookbacks (left/right: 5) and range filter (5-60 bars). Conditions: Bullish (rsiHL && priceLL), Bearish (rsiLH && priceHH), evaluated conditionally. Rendering: plotshape() for labels (" Bull "/ " Bear ") at bar extremes (location.belowbar/abovebar), offset by -lookbackRight. Colors: green bull, red bear. Hiding: color=na for plots/hlines; transparent color.new(..., 100) for fills. Smoothing via switch (SMA/EMA/etc.) but invisible. Alerts: alertcondition() with pivot context messages. The structure prioritizes readability: grouped inputs, modular functions, and no unnecessary visuals. Usage Scenarios and Tips Apply to trending markets—e.g., 4H BTCUSD for crypto reversals or daily TSLA for stock pullbacks. Enable divergence in settings; labels offset to pivots aid quick scans. Pair with volume or trends for confirmation; alerts enable real-time monitoring. For backtesting, adapt to strategy() using conditions as entry signals. Customization Options Inputs: RSI length (min 1), source, divergence toggle (hidden display). Smoothing: Hidden group with MA types, lengths, BB multipliers. Extensions: Expose lookbacks as input.int(); add hidden divergences or MTF via request.security(). Limitations and Considerations Signals rely on data: No divergences mean no labels; adjust parameters for sensitivity. Repainting possible on live bars; best on closed data. Not standalone: Divergences (55-65% historical accuracy per studies) need context to avoid false positives in strong trends. v6-dependent; compatible but feature-limited in v5.
Indicador Pine Script®
por walldem
NTrades[Watchlist Trend Screener]NTrades – Watchlist Trend Screener NTrades Watchlist Trend Screener is a multi-symbol, multi-timeframe market structure scanner designed to help traders quickly identify directional bias and liquidity sweep behavior across selected instruments. The indicator displays a clean, color-coded table overlay showing trend conditions for each symbol across multiple timeframes, allowing traders to perform efficient top-down analysis without switching charts. The screener analyzes up to 8 user-defined symbols and evaluates trend conditions on the following timeframes: • Daily • 4 Hour (H4) • 1 Hour (H1) • 30 Minute (M30) • 15 Minute (M15) The trend classification is based on previous candle structure and liquidity sweep logic. Trend Conditions: Bull Sweep Occurs when the previous candle creates a higher high but closes back below the prior candle high, indicating potential liquidity grab above highs and possible bullish intent. Bear Sweep Occurs when the previous candle creates a lower low but closes back above the prior candle low, indicating potential liquidity grab below lows and possible bearish intent. Bullish Structure Triggered when the previous candle closes higher than the candle before it, suggesting upward momentum. Bearish Structure Triggered when the previous candle closes lower than the candle before it, suggesting downward momentum. Neutral Displayed when the candle range is fully contained within the previous candle range, indicating consolidation or indecision.
Indicador Pine Script®
por Nishann
UK NQ: Custom Day, Dynamic BreakThe Problem For UK-based traders focusing on the Nasdaq (NQ) or S&P 500 (ES), the trading day is usually split into two high-probability windows: the London Morning and the New York Open. However, every year in March and October, the US and UK change their clocks on different dates. During these 4 "Mismatch Weeks," the US market opens at 13:30 UK time instead of the usual 14:30. If your session highlighter is fixed, your lunch break will be out of sync, causing you to miss the critical US pre-market volatility or trade during the "Lunch Lull." The Solution This indicator is a "Smart" session manager specifically designed for the UK timezone (Europe/London). It allows you to set your preferred working hours (e.g., 09:15 to 17:15) but dynamically recalculates your internal lunch break based on the live relationship between the London and New York exchange clocks. Key Features Dynamic "Smart Break" Logic: The script identifies when the US has "Sprung Forward" or the UK has "Fallen Back" earlier than the other. It automatically shifts your 90-minute lunch break 1 hour earlier (from 12:00 to 11:00) during those weeks. Fixed Work Window: Your overall trading day (Start/End times) remains fixed to your local UK clock, while only the internal high-volume windows shift to stay aligned with Wall Street. Universal Backtesting (2020–2030): Unlike basic highlighters, this script contains a built-in mathematical calendar for DST shifts. It is 100% accurate for historical backtesting across the last 5 years and the next 5 years. Customizable Inputs: Easily adjust your start time (e.g., 09:00 vs 09:15) and finish time to suit your personal trading plan. How to Read the Chart Blue Zone (London Morning): Highlights the trend established by European institutional flow. Uncolored Zone (The Break): Represents the "Lunch Lull." A visual cue to stay flat during lower liquidity. Green Zone (US Open/Overlap): Highlights the surge in volume starting with US Economic Data (13:30/12:30) and the New York Opening Bell. Perfect For: Intraday traders based in the UK who want a "set and forget" solution that ensures they are always at their desk exactly 1 hour before the US market opens, regardless of what the clocks are doing.
Indicador Pine Script®
por ManWithDPlan
Q-Trend + Keltner Squeeze ZonesThe indicator you are using is a **custom combination** of two distinct tools overlaid on the same chart in TradingView: **Q-Trend** (by tarasenko_) and a **Keltner Channel Squeeze** setup (with Bollinger Bands for squeeze detection). The result is a visual system designed to identify trend direction and manage positions with volatility-aware levels. ### 1. Q-Trend Component **Purpose**: Determines the overall trend bias and generates entry/continuation signals. **How it works** (core logic): - It calculates a dynamic **trend line** (often labeled "Q-Trend Line" when visible) as the midpoint between the highest and lowest price over a long lookback period (default 200 bars). - An **ATR-based buffer** (epsilon = ATR × multiplier, default 1.0) is added/subtracted to create upper and lower threshold bands around this trend line. - Signals occur when price crosses or decisively moves beyond these thresholds: - **Buy signal** → price breaks above the upper threshold (trend line + epsilon). - **Sell signal** → price breaks below the lower threshold (trend line – epsilon). - **Strong signals** incorporate additional conditions based on proximity to recent range extremes. - Bar coloring (blue for bullish, red for bearish by default) and optional labels/arrows reinforce the trend direction. **Practical role in your setup**: - Acts as the **primary trend filter**. - You only consider long positions when the chart shows bullish coloring/signals, and short positions when bearish. ### 2. Keltner Channel Squeeze Component **Purpose**: Identifies periods of low volatility (compression) and potential directional breakouts, while providing dynamic support/resistance and trailing levels. **How it works**: - **Center line** → 20-period EMA of close (orange when visible) — serves as your visual midpoint reference. - **Inner bands** → Center ± (ATR × inner multiplier). Default inner = 1.8 ATR. - **Outer bands** → Center ± (ATR × outer multiplier). Default outer = 3.3 ATR. - **Bollinger Bands** (optional, default hidden) → 20-period SMA ± 2 standard deviations — used only internally to detect a **squeeze** (when BB width < inner Keltner width). - **Squeeze breakout arrows**: - Lime up arrow below bar → bullish breakout (close above upper inner band after squeeze). - Red down arrow above bar → bearish breakout (close below lower inner band after squeeze). - **Labels** appear at key events: - "SQUEEZE BREAK UP" / "SQUEEZE BREAK DOWN" on initial breakout. - "REBALANCE UP" / "REBALANCE DOWN" when price returns inside the inner band after a breakout (potential mean-reversion or failure). **Visual zones** (when fills are enabled): - Upper red zone (between inner and outer upper bands) → potential short/rejection area in downtrends. - Lower blue zone (between inner and outer lower bands) → potential long/rejection area in uptrends. ### Your Overall Strategy (as Described) This is a **trend-following system with volatility-based scaling and protection**. It is designed to enter/add to positions in the direction of the prevailing trend while using the Keltner structure for timing and risk management. **Key rules you follow**: 1. **Trend filter first** — Confirm direction with Q-Trend: - Bullish (blue bars, Buy/Strong Buy signals) → only consider long trades. - Bearish (red bars, Sell/Strong Sell signals) → only consider short trades. 2. **Addition (scaling in)**: - In an **uptrend**: Add to longs when price pulls back **below the centerline** (mid Keltner/EMA) or touches/rejects the **inner lower band**. - In a **downtrend**: Add to shorts when price rallies to the **inner upper band**. - Rationale: These are temporary retracements within the trend, not reversals. Scaling here improves average entry price. 3. **Entry trigger**: - Often initiated or confirmed by a Q-Trend Buy/Sell signal. - Keltner breakout arrows (lime/red) can provide additional timing confirmation. 4. **Trailing stop-loss**: - For **long positions**: Trail stop-loss below the **outer lower band** (lower_outer). - For **short positions**: Trail stop-loss above the **outer upper band** (upper_outer). - As price moves favorably, the outer band follows (via the shifting EMA + ATR), automatically locking in gains. - Activate/tighten the trail upon entry (e.g., after a Buy signal or breakout arrow). **Risk considerations**: - Use position sizing appropriate to account risk (e.g., 1–2% per trade). - The outer bands widen in high volatility → more room to breathe but larger potential loss. - Avoid forcing trades in choppy/range-bound markets (Q-Trend signals become less reliable). - Backtest on your specific instrument/timeframe (e.g., futures like ES/NQ) to validate behavior. This setup rewards patience: wait for clear trend alignment (Q-Trend), add on volatility-supported pullbacks (Keltner inner/mid), and let winners run while protecting with adaptive trailing levels (Keltner outer). If you would like clarification on any parameter, visual adjustment, or addition of alerts for your exact rules, please specify.
Indicador Pine Script®
por Servantthought
Intraday Cumulative Volume RatioThis indicator is designed to reveal the true order flow dominance from the start of the trading session. Unlike standard oscillators, it calculates the exact ratio between cumulative buying and selling volume using high-precision intrabar data. It answers a simple question: "How many times stronger is the buying pressure compared to selling pressure (or vice versa) since the market opened?" Key Features: Zero-Based Ratio: 0.0 = Perfectly balanced market (1:1). +1.0 = Buyers have 2x more volume than sellers. +2.0 = Buyers have 3x more volume than sellers. Negative values indicate seller dominance. Intrabar Precision: Uses lower timeframe data (e.g., 1-minute) to look inside higher timeframe candles for accurate volume classification. "Market Fuel" Filter: Helps identify stocks with sufficient momentum at the open. If the ratio stays low (near 0), the stock lacks the "fuel" for a sustained move. Clamp Function: Includes a built-in limiter (default 3.0) to prevent chart distortion caused by extreme volume anomalies at the market open. How to use: Identify Trend Strength: Look for values above +2.0 (or below -2.0) to confirm strong directional conviction. Filter Weak Stocks: If the indicator hovers around 0, avoid trading as there is no clear order flow advantage. Spot Divergences: If price makes a new high but the Ratio makes a lower high, the buying pressure is fading relative to selling pressure. Settings: Reset Period: Default is Daily (D). Analytical Timeframe: Set to 1 (minute) for best accuracy. Clamp Limit: Default is 3.0 to keep the chart readable.
Indicador Pine Script®
por martinschlosinger
NTrades [IFVG Model + SMT]NTrades – IFVG Model + SMT NTrades – IFVG Model + SMT is a multi-concept market structure indicator designed to identify high-probability intraday trading opportunities by combining Directional Fair Value Gaps (IFVG), Smart Money Technique (SMT) divergences, and Higher Timeframe (HTF) candle projections into one streamlined tool. Key Features ✅ Directional IFVG Model Detects and plots 15-minute Fair Value Gaps aligned with a selected daily market bias (Bullish or Bearish). Filters FVGs using customizable lookback days and automatically extends zones for forward reference. Focuses on post-NY open price inefficiencies for higher institutional relevance. ✅ SMT Divergence Detection Identifies pivot-based SMT divergences between the main chart symbol and up to two external correlated markets. Highlights bullish and bearish liquidity displacements using customizable styling. Allows timeframe-specific SMT visibility for cleaner chart analysis. ✅ Adjacent 15M SMT Confirmation Detects short-term SMT shifts between consecutive 15-minute candles. Provides rapid confirmation of potential liquidity grabs and reversals using visual divergence lines. ✅ Higher Timeframe Candle Overlay Displays projected HTF candles directly on the chart with optional Heikin Ashi smoothing. Includes projected Open, High, Low, and Close levels for precision execution and context. Supports automatic timeframe selection or fully customizable HTF settings. ✅ Advanced Customization Adjustable visual styling for FVGs, SMT signals, and HTF candles. Custom session opening time support. Flexible projection levels and display options for cleaner workflow integration.
Indicador Pine Script®
por Nishann
UK Dual-Session Highlighter (Fixed Day, Dynamic Break)Overview Specifically engineered for UK-based Nasdaq (NQ) and US Index traders who operate on a fixed professional schedule (09:15 – 17:15 UK Time). The primary challenge for UK traders is the 4-week annual "Timezone Mismatch" between London and New York (occurring in March and October). During these weeks, the US market opens at 13:30 UK time instead of the usual 14:30. This indicator solves that problem by automatically shifting your 90-minute lunch break to ensure you are always back at your desk exactly 1 hour before the Wall Street opening bell. The "Smart Break" Logic The indicator maintains a strict 09:15 start and 17:15 finish, but dynamically re-calculates the internal "Lunch Lull" based on the live US/UK offset: Standard Weeks (5hr Offset): Morning: 09:15 – 12:00 | Break: 12:00 – 13:30 | Afternoon: 13:30 – 17:15 Mismatch Weeks (4hr Offset): Morning: 09:15 – 11:00 | Break: 11:00 – 12:30 | Afternoon: 12:30 – 17:15 Key Features (2020–2030 Ready) Universal Backtesting: Unlike basic session highlighters, this script uses a mathematical calendar to identify DST mismatch dates for any year between 2020 and 2030. Perfect for verifying historical strategy performance. Zero-Maintenance: Automatically detects when the US "Springs Forward" or the UK "Falls Back" earlier than the other. Volatility Sync: Ensures your afternoon trading session always begins during the high-volume US Pre-Market window (1 hour before the NYSE open). Visual Clarity: Uses distinct colors to separate the London Morning trend from the New York Open overlap. How to Use Blue Zone (Morning): Trade the London session momentum. Uncolored Zone (Break): The "Lunch Lull." Step away from the screens during lower liquidity. Green Zone (Afternoon): Focus on US Economic Data (8:30 AM ET) and the 14:30 (or 13:30) New York Open. Settings All times are hard-coded to Europe/London standards. No manual timezone adjustments are required on your chart settings.
Indicador Pine Script®
por ManWithDPlan
_MyLibraryV1Library "_MyLibraryV1" maStackedBull(src, fastLen, midLen, slowLen)   Parameters:      src (float)      fastLen (int)      midLen (int)      slowLen (int) maStackedBear(src, fastLen, midLen, slowLen)   Parameters:      src (float)      fastLen (int)      midLen (int)      slowLen (int) bullCross(src1, src2)   Parameters:      src1 (float)      src2 (float) bearCross(src1, src2)   Parameters:      src1 (float)      src2 (float) bullRegime(src, len)   Parameters:      src (float)      len (int) bearRegime(src, len)   Parameters:      src (float)      len (int) rsiBull(len)   Parameters:      len (simple int) rsiBear(len)   Parameters:      len (simple int) atrExpansion(len)   Parameters:      len (simple int) atrContraction(len)   Parameters:      len (simple int)
Biblioteca Pine Script®
por i_bodnar
Quant Seasonality ProQuant Seasonality Pro (QuantSeaz) Quant Seasonality Pro is a data-driven seasonal projection tool that extracts historical day-of-year return patterns and transforms them into a forward-looking price curve. Using log returns, cycle filters, and volatility-based scaling (ATR), it generates a dynamically anchored seasonal roadmap directly on your chart. The indicator allows you to switch between Trading Days (stocks/forex) and Calendar Days (crypto), apply U.S. election cycle filters, and analyze precisly historical data. The projected curve is detrended to isolate true seasonal structure and then scaled to current market volatility for realistic visualization. A built-in statistical dashboard provides: Confidence (%) based on historical win rates Expected Alpha (%) over the selected forward window ATR % (noise level) Viability ratio (Alpha adjusted for risk) This tool is designed for contextual edge — not signal automation. It helps traders align positioning with historical seasonal tendencies while maintaining proper risk management and independent confirmation. Hope you enjoy it
Indicador Pine Script®
por dinisfranco2006
Seasonality (100% reliable for the W)Quant Seasonality Pro (QuantSeaz) Quant Seasonality Pro is a data-driven seasonal projection tool that extracts historical day-of-year return patterns and transforms them into a forward-looking price curve. Using log returns, cycle filters, and volatility-based scaling (ATR), it generates a dynamically anchored seasonal roadmap directly on your chart. The indicator allows you to switch between Trading Days (stocks/forex) and Calendar Days (crypto), apply U.S. election cycle filters, and analyze historical data precisly. The projected curve is detrended to isolate true seasonal structure and then scaled to current market volatility for realistic visualization. A built-in statistical dashboard provides: Confidence (%) based on historical win rates Expected Alpha (%) over the selected forward window ATR % (noise level) Viability ratio (Alpha adjusted for risk) This tool is designed for contextual edge — not signal automation. It helps traders align positioning with historical seasonal tendencies while maintaining proper risk management and independent confirmation.
Indicador Pine Script®
por dinisfranco2006
Scientific MACD Scientific MACD v5.1 — User Guide An advanced momentum oscillator featuring eight scientifically-modeled moving average algorithms with adaptive signal generation and real-time calculation stability. Overview This indicator reimagines the traditional MACD through the lens of multiple scientific disciplines. Rather than relying on simple exponential moving averages, it offers eight distinct mathematical frameworks for calculating trend components—each derived from physics, biology, information theory, or behavioral science. The result is a highly adaptive momentum system that adjusts its sensitivity to market conditions through dynamic error-tracking and hybrid ensemble methods. Core Architecture Three-Component Structure Like the classic MACD, this indicator maintains three essential elements: Fast Line: Short-term trend component (default: 12 periods) Slow Line: Long-term trend component (default: 26 periods) Signal Line: Smoothed derivative of the MACD line (default: 9 periods) Independent Algorithm Selection Each component can use any of the eight available moving average types independently. This allows sophisticated combinations such as Wave fast + Entropy slow + Synaptic signal, creating multi-domain confirmation systems. Scientific Moving Average Models 1. Wave Mechanics MA A Fourier-inspired bandpass filter that decomposes price into harmonic components. Uses multiple sine wave harmonics (fundamental + overtones) centered around a mean price, with amplitude derived from period range. Higher harmonics receive decreasing weights. Ideal for identifying cyclical price structures and filtering noise through frequency domain analysis. 2. Thermodynamic Entropy MA Applies information theory concepts to market returns. Calculates Shannon entropy across a 5-bin probability distribution of returns, then uses entropy ratio to adapt smoothing intensity. High entropy (disorder) increases smoothing; low entropy (trending) decreases smoothing. Adds small entropy-based adjustments to center the moving average. 3. Biological Synaptic MA Implements Hebbian learning rules from neural biology. Maintains adaptive weights for recent price history that strengthen when current price movements correlate with past movements (associative learning). Weights decay exponentially with time and normalize between 0.5 and 2.0. Excels at capturing momentum persistence and regime changes. 4. Quantum Uncertainty MA Models price as a quantum superposition of states with probabilistic amplitudes. Uses Gaussian distance functions to project current price onto historical basis states, then calculates expectation values. Incorporates decoherence (mixing with previous states) for stability. Naturally handles uncertainty and provides smooth transitions between trend states. 5. Fluid Dynamics MA Treats price movement as fluid flow with Reynolds number classification. Calculates characteristic velocity, viscosity, and Reynolds number to determine flow regime. Laminar flow (low Re) uses diffusion-dominated smoothing; turbulent flow (high Re) uses advection-dominated smoothing. Includes stability clamps to prevent extreme deviations. 6. Network Cascade MA Applies epidemiological SIR (Susceptible-Infected-Recovered) models to price trends. Models trend strength as infection rate spreading through market participants. Adaptive smoothing based on active infections (trend strength) with mean reversion as recovery increases. Beta parameter derived from return surprises relative to volatility. 7. Behavioral Economics MA Incorporates Prospect Theory from psychology. Maintains an adaptation level (reference point) that updates slowly. Applies Tversky-Kahneman value functions with loss aversion (lambda = 2.25) and diminishing sensitivity (alpha = 0.88). Weights prices by psychological value rather than linear distance, emphasizing gains/losses relative to perceived anchors. 8. Hybrid Ensemble MA Combines all seven models through inverse-error weighting. Tracks exponential moving average of prediction errors for each component model, then assigns weights inversely proportional to recent error. Automatically favors whichever scientific model best fits current market conditions. Displays real-time weight distribution table when enabled. Signal Generation Quality-Filtered Crossovers Standard MACD crossovers are enhanced with statistical quality gates: Bull Signal: MACD crosses above Signal while MACD is below zero and histogram exceeds 80th percentile of recent values Bear Signal: MACD crosses below Signal while MACD is above zero and histogram below 20th percentile of recent values High-Quality Signals Additional filter requiring signal quality ratio (histogram magnitude divided by histogram volatility) to exceed 2.0. These appear as HQ↑ and HQ↓ markers, indicating statistically significant momentum shifts. Visualization Features Dynamic Color Coding MACD Line: Lime/olive when above signal (bullish), red/maroon when below (bearish) Histogram: Intensity varies with signal quality—brighter colors indicate stronger statistical significance Signal Line: Orange for clear differentiation Zero Line: Dashed gray reference Volatility Zone: Gray fill between ±1 standard deviation of MACD values Hybrid Weight Display When Hybrid MA is selected and Show Hybrid Weights is enabled, a real-time table displays current ensemble weightings for all seven component models as percentages. Updates dynamically as market conditions favor different scientific approaches. Key Input Parameters Core Settings Fast Length: Short-term lookback (2-200, default 12) Slow Length: Long-term lookback (3-500, default 26) Signal Length: Smoothing period for signal line (2-100, default 9) Scientific Parameters ZigZag Detection Depth: Influences cyclicality measures in Wave and Fluid models (3-20, default 5) Real-Time Calculation Fix: Blends calculated values with current price during unconfirmed bars to prevent repainting artifacts MA Configuration Independent algorithm selection for Fast, Slow, and Signal components. Options: Wave, Entropy, Synaptic, Quantum, Fluid, Cascade, Behavioral, Hybrid. Display Settings Toggle for Hybrid weight table visibility. Operational Workflow Select appropriate lengths for your timeframe and trading style Choose MA algorithms based on market characteristics: Trending markets: Synaptic, Cascade, or Behavioral Cyclical/ranging markets: Wave or Quantum High volatility: Entropy or Fluid Unknown regime: Hybrid (adaptive ensemble) Enable Real-Time Calculation Fix for live trading to prevent repainting Monitor standard crossovers for entry signals Prioritize HQ (High Quality) signals for lower-risk entries Use histogram color intensity to gauge signal strength When using Hybrid, monitor weight table to understand which models are currently dominant Best Practices Use longer lengths (20-50-10) for swing trading, standard (12-26-9) for day trading Combine complementary algorithms: fast Wave + slow Entropy captures cycles within noise-filtered trends Enable Hybrid during regime uncertainty—it automatically selects optimal models Disable Real-Time Calculation Fix for historical analysis, enable for live signals Watch for divergence between MACD and price while monitoring histogram quality for confirmation Volatility zone fill helps identify when MACD moves reach statistical extremes This indicator provides mathematically sophisticated trend analysis. Algorithm selection significantly impacts signal characteristics—experiment with combinations to find optimal fit for your market and timeframe.
Indicador Pine Script®
por Cmo22
Polynomial Regression Clustering [LuxAlgo]The Polynomial Regression Clustering indicator utilizes K-Means clustering to categorize historical price data into discrete levels and fits polynomial regression curves to each identified cluster. This tool allows traders to visualize non-linear trends within specific price regimes, providing a unique perspective on support, resistance, and price momentum. 🔶 USAGE The indicator identifies "K" number of clusters based on the vertical distribution of price over a user-defined lookback period. Each cluster represents a group of bars that share similar price levels, and a polynomial regression line is calculated to represent the localized trend for that specific group. 🔹 Cluster Identification The script groups price action into color-coded dots. By default, it uses the HL2 (Average price) to determine which cluster a bar belongs to. This is particularly useful for identifying historical value areas where price has spent a significant amount of time. 🔹 Polynomial Fitting Unlike standard linear regression, which produces a straight line, the polynomial regression curves can bend to fit the data more accurately. A Polynomial Degree of 1 will result in a standard linear regression (straight lines). A Polynomial Degree of 2 or higher allows for curves that capture parabolic moves or cyclical swings within each cluster. 🔹 Future Projections The current active cluster (the one containing the most recent price point) can be projected into the future. This allows you to see where the localized trend for the current price regime is heading based on the mathematical fit of historical data. 🔶 DETAILS 🔹 K-Means Algorithm The script uses an iterative K-Means algorithm to find the optimal centroids (center points) for the price levels. It calculates the distance of each price point to the nearest centroid and refines the centroid position until the clusters are stable or the maximum iterations are reached. 🔹 Regression Logic Once price points are assigned to a cluster, the script solves for the coefficients of a polynomial equation that minimizes the distance between the line and the cluster's data points. To ensure numerical stability with higher degrees, the horizontal (time) axis is normalized before performing matrix operations. 🔶 SETTINGS 🔹 K-Means Number of Clusters (K): Defines how many price levels the indicator should look for. Higher values create more granular levels. Lookback Period: The number of recent bars used to perform the clustering and regression calculation. Max Iterations: The maximum number of refinement steps for the K-Means algorithm. 🔹 Regression Polynomial Degree: Controls the "bend" of the regression lines. Higher degrees allow for more complex curves. Extend All Fits to Current Bar: When enabled, the regression lines for all historical clusters are extended to the rightmost edge of the chart. Project Current Cluster into Future: Extends the current regime's regression line into the future (empty space) using a dashed line. 🔹 Visual Style Show Regression Lines: Toggles the visibility of the polynomial curves. Show Cluster Dots: Toggles the visibility of the colored dots on each price bar. Dot Size: Adjusts the size of the cluster dots. Cluster Colors: Customizable colors for each of the identified clusters.
Indicador Pine Script®
por LuxAlgo
3