CMP vs ATH PercentageThis indicator helps traders and investors track how the current market price (CMP) compares to the all-time high (ATH) price of an asset. It calculates the percentage difference between the CMP and ATH and displays it visually on the chart. A label is placed on the latest bar, showing key information like:
ATH (All-Time High Price)
CMP (Current Market Price)
Percentage Comparison (CMP as a percentage of ATH)
Additionally, the indicator plots a horizontal line at the ATH level to provide a clear visual reference for the price history.
Use Cases:
Identify price levels relative to historical highs.
Gauge whether the price is nearing or far from its ATH.
Quickly assess how much the price has recovered or declined from the ATH.
Customization:
You can modify the label's style, color, or text formatting according to your preferences. This indicator is useful for long-term analysis, especially when tracking stocks, indices, or other financial instruments on a weekly timeframe.
Note:
This indicator is designed to work on higher timeframes (e.g., daily or weekly) where ATH levels are more meaningful.
Indicadores y estrategias
Engulfing Pattern with Volume and EMAs
**Strategy Overview:
This strategy combines price action (Engulfing patterns), volume analysis, trend confirmation (EMAs), and noise reduction (ATR filter) to generate high-probability trading signals.
Engulfing Pattern with Volume, EMAs, and Market Noise Filter**
This strategy identifies bullish and bearish Engulfing candlestick patterns, combined with volume analysis, moving averages (EMAs), and a market noise filter to generate trading signals.
**Key Components:**
1. **Engulfing Pattern Detection:**
- **Bullish Engulfing**: A green candle completely engulfs the previous red candle.
- **Bearish Engulfing**: A red candle completely engulfs the previous green candle.
2. **Volume Filter:**
- Signals are validated only if the current volume is higher than the 20-period Simple Moving Average (SMA) of volume.
3. **EMA Indicators:**
- Three EMAs are plotted: 50-period (blue), 89-period (orange), and 200-period (red).
- These EMAs help identify the trend direction and provide additional confirmation.
4. **Market Noise Filter:**
- Uses the Average True Range (ATR) to filter out insignificant price movements.
- A signal is considered valid only if the price movement (absolute difference between open and close) is greater than 0.5 times the 14-period ATR.
**Trading Signals:**
**Buy Signal**:
- Bullish Engulfing pattern + High volume (above SMA 20) + Significant price movement (filtered by ATR).
- Plotted as a green "BUY" label below the candle.
**Sell Signal**:
- Bearish Engulfing pattern + High volume (above SMA 20) + Significant price movement (filtered by ATR).
- Plotted as a red "SELL" label above the candle.
**Customization:**
- Users can adjust EMA lengths, volume SMA period, and ATR multiplier to suit their trading preferences.
Candlesticks Not Touching EMA 3 & EMA 5 ScannerCandlesticks Not Touching EMA 3 & EMA 5 Scanner
Short Title: EMA Scanner
Overview
This indicator scans for candlesticks that do not touch the EMA 3 and EMA 5, highlighting potential trading opportunities where price action is significantly distanced from these moving averages. It identifies momentum-based entries and helps traders spot strong trends.
How It Works
It checks if the candle's high and low are completely above or below both EMAs (3 & 5).
It ensures that the distance between the candle and EMA 5 is at least a user-defined multiple of the candle range.
When a valid candle is detected, a triangle marker appears below (for long trades) or above (for short trades).
Trade Execution Strategy
Entry:
Long Entry → Break of the candle’s high
Short Entry → Break of the candle’s low
Stop Loss:
Long SL → Low of the same candle
Short SL → High of the same candle
Target: EMA 5
Additional Features
✅ Plots EMA 3 (Blue) and EMA 5 (Red) for reference
✅ Marks potential long and short trades with arrows
✅ Detects & plots when Target or Stop Loss is hit
✅ Alerts for valid signals, target hits, and stop loss hits
Best Use Cases
🔹 Suitable for intraday & swing traders looking for momentum-based trades
🔹 Works well in trending markets
🔹 Helps identify mean-reversion & breakout opportunities
🚀 Use this indicator to refine your trading setups & boost your market edge! 🚀
Ethereum COT [SAKANE]#Overview
Ethereum COT is an indicator that visualizes Ethereum futures market positions based on the Commitment of Traders (COT) report provided by the CFTC (Commodity Futures Trading Commission).
This indicator stands out from similar tools with the following features:
- **Flexible Data Switching**: Supports multiple COT report types, including "Financial," "Legacy," "OpenInterest," and "Force All."
- **Position Direction Selection**: Easily switch between long, short, and net positions. Net positions are automatically calculated.
- **Open Interest Integration**: View the overall trading volume in the market at a glance.
- **Comparison and Customization**: Toggle individual trader types (Dealer, Asset Manager, Commercials, etc.) on and off, with visually distinct color-coded graphs.
- **Force All Mode**: Simultaneously display data from different report types, enabling comprehensive market analysis.
These features make it a powerful tool for both beginners and advanced traders to deeply analyze the Ethereum futures market.
#Use Cases
1. **Analyzing Trader Sentiment**
- Compare net positions of various trader types (Dealer, Asset Manager, Commercials, etc.) to understand market sentiment.
2. **Identifying Trend Reversals**
- Detect early signs of trend reversals from sudden increases or decreases in long and short positions.
3. **Utilizing Open Interest**
- Monitor the overall trading volume represented by open interest to evaluate entry points or changes in volatility.
4. **Tracking Position Structures**
- Compare positions of leveraged funds and asset managers to analyze risk-on or risk-off environments.
#Key Features
1. **Report Type Selection**
- Financial (Financial Traders)
- Legacy (Legacy Report)
- Open Interest
- Force All (Display all data)
2. **Position Direction Selection**
- Long
- Short
- Net
3. **Visualization of Major Trader Types**
- Financial Traders: Dealer, Asset Manager, Leveraged Funds, Other Reportable
- Legacy: Commercials, Non-Commercials, Small Speculators
4. **Open Interest Visualization**
- Monitor the total open positions in the market.
5. **Flexible Customization**
- Toggle individual trader types on and off.
- Intuitive settings with tooltips for better usability.
#How to Use
1. Add the indicator to your chart and click the settings icon in the top-right corner.
2. Select the desired report type in the "Report Type" field.
3. Choose the position direction (Long/Short/Net) in the "Direction" field.
4. Toggle the visibility of trader types as needed.
#Notes
- Data is provided by the CFTC and is updated weekly. It is not real-time.
- Changes to the settings may take a few seconds to reflect.
Key Levels Theory with Boxes v3Key Levels Theory with Boxes
This script helps traders visualize important price levels and mark them with lines and boxes on a chart. The lines represent key whole number levels, and the boxes give you a visual reference to see how price interacts with these levels. This tool can be used to track support/resistance areas and anticipate price movement based on round numbers.
Key Functions:
Lines:
The script draws horizontal lines at key price levels (e.g., 2850, 2855, 2860, etc.) starting from a defined "start level."
The lines are dashed by default and their appearance can be customized (color, style, width).
Boxes:
For each level, a box is drawn above and below the line.
The size of the box is fixed (1.5 units above and below the level) and it can be customized to any other interval.
The box is filled with a green color by default, with 5% opacity, so it doesn’t overpower the chart but still provides a visual reference.
Customizable Inputs:
Start Level: The starting price level from which all other levels will be calculated (e.g., 2850).
Number of Levels: How many levels of lines and boxes you want to display (e.g., 6 levels).
Box Interval: The distance above and below each level to define the size of the boxes (default is 1.5).
Line Style: The appearance of the lines (solid, dotted, or dashed).
Line Color: The color of the lines (default is white).
Line Width: The width of the lines (default is set to 0 for a cleaner look).
Box Color: The color of the boxes (default is green with 5% opacity).
What Does It Do?
Visualizes price levels: The script plots key price levels and helps traders easily identify where price is currently at, relative to whole number levels.
Marks support/resistance: These levels often act as psychological price points, making them useful for spotting potential support or resistance.
Helps with trade decisions: By seeing how the price behaves around these key levels, traders can make more informed decisions about entering or exiting positions.
EMA CROSS v1.0 by ScorpioneroIndicator Description: Multi-Timeframe SMA Table & Plot
This indicator displays a structured table of Simple Moving Averages (SMA) across multiple timeframes and plots them directly on the chart for better trend analysis.
Features:
✅ Multi-Timeframe SMA Calculation: Computes SMAs for different periods (10, 60, and 223) across six timeframes (1m, 3m, 5m, 15m, 30m, 60m).
✅ Sorted SMA Table: Displays a table in the bottom-right corner of the chart, showing the three SMAs per timeframe, sorted in descending order.
✅ Color-Coded Cells: Each SMA is highlighted with a specific color:
🟡 Yellow → 10-period SMA
🔵 Blue → 60-period SMA
🟣 Purple → 223-period SMA
⚪ Gray → Other values
✅ SMA Plotting on the Chart: All calculated SMAs are plotted directly on the price chart, allowing users to visualize their interaction with price movements.
How to Use:
The table provides a quick overview of SMA rankings across timeframes, helping identify bullish or bearish trends.
The SMA plots on the chart can be used for dynamic support/resistance analysis and trend confirmation.
This indicator is ideal for traders who rely on multi-timeframe trend analysis to make informed trading decisions! 🚀
by Scorpionero
Triad Trade MatrixOverview
Triad Trade Matrix is an advanced multi-strategy indicator built using Pine Script v5. It is designed to simultaneously track and display key trading metrics for three distinct trading styles on a single chart:
Swing Trading (Swing Supreme):
This mode captures longer-term trends and is designed for trades that typically span several days. It uses customizable depth and deviation parameters to determine swing signals.
Day Trading (Day Blaze):
This mode focuses on intraday price movements. It generates signals that are intended to be executed within a single trading session. The parameters for depth and deviation are tuned to capture more frequent, shorter-term moves.
Scalping (Scalp Surge):
This mode is designed for very short-term trades where quick entries and exits are key. It uses more sensitive parameters to detect rapid price movements suitable for scalping strategies.
Each trading style is represented by its own merged table that displays real-time metrics. The tables update automatically as new trading signals are generated.
Key Features
Multi-Style Tracking:
Swing Supreme (Large): For swing trading; uses a purple theme.
Day Blaze (Medium): For day trading; uses an orange theme.
Scalp Surge (Small): For scalping; uses a green theme.
Real-Time Metrics:
Each table displays key trade metrics including:
Entry Price: The price at which the trade was entered.
Exit Price: The price at which the previous trade was exited.
Position Size: Calculated as the account size divided by the entry price.
Direction: Indicates whether the trade is “Up” (long) or “Down” (short).
Time: The time when the trade was executed (formatted to hours and minutes).
Wins/Losses: The cumulative number of winning and losing trades.
Current Price & PnL: The current price on the chart and the profit/loss computed relative to the entry price.
Duration: The number of bars that the trade has been open.
History Column: A merged summary column that shows the most recent trade’s details (entry, exit, and result).
Customizability:
Column Visibility: Users can toggle individual columns (Ticker, Timeframe, Entry, Exit, etc.) on or off according to their preference.
Appearance Settings: You can customize the table border width, frame color, header background, and text colors.
History Toggle: The merged history column can be enabled or disabled.
Chart Markers: There is an option to show or hide chart markers (labels and lines) that indicate trade entries and exits on the chart.
Trade History Management:
The indicator maintains a rolling history (up to three recent trades per trading style) and displays the latest summary in the merged table.
This history column provides a quick reference to recent performance.
How It Works
Signal Generation & Trade Metrics
Trade Entry/Exit Calculation:
For each trading style, the indicator uses built-in functions (such as ta.lowestbars and ta.highestbars) to analyze price movements. Based on a customizable "depth" and "deviation" parameter, it determines the point of entry for a trade.
Swing Supreme: Uses larger depth/deviation values to capture swing trends.
Day Blaze: Uses intermediate values for intraday moves.
Scalp Surge: Uses tighter parameters to pick up rapid price changes.
Metrics Update:
When a new trade signal is generated (i.e., when the trade entry price is updated), the indicator calculates:
The current PnL as the difference between the current price and the entry price (or vice versa, depending on the trade direction).
The duration as the number of bars since the trade was opened.
The position size using the formula: accountSize / entryPrice.
History Recording:
Each time a new trade is triggered (i.e., when the entry price is updated), a summary string is created (showing entry, exit, and win/loss status) and appended to the corresponding trade history array. The merged table then displays the latest summary from this history.
Table Display
Merged Table Structure:
Each trading style (Swing Supreme, Day Blaze, and Scalp Surge) is represented by a table that has 15 columns. The columns are:
Trade Type (e.g., Swing Supreme)
Ticker
Timeframe
Entry Price
Exit Price
Position Size
Direction
Time of Entry
Account Size
Wins
Losses
Current Price
Current PnL
Duration (in bars)
History (the latest trade summary)
User Customization:
Through the settings panel, users can choose which columns to display.
If a column is toggled off, its cells will remain blank, allowing traders to focus on the metrics that matter most to them.
Appearance & Themes:
The table headers and cell backgrounds are customizable via color inputs. The trading style names are color-coded:
Swing Supreme (Large): Uses a purple theme.
Day Blaze (Medium): Uses an orange theme.
Scalp Surge (Small): Uses a green theme.
How to Use the Indicator
Add the Indicator to Your Chart:
Once published, add "Triad Trade Matrix" to your TradingView chart.
Configure the Settings:
Adjust the Account Size to match your trading capital.
Use the Depth and Deviation inputs for each trading style to fine-tune the signal sensitivity.
Toggle the Chart Markers on if you want visual entry/exit markers on the chart.
Customize which columns are visible via the column visibility toggles.
Enable or disable the History Column to show the merged trade history in the table.
Adjust the appearance settings (colors, border width, etc.) to suit your chart background and preferences.
Interpret the Tables:
Swing Supreme:
This table shows metrics for swing trades.
Look for changes in entry price, PnL, and trade duration to monitor longer-term moves.
Day Blaze:
This table tracks day trading activity.It will update more frequently, reflecting intraday trends.
Scalp Surge:
This table is dedicated to scalping signals.Use it to see quick entry/exit data and rapid profit/loss changes.
The History column (if enabled) gives you a snapshot of the most recent trade (e.g., "E:123.45 X:124.00 Up Win").
Use allerts:
The indicator includes alert condition for new trade entries(both long and short)for each trading style.
Summary:
Triad Trade Matrix provides an robust,multi-dimensional view of your trading performance across swing trading, day trading, and scalping.
Best to be used whith my other indicators
True low high
Vma Ext_Adv_CustomTbl
This indicator is ideal for traders who wish to monitor multiple trading styles simultaneously, with a clear, technical, and real-time display of performance metrics.
Happy Trading!
Ultimate Volatility Scanner by NHBprod - Requested by Client!Hey Everyone!
I created another script to add to my growing library of strategies and indicators that I use for automated crypto and stock trading! This strategy is for BITCOIN but can be used on any stock or crypto. This was requested by a client so I thought I should create it and hopefully build off of it and build variants!
This script gets and compares the 14-day volatility using the ATR percentage for a list of cryptocurrencies and stocks. Cryptocurrencies are preloaded into the script, and the script will show you the TOP 5 coins in terms of volatility, and then compares it to the Bitcoin volatility as a reference. It updates these values once per day using daily timeframe data from TradingView. The coins are then sorted in descending order by their volatility.
If you don't want to use the preloaded set of coins, you have the option of inputting your own coins AND/OR stocks!
Let me know your thoughts.
Daily Time TheoryDaily Time Theory Indicator
The Daily Time Theory indicator is a versatile tool designed exclusively for daily charts. It dynamically colors daily candles according to the day of the week using customizable colors, making it easy to visually distinguish between Monday through Friday. In addition, it provides the option to display horizontal lines for key price levels (Open, High, Low, and Close) for each day. These lines extend into the future for a user-defined number of weeks, giving traders a clear view of historical support and resistance levels.
Key Features:
Day-Based Candle Coloring:
Each weekday’s candles are automatically colored based on user-defined color settings (e.g. blue for Monday, green for Tuesday, etc.), enhancing chart clarity and enabling quick visual analysis of daily patterns.
Customizable Price Level Lines:
Traders can toggle on or off the display of the Open, High, Low, and Close price levels for each day. This allows you to focus on the specific data points that are most relevant to your trading strategy.
Extended Projections:
The indicator lets you extend the drawn price level lines for multiple weeks. This feature provides insight into historical price levels and helps identify potential support and resistance areas.
Tiny Labels for Clarity:
Each line drawn comes with a small, unobtrusive label at its far right that clearly indicates whether the line represents the Open, High, Low, or Close. This ensures that you always know which price level is being highlighted without cluttering the chart.
User-Friendly Input Grouping:
The inputs are neatly organized into groups by day, making it simple to adjust colors and toggle settings for each weekday independently.
How It Works:
The indicator automatically detects the current day on a daily chart and assigns a corresponding color to the candles.
It stores each day’s Open, High, Low, and Close values using persistent variables so that historical price levels remain visible.
When toggled on, horizontal lines representing the selected price levels are drawn across the chart. A tiny label is attached to the end of each line, indicating the type of price level.
The extended lines allow you to see how historical daily price levels may act as support or resistance in the future.
Usage Recommendations:
This indicator is best used on daily timeframes for markets with regular trading sessions. It is ideal for traders who wish to analyze intra-week price behavior, identify recurring support and resistance levels, and incorporate daily price structure into their trading strategy.
ORB with 100 EMAORB Trading Strategy for FX Pairs on the 30-Minute Time Frame
Overview
This Opening Range Breakout (ORB) strategy is designed for trading FX pairs on the 30-minute time frame. The strategy is structured to take advantage of price momentum while aligning trades with the overall trend using the 100-period Exponential Moving Average (100EMA). The primary objective is to enter trades when price breaks and closes above or below the Opening Range (OR), with additional confirmation from a retest of the OR level if the initial entry is missed.
Strategy Rules
1. Defining the Opening Range (OR)
- The OR is determined by the high and low of the first 30-minute candle after market open.
- This range acts as the key level for breakout trading.
2. Trend Confirmation Using the 100EMA
- The 100EMA serves as a filter to determine trade direction:
- Buy Setup: Only take buy trades when the OR is above the 100EMA.
- Sell Setup: Only take sell trades when the OR is below the 100EMA.
3. Entry Criteria
- Buy Trade: Enter a long position when a candle breaks and closes above the OR high, confirming the breakout.
- Sell Trade: Enter a short position when a candle breaks and closes below the OR low, confirming the breakout.
- Retest Entry: If the initial entry is missed, wait for a price retest of the OR level for a secondary entry opportunity.
4. Risk-to-Reward Ratio (R2R)
- The goal is to target a 1:1 Risk-to-Reward (R2R) ratio.
- Stop-loss placement:
- Buy Trade: Place stop-loss just below the OR low.
- Sell Trade: Place stop-loss just above the OR high.
- Take profit at a distance equal to the stop-loss for a 1:1 R2R.
5. Risk Management
- Risk per trade should be based on personal risk tolerance.
- Adjust lot sizes accordingly to maintain a controlled risk percentage of account balance.
- Avoid over-leveraging, and consider moving stop-loss to breakeven if the price moves favourably.
Additional Considerations
- Avoid trading during major news events that may cause high volatility and unpredictable price movements.
- Monitor market conditions to ensure breakout confirmation with strong momentum rather than false breakouts.
- Use additional confluences such as candlestick patterns, support/resistance zones, or volume analysis for stronger trade validation.
This ORB strategy is designed to provide structured trade opportunities by combining breakout momentum with trend confirmation via the 100EMA. The strategy is straightforward, allowing traders to capitalise on clear breakout movements while implementing effective risk management practices. While the 1:1 R2R target provides a balanced approach, traders should always adapt their risk tolerance and market conditions to optimise trade performance.
By following these rules and maintaining discipline, traders can use this strategy effectively across various FX pairs on the 30-minute time frame.
Industry Indices ComparisonA dynamic industry sector performance comparison indicator that helps traders and investors track relative strength across different market sectors in real-time.
- Compares up to 5 industry sector ETFs against a benchmark index (default: SPY)
- Displays key metrics including:
* Performance % over selected timeframe
* Relative performance vs benchmark
* Trend direction (▲ up, ▼ down, − neutral)
* Volume in millions (M) of shares traded
- Configurable timeframes: 1D, 1W, 1M, and 3M comparisons
- Color-coded performance indicators (green for outperformance, red for underperformance)
- Customizable table position and text size for optimal chart placement
The indicator helps identify:
1. Sector rotation patterns through relative performance
2. Leading and lagging sectors vs the broader market
3. Volume trends across different sectors
For traders, if you are considering two equally good setups, then choosing the setup belonging to a currently strong sector could be beneficial.
The Commitment of Traders (COT) IndexThe COT Index indicator is used to measure the positioning of different market participants (Large Traders, Small Traders, and Commercial Hedgers) relative to their historical positioning over a specified lookback period. It helps traders identify extreme positioning, which can signal potential reversals or trend continuations.
Key Features of the Indicator:
COT Data Retrieval
The script pulls COT report data from the TradingView COT Library TradingView/LibraryCOT/3).
It retrieves long and short positions for three key groups:
Large Traders (Non-commercial positions) – Speculators such as hedge funds.
Small Traders (Non-reportable positions) – Small retail traders.
Commercial Hedgers (Commercial positions) – Institutions that hedge real-world positions.
Threshold Zones for Extreme Positioning:
Upper Zone Threshold (Default: 90%)
Signals potential overbought conditions (excessive buying).
Lower Zone Threshold (Default: 10%)
Signals potential oversold conditions (excessive selling).
The indicator plots these zones using horizontal lines.
The COT Index should be used in conjunction with technical analysis (support/resistance, trends, etc.). A high COT Index does not mean the market will reverse immediately—it’s an indication of extreme sentiment.
Note:
If the script does not recognize or can't find the ticker currently viewed in the COT report, the COT indicator will default to U.S. Dollar.
Fixed Range LevelsThis indicator draws horizontal price levels on your chart based on a starting price and a range size that you define. It can also draw midpoint lines between the main levels if enabled.
Here's a breakdown of its functionality:
Key Features:
Starting Price:
You define a starting price (e.g., 21630).
The indicator calculates a corrected base price by rounding the starting price to the nearest multiple of the range size.
Range Size:
You define a range size (e.g., 71).
The indicator draws horizontal lines at intervals of the range size above and below the corrected base price.
Dual Ranges:
You can define two range sizes (e.g., 71 and 29).
The indicator can draw levels for both ranges simultaneously or individually, depending on your settings.
Midpoint Lines:
If enabled, the indicator draws midpoint lines between the main levels.
For example, if the main levels are at 21584 and 21655, the midpoint line will be at 21619.5.
Customizable Styles:
You can customize the line style (solid, dotted, dashed) and color for both the main levels and midpoint lines.
Dynamic Levels:
The levels are recalculated and redrawn dynamically based on the starting price and range size.
How It Works:
Corrected Base Price Calculation:
The indicator calculates the corrected base price using the formula:
pinescript
Copy
correctedBasePrice = math.floor(startingPrice / rangeSize) * rangeSize
For example, if startingPrice = 21630 and rangeSize = 71:
Copy
correctedBasePrice = math.floor(21630 / 71) * 71 = 304 * 71 = 21584
Drawing Levels:
The indicator draws horizontal lines at intervals of the range size above and below the corrected base price.
For example, if rangeSize = 71 and maxLevels = 5, the levels will be drawn at:
Copy
21584 - (5 * 71) = 21249
21584 - (4 * 71) = 21320
...
21584 + (5 * 71) = 21939
Midpoint Lines:
If enabled, the indicator draws midpoint lines between the main levels.
For example, if the main levels are at 21584 and 21655, the midpoint line will be at:
Copy
(21584 + 21655) / 2 = 21619.5
Dual Ranges:
If you enable both ranges, the indicator will draw levels for both range sizes simultaneously.
For example, if rangeSize1 = 71 and rangeSize2 = 29, the indicator will draw two sets of levels:
Levels at intervals of 71 (e.g., 21584, 21655, 21726, ...).
Levels at intervals of 29 (e.g., 21634, 21663, 21692, ...).
Example Use Case:
Imagine you're trading a stock or cryptocurrency, and you want to identify key support and resistance levels based on a specific price range. Here's how you can use this indicator:
Set the Starting Price:
For example, if the current price is 21630, you can set this as the starting price.
Define the Range Size:
If you believe the price moves in increments of 71, set rangeSize1 = 71.
If you also want to track smaller increments of 29, set rangeSize2 = 29.
Enable Midpoint Lines:
If you want to see the midpoint between the main levels, enable Show Midpoint Line.
Customize Line Styles:
Choose different colors and styles for the main levels and midpoint lines to make them visually distinct.
Analyze the Chart:
The indicator will draw horizontal lines at the specified intervals, helping you identify potential support, resistance, and midpoint levels.
Why Is This Useful?
Support and Resistance Levels:
The horizontal lines act as dynamic support and resistance levels based on the range size you define.
Price Targets:
You can use the levels to identify potential price targets or areas where the price might reverse.
Midpoint Analysis:
The midpoint lines can help you identify areas of consolidation or potential breakout points.
Flexibility:
You can customize the range sizes, colors, and styles to suit your trading strategy.
Summary:
This indicator is a powerful tool for traders who want to visualize price levels and midpoints based on a specific range size. It helps you identify key levels for support, resistance, and potential price targets, making it easier to plan your trades.
Shifted Buy PressureDifferentiated Buy Pressure Indicator Documentation
Overview: The Differentiated Buy Pressure indicator is a custom Pine Script™ indicator designed to measure and visualize buy and sell pressure in the market. It calculates buy pressure based on a combination of volume, range, and gap, and provides a differentiated buy pressure which is shifted by 90°, offering predictive insights.
Inputs:
Window Size: The window size for average calculation (default: 20).
Show Overlay: Option to show the price overlay (default: false).
Overlay Boost Factor: Boosting factor for overlaying the price (default: 0.01).
Calculations:
Relative Range: Calculated as (high - low) / close.
Average Range: Simple moving average of the relative range over the specified window.
Average Volume: Simple moving average of the volume over the specified window.
Relative Gap: Calculated as open / close .
Average Gap: Simple moving average of the relative gap over the specified window.
Buy Pressure: Calculated using the formula: buy_pressure = -math.log(relative_range / avg_range * volume / avg_volume * relative_gap / avg_gap)
Differentiated Buy Pressure: Calculated as the difference between the current and previous buy pressure: diff_buy_pressure = buy_pressure - buy_pressure
Plots:
Zero Line: A horizontal line at zero for reference.
Buy Pressure: Plotted in blue, representing the calculated buy pressure.
Differentiated Buy Pressure: Plotted in red, representing the differentiated buy pressure.
Overlay: Optionally plots the price overlay boosted by the differentiated buy pressure.
Labels:
Labels are created to display the buy pressure and differentiated buy pressure values on the chart.
Usage: This indicator helps traders visualize the buy and sell pressure in the market. Positive values indicate buy pressure, while negative values indicate sell pressure. The differentiated buy pressure, shifted by 90°, provides predictive insights into future market movements.
This documentation provides a comprehensive overview of the Differentiated Buy Pressure indicator, explaining its purpose, inputs, calculations, and usage.
KAI QUANTUM Candles Analysis - Yearly BreakdownThe "KAI QUANTUM Analysis – Yearly Breakdown" indicator offers a comprehensive, year-by-year examination of candlestick behavior, enabling traders and analysts to gauge market dynamics over extended periods. Key features include:
Yearly Aggregation:
The indicator groups candlestick data by year, providing a clear snapshot of market behavior for each period.
Dual-Color Analysis:
It categorizes candles as bullish (green) or bearish (red) and computes statistics separately for each, allowing you to assess both upward and downward market trends.
Average Body Size & Candle Count:
For each year, the indicator calculates the average body size of green and red candles and tracks the total number of each, helping you understand overall market volatility and momentum.
Top 10 Candle Analysis:
It identifies the ten largest candles (by body size) in each year and computes their average size, offering insight into the most significant market moves during that period.
Largest Candle Metrics:
The indicator determines the absolute size of the largest green and red candles in each year.
Percentage Move Calculation:
In addition to absolute values, it computes the largest move as a percentage of the open price for both green and red candles. This allows you to see not only which year experienced the biggest moves but also how those moves compare relative to the opening price.
Clear Tabular Display:
All the computed statistics are organized in an on-chart table, making it easy to compare yearly trends at a glance.
Ideal for daily and higher timeframes, this indicator is a valuable tool for long-term market analysis, enabling you to identify trends, assess volatility, and make informed trading decisions based on historical market behavior.
Position resetThe "Position Reset" indicator
The Position Reset indicator is a sophisticated technical analysis tool designed to identify possible entry points into short positions based on an analysis of market volatility and the behavior of various groups of bidders. The main purpose of this indicator is to provide traders with information about the current state of the market and help them decide whether to open short positions depending on the level of volatility and the mood of the main players.
The main components of the indicator:
1. Parameters for the RSI (Relative Strength Index):
The indicator uses two sets of parameters to calculate the RSI: one for bankers ("Banker"), the other for hot money ("Hot Money").
RSI for Bankers:
RSIBaseBanker: The baseline for calculating bankers' RSI. The default value is 50.
RSIPeriodBanker: The period for calculating the RSI for bankers. The default period is 14.
RSI for hot money:
RSIBaseHotMoney: The baseline for calculating the RSI of hot money. The default value is 30.
RSIPeriodHotMoney: The period for calculating the RSI for hot money. The default period is 21.
These parameters allow you to adjust the sensitivity of the indicator to the actions of different groups of market participants.
2. Sensitivity:
Sensitivity determines how strongly changes in the RSI will affect the final result of calculations. It is configured separately for bankers and hot money:
SensitivityBanker: Sensitivity for bankers' RSI. It is set to 2.0 by default.
SensitivityHotMoney: Sensitivity for hot money RSI. It is set to 1.0 by default.
Changing these parameters allows you to adapt the indicator to different market conditions and trader preferences.
3. Volatility Analysis:
Volatility is measured based on the length of the period, which is set by the volLength parameter. The default length is 30 candles. The indicator calculates the difference between the highest and lowest value for the specified period and divides this difference by the lowest value, thus obtaining the volatility coefficient.
Based on this coefficient, four levels of volatility are distinguished.:
Extreme volatility: The coefficient is greater than or equal to 0.25.
High volatility: The coefficient ranges from 0.125 to 0.2499.
Normal volatility: The coefficient ranges from 0.05 to 0.1249.
Low volatility: The coefficient is less than 0.0499.
Each level of volatility has its own significance for making decisions about entering a position.
4. Calculation functions:
The indicator uses several functions to process the RSI and volatility data.:
rsi_function: This function applies to every type of RSI (bankers and hot money). It adjusts the RSI value according to the set sensitivity and baseline, limiting the range of values from 0 to 20.
Moving Averages: Simple moving averages (SMA), exponential moving averages (EMA), and weighted moving averages (RMA) are used to smooth fluctuations. They are applied to different time intervals to obtain the average values of the RSI.
Thus, the indicator creates a comprehensive picture of market behavior, taking into account both short-term and long-term dynamics.
5. Bearish signals:
Bearish signals are considered situations when the RSI crosses certain levels simultaneously with a drop in indicators for both types of market participants (bankers and hot money).:
The bankers' RSI crossing is below the level of 8.5.
The current hot money RSI is less than 18.
The moving averages for banks and hot money are below their signal lines.
The RSI values for bankers are less than 5.
These conditions indicate a possible beginning of a downtrend.
6. Signal generation:
Depending on the current level of volatility and the presence of bearish signals, the indicator generates three types of signals:
Orange circle: Extremely high volatility and the presence of a bearish signal.
Yellow circle: High volatility and the presence of a bearish signal.
Green circle: Low volatility and the presence of a bearish signal.
These visual markers help the trader to quickly understand what level of risk accompanies each specific signal.
7. Notifications:
The indicator supports the function of sending notifications when one of the three types of signals occurs. The notification contains a brief description of the conditions under which the signal was generated, which allows the trader to respond promptly to a change in the market situation.
Advantages of using the "Position Reset" indicator:
Multi-level analysis: The indicator combines technical analysis (RSI) and volatility assessment, providing a comprehensive view of the current market situation.
Flexibility of settings: The ability to adjust the sensitivity parameters and the RSI baselines allows you to adapt the indicator to any market conditions and personal preferences of the trader.
Clear visualization: The use of colored labels on the chart simplifies the perception of information and helps to quickly identify key points for entering a trade.
Notification support: The notification sending feature makes it much easier to monitor the market, allowing you to respond to important events in time.
KEMAD | QuantumResearchQuantumResearch KEMAD Indicator
The QuantumResearch KEMAD Indicator is a sophisticated trend-following and volatility-based tool designed for traders who demand precision in detecting market trends and price reversals. By leveraging advanced techniques implemented in PineScript, this indicator integrates a Kalman filter, an Exponential Moving Average (EMA), and dynamic ATR-based deviation bands to produce clear, actionable trading signals.
1. Overview
The KEMAD Indicator aims to:
Reduce Market Noise: Employ a Kalman filter to smooth price data.
Identify Trends: Use an EMA of the filtered price to define the prevailing market direction.
Set Dynamic Thresholds: Adjust breakout levels with ATR-based deviation bands.
Generate Signals: Provide clear long and short trading signals along with intuitive visual cues.
2. How It Works
A. Kalman Filter Smoothing
Purpose: The Kalman filter refines the selected price source (e.g., close price) by reducing short-term fluctuations, thus offering a clearer view of the underlying price movement.
Customization: Users can adjust key parameters such as:
Process Noise: Controls the filter’s sensitivity to recent changes.
Measurement Noise: Determines how responsive the filter is to incoming price data.
Filter Order: Sets the number of data points considered in the smoothing process.
B. EMA-Based Trend Detection
Primary Trend EMA: A 25-period EMA is applied to the Kalman-filtered price, serving as the core trend indicator.
Signal Mechanism:
Long Signal: Triggered when the price exceeds the EMA plus an ATR-based upper deviation.
Short Signal: Triggered when the price falls below the EMA minus an ATR-based lower deviation.
C. ATR Deviation Bands
ATR Utilization: The Average True Range (ATR) is computed (default length of 21) to assess market volatility.
Dynamic Thresholds:
Upper Deviation: Calculated by adding 1.5× ATR to the EMA (for long signals).
Lower Deviation: Calculated by subtracting 1.1× ATR from the EMA (for short signals).
These bands adapt to current volatility, ensuring that signal thresholds are both dynamic and market-sensitive.
3. Visual Representation
The indicator’s design emphasizes clarity and ease of use:
Color-Coded Bar Signals:
Green Bars: Indicate bullish conditions when a long signal is active.
Red Bars: Indicate bearish conditions when a short signal is active.
Trend Confirmation Line: A 54-period EMA is plotted to further validate trend direction. Its color dynamically changes to reflect the active trend.
Background Fill: The space between a calculated price midpoint (typically the average of high and low) and the EMA is filled, visually emphasizing the prevailing market trend.
4. Customization & Parameters
The KEMAD Indicator is highly configurable, allowing traders to tailor the tool to their specific trading strategies and market conditions:
ATR Settings:
ATR Length: Default is 21; adjusts sensitivity to market volatility.
EMA Settings:
Trend EMA Length: Default is 25; smooths price action for trend detection.
Confirmation EMA Length: Default is 54; aids in confirming the trend.
Kalman Filter Parameters:
Process Noise: Default is 0.01.
Measurement Noise: Default is 3.0.
Filter Order: Default is 5.
Deviation Multipliers:
Long Signal Multiplier: Default is 1.5× ATR.
Short Signal Multiplier: Default is 1.1× ATR.
Appearance: Eight customizable color themes are available to suit individual visual preferences.
5. Trading Applications
The versatility of the KEMAD Indicator makes it suitable for various trading strategies:
Trend Following: It helps identify and ride sustained bullish or bearish trends by filtering out market noise.
Breakout Trading: Detects when prices move beyond the ATR-based deviation bands, signaling potential breakout opportunities.
Reversal Detection: Alerts traders to potential trend reversals when price crosses the dynamically smoothed EMA.
Risk Management: Offers clearly defined entry and exit points, based on volatility-adjusted thresholds, enhancing trade precision and risk control.
6. Final Thoughts
The QuantumResearch KEMAD Indicator represents a unique blend of advanced filtering (via the Kalman filter), robust trend analysis (using EMAs), and dynamic volatility assessment (through ATR deviation bands).
Its PineScript implementation allows for a high degree of customization, making it an invaluable tool for traders looking to reduce noise, accurately detect trends, and manage risk effectively.
Whether used for trend following, breakout strategies, or reversal detection, the KEMAD Indicator is designed to adapt to varying market conditions and trading styles.
Important Disclaimer: Past data does not predict future behavior. This indicator is provided for informational purposes only; no indicator or strategy can guarantee future results. Always perform thorough analysis and use proper risk management before trading.
Volatility Arbitrage Spread Oscillator Model (VASOM)The Volatility Arbitrage Spread Oscillator Model (VASOM) is a systematic approach to capitalizing on price inefficiencies in the VIX futures term structure. By analyzing the differential between front-month and second-month VIX futures contracts, we employ a momentum-based oscillator (Relative Strength Index, RSI) to signal potential market reversion opportunities. Our research builds upon existing financial literature on volatility risk premia and contango/backwardation dynamics in the volatility markets (Zhang & Zhu, 2006; Alexander & Korovilas, 2012).
Volatility derivatives have become essential tools for managing risk and engaging in speculative trades (Whaley, 2009). The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) measures the market’s expectation of 30-day forward-looking volatility derived from S&P 500 option prices (CBOE, 2018). Term structures in VIX futures often exhibit contango or backwardation, depending on macroeconomic and market conditions (Alexander & Korovilas, 2012).
This strategy seeks to exploit the spread between the front-month and second-month VIX futures as a proxy for term structure dynamics. The spread’s momentum, quantified by the RSI, serves as a signal for entry and exit points, aligning with empirical findings on mean reversion in volatility markets (Zhang & Zhu, 2006).
• Entry Signal: When RSI_t falls below the user-defined threshold (e.g., 30), indicating a potential undervaluation in the spread.
• Exit Signal: When RSI_t exceeds a threshold (e.g., 70), suggesting mean reversion has occurred.
Empirical Justification
The strategy aligns with findings that suggest predictable patterns in volatility futures spreads (Alexander & Korovilas, 2012). Furthermore, the use of RSI leverages insights from momentum-based trading models, which have demonstrated efficacy in various asset classes, including commodities and derivatives (Jegadeesh & Titman, 1993).
References
• Alexander, C., & Korovilas, D. (2012). The Hazards of Volatility Investing. Journal of Alternative Investments, 15(2), 92-104.
• CBOE. (2018). The VIX White Paper. Chicago Board Options Exchange.
• Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65-91.
• Zhang, C., & Zhu, Y. (2006). Exploiting Predictability in Volatility Futures Spreads. Financial Analysts Journal, 62(6), 62-72.
• Whaley, R. E. (2009). Understanding the VIX. The Journal of Portfolio Management, 35(3), 98-105.
Candle Range TheoryCandle Range Analysis:
Calculates the true range of each candle
Shows a 14-period SMA of the range (adjustable)
Dynamic bands based on standard deviation
Visual Components:
Colored histogram showing range deviations from mean
Signal line for oscillator smoothing
Expansion/contraction zones marked with dotted lines
Arrow markers for extreme range conditions
Key Functionality:
Identifies range expansion/contraction relative to historical volatility
Shows normalized range oscillator (-100% to +100% scale)
Includes visual and audio alerts for extreme range conditions
Customizable parameters for sensitivity and smoothing
Interpretation:
Red zones indicate above-average volatility/expansion
Green zones indicate below-average volatility/contraction
Crossings above/below zero line show range expansion/contraction
Signal line crossover system potential
End-of-Session ProbabilityThis indicator estimates the probability that the market will finish the session above a specified target price. It blends a statistical probability model with directional bias and optional morning momentum weighting to help traders gauge end-of-day market expectations.
Key Features:
• Statistical Probability Model:
Uses a normal distribution (with a custom normal CDF approximation) scaled by the square-root-of-time rule. The indicator dynamically adjusts the standard deviation for the remaining session time to compute a z‑score and ultimately the probability that the session close exceeds the target.
• Directional Bias via Daily HullMA (Exponential):
A daily Hull Moving Average (calculated using an exponential method) is used as a big-picture trend indicator. The model allows you to select your bias method—either by comparing the current price to the daily HullMA (Price method) or by using the HullMA’s slope (Slope method). A drift multiplier scales this bias, which then shifts the mean used in the probability calculations.
• Optional Morning Momentum Weight:
For traders who believe that early session moves provide useful clues about the day’s momentum, you can enable an optional weighting. The indicator captures the percentage change from the morning open (within a user-defined time window) and adjusts the expected move accordingly. A multiplier lets you control the strength of this adjustment.
• Visual Outputs:
The indicator plots quantile lines (approximately the 25%, 50%, and 75% levels) for the expected price distribution at session end. An abbreviated on-chart label displays key information:
• Target: The target price (current price plus a user-defined offset)
• Prob Above: The probability (in percentage) that the session close will exceed the target price
• Time: The time remaining in the session (in minutes)
How to Use:
1. Set Your Parameters:
• Expected Session Move: Input your estimated standard deviation for the full-session move in price units.
• Daily Hull MA Settings: Adjust the period for the daily HullMA and choose the bias method (Price or Slope). Modify the drift multiplier to tune the strength of the directional bias.
• Target Offset: Specify an offset from the current price to set your target level.
• Morning Momentum (Optional): Enable the morning momentum weight if you want the indicator to adjust the expected move based on early session price changes. Define the morning session window and set the momentum multiplier.
2. Interpret the Output:
• Quantile Lines: These represent the range of possible end-of-session prices based on your model.
• Abbreviated Label: Provides a quick snapshot of the target price, probability of finishing above that target, and time remaining in the session.
3. Trading Application:
Use the probability output as a guide to assess if the market is likely to continue in the current direction or reverse by session close. The indicator can help you decide on trade entries, exits, or adjustments based on your overall strategy and risk management approach.
This tool is designed to offer a dynamic, statistically driven snapshot of the market’s expected end-of-day behavior, combining both longer-term trend bias and short-term momentum cues.
Bitcoin Liquidity Breakout with ICT StrategiesBitcoin Liquidity Breakout with ICT Strategies
a one of many scripts developed by our engineers .
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Market Sentiment - Historic Movement & Pending Orders The "Market Sentiment Osc" is a custom trading indicator designed to assess market sentiment based on bid-ask and tick-based data. This oscillator aggregates data from two key sources:
It measures the balance between market upticks, market downticks, cumulative bids and cumulative asks. By doing this we are attempting to guage sentiment by combining the actions that have happened in the past as well as the pending actions the market is willing to make.
The indicator combines these two components to form a composite oscillator that highlights shifts in market sentiment. When the composite value is positive, it suggests a bullish trend, while a negative value indicates bearish sentiment.
The Hoodie Market Trend is plotted as a histogram, with color coding:
Green: Bullish momentum (positive values).
Red: Bearish momentum (negative values).
Additionally, the user can toggle the histogram visibility with the provided input option.
This oscillator can be applied across various timeframes and stock symbols without allowing for symbol customization, making it a simple yet effective tool for market trend analysis. The zero line (purple) serves as a reference point to gauge whether the market is in a bullish or bearish phase.
OmniPulse (Fixed Version)OmniPulse (Fixed Version) – Description
OmniPulse is a multi-indicator framework designed to combine three core oscillators—RSI, Stochastic, and Momentum—at various lookback lengths, then refine their signals using placeholder features such as machine learning forecasting, adaptive cycle detection, and neural network filtering. While some of these advanced features are not natively supported in Pine Script, they are represented here in simplified forms to illustrate how a more sophisticated system could be structured.
Key Components:
Multi-Length Oscillator Arrays
RSI (calcrsi() function)
Stochastic (placeholder via ta.sma() on a typical price average)
Momentum (ta.roc())
These are calculated for multiple lengths defined by the rsiLengths, stochLengths, and momentumLengths arrays.
Dual-Threshold Convergence
Compares each oscillator’s value to user-defined upper/lower thresholds (threshold1, threshold2) to identify bullish or bearish conditions.
Summarizes results in a convergence score.
Placeholder Machine Learning Forecast
Demonstrates a simple averaging of oscillator values as a “forecast” when toggled on.
Adaptive Cycle Detection (Placeholder)
Introduces a static cycle period (e.g., 20.0) as a placeholder for more advanced transforms.
Neural Network Filter (Placeholder)
Averages convergence, forecast, and cyclePeriod into a single filteredSignal.
Signal Plotting
Plots the filtered signal on the chart.
Highlights potential bullish or bearish extremes with shape markers based on percentile thresholds.
Practical Use & Extension:
Real Multi-Timeframe Analysis: Replace placeholders with request.security() for each timeframe.
Advanced Forecasting: Incorporate custom or external machine learning models.
Genuine Cycle Detection: Implement more sophisticated logic or user-defined cycle detection tools.
Neural Network Heuristics: Expand the placeholder step into a deeper filtering or weighting system.
Overall, OmniPulse serves as an adaptable blueprint for traders and developers, showcasing how multiple indicators and advanced concepts might be combined into a cohesive, signal-generating framework.
