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Indicadores y estrategias

RS Rating Trailing StrategyHow It Works: StageActionEntryBuy when RS Rating crosses above 80TrackingTrack the highest RS Rating while in positionExitSell when RS Rating drops 5 points below the high Example: RS Rating crosses from 79 to 81 → BUY RS Rating climbs to 85 → High RS = 85, Stop = 80 RS Rating climbs to 95 → High RS = 95, Stop = 90 RS Rating drops to 92 → Still holding (above 90 stop) RS Rating drops to 90 → SELL (hit trailing stop) Settings: SettingDefaultDescriptionRS Entry Level80Buy when RS crosses above thisRS Trailing Drop5.0Sell when RS drops this many points from highBenchmark IndexSP:SPXIndex for RS calculation Table Shows: Current RS Rating Position status (LONG/FLAT) Entry RS (what RS was when you bought) High RS (highest RS since entry) Stop RS (current trailing stop level) Cushion (how far above stop you are) The cushion turns orange when close to stop, red when very close.
Estrategia Pine Script®
por rwalk1979
5 SMA Set + Bollinger Bands follow this especially 5 day average5 SMA Set + Bollinger Bands follow this especially 5 day average is important //@version=5 indicator("5'li SMA Seti + Bollinger Bands", overlay=true, max_lines_count=10) // === ORİJİNAL 5'Lİ SMA SETİ (HİÇ DOKUNMADIM) === len1 = 1 len5 = 5 sma1_low = ta.sma(low, len1) sma1_high = ta.sma(high, len1) sma5_low = ta.sma(low, len5) sma5_high = ta.sma(high, len5) sma5_close = ta.sma(close, len5) plot(sma1_low, title="1 Periyot Düşük SMA", color=#8B0000, linewidth=4, style=plot.style_circles) plot(sma1_high, title="1 Periyot Yüksek SMA", color=#006400, linewidth=4, style=plot.style_circles) plot(sma5_low, title="5 Periyot Düşük SMA", color=#FF4040, linewidth=2, style=plot.style_line) plot(sma5_high, title="5 Periyot Yüksek SMA", color=#90EE90, linewidth=2, style=plot.style_line) plot(sma5_close, title="5 Periyot Kapanış SMA", color=#DA70D6, linewidth=3, style=plot.style_line) // === KLASİK BOLLINGER BANDS (20-2) - ORİJİNAL HALİYLE === length_bb = 20 mult = 2.0 basis = ta.sma(close, length_bb) dev = mult * ta.stdev(close, length_bb) upper = basis + dev lower = basis - dev plot(basis, title="BB Orta (SMA 20)", color=#787B86, linewidth=2) p1 = plot(upper, title="BB Üst Bant", color=#2962FF, linewidth=1) p2 = plot(lower, title="BB Alt Bant", color=#2962FF, linewidth=1) fill(p1, p2, color=color.new(#2962FF, 94), title="BB Arka Plan")
Indicador Pine Script®
por renatekstil2
1
Opcje: Sugestia Strike'ów (HV Based)How to interpret this script? 1. Dotted Lines: Red (Upper): The price level above which the asset is statistically unlikely to rise within X days. This is where you look for a Strike Price to sell a CALL option (Short Call). Green (Lower): The price level below which the asset is statistically unlikely to fall. This is where you look for a Strike Price to sell a PUT option (Short Put). 2. Sigma Multiplier (Important!): The default setting is 2.0. This represents 2 Standard Deviations. In a normal distribution, 2 standard deviations cover approximately 95% of outcomes. This means you theoretically have a 95% probability that the option will expire worthless (meaning you keep the full premium), but the premium received will be lower. If you change it to 1.0, you will be closer to the current price = higher premium, but the risk of assignment (exercise) increases to about 32%. 3. DTE (Days to Expiration): Enter the actual number of days for the option you intend to sell (e.g., 45). The script will calculate where the price might be in 45 days based on current volatility.
Indicador Pine Script®
por options4fire
1
WSMR v3.9 — WhaleSplash → Mean Reversal # WSMR v3.9 — WhaleSplash → Mean Reversal *A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading* ## Overview WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure. All signals are non‑repainting and alerts fire on bar close. --- ## Core Components ### 1. WhaleSplash (Short Impulse Event) Triggered when a candle meets displacement conditions: - Large bar range vs ATR - Minimum % move - Volume expansion - VWAP deviation (tick-based) - Z‑Score oversold / RSI exhaustion - Volatility-gated ### 2. Mean Reversal Long (MR) Requires: - RSI bullish divergence - Z‑Score reset - SMA20 reclaim - Higher-low confirmation ### 3. First-Candle Confirmation (Optional) - MR Confirm → first green after MR - WS Confirm → first red after WS - TTL window configurable ### 4. Asia Session Filter Optional restriction to: **23:00 → 09:00 UTC** ### 5. Volatility Monitor Detects: - Normal - Wicky - Spiky - Extreme ### 6. WS Frequency Analytics Rolling frequency calculation across: - Bars / Days / Weeks / Months --- ## Status Panel (Top-Right) Shows: - Mode (Global / Asia-only) - Timeframe + TTL - WS frequency - Volatility state --- ## Alerts - WhaleSplash SHORT - WhaleSplash LONG (MR) - MR Confirm LONG - WS Confirm SHORT - Volatility Warning --- ## Notes - Fully non‑repainting - Stable bar-close logic - Optimised for 1m–5m - Works on futures, indices, metals, FX
Indicador Pine Script®
por JohnFrancisNolan
Research-Backed Intraday MTF MAsResearch-Backed Intraday Multi-Timeframe Moving Averages A precision-tuned intraday trading indicator that displays four key moving averages across two critical timeframes: 📊 What It Shows: - 1-Hour MAs: 75-period SMA & EMA (institutional flow patterns) - 10-Minute MAs: 200-period SMA & EMA (intraday trend structure) 🎯 Designed For: - Day traders seeking multi-timeframe confluence - Identifying strong trending vs. choppy market conditions - Support/resistance level identification - Momentum and trend alignment signals ✨ Key Features: - Optimized periods based on market structure analysis - Fully customizable colors, transparency, and line widths - Toggle each MA on/off independently - Clean, non-cluttered chart display - Efficient tuple-based data requests 💡 Trading Signals: - Price above all 4 MAs = Strong bullish alignment - Price below all 4 MAs = Strong bearish alignment - Mixed signals = Range-bound conditions, reduce risk Perfect for scalpers, day traders, and swing traders who want institutional-grade moving averages without the noise.
Indicador Pine Script®
por igaudette
50 EMA Rejection Strategy V4 (Correct Signal Logic)//@version=6 indicator("50 EMA Rejection Strategy V4 (Correct Signal Logic)", overlay=true, max_labels_count=500) //================ INPUTS ================// group50 = "EMA 50 Trio" ema50HighLen = input.int(50,"EMA50 High",group=group50) ema50CloseLen = input.int(50,"EMA50 Close",group=group50) ema50LowLen = input.int(50,"EMA50 Low",group=group50) groupBase = "Additional EMAs" ema10Len = input.int(10,"EMA10") ema200Len = input.int(200,"EMA200") ema600Len = input.int(600,"EMA600") ema2400Len = input.int(2400,"EMA2400") useTrendFilter = input.bool(false,"Use Higher Time EMA Filter") groupRR = "Risk Reward Settings" RR1 = input.float(1.0,"TP1 RR",step=0.5) RR2 = input.float(2.0,"TP2 RR",step=0.5) //================ CALCULATIONS ================//
Indicador Pine Script®
por hasyal2022
Short-Term Reversal 15M USThis Short-Term Reversal Strategy optimized for 15-minute US stocks is a comprehensive intraday trading system designed specifically for the fast-paced American equity market operating on a 15-minute timeframe which demands quicker reaction times and tighter risk parameters compared to longer-term strategies the system is built around identifying short-term price extremes and capitalizing on the subsequent reversals that frequently occur during the US trading session from 9:45 to 15:30 Eastern Time deliberately avoiding the volatile first 15 minutes and the unpredictable final 30 minutes of the trading day it employs a sophisticated multi-layered confirmation process that starts by detecting significant price movements over a configurable lookback period typically eight bars representing two hours where a move exceeding a dynamic threshold triggers the initial signal this threshold can adapt to market volatility using the Average True Range ensuring it remains effective in both calm and turbulent conditions each signal is then filtered through several critical layers including a volume filter that checks for above-average trading activity or relative volume compared to the same time in previous days an RSI oscillator set to shorter periods suitable for intraday trading to confirm overbought or oversold conditions a VWAP filter that requires long positions to be below the Volume Weighted Average Price and short positions above it respecting the intraday trend structure and a dual EMA trend filter that can be configured for either counter-trend reversal trading or trend-following strategies the system uniquely integrates Fibonacci retracement levels drawn from recent swing highs and lows which serve as powerful confirmation zones when a reversal signal aligns with these key technical levels resulting in a high-confidence strong signal for execution risk management is rigorously automated with stop-loss orders that can be either percentage-based or derived from current volatility using ATR and take-profit targets calculated to maintain a favorable risk-reward ratio optionally enhanced by trailing stops to protect profits additionally the strategy incorporates practical market wisdom by avoiding the low-activity lunch hour between 12:00 and 13:00 EST and potentially skipping Friday afternoons to reduce weekend risk while also limiting the maximum number of trades per day to prevent overtrading and automatically closing all positions before the market closes to avoid overnight exposure visually the indicator provides a clean interface with plotted Fibonacci levels VWAP and EMA lines while clearly marking entry signals with distinct symbols for regular and strong setups complemented by a comprehensive dashboard in the top corner that displays real-time metrics including RSI price movement volume status trend direction and current trade count making it a self-contained professional-grade tool for disciplined intraday traders seeking to exploit short-term market inefficiencies during US market hours
Estrategia Pine Script®
por gelatofuturegreg
XAUUSD Macro Anomaly Pulses (Chart XAU) - sudoXAUUSD Macro Anomaly Pulses A simple pulse indicator that highlights when XAUUSD moves in a way that macro conditions cannot fully explain Overview This indicator marks candles on XAUUSD that behave differently than what the broader market suggests should happen. Instead of looking at XAUUSD alone, this tool compares gold’s actual movement to an expected movement based on: Other gold cross pairs (XAUJPY, XAUAUD, XAUCHF) The U.S. Dollar Index (DXY), inverted The US30 index (Dow Jones) When XAUUSD moves much stronger or weaker than this macro-based expectation, the indicator plots a small pulse (a circle) directly on the candle. Purpose This indicator helps you quickly see when a candle on XAUUSD is acting “out of character” compared to normal macro flow. In other words: “Did XAUUSD move in a way that makes sense with the rest of the market, or did something weird happen?” These unusual moves often signal: Liquidity grabs Stop hunts News-driven spikes False breakouts Front-running of macro shifts How It Works It reads the XAUUSD candles directly from the chart. This ensures pulses stick to your candles correctly. It pulls data from basket legs (XAUJPY, XAUAUD, XAUCHF) and macro symbols (DXY, US30) using security calls. It converts each symbol into a simple % return per candle. It builds an “expected” gold move using weighted inputs: Average return of gold crosses Inverse return of DXY Return of US30 It calculates the “residual,” which means: actual XAU return - expected macro return It turns that into a Z-score to measure how extreme the deviation is. If the Z-score is too high or too low, the script marks the candle: Aqua pulse below bar = unusually strong move Fuchsia pulse above bar = unusually weak move How to Interpret the Pulses Aqua Pulse (below candle) – Bullish anomaly XAUUSD moved stronger than the macro environment suggests. Meaning: -Possible liquidity grab upward -Possible early trend move -Possible false breakout -Price may be overreacting Fuchsia Pulse (above candle) – Bearish anomaly XAUUSD moved weaker than expected. Meaning: -Possible liquidity sweep downward -Possible aggressive sell-side event -Possible exhaustion -Price may be taking liquidity before reversing Typical Use Cases -Spot moments when gold acts independently of macro -Identify candles that might signal a reversal or a trap -Confirm whether a breakout is real or suspicious -Filter trades by macro alignment -Help understand when XAUUSD is reacting to news or liquidity instead of fundamentals Inputs Explained - Z-score Lookback – How many candles are considered normal behavior - Z-threshold – How extreme a move must be before it is marked - Basket / DXY / US30 weights – How much influence each macro component has
Indicador Pine Script®
por hondacivic2002
Algoticks.in: Supertrend Strategy (Directional option sample)Supertrend Strategy - User Guide Overview This is a trend-following strategy based on the Supertrend indicator. It generates signals when the trend direction changes (Green to Red or Red to Green). It is fully integrated with Algoticks.in API for automated trading on Delta Exchange, with specialized logic for Options trading. Strategy Logic Long Signal: When Supertrend flips to Green (Bullish Trend Start) Short Signal: When Supertrend flips to Red (Bearish Trend Start) Automatically closes opposite positions before entering new ones Quick Setup 1. Add to TradingView Open TradingView and go to the chart Click "Pine Editor" at the bottom Paste the script code Click "Add to Chart" 2. Configure Strategy Parameters Strategy Settings ATR Length (default: 10): The lookback period for Average True Range Factor (default: 3.0): The multiplier for the ATR bands. Higher values = fewer signals (less noise), Lower values = more signals (scalping). General API Settings Paper Trading : Enable for testing without real money Signal Type : Choose "Trading Signal" (default) for tracking Exchange : DELTA (Delta Exchange) Segment : futures - Perpetual contracts options - Call/Put options spot - Spot trading Order Settings: Basic Quantity : Number of contracts (e.g., 1, 0.5, 2) Validity : GTC - Good Till Cancelled IOC - Immediate or Cancel FOK - Fill or Kill DAY - Day order Product : cross_margin or isolated_margin Order Settings: Entry Type Choose how orders are executed: Market Order : Immediate fill at best price Limit Order : Fill at specified price or better Stop Market : Triggers at stop price, then market order Stop Limit : Triggers at stop price, then limit order Entry Prices (for Limit/Stop orders) Limit Price: Price : The value to use Type : Last Price / Mark Price / Index Price Mode : Absolute - Exact price (e.g., 65000) Relative - Offset from entry price % Checkbox : If checked, relative uses percentage; if unchecked, uses points Example: Absolute: 65000 → Order at exactly 65000 Relative 1% (checked): Entry ± 1% of entry price Relative 100 (unchecked): Entry ± 100 points Trigger Price: Same logic as Limit Price, used for Stop orders Exit / Bracket Prices (SL/TP) Stop Loss (SL): Type : Price type to monitor (Mark Price recommended) Mode : Absolute or Relative % : Percentage or points SL : Stop loss value (e.g., 2 for 2%) Trig : Optional trigger price (creates Stop-Limit SL) Take Profit (TP): Same structure as SL Example: Long entry at 65000, SL = 2% → Exit at 63700 (65000 - 2%) Short entry at 65000, TP = 3% → Exit at 63050 (65000 - 3%) 3. Options Trading Setup (CRITICAL) This strategy has special logic for Options trading to handle directional bias correctly. Scenario A: Options Buying (Long Volatility) You want to BUY Calls when the trend is Up, and BUY Puts when the trend is Down. Segment : options Strike Selection : Dynamic Algo Type : Options Buying Algo What happens: Long Signal (Green Supertrend) → System sends BUY action. Backend buys a Call (CE) . Short Signal (Red Supertrend) → System sends BUY action. Backend buys a Put (PE) . Scenario B: Options Selling (Short Volatility) You want to SELL Puts when the trend is Up (Bullish), and SELL Calls when the trend is Down (Bearish). Segment : options Strike Selection : Dynamic Algo Type : Options Selling Algo What happens: Long Signal (Green Supertrend) → System sends SELL action. Backend sells a Put (PE) . Short Signal (Red Supertrend) → System sends SELL action. Backend sells a Call (CE) . Dynamic Strike Settings: Strike Offset : 0 (ATM), +1 (OTM for Calls/ITM for Puts), -1 (ITM for Calls/OTM for Puts) Strike Interval : Gap between strikes (e.g., BTC: 500, ETH: 50) Expiry Date Formats: T+0 - Today T+1 - Tomorrow current week - This Friday next week - Next Friday current month - Last Friday of month 131125 - Specific date (13 Nov 2025) 4. Create Alert for Automation Right-click on chart → "Add Alert" Condition : Select your strategy name Alert Actions : Webhook URL Webhook URL : Your Algoticks.in API endpoint Message : Leave as {{strategy.order.alert_message}} (contains JSON) Click "Create" The alert will automatically send JSON payloads to your API when signals occur. Example Configurations Futures Trend Following Strategy: ATR=10, Factor=3.0 Segment: futures Order Type: market_order Quantity: 1 SL: 2% (Relative) TP: 6% (Relative) Options Buying (Directional) Segment: options Strike Selection: Dynamic Algo Type: Options Buying Algo Strike Offset: 0 (ATM) Strike Interval: 500 (for BTC) Expiry: current week Order Type: market_order Important Notes Paper Trading First : Always test with paper trading enabled before live trading Order Tags : Automatically generated for tracking (max 18 chars) Position Management : Strategy closes opposite positions automatically Signal Confirmation : Uses barstate.isconfirmed to prevent repainting JSON Payload : All settings are converted to JSON and sent via webhook Troubleshooting No signals : Check if Supertrend is flipping on your timeframe Orders not executing : Verify webhook URL and API credentials Wrong strikes : Double-check Strike Interval for your asset SL/TP not working : Ensure values are non-zero and mode is correct Support For API setup and connector configuration, see visit Algoticks.in documentation.
Estrategia Pine Script®
por Algoticks_India
Ultimate Squeeze & BreakoutTitle: Ultimate Squeeze & Breakout Description: This professional volatility indicator utilizes the power of Bollinger Bands and Keltner Channels to identify high-probability consolidation zones and explosive breakouts. It is designed to help traders spot "The Squeeze"—a critical period of low volatility where the market builds potential energy before a significant directional move. How It Works: 1. The Energy (The Squeeze): Using the classic TTM Squeeze logic, the indicator monitors the relationship between price volatility (Bollinger Bands) and average range (Keltner Channels). Red Cloud: Volatility is compressed. The Bollinger Bands have contracted inside the Keltner Channels. The market is coiling like a spring. This is the Setup Phase. 2. The Breakout (The Release): When price expands and closes outside the bands, the energy is released. Momentum Filter: A unique filter checks the slope of the 20-period Basis Line (SMA). Breakout colors only trigger if the momentum slope agrees with the breakout direction, helping to filter out weak "fakeouts." Visual Guide: ☁️ Cloud Colors (Volatility State): 🟥 Red: Squeeze ON (Consolidation/No Trade). 🟣 Fuchsia: Bullish Momentum Breakout. 🔵 Blue: Bearish Momentum Breakout. ⬜ Gray/Green: Normal Trending (Neutral). Features: Smart Filters: Breakouts are validated by the underlying momentum slope. Trend Coloring: Option to switch the neutral trending cloud between Gray and Green. Precision Tuning: Decimal inputs allow for fine-tuning of Standard Deviation and ATR multipliers. Alerts: Full alert support for Squeeze Start, Bullish Breakouts, and Bearish Breakouts. Credits: This script is built upon the foundational TTM Squeeze concept popularized by John Carter, enhanced with dynamic coloring and momentum filtering.
Indicador Pine Script®
por tonngnh3
BTC Strategy Institutional Multi-Factor EngineThis indicator is designed to bring an institutional grade analytical framework to Bitcoin trading by synthesizing technical price action with deeper market drivers such as Open Interest, volume flow, and macro correlations. Unlike standard indicators that often rely on a single metric, this tool employs an ensemble Machine Learning engine that aggregates and weights various factors ranging from momentum and mean reversion to cross-market data to generate high-probability entry signals. To ensure these signals remain robust against typical crypto volatility, the raw data is processed through an adaptive Kalman Filter rather than traditional moving averages, providing a significantly clearer view of the true underlying trend. What distinguishes this tool is its built in paper trading simulation engine. While it functions technically as an indicator, it actively tracks hypothetical trade execution in the background to display real time performance metrics such as Win Rate, Profit Factor, and Drawdown directly on the dashboard, giving you immediate insight into the strategy's current effectiveness without needing to run a separate backtest. The system also integrates advanced risk management modules, including a Liquidation Cascade detection system that temporarily blocks signals during violent sell-offs to prevent catching "falling knives," as well as dynamic signal thresholds that automatically adjust based on market stress. By further contextualizing price action within the 4-year halving cycle and filtering out low-liquidity weekend noise, this strategy aims to align short-term execution with the broader market regime, offering a complete, data-driven trading system in a single chart overlay.
Indicador Pine Script®
por gelatofuturegreg
ROC Bot AlertsA rules-based momentum scalping framework for short-term index futures This indicator is designed for traders who focus on fast-moving, intraday momentum opportunities—particularly on lower timeframes such as the 1-minute chart. It uses a structured combination of trend filters and short-term momentum tools to help identify potential continuation entries during active market conditions. Core Concept The tool evaluates price behavior relative to a dynamic trend line while measuring short-term rate-of-change and directional strength. When all components align, the indicator highlights moments where the market may be transitioning into or sustaining momentum in one direction. Conversely, when conditions deteriorate or momentum weakens, the indicator suppresses signals to reduce noise and avoid choppy environments. This approach aims to provide buy/sell signals for scalping in trending or expanding-volatility conditions. What the Indicator Uses The system assesses several factors before confirming a potential momentum signal: A dynamic trend filter to determine directional bias A rate-of-change threshold to confirm short-term acceleration A trend-strength component to avoid signals during low-energy or ranging conditions A cooldown mechanism to prevent rapid, back-to-back signals in unsettled areas Only when all conditions align does the indicator paint a long or short trigger on the chart. Intended Use This tool is best suited for: - Active scalpers - Intraday index futures traders (NQ, ES, GC, etc.) - Short-duration momentum traders - Traders who prefer clean, rules-based decision making It is not designed for swing trading, long-term trend following, or counter-trend strategies. How to Read the Signals - Buy markers appear when trend, momentum, and strength all support upward continuation. - Sell markers appear when these same factors align in the opposite direction. - The 90-period trend line can be shown or hidden based on user preference, but it remains part of the decision framework internally. - The user may optionally adjust the momentum threshold (ROC%) to suit different volatility environments. Important Notes Signals are generated only on completed bars. As with all technical tools, this should be used alongside proper risk and trade management practices.
Indicador Pine Script®
por DaytrayAlgo
Session important reference linesThis indicator automatically plots crucial price reference points for the Regular Trading Hours (RTH) session, including Yesterday's High/Low/Close, Session Open, Midpoint, and the Initial Balance (IB) range with its 2x extension . In the example above the lines are: Dotted green - Today's open price Dashed yellow - Today's mid line Solid yellow - Initial Balance high/low Dotted yellow - Initial Balance extension Dotted dark green - Previous session high Dotted dark red - Previous session low Dotted orange - Previous session close
Indicador Pine Script®
por ValYouW
SVE Pivot PointsSVE Pivot Points are a modified variation of traditional pivot points created by Sylvain Vervoort (SVE). They are designed to adapt more dynamically to price volatility and short-term market structure, giving traders more responsive support and resistance levels. Unlike standard floor pivots that rely only on the previous period’s high/low/close, SVE Pivot Points incorporate volatility-based smoothing, making the levels more stable during choppy markets and more reactive when volatility expands. 1. Volatility-Adaptive Formulas SVE uses smoothing techniques (often EMA-based or Vervoort’s proprietary volatility filters) that adjust to current market noise. This reduces false levels and gives clearer reaction zones. 2. Dynamic Support & Resistance You still get: • Pivot (P) • Support levels (S1, S2, S3) • Resistance levels (R1, R2, R3) But they update based on volatility-weighted highs/lows instead of raw numbers. 3. More Reliable in Intraday Trading SVE pivot points were designed to: • Improve accuracy • Reduce whipsaw • Give better intraday turning points This is why they’re popular among futures, forex, and index traders.
Indicador Pine Script®
por thexfounder
Volatility Regime NavigatorA guide to understanding VIX, VVIX, VIX9D, VVIX/VIX, and the Composite Risk Score 1. Purpose of the Indicator This dashboard summarizes short-term market volatility conditions using four core volatility metrics. It produces: • Individual readings • A combined Regime classification • A Composite Risk Score (0–100) • A simplified Risk Bucket (Bullish → Stress) Use this to evaluate market fragility, drift potential, tail-risk, and overall risk-on/off conditions. This is especially useful for intraday ES/NQ trading, expected-move context, and understanding when breakouts or fades have edge. 2. The Four Core Volatility Inputs (1) VIX — Baseline Equity Volatility • < 16: Complacent (easy drift-up, but watch for fragility) • 16–22: Healthy, normal volatility → ideal trading conditions • > 22: Stress rising • > 26: Tail-risk / risk-off environment (2) VIX9D — Short-Term Event Vol Measures 9-day implied volatility. Reacts to immediate news/events. • < 14: Strongly bullish (drift regime) • 14–17: Bullish to neutral • 17–20: Event risk building • > 20: Short-term stress / caution (3) VVIX — Volatility of VIX (fragility index) Tracks volatility of volatility. • < 100: “Bullish, Bullish” — very low fragility • 100–120: Normal • 120–140: Fragile • > 140: Stress, hedging pressure (4) VVIX/VIX Ratio — Microstructure Risk-On/Risk-Off One of the most sensitive indicators of market confidence. • 5.0–6.5: Strongest “normal/bullish” zone • < 5.0: Bottom-stalking / fear regime • > 6.5: Complacency → vulnerable to reversals • > 7.5: Fragile / top-risk 3. Composite Risk Score (0–100) The dashboard converts all four inputs into a single score. Score Interpretation • 80–100 → Bullish - Drift regime. Shallow pullbacks. Upside favored. • 60–79 → Normal - Healthy tape. Balanced two-way trading. • 40–59 → Fragile - Choppy, failed breakouts, thinner liquidity. • 20–39 → Risk-Off - Downside tails active. Favor fades and defensive behavior. • < 20 → Stress - Crisis or event-driven tape. Avoid longs. Score updates every bar. 4. Regime Label Independent of the composite score, the script provides a Regime classification based on combinations of VIX + VVIX/VIX: • Bullish+ → Buying is easy, tape lifts passively • Normal → Cleanest and most tradable conditions • Complacent → Top-risk; be careful chasing upside • Mixed → Signals conflict; chop potential • Bottom Stalk → High VIX, low VVIX/VIX (capitulation signatures) A trailing “+” or “*” indicates additional bullish or caution overlays from VIX9D/VVIX. 5. How to Use the Dashboard in Trading When Bullish (Score ≥ 80): • Expect drift-up behavior • Downside limited unless catalyst hits • Structure favors breakouts and trend continuation • Mean reversion trades have lower expectancy When Normal (Score 60–79): • The “playbook regime” • Breakouts and mean reversion both valid • Best overall trading environment When Fragile (Score 40–59): • Expect chop • Breakouts fail • Take quicker profits • Avoid overleveraged directional bets When Risk-Off (20–39): • Favor fades of strength • Downside tails activate • Trend-following short setups gain edge • Respect volatility bands When Stress (<20): • Avoid long exposure • Do not chase dips • Expect violent, news-sensitive behavior • Position sizing becomes critical 6. Quick Summary • VIX = weather • VIX9D = short-term storm radar • VVIX = foundation stability • VVIX/VIX = confidence vs fragility • Composite Score = overall regime health • Risk Bucket = simple “what do I do?” label This dashboard gives traders a high-confidence, low-noise view of equity volatility conditions in real time.
Indicador Pine Script®
por prelate
ADX with 20 ThresholdI wanted an ADX with a threshold line so I created an indicator. ADX (20 Threshold) Cheat-Sheet Purpose: Filter trades by trend strength. Indicator: ADX (derived from DMI) with optional +DI/−DI lines. Key Rules: ADX > 20: Trend is strong → trade OK ADX < 20: Trend is weak/choppy → avoid trades Optional +DI / −DI: Shows momentum direction HTF Use: Stable trend confirmation LTF Use: Optional filter with EMA slope for entries Tips: Combine with EMAs or MACD for directional bias. ADX does not indicate direction, only strength. Best used to avoid low-probability trades in sideways markets.
Indicador Pine Script®
por Simon20cent