HTF BIAS FILTER๐งญHTF Bias Filter Indicator: 5 in 1 indicator
Technical Overview
The Bias Filter is a comprehensive multi-timeframe tool designed to confirm directional bias using five key indicators before entering a trade. It plots higher-timeframe Moving Averages directly on the chart and provides an immediate status summary via a static dashboard.
The more confluence on the dashboard, the greater the probability of the direction of the trade.
1. ๐ Display Components
A. Plotted Lines
The indicator uses the request.security function to draw Moving Averages from higher timeframes onto your current chart:
1H EMA 21 (Purple): The 21-period Exponential Moving Average calculated on the 1-Hour (60 min) chart. Plotted using a step-line style.
4H EMA 50 (Red): The 50-period Exponential Moving Average calculated on the 4-Hour (240 min) chart. Plotted using a step-line style.
B. Directional Dashboard
A fixed-position summary table is anchored to the bottom-right corner of the chart, providing a quick glance at the current status of all five filters.
2. ๐จ Colour Logic
Each of the five indicators is assigned a colour based on its current directional signal. The more indicators that show the same colour (confluence), the stronger the signal and the higher the likelihood of a high-probability trade.
๐ข Green indicators are signaling UP/BUY (Bullish momentum or trend).
๐ด Red indicators are signaling DOWN/SELL (Bearish momentum or trend).
โซ Gray indicators are signaling Mixed or flat directions (neutral or undecided).
Note: The dashboard's main header color is determined by a strict confluence logic (All four 4H filters must align for Green/Red), while individual indicator colors follow the simple rules above.
3. ๐ Indicator Breakdown and Logic
The dashboard provides the direction of five different filters.
3.1. Higher-Timeframe (HTF) Trend Indicators
These two signals determine the immediate slope and direction of the primary Moving Averages:
4H EMA 50:
Timeframe: 4-Hour (240 min)
Logic: Compares the current EMA value to the value two bars ago on the 4H chart.
Output: UP โ, DOWN โ, or FLAT โธ
1H EMA 21:
Timeframe: 1-Hour (60 min)
Logic: Compares the current EMA value to the value two bars ago on the 1H chart.
Output: UP โ, DOWN โ, or FLAT โธ
3.2. 4-Hour Confluence Filters
These three indicators provide supplementary confirmation on Volume, Price Position, and Momentum, all calculated on the 4-Hour (240 min) chart:
4H OBV (Smoothed):
Timeframe: 4-Hour (240 min)
Logic: Direction is based on the current value of the 21-bar smoothed On-Balance Volume (OBV) compared to its value nine bars ago.
Output: UP โ, DOWN โ, or FLAT โธ
4H ATR DIR (EMA Proxy):
Timeframe: 4-Hour (240 min)
Logic: Determines the price position by comparing the current Close price against the 4H EMA 50.
Output: BUY ๐ข (Close > EMA 50), SELL ๐ด (Close < EMA 50), or FLAT โธ๏ธ (Close = EMA 50).
4H RSI (14):
Timeframe: 4-Hour (240 min)
Logic: Momentum check comparing the 14-period Relative Strength Index (RSI) value against the 50 level.
Output: BUY ๐ข (RSI > 50), SELL ๐ด (RSI < 50), or FLAT โธ๏ธ (RSI = 50).
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Scout Regiment - MACD# Scout Regiment - MACD Indicator
## English Documentation
### Overview
Scout Regiment - MACD is an advanced implementation of the Moving Average Convergence Divergence indicator with enhanced features including dual divergence detection (histogram and MACD line), customizable moving average types, multi-timeframe analysis, and sophisticated visual elements. This indicator provides traders with comprehensive momentum analysis and high-probability reversal signals.
### What is MACD?
MACD (Moving Average Convergence Divergence) is a trend-following momentum indicator that shows the relationship between two moving averages:
- **MACD Line**: Difference between fast and slow EMAs
- **Signal Line**: Moving average of the MACD line
- **Histogram**: Difference between MACD line and signal line
- **Purpose**: Identifies trend direction, momentum strength, and potential reversals
### Key Features
#### 1. **Enhanced MACD Display**
**Three Core Components:**
**MACD Line** (Default: Blue/Orange, 2px)
- Fast EMA (13) minus Slow EMA (34)
- Shows momentum direction
- Color changes based on position relative to signal line:
- Blue: Above signal line (bullish)
- Orange: Below signal line (bearish)
- Can be toggled on/off
**Signal Line** (Default: White/Blue with transparency, 2px)
- EMA (9) of the MACD line
- Serves as trigger line for crossover signals
- Color varies based on settings
- Essential for identifying entry/exit points
**Histogram** (Default: 4-color gradient, 4px columns)
- Difference between MACD and signal line
- Visual representation of momentum strength
- Advanced 4-color scheme:
- **Dark Green (#26A69A)**: Positive and increasing (strong bullish)
- **Light Green (#B2DFDB)**: Positive but decreasing (weakening bullish)
- **Dark Red (#FF5252)**: Negative and decreasing (strong bearish)
- **Light Red (#FFCDD2)**: Negative but increasing (weakening bearish)
- Histogram tells the "story" of momentum changes
#### 2. **Customizable Moving Average Types**
**Oscillator MA Type** (MACD Line calculation):
- **EMA** (Exponential) - Default, more responsive
- **SMA** (Simple) - Smoother, less responsive
**Signal Line MA Type**:
- **EMA** (Exponential) - Default, faster signals
- **SMA** (Simple) - Slower, fewer false signals
**Flexibility**: Mix and match for different trading styles
- EMA/EMA: Most responsive (day trading)
- SMA/SMA: Smoothest (swing trading)
- EMA/SMA or SMA/EMA: Balanced approaches
#### 3. **Multi-Timeframe Capability**
**Current Chart Period** (Default: Enabled)
- Uses current timeframe automatically
- Simplest option for most traders
**Custom Timeframe Selection**
- Calculate MACD on any timeframe
- Display higher timeframe MACD on lower timeframe charts
- Example: View 1H MACD on 15min chart
- **Use Case**: Align lower timeframe trades with higher timeframe momentum
#### 4. **Visual Enhancement Features**
**Golden Cross / Death Cross Markers**
- Circles mark crossover points
- Color matches MACD line color
- Clearly identifies entry/exit signals
- Can be toggled on/off
**Zero Line** (White, 2px solid)
- Reference for positive/negative momentum
- Critical level for trend identification
- MACD above zero = Bullish bias
- MACD below zero = Bearish bias
**Color Transitions**
- MACD line changes color at signal line crosses
- Histogram shows momentum acceleration/deceleration
- Provides early warning of trend changes
#### 5. **Dual Divergence Detection System**
This indicator features TWO separate divergence detection systems:
**A. Histogram Divergence Detection**
- **Purpose**: Earlier divergence signals (most sensitive)
- **Detects**: Regular bullish and bearish divergences
- **Label**: "Hๆถจ" (Histogram Up), "H่ท" (Histogram Down)
- **Special Feature**: Same-sign requirement option
- Top divergence: Both histogram points must be positive
- Bottom divergence: Both histogram points must be negative
- Filters out less reliable divergences
**B. MACD Line Divergence Detection**
- **Purpose**: Stronger, more reliable divergences
- **Detects**: Regular bullish and bearish divergences
- **Label**: "Mๆถจ" (MACD Up), "M่ท" (MACD Down)
- **Use**: Confirmation of histogram divergences or standalone
**Divergence Types Explained:**
**Regular Bullish Divergence (Yellow)**
- **Price**: Lower lows
- **Indicator**: Higher lows (histogram OR MACD line)
- **Signal**: Potential upward reversal
- **Best**: Near support levels, oversold conditions
- **Entry**: After price breaks above recent resistance
**Regular Bearish Divergence (Blue)**
- **Price**: Higher highs
- **Indicator**: Lower highs (histogram OR MACD line)
- **Signal**: Potential downward reversal
- **Best**: Near resistance levels, overbought conditions
- **Entry**: After price breaks below recent support
#### 6. **Advanced Divergence Parameters**
**Histogram Divergence Settings:**
- **Price Reference**: Wicks (default) or Bodies
- **Right Lookback**: Bars to right of pivot (default: 2)
- **Left Lookback**: Bars to left of pivot (default: 5)
- **Max Range**: Maximum bars between divergences (default: 60)
- **Min Range**: Minimum bars between divergences (default: 5)
- **Same Sign Requirement**: Ensures both histogram points have same sign
- **Show Regular Divergence**: Toggle display
- **Show Labels**: Toggle divergence labels
**MACD Line Divergence Settings:**
- **Price Reference**: Wicks (default) or Bodies
- **Right Lookback**: Bars to right of pivot (default: 1)
- **Left Lookback**: Bars to left of pivot (default: 5)
- **Max Range**: Maximum bars between divergences (default: 60)
- **Min Range**: Minimum bars between divergences (default: 5)
- **Show Regular Divergence**: Toggle display
- **Show Labels**: Toggle divergence labels
**Independent Control**: Adjust histogram and MACD line divergences separately
### Configuration Settings
#### MACD Basic Settings
- **Fast EMA Period**: Fast moving average length (default: 13)
- **Slow EMA Period**: Slow moving average length (default: 34)
- **Signal Line Period**: Signal line length (default: 9)
- **Use Current Chart Period**: Auto-adjust to current timeframe
- **Select Period**: Choose custom timeframe
- **Show MACD & Signal Lines**: Toggle lines display
- **Show Cross Markers**: Toggle golden/death cross dots
- **Show Histogram**: Toggle histogram display
- **Show Crossover Color Change**: Enable MACD line color change
- **Show Histogram Colors**: Enable 4-color histogram scheme
- **Oscillator MA Type**: Choose SMA or EMA for MACD
- **Signal Line MA Type**: Choose SMA or EMA for signal
#### Histogram Divergence Settings
- **Show Histogram Divergence**: Enable histogram divergence detection
- **Price Reference**: Wicks or Bodies for price comparison
- **Right/Left Lookback**: Pivot detection parameters
- **Max/Min Range**: Distance constraints between pivots
- **Show Regular Divergence**: Display histogram divergence lines
- **Show Labels**: Display histogram divergence labels
- **Require Same Sign**: Enforce histogram sign consistency
#### MACD Line Divergence Settings
- **Show MACD Line Divergence**: Enable MACD line divergence detection
- **Price Reference**: Wicks or Bodies for price comparison
- **Right/Left Lookback**: Pivot detection parameters
- **Max/Min Range**: Distance constraints between pivots
- **Show Regular Divergence**: Display MACD line divergence lines
- **Show Labels**: Display MACD line divergence labels
### How to Use
#### For Basic Trend Following
1. **Enable Core Components**
- MACD line, signal line, and histogram
- Enable cross markers
2. **Identify Trend**
- MACD above zero = Uptrend
- MACD below zero = Downtrend
3. **Watch for Crossovers**
- Golden cross (MACD crosses above signal) = Buy signal
- Death cross (MACD crosses below signal) = Sell signal
4. **Confirm with Histogram**
- Increasing histogram = Strengthening trend
- Decreasing histogram = Weakening trend
#### For Divergence Trading
1. **Enable Both Divergence Systems**
- Histogram divergence (early signals)
- MACD line divergence (confirmation)
2. **Wait for Divergence Signals**
- "Hๆถจ" or "H่ท" = Early warning
- "Mๆถจ" or "M่ท" = Confirmation
3. **Best Divergences**
- Both histogram AND MACD line showing divergence
- Divergence at key support/resistance levels
- Multiple divergences on same trend
4. **Entry Timing**
- Wait for price structure break
- Enter on pullback after confirmation
- Use MACD crossover as trigger
#### For Multi-Timeframe Analysis
1. **Set Higher Timeframe**
- Example: 4H MACD on 1H chart
- Uncheck "Use Current Chart Period"
- Select desired timeframe
2. **Identify Higher TF Trend**
- MACD position relative to zero
- MACD vs signal line relationship
3. **Trade with HTF Direction**
- Only take long signals if HTF MACD bullish
- Only take short signals if HTF MACD bearish
4. **Use Current TF for Entries**
- Higher TF for bias
- Current TF for precise timing
#### For Histogram Analysis
1. **Enable 4-Color Histogram**
- Watch color transitions
- Dark colors = Strong momentum
- Light colors = Weakening momentum
2. **Momentum Stages**
- Dark green โ Light green = Bullish losing steam
- Light red โ Dark red = Bearish gaining strength
3. **Trade Transitions**
- Light green to light red = Momentum shift (potential reversal)
- Entry on confirmation crossover
### Trading Strategies
#### Strategy 1: Classic MACD Crossover
**Setup:**
- Standard settings (13/34/9)
- Enable MACD, signal line, and cross markers
- Clear trend on higher timeframe
**Entry:**
- **Long**: Golden cross (circle marker) above zero line
- **Short**: Death cross (circle marker) below zero line
**Confirmation:**
- Histogram color supporting direction
- Volume increase helps
**Stop Loss:**
- Below recent swing low (long)
- Above recent swing high (short)
**Exit:**
- Opposite crossover
- MACD crosses zero line against position
**Best For:** Trend following, clear trending markets
#### Strategy 2: Zero Line Bounce
**Setup:**
- Enable all components
- Established trend (MACD staying one side of zero)
- Wait for pullback to zero line
**Entry:**
- **Long**: MACD touches zero from above, bounces up with golden cross
- **Short**: MACD touches zero from below, bounces down with death cross
**Confirmation:**
- Histogram color change
- Price at support/resistance
**Stop Loss:**
- Just beyond zero line (opposite side)
**Exit:**
- Target previous extreme
- Or opposite crossover
**Best For:** Trend continuation, strong markets
#### Strategy 3: Dual Divergence Confirmation
**Setup:**
- Enable both histogram and MACD line divergences
- Price at extreme (high/low)
- Wait for divergence signals
**Entry:**
- **Long**: Both "Hๆถจ" AND "Mๆถจ" labels appear
- **Short**: Both "H่ท" AND "M่ท" labels appear
**Confirmation:**
- Price breaks structure
- Volume increase
- Golden/death cross confirms
**Stop Loss:**
- Beyond divergence pivot point
**Exit:**
- MACD crosses zero line
- Or opposite divergence appears
**Best For:** Reversal trading, swing trading
#### Strategy 4: Histogram Color Transition
**Setup:**
- Enable 4-color histogram
- Focus on color changes
- Price in trend
**Entry:**
- **Long**: Light red โ Light green transition + golden cross
- **Short**: Light green โ Light red transition + death cross
**Rationale:**
- Light colors show momentum exhaustion
- Color flip = momentum shift
- Early entry before full trend reversal
**Stop Loss:**
- Recent swing point
**Exit:**
- Histogram color turns light against position
- Or at predetermined target
**Best For:** Scalping, day trading, early entries
#### Strategy 5: Multi-Timeframe Momentum
**Setup:**
- Display higher timeframe MACD (e.g., 4H on 1H chart)
- Current chart shows current momentum
- Higher TF shows overall bias
**Entry:**
- **Long**: HTF MACD above zero + current TF golden cross
- **Short**: HTF MACD below zero + current TF death cross
**Confirmation:**
- HTF histogram supporting direction
- Both timeframes aligned
**Stop Loss:**
- Based on current timeframe structure
**Exit:**
- Current TF opposite crossover
- Or HTF MACD momentum weakens
**Best For:** Swing trading, high-probability setups
#### Strategy 6: Histogram-Only Divergence Scout
**Setup:**
- Enable only histogram divergence
- Use "same sign requirement"
- Focus on early signals
**Entry:**
- **Long**: "Hๆถจ" label + price at support
- **Short**: "H่ท" label + price at resistance
**Confirmation:**
- Wait for MACD/signal crossover
- Or price structure break
**Advantage:**
- Earliest divergence signals
- Get in before crowd
**Risk:**
- More false signals than MACD line divergence
- Requires strict confirmation
**Stop Loss:**
- Tight stop beyond entry bar
**Exit:**
- Quick targets (30-50% of expected move)
- Or trail stop
**Best For:** Active traders, scalpers seeking early entries
### Best Practices
#### MACD Period Selection
**Standard (13/34/9)** - Default
- Balanced for most markets
- Good for day trading and swing trading
- Widely used, works with general market psychology
**Faster (8/21/5 or 12/26/9)**
- More responsive
- More signals, more noise
- Best for: Scalping, volatile markets
- Risk: More false signals
**Slower (21/55/13)**
- Smoother signals
- Fewer but stronger signals
- Best for: Swing trading, position trading
- Benefit: Higher reliability
#### Histogram vs MACD Line Divergences
**Histogram Divergence:**
- โ
Earlier signals
- โ
Catch moves before others
- โ More false signals
- โ Requires confirmation
- **Best for**: Active traders, scalpers
**MACD Line Divergence:**
- โ
More reliable
- โ
Stronger divergences
- โ Later signals
- โ May miss early moves
- **Best for**: Swing traders, conservative traders
**Both Together:**
- โ
Maximum confidence
- โ
Histogram for alert, MACD for confirmation
- โ
Highest probability setups
- **Best for**: All traders seeking quality over quantity
#### Same Sign Requirement Feature
**Enabled (Recommended):**
- Filters low-quality divergences
- Top divergence: Both histogram points positive
- Bottom divergence: Both histogram points negative
- Results in fewer but more reliable signals
**Disabled:**
- More divergence signals
- Includes zero-line crossing divergences
- Higher false signal rate
- Only for experienced traders
#### Price Reference: Wicks vs Bodies
**Wicks (Default):**
- Uses high/low prices
- Catches all extremes
- More divergences detected
- Best for: Most trading styles
**Bodies:**
- Uses open/close prices
- Filters out spike movements
- Fewer but cleaner divergences
- Best for: Noisy markets, crypto
#### Visual Settings Recommendations
**For Beginners:**
- Enable: MACD line, signal line, histogram
- Enable: Cross markers
- Enable: Histogram colors
- Disable: Both divergence systems initially
- Focus: Learn basic crossovers first
**For Intermediate:**
- All basic components
- Add: Histogram divergence only
- Use: Same sign requirement
- Focus: Early reversal signals
**For Advanced:**
- All components
- Both divergence systems
- Custom parameters per market
- Multi-timeframe analysis
- Focus: High-probability confluence setups
### Indicator Combinations
**With Moving Averages (EMAs):**
- EMAs (21/55/144) show trend
- MACD shows momentum
- Enter when both align
- Exit when MACD turns first
**With RSI:**
- RSI for overbought/oversold
- MACD for momentum confirmation
- Divergence on both = Extremely strong signal
- RSI + MACD divergence = High probability trade
**With Volume:**
- Volume confirms MACD signals
- Crossover + volume spike = Valid breakout
- Divergence + volume divergence = Strong reversal
**With Support/Resistance:**
- S/R levels for entry/exit targets
- MACD divergence at levels = Highest probability
- MACD crossover at level = Strong confirmation
**With Bias Indicator:**
- Bias shows price deviation from EMA
- MACD shows momentum
- Both diverging = Powerful reversal signal
- Bias extreme + MACD divergence = High conviction trade
**With OBV:**
- OBV shows volume trend
- MACD shows price momentum
- OBV + MACD divergence = Volume not supporting price
- Strong reversal indication
**With KSI (RSI/CCI):**
- KSI for oscillator extremes
- MACD for momentum direction
- KSI extreme + MACD divergence = Reversal likely
- All aligned = Maximum confidence
### Common MACD Patterns
1. **Bullish Cross Above Zero**: Strong uptrend continuation signal
2. **Bearish Cross Below Zero**: Strong downtrend continuation signal
3. **Zero Line Rejection**: Price respects zero as support/resistance
4. **Histogram Peak**: Momentum climax, watch for reversal
5. **Double Divergence**: Two divergences without reversal = Very strong signal when it finally reverses
6. **Histogram Convergence**: Histogram narrowing = Trend losing steam
7. **Signal Line Hug**: MACD stays close to signal = Consolidation, expect breakout
### Performance Tips
- Start with default settings (13/34/9 EMA/EMA)
- Test one divergence system at a time
- Use same sign requirement initially
- Enable cross markers for clear signals
- Adjust lookback parameters per market volatility
- Higher timeframe MACD more reliable than lower
- Combine histogram early signal with MACD line confirmation
- Don't trade every divergence - wait for best setups
### Alert Conditions
While not explicitly coded, you can set custom alerts on:
- MACD crossing above/below signal line
- MACD crossing above/below zero line
- Histogram crossing zero
- When divergence labels appear (using visual alerts)
---
## ไธญๆ่ฏดๆๆๆกฃ
### ๆฆ่ฟฐ
Scout Regiment - MACD ๆฏ็งปๅจๅนณๅ็บฟๆถๆๅๆฃๆๆ ็้ซ็บงๅฎ็ฐ็ๆฌ๏ผๅ
ทๆๅขๅผบๅ่ฝ๏ผๅ
ๆฌๅ้่็ฆปๆฃๆต๏ผ็ดๆนๅพๅMACD็บฟ๏ผใๅฏ่ชๅฎไน็็งปๅจๅนณๅ็ฑปๅใๅคๆถ้ดๆกๆถๅๆๅๅคๆ็่ง่งๅ
็ด ใ่ฏฅๆๆ ไธบไบคๆ่
ๆไพๅ
จ้ข็ๅจ้ๅๆๅ้ซๆฆ็ๅ่ฝฌไฟกๅทใ
### ไปไนๆฏMACD๏ผ
MACD๏ผ็งปๅจๅนณๅ็บฟๆถๆๅๆฃ๏ผๆฏไธไธช่ถๅฟ่ท้ๅจ้ๆๆ ๏ผๆพ็คบไธคๆก็งปๅจๅนณๅ็บฟไน้ด็ๅ
ณ็ณป๏ผ
- **MACD็บฟ**๏ผๅฟซ้ๅๆ
ข้EMAไน้ด็ๅทฎๅผ
- **ไฟกๅท็บฟ**๏ผMACD็บฟ็็งปๅจๅนณๅ
- **็ดๆนๅพ**๏ผMACD็บฟๅไฟกๅท็บฟไน้ด็ๅทฎๅผ
- **็จ้**๏ผ่ฏๅซ่ถๅฟๆนๅใๅจ้ๅผบๅบฆๅๆฝๅจๅ่ฝฌ
### ๆ ธๅฟๅ่ฝ
#### 1. **ๅขๅผบ็MACDๆพ็คบ**
**ไธไธชๆ ธๅฟ็ปไปถ๏ผ**
**MACD็บฟ**๏ผ้ป่ฎค๏ผ่่ฒ/ๆฉ่ฒ๏ผ2ๅ็ด ๏ผ
- ๅฟซ้EMA๏ผ13๏ผๅๅปๆ
ข้EMA๏ผ34๏ผ
- ๆพ็คบๅจ้ๆนๅ
- ๆ นๆฎ็ธๅฏนไบไฟกๅท็บฟ็ไฝ็ฝฎๆนๅ้ข่ฒ๏ผ
- ่่ฒ๏ผไฟกๅท็บฟไธๆน๏ผ็ๆถจ๏ผ
- ๆฉ่ฒ๏ผไฟกๅท็บฟไธๆน๏ผ็่ท๏ผ
- ๅฏๅผๅ
ณๆพ็คบ
**ไฟกๅท็บฟ**๏ผ้ป่ฎค๏ผ็ฝ่ฒ/่่ฒๅธฆ้ๆๅบฆ๏ผ2ๅ็ด ๏ผ
- MACD็บฟ็EMA๏ผ9๏ผ
- ไฝไธบไบคๅไฟกๅท็่งฆๅ็บฟ
- ้ข่ฒๆ นๆฎ่ฎพ็ฝฎๅๅ
- ่ฏๅซ่ฟๅบๅบ็น็ๅ
ณ้ฎ
**็ดๆนๅพ**๏ผ้ป่ฎค๏ผ4่ฒๆธๅ๏ผ4ๅ็ด ๆฑ๏ผ
- MACDๅไฟกๅท็บฟไน้ด็ๅทฎๅผ
- ๅจ้ๅผบๅบฆ็่ง่ง่กจ็คบ
- ้ซ็บง4่ฒๆนๆก๏ผ
- **ๆทฑ็ปฟ่ฒ๏ผ#26A69A๏ผ**๏ผๆญฃๅผไธๅขๅ ๏ผๅผบๅฒ็ๆถจ๏ผ
- **ๆต
็ปฟ่ฒ๏ผ#B2DFDB๏ผ**๏ผๆญฃๅผไฝๅๅฐ๏ผ็ๆถจๅๅผฑ๏ผ
- **ๆทฑ็บข่ฒ๏ผ#FF5252๏ผ**๏ผ่ดๅผไธๅๅฐ๏ผๅผบๅฒ็่ท๏ผ
- **ๆต
็บข่ฒ๏ผ#FFCDD2๏ผ**๏ผ่ดๅผไฝๅขๅ ๏ผ็่ทๅๅผฑ๏ผ
- ็ดๆนๅพ่ฎฒ่ฟฐๅจ้ๅๅ็"ๆ
ไบ"
#### 2. **ๅฏ่ชๅฎไน็็งปๅจๅนณๅ็ฑปๅ**
**ๆฏ่กๅจMA็ฑปๅ**๏ผMACD็บฟ่ฎก็ฎ๏ผ๏ผ
- **EMA**๏ผๆๆฐ๏ผ- ้ป่ฎค๏ผๅๅบๆดๅฟซ
- **SMA**๏ผ็ฎๅ๏ผ- ๆดๅนณๆป๏ผๅๅบ่พๆ
ข
**ไฟกๅท็บฟMA็ฑปๅ**๏ผ
- **EMA**๏ผๆๆฐ๏ผ- ้ป่ฎค๏ผๆดๅฟซไฟกๅท
- **SMA**๏ผ็ฎๅ๏ผ- ๆดๆ
ข๏ผๅไฟกๅทๆดๅฐ
**็ตๆดปๆง**๏ผๆททๅๆญ้
ไปฅ้ๅบไธๅไบคๆ้ฃๆ ผ
- EMA/EMA๏ผๆ็ตๆ๏ผๆฅๅ
ไบคๆ๏ผ
- SMA/SMA๏ผๆๅนณๆป๏ผๆณขๆฎตไบคๆ๏ผ
- EMA/SMAๆSMA/EMA๏ผๅนณ่กกๆนๆณ
#### 3. **ๅคๆถ้ดๆกๆถๅ่ฝ**
**ๅฝๅๅพ่กจๅจๆ**๏ผ้ป่ฎค๏ผๅฏ็จ๏ผ
- ่ชๅจไฝฟ็จๅฝๅๆถ้ดๆกๆถ
- ๅคงๅคๆฐไบคๆ่
็ๆ็ฎๅ้้กน
**่ชๅฎไนๆถ้ดๆกๆถ้ๆฉ**
- ๅจไปปไฝๆถ้ดๆกๆถไธ่ฎก็ฎMACD
- ๅจไฝๆถ้ดๆกๆถๅพ่กจไธๆพ็คบ้ซๆถ้ดๆกๆถMACD
- ็คบไพ๏ผๅจ15ๅ้ๅพไธๆฅ็1ๅฐๆถMACD
- **ไฝฟ็จๅบๆฏ**๏ผไฝฟไฝๆถ้ดๆกๆถไบคๆไธ้ซๆถ้ดๆกๆถๅจ้ไฟๆไธ่ด
#### 4. **่ง่งๅขๅผบๅ่ฝ**
**้ๅ/ๆญปๅๆ ่ฎฐ**
- ๅ็นๆ ่ฎฐไบคๅ็น
- ้ข่ฒไธMACD็บฟ้ข่ฒๅน้
- ๆธ
ๆฐ่ฏๅซ่ฟๅบๅบไฟกๅท
- ๅฏๅผๅ
ณ
**้ถ็บฟ**๏ผ็ฝ่ฒ๏ผ2ๅ็ด ๅฎ็บฟ๏ผ
- ๆญฃ่ดๅจ้็ๅ่
- ่ถๅฟ่ฏๅซ็ๅ
ณ้ฎๆฐดๅนณ
- MACDๅจ้ถ็บฟไธๆน = ็ๆถจๅๅ
- MACDๅจ้ถ็บฟไธๆน = ็่ทๅๅ
**้ข่ฒ่ฝฌๆข**
- MACD็บฟๅจไฟกๅท็บฟไบคๅๅคๆนๅ้ข่ฒ
- ็ดๆนๅพๆพ็คบๅจ้ๅ ้/ๅ้
- ๆไพ่ถๅฟๅๅ็ๆฉๆ่ญฆๅ
#### 5. **ๅ้่็ฆปๆฃๆต็ณป็ป**
่ฏฅๆๆ ๅ
ทๆไธคไธช็ฌ็ซ็่็ฆปๆฃๆต็ณป็ป๏ผ
**A. ็ดๆนๅพ่็ฆปๆฃๆต**
- **็จ้**๏ผๆดๆฉ็่็ฆปไฟกๅท๏ผๆๆๆ๏ผ
- **ๆฃๆต**๏ผๅธธ่ง็ๆถจๅ็่ท่็ฆป
- **ๆ ็ญพ**๏ผ"Hๆถจ"๏ผ็ดๆนๅพไธๆถจ๏ผใ"H่ท"๏ผ็ดๆนๅพไธ่ท๏ผ
- **็นๆฎๅ่ฝ**๏ผๅ็ฌฆๅท่ฆๆฑ้้กน
- ้กถ่็ฆป๏ผไธคไธช็ดๆนๅพ็น้ฝๅฟ
้กปไธบๆญฃ
- ๅบ่็ฆป๏ผไธคไธช็ดๆนๅพ็น้ฝๅฟ
้กปไธบ่ด
- ่ฟๆปคไธๅคชๅฏ้ ็่็ฆป
**B. MACD็บฟ่็ฆปๆฃๆต**
- **็จ้**๏ผๆดๅผบใๆดๅฏ้ ็่็ฆป
- **ๆฃๆต**๏ผๅธธ่ง็ๆถจๅ็่ท่็ฆป
- **ๆ ็ญพ**๏ผ"Mๆถจ"๏ผMACDไธๆถจ๏ผใ"M่ท"๏ผMACDไธ่ท๏ผ
- **็จ้**๏ผ็กฎ่ฎค็ดๆนๅพ่็ฆปๆ็ฌ็ซไฝฟ็จ
**่็ฆป็ฑปๅ่ฏดๆ๏ผ**
**ๅธธ่ง็ๆถจ่็ฆป๏ผ้ป่ฒ๏ผ**
- **ไปทๆ ผ**๏ผๆดไฝ็ไฝ็น
- **ๆๆ **๏ผๆด้ซ็ไฝ็น๏ผ็ดๆนๅพๆMACD็บฟ๏ผ
- **ไฟกๅท**๏ผๆฝๅจๅไธๅ่ฝฌ
- **ๆไฝณ**๏ผๅจๆฏๆๆฐดๅนณ้่ฟใ่ถ
ๅ็ถๅต
- **ๅ
ฅๅบ**๏ผไปทๆ ผ็ช็ ด่ฟๆ้ปๅๅ
**ๅธธ่ง็่ท่็ฆป๏ผ่่ฒ๏ผ**
- **ไปทๆ ผ**๏ผๆด้ซ็้ซ็น
- **ๆๆ **๏ผๆดไฝ็้ซ็น๏ผ็ดๆนๅพๆMACD็บฟ๏ผ
- **ไฟกๅท**๏ผๆฝๅจๅไธๅ่ฝฌ
- **ๆไฝณ**๏ผๅจ้ปๅๆฐดๅนณ้่ฟใ่ถ
ไนฐ็ถๅต
- **ๅ
ฅๅบ**๏ผไปทๆ ผ่ท็ ด่ฟๆๆฏๆๅ
#### 6. **้ซ็บง่็ฆปๅๆฐ**
**็ดๆนๅพ่็ฆป่ฎพ็ฝฎ๏ผ**
- **ไปทๆ ผๅ่**๏ผๅฝฑ็บฟ๏ผ้ป่ฎค๏ผๆๅฎไฝ
- **ๅณไพงๅๆบฏ**๏ผๆข่ฝด็นๅณไพงK็บฟๆฐ๏ผ้ป่ฎค๏ผ2๏ผ
- **ๅทฆไพงๅๆบฏ**๏ผๆข่ฝด็นๅทฆไพงK็บฟๆฐ๏ผ้ป่ฎค๏ผ5๏ผ
- **ๆๅคง่ๅด**๏ผ่็ฆปไน้ดๆๅคงK็บฟๆฐ๏ผ้ป่ฎค๏ผ60๏ผ
- **ๆๅฐ่ๅด**๏ผ่็ฆปไน้ดๆๅฐK็บฟๆฐ๏ผ้ป่ฎค๏ผ5๏ผ
- **ๅ็ฌฆๅท่ฆๆฑ**๏ผ็กฎไฟไธคไธช็ดๆนๅพ็น็ฌฆๅท็ธๅ
- **ๆพ็คบๅธธ่ง่็ฆป**๏ผๅๆขๆพ็คบ
- **ๆพ็คบๆ ็ญพ**๏ผๅๆข่็ฆปๆ ็ญพ
**MACD็บฟ่็ฆป่ฎพ็ฝฎ๏ผ**
- **ไปทๆ ผๅ่**๏ผๅฝฑ็บฟ๏ผ้ป่ฎค๏ผๆๅฎไฝ
- **ๅณไพงๅๆบฏ**๏ผๆข่ฝด็นๅณไพงK็บฟๆฐ๏ผ้ป่ฎค๏ผ1๏ผ
- **ๅทฆไพงๅๆบฏ**๏ผๆข่ฝด็นๅทฆไพงK็บฟๆฐ๏ผ้ป่ฎค๏ผ5๏ผ
- **ๆๅคง่ๅด**๏ผ่็ฆปไน้ดๆๅคงK็บฟๆฐ๏ผ้ป่ฎค๏ผ60๏ผ
- **ๆๅฐ่ๅด**๏ผ่็ฆปไน้ดๆๅฐK็บฟๆฐ๏ผ้ป่ฎค๏ผ5๏ผ
- **ๆพ็คบๅธธ่ง่็ฆป**๏ผๅๆขๆพ็คบ
- **ๆพ็คบๆ ็ญพ**๏ผๅๆข่็ฆปๆ ็ญพ
**็ฌ็ซๆงๅถ**๏ผๅๅซ่ฐๆด็ดๆนๅพๅMACD็บฟ่็ฆป
### ้
็ฝฎ่ฎพ็ฝฎ
#### MACDๅบ็ก่ฎพ็ฝฎ
- **ๅฟซ้EMAๅจๆ**๏ผๅฟซ้็งปๅจๅนณๅ้ฟๅบฆ๏ผ้ป่ฎค๏ผ13๏ผ
- **ๆ
ข้EMAๅจๆ**๏ผๆ
ข้็งปๅจๅนณๅ้ฟๅบฆ๏ผ้ป่ฎค๏ผ34๏ผ
- **ไฟกๅท็บฟๅจๆ**๏ผไฟกๅท็บฟ้ฟๅบฆ๏ผ้ป่ฎค๏ผ9๏ผ
- **ไฝฟ็จๅฝๅๅพ่กจๅจๆ**๏ผ่ชๅจ่ฐๆดๅฐๅฝๅๆถ้ดๆกๆถ
- **้ๆฉๅจๆ**๏ผ้ๆฉ่ชๅฎไนๆถ้ดๆกๆถ
- **ๆพ็คบMACD็บฟๅไฟกๅท็บฟ**๏ผๅๆข็บฟๆกๆพ็คบ
- **ๆพ็คบ้ๅๆญปๅๅ็นๆ ่ฎฐ**๏ผๅๆข้ๅ/ๆญปๅๅ็น
- **ๆพ็คบ็ดๆนๅพ**๏ผๅๆข็ดๆนๅพๆพ็คบ
- **ๆพ็คบ็ฉฟ่ถๅๅMACD็บฟ**๏ผๅฏ็จMACD็บฟ้ข่ฒๅๅ
- **ๆพ็คบ็ดๆนๅพ้ข่ฒ**๏ผๅฏ็จ4่ฒ็ดๆนๅพๆนๆก
- **ๆฏ่กๅจMA็ฑปๅ**๏ผไธบMACD้ๆฉSMAๆEMA
- **ไฟกๅท็บฟMA็ฑปๅ**๏ผไธบไฟกๅท็บฟ้ๆฉSMAๆEMA
#### ็ดๆนๅพ่็ฆป่ฎพ็ฝฎ
- **ๆพ็คบ็ดๆนๅพ่็ฆปไฟกๅท**๏ผๅฏ็จ็ดๆนๅพ่็ฆปๆฃๆต
- **ไปทๆ ผๅ่**๏ผๅฝฑ็บฟๆๅฎไฝ็จไบไปทๆ ผๆฏ่พ
- **ๅณไพง/ๅทฆไพงๅๆบฏ**๏ผๆข่ฝดๆฃๆตๅๆฐ
- **ๆๅคง/ๆๅฐ่ๅด**๏ผๆข่ฝดไน้ด็่ท็ฆป็บฆๆ
- **ๆพ็คบ็ดๆนๅพๅธธ่ง่็ฆป**๏ผๆพ็คบ็ดๆนๅพ่็ฆป็บฟ
- **ๆพ็คบ็ดๆนๅพๅธธ่ง่็ฆปๆ ็ญพ**๏ผๆพ็คบ็ดๆนๅพ่็ฆปๆ ็ญพ
- **่ฆๆฑ่็ฆป็นๆฑ็ถๅพๅ็ฌฆๅท**๏ผๅผบๅถ็ดๆนๅพ็ฌฆๅทไธ่ดๆง
#### MACD็บฟ่็ฆป่ฎพ็ฝฎ
- **ๆพ็คบMACD็บฟ่็ฆปไฟกๅท**๏ผๅฏ็จMACD็บฟ่็ฆปๆฃๆต
- **ไปทๆ ผๅ่**๏ผๅฝฑ็บฟๆๅฎไฝ็จไบไปทๆ ผๆฏ่พ
- **ๅณไพง/ๅทฆไพงๅๆบฏ**๏ผๆข่ฝดๆฃๆตๅๆฐ
- **ๆๅคง/ๆๅฐ่ๅด**๏ผๆข่ฝดไน้ด็่ท็ฆป็บฆๆ
- **ๆพ็คบ็บฟๅธธ่ง่็ฆป**๏ผๆพ็คบMACD็บฟ่็ฆป็บฟ
- **ๆพ็คบ็บฟๅธธ่ง่็ฆปๆ ็ญพ**๏ผๆพ็คบMACD็บฟ่็ฆปๆ ็ญพ
### ไฝฟ็จๆนๆณ
#### ๅบ็ก่ถๅฟ่ท้
1. **ๅฏ็จๆ ธๅฟ็ปไปถ**
- MACD็บฟใไฟกๅท็บฟๅ็ดๆนๅพ
- ๅฏ็จไบคๅๆ ่ฎฐ
2. **่ฏๅซ่ถๅฟ**
- MACDๅจ้ถ็บฟไธๆน = ไธๅ่ถๅฟ
- MACDๅจ้ถ็บฟไธๆน = ไธ้่ถๅฟ
3. **่งๅฏไบคๅ**
- ้ๅ๏ผMACDๅไธ็ฉฟ่ถไฟกๅท็บฟ๏ผ= ไนฐๅ
ฅไฟกๅท
- ๆญปๅ๏ผMACDๅไธ็ฉฟ่ถไฟกๅท็บฟ๏ผ= ๅๅบไฟกๅท
4. **็จ็ดๆนๅพ็กฎ่ฎค**
- ็ดๆนๅพๅขๅ = ่ถๅฟๅ ๅผบ
- ็ดๆนๅพๅๅฐ = ่ถๅฟๅๅผฑ
#### ่็ฆปไบคๆ
1. **ๅฏ็จไธคไธช่็ฆป็ณป็ป**
- ็ดๆนๅพ่็ฆป๏ผๆฉๆไฟกๅท๏ผ
- MACD็บฟ่็ฆป๏ผ็กฎ่ฎค๏ผ
2. **็ญๅพ
่็ฆปไฟกๅท**
- "Hๆถจ"ๆ"H่ท" = ๆฉๆ่ญฆๅ
- "Mๆถจ"ๆ"M่ท" = ็กฎ่ฎค
3. **ๆไฝณ่็ฆป**
- ็ดๆนๅพๅMACD็บฟ้ฝๆพ็คบ่็ฆป
- ๅจๅ
ณ้ฎๆฏๆ/้ปๅๆฐดๅนณ็่็ฆป
- ๅไธ่ถๅฟไธๅคไธช่็ฆป
4. **ๅ
ฅๅบๆถๆบ**
- ็ญๅพ
ไปทๆ ผ็ปๆ็ช็ ด
- ็กฎ่ฎคๅๅ่ฐๆถ่ฟๅ
ฅ
- ไฝฟ็จMACDไบคๅไฝไธบ่งฆๅ
#### ๅคๆถ้ดๆกๆถๅๆ
1. **่ฎพ็ฝฎๆด้ซๆถ้ดๆกๆถ**
- ็คบไพ๏ผๅจ1ๅฐๆถๅพไธๆพ็คบ4ๅฐๆถMACD
- ๅๆถๅพ้"ไฝฟ็จๅฝๅๅพ่กจๅจๆ"
- ้ๆฉๆ้ๆถ้ดๆกๆถ
2. **่ฏๅซๆด้ซTF่ถๅฟ**
- MACD็ธๅฏนไบ้ถ็บฟ็ไฝ็ฝฎ
- MACDไธไฟกๅท็บฟ็ๅ
ณ็ณป
3. **้กบHTFๆนๅไบคๆ**
- ไป
ๅจHTF MACD็ๆถจๆถๆฅๅๅคๅคดไฟกๅท
- ไป
ๅจHTF MACD็่ทๆถๆฅๅ็ฉบๅคดไฟกๅท
4. **ไฝฟ็จๅฝๅTFๅ
ฅๅบ**
- ๆด้ซTF็กฎๅฎๅๅ
- ๅฝๅTF็ฒพ็กฎๅฎๆถ
#### ็ดๆนๅพๅๆ
1. **ๅฏ็จ4่ฒ็ดๆนๅพ**
- ่งๅฏ้ข่ฒ่ฝฌๆข
- ๆทฑ่ฒ = ๅผบๅจ้
- ๆต
่ฒ = ๅจ้ๅๅผฑ
2. **ๅจ้้ถๆฎต**
- ๆทฑ็ปฟ่ฒโๆต
็ปฟ่ฒ = ็ๆถจๅคฑๅปๅจๅ
- ๆต
็บข่ฒโๆทฑ็บข่ฒ = ็่ท่ทๅพๅ้
3. **ไบคๆ่ฝฌๆข**
- ๆต
็ปฟ่ฒๅฐๆต
็บข่ฒ = ๅจ้่ฝฌๅ๏ผๆฝๅจๅ่ฝฌ๏ผ
- ็กฎ่ฎคไบคๅๆถๅ
ฅๅบ
### ไบคๆ็ญ็ฅ
#### ็ญ็ฅ1๏ผ็ปๅ
ธMACDไบคๅ
**่ฎพ็ฝฎ๏ผ**
- ๆ ๅ่ฎพ็ฝฎ๏ผ13/34/9๏ผ
- ๅฏ็จMACDใไฟกๅท็บฟๅไบคๅๆ ่ฎฐ
- ๆด้ซๆถ้ดๆกๆถๆ็กฎ่ถๅฟ
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผ้ถ็บฟไธๆน้ๅ๏ผๅ็นๆ ่ฎฐ๏ผ
- **็ฉบๅคด**๏ผ้ถ็บฟไธๆนๆญปๅ๏ผๅ็นๆ ่ฎฐ๏ผ
**็กฎ่ฎค๏ผ**
- ็ดๆนๅพ้ข่ฒๆฏๆๆนๅ
- ๆไบค้ๅขๅ ๆๅธฎๅฉ
**ๆญขๆ๏ผ**
- ่ฟๆๆณขๅจไฝ็นไนไธ๏ผๅคๅคด๏ผ
- ่ฟๆๆณขๅจ้ซ็นไนไธ๏ผ็ฉบๅคด๏ผ
**็ฆปๅบ๏ผ**
- ็ธๅไบคๅ
- MACDๅๅ็ฉฟ่ถ้ถ็บฟ
**้ๅ๏ผ**่ถๅฟ่ท้ใๆ็กฎ่ถๅฟๅธๅบ
#### ็ญ็ฅ2๏ผ้ถ็บฟๅๅผน
**่ฎพ็ฝฎ๏ผ**
- ๅฏ็จๆๆ็ปไปถ
- ๅทฒๅปบ็ซ่ถๅฟ๏ผMACDไฟๆๅจ้ถ็บฟไธไพง๏ผ
- ็ญๅพ
ๅ่ฐ่ณ้ถ็บฟ
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผMACDไปไธๆน่งฆๅ้ถ็บฟ๏ผๅไธๅๅผนๅนถ้ๅ
- **็ฉบๅคด**๏ผMACDไปไธๆน่งฆๅ้ถ็บฟ๏ผๅไธๅๅผนๅนถๆญปๅ
**็กฎ่ฎค๏ผ**
- ็ดๆนๅพ้ข่ฒๅๅ
- ไปทๆ ผๅจๆฏๆ/้ปๅไฝ
**ๆญขๆ๏ผ**
- ้ถ็บฟๅฏน้ขไธไพง
**็ฆปๅบ๏ผ**
- ็ฎๆ ๅไธๆๅผ
- ๆ็ธๅไบคๅ
**้ๅ๏ผ**่ถๅฟๅปถ็ปญใๅผบๅฟๅธๅบ
#### ็ญ็ฅ3๏ผๅ้่็ฆป็กฎ่ฎค
**่ฎพ็ฝฎ๏ผ**
- ๅฏ็จ็ดๆนๅพๅMACD็บฟ่็ฆป
- ไปทๆ ผๅจๆๅผ๏ผ้ซ็น/ไฝ็น๏ผ
- ็ญๅพ
่็ฆปไฟกๅท
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผ"Hๆถจ"ๅ"Mๆถจ"ๆ ็ญพ้ฝๅบ็ฐ
- **็ฉบๅคด**๏ผ"H่ท"ๅ"M่ท"ๆ ็ญพ้ฝๅบ็ฐ
**็กฎ่ฎค๏ผ**
- ไปทๆ ผ็ช็ ด็ปๆ
- ๆไบค้ๅขๅ
- ้ๅ/ๆญปๅ็กฎ่ฎค
**ๆญขๆ๏ผ**
- ่็ฆปๆข่ฝด็นไนๅค
**็ฆปๅบ๏ผ**
- MACD็ฉฟ่ถ้ถ็บฟ
- ๆๅบ็ฐ็ธๅ่็ฆป
**้ๅ๏ผ**ๅ่ฝฌไบคๆใๆณขๆฎตไบคๆ
#### ็ญ็ฅ4๏ผ็ดๆนๅพ้ข่ฒ่ฝฌๆข
**่ฎพ็ฝฎ๏ผ**
- ๅฏ็จ4่ฒ็ดๆนๅพ
- ๅ
ณๆณจ้ข่ฒๅๅ
- ไปทๆ ผๅคไบ่ถๅฟ
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผๆต
็บข่ฒโๆต
็ปฟ่ฒ่ฝฌๆข + ้ๅ
- **็ฉบๅคด**๏ผๆต
็ปฟ่ฒโๆต
็บข่ฒ่ฝฌๆข + ๆญปๅ
**ๅ็๏ผ**
- ๆต
่ฒๆพ็คบๅจ้่กฐ็ซญ
- ้ข่ฒ็ฟป่ฝฌ = ๅจ้่ฝฌๅ
- ๅฎๅ
จ่ถๅฟๅ่ฝฌๅ็ๆฉๆๅ
ฅๅบ
**ๆญขๆ๏ผ**
- ่ฟๆๆณขๅจ็น
**็ฆปๅบ๏ผ**
- ็ดๆนๅพ้ข่ฒๅไธบๅๅๆต
่ฒ
- ๆ้ขๅฎ็ฎๆ
**้ๅ๏ผ**ๅฅๅคด็ฎใๆฅๅ
ไบคๆใๆฉๆๅ
ฅๅบ
#### ็ญ็ฅ5๏ผๅคๆถ้ดๆกๆถๅจ้
**่ฎพ็ฝฎ๏ผ**
- ๆพ็คบๆด้ซๆถ้ดๆกๆถMACD๏ผไพๅฆ๏ผๅจ1ๅฐๆถๅพไธๆพ็คบ4ๅฐๆถ๏ผ
- ๅฝๅๅพ่กจๆพ็คบๅฝๅๅจ้
- ๆด้ซTFๆพ็คบๆดไฝๅๅ
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผHTF MACDๅจ้ถ็บฟไธๆน + ๅฝๅTF้ๅ
- **็ฉบๅคด**๏ผHTF MACDๅจ้ถ็บฟไธๆน + ๅฝๅTFๆญปๅ
**็กฎ่ฎค๏ผ**
- HTF็ดๆนๅพๆฏๆๆนๅ
- ไธคไธชๆถ้ดๆกๆถๅฏน้ฝ
**ๆญขๆ๏ผ**
- ๅบไบๅฝๅๆถ้ดๆกๆถ็ปๆ
**็ฆปๅบ๏ผ**
- ๅฝๅTF็ธๅไบคๅ
- ๆHTF MACDๅจ้ๅๅผฑ
**้ๅ๏ผ**ๆณขๆฎตไบคๆใ้ซๆฆ็่ฎพ็ฝฎ
#### ็ญ็ฅ6๏ผไป
็ดๆนๅพ่็ฆปไพฆๅฏ
**่ฎพ็ฝฎ๏ผ**
- ไป
ๅฏ็จ็ดๆนๅพ่็ฆป
- ไฝฟ็จ"ๅ็ฌฆๅท่ฆๆฑ"
- ๅ
ณๆณจๆฉๆไฟกๅท
**ๅ
ฅๅบ๏ผ**
- **ๅคๅคด**๏ผ"Hๆถจ"ๆ ็ญพ + ไปทๆ ผๅจๆฏๆไฝ
- **็ฉบๅคด**๏ผ"H่ท"ๆ ็ญพ + ไปทๆ ผๅจ้ปๅไฝ
**็กฎ่ฎค๏ผ**
- ็ญๅพ
MACD/ไฟกๅท็บฟไบคๅ
- ๆไปทๆ ผ็ปๆ็ช็ ด
**ไผๅฟ๏ผ**
- ๆๆฉ็่็ฆปไฟกๅท
- ๅจๅคงไผไนๅ่ฟๅ
ฅ
**้ฃ้ฉ๏ผ**
- ๆฏMACD็บฟ่็ฆปๅไฟกๅทๆดๅค
- ้่ฆไธฅๆ ผ็กฎ่ฎค
**ๆญขๆ๏ผ**
- ๅ
ฅๅบK็บฟไนๅค็ดงๅฏๆญขๆ
**็ฆปๅบ๏ผ**
- ๅฟซ้็ฎๆ ๏ผ้ขๆๆณขๅจ็30-50%๏ผ
- ๆ็งปๅจๆญขๆ
**้ๅ๏ผ**ๆดป่ทไบคๆ่
ใๅฏปๆฑๆฉๆๅ
ฅๅบ็ๅฅๅคด็ฎไบคๆ่
### ๆไฝณๅฎ่ทต
#### MACDๅจๆ้ๆฉ
**ๆ ๅ๏ผ13/34/9๏ผ** - ้ป่ฎค
- ๅคงๅคๆฐๅธๅบ็ๅนณ่กก
- ้ๅๆฅๅ
ไบคๆๅๆณขๆฎตไบคๆ
- ๅนฟๆณไฝฟ็จ๏ผ็ฌฆๅไธ่ฌๅธๅบๅฟ็
**ๆดๅฟซ๏ผ8/21/5ๆ12/26/9๏ผ**
- ๆด็ตๆ
- ๆดๅคไฟกๅท๏ผๆดๅคๅช้ณ
- ๆ้ๅ๏ผๅฅๅคด็ฎใๆณขๅจๅธๅบ
- ้ฃ้ฉ๏ผๆดๅคๅไฟกๅท
**ๆดๆ
ข๏ผ21/55/13๏ผ**
- ๆดๅนณๆป็ไฟกๅท
- ไฟกๅท่พๅฐไฝๆดๅผบ
- ๆ้ๅ๏ผๆณขๆฎตไบคๆใไปไฝไบคๆ
- ไผๅฟ๏ผๆด้ซๅฏ้ ๆง
#### ็ดๆนๅพvs MACD็บฟ่็ฆป
**็ดๆนๅพ่็ฆป๏ผ**
- โ
ๆดๆฉไฟกๅท
- โ
ๅจๅ
ถไปไบบไนๅๆๆๆณขๅจ
- โ ๆดๅคๅไฟกๅท
- โ ้่ฆ็กฎ่ฎค
- **ๆ้ๅ**๏ผๆดป่ทไบคๆ่
ใๅฅๅคด็ฎไบคๆ่
**MACD็บฟ่็ฆป๏ผ**
- โ
ๆดๅฏ้
- โ
ๆดๅผบ็่็ฆป
- โ ไฟกๅท่พๆ
- โ ๅฏ่ฝ้่ฟๆฉๆๆณขๅจ
- **ๆ้ๅ**๏ผๆณขๆฎตไบคๆ่
ใไฟๅฎไบคๆ่
**ไธค่
็ปๅ๏ผ**
- โ
ๆๅคงไฟกๅฟ
- โ
็ดๆนๅพ่ญฆๆฅ๏ผMACD็กฎ่ฎค
- โ
ๆ้ซๆฆ็่ฎพ็ฝฎ
- **ๆ้ๅ**๏ผๆๆๅฏปๆฑ่ดจ้่้ๆฐ้็ไบคๆ่
#### ๅ็ฌฆๅท่ฆๆฑๅ่ฝ
**ๅฏ็จ๏ผๆจ่๏ผ๏ผ**
- ่ฟๆปคไฝ่ดจ้่็ฆป
- ้กถ่็ฆป๏ผไธคไธช็ดๆนๅพ็น้ฝไธบๆญฃ
- ๅบ่็ฆป๏ผไธคไธช็ดๆนๅพ็น้ฝไธบ่ด
- ไบง็ๆดๅฐไฝๆดๅฏ้ ็ไฟกๅท
**็ฆ็จ๏ผ**
- ๆดๅค่็ฆปไฟกๅท
- ๅ
ๆฌ้ถ็บฟ็ฉฟ่ถ่็ฆป
- ๅไฟกๅท็ๆด้ซ
- ไป
้ๅๆ็ป้ช็ไบคๆ่
#### ไปทๆ ผๅ่๏ผๅฝฑ็บฟvsๅฎไฝ
**ๅฝฑ็บฟ๏ผ้ป่ฎค๏ผ๏ผ**
- ไฝฟ็จๆ้ซ/ๆไฝไปท
- ๆๆๆๆๆๅผ
- ๆฃๆตๅฐๆดๅค่็ฆป
- ๆ้ๅ๏ผๅคงๅคๆฐไบคๆ้ฃๆ ผ
**ๅฎไฝ๏ผ**
- ไฝฟ็จๅผ็/ๆถ็ไปท
- ่ฟๆปค็ชๅบๆณขๅจ
- ่็ฆปๆดๅฐไฝๆดๅนฒๅ
- ๆ้ๅ๏ผๅช้ณๅธๅบใๅ ๅฏ่ดงๅธ
#### ่ง่ง่ฎพ็ฝฎๅปบ่ฎฎ
**ๆฐๆ๏ผ**
- ๅฏ็จ๏ผMACD็บฟใไฟกๅท็บฟใ็ดๆนๅพ
- ๅฏ็จ๏ผไบคๅๆ ่ฎฐ
- ๅฏ็จ๏ผ็ดๆนๅพ้ข่ฒ
- ็ฆ็จ๏ผๅๅง็ฆ็จไธคไธช่็ฆป็ณป็ป
- ้็น๏ผๅ
ๅญฆไน ๅบๆฌไบคๅ
**ไธญ็บง๏ผ**
- ๆๆๅบๆฌ็ปไปถ
- ๆทปๅ ๏ผไป
็ดๆนๅพ่็ฆป
- ไฝฟ็จ๏ผๅ็ฌฆๅท่ฆๆฑ
- ้็น๏ผๆฉๆๅ่ฝฌไฟกๅท
**้ซ็บง๏ผ**
- ๆๆ็ปไปถ
- ไธคไธช่็ฆป็ณป็ป
- ๆฏไธชๅธๅบ่ชๅฎไนๅๆฐ
- ๅคๆถ้ดๆกๆถๅๆ
- ้็น๏ผ้ซๆฆ็ๆฑๅ่ฎพ็ฝฎ
### ๆๆ ็ปๅ
**ไธ็งปๅจๅนณๅ็บฟ๏ผEMA๏ผ้
ๅ๏ผ**
- EMA๏ผ21/55/144๏ผๆพ็คบ่ถๅฟ
- MACDๆพ็คบๅจ้
- ไธค่
ไธ่ดๆถ่ฟๅ
ฅ
- MACDๅ
่ฝฌๅๆถ้ๅบ
**ไธRSI้
ๅ๏ผ**
- RSI็จไบ่ถ
ไนฐ่ถ
ๅ
- MACD็จไบๅจ้็กฎ่ฎค
- ไธค่
้ฝ่็ฆป = ๆๅผบไฟกๅท
- RSI + MACD่็ฆป = ้ซๆฆ็ไบคๆ
**ไธๆไบค้้
ๅ๏ผ**
- ๆไบค้็กฎ่ฎคMACDไฟกๅท
- ไบคๅ + ๆไบค้ๆฟๅข = ๆๆ็ช็ ด
- ่็ฆป + ๆไบค้่็ฆป = ๅผบๅ่ฝฌ
**ไธๆฏๆ/้ปๅ้
ๅ๏ผ**
- ๆฏๆ้ปๅๆฐดๅนณ็จไบ่ฟๅบ็ฎๆ
- ๆฐดๅนณๅค็MACD่็ฆป = ๆ้ซๆฆ็
- ๆฐดๅนณๅค็MACDไบคๅ = ๅผบ็กฎ่ฎค
**ไธBiasๆๆ ้
ๅ๏ผ**
- Biasๆพ็คบไปทๆ ผ็ธๅฏนEMA็ๅ็ฆป
- MACDๆพ็คบๅจ้
- ไธค่
้ฝ่็ฆป = ๅผบๅคงๅ่ฝฌไฟกๅท
- Biasๆๅผ + MACD่็ฆป = ้ซไฟกๅฟตไบคๆ
**ไธOBV้
ๅ๏ผ**
- OBVๆพ็คบๆไบค้่ถๅฟ
- MACDๆพ็คบไปทๆ ผๅจ้
- OBV + MACD่็ฆป = ๆไบค้ไธๆฏๆไปทๆ ผ
- ๅผบๅ่ฝฌ่ฟน่ฑก
**ไธKSI๏ผRSI/CCI๏ผ้
ๅ๏ผ**
- KSI็จไบๆฏ่กๅจๆๅผ
- MACD็จไบๅจ้ๆนๅ
- KSIๆๅผ + MACD่็ฆป = ๅฏ่ฝๅ่ฝฌ
- ๅ
จ้จๅฏน้ฝ = ๆๅคงไฟกๅฟ
### ๅธธ่งMACDๅฝขๆ
1. **้ถ็บฟไธๆน็ๆถจไบคๅ**๏ผๅผบไธๅ่ถๅฟๅปถ็ปญไฟกๅท
2. **้ถ็บฟไธๆน็่ทไบคๅ**๏ผๅผบไธ้่ถๅฟๅปถ็ปญไฟกๅท
3. **้ถ็บฟๆ็ป**๏ผไปทๆ ผๅฐ้ถ็บฟไฝไธบๆฏๆ/้ปๅ
4. **็ดๆนๅพๅณฐๅผ**๏ผๅจ้้ซๆฝฎ๏ผๆณจๆๅ่ฝฌ
5. **ๅ้่็ฆป**๏ผไธคๆฌก่็ฆปๆชๅ่ฝฌ = ๆ็ปๅ่ฝฌๆถ้ๅธธๅผบ
6. **็ดๆนๅพๆถๆ**๏ผ็ดๆนๅพๅ็ช = ่ถๅฟๅคฑๅปๅจๅ
7. **ไฟกๅท็บฟ็ดง่ดด**๏ผMACD็ดง่ดดไฟกๅท็บฟ = ็ๆด๏ผ้ขๆ็ช็ ด
### ๆง่ฝๆ็คบ
- ไป้ป่ฎค่ฎพ็ฝฎๅผๅง๏ผ13/34/9 EMA/EMA๏ผ
- ไธๆฌกๆต่ฏไธไธช่็ฆป็ณป็ป
- ๅๅงไฝฟ็จๅ็ฌฆๅท่ฆๆฑ
- ๅฏ็จไบคๅๆ ่ฎฐไปฅ่ทๅพๆธ
ๆฐไฟกๅท
- ๆ นๆฎๅธๅบๆณขๅจๆง่ฐๆดๅๆบฏๅๆฐ
- ๆด้ซๆถ้ดๆกๆถMACDๆฏๆดไฝ็ๆดๅฏ้
- ็ปๅ็ดๆนๅพๆฉๆไฟกๅทไธMACD็บฟ็กฎ่ฎค
- ไธ่ฆไบคๆๆฏไธช่็ฆป - ็ญๅพ
ๆไฝณ่ฎพ็ฝฎ
### ่ญฆๆฅๆกไปถ
่ฝ็ถๆฒกๆๆ็กฎ็ผ็ ๏ผไฝๆจๅฏไปฅ่ฎพ็ฝฎ่ชๅฎไน่ญฆๆฅ๏ผ
- MACDๅไธ/ๅไธ็ฉฟ่ถไฟกๅท็บฟ
- MACDๅไธ/ๅไธ็ฉฟ่ถ้ถ็บฟ
- ็ดๆนๅพ็ฉฟ่ถ้ถ็บฟ
- ่็ฆปๆ ็ญพๅบ็ฐๆถ๏ผไฝฟ็จ่ง่ง่ญฆๆฅ๏ผ
---
## Technical Support
For questions or issues, please refer to the TradingView community or contact the indicator creator.
## ๆๆฏๆฏๆ
ๅฆๆ้ฎ้ข๏ผ่ฏทๅ่TradingView็คพๅบๆ่็ณปๆๆ ๅๅปบ่
ใ
Stochastic Ensembling of OutputsStochastic Ensembling of Outputs
๐๐ป This is a simple tool/method that would solve naturally many well known problems:
โPrice reversed 1 tick before the actual level, not executing my limit orderโ
โI consider intraday trend change by checking whether price is above/below VWAP, but is 1 tick enough? What to do, price is now whipsawing around vwap...โ.
โI want to gradually accumulate a position around a chosen anchor. But where exactly should I put my orders? And I want to automate it ofc.โ
โAll these DSP adepts are telling you about some kind of noise in the marketsโฆ But how can I actually see it?โ
The easy fix is to make things more analog less digital, by synthesizing numerous noise instances & adding it to any price-applied metric of yours. The ones who fw techno & psytrance, and other music, probably donโt need any more explanations. Then by checking not just 2 lines or 1 process against another one, you will be checking cloud vs cloud of lines, even allowing you to introduce proxies of probabilities. More crosses -> more confirmation to act.
How-to use:
The tool has 2 inputs: source and target:
Sources should always be the underlying process. If you apply the tool to price based metric, leave it hlcc4 unless you have a better one point estimate for each bar;
Target is your target, e.g if you want to apply it to VWAP, pick VWAP as target. You can thee on the chart above how trading activity recently never exactly touched VWAP, however noised instances of VWAP 'were' touched
The code is clean and written in modular form, you can simply copy paste it to any script of yours if you don't want to have multiple study-on-study script pairs.
^^ applied to prev days highs and lows
^^ applied to MBAD extensions and basis
^^ applied to input series itself
Hereโs how it works, no ML, no โAIโ, no 1k lines of code, just stats:
The problem with metrics, even if they are time aware like WMA, is that they still do not directly gain information about โchangesโ between datapoints. If we pick noise characteristics to match these changes, weโd effectively introduce this info into our ops.
^^ this screenshot represents 2 very different processes: a sine wave and white noise, see how the noise instances learned from each process differ significantly.
Changes can be represented as AR1 process . Itโs dead simple, no PHD needed, itโs just how the current datapoint is related (or not) to the previous datapoint, no more than 1, and how this relationship holds/evolves over time. Unlike the mainstream approach like MLE, I estimate this relationship (phi parameter) via MoM but giving more weights to more recent datapoints via exponential smoothing over all the data available on your charts (so I encode temporal information), algocomplexity is O(1), lighting fast, just one pass. <- that gives phi , weโd use it as color for our noise generator
Then we just need to estimate noise amplitude ( gamma ) via checking what AR1 model actually thought vs the reality, variance of these innovations. Same via exponential smoothing, time aware, O(1), one pass, itโs all it does.
Then we generate white gaussian noise, and apply 2 estimated parameters (phi and gamma), and thatโs all.
Omg, I think I just made my first real DSP script xd
Just like Monte Carlo for risk management, this is so simple and natural I canโt believe so many โprosโ hide it and never talk about it in open access. Sharing it here on TradingView wouldโve not done anything critical for em, but many wouldโve benefited.
โ
Hellenic EMA Matrix - PremiumHellenic EMA Matrix - Alpha Omega Premium
Complete User Guide
Table of Contents
Introduction
Indicator Philosophy
Mathematical Constants
EMA Types
Settings
Trading Signals
Visualization
Usage Strategies
FAQ
Introduction
Hellenic EMA Matrix is a premium indicator based on mathematical constants of nature: Phi (Phi - Golden Ratio), Pi (Pi), e (Euler's number). The indicator uses these universal constants to create dynamic EMAs that adapt to the natural rhythms of the market.
Key Features:
6 EMA types based on mathematical constants
Premium visualization with Neon Glow and Gradient Clouds
Automatic Fast/Mid/Slow EMA sorting
STRONG signals for powerful trends
Pulsing Ribbon Bar for instant trend assessment
Works on all timeframes (M1 - MN)
Indicator Philosophy
Why Mathematical Constants?
Traditional EMAs use arbitrary periods (9, 21, 50, 200). Hellenic Matrix goes further, using universal mathematical constants found in nature:
Phi (1.618) - Golden Ratio: galaxy spirals, seashells, human body proportions
Pi (3.14159) - Pi: circles, waves, cycles
e (2.71828) - Natural logarithm base: exponential growth, radioactive decay
Markets are also a natural system composed of millions of participants. Using mathematical constants allows tuning into the natural rhythms of market cycles.
Mathematical Constants
Phi (Phi) - Golden Ratio
Phi = 1.618033988749895
Properties:
Phiยฒ = Phi + 1 = 2.618
Phiยณ = 4.236
Phiโด = 6.854
Application: Ideal for trending movements and Fibonacci corrections
Pi (Pi) - Pi Number
Pi = 3.141592653589793
Properties:
2Pi = 6.283 (full circle)
3Pi = 9.425
4Pi = 12.566
Application: Excellent for cyclical markets and wave structures
e (Euler) - Euler's Number
e = 2.718281828459045
Properties:
eยฒ = 7.389
eยณ = 20.085
eโด = 54.598
Application: Suitable for exponential movements and volatile markets
EMA Types
1. Phi (Phi) - Golden Ratio EMA
Description: EMA based on the golden ratio
Period Formula:
Period = Phi^n ร Base Multiplier
Parameters:
Phi Power Level (1-8): Power of Phi
Phiยน = 1.618 โ ~16 period (with Base=10)
Phiยฒ = 2.618 โ ~26 period
Phiยณ = 4.236 โ ~42 period (recommended)
Phiโด = 6.854 โ ~69 period
Recommendations:
Phiยฒ or Phiยณ for day trading
Phiโด or Phiโต for swing trading
Works excellently as Fast EMA
2. Pi (Pi) - Circular EMA
Description: EMA based on Pi for cyclical movements
Period Formula:
Period = Pi ร Multiple ร Base Multiplier
Parameters:
Pi Multiple (1-10): Pi multiplier
1Pi = 3.14 โ ~31 period (with Base=10)
2Pi = 6.28 โ ~63 period (recommended)
3Pi = 9.42 โ ~94 period
Recommendations:
2Pi ideal as Mid or Slow EMA
Excellently identifies cycles and waves
Use on volatile markets (crypto, forex)
3. e (Euler) - Natural EMA
Description: EMA based on natural logarithm
Period Formula:
Period = e^n ร Base Multiplier
Parameters:
e Power Level (1-6): Power of e
eยน = 2.718 โ ~27 period (with Base=10)
eยฒ = 7.389 โ ~74 period (recommended)
eยณ = 20.085 โ ~201 period
Recommendations:
eยฒ works excellently as Slow EMA
Ideal for stocks and indices
Filters noise well on lower timeframes
4. Delta (Delta) - Adaptive EMA
Description: Adaptive EMA that changes period based on volatility
Period Formula:
Period = Base Period ร (1 + (Volatility - 1) ร Factor)
Parameters:
Delta Base Period (5-200): Base period (default 20)
Delta Volatility Sensitivity (0.5-5.0): Volatility sensitivity (default 2.0)
How it works:
During low volatility โ period decreases โ EMA reacts faster
During high volatility โ period increases โ EMA smooths noise
Recommendations:
Works excellently on news and sharp movements
Use as Fast EMA for quick adaptation
Sensitivity 2.0-3.0 for crypto, 1.0-2.0 for stocks
5. Sigma (Sigma) - Composite EMA
Description: Composite EMA combining multiple active EMAs
Composition Methods:
Weighted Average (default):
Sigma = (Phi + Pi + e + Delta) / 4
Simple average of all active EMAs
Geometric Mean:
Sigma = fourth_root(Phi ร Pi ร e ร Delta)
Geometric mean (more conservative)
Harmonic Mean:
Sigma = 4 / (1/Phi + 1/Pi + 1/e + 1/Delta)
Harmonic mean (more weight to smaller values)
Recommendations:
Enable for additional confirmation
Use as Mid EMA
Weighted Average - most universal method
6. Lambda (Lambda) - Wave EMA
Description: Wave EMA with sinusoidal period modulation
Period Formula:
Period = Base Period ร (1 + Amplitude ร sin(2Pi ร bar / Frequency))
Parameters:
Lambda Base Period (10-200): Base period
Lambda Wave Amplitude (0.1-2.0): Wave amplitude
Lambda Wave Frequency (10-200): Wave frequency in bars
How it works:
Period pulsates sinusoidally
Creates wave effect following market cycles
Recommendations:
Experimental EMA for advanced users
Works well on cyclical markets
Frequency = 50 for day trading, 100+ for swing
Settings
Matrix Core Settings
Base Multiplier (1-100)
Multiplies all EMA periods
Base = 1: Very fast EMAs (Phiยณ = 4, 2Pi = 6, eยฒ = 7)
Base = 10: Standard (Phiยณ = 42, 2Pi = 63, eยฒ = 74)
Base = 20: Slow EMAs (Phiยณ = 85, 2Pi = 126, eยฒ = 148)
Recommendations by timeframe:
M1-M5: Base = 5-10
M15-H1: Base = 10-15 (recommended)
H4-D1: Base = 15-25
W1-MN: Base = 25-50
Matrix Source
Data source selection for EMA calculation:
close - closing price (standard)
open - opening price
high - high
low - low
hl2 - (high + low) / 2
hlc3 - (high + low + close) / 3
ohlc4 - (open + high + low + close) / 4
When to change:
hlc3 or ohlc4 for smoother signals
high for aggressive longs
low for aggressive shorts
Manual EMA Selection
Critically important setting! Determines which EMAs are used for signal generation.
Use Manual Fast/Slow/Mid Selection
Enabled (default): You select EMAs manually
Disabled: Automatic selection by periods
Fast EMA
Fast EMA - reacts first to price changes
Recommendations:
Phi Golden (recommended) - universal choice
Delta Adaptive - for volatile markets
Must be fastest (smallest period)
Slow EMA
Slow EMA - determines main trend
Recommendations:
Pi Circular (recommended) - excellent trend filter
e Natural - for smoother trend
Must be slowest (largest period)
Mid EMA
Mid EMA - additional signal filter
Recommendations:
e Natural (recommended) - excellent middle level
Pi Circular - alternative
None - for more frequent signals (only 2 EMAs)
IMPORTANT: The indicator automatically sorts selected EMAs by their actual periods:
Fast = EMA with smallest period
Mid = EMA with middle period
Slow = EMA with largest period
Therefore, you can select any combination - the indicator will arrange them correctly!
Premium Visualization
Neon Glow
Enable Neon Glow for EMAs - adds glowing effect around EMA lines
Glow Strength:
Light - subtle glow
Medium (recommended) - optimal balance
Strong - bright glow (may be too bright)
Effect: 2 glow layers around each EMA for 3D effect
Gradient Clouds
Enable Gradient Clouds - fills space between EMAs with gradient
Parameters:
Cloud Transparency (85-98): Cloud transparency
95-97 (recommended)
Higher = more transparent
Dynamic Cloud Intensity - automatically changes transparency based on EMA distance
Cloud Colors:
Phi-Pi Cloud:
Blue - when Pi above Phi (bullish)
Gold - when Phi above Pi (bearish)
Pi-e Cloud:
Green - when e above Pi (bullish)
Blue - when Pi above e (bearish)
2 layers for volumetric effect
Pulsing Ribbon Bar
Enable Pulsing Indicator Bar - pulsing strip at bottom/top of chart
Parameters:
Ribbon Position: Top / Bottom (recommended)
Pulse Speed: Slow / Medium (recommended) / Fast
Symbols and colors:
Green filled square - STRONG BULLISH
Pink filled square - STRONG BEARISH
Blue hollow square - Bullish (regular)
Red hollow square - Bearish (regular)
Purple rectangle - Neutral
Effect: Pulsation with sinusoid for living market feel
Signal Bar Highlights
Enable Signal Bar Highlights - highlights bars with signals
Parameters:
Highlight Transparency (88-96): Highlight transparency
Highlight Style:
Light Fill (recommended) - bar background fill
Thin Line - bar outline only
Highlights:
Golden Cross - green
Death Cross - pink
STRONG BUY - green
STRONG SELL - pink
Show Greek Labels
Shows Greek alphabet letters on last bar:
Phi - Phi EMA (gold)
Pi - Pi EMA (blue)
e - Euler EMA (green)
Delta - Delta EMA (purple)
Sigma - Sigma EMA (pink)
When to use: For education or presentations
Show Old Background
Old background style (not recommended):
Green background - STRONG BULLISH
Pink background - STRONG BEARISH
Blue background - Bullish
Red background - Bearish
Not recommended - use new Gradient Clouds and Pulsing Bar
Info Table
Show Info Table - table with indicator information
Parameters:
Position: Top Left / Top Right (recommended) / Bottom Left / Bottom Right
Size: Tiny / Small (recommended) / Normal / Large
Table contents:
EMA list - periods and current values of all active EMAs
Effects - active visual effects
TREND - current trend state:
STRONG UP - strong bullish
STRONG DOWN - strong bearish
Bullish - regular bullish
Bearish - regular bearish
Neutral - neutral
Momentum % - percentage deviation of price from Fast EMA
Setup - current Fast/Slow/Mid configuration
Trading Signals
Show Golden/Death Cross
Golden Cross - Fast EMA crosses Slow EMA from below (bullish signal) Death Cross - Fast EMA crosses Slow EMA from above (bearish signal)
Symbols:
Yellow dot "GC" below - Golden Cross
Dark red dot "DC" above - Death Cross
Show STRONG Signals
STRONG BUY and STRONG SELL - the most powerful indicator signals
Conditions for STRONG BULLISH:
EMA Alignment: Fast > Mid > Slow (all EMAs aligned)
Trend: Fast > Slow (clear uptrend)
Distance: EMAs separated by minimum 0.15%
Price Position: Price above Fast EMA
Fast Slope: Fast EMA rising
Slow Slope: Slow EMA rising
Mid Trending: Mid EMA also rising (if enabled)
Conditions for STRONG BEARISH:
Same but in reverse
Visual display:
Green label "STRONG BUY" below bar
Pink label "STRONG SELL" above bar
Difference from Golden/Death Cross:
Golden/Death Cross = crossing moment (1 bar)
STRONG signal = sustained trend (lasts several bars)
IMPORTANT: After fixes, STRONG signals now:
Work on all timeframes (M1 to MN)
Don't break on small retracements
Work with any Fast/Mid/Slow combination
Automatically adapt thanks to EMA sorting
Show Stop Loss/Take Profit
Automatic SL/TP level calculation on STRONG signal
Parameters:
Stop Loss (ATR) (0.5-5.0): ATR multiplier for stop loss
1.5 (recommended) - standard
1.0 - tight stop
2.0-3.0 - wide stop
Take Profit R:R (1.0-5.0): Risk/reward ratio
2.0 (recommended) - standard (risk 1.5 ATR, profit 3.0 ATR)
1.5 - conservative
3.0-5.0 - aggressive
Formulas:
LONG:
Stop Loss = Entry - (ATR ร Stop Loss ATR)
Take Profit = Entry + (ATR ร Stop Loss ATR ร Take Profit R:R)
SHORT:
Stop Loss = Entry + (ATR ร Stop Loss ATR)
Take Profit = Entry - (ATR ร Stop Loss ATR ร Take Profit R:R)
Visualization:
Red X - Stop Loss
Green X - Take Profit
Levels remain active while STRONG signal persists
Trading Signals
Signal Types
1. Golden Cross
Description: Fast EMA crosses Slow EMA from below
Signal: Beginning of bullish trend
How to trade:
ENTRY: On bar close with Golden Cross
STOP: Below local low or below Slow EMA
TARGET: Next resistance level or 2:1 R:R
Strengths:
Simple and clear
Works well on trending markets
Clear entry point
Weaknesses:
Lags (signal after movement starts)
Many false signals in ranging markets
May be late on fast moves
Optimal timeframes: H1, H4, D1
2. Death Cross
Description: Fast EMA crosses Slow EMA from above
Signal: Beginning of bearish trend
How to trade:
ENTRY: On bar close with Death Cross
STOP: Above local high or above Slow EMA
TARGET: Next support level or 2:1 R:R
Application: Mirror of Golden Cross
3. STRONG BUY
Description: All EMAs aligned + trend + all EMAs rising
Signal: Powerful bullish trend
How to trade:
ENTRY: On bar close with STRONG BUY or on pullback to Fast EMA
STOP: Below Fast EMA or automatic SL (if enabled)
TARGET: Automatic TP (if enabled) or by levels
TRAILING: Follow Fast EMA
Entry strategies:
Aggressive: Enter immediately on signal
Conservative: Wait for pullback to Fast EMA, then enter on bounce
Pyramiding: Add positions on pullbacks to Mid EMA
Position management:
Hold while STRONG signal active
Exit on STRONG SELL or Death Cross appearance
Move stop behind Fast EMA
Strengths:
Most reliable indicator signal
Doesn't break on pullbacks
Catches large moves
Works on all timeframes
Weaknesses:
Appears less frequently than other signals
Requires confirmation (multiple conditions)
Optimal timeframes: All (M5 - D1)
4. STRONG SELL
Description: All EMAs aligned down + downtrend + all EMAs falling
Signal: Powerful bearish trend
How to trade: Mirror of STRONG BUY
Visual Signals
Pulsing Ribbon Bar
Quick market assessment at a glance:
Symbol Color State
Filled square Green STRONG BULLISH
Filled square Pink STRONG BEARISH
Hollow square Blue Bullish
Hollow square Red Bearish
Rectangle Purple Neutral
Pulsation: Sinusoidal, creates living effect
Signal Bar Highlights
Bars with signals are highlighted:
Green highlight: STRONG BUY or Golden Cross
Pink highlight: STRONG SELL or Death Cross
Gradient Clouds
Colored space between EMAs shows trend strength:
Wide clouds - strong trend
Narrow clouds - weak trend or consolidation
Color change - trend change
Info Table
Quick reference in corner:
TREND: Current state (STRONG UP, Bullish, Neutral, Bearish, STRONG DOWN)
Momentum %: Movement strength
Effects: Active visual effects
Setup: Fast/Slow/Mid configuration
Usage Strategies
Strategy 1: "Golden Trailing"
Idea: Follow STRONG signals using Fast EMA as trailing stop
Settings:
Fast: Phi Golden (Phiยณ)
Mid: Pi Circular (2Pi)
Slow: e Natural (eยฒ)
Base Multiplier: 10
Timeframe: H1, H4
Entry rules:
Wait for STRONG BUY
Enter on bar close or on pullback to Fast EMA
Stop below Fast EMA
Management:
Hold position while STRONG signal active
Move stop behind Fast EMA daily
Exit on STRONG SELL or Death Cross
Take Profit:
Partially close at +2R
Trail remainder until exit signal
For whom: Swing traders, trend followers
Pros:
Catches large moves
Simple rules
Emotionally comfortable
Cons:
Requires patience
Possible extended drawdowns on pullbacks
Strategy 2: "Scalping Bounces"
Idea: Scalp bounces from Fast EMA during STRONG trend
Settings:
Fast: Delta Adaptive (Base 15, Sensitivity 2.0)
Mid: Phi Golden (Phiยฒ)
Slow: Pi Circular (2Pi)
Base Multiplier: 5
Timeframe: M5, M15
Entry rules:
STRONG signal must be active
Wait for price pullback to Fast EMA
Enter on bounce (candle closes above/below Fast EMA)
Stop behind local extreme (15-20 pips)
Take Profit:
+1.5R or to Mid EMA
Or to next level
For whom: Active day traders
Pros:
Many signals
Clear entry point
Quick profits
Cons:
Requires constant monitoring
Not all bounces work
Requires discipline for frequent trading
Strategy 3: "Triple Filter"
Idea: Enter only when all 3 EMAs and price perfectly aligned
Settings:
Fast: Phi Golden (Phiยณ)
Mid: e Natural (eยฒ)
Slow: Pi Circular (3Pi)
Base Multiplier: 15
Timeframe: H4, D1
Entry rules (LONG):
STRONG BUY active
Price above all three EMAs
Fast > Mid > Slow (all aligned)
All EMAs rising (slope up)
Gradient Clouds wide and bright
Entry:
On bar close meeting all conditions
Or on next pullback to Fast EMA
Stop:
Below Mid EMA or -1.5 ATR
Take Profit:
First target: +3R
Second target: next major level
Trailing: Mid EMA
For whom: Conservative swing traders, investors
Pros:
Very reliable signals
Minimum false entries
Large profit potential
Cons:
Rare signals (2-5 per month)
Requires patience
Strategy 4: "Adaptive Scalper"
Idea: Use only Delta Adaptive EMA for quick volatility reaction
Settings:
Fast: Delta Adaptive (Base 10, Sensitivity 3.0)
Mid: None
Slow: Delta Adaptive (Base 30, Sensitivity 2.0)
Base Multiplier: 3
Timeframe: M1, M5
Feature: Two different Delta EMAs with different settings
Entry rules:
Golden Cross between two Delta EMAs
Both Delta EMAs must be rising/falling
Enter on next bar
Stop:
10-15 pips or below Slow Delta EMA
Take Profit:
+1R to +2R
Or Death Cross
For whom: Scalpers on cryptocurrencies and forex
Pros:
Instant volatility adaptation
Many signals on volatile markets
Quick results
Cons:
Much noise on calm markets
Requires fast execution
High commissions may eat profits
Strategy 5: "Cyclical Trader"
Idea: Use Pi and Lambda for trading cyclical markets
Settings:
Fast: Pi Circular (1Pi)
Mid: Lambda Wave (Base 30, Amplitude 0.5, Frequency 50)
Slow: Pi Circular (3Pi)
Base Multiplier: 10
Timeframe: H1, H4
Entry rules:
STRONG signal active
Lambda Wave EMA synchronized with trend
Enter on bounce from Lambda Wave
For whom: Traders of cyclical assets (some altcoins, commodities)
Pros:
Catches cyclical movements
Lambda Wave provides additional entry points
Cons:
More complex to configure
Not for all markets
Lambda Wave may give false signals
Strategy 6: "Multi-Timeframe Confirmation"
Idea: Use multiple timeframes for confirmation
Scheme:
Higher TF (D1): Determine trend direction (STRONG signal)
Middle TF (H4): Wait for STRONG signal in same direction
Lower TF (M15): Look for entry point (Golden Cross or bounce from Fast EMA)
Settings for all TFs:
Fast: Phi Golden (Phiยณ)
Mid: e Natural (eยฒ)
Slow: Pi Circular (2Pi)
Base Multiplier: 10
Rules:
All 3 TFs must show one trend
Entry on lower TF
Stop by lower TF
Target by higher TF
For whom: Serious traders and investors
Pros:
Maximum reliability
Large profit targets
Minimum false signals
Cons:
Rare setups
Requires analysis of multiple charts
Experience needed
Practical Tips
DOs
Use STRONG signals as primary - they're most reliable
Let signals develop - don't exit on first pullback
Use trailing stop - follow Fast EMA
Combine with levels - S/R, Fibonacci, volumes
Test on demo before real
Adjust Base Multiplier for your timeframe
Enable visual effects - they help see the picture
Use Info Table - quick situation assessment
Watch Pulsing Bar - instant state indicator
Trust auto-sorting of Fast/Mid/Slow
DON'Ts
Don't trade against STRONG signal - trend is your friend
Don't ignore Mid EMA - it adds reliability
Don't use too small Base Multiplier on higher TFs
Don't enter on Golden Cross in range - check for trend
Don't change settings during open position
Don't forget risk management - 1-2% per trade
Don't trade all signals in row - choose best ones
Don't use indicator in isolation - combine with Price Action
Don't set too tight stops - let trade breathe
Don't over-optimize - simplicity = reliability
Optimal Settings by Asset
US Stocks (SPY, AAPL, TSLA)
Recommendation:
Fast: Phi Golden (Phiยณ)
Mid: e Natural (eยฒ)
Slow: Pi Circular (2Pi)
Base: 10-15
Timeframe: H4, D1
Features:
Use on daily for swing
STRONG signals very reliable
Works well on trending stocks
Forex (EUR/USD, GBP/USD)
Recommendation:
Fast: Delta Adaptive (Base 15, Sens 2.0)
Mid: Phi Golden (Phiยฒ)
Slow: Pi Circular (2Pi)
Base: 8-12
Timeframe: M15, H1, H4
Features:
Delta Adaptive works excellently on news
Many signals on M15-H1
Consider spreads
Cryptocurrencies (BTC, ETH, altcoins)
Recommendation:
Fast: Delta Adaptive (Base 10, Sens 3.0)
Mid: Pi Circular (2Pi)
Slow: e Natural (eยฒ)
Base: 5-10
Timeframe: M5, M15, H1
Features:
High volatility - adaptation needed
STRONG signals can last days
Be careful with scalping on M1-M5
Commodities (Gold, Oil)
Recommendation:
Fast: Pi Circular (1Pi)
Mid: Phi Golden (Phiยณ)
Slow: Pi Circular (3Pi)
Base: 12-18
Timeframe: H4, D1
Features:
Pi works excellently on cyclical commodities
Gold responds especially well to Phi
Oil volatile - use wide stops
Indices (S&P500, Nasdaq, DAX)
Recommendation:
Fast: Phi Golden (Phiยณ)
Mid: e Natural (eยฒ)
Slow: Pi Circular (2Pi)
Base: 15-20
Timeframe: H4, D1, W1
Features:
Very trending instruments
STRONG signals last weeks
Good for position trading
Alerts
The indicator supports 6 alert types:
1. Golden Cross
Message: "Hellenic Matrix: GOLDEN CROSS - Fast EMA crossed above Slow EMA - Bullish trend starting!"
When: Fast EMA crosses Slow EMA from below
2. Death Cross
Message: "Hellenic Matrix: DEATH CROSS - Fast EMA crossed below Slow EMA - Bearish trend starting!"
When: Fast EMA crosses Slow EMA from above
3. STRONG BULLISH
Message: "Hellenic Matrix: STRONG BULLISH SIGNAL - All EMAs aligned for powerful uptrend!"
When: All conditions for STRONG BUY met (first bar)
4. STRONG BEARISH
Message: "Hellenic Matrix: STRONG BEARISH SIGNAL - All EMAs aligned for powerful downtrend!"
When: All conditions for STRONG SELL met (first bar)
5. Bullish Ribbon
Message: "Hellenic Matrix: BULLISH RIBBON - EMAs aligned for uptrend"
When: EMAs aligned bullish + price above Fast EMA (less strict condition)
6. Bearish Ribbon
Message: "Hellenic Matrix: BEARISH RIBBON - EMAs aligned for downtrend"
When: EMAs aligned bearish + price below Fast EMA (less strict condition)
How to Set Up Alerts:
Open indicator on chart
Click on three dots next to indicator name
Select "Create Alert"
In "Condition" field select needed alert:
Golden Cross
Death Cross
STRONG BULLISH
STRONG BEARISH
Bullish Ribbon
Bearish Ribbon
Configure notification method:
Pop-up in browser
Email
SMS (in Premium accounts)
Push notifications in mobile app
Webhook (for automation)
Select frequency:
Once Per Bar Close (recommended) - once on bar close
Once Per Bar - during bar formation
Only Once - only first time
Click "Create"
Tip: Create separate alerts for different timeframes and instruments
FAQ
1. Why don't STRONG signals appear?
Possible reasons:
Incorrect Fast/Mid/Slow order
Solution: Indicator automatically sorts EMAs by periods, but ensure selected EMAs have different periods
Base Multiplier too large
Solution: Reduce Base to 5-10 on lower timeframes
Market in range
Solution: STRONG signals appear only in trends - this is normal
Too strict EMA settings
Solution: Try classic combination: Phiยณ / Piร2 / eยฒ with Base=10
Mid EMA too close to Fast or Slow
Solution: Select Mid EMA with period between Fast and Slow
2. How often should STRONG signals appear?
Normal frequency:
M1-M5: 5-15 signals per day (very active markets)
M15-H1: 2-8 signals per day
H4: 3-10 signals per week
D1: 2-5 signals per month
W1: 2-6 signals per year
If too many signals - market very volatile or Base too small
If too few signals - market in range or Base too large
4. What are the best settings for beginners?
Universal "out of the box" settings:
Matrix Core:
Base Multiplier: 10
Source: close
Phi Golden: Enabled, Power = 3
Pi Circular: Enabled, Multiple = 2
e Natural: Enabled, Power = 2
Delta Adaptive: Enabled, Base = 20, Sensitivity = 2.0
Manual Selection:
Fast: Phi Golden
Mid: e Natural
Slow: Pi Circular
Visualization:
Gradient Clouds: ON
Neon Glow: ON (Medium)
Pulsing Bar: ON (Medium)
Signal Highlights: ON (Light Fill)
Table: ON (Top Right, Small)
Signals:
Golden/Death Cross: ON
STRONG Signals: ON
Stop Loss: OFF (while learning)
Timeframe for learning: H1 or H4
5. Can I use only one EMA?
No, minimum 2 EMAs (Fast and Slow) for signal generation.
Mid EMA is optional:
With Mid EMA = more reliable but rarer signals
Without Mid EMA = more signals but less strict filtering
Recommendation: Start with 3 EMAs (Fast/Mid/Slow), then experiment
6. Does the indicator work on cryptocurrencies?
Yes, works excellently! Especially good on:
Bitcoin (BTC)
Ethereum (ETH)
Major altcoins (SOL, BNB, XRP)
Recommended settings for crypto:
Fast: Delta Adaptive (Base 10-15, Sensitivity 2.5-3.0)
Mid: Pi Circular (2Pi)
Slow: e Natural (eยฒ)
Base: 5-10
Timeframe: M15, H1, H4
Crypto market features:
High volatility โ use Delta Adaptive
24/7 trading โ set alerts
Sharp movements โ wide stops
7. Can I trade only with this indicator?
Technically yes, but NOT recommended.
Best approach - combine with:
Price Action - support/resistance levels, candle patterns
Volume - movement strength confirmation
Fibonacci - retracement and extension levels
RSI/MACD - divergences and overbought/oversold
Fundamental analysis - news, company reports
Hellenic Matrix:
Excellently determines trend and its strength
Provides clear entry/exit points
Doesn't consider fundamentals
Doesn't see major levels
8. Why do Gradient Clouds change color?
Color depends on EMA order:
Phi-Pi Cloud:
Blue - Pi EMA above Phi EMA (bullish alignment)
Gold - Phi EMA above Pi EMA (bearish alignment)
Pi-e Cloud:
Green - e EMA above Pi EMA (bullish alignment)
Blue - Pi EMA above e EMA (bearish alignment)
Color change = EMA order change = possible trend change
9. What is Momentum % in the table?
Momentum % = percentage deviation of price from Fast EMA
Formula:
Momentum = ((Close - Fast EMA) / Fast EMA) ร 100
Interpretation:
+0.5% to +2% - normal bullish momentum
+2% to +5% - strong bullish momentum
+5% and above - overheating (correction possible)
-0.5% to -2% - normal bearish momentum
-2% to -5% - strong bearish momentum
-5% and below - oversold (bounce possible)
Usage:
Monitor momentum during STRONG signals
Large momentum = don't enter (wait for pullback)
Small momentum = good entry point
10. How to configure for scalping?
Settings for scalping (M1-M5):
Base Multiplier: 3-5
Source: close or hlc3 (smoother)
Fast: Delta Adaptive (Base 8-12, Sensitivity 3.0)
Mid: None (for more signals)
Slow: Phi Golden (Phiยฒ) or Pi Circular (1Pi)
Visualization:
- Gradient Clouds: ON (helps see strength)
- Neon Glow: OFF (doesn't clutter chart)
- Pulsing Bar: ON (quick assessment)
- Signal Highlights: ON
Signals:
- Golden/Death Cross: ON
- STRONG Signals: ON
- Stop Loss: ON (1.0-1.5 ATR, R:R 1.5-2.0)
Scalping rules:
Trade only STRONG signals
Enter on bounce from Fast EMA
Tight stops (10-20 pips)
Quick take profit (+1R to +2R)
Don't hold through news
11. How to configure for long-term investing?
Settings for investing (D1-W1):
Base Multiplier: 20-30
Source: close
Fast: Phi Golden (Phiยณ or Phiโด)
Mid: e Natural (eยฒ)
Slow: Pi Circular (3Pi or 4Pi)
Visualization:
- Gradient Clouds: ON
- Neon Glow: ON (Medium)
- Everything else - to taste
Signals:
- Golden/Death Cross: ON
- STRONG Signals: ON
- Stop Loss: OFF (use percentage stop)
Investing rules:
Enter only on STRONG signals
Hold while STRONG active (weeks/months)
Stop below Slow EMA or -10%
Take profit: by company targets or +50-100%
Ignore short-term pullbacks
12. What if indicator slows down chart?
Indicator is optimized, but if it slows:
Disable unnecessary visual effects:
Neon Glow: OFF (saves 8 plots)
Gradient Clouds: ON but low quality
Lambda Wave EMA: OFF (if not using)
Reduce number of active EMAs:
Sigma Composite: OFF
Lambda Wave: OFF
Leave only Phi, Pi, e, Delta
Simplify settings:
Pulsing Bar: OFF
Greek Labels: OFF
Info Table: smaller size
13. Can I use on different timeframes simultaneously?
Yes! Multi-timeframe analysis is very powerful:
Classic scheme:
Higher TF (D1, W1) - determine global trend
Wait for STRONG signal
This is our trading direction
Middle TF (H4, H1) - look for confirmation
STRONG signal in same direction
Precise entry zone
Lower TF (M15, M5) - entry point
Golden Cross or bounce from Fast EMA
Precise stop loss
Example:
W1: STRONG BUY active (global uptrend)
H4: STRONG BUY appeared (confirmation)
M15: Wait for Golden Cross or bounce from Fast EMA โ ENTRY
Advantages:
Maximum reliability
Clear timeframe hierarchy
Large targets
14. How does indicator work on news?
Delta Adaptive EMA adapts excellently to news:
Before news:
Low volatility โ Delta EMA becomes fast โ pulls to price
During news:
Sharp volatility spike โ Delta EMA slows โ filters noise
After news:
Volatility normalizes โ Delta EMA returns to normal
Recommendations:
Don't trade at news release moment (spreads widen)
Wait for STRONG signal after news (2-5 bars)
Use Delta Adaptive as Fast EMA for quick reaction
Widen stops by 50-100% during important news
Advanced Techniques
Technique 1: "Divergences with EMA"
Idea: Look for discrepancies between price and Fast EMA
Bullish divergence:
Price makes lower low
Fast EMA makes higher low
= Possible reversal up
Bearish divergence:
Price makes higher high
Fast EMA makes lower high
= Possible reversal down
How to trade:
Find divergence
Wait for STRONG signal in divergence direction
Enter on confirmation
Technique 2: "EMA Tunnel"
Idea: Use space between Fast and Slow EMA as "tunnel"
Rules:
Wide tunnel - strong trend, hold position
Narrow tunnel - weak trend or consolidation, caution
Tunnel narrowing - trend weakening, prepare to exit
Tunnel widening - trend strengthening, can add
Visually: Gradient Clouds show this automatically!
Trading:
Enter on STRONG signal (tunnel starts widening)
Hold while tunnel wide
Exit when tunnel starts narrowing
Technique 3: "Wave Analysis with Lambda"
Idea: Lambda Wave EMA creates sinusoid matching market cycles
Setup:
Lambda Base Period: 30
Lambda Wave Amplitude: 0.5
Lambda Wave Frequency: 50 (adjusted to asset cycle)
How to find correct Frequency:
Look at historical cycles (distance between local highs)
Average distance = your Frequency
Example: if highs every 40-60 bars, set Frequency = 50
Trading:
Enter when Lambda Wave at bottom of sinusoid (growth potential)
Exit when Lambda Wave at top (fall potential)
Combine with STRONG signals
Technique 4: "Cluster Analysis"
Idea: When all EMAs gather in narrow cluster = powerful breakout soon
Cluster signs:
All EMAs (Phi, Pi, e, Delta) within 0.5-1% of each other
Gradient Clouds almost invisible
Price jumping around all EMAs
Trading:
Identify cluster (all EMAs close)
Determine breakout direction (where more volume, higher TFs direction)
Wait for breakout and STRONG signal
Enter on confirmation
Target = cluster size ร 3-5
This is very powerful technique for big moves!
Technique 5: "Sigma as Dynamic Level"
Idea: Sigma Composite EMA = average of all EMAs = magnetic level
Usage:
Enable Sigma Composite (Weighted Average)
Sigma works as dynamic support/resistance
Price often returns to Sigma before trend continuation
Trading:
In trend: Enter on bounces from Sigma
In range: Fade moves from Sigma (trade return to Sigma)
On breakout: Sigma becomes support/resistance
Risk Management
Basic Rules
1. Position Size
Conservative: 1% of capital per trade
Moderate: 2% of capital per trade (recommended)
Aggressive: 3-5% (only for experienced)
Calculation formula:
Lot Size = (Capital ร Risk%) / (Stop in pips ร Pip value)
2. Risk/Reward Ratio
Minimum: 1:1.5
Standard: 1:2 (recommended)
Optimal: 1:3
Aggressive: 1:5+
3. Maximum Drawdown
Daily: -3% to -5%
Weekly: -7% to -10%
Monthly: -15% to -20%
Upon reaching limit โ STOP trading until end of period
Position Management Strategies
1. Fixed Stop
Method:
Stop below/above Fast EMA or local extreme
DON'T move stop against position
Can move to breakeven
For whom: Beginners, conservative traders
2. Trailing by Fast EMA
Method:
Each day (or bar) move stop to Fast EMA level
Position closes when price breaks Fast EMA
Advantages:
Stay in trend as long as possible
Automatically exit on reversal
For whom: Trend followers, swing traders
3. Partial Exit
Method:
50% of position close at +2R
50% hold with trailing by Mid EMA or Slow EMA
Advantages:
Lock profit
Leave position for big move
Psychologically comfortable
For whom: Universal method (recommended)
4. Pyramiding
Method:
First entry on STRONG signal (50% of planned position)
Add 25% on pullback to Fast EMA
Add another 25% on pullback to Mid EMA
Overall stop below Slow EMA
Advantages:
Average entry price
Reduce risk
Increase profit in strong trends
Caution:
Works only in trends
In range leads to losses
For whom: Experienced traders
Trading Psychology
Correct Mindset
1. Indicator is a tool, not holy grail
Indicator shows probability, not guarantee
There will be losing trades - this is normal
Important is series statistics, not one trade
2. Trust the system
If STRONG signal appeared - enter
Don't search for "perfect" moment
Follow trading plan
3. Patience
STRONG signals don't appear every day
Better miss signal than enter against trend
Quality over quantity
4. Discipline
Always set stop loss
Don't move stop against position
Don't increase risk after losses
Beginner Mistakes
1. "I know better than indicator"
Indicator says STRONG BUY, but you think "too high, will wait for pullback"
Result: miss profitable move
Solution: Trust signals or don't use indicator
2. "Will reverse now for sure"
Trading against STRONG trend
Result: stops, stops, stops
Solution: Trend is your friend, trade with trend
3. "Will hold a bit more"
Don't exit when STRONG signal disappears
Greed eats profit
Solution: If signal gone - exit!
4. "I'll recover"
After losses double risk
Result: huge losses
Solution: Fixed % risk ALWAYS
5. "I don't like this signal"
Skip signals because of "feeling"
Result: inconsistency, no statistics
Solution: Trade ALL signals or clearly define filters
Trading Journal
What to Record
For each trade:
1. Entry/exit date and time
2. Instrument and timeframe
3. Signal type
Golden Cross
STRONG BUY
STRONG SELL
Death Cross
4. Indicator settings
Fast/Mid/Slow EMA
Base Multiplier
Other parameters
5. Chart screenshot
Entry moment
Exit moment
6. Trade parameters
Position size
Stop loss
Take Profit
R:R
7. Result
Profit/Loss in $
Profit/Loss in %
Profit/Loss in R
8. Notes
What was right
What was wrong
Emotions during trade
Lessons
Journal Analysis
Analyze weekly:
1. Win Rate
Win Rate = (Profitable trades / All trades) ร 100%
Good: 50-60%
Excellent: 60-70%
Exceptional: 70%+
2. Average R
Average R = Sum of all R / Number of trades
Good: +0.5R
Excellent: +1.0R
Exceptional: +1.5R+
3. Profit Factor
Profit Factor = Total profit / Total losses
Good: 1.5+
Excellent: 2.0+
Exceptional: 3.0+
4. Maximum Drawdown
Track consecutive losses
If more than 5 in row - stop, check system
5. Best/Worst Trades
What was common in best trades? (do more)
What was common in worst trades? (avoid)
Pre-Trade Checklist
Technical Analysis
STRONG signal active (BUY or SELL)
All EMAs properly aligned (Fast > Mid > Slow or reverse)
Price on correct side of Fast EMA
Gradient Clouds confirm trend
Pulsing Bar shows STRONG state
Momentum % in normal range (not overheated)
No close strong levels against direction
Higher timeframe doesn't contradict
Risk Management
Position size calculated (1-2% risk)
Stop loss set
Take profit calculated (minimum 1:2)
R:R satisfactory
Daily/weekly risk limit not exceeded
No other open correlated positions
Fundamental Analysis
No important news in coming hours
Market session appropriate (liquidity)
No contradicting fundamentals
Understand why asset is moving
Psychology
Calm and thinking clearly
No emotions from previous trades
Ready to accept loss at stop
Following trading plan
Not revenging market for past losses
If at least one point is NO - think twice before entering!
Learning Roadmap
Week 1: Familiarization
Goals:
Install and configure indicator
Study all EMA types
Understand visualization
Tasks:
Add indicator to chart
Test all Fast/Mid/Slow settings
Play with Base Multiplier on different timeframes
Observe Gradient Clouds and Pulsing Bar
Study Info Table
Result: Comfort with indicator interface
Week 2: Signals
Goals:
Learn to recognize all signal types
Understand difference between Golden Cross and STRONG
Tasks:
Find 10 Golden Cross examples in history
Find 10 STRONG BUY examples in history
Compare their results (which worked better)
Set up alerts
Get 5 real alerts
Result: Understanding signals
Week 3: Demo Trading
Goals:
Start trading signals on demo account
Gather statistics
Tasks:
Open demo account
Trade ONLY STRONG signals
Keep journal (minimum 20 trades)
Don't change indicator settings
Strictly follow stop losses
Result: 20+ documented trades
Week 4: Analysis
Goals:
Analyze demo trading results
Optimize approach
Tasks:
Calculate win rate and average R
Find patterns in profitable trades
Find patterns in losing trades
Adjust approach (not indicator!)
Write trading plan
Result: Trading plan on 1 page
Month 2: Improvement
Goals:
Deepen understanding
Add additional techniques
Tasks:
Study multi-timeframe analysis
Test combinations with Price Action
Try advanced techniques (divergences, tunnels)
Continue demo trading (minimum 50 trades)
Achieve stable profitability on demo
Result: Win rate 55%+ and Profit Factor 1.5+
Month 3: Real Trading
Goals:
Transition to real account
Maintain discipline
Tasks:
Open small real account
Trade minimum lots
Strictly follow trading plan
DON'T increase risk
Focus on process, not profit
Result: Psychological comfort on real
Month 4+: Scaling
Goals:
Increase account
Become consistently profitable
Tasks:
With 60%+ win rate can increase risk to 2%
Upon doubling account can add capital
Continue keeping journal
Periodically review and improve strategy
Share experience with community
Result: Stable profitability month after month
Additional Resources
Recommended Reading
Technical Analysis:
"Technical Analysis of Financial Markets" - John Murphy
"Trading in the Zone" - Mark Douglas (psychology)
"Market Wizards" - Jack Schwager (trader interviews)
EMA and Moving Averages:
"Moving Averages 101" - Steve Burns
Articles on Investopedia about EMA
Risk Management:
"The Mathematics of Money Management" - Ralph Vince
"Trade Your Way to Financial Freedom" - Van K. Tharp
Trading Journals:
Edgewonk (paid, very powerful)
Tradervue (free version + premium)
Excel/Google Sheets (free)
Screeners:
TradingView Stock Screener
Finviz (stocks)
CoinMarketCap (crypto)
Conclusion
Hellenic EMA Matrix is a powerful tool based on universal mathematical constants of nature. The indicator combines:
Mathematical elegance - Phi, Pi, e instead of arbitrary numbers
Premium visualization - Neon Glow, Gradient Clouds, Pulsing Bar
Reliable signals - STRONG BUY/SELL work on all timeframes
Flexibility - 6 EMA types, adaptation to any trading style
Automation - auto-sorting EMAs, SL/TP calculation, alerts
Key Success Principles:
Simplicity - start with basic settings (Phi/Pi/e, Base=10)
Discipline - follow STRONG signals strictly
Patience - wait for quality setups
Risk Management - 1-2% per trade, ALWAYS
Journal - document every trade
Learning - constantly improve skills
Remember:
Indicator shows probability, not guarantee
Important is series statistics, not one trade
Psychology more important than technique
Quality more important than quantity
Process more important than result
Acknowledgments
Thank you for using Hellenic EMA Matrix - Alpha Omega Premium!
The indicator was created with love for mathematics, markets, and beautiful visualization.
Wishing you profitable trading!
Guide Version: 1.0
Date: 2025
Compatibility: Pine Script v6, TradingView
"In the simplicity of mathematical constants lies the complexity of market movements"
VWAP D/W/M + MA100 & EMA100 albanThis TradingView indicator displays three independent VWAPs (Volume Weighted Average Prices) along with MA100 (Simple Moving Average) and EMA100 (Exponential Moving Average) on the chart.
Key Features:
VWAP #1, VWAP #2, VWAP #3: Each VWAP can be configured independently with:
Source (hlc3, close, etc.)
Anchor period (Session, Week, Month, Quarter, Year, Decade, Century, Earnings, Dividends, Splits)
Offset
Option to hide on daily or higher timeframes
MA100: 100-period Simple Moving Average
EMA100: 100-period Exponential Moving Average
Purpose:
This script is ideal for traders who want to track multiple VWAP levels simultaneously while also monitoring the 100-period moving averages for trend analysis. It provides a clean setup without bands or fills, focusing solely on price averages.
Use Cases:
Identify intraday or multi-timeframe VWAP levels
Combine VWAP levels with MA100/EMA100 for support/resistance analysis
Analyze trend direction and momentum using moving averages
Multi-Symbol EMA Crossover Scanner with Multi-Timeframe AnalysisDescription
What This Indicator Does:
This indicator is a comprehensive market scanner that monitors up to 10 symbols simultaneously across 4 different timeframes (15-minute, 1-hour, 4-hour, and daily) to detect exponential moving average (EMA) crossovers in real-time. Instead of manually checking multiple charts and timeframes for EMA crossover signals, this scanner automatically does the work for you and presents all detected signals in a clean, organized table that updates continuously throughout the trading session.
Key Features:
Multi-Symbol Monitoring: Scan up to 10 different symbols at once (stocks, forex, crypto, or any TradingView symbol)
Multi-Timeframe Analysis: Simultaneously tracks 4 timeframes (15m, 1H, 4H, 1D) with toggle options to enable/disable each
Comprehensive EMA Pairs: Detects crossovers between all major EMA combinations: 20ร50, 20ร100, 20ร200, 50ร100, 50ร200, and 100ร200
Real-Time Signal Feed: Displays the most recent signals in a sorted table (newest first) with timestamp, direction, price, and EMA pair information
Session Filter: Built-in time filter (default 10:00-18:00) to focus on specific trading hours and avoid pre-market/after-hours noise
Pagination System: Navigate through signals using a page selector when you have more signals than fit in one view
Signal Statistics: Footer displays total signals, bullish/bearish breakdown, and page navigation hints
Customizable Display: Choose table position (4 corners), signals per page (5-20), and maximum signal history (10-100)
How It Works:
The scanner uses the request.security() function to fetch EMA data from multiple symbols and timeframes simultaneously. For each symbol-timeframe combination, it calculates four exponential moving averages (20, 50, 100, and 200 periods) and monitors for crossovers:
Bullish Crossovers (โฒ Green):
Faster EMA crosses above slower EMA
Indicates potential upward momentum
Common entry signals for long positions
Bearish Crossovers (โผ Red):
Faster EMA crosses below slower EMA
Indicates potential downward momentum
Common entry signals for short positions or exits
The scanner prioritizes crossovers involving faster EMAs (20ร50) over slower ones (100ร200), as faster crossovers typically generate more frequent signals. Each detected crossover is stored with its timestamp, allowing the scanner to sort signals chronologically and remove duplicates within the same timeframe.
Signal Table Columns:
Sym: Symbol name (abbreviated, e.g., "ASELS" instead of "BIST:ASELS")
TF: Timeframe where the crossover occurred (15m, 1h, 4h, 1D)
โฐ: Exact time of the crossover (HH:MM format in Istanbul timezone)
โ: Direction indicator (โฒ bullish green / โผ bearish red)
โบ: Price level where the crossover occurred (average of the two EMAs)
MA: Which EMA pair crossed (e.g., "20ร50", "50ร200")
How to Use:
For Day Traders:
Enable 15m and 1h timeframes
Monitor symbols from your watchlist
Use crossovers as entry timing signals in the direction of the larger trend
Adjust the time filter to match your trading session (e.g., market open to 2 hours before close)
For Swing Traders:
Enable 4h and 1D timeframes
Focus on 50ร200 and 100ร200 crossovers (golden/death crosses)
Look for multiple timeframe confluence (same symbol showing bullish crossovers on both 4h and 1D)
Use as a pre-market scanner to identify potential setups for the day
For Multi-Market Traders:
Mix symbols from different markets (stocks, forex, crypto)
Use the scanner to identify which markets are showing the most momentum
Track relative strength by comparing crossover frequency across symbols
Identify rotation opportunities when one asset shows bullish signals while another shows bearish
Setup Recommendations:
Default BIST (Turkish Stock Market) Setup:
The code comes pre-configured with 10 popular BIST stocks:
ASELS, EKGYO, THYAO, AKBNK, PGSUS, ASTOR, OTKAR, ALARK, ISCTR, BIMAS
For US Stocks:
Replace with symbols like: NASDAQ:AAPL, NASDAQ:TSLA, NASDAQ:NVDA, NYSE:JPM, etc.
For Forex:
Use pairs like: FX:EURUSD, FX:GBPUSD, FX:USDJPY, OANDA:XAUUSD, etc.
For Crypto:
Use exchanges like: BINANCE:BTCUSDT, COINBASE:ETHUSD, BINANCE:SOLUSDT, etc.
Settings Guide:
Symbol List (10 inputs):
Enter any valid TradingView symbol in "EXCHANGE:TICKER" format
Use symbols you actively trade or monitor
Mix different asset classes if desired
Timeframe Toggles:
15 Minutes: High-frequency signals, best for day trading
1 Hour: Balanced frequency, good for intraday swing trades
4 Hours: Lower frequency, quality swing trade signals
1 Day: Low frequency, major trend changes only
Time Filter:
Start Hour (10): Beginning of your trading session
End Hour (18): End of your trading session
Prevents signals during low-liquidity periods
Adjust to match your market's active hours
Display Settings:
Table Position: Choose corner placement (doesn't interfere with other indicators)
Max Signals (40): Total historical signals to keep in memory
Signals Per Page (10): How many rows to show at once
Page Number: Navigate through signal history (auto-adjusts to available pages)
What Makes This Original:
Multi-symbol scanners exist on TradingView, but this indicator's originality comes from:
Comprehensive EMA Pair Coverage: Most scanners focus on 1-2 EMA pairs, this monitors 6 different combinations simultaneously
Unified Multi-Timeframe View: Presents signals from 4 timeframes in a single, chronologically sorted feed rather than separate panels
Session-Aware Filtering: Built-in time filter prevents signal overload from 24-hour markets
Smart Pagination: Handles large signal volumes gracefully with page navigation instead of scrolling
Signal Deduplication: Prevents the same crossover from appearing multiple times if it persists across several bars
Price-at-Cross Recording: Captures the exact price where the crossover occurred, not just that it happened
Real-Time Statistics: Live tracking of bullish vs bearish signal distribution
Trading Strategy Examples:
Trend Confirmation Strategy:
Find a symbol showing bullish crossover on 1D (major trend change)
Wait for pullback
Enter when 1h shows bullish crossover (confirmation)
Exit when 1h shows bearish crossover
Multi-Timeframe Confluence:
Look for symbols appearing multiple times with same direction
Example: ASELS shows โฒ on both 4h and 1D = strong bullish signal
Avoid symbols showing conflicting signals (โฒ on 1h but โผ on 4h)
Rotation Scanner:
Monitor 10+ symbols from the same sector
Identify which are turning bullish (โฒ) first
Enter leaders, avoid laggards
Rotate out when crossovers turn bearish (โผ)
Important Considerations:
Not a Complete System: EMA crossovers should be confirmed with price action, volume, and support/resistance analysis
Whipsaw Risk: During consolidation, EMAs can cross back and forth frequently (especially on 15m timeframe)
Lag: EMAs are lagging indicators; crossovers occur after the move has already begun
False Signals: More common during sideways markets; work best in trending environments
Symbol Limits: TradingView has limits on request.security() calls; this scanner uses 40 calls (10 symbols ร 4 timeframes)
Performance: On lower-end devices, scanning 10 symbols across 4 timeframes may cause slight delays in chart updates
Best Practices:
Start with 5 symbols and 2 timeframes, then expand as you get comfortable
Use in conjunction with a main chart for price context
Don't trade every signalโfilter for high-quality setups
Backtest your favorite EMA pairs on your symbols to understand their reliability
Adjust the time filter to exclude lunch hours if your market has low midday volume
Check the footer statisticsโif you're getting 50+ signals per day, tighten your time filter or reduce symbols
Technical Notes:
Uses lookahead=barmerge.lookahead_off to prevent future data leakage
Signals are stored in arrays and sorted by timestamp (newest first)
Automatic daily reset clears old signals to prevent memory buildup
Table dynamically resizes based on signal count
All times displayed in Europe/Istanbul timezone (configurable in code)
Moving Averages DTMoving Averages Combo: SMA 30-50-100-200 + EMA 5-8-21 (Golden & Death Cross Ready)
This clean and lightweight indicator plots the most used simple and exponential moving averages in one single script โ perfect for swing traders, position traders, and scalpers.
โ Simple Moving Averages (Daily timeframe focus):
โข SMA 30 (Red) โ Early trend detection
โข SMA 50 (Blue) โ Classic medium-term trend
โข SMA 100 (Green) โ Institutional reference
โข SMA 200 (Orange) โ The legendary Golden/Death Cross line
โ Fast Exponential Moving Averages (Perfect for pullbacks & entries):
โข EMA 5 (Purple) โ Ultra-fast reaction
โข EMA 8 (Yellow) โ Fibonacci-based favorite
โข EMA 21 (Black) โ 21-day cycle + Fibonacci
Why this combination works so well:
โข EMA 8 + EMA 21 = Powerful short-term trend filter (used by thousands of crypto & forex traders)
โข SMA 50/200 = Classic Golden & Death Cross signals
โข SMA 30/100 = Extra confirmation layers used by banks and funds
Features:
โ All MAs on a single indicator (no chart clutter)
โ Clean colors with perfect contrast on light/dark themes
โ Ready for alerts: set alert on EMA 8 crossing EMA 21 or SMA 50 crossing SMA 200
โ Works on all markets & timeframes (stocks, forex, crypto, futures)
How to use:
โข Bullish signal: Price above SMA 200 + EMA 8 > EMA 21 + SMA 50 > SMA 200
โข Bearish signal: Price below SMA 200 + EMA 8 < EMA 21
โข Pullback entries: Wait for price to touch EMA 21 in uptrend
VWAP Trend
**Overview**
The VWAP Trend indicator is a volume-weighted price analysis tool that visualizes the relationship between price and the anchored Volume Weighted Average Price (VWAP) over different timeframes. This script is designed to reveal when the market is trending above or below its volume-weighted equilibrium point, providing a clear framework for identifying directional bias, trend strength, and potential reversals.
By combining an anchored VWAP with exponential smoothing and a secondary trend EMA, the indicator helps traders distinguish between short-term price fluctuations and genuine volume-supported directional moves.
**Core Concept**
VWAP (Volume Weighted Average Price) represents the average price of an asset weighted by traded volume. It reflects where the majority of trading activity has taken place within a chosen period, serving as a critical reference level for institutions and professional traders.
This indicator extends the traditional VWAP concept by:
1. Allowing users to **anchor VWAP to different timeframes** (Daily, Weekly, or Monthly).
2. Applying **smoothing** to create a stable reference curve less prone to noise.
3. Overlaying a **trend EMA** to identify whether current price momentum aligns with or diverges from VWAP equilibrium.
The combination of these elements produces a visual representation of priceโs relationship to its fair value across time, helping to identify accumulation and distribution phases.
**Calculation Methodology**
1. **Anchored VWAP Calculation:**
The script resets cumulative volume and cumulative volumeโprice data at the start of each new VWAP session (based on the selected anchor timeframe). It continuously accumulates the product of price and volume, dividing this by total volume to compute the current VWAP value.
2. **Smoothing Process:**
The raw VWAP line is smoothed using an Exponential Moving Average (EMA) of user-defined length, producing a cleaner, more stable trend curve that minimizes intraperiod noise.
3. **Trend Determination:**
An additional EMA is calculated on the closing price. By comparing the position of this EMA to the smoothed VWAP, the indicator determines the prevailing market bias:
* When the trend EMA is above the smoothed VWAP, the market is considered to be in an **uptrend**.
* When the trend EMA is below the smoothed VWAP, the market is classified as a **downtrend**.
**Visual Structure**
The indicator uses color dynamics and chart overlays to make interpretation intuitive:
* **Smoothed VWAP Line:** The main trend reference, colored blue during bullish conditions and orange during bearish conditions.
* **Price Fill Region:** The area between the smoothed VWAP and price is filled with a translucent color matching the current trend, visually representing whether price is trading above or below equilibrium.
* **Trend EMA (implicit):** Although not separately plotted, it drives the color state of the VWAP, ensuring seamless visual transitions between bullish and bearish conditions.
**Inputs and Parameters**
* **VWAP Timeframe:** Choose between Daily, Weekly, or Monthly anchoring. This determines the reset frequency for cumulative volume and price data.
* **VWAP Smoothing Length:** Defines how many periods are used to smooth the VWAP line. Shorter values produce a more reactive line; longer values create smoother, steadier signals.
* **Trend EMA Length:** Sets the period for the trend detection EMA applied to price. Adjust this to calibrate how quickly the indicator reacts to directional changes.
**Interpretation and Use Cases**
* **Trend Confirmation:** When price and the trend EMA both remain above the smoothed VWAP, the market is showing strong bullish control. Conversely, consistent price action below the VWAP suggests sustained bearish sentiment.
* **Fair Value Assessment:** VWAP serves as a dynamic equilibrium level. Price repeatedly reverting to this line indicates consolidation or fair value zones, while strong directional moves away from VWAP highlight momentum phases.
* **Institutional Benchmarking:** Because large market participants often benchmark entries and exits relative to VWAP, this indicator helps align retail analysis with institutional logic.
* **Reversal Detection:** Sudden crossovers of the trend EMA relative to the VWAP can signal potential reversals or shifts in momentum strength.
**Trading Applications**
* **Trend Following:** Use VWAPโs direction and color state to determine trade bias. Long entries are favored when the VWAP turns blue, while short entries align with orange phases.
* **Mean Reversion:** In ranging conditions, traders may look for price deviations far above or below VWAP as potential reversion opportunities.
* **Multi-Timeframe Confluence:** Combine the Daily VWAP Trend with higher anchor periods (e.g., Weekly or Monthly) to confirm larger trend structure.
* **Support and Resistance Mapping:** VWAP often acts as a strong intraday or session-level support/resistance zone. The smoothed version refines this behavior into a cleaner, more reliable reference.
**Originality and Innovation**
The VWAP Trend indicator stands apart from conventional VWAP scripts through several original features:
1. **Anchor Flexibility:** Most VWAP indicators fix the anchor to a specific session (like daily). This version allows switching between Daily, Weekly, and Monthly anchors dynamically, adapting to various trading styles and time horizons.
2. **Volume-Weighted Smoothing:** The use of an EMA smoothing layer over the raw VWAP provides enhanced stability without compromising responsiveness, delivering a more analytically consistent signal.
3. **EMA-Based Trend Comparison:** By introducing a second trend EMA, the indicator creates a comparative framework that merges volume-weighted price analysis with classical momentum tracking โ a rare and powerful combination.
4. **Adaptive Visual System:** The color-shifting and shaded fill between VWAP and price are integrated into a single, lightweight structure, giving traders immediate insight into market bias without the clutter of multiple overlapping indicators.
**Advantages**
* Adaptable to any market, timeframe, or trading style.
* Provides both equilibrium (VWAP) and momentum (EMA) perspectives.
* Smooths out noise while retaining the integrity of volume-based price dynamics.
* Enhances situational awareness through intuitive color-coded visualization.
* Ideal for professional, swing, and intraday traders seeking context-driven market direction.
**Summary**
The VWAP Trend indicator is a modern enhancement of the classical VWAP methodology. By merging anchored volume-weighted analysis with smoothed trend detection and visual state feedback, it provides a comprehensive perspective on market equilibrium and directional strength. It is built for traders who seek more than static price references โ offering an adaptive, volume-aware framework for identifying market trends, reversals, and fair-value zones with precision and clarity.
NEXT GEN INSPIRED BY OLIVER VELEZDYOR NFA
1. Initial Setup & Application
Load the Strategy to your desired chart (e.g., EURUSD M5, as suggested by the script's backtest).
Overlay: Ensure the script is set to overlay=true (which it is) so the signals and Moving Averages plot directly on the price chart.
Equity Management: Review the initial strategy settings for capital and position sizing:
Initial Capital: Defaults to 10,000.
Default Qty Type: Set to strategy.percent_of_equity (22%), meaning 22% of your available equity is used per trade. Adjust this percentage based on your personal risk tolerance.
2. Reviewing Key Indicator Inputs
The script uses default values that are optimized, but you can adjust them in the settings panel:
Fast EMA: Defaults to 9 (e.g., a 9-period Exponential Moving Average).
Slow EMA: Defaults to 21 (e.g., a 21-period Exponential Moving Average). These EMAs define the short-term trend.
ATR: Defaults to 14 (Average True Range). Used to dynamically calculate volatility for SL/TP distances.
Final R:R: Defaults to 4.5 (minimum R:R required for a signal). This is the core of the strategy's high reward goal.
3. Interpreting Entry Signals
A trade signal is generated only when all conditionsโEMA trend, "Elephant Logic" momentum, and non-ranging marketโare met.
Long Signal: Appears as a green triangle (โฒ) below the bar, labeled "COMBO".
Short Signal: Appears as a red triangle (โผ) above the bar, labeled "COMBO".
Live Plan: Upon signal, a detailed label is immediately plotted on the chart showing the FULL BATTLE PLAN:
SL: Calculated Stop Loss price.
TP: Calculated Take Profit price (based on the Final R:R).
Risk/Reward Pips: The calculated pips for the trade's risk and reward.
R:R = 1:4.5: The exact Risk-to-Reward ratio.
4. Understanding Market Conditions & Visuals
The script provides visuals to help you understand the current market state:
Trend EMAs: The 9 EMA (green) and 21 EMA (purple/magenta) are plotted to show the underlying trend.
Long trades only fire when Price > 9 EMA > 21 EMA.
Short trades only fire when Price < 9 EMA < 21 EMA.
Ranging Market (Rejection): Bars turn a light gray/silver when the proprietary "Reject Ranging" logic is active, indicating a low-volatility period. No new trades will be taken during these bars.
Momentum Bar: Bars turn a gold/yellow color when the "Elephant Logic" (high-momentum, large-body candles over 2-3 periods) is detected, highlighting powerful price movement.
5. Execution and Exit Logic
The strategy handles entry, scaling, and exit automatically:
Entry: A market order is placed (strategy.entry) immediately upon the bar where the longSetup or shortSetup condition is met.
Scaling Out (+1R): If the trade moves favorably by an amount equal to the initial risk (1R), the script closes a portion of the position (strategy.close with comment "+1R"). This partial exit locks in profit equivalent to the initial risk.
Re-entry (Pyramiding): After the +1R exit, the strategy attempts a re-entry (LONG RE/SHORT RE diamond plot) if the price meets certain criteria near the 9 EMA, trying to capitalize on further trend continuation.
Final Exits:
Take Profit: A limit order is set at the calculated TP level (stopDist * minRR).
Stop Loss: A stop order is set at the calculated SL level (stopDist * 1.3), slightly wider than the initial SL distance, likely to account for spread/slippage, ensuring the maximum loss is defined.
Trailing Stop: A trailing stop is applied to the re-entry positions (LONG RE/SHORT RE) to protect profits as the market moves further in the direction of the trade.
Bull Bear Indicator# Bull Bear Indicator - TradingView Script Description
## Overview
The Bull Bear Indicator is a powerful visual tool that instantly identifies market sentiment by coloring all candlesticks based on their position relative to a moving average. This indicator helps traders quickly identify bullish and bearish market conditions at a glance.
## Key Features
### ๐จ Visual Bull/Bear Identification
- **Green Candles**: Price is at or above the moving average (Bullish condition)
- **Red Candles**: Price is below the moving average (Bearish condition)
- Complete candle coloring including body, wicks, and borders for maximum clarity
### ๐ Flexible Moving Average Options
- **MA Type**: Choose between Simple Moving Average (MA) or Exponential Moving Average (EMA)
- **Timeframe**: Select Weekly or Daily timeframe for the moving average calculation
- **Customizable Period**: Adjust the MA/EMA period (default: 50)
### ๐ Smooth Moving Average Line
- Displays a smooth blue moving average line on the chart
- Automatically adapts to your selected timeframe and MA type
- Provides clear visual reference for trend identification
## How It Works
The indicator calculates a moving average (MA or EMA) based on your selected timeframe (Weekly or Daily). It then compares the current price to this moving average:
- **Bull Market**: When price โฅ Moving Average โ Candles turn **GREEN**
- **Bear Market**: When price < Moving Average โ Candles turn **RED**
## Configuration Options
1. **MA Type**: Choose "MA" for Simple Moving Average or "EMA" for Exponential Moving Average
2. **Timeframe**: Select "Weekly" for weekly-based MA or "Daily" for daily-based MA
3. **MA Period**: Set the number of periods for the moving average calculation (default: 50)
## Use Cases
- **Trend Identification**: Quickly identify overall market trend direction
- **Entry/Exit Signals**: Use color changes as potential entry or exit signals
- **Multi-Timeframe Analysis**: Combine with different chart timeframes for comprehensive analysis
- **Visual Clarity**: Reduce chart clutter while maintaining essential trend information
## Best Practices
- Use Weekly MA for longer-term trend identification
- Use Daily MA for shorter-term trend analysis
- Combine with other technical indicators for confirmation
- Adjust the MA period based on your trading style and timeframe
## Technical Details
- Built with Pine Script v6
- Overlay indicator (displays on main chart)
- Optimized for performance
- Compatible with all TradingView chart types
---
**Note**: This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management before making trading decisions.
Realtime Squeeze Box [CHE] Realtime Squeeze Box โ Detects lowvolatility consolidation periods and draws trimmed price range boxes in realtime to highlight potential breakout setups without clutter from outliers.
Summary
This indicator identifies "squeeze" phases where recent price volatility falls below a dynamic baseline threshold, signaling potential energy buildup for directional moves. By requiring a minimum number of consecutive bars in squeeze, it reduces noise from fleeting dips, making signals more reliable than simple threshold crosses. The core innovation is realtime box visualization: during active squeezes, it builds and updates a box capturing the price range while ignoring extreme values via quantile trimming, providing a cleaner view of consolidation bounds. This differs from static volatility bands by focusing on trimmed ranges and suppressing overlapping boxes, which helps traders spot genuine setups amid choppy markets. Overall, it aids in anticipating breakouts by combining volatility filtering with visual containment of price action.
Motivation: Why this design?
Traders often face whipsaws during brief volatility lulls that mimic true consolidations, leading to premature entries, or miss setups because standard volatility measures lag in adapting to changing market regimes. This design addresses that by using a hold requirement on consecutive lowvolatility bars to denoise signals, ensuring only sustained squeezes trigger visuals. The core ideaโcomparing rolling standard deviation to a smoothed baselineโcreates a responsive yet stable filter for lowenergy periods, while the trimmed box approach isolates the core price cluster, making it easier to gauge breakout potential without distortion from spikes.
Whatโs different vs. standard approaches?
Reference baseline: Traditional squeeze indicators like the Bollinger Band Squeeze or TTM Squeeze rely on fixed multiples of bands or momentum oscillators crossing zero, which can fire on isolated bars or ignore range compression nuances.
Architecture differences:
Realtime box construction that updates barbybar during squeezes, using arrays to track and trim price values.
Quantilebased outlier rejection to define box bounds, focusing on the bulk of prices rather than full range.
Overlap suppression logic that skips redundant boxes if the new range intersects heavily with the prior one.
Hold counter for consecutive bar validation, adding persistence before signaling.
Practical effect: Charts show fewer, more defined orange boxes encapsulating tight price action, with a horizontal line extension marking the midpoint postsqueezeโvisibly reducing clutter in sideways markets and highlighting "coiled" ranges that standard plots might blur with full highs/lows. This matters for quicker visual scanning of multitimeframe setups, as boxes selflimit to recent history and avoid piling up.
How it works (technical)
The indicator starts by computing a rolling average and standard deviation over a userdefined length on the chosen source price series. This deviation measure is then smoothed into a baseline using either a simple or exponential average over a longer window, serving as a reference for normal volatility. A squeeze triggers when the current deviation dips below this baseline scaled by a multiplier less than one, but only after a minimum number of consecutive bars confirm it, which resets the counter on breaks.
Upon squeeze start, it clears a buffer and begins collecting source prices barbybar, limited to the first few bars to keep computation light. For visualization, if enabled, it sorts the buffer and finds a quantile threshold, then identifies the minimum value at or below that threshold to set upper and lower box boundsโeffectively clamping the range to exclude tails above the quantile. The box draws from the start bar to the current one, updating its right edge and levels dynamically; if the new bounds overlap significantly with the last completed box, it suppresses drawing to avoid redundancy.
Once the hold limit or squeeze ends, the box freezes: its final bounds become the last reference, a midpoint line extends rightward from the end, and a tiny circle label marks the point. Buffers and states reset on new squeezes, with historical boxes and lines capped to prevent overload. All logic runs on every bar but uses confirmed historical data for calculations, with realtime updates only affecting the active box's positionโno future peeking occurs. Initialization seeds with null values, building states progressively from the first bars.
Parameter Guide
Source: Selects the price series (e.g., close, hl2) for deviation and box building; influences sensitivity to wicks or bodies. Default: close. Tradeoffs/Tips: Use hl2 for balanced range view in volatile assets; stick to close for pure directional focusโtest on your timeframe to avoid oversmoothing trends.
Length (Mean/SD): Sets window for average and deviation calculation; shorter values make detection quicker but noisier. Default: 20. Tradeoffs/Tips: Increase to 30+ for stability in higher timeframes, reducing false starts; below 10 risks overreacting to singlebar noise.
Baseline Length: Defines smoothing window for the deviation baseline; longer periods create a steadier reference, filtering regime shifts. Default: 50. Tradeoffs/Tips: Pair with Length at 1:2 ratio for calm markets; shorten to 30 if baselines lag during fast volatility drops, but watch for added whips.
Squeeze Multiplier (<1.0): Scales the baseline downward to set the squeeze threshold; lower values tighten criteria for rarer, stronger signals. Default: 0.8. Tradeoffs/Tips: Tighten to 0.6 for highvol assets like crypto to cut noise; loosen to 0.9 in forex for more frequent but shallower setupsโbalances hit rate vs. depth.
Baseline via EMA (instead of SMA): Switches baseline smoothing to exponential for faster adaptation to recent changes vs. equalweighted simple average. Default: false. Tradeoffs/Tips: Enable in trending markets for quicker baseline drops; disable for uniform history weighting in rangebound conditions to avoid overreacting.
SD: Sample (len1) instead of Population (len): Adjusts deviation formula to divide by length minus one for smallsample bias correction, slightly inflating values. Default: false. Tradeoffs/Tips: Use sample in short windows (<20) for more conservative thresholds; population suits long looks where bias is negligible, keeping signals tighter.
Min. Hold Bars in Squeeze: Requires this many consecutive squeeze bars before confirming; higher denoise but may clip early setups. Default: 1. Tradeoffs/Tips: Bump to 35 for intraday to filter ticks; keep at 1 for swings where quick consolidations matterโtrades off timeliness for reliability.
Debug: Plot SD & Threshold: Toggles lines showing raw deviation and threshold for visual backtesting of squeeze logic. Default: false. Tradeoffs/Tips: Enable during tuning to eyeball crossovers; disable live to declutterโgreat for verifying multiplier impact without alerts.
Tint Bars when Squeeze Active: Overlays semitransparent color on bars during open box phases for quick squeeze spotting. Default: false. Tradeoffs/Tips: Pair with low opacity for subtlety; turn off if using boxes alone, as tint can obscure candlesticks in dense charts.
Tint Opacity (0..100): Controls background tint strength during active squeezes; higher values darken for emphasis. Default: 85. Tradeoffs/Tips: Dial to 60 for light touch; max at 100 risks hiding price actionโadjust per chart theme for visibility.
Stored Price (during Squeeze): Price series captured in the buffer for box bounds; defaults to source but allows customization. Default: close. Tradeoffs/Tips: Switch to high/low for wider boxes in gappy markets; keep close for midline focusโimpacts trim effectiveness on outliers.
Quantile q (0..1): Fraction of sorted prices below which tails are cut; higher q keeps more data but risks including spikes. Default: 0.718. Tradeoffs/Tips: Lower to 0.5 for aggressive trim in noisy assets; raise to 0.8 for fuller rangesโtune via debug to match your consolidation depth.
Box Fill Color: Sets interior shade of squeeze boxes; semitransparent for layering. Default: orange (80% trans.). Tradeoffs/Tips: Soften with more transparency in multiindicator setups; bold for standalone useโensures boxes pop without overwhelming.
Box Border Color: Defines outline hue and solidity for box edges. Default: orange (0% trans.). Tradeoffs/Tips: Match fill for cohesion or contrast for edges; thin width keeps it cleanโhelps delineate bounds in zoomed views.
Keep Last N Boxes: Limits historical boxes/lines/labels to this count, deleting oldest for performance. Default: 10. Tradeoffs/Tips: Increase to 50 for weekly reviews; set to 0 for unlimited (risks lag)โbalances history vs. speed on long charts.
Draw Box in Realtime (build/update): Enables live extension of boxes during squeezes vs. waiting for end. Default: true. Tradeoffs/Tips: Disable for confirmedonly views to mimic backtests; enable for proactive tradingโadds minor repaint on live bars.
Box: Max First N Bars: Caps buffer collection to initial squeeze bars, freezing after for efficiency. Default: 15. Tradeoffs/Tips: Shorten to 510 for fast intraday; extend to 20 in dailiesโprevents bloated arrays but may truncate long squeezes.
Reading & Interpretation
Squeeze phases appear as orange boxes encapsulating the trimmed price cluster during lowvolatility holdsโnarrow boxes signal tight consolidations, while wider ones indicate looser ranges within the threshold. The box's top and bottom represent the quantilecapped high and low of collected prices, with the interior fill shading the containment zone; ignore extremes outside for "true" bounds. Postsqueeze, a solid horizontal line extends right from the box's midpoint, acting as a reference level for potential breakout testsโdrifting prices toward or away from it can hint at building momentum. Tiny orange circles at the line's start mark completion points for easy scanning. Debug lines (if on) show deviation hugging or crossing the threshold, confirming hold logic; a persistent hug below suggests prolonged calm, while spikes above reset counters.
Practical Workflows & Combinations
Trend following: Enter long on squeezeend close above the box top (or midpoint line) confirmed by higher high in structure; filter with rising 50period average to avoid countertrend traps. Use boxes as support/resistance proxiesโshort below bottom in downtrends.
Exits/Stops: Trail stops to the box midpoint during postsqueeze runs for conservative holds; go aggressive by exiting on retest of opposite box side. If debug shows repeated threshold grazes, tighten stops to curb drawdowns in ranging followups.
Multiasset/MultiTF: Defaults work across stocks, forex, and crypto on 15min+ frames; scale Length proportionally (e.g., x2 on hourly). Layer with highertimeframe boxes for confluenceโe.g., daily squeeze + 1H box for entry timing. (Unknown/Optional: Specific multiTF scaling recipes beyond proportional adjustment.)
Behavior, Constraints & Performance
Repaint/confirmation: Core calculations use historical closes, confirming on bar close; active boxes repaint their right edge and levels live during squeezes if enabled, but freeze irrevocably on hold limit or endโmitigates via barbybar buffer adds without future leaks. No lookahead indexes.
security()/HTF: None used, so no external timeframe repaints; all native to chart resolution.
Resources: Caps at 300 boxes/lines/labels total; small arrays (up to 20 elements) and short loops in sorting/minfinding keep it lightโsuitable for 10k+ bar charts without throttling. Persistent variables track state across bars efficiently.
Known limits: May lag on ultrasharp volatility spikes due to baseline smoothing; gaps or thin markets can skew trims if buffer hits cap early; overlaps suppress visuals but might hide chained squeezesโ(Unknown/Optional: Edge cases in nonstandard sessions).
Sensible Defaults & Quick Tuning
Start with defaults for most liquid assets on 1Hdaily: Length 20, Multiplier 0.8, Hold 1, Quantile 0.718โyields balanced detection without excess noise. For too many false starts (choppy charts), increase Hold to 3 and Baseline Length to 70 for stricter confirmation, reducing signals by 3050%. If squeezes feel sluggish or miss quick coils, shorten Length to 14 and enable EMA baseline for snappier adaptation, but monitor for added flips. In highvol environments like options, tighten Multiplier to 0.6 and Quantile to 0.6 to focus on core ranges; reverse for calm pairs by loosening to 0.95. Always backtest tweaks on your asset's history.
What this indicator isโand isnโt
This is a volatilityfiltered visualization tool for spotting and bounding consolidation phases, best as a signal layer atop price action and trend filtersโnot a standalone predictor of direction or strength. It highlights setups but ignores volume, momentum, or news context, so pair with discreteness rules like higher highs/lows. Never use it alone for entries; always layer risk management, such as 12% stops beyond box extremes, and position sizing based on account drawdown tolerance.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on HeikinAshi, Renko, Kagi, PointandFigure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Volume Weighted Linear Regression BandThe Volume-Weighted Linear Regression Band (VWLRBd) is a volatility channel that uses a Linear Regression line as its dynamic baseline. Its primary feature is the decomposition of total volatility into two distinct components, visualized as layered bands.
Key Features:
Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option.
Standard Mode (Estimate Bar Statistics = OFF): The indicator functions as a standard (Volume-Weighted) Linear Regression Channel. It plots a single set of bands based on the standard deviation of the residuals (the error between the Source price and the regression line).
Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands:
Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally.
Outer Bands: Show the total volatility (the sum of residual and within-bar components).
Regression Baseline (Linear / Exponential): The central line is a (Volume-Weighted) Linear Regression curve. An optional 'Normalize' mode performs all calculations in logarithmic space, transforming the baseline into an Exponential Regression Curve and the bands into constant percentage deviations, suitable for analyzing growth assets.
Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the regression baseline and the volatility decomposition, giving more influence to high-participation bars.
Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes.
Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central regression line and the outermost calculated volatility band.
DISCLAIM_
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
LibWghtLibrary "LibWght"
This is a library of mathematical and statistical functions
designed for quantitative analysis in Pine Script. Its core
principle is the integration of a custom weighting series
(e.g., volume) into a wide array of standard technical
analysis calculations.
Key Capabilities:
1. **Universal Weighting:** All exported functions accept a `weight`
parameter. This allows standard calculations (like moving
averages, RSI, and standard deviation) to be influenced by an
external data series, such as volume or tick count.
2. **Weighted Averages and Indicators:** Includes a comprehensive
collection of weighted functions:
- **Moving Averages:** `wSma`, `wEma`, `wWma`, `wRma` (Wilder's),
`wHma` (Hull), and `wLSma` (Least Squares / Linear Regression).
- **Oscillators & Ranges:** `wRsi`, `wAtr` (Average True Range),
`wTr` (True Range), and `wR` (High-Low Range).
3. **Volatility Decomposition:** Provides functions to decompose
total variance into distinct components for market analysis.
- **Two-Way Decomposition (`wTotVar`):** Separates variance into
**between-bar** (directional) and **within-bar** (noise)
components.
- **Three-Way Decomposition (`wLRTotVar`):** Decomposes variance
relative to a linear regression into **Trend** (explained by
the LR slope), **Residual** (mean-reversion around the
LR line), and **Within-Bar** (noise) components.
- **Local Volatility (`wLRLocTotStdDev`):** Measures the total
"noise" (within-bar + residual) around the trend line.
4. **Weighted Statistics and Regression:** Provides a robust
function for Weighted Linear Regression (`wLinReg`) and a
full suite of related statistical measures:
- **Between-Bar Stats:** `wBtwVar`, `wBtwStdDev`, `wBtwStdErr`.
- **Residual Stats:** `wResVar`, `wResStdDev`, `wResStdErr`.
5. **Fallback Mechanism:** All functions are designed for reliability.
If the total weight over the lookback period is zero (e.g., in
a no-volume period), the algorithms automatically fall back to
their unweighted, uniform-weight equivalents (e.g., `wSma`
becomes a standard `ta.sma`), preventing errors and ensuring
continuous calculation.
---
**DISCLAIMER**
This library is provided "AS IS" and for informational and
educational purposes only. It does not constitute financial,
investment, or trading advice.
The author assumes no liability for any errors, inaccuracies,
or omissions in the code. Using this library to build
trading indicators or strategies is entirely at your own risk.
As a developer using this library, you are solely responsible
for the rigorous testing, validation, and performance of any
scripts you create based on these functions. The author shall
not be held liable for any financial losses incurred directly
or indirectly from the use of this library or any scripts
derived from it.
wSma(source, weight, length)
โโWeighted Simple Moving Average (linear kernel).
โโParameters:
โโโโ source (float) : series float Data to average.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 1.
โโReturns: series float Linear-kernel weighted mean; falls back to
the arithmetic mean if ฮฃweight = 0.
wEma(source, weight, length)
โโWeighted EMA (exponential kernel).
โโParameters:
โโโโ source (float) : series float Data to average.
โโโโ weight (float) : series float Weight series.
โโโโ length (simple int) : simple int Look-back length โฅ 1.
โโReturns: series float Exponential-kernel weighted mean; falls
back to classic EMA if ฮฃweight = 0.
wWma(source, weight, length)
โโWeighted WMA (linear kernel).
โโParameters:
โโโโ source (float) : series float Data to average.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 1.
โโReturns: series float Linear-kernel weighted mean; falls back to
classic WMA if ฮฃweight = 0.
wRma(source, weight, length)
โโWeighted RMA (Wilder kernel, ฮฑ = 1/len).
โโParameters:
โโโโ source (float) : series float Data to average.
โโโโ weight (float) : series float Weight series.
โโโโ length (simple int) : simple int Look-back length โฅ 1.
โโReturns: series float Wilder-kernel weighted mean; falls back to
classic RMA if ฮฃweight = 0.
wHma(source, weight, length)
โโWeighted HMA (linear kernel).
โโParameters:
โโโโ source (float) : series float Data to average.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 1.
โโReturns: series float Linear-kernel weighted mean; falls back to
classic HMA if ฮฃweight = 0.
wRsi(source, weight, length)
โโWeighted Relative Strength Index.
โโParameters:
โโโโ source (float) : series float Price series.
โโโโ weight (float) : series float Weight series.
โโโโ length (simple int) : simple int Look-back length โฅ 1.
โโReturns: series float Weighted RSI; uniform if ฮฃw = 0.
wAtr(tr, weight, length)
โโWeighted ATR (Average True Range).
Implemented as WRMA on *true range*.
โโParameters:
โโโโ tr (float) : series float True Range series.
โโโโ weight (float) : series float Weight series.
โโโโ length (simple int) : simple int Look-back length โฅ 1.
โโReturns: series float Weighted ATR; uniform weights if ฮฃw = 0.
wTr(tr, weight, length)
โโWeighted True Range over a window.
โโParameters:
โโโโ tr (float) : series float True Range series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 1.
โโReturns: series float Weighted mean of TR; uniform if ฮฃw = 0.
wR(r, weight, length)
โโWeighted High-Low Range over a window.
โโParameters:
โโโโ r (float) : series float High-Low per bar.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 1.
โโReturns: series float Weighted mean of range; uniform if ฮฃw = 0.
wBtwVar(source, weight, length, biased)
โโWeighted Between Variance (biased/unbiased).
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns:
variance series float The calculated between-bar variance (ฯยฒbtw), either biased or unbiased.
sumW series float The sum of weights over the lookback period (ฮฃw).
sumW2 series float The sum of squared weights over the lookback period (ฮฃwยฒ).
wBtwStdDev(source, weight, length, biased)
โโWeighted Between Standard Deviation.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float ฯbtw uniform if ฮฃw = 0.
wBtwStdErr(source, weight, length, biased)
โโWeighted Between Standard Error.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float โ(ฯยฒbtw / N_eff) uniform if ฮฃw = 0.
wTotVar(mu, sigma, weight, length, biased)
โโWeighted Total Variance (= between-group + within-group).
Useful when each bar represents an aggregate with its own
mean* and pre-estimated ฯ (e.g., second-level ranges inside a
1-minute bar). Assumes the *weight* series applies to both the
group means and their ฯ estimates.
โโParameters:
โโโโ mu (float) : series float Group means (e.g., HL2 of 1-second bars).
โโโโ sigma (float) : series float Pre-estimated ฯ of each group (same basis).
โโโโ weight (float) : series float Weight series (volume, ticks, โฆ).
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns:
varBtw series float The between-bar variance component (ฯยฒbtw).
varWtn series float The within-bar variance component (ฯยฒwtn).
sumW series float The sum of weights over the lookback period (ฮฃw).
sumW2 series float The sum of squared weights over the lookback period (ฮฃwยฒ).
wTotStdDev(mu, sigma, weight, length, biased)
โโWeighted Total Standard Deviation.
โโParameters:
โโโโ mu (float) : series float Group means (e.g., HL2 of 1-second bars).
โโโโ sigma (float) : series float Pre-estimated ฯ of each group (same basis).
โโโโ weight (float) : series float Weight series (volume, ticks, โฆ).
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float ฯtot.
wTotStdErr(mu, sigma, weight, length, biased)
โโWeighted Total Standard Error.
SE = โ( total variance / N_eff ) with the same effective sample
size logic as `wster()`.
โโParameters:
โโโโ mu (float) : series float Group means (e.g., HL2 of 1-second bars).
โโโโ sigma (float) : series float Pre-estimated ฯ of each group (same basis).
โโโโ weight (float) : series float Weight series (volume, ticks, โฆ).
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float โ(ฯยฒtot / N_eff).
wLinReg(source, weight, length)
โโWeighted Linear Regression.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 2.
โโReturns:
mid series float The estimated value of the regression line at the most recent bar.
slope series float The slope of the regression line.
intercept series float The intercept of the regression line.
wResVar(source, weight, midLine, slope, length, biased)
โโWeighted Residual Variance.
linear regression โ optionally biased (population) or
unbiased (sample).
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weighting series (volume, etc.).
โโโโ midLine (float) : series float Regression value at the last bar.
โโโโ slope (float) : series float Slope per bar.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population variance (ฯยฒ_P), denominator โ N_eff.
false โ sample variance (ฯยฒ_S), denominator โ N_eff - 2.
(Adjusts for 2 degrees of freedom lost to the regression).
โโReturns:
variance series float The calculated residual variance (ฯยฒres), either biased or unbiased.
sumW series float The sum of weights over the lookback period (ฮฃw).
sumW2 series float The sum of squared weights over the lookback period (ฮฃwยฒ).
wResStdDev(source, weight, midLine, slope, length, biased)
โโWeighted Residual Standard Deviation.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ midLine (float) : series float Regression value at the last bar.
โโโโ slope (float) : series float Slope per bar.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float ฯres; uniform if ฮฃw = 0.
wResStdErr(source, weight, midLine, slope, length, biased)
โโWeighted Residual Standard Error.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ midLine (float) : series float Regression value at the last bar.
โโโโ slope (float) : series float Slope per bar.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population (biased); false โ sample.
โโReturns: series float โ(ฯยฒres / N_eff); uniform if ฮฃw = 0.
wLRTotVar(mu, sigma, weight, midLine, slope, length, biased)
โโWeighted Linear-Regression Total Variance **around the
windowโs weighted mean ฮผ**.
ฯยฒ_tot = E_w โถ *within-group variance*
+ Var_w โถ *residual variance*
+ Var_w โถ *trend variance*
where each bar i in the look-back window contributes
m_i = *mean* (e.g. 1-sec HL2)
ฯ_i = *sigma* (pre-estimated intrabar ฯ)
w_i = *weight* (volume, ticks, โฆ)
ลท_i = bโ + bโยทx (value of the weighted LR line)
r_i = m_i โ ลท_i (orthogonal residual)
โโParameters:
โโโโ mu (float) : series float Per-bar mean m_i.
โโโโ sigma (float) : series float Pre-estimated ฯ_i of each bar.
โโโโ weight (float) : series float Weight series w_i (โฅ 0).
โโโโ midLine (float) : series float Regression value at the latest bar (ลทโโโ).
โโโโ slope (float) : series float Slope bโ of the regression line.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population; false โ sample.
โโReturns:
varRes series float The residual variance component (ฯยฒres).
varWtn series float The within-bar variance component (ฯยฒwtn).
varTrd series float The trend variance component (ฯยฒtrd), explained by the linear regression.
sumW series float The sum of weights over the lookback period (ฮฃw).
sumW2 series float The sum of squared weights over the lookback period (ฮฃwยฒ).
wLRTotStdDev(mu, sigma, weight, midLine, slope, length, biased)
โโWeighted Linear-Regression Total Standard Deviation.
โโParameters:
โโโโ mu (float) : series float Per-bar mean m_i.
โโโโ sigma (float) : series float Pre-estimated ฯ_i of each bar.
โโโโ weight (float) : series float Weight series w_i (โฅ 0).
โโโโ midLine (float) : series float Regression value at the latest bar (ลทโโโ).
โโโโ slope (float) : series float Slope bโ of the regression line.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population; false โ sample.
โโReturns: series float โ(ฯยฒtot).
wLRTotStdErr(mu, sigma, weight, midLine, slope, length, biased)
โโWeighted Linear-Regression Total Standard Error.
SE = โ( ฯยฒ_tot / N_eff ) with N_eff = ฮฃwยฒ / ฮฃwยฒ (like in wster()).
โโParameters:
โโโโ mu (float) : series float Per-bar mean m_i.
โโโโ sigma (float) : series float Pre-estimated ฯ_i of each bar.
โโโโ weight (float) : series float Weight series w_i (โฅ 0).
โโโโ midLine (float) : series float Regression value at the latest bar (ลทโโโ).
โโโโ slope (float) : series float Slope bโ of the regression line.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population; false โ sample.
โโReturns: series float โ((ฯยฒres, ฯยฒwtn, ฯยฒtrd) / N_eff).
wLRLocTotStdDev(mu, sigma, weight, midLine, slope, length, biased)
โโWeighted Linear-Regression Local Total Standard Deviation.
Measures the total "noise" (within-bar + residual) around the trend.
โโParameters:
โโโโ mu (float) : series float Per-bar mean m_i.
โโโโ sigma (float) : series float Pre-estimated ฯ_i of each bar.
โโโโ weight (float) : series float Weight series w_i (โฅ 0).
โโโโ midLine (float) : series float Regression value at the latest bar (ลทโโโ).
โโโโ slope (float) : series float Slope bโ of the regression line.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population; false โ sample.
โโReturns: series float โ(ฯยฒwtn + ฯยฒres).
wLRLocTotStdErr(mu, sigma, weight, midLine, slope, length, biased)
โโWeighted Linear-Regression Local Total Standard Error.
โโParameters:
โโโโ mu (float) : series float Per-bar mean m_i.
โโโโ sigma (float) : series float Pre-estimated ฯ_i of each bar.
โโโโ weight (float) : series float Weight series w_i (โฅ 0).
โโโโ midLine (float) : series float Regression value at the latest bar (ลทโโโ).
โโโโ slope (float) : series float Slope bโ of the regression line.
โโโโ length (int) : series int Look-back length โฅ 2.
โโโโ biased (bool) : series bool true โ population; false โ sample.
โโReturns: series float โ((ฯยฒwtn + ฯยฒres) / N_eff).
wLSma(source, weight, length)
โโWeighted Least Square Moving Average.
โโParameters:
โโโโ source (float) : series float Data series.
โโโโ weight (float) : series float Weight series.
โโโโ length (int) : series int Look-back length โฅ 2.
โโReturns: series float Least square weighted mean. Falls back
to unweighted regression if ฮฃw = 0.
DSS Bressert by MaxCapDSS Bressert by MaxCap is an enhanced version of the Double Smoothed Stochastic (DSS) oscillator, originally developed by Robert Bressert.
It is designed to identify overbought/oversold market conditions and detect momentum shifts using a double-smoothing stochastic calculation.
โธป
โ๏ธ How It Works
This indicator applies a two-stage stochastic calculation with double exponential smoothing to reduce noise and provide smoother trend signals.
1. Phase 1 (MIT):
A standard stochastic is calculated over the selected Stochastic_period, measuring the current close relative to the high-low range.
This value is then smoothed using an exponential moving average (EMA).
2. Phase 2 (DSS):
A second stochastic is applied on the smoothed MIT line using the same stochastic period, followed by another EMA smoothing step.
The result is a smooth and responsive momentum oscillator that filters out market noise.
This double-smoothing technique allows DSS to remain responsive to price changes while avoiding false reversals that are common with the traditional stochastic.
โธป
๐จ Visualization
โข The orange line represents the main DSS value.
โข Blue dots appear when DSS is rising (bullish momentum).
โข Red dots appear when DSS is falling (bearish momentum).
โข The horizontal levels 20 and 80 mark oversold and overbought zones, respectively.
โธป
๐ง Signal Interpretation
โข DSS > 80: Overbought zone โ possible downward reversal.
โข DSS < 20: Oversold zone โ possible upward rebound.
โข DSS rising after crossing above 20: Bullish signal.
โข DSS falling after crossing below 80: Bearish signal.
โข Color change (blue โ red) may indicate a momentum shift.
โธป
โ๏ธ Input Parameters
Parameter Description Default Value
EMA Period EMA smoothing period 8
Stochastic Period Period for stochastic calculation 13
โธป
๐ก Advantages
โข Smoother and more reliable than a standard stochastic.
โข Reduces market noise and false signals.
โข Accurately reflects real momentum shifts.
โข Color-coded visualization for clearer signal reading.
โธป
Uptrick: Volume Weighted BandsIntroduction
This indicator, Uptrick: Volume Weighted Bands, overlays dynamic, volume-informed trend channels directly on the chart. By fusing price and volume data through volume-weighted and exponential moving averages, the script forms a core trend line with adaptive bandwidth controlled by volatility. It is designed to help traders identify trend direction, breakout entries, and extended conditions that may warrant take-profits or pullback re-entries.
Overview
The Volume Weighted Bands system is built around a trend line calculated by averaging a Volume Weighted Moving Average (VWMA) and an Exponential Moving Average (EMA), both over a configurable lookback period. This hybrid trend baseline is then smoothed further and expanded into dynamic upper and lower bands using an Average True Range (ATR) multiplier. These bands adapt with market volatility and shift color based on prevailing price action, helping traders quickly identify bullish, bearish, or neutral conditions.
Originality and Unique Features
This script introduces originality by blending both price and volume in the core trend calculation, a technique that is more responsive than traditional moving average bands. Its multi-mode visualization (cloud, single-band, or line-only), combined with selective buy/sell signals, makes it flexible for discretionary and algorithmic strategies alike. Optional modules for take-profit signals based on z-score deviation and RSI slope, as well as buy-back detection logic with cooldown filters, offer practical tools for managing trades beyond simple entries.
Explanation of Inputs
Every user input in this script is included to give the trader control over behavior and visual presentation:
Trend Length (len): Defines the lookback window for both the VWMA and EMA, controlling the sensitivity of the core trend baseline. A lower value makes the bands more reactive, while a higher value smooths out short-term noise.
Extra Smoothing (smoothLen): Applies an additional EMA to the blended VWMA/EMA average. This second-level smoothing ensures the central trend line reacts gradually to shifts in price.
Band Width (ATR Multiplier) (bandMult): Multiplies the ATR to create the width of the upper and lower bands around the trend line. Larger values widen the bands, capturing more volatility, while smaller values narrow them.
ATR Length (atrLen): Sets the length of the ATR used in calculating band width and signal offsets. Longer values produce smoother band boundaries.
Show Buy/Sell Signals (showSignals): Toggles the primary crossover/crossunder entry signals, which are labeled when the close crosses the upper or lower band.
Visual Mode (visualMode): Allows selection between three display modes:
--> Cloud: Shows both bands and the central trend line with a shaded background.
--> Single Band: Displays only the active (upper or lower) band depending on trend state, with gradient fill to price.
--> Line Only: Shows only the trend line for a minimal visual profile.
Take Profit Signals (enableTP): Enables a z-score-based profit-taking signal system. Signals occur when price deviates significantly from the trend line and RSI confirms exhaustion.
TP Z-Score Threshold (tpThreshold): Sets the z-score deviation required to trigger a take-profit signal. Higher values reduce the frequency of signals, focusing on more extreme moves.
Re-Entries (enableBuyBack): Enables logic to signal when price reverts into the band after an initial breakout, suggesting a possible re-entry or pullback setup.
Buy Back Cooldown (bars) (buyBackCooldown): Defines a minimum bar count before a new buy-back signal is allowed, preventing rapid retriggering in choppy conditions.
Buy Offset and Sell Offset: Hidden inputs used to vertically adjust the placement of the Buy ("๐ค๐น") and Sell ("๐๐ธ๐๐ท") labels relative to the bands. These use ATR units to maintain proportionality across different instruments and timeframes.
Take-Profit Signal Module
The take-profit module uses a z-score of the distance between price and the trend line to detect extended conditions. In bullish trends, a signal appears when price is well above the band and RSI indicates exhaustion; the opposite applies for bearish conditions. A boolean flag is used to prevent retriggering until RSI resets. These signals are plotted with minimalist โXโ markers near recent highs or lows, based on whether the market is extended upward or downward.
Re-Entry Logic
The re-entry system identifies instances where price momentarily dips or spikes into the opposite band but closes back inside, implying a continuation of the prevailing trend. This module can be particularly useful for traders managing entries after brief pullbacks. A built-in cooldown period helps filter out noise and prevents signal overloading during fast markets. Visual markers are shown as upward or downward arrows near the relevant candle wicks.
How to Use This Indicator
The basic usage of this indicator follows a directional, signal-driven approach. When a buy signal appears, it suggests entering a long position. The recommended stop loss placement is below the lower band, allowing for some breathing space to accommodate natural volatility. As the position progresses, take partial profitsโtypically 10% to 15% of the positionโeach time a take-profit signal (marked with an "X") is shown on the chart.
An optional feature is the buy-back signal, which can be used to re-enter after partial exits or missed entries. Utilizing this can help reduce losses during false breakouts or trend reversals by scaling in more gradually. However, it also means that in strong, clean trends, the full position may not be captured from the start, potentially reducing the total return. It is up to the trader to decide whether to enter fully on the initial signal or incrementally using buy-backs.
When a sell signal appears, the strategy advises fully exiting any long positions and immediately switching to a short position. The short trade follows the same logic: place your stop loss above the upper band with some margin, and again, take partial profits at each take-profit signal.
Visual Presentation and Signal Labels
All signals are plotted with clean, minimal labels that avoid clutter, and are color-coded using a custom palette designed to remain clear across light and dark chart themes. Bullish trends are marked in teal and bearish trends in magenta. Candles and wicks are also colored accordingly to align price action with the detected trend state. Buy and sell entries are marked with "๐ค๐น" and "๐๐ธ๐๐ท" labels.
Summary
In summary, the Uptrick: Volume Weighted Bands indicator provides a versatile, visually adaptive trend and volatility tool that can serve multiple styles of trading. Through its integration of price, volume, and volatility, along with modular take-profit and buy-back signaling, it aims to provide actionable structure across a range of market conditions.
Disclaimer
This indicator is for educational purposes only. Trading involves risk, and past performance does not guarantee future results. Always test strategies before applying them in live markets.
SJ WaveTrendWaveTrend Indicator โ Full English Brief for TradingView
Description:
The WaveTrend Oscillator (WT) is a momentum-based indicator originally developed by LazyBear, designed to identify overbought and oversold market conditions with high precision. It is conceptually similar to the RSI and Stochastic Oscillator but uses a wave-based mathematical approach to detect turning points in price action earlier and more smoothly.
โธป
๐ How It Works
WaveTrend analyzes the difference between price and its moving average (typically the exponential moving average of the Typical Price).
It then applies multiple layers of smoothing to filter out noise and produce two oscillating lines โ WT1 (fast) and WT2 (slow).
The crossing points between WT1 and WT2 are used to identify momentum shifts:
โข When WT1 crosses above WT2 from below the oversold zone โ Bullish signal
โข When WT1 crosses below WT2 from above the overbought zone โ Bearish signal
โธป
โ๏ธ Core Formula Concept
The WaveTrend calculation typically follows this process:
1. Compute the Typical Price (TP) = (High + Low + Close) / 3
2. Calculate the Exponential Moving Average (EMA) of TP over a short length
3. Determine the Raw Wave (ESA) and De-trended Price Oscillator (DPO)
4. Apply double smoothing to produce the final WT1 and WT2 values
These smoothed waves behave like energy waves that expand and contract based on market volatility โ hence the name WaveTrend.
โธป
๐ Interpretation
โข Overbought Zone: WT values above +60 to +70
โข Oversold Zone: WT values below -60 to -70
โข Crossovers: WT1 crossing WT2 signals a potential trend reversal
โข Divergence: When price makes a new high/low but WT does not, it signals momentum weakening
โธป
๐ง Trading Insights
โข Best used on higher timeframes (H1 and above) for trend confirmation, and on lower timeframes (M15โM30) for precise entries.
โข Combine with ADX, EMA Cloud, or Volume Filters to confirm real momentum shifts and avoid false signals.
โข You can highlight WT Diff (WT1 - WT2) to visualize momentum expansion and contraction; large positive or negative differences often precede strong reversals.
Smart MACD Volume Trader# Smart MACD Volume Trader
## Overview
Smart MACD Volume Trader is an enhanced momentum indicator that combines the classic MACD (Moving Average Convergence Divergence) oscillator with an intelligent high-volume filter. This combination significantly reduces false signals by ensuring that trading signals are only generated when price momentum is confirmed by substantial volume activity.
The indicator supports over 24 different instruments including major and exotic forex pairs, precious metals (gold and silver), energy commodities (crude oil, natural gas), and industrial metals (copper). For forex and commodity traders, the indicator automatically maps to CME and COMEX futures contracts to provide accurate institutional-grade volume data.
## Originality and Core Concept
Traditional MACD indicators generate signals based solely on price momentum, which can result in numerous false signals during low-activity periods or ranging markets. This indicator addresses this critical weakness by introducing a volume confirmation layer with automatic institutional volume integration.
**What makes this approach original:**
- Signals are triggered only when MACD crossovers coincide with elevated volume activity
- Implements a lookback mechanism to detect volume spikes within recent bars
- Automatically detects and maps 24+ forex pairs and commodities to their corresponding CME and COMEX futures contracts
- Provides real institutional volume data for forex pairs where spot volume is unreliable
- Combines two independent market dimensions (price momentum and volume) into a single, actionable signal
- Includes intelligent asset detection that works across multiple exchanges and ticker formats
**The underlying principle:** Volume validates price movement. When institutional money enters the market, it creates volume signatures. By requiring high volume confirmation and using actual institutional volume data from futures markets, this indicator filters out weak price movements and focuses on trades backed by genuine market participation. The automatic futures mapping ensures that forex and commodity traders always have access to the most accurate volume data available, without manual configuration.
## How It Works
### MACD Component
The indicator calculates MACD using standard methodology:
1. **Fast EMA (default: 12 periods)** - Tracks short-term price momentum
2. **Slow EMA (default: 26 periods)** - Tracks longer-term price momentum
3. **MACD Line** - Difference between Fast EMA and Slow EMA
4. **Signal Line (default: 9-period SMA)** - Smoothed average of MACD line
**Crossover signals:**
- **Bullish:** MACD line crosses above Signal line (momentum turning positive)
- **Bearish:** MACD line crosses below Signal line (momentum turning negative)
### Volume Filter Component
The volume filter adds an essential confirmation layer:
1. **Volume Moving Average** - Calculates exponential MA of volume (default: 20 periods)
2. **High Volume Threshold** - Multiplies MA by ratio (default: 2.0x or 200%)
3. **Volume Detection** - Identifies bars where current volume exceeds threshold
4. **Lookback Period** - Checks if high volume occurred in recent bars (default: 5 bars)
**Signal logic:**
- Buy/Sell signals only trigger when BOTH conditions are met:
- MACD crossover/crossunder occurs
- High volume detected within lookback period
### Automatic CME Futures Integration
For forex traders, spot FX volume data can be unreliable or non-existent. This indicator solves this problem by automatically detecting forex pairs and mapping them to corresponding CME futures contracts with real institutional volume data.
**Supported Major Forex Pairs (7):**
- EURUSD โ CME:6E1! (Euro FX Futures)
- GBPUSD โ CME:6B1! (British Pound Futures)
- AUDUSD โ CME:6A1! (Australian Dollar Futures)
- USDJPY โ CME:6J1! (Japanese Yen Futures)
- USDCAD โ CME:6C1! (Canadian Dollar Futures)
- USDCHF โ CME:6S1! (Swiss Franc Futures)
- NZDUSD โ CME:6N1! (New Zealand Dollar Futures)
**Supported Exotic Forex Pairs (4):**
- USDMXN โ CME:6M1! (Mexican Peso Futures)
- USDRUB โ CME:6R1! (Russian Ruble Futures)
- USDBRL โ CME:6L1! (Brazilian Real Futures)
- USDZAR โ CME:6Z1! (South African Rand Futures)
**Supported Cross Pairs (6):**
- EURJPY โ CME:6E1! (Uses Euro Futures)
- GBPJPY โ CME:6B1! (Uses British Pound Futures)
- EURGBP โ CME:6E1! (Uses Euro Futures)
- AUDJPY โ CME:6A1! (Uses Australian Dollar Futures)
- EURAUD โ CME:6E1! (Uses Euro Futures)
- GBPAUD โ CME:6B1! (Uses British Pound Futures)
**Supported Precious Metals (2):**
- Gold (XAUUSD, GOLD) โ COMEX:GC1! (Gold Futures)
- Silver (XAGUSD, SILVER) โ COMEX:SI1! (Silver Futures)
**Supported Energy Commodities (3):**
- WTI Crude Oil (USOIL, WTIUSD) โ NYMEX:CL1! (Crude Oil Futures)
- Brent Oil (UKOIL) โ NYMEX:BZ1! (Brent Crude Futures)
- Natural Gas (NATGAS) โ NYMEX:NG1! (Natural Gas Futures)
**Supported Industrial Metals (1):**
- Copper (COPPER) โ COMEX:HG1! (Copper Futures)
**How the automatic detection works:**
The indicator intelligently identifies the asset type by analyzing:
1. Exchange name (FX, OANDA, TVC, COMEX, NYMEX, etc.)
2. Currency pair pattern (6-letter codes like EURUSD, GBPUSD)
3. Commodity identifiers (XAU for gold, XAG for silver, OIL for crude)
When a supported instrument is detected, the indicator automatically switches to the corresponding futures contract for volume analysis. For stocks, cryptocurrencies, and other assets, the indicator uses the native volume data from the current chart.
**Visual feedback:**
An information table appears in the top-right corner of the MACD pane showing:
- Current chart symbol
- Exchange name
- Currency pair or asset name
- Volume source being used (highlighted in orange for futures, yellow for native volume)
- Current high volume status
This provides complete transparency about which data source the indicator is using for its volume analysis.
## How to Use
### Basic Setup
1. Add the indicator to your chart
2. The indicator displays in a separate pane (MACD) and overlay (signals/volume bars)
3. Default settings work well for most assets, but can be customized
### Signal Interpretation
### Visual Signals
**Visual Signals:**
- **Green "BUY" label** - Bullish MACD crossover confirmed by high volume
- **Red "SELL" label** - Bearish MACD crossunder confirmed by high volume
- **Green/Red candles** - Highlight bars with volume exceeding the threshold
- **Light green/red background** - Emphasizes signal bars on the chart
**Information Table:**
A detailed information table appears in the top-right corner of the MACD pane, providing real-time transparency about the indicator's operation:
- **Chart:** Current symbol being analyzed
- **Exchange:** The exchange or data feed being used
- **Pair:** The currency pair or asset name extracted from the ticker
- **Volume From:** The actual symbol used for volume analysis
- Orange color indicates CME or COMEX futures are being used (automatic institutional volume)
- Yellow color indicates native volume from the chart symbol is being used
- Hover tooltip shows whether automatic futures mapping is active
- **High Volume:** Current status showing YES (green) when volume exceeds threshold, NO (gray) otherwise
This table ensures complete transparency and allows you to verify that the correct volume source is being used for your analysis.
**Volume Analysis:**
- Gray histogram bars = Normal volume
- Red histogram bars = High volume (exceeds threshold)
- Green line = Volume moving average baseline
**MACD Analysis:**
- Blue line = MACD line (momentum indicator)
- Orange line = Signal line (trend confirmation)
- Gray dotted line = Zero line (bullish above, bearish below)
### Parameter Customization
**MACD Parameters:**
- Adjust Fast/Slow EMA lengths for different sensitivities
- Shorter periods = More signals, faster response
- Longer periods = Fewer signals, less noise
**Volume Parameters:**
- **Volume MA Period:** Higher values smooth volume analysis
- **High Volume Ratio:** Lower values (1.5x) = More signals; Higher values (3.0x) = Fewer, stronger signals
- **Volume Lookback Bars:** Controls how recent the volume spike must be
**Direction Filters:**
- **Only Buy Signals:** Enables long-only strategy mode
- **Only Sell Signals:** Enables short-only strategy mode
### Alert Configuration
The indicator includes three alert types:
1. **Buy Signal Alert** - Triggers when bullish signal appears
2. **Sell Signal Alert** - Triggers when bearish signal appears
3. **High Volume Alert** - Triggers when volume exceeds threshold
To set up alerts:
1. Click the indicator name โ "Add alert on Smart MACD Volume Trader"
2. Select desired alert condition
3. Configure notification method (popup, email, webhook, etc.)
## Trading Strategy Guidelines
### Best Practices
**Recommended markets:**
- Liquid stocks (large-cap, high daily volume)
- Major forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD)
- Exotic forex pairs (USDMXN, USDRUB, USDBRL, USDZAR)
- Cross pairs (EURJPY, GBPJPY, EURGBP, AUDJPY, EURAUD, GBPAUD)
- Precious metals (Gold, Silver with automatic COMEX futures mapping)
- Energy commodities (Crude Oil, Natural Gas with automatic NYMEX futures mapping)
- Industrial metals (Copper with automatic COMEX futures mapping)
- Major cryptocurrency pairs
- Index futures and ETFs
**Timeframe recommendations:**
- **Day trading:** 5-minute to 15-minute charts
- **Swing trading:** 1-hour to 4-hour charts
- **Position trading:** Daily charts
**Risk management:**
- Use signals as entry confirmation, not standalone strategy
- Combine with support/resistance levels
- Consider overall market trend direction
- Always use stop-loss orders
### Strategy Examples
**Trend Following Strategy:**
1. Identify overall trend using higher timeframe (e.g., daily chart)
2. Trade only in trend direction
3. Use "Only Buy" filter in uptrends, "Only Sell" in downtrends
4. Enter on signal, exit on opposite signal or at resistance/support
**Volume Breakout Strategy:**
1. Wait for consolidation period (low volume, tight MACD range)
2. Enter when signal appears with high volume (confirms breakout)
3. Target previous swing highs/lows
4. Stop loss below/above recent consolidation
**Forex Scalping Strategy (with automatic CME futures):**
1. The indicator automatically detects forex pairs and uses CME futures volume
2. Trade during active sessions only (use session filter)
3. Focus on quick profits (10-20 pips)
4. Exit at opposite signal or profit target
**Commodities Trading Strategy (Gold, Silver, Oil):**
1. The indicator automatically maps to COMEX and NYMEX futures contracts
2. Trade during high-liquidity sessions (overlap of major markets)
3. Use the high volume confirmation to identify institutional entry points
4. Combine with key support and resistance levels for entries
5. Monitor the information table to confirm futures volume is being used (orange color)
6. Exit on opposite MACD signal or at predefined profit targets
## Why This Combination Works
### The Volume Advantage
Studies consistently show that price movements accompanied by high volume are more likely to continue, while low-volume movements often reverse. This indicator leverages this principle by requiring volume confirmation.
**Key benefits:**
1. **Reduced False Signals:** Eliminates MACD whipsaws during low-volume consolidation
2. **Confirmation Bias:** Two independent indicators (price momentum + volume) agreeing
3. **Institutional Alignment:** High volume often indicates institutional participation
4. **Trend Validation:** Volume confirms that price momentum has "conviction"
### Statistical Edge
By combining two uncorrelated signals (MACD crossovers and volume spikes), the indicator creates a higher-probability setup than either signal alone. The lookback mechanism ensures signals aren't missed if volume spike slightly precedes the MACD cross.
## Supported Exchanges and Automatic Detection
The indicator includes intelligent asset detection that works across multiple exchanges and ticker formats:
**Forex Exchanges (Automatic CME Mapping):**
- FX (TradingView forex feed)
- OANDA
- FXCM
- SAXO
- FOREXCOM
- PEPPERSTONE
- EASYMARKETS
- FX_IDC
**Commodity Exchanges (Automatic COMEX/NYMEX Mapping):**
- TVC (TradingView commodity feed)
- COMEX (directly)
- NYMEX (directly)
- ICEUS
**Other Asset Classes (Native Volume):**
- Stock exchanges (NASDAQ, NYSE, AMEX, etc.)
- Cryptocurrency exchanges (BINANCE, COINBASE, KRAKEN, etc.)
- Index providers (SP, DJ, etc.)
The detection algorithm analyzes three factors:
1. Exchange prefix in the ticker symbol
2. Pattern matching for currency pairs (6-letter codes)
3. Commodity identifiers in the symbol name
This ensures accurate automatic detection regardless of which data feed or exchange you use for charting. The information table in the top-right corner always displays which volume source is being used, providing complete transparency.
## Technical Details
**Calculations:**
- MACD Fast MA: EMA(close, fastLength)
- MACD Slow MA: EMA(close, slowLength)
- MACD Line: Fast MA - Slow MA
- Signal Line: SMA(MACD Line, signalLength)
- Volume MA: Exponential MA of volume
- High Volume: Current volume >= Volume MA ร Ratio
**Signal logic:**
```
Buy Signal = (MACD crosses above Signal) AND (High volume in last N bars)
Sell Signal = (MACD crosses below Signal) AND (High volume in last N bars)
```
## Parameters Reference
| Parameter | Default | Description |
|-----------|---------|-------------|
| Volume Symbol | Blank | Manual override for volume source (leave blank for automatic detection) |
| Use CME Futures | False | Legacy option (automatic detection is now built-in) |
| Alert Session | 1530-2200 | Active session time range for alerts |
| Timezone | UTC+1 | Timezone for alert sessions |
| Volume MA Period | 20 | Number of periods for volume moving average |
| High Volume Ratio | 2.0 | Volume threshold multiplier (2.0 = 200% of average) |
| Volume Lookback | 5 | Number of bars to check for high volume confirmation |
| MACD Fast Length | 12 | Fast EMA period for MACD calculation |
| MACD Slow Length | 26 | Slow EMA period for MACD calculation |
| MACD Signal Length | 9 | Signal line SMA period |
| Only Buy | False | Filter to show only bullish signals |
| Only Sell | False | Filter to show only bearish signals |
| Show Signals | True | Display buy and sell labels on chart |
## Optimization Tips
**For volatile markets (crypto, small caps):**
- Increase High Volume Ratio to 2.5-3.0
- Reduce Volume Lookback to 3-4 bars
- Consider faster MACD settings (8, 17, 9)
**For stable markets (large-cap stocks, bonds):**
- Decrease High Volume Ratio to 1.5-1.8
- Increase Volume MA Period to 30-50
- Use standard MACD settings
**For forex (with automatic CME futures):**
- The indicator automatically uses CME futures when forex pairs are detected
- Set appropriate trading session based on your timezone
- Use Volume Lookback of 5-7 bars
- Consider session-based alerts only
- Monitor the information table to verify correct futures mapping
**For commodities (Gold, Silver, Oil, Copper):**
- The indicator automatically maps to COMEX and NYMEX futures
- Increase High Volume Ratio to 2.0-2.5 for metals
- Use slightly higher Volume MA Period (25-30) for smoother analysis
- Trade during active market hours for best volume data
- The information table will show the futures contract being used (orange highlight)
## Limitations and Considerations
**What this indicator does NOT do:**
- Does not predict future price direction
- Does not guarantee profitable trades
- Does not replace proper risk management
- Does not work well in extremely low-volume conditions
**Market conditions to avoid:**
- Pre-market and after-hours sessions (low volume)
- Major news events (volatile, unpredictable volume)
- Holidays and low-liquidity periods
- Extremely low float stocks
## Conclusion
Smart MACD Volume Trader represents a significant evolution of the traditional MACD indicator by combining volume confirmation with automatic institutional volume integration. This dual-confirmation approach significantly improves signal quality by filtering out low-conviction price movements and ensuring traders work with accurate volume data.
The indicator's automatic detection and mapping system supports over 24 instruments across forex, commodities, and metals markets. By intelligently switching to CME and COMEX futures contracts when appropriate, the indicator provides forex and commodity traders with the same quality of volume data that stock traders naturally have access to.
This indicator is particularly valuable for traders who want to:
- Align their entries with institutional money flow
- Avoid getting trapped in false breakouts
- Trade forex pairs with reliable volume data
- Access accurate volume information for gold, silver, and energy commodities
- Combine momentum and volume analysis in a single, streamlined tool
Whether you are day trading stocks, swing trading forex pairs, or positioning in commodities markets, this indicator provides a robust framework for identifying high-probability momentum trades backed by genuine institutional participation. The automatic futures mapping works seamlessly across all supported instruments, requiring no manual configuration or expertise in futures markets.
---
## Support and Updates
This indicator is actively maintained and updated based on user feedback and market conditions. For questions about implementation or custom modifications, please use the comments section below.
**Disclaimer:** This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before trading.
Multi-Timeframe EMA Trend Dashboard with Volume and RSI Filtersโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
MULTI-TIMEFRAME EMA TREND DASHBOARD
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
OVERVIEW
This indicator provides a comprehensive view of trend direction across multiple timeframes using the classic EMA 20/50 crossover methodology, enhanced with volume confirmation and RSI filtering. It aggregates trend information from six timeframes into a single dashboard for efficient market analysis.
The indicator is designed for educational purposes and to assist traders in identifying potential trend alignments across different time horizons.
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FEATURES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
MULTI-TIMEFRAME ANALYSIS
โข Monitors 6 timeframes simultaneously: 1m, 5m, 15m, 1H, 4H, 1D
โข Each timeframe analyzed independently using request.security()
โข Non-repainting implementation with proper lookahead settings
โข Calculates overall trend strength as percentage of bullish timeframes
EMA CROSSOVER SYSTEM
โข Fast EMA (default: 20) and Slow EMA (default: 50)
โข Bullish: Fast EMA > Slow EMA
โข Bearish: Fast EMA < Slow EMA
โข Neutral: Fast EMA = Slow EMA (rare condition)
โข Visual EMA plots with optional fill area
VOLUME CONFIRMATION
โข Optional volume filter for crossover signals
โข Compares current volume against moving average (default: 20-period SMA)
โข Categorizes volume as: High (>1.5x average), Normal (>average), Low (70), oversold (<30), and neutral zones
โข Used in quality score calculation
โข Optional display toggle
SUPPORT & RESISTANCE DETECTION
โข Automatic detection using highest/lowest over lookback period (default: 50 bars)
โข Plots resistance (red), support (green), and mid-level (gray)
โข Step-line style for clear visualization
โข Optional display toggle
QUALITY SCORING SYSTEM
โข Rates trade setups from 1-5 stars
โข Considers: MTF alignment, volume confirmation, RSI positioning
โข 5 stars: 4+ timeframes aligned + volume confirmed + RSI 50-70
โข 4 stars: 4+ timeframes aligned + volume confirmed
โข 3 stars: 3+ timeframes aligned
โข 2 stars: Exactly 3 timeframes aligned
โข 1 star: Other conditions
VISUAL DASHBOARD
โข Clean table display (position customizable)
โข Color-coded trend indicators (green/red/yellow)
โข Extended statistics panel (toggleable)
โข Shows: Trends, Strength, Quality, RSI, Volume, Price Distance
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
TECHNICAL SPECIFICATIONS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CALCULATIONS
Trend Determination per Timeframe:
โข request.security() fetches EMA values with gaps=off, lookahead=off
โข Compares Fast EMA vs Slow EMA
โข Returns: 1 (bullish), -1 (bearish), 0 (neutral)
Trend Strength:
โข Counts number of bullish timeframes
โข Formula: (bullish_count / 6) ร 100
โข Range: 0% (all bearish) to 100% (all bullish)
Price Distance from EMA:
โข Formula: ((close - EMA) / EMA) ร 100
โข Positive: Price above EMA
โข Negative: Price below EMA
โข Warning when absolute distance > 5%
ANTI-REPAINTING MEASURES
โข All request.security() calls use lookahead=barmerge.lookahead_off
โข Dashboard updates only on barstate.islast
โข Historical bars remain unchanged
โข Crossover signals finalize on bar close
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
USAGE GUIDE
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
INTERPRETING THE DASHBOARD
Timeframe Rows:
โข Each row shows individual timeframe trend status
โข Look for alignment (multiple timeframes same direction)
โข Higher timeframes generally more significant
Strength Indicator:
โข >66.67%: Strong bullish (4+ timeframes bullish)
โข 33.33-66.67%: Mixed/choppy conditions
โข <33.33%: Strong bearish (4+ timeframes bearish)
Quality Score:
โข Higher stars = better confluence of factors
โข 5-star setups have strongest multi-factor confirmation
โข Lower scores may indicate weaker or conflicting signals
SUGGESTED APPLICATIONS
Trend Confirmation:
โข Check if multiple timeframes confirm current chart trend
โข Higher agreement = stronger trend confidence
โข Use for position sizing decisions
Entry Timing:
โข Wait for EMA crossover on chart timeframe
โข Confirm with higher timeframe alignment
โข Volume above average preferred
โข RSI not in extreme zones
Divergence Detection:
โข When lower timeframes diverge from higher
โข May indicate trend exhaustion or reversal
โข Requires additional confirmation
CUSTOMIZATION
EMA Settings:
โข Adjust Fast/Slow lengths for different sensitivities
โข Shorter periods = more responsive, more signals
โข Longer periods = smoother, fewer signals
โข Common alternatives: 10/30, 12/26, 50/200
Volume Filter:
โข Enable for higher-quality signals (fewer false positives)
โข Disable in always-liquid markets or for more signals
โข Adjust MA length based on typical volume patterns
Display Options:
โข Toggle EMAs, S/R levels, extended stats as needed
โข Choose dashboard position to avoid chart overlap
โข Adjust colors for visibility preferences
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
ALERTS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
AVAILABLE ALERT CONDITIONS
1. Bullish EMA Cross (Volume Confirmed)
2. Bearish EMA Cross (Volume Confirmed)
3. Strong Bullish Alignment (4+ timeframes)
4. Strong Bearish Alignment (4+ timeframes)
5. Trend Strength Increasing (>16.67% jump)
6. Trend Strength Decreasing (>16.67% drop)
7. Excellent Trade Setup (5-star rating)
Alert messages use standard placeholders:
โข {{ticker}} - Symbol name
โข {{close}} - Current close price
โข {{time}} - Bar timestamp
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
LIMITATIONS & CONSIDERATIONS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
KNOWN LIMITATIONS
โข Lower timeframe data may not be available on all symbols
โข 1-minute data typically limited to recent history
โข request.security() subject to TradingView data limits
โข Dashboard requires screen space (may overlap on small screens)
โข More complex calculations may affect load time on slower devices
NOT SUITABLE FOR
โข Highly volatile/illiquid instruments (many false signals)
โข News-driven markets during announcements
โข Automated trading without additional filters
โข Markets where EMA strategies don't perform well
DOES NOT PROVIDE
โข Exact entry/exit prices
โข Stop-loss or take-profit levels
โข Position sizing recommendations
โข Guaranteed profit signals
โข Market predictions
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
BEST PRACTICES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
RECOMMENDED USAGE
โ Combine with price action analysis
โ Use appropriate risk management
โ Backtest on historical data before live use
โ Adjust settings for specific market characteristics
โ Wait for higher-quality setups in important trades
โ Consider overall market context and fundamentals
NOT RECOMMENDED
โ Using as standalone trading system without confirmation
โ Trading every signal without discretion
โ Ignoring risk management principles
โ Trading without understanding the methodology
โ Applying to unsuitable markets/timeframes
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
EDUCATIONAL BACKGROUND
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
EMA CROSSOVER STRATEGY
The Exponential Moving Average crossover is a classical trend-following technique:
โข Golden Cross: Fast EMA crosses above Slow EMA (bullish signal)
โข Death Cross: Fast EMA crosses below Slow EMA (bearish signal)
โข Widely used since the 1970s in various markets
โข More responsive than SMA due to exponential weighting
MULTI-TIMEFRAME ANALYSIS
Analyzing multiple timeframes helps traders:
โข Identify alignment between short and long-term trends
โข Reduce false signals from single-timeframe noise
โข Understand market context across different horizons
โข Make informed decisions about trade duration
VOLUME ANALYSIS
Volume confirmation adds reliability:
โข High volume suggests institutional participation
โข Low volume signals may indicate false breakouts
โข Volume precedes price in many market theories
โข Helps distinguish genuine moves from noise
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
TECHNICAL IMPLEMENTATION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CODE STRUCTURE
โข Organized in clear sections with proper commenting
โข Uses explicit type declarations (int, float, bool, color, string)
โข Constants defined at top (BULLISH=1, BEARISH=-1, etc.)
โข Functions documented with @function, @param, @returns
โข Follows PineCoders naming conventions (camelCase variables)
PERFORMANCE OPTIMIZATION
โข var keyword for table (created once, not every bar)
โข Calculations cached where possible
โข Dashboard updates only on last bar
โข Minimal redundant security() calls
SECURITY IMPLEMENTATION
โข Proper gaps and lookahead parameters
โข No future data leakage
โข Signals finalize on bar close
โข Historical bars remain static
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
VERSION INFORMATION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Current Version: 2.0
Pine Script Version: 5
Last Updated: 2024
Developed by: Zakaria Safri
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
SETTINGS REFERENCE
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
EMA SETTINGS
โข Fast EMA Length: 1-500 (default: 20)
โข Slow EMA Length: 1-500 (default: 50)
VOLUME & MOMENTUM
โข Use Volume Confirmation: true/false (default: true)
โข Volume MA Length: 1-500 (default: 20)
โข Show RSI Levels: true/false (default: true)
โข RSI Length: 1-500 (default: 14)
PRICE ACTION FEATURES
โข Show Price Distance: true/false (default: true)
โข Show Key Levels: true/false (default: true)
โข S/R Lookback Period: 10-500 (default: 50)
DISPLAY SETTINGS
โข Show EMAs on Chart: true/false (default: true)
โข Fast EMA Color: customizable (default: cyan)
โข Slow EMA Color: customizable (default: orange)
โข EMA Line Width: 1-5 (default: 2)
โข Show Fill Between EMAs: true/false (default: true)
โข Show Crossover Signals: true/false (default: true)
DASHBOARD SETTINGS
โข Position: Top Left/Right, Bottom Left/Right
โข Show Extended Statistics: true/false (default: true)
ALERT SETTINGS
โข Alert on Multi-TF Alignment: true/false (default: true)
โข Alert on Trend Strength Change: true/false (default: true)
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RISK DISCLAIMER
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This indicator is provided for educational and informational purposes only. It should not be considered financial advice or a recommendation to buy or sell any security.
IMPORTANT NOTICES:
โข Past performance does not indicate future results
โข All trading involves risk of capital loss
โข No indicator guarantees profitable trades
โข Always conduct independent research and analysis
โข Use proper risk management and position sizing
โข Consult a qualified financial advisor before trading
โข The developer assumes no liability for trading losses
By using this indicator, you acknowledge that you understand these risks and accept full responsibility for your trading decisions.
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SUPPORT & CONTRIBUTIONS
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FEEDBACK WELCOME
โข Constructive comments appreciated
โข Bug reports help improve the indicator
โข Feature suggestions considered for future versions
โข Share your experience to help other users
OPEN SOURCE
This code is published as open source for the TradingView community to:
โข Learn from the implementation
โข Modify for personal use
โข Understand multi-timeframe analysis techniques
If you find this indicator useful, please consider:
โข Leaving a thoughtful review
โข Sharing with other traders who might benefit
โข Following for future updates and releases
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ADDITIONAL RESOURCES
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RECOMMENDED READING
โข TradingView Pine Script documentation
โข PineCoders community resources
โข Technical analysis textbooks on moving averages
โข Multi-timeframe trading strategy guides
โข Risk management principles
RELATED CONCEPTS
โข Trend following strategies
โข Moving average convergence/divergence
โข Multiple timeframe analysis
โข Volume-price relationships
โข Momentum indicators
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Thank you for using this indicator. Trade responsibly and continue learning!
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Historical Matrix Analyzer [PhenLabs]๐Historical Matrix Analyzer
Version: PineScriptv6
๐Description
The Historical Matrix Analyzer is an advanced probabilistic trading tool that transforms technical analysis into a data-driven decision support system. By creating a comprehensive 56-cell matrix that tracks every combination of RSI states and multi-indicator conditions, this indicator reveals which market patterns have historically led to profitable outcomes and which have not.
At its core, the indicator continuously monitors seven distinct RSI states (ranging from Extreme Oversold to Extreme Overbought) and eight unique indicator combinations (MACD direction, volume levels, and price momentum). For each of these 56 possible market states, the system calculates average forward returns, win rates, and occurrence counts based on your configurable lookback period. The result is a color-coded probability matrix that shows you exactly where you stand in the historical performance landscape.
The standout feature is the Current State Panel, which provides instant clarity on your active market conditions. This panel displays signal strength classifications (from Strong Bullish to Strong Bearish), the average return percentage for similar past occurrences, an estimated win rate using Bayesian smoothing to prevent small-sample distortions, and a confidence level indicator that warns you when insufficient data exists for reliable conclusions.
๐Points of Innovation
Multi-dimensional state classification combining 7 RSI levels with 8 indicator combinations for 56 unique trackable market conditions
Bayesian win rate estimation with adjustable smoothing strength to provide stable probability estimates even with limited historical samples
Real-time active cell highlighting with โNOWโ marker that visually connects current market conditions to their historical performance data
Configurable color intensity sensitivity allowing traders to adjust heat-map responsiveness from conservative to aggressive visual feedback
Dual-panel display system separating the comprehensive statistics matrix from an easy-to-read current state summary panel
Intelligent confidence scoring that automatically warns traders when occurrence counts fall below reliable thresholds
๐งCore Components
RSI State Classification: Segments RSI readings into 7 distinct zones (Extreme Oversold <20, Oversold 20-30, Weak 30-40, Neutral 40-60, Strong 60-70, Overbought 70-80, Extreme Overbought >80) to capture momentum extremes and transitions
Multi-Indicator Condition Tracking: Simultaneously monitors MACD crossover status (bullish/bearish), volume relative to moving average (high/low), and price direction (rising/falling) creating 8 binary-encoded combinations
Historical Data Storage Arrays: Maintains rolling lookback windows storing RSI states, indicator states, prices, and bar indices for precise forward-return calculations
Forward Performance Calculator: Measures price changes over configurable forward bar periods (1-20 bars) from each historical state, accumulating total returns and win counts per matrix cell
Bayesian Smoothing Engine: Applies statistical prior assumptions (default 50% win rate) weighted by user-defined strength parameter to stabilize estimated win rates when sample sizes are small
Dynamic Color Mapping System: Converts average returns into color-coded heat map with intensity adjusted by sensitivity parameter and transparency modified by confidence levels
๐ฅKey Features
56-Cell Probability Matrix: Comprehensive grid displaying every possible combination of RSI state and indicator condition, with each cell showing average return percentage, estimated win rate, and occurrence count for complete statistical visibility
Current State Info Panel: Dedicated display showing your exact position in the matrix with signal strength emoji indicators, numerical statistics, and color-coded confidence warnings for immediate situational awareness
Customizable Lookback Period: Adjustable historical window from 50 to 500 bars allowing traders to focus on recent market behavior or capture longer-term pattern stability across different market cycles
Configurable Forward Performance Window: Select target holding periods from 1 to 20 bars ahead to align probability calculations with your trading timeframe, whether day trading or swing trading
Visual Heat Mapping: Color-coded cells transition from red (bearish historical performance) through gray (neutral) to green (bullish performance) with intensity reflecting statistical significance and occurrence frequency
Intelligent Data Filtering: Minimum occurrence threshold (1-10) removes unreliable patterns with insufficient historical samples, displaying gray warning colors for low-confidence cells
Flexible Layout Options: Independent positioning of statistics matrix and info panel to any screen corner, accommodating different chart layouts and personal preferences
Tooltip Details: Hover over any matrix cell to see full RSI label, complete indicator status description, precise average return, estimated win rate, and total occurrence count
๐จVisualization
Statistics Matrix Table: A 9-column by 8-row grid with RSI states labeling vertical axis and indicator combinations on horizontal axis, using compact abbreviations (XOverS, OverB, MACDโ, Volโ, Pโ) for space efficiency
Active Cell Indicator: The current market state cell displays โโฆฟ NOW โฆฟโ in yellow text with enhanced color saturation to immediately draw attention to relevant historical performance
Signal Strength Visualization: Info panel uses emoji indicators (๐ฅ Strong Bullish, โ
Bullish, โ๏ธ Weak Bullish, โ Neutral, โ๏ธ Weak Bearish, โ Bearish, โ๏ธ Strong Bearish, โ ๏ธ Insufficient Data) for rapid interpretation
Histogram Plot: Below the price chart, a green/red histogram displays the current cellโs average return percentage, providing a time-series view of how historical performance changes as market conditions evolve
Color Intensity Scaling: Cell background transparency and saturation dynamically adjust based on both the magnitude of average returns and the occurrence count, ensuring visual emphasis on reliable patterns
Confidence Level Display: Info panel bottom row shows โHigh Confidenceโ (green), โMedium Confidenceโ (orange), or โLow Confidenceโ (red) based on occurrence counts relative to minimum threshold multipliers
๐Usage Guidelines
RSI Period
Default: 14
Range: 1 to unlimited
Description: Controls the lookback period for RSI momentum calculation. Standard 14-period provides widely-recognized overbought/oversold levels. Decrease for faster, more sensitive RSI reactions suitable for scalping. Increase (21, 28) for smoother, longer-term momentum assessment in swing trading. Changes affect how quickly the indicator moves between the 7 RSI state classifications.
MACD Fast Length
Default: 12
Range: 1 to unlimited
Description: Sets the faster exponential moving average for MACD calculation. Standard 12-period setting works well for daily charts and captures short-term momentum shifts. Decreasing creates more responsive MACD crossovers but increases false signals. Increasing smooths out noise but delays signal generation, affecting the bullish/bearish indicator state classification.
MACD Slow Length
Default: 26
Range: 1 to unlimited
Description: Defines the slower exponential moving average for MACD calculation. Traditional 26-period setting balances trend identification with responsiveness. Must be greater than Fast Length. Wider spread between fast and slow increases MACD sensitivity to trend changes, impacting the frequency of indicator state transitions in the matrix.
MACD Signal Length
Default: 9
Range: 1 to unlimited
Description: Smoothing period for the MACD signal line that triggers bullish/bearish state changes. Standard 9-period provides reliable crossover signals. Shorter values create more frequent state changes and earlier signals but with more whipsaws. Longer values produce more confirmed, stable signals but with increased lag in detecting momentum shifts.
Volume MA Period
Default: 20
Range: 1 to unlimited
Description: Lookback period for volume moving average used to classify volume as โhighโ or โlowโ in indicator state combinations. 20-period default captures typical monthly trading patterns. Shorter periods (10-15) make volume classification more reactive to recent spikes. Longer periods (30-50) require more sustained volume changes to trigger state classification shifts.
Statistics Lookback Period
Default: 200
Range: 50 to 500
Description: Number of historical bars used to calculate matrix statistics. 200 bars provides substantial data for reliable patterns while remaining responsive to regime changes. Lower values (50-100) emphasize recent market behavior and adapt quickly but may produce volatile statistics. Higher values (300-500) capture long-term patterns with stable statistics but slower adaptation to changing market dynamics.
Forward Performance Bars
Default: 5
Range: 1 to 20
Description: Number of bars ahead used to calculate forward returns from each historical state occurrence. 5-bar default suits intraday to short-term swing trading (5 hours on hourly charts, 1 week on daily charts). Lower values (1-3) target short-term momentum trades. Higher values (10-20) align with position trading and longer-term pattern exploitation.
Color Intensity Sensitivity
Default: 2.0
Range: 0.5 to 5.0, step 0.5
Description: Amplifies or dampens the color intensity response to average return magnitudes in the matrix heat map. 2.0 default provides balanced visual emphasis. Lower values (0.5-1.0) create subtle coloring requiring larger returns for full saturation, useful for volatile instruments. Higher values (3.0-5.0) produce vivid colors from smaller returns, highlighting subtle edges in range-bound markets.
Minimum Occurrences for Coloring
Default: 3
Range: 1 to 10
Description: Required minimum sample size before applying color-coded performance to matrix cells. Cells with fewer occurrences display gray โinsufficient dataโ warning. 3-occurrence default filters out rare patterns. Lower threshold (1-2) shows more data but includes unreliable single-event statistics. Higher thresholds (5-10) ensure only well-established patterns receive visual emphasis.
Table Position
Default: top_right
Options: top_left, top_right, bottom_left, bottom_right
Description: Screen location for the 56-cell statistics matrix table. Position to avoid overlapping critical price action or other indicators on your chart. Consider chart orientation and candlestick density when selecting optimal placement.
Show Current State Panel
Default: true
Options: true, false
Description: Toggle visibility of the dedicated current state information panel. When enabled, displays signal strength, RSI value, indicator status, average return, estimated win rate, and confidence level for active market conditions. Disable to declutter charts when only the matrix table is needed.
Info Panel Position
Default: bottom_left
Options: top_left, top_right, bottom_left, bottom_right
Description: Screen location for the current state information panel (when enabled). Position independently from statistics matrix to optimize chart real estate. Typically placed opposite the matrix table for balanced visual layout.
Win Rate Smoothing Strength
Default: 5
Range: 1 to 20
Description: Controls Bayesian prior weighting for estimated win rate calculations. Acts as virtual sample size assuming 50% win rate baseline. Default 5 provides moderate smoothing preventing extreme win rate estimates from small samples. Lower values (1-3) reduce smoothing effect, allowing win rates to reflect raw data more directly. Higher values (10-20) increase conservatism, pulling win rate estimates toward 50% until substantial evidence accumulates.
โ
Best Use Cases
Pattern-based discretionary trading where you want historical confirmation before entering setups that โlook goodโ based on current technical alignment
Swing trading with holding periods matching your forward performance bar setting, using high-confidence bullish cells as entry filters
Risk assessment and position sizing, allocating larger size to trades originating from cells with strong positive average returns and high estimated win rates
Market regime identification by observing which RSI states and indicator combinations are currently producing the most reliable historical patterns
Backtesting validation by comparing your manual strategy signals against the historical performance of the corresponding matrix cells
Educational tool for developing intuition about which technical condition combinations have actually worked versus those that feel right but lack historical evidence
โ ๏ธLimitations
Historical patterns do not guarantee future performance, especially during unprecedented market events or regime changes not represented in the lookback period
Small sample sizes (low occurrence counts) produce unreliable statistics despite Bayesian smoothing, requiring caution when acting on low-confidence cells
Matrix statistics lag behind rapidly changing market conditions, as the lookback period must accumulate new state occurrences before updating performance data
Forward return calculations use fixed bar periods that may not align with actual trade exit timing, support/resistance levels, or volatility-adjusted profit targets
๐กWhat Makes This Unique
Multi-Dimensional State Space: Unlike single-indicator tools, simultaneously tracks 56 distinct market condition combinations providing granular pattern resolution unavailable in traditional technical analysis
Bayesian Statistical Rigor: Implements proper probabilistic smoothing to prevent overconfidence from limited data, a critical feature missing from most pattern recognition tools
Real-Time Contextual Feedback: The โNOWโ marker and dedicated info panel instantly connect current market conditions to their historical performance profile, eliminating guesswork
Transparent Occurrence Counts: Displays sample sizes directly in each cell, allowing traders to judge statistical reliability themselves rather than hiding data quality issues
Fully Customizable Analysis Window: Complete control over lookback depth and forward return horizons lets traders align the tool precisely with their trading timeframe and strategy requirements
๐ฌHow It Works
1. State Classification and Encoding
Each barโs RSI value is evaluated and assigned to one of 7 discrete states based on threshold levels (0: <20, 1: 20-30, 2: 30-40, 3: 40-60, 4: 60-70, 5: 70-80, 6: >80)
Simultaneously, three binary conditions are evaluated: MACD line position relative to signal line, current volume relative to its moving average, and current close relative to previous close
These three binary conditions are combined into a single indicator state integer (0-7) using binary encoding, creating 8 possible indicator combinations
The RSI state and indicator state are stored together, defining one of 56 possible market condition cells in the matrix
2. Historical Data Accumulation
As each bar completes, the current state classification, closing price, and bar index are stored in rolling arrays maintained at the size specified by the lookback period
When the arrays reach capacity, the oldest data point is removed and the newest added, creating a sliding historical window
This continuous process builds a comprehensive database of past market conditions and their subsequent price movements
3. Forward Return Calculation and Statistics Update
On each bar, the indicator looks back through the stored historical data to find bars where sufficient forward bars exist to measure outcomes
For each historical occurrence, the price change from that bar to the bar N periods ahead (where N is the forward performance bars setting) is calculated as a percentage return
This percentage return is added to the cumulative return total for the specific matrix cell corresponding to that historical barโs state classification
Occurrence counts are incremented, and wins are tallied for positive returns, building comprehensive statistics for each of the 56 cells
The Bayesian smoothing formula combines these raw statistics with prior assumptions (neutral 50% win rate) weighted by the smoothing strength parameter to produce estimated win rates that remain stable even with small samples
๐กNote:
The Historical Matrix Analyzer is designed as a decision support tool, not a standalone trading system. Best results come from using it to validate discretionary trade ideas or filter systematic strategy signals. Always combine matrix insights with proper risk management, position sizing rules, and awareness of broader market context. The estimated win rate feature uses Bayesian statistics specifically to prevent false confidence from limited data, but no amount of smoothing can create reliable predictions from fundamentally insufficient sample sizes. Focus on high-confidence cells (green-colored confidence indicators) with occurrence counts well above your minimum threshold for the most actionable insights.
AbdullahThis script is a **3-in-1 Combined Indicator** for Pine Script v6, merging three popular technical analysis tools into a single chart overlay. It's designed to provide a comprehensive view of trend direction, momentum, and volatility-based stops.
Here's a breakdown of the three components:
## 1. ZLSMA - Zero Lag LSMA (Zero Lag Least Squares Moving Average)
The ZLSMA is a fast-reacting moving average that aims to eliminate the lag typically associated with standard moving averages. It does this by calculating the difference between a standard **Least Squares Moving Average (LSMA)** and a smoothed version of that LSMA, then adding that difference back to the original LSMA.
* **Customizable Inputs:** Length, Offset, and Source Price.
* **Plot:** A thick yellow line indicating the zero-lag trend.
---
## 2. Chandelier Exit
The Chandelier Exit is a volatility-based tool that places a trailing stop either above the price (for a long trade exit) or below the price (for a short trade exit). It uses the **Average True Range (ATR)** to set the stop distance.
* **Key Function:** Identifies potential stop-loss levels and trend changes.
* **Customizable Inputs:** ATR Period, ATR Multiplier, and an option to use the Close price for extremum calculations.
* **Visuals:**
* Plots the **Long Stop (Green)** and **Short Stop (Red)** lines, which switch based on the current trend direction.
* Optional **Buy/Sell Labels** and **Highlighting** (shaded background) to clearly mark the current trend state (long or short).
---
## 3. Exponential Moving Average (EMA) with Optional Smoothing Bands
This section plots a standard **Exponential Moving Average (EMA)** and includes a unique feature to smooth the EMA's output using another moving average or Bollinger Bands.
* **EMA Plot:** A blue line representing the EMA, with customizable Length, Source, and Offset.
* **Optional Smoothing:** The EMA line itself can be smoothed by applying a secondary moving average (SMA, EMA, WMA, etc.) to the EMA's values.
* **Bollinger Bands Option:** If **SMA + Bollinger Bands** is selected for smoothing, it plots **Upper** and **Lower Bands** based on the standard deviation of the EMA, providing a visual envelope for volatility around the smoothed line.
LEGEND IsoPulse Fusion Universal Volume Trend Buy Sell RadarLEGEND IsoPulse Fusion โข Universal Volume Trend Buy Sell Radar
One line summary
LEGEND IsoPulse Fusion reads intent from price and volume together, learns which features matter most on your symbol, blends them into a single signed Fusion line in a stable unit range, and emits clear Buy Sell Close events with a structure gate and a liquidity safety gate so you act only when the tape is favorable.
What this script is and why it exists
Many traders keep separate windows for trend, volume, volatility, and regime filters. The result can feel fragmented. This script merges two complementary engines into one consistent view that is easy to read and simple to act on.
LEGEND Tensor estimates directional quality from five causally computed features that are normalized for stationarity. The features are Flow, Tail Pressure with Volume Mix, Path Curvature, Streak Persistence, and Entropy Order.
IsoPulse transforms raw volume into two decaying reservoirs for buy effort and sell effort using body location and wick geometry, then measures price travel per unit volume for efficiency, and detects volume bursts with a recency memory.
Both engines are mapped into the same unit range and fused by a regime aware mixer. When the tape is orderly the mixer leans toward trend features. When the tape is messy but a true push appears in volume efficiency with bursts the mixer allows IsoPulse to speak louder. The outcome is a single Fusion line that lives in a familiar range with calm behavior in quiet periods and expressive pushes when energy concentrates.
What makes it original and useful
Two reservoir volume split . The script assigns a portion of the bar volume to up effort and down effort using body location and wick geometry together. Effort decays through time using a forgetting factor so memory is present without becoming sticky.
Efficiency of move . Price travel per unit volume is often more informative than raw volume or raw range. The script normalizes both sides and centers the efficiency so it becomes signed fuel when multiplied by flow skew.
Burst detection with recency memory . Percent rank of volume highlights bursts. An exponential memory of how recently bursts clustered converts isolated blips into useful context.
Causal adaptive weighting . The LEGEND features do not receive static weights. The script learns, causally, which features have correlated with future returns on your symbol over a rolling window. Only positive contributions are allowed and weights are normalized for interpretability.
Regime aware fusion . Entropy based order and persistence create a mixer that blends IsoPulse with LEGEND. You see a single line rather than two competing panels, which reduces decision conflict.
How to read the screen in seconds
Fusion area . The pane fills above and below zero with a soft gradient. Deeper fill means stronger conviction. The white Fusion line sits on top for precise crossings.
Entry guides and exit guides . Two entry guides draw symmetrically at the active fused entry level. Two exit guides sit inside at a fraction of the entry. Think of them as an adaptive envelope.
Letters . B prints once when the script flips from flat to long. S prints once when the script flips from flat to short. C prints when a held position ends on the appropriate side. T prints when the structure gate first opens. A prints when the liquidity safety flag first appears.
Price bar paint . Bars tint green while long and red while short on the chart to mirror your virtual position.
HUD . A compact dashboard in the corner shows Fusion, IsoPulse, LEGEND, active entry and exit levels, regime status, current virtual position, and the vacuum z value with its avoid threshold.
What signals actually mean
Buy . A Buy prints when the Fusion line crosses above the active entry level while gates are open and the previous state was flat.
Sell . A Sell prints when the Fusion line crosses below the negative entry level while gates are open and the previous state was flat.
Close . A Close prints when Fusion cools back inside the exit envelope or when an opposite cross would occur or when a gate forces a stop, and the previous state was a hold.
Gates . The Trend gate requires sufficient entropy order or significant persistence. The Avoid gate uses a liquidity vacuum z score. Gates exist to protect you from weak tape and poor liquidity.
Inputs and practical tuning
Every input has a tooltip in the script. This section provides a concise reference that you can keep in mind while you work.
Setup
Core window . Controls statistics across features. Scalping often prefers the thirties or low fifties. Intraday often prefers the fifties to eighties. Swing often prefers the eighties to low hundreds. Smaller responds faster with more noise. Larger is calmer.
Smoothing . Short EMA on noisy features. A small value catches micro shifts. A larger value reduces whipsaw.
Fusion and thresholds
Weight lookback . Sample size for weight learning. Use at least five times the horizon. Larger is slower and more confident. Smaller is nimble and more reactive.
Weight horizon . How far ahead return is measured to assess feature value. Smaller favors quick reversion impulses. Larger favors continuation.
Adaptive thresholds . Entry and exit levels from rolling percentiles of the absolute LEGEND score. This self scales across assets and timeframes.
Entry percentile . Eighty selects the top quintile of pushes. Lower to seventy five for more signals. Raise for cleanliness.
Exit percentile . Mid fifties keeps trades honest without overstaying. Sixty holds longer with wider give back.
Order threshold . Minimum structure to trade. Zero point fifteen is a reasonable start. Lower to trade more. Raise to filter chop.
Avoid if Vac z . Liquidity safety level. One point two five is a good default on liquid markets. Thin markets may prefer a slightly higher setting to avoid permanent avoid mode.
IsoPulse
Iso forgetting per bar . Memory for the two reservoirs. Values near zero point nine eight to zero point nine nine five work across many symbols.
Wick weight in effort split . Balance between body location and wick geometry. Values near zero point three to zero point six capture useful behavior.
Efficiency window . Travel per volume window. Lower for snappy symbols. Higher for stability.
Burst percent rank window . Window for percent rank of volume. Around one hundred to three hundred covers most use cases.
Burst recency half life . How long burst clusters matter. Lower for quick fades. Higher for cluster memory.
IsoPulse gain . Pre compression gain before the atan mapping. Tune until the Fusion line lives inside a calm band most of the time with expressive spikes on true pushes.
Continuation and Reversal guides . Visual rails for IsoPulse that help you sense continuation or exhaustion zones. They do not force events.
Entry sensitivity and exit fraction
Entry sensitivity . Loose multiplies the fused entry level by a smaller factor which prints more trades. Strict multiplies by a larger factor which selects fewer and cleaner trades. Balanced is neutral.
Exit fraction . Exit level relative to the entry level in fused unit space. Values around one half to two thirds fit most symbols.
Visuals and UX
Columns and line . Use both to see context and precise crossings. If you present a very clean chart you can turn columns off and keep the line.
HUD . Keep it on while you learn the script. It teaches you how the gates and thresholds respond to your market.
Letters . B S C T A are informative and compact. For screenshots you can toggle them off.
Debug triggers . Show raw crosses even when gates block entries. This is useful when you tune the gates. Turn them off for normal use.
Quick start recipes
Scalping one to five minutes
Core window in the thirties to low fifties.
Horizon around five to eight.
Entry percentile around seventy five.
Exit fraction around zero point five five.
Order threshold around zero point one zero.
Avoid level around one point three zero.
Tune IsoPulse gain until normal Fusion sits inside a calm band and true squeezes push outside.
Intraday five to thirty minutes
Core window around fifty to eighty.
Horizon around ten to twelve.
Entry percentile around eighty.
Exit fraction around zero point five five to zero point six zero.
Order threshold around zero point one five.
Avoid level around one point two five.
Swing one hour to daily
Core window around eighty to one hundred twenty.
Horizon around twelve to twenty.
Entry percentile around eighty to eighty five.
Exit fraction around zero point six zero to zero point seven zero.
Order threshold around zero point two zero.
Avoid level around one point two zero.
How to connect signals to your risk plan
This is an indicator. You remain in control of orders and risk.
Stops . A simple choice is an ATR multiple measured on your chart timeframe. Intraday often prefers one point two five to one point five ATR. Swing often prefers one point five to two ATR. Adjust to symbol behavior and personal risk tolerance.
Exits . The script already prints a Close when Fusion cools inside the exit envelope. If you prefer targets you can mirror the entry envelope distance and convert that to points or percent in your own plan.
Position size . Fixed fractional or fixed risk per trade remains a sound baseline. One percent or less per trade is a common starting point for testing.
Sessions and news . Even with self scaling, some traders prefer to skip the first minutes after an open or scheduled news. Gate with your own session logic if needed.
Limitations and honest notes
No look ahead . The script is causal. The adaptive learner uses a shifted correlation, crosses are evaluated without peeking into the future, and no lookahead security calls are used. If you enable intrabar calculations a letter may appear then disappear before the close if the condition fails. This is normal for any cross based logic in real time.
No performance promises . Markets change. This is a decision aid, not a prediction machine. It will not win every sequence and it cannot guarantee statistical outcomes.
No dependence on other indicators . The chart should remain clean. You can add personal tools in private use but publications should keep the example chart readable.
Standard candles only for public signals . Non standard chart types can change event timing and produce unrealistic sequences. Use regular candles for demonstrations and publications.
Internal logic walkthrough
LEGEND feature block
Flow . Current return normalized by ATR then smoothed by a short EMA. This gives directional intent scaled to recent volatility.
Tail pressure with volume mix . The relative sizes of upper and lower wicks inside the high to low range produce a tail asymmetry. A volume based mix can emphasize wick information when volume is meaningful.
Path curvature . Second difference of close normalized by ATR and smoothed. This captures changes in impulse shape that can precede pushes or fades.
Streak persistence . Up and down close streaks are counted and netted. The result is normalized for the window length to keep behavior stable across symbols.
Entropy order . Shannon entropy of the probability of an up close. Lower entropy means more order. The value is oriented by Flow to preserve sign.
Causal weights . Each feature becomes a z score. A shifted correlation against future returns over the horizon produces a positive weight per feature. Weights are normalized so they sum to one for clarity. The result is angle mapped into a compact unit.
IsoPulse block
Effort split . The script estimates up effort and down effort per bar using both body location and wick geometry. Effort is integrated through time into two reservoirs using a forgetting factor.
Skew . The reservoir difference over the sum yields a stable skew in a known range. A short EMA smooths it.
Efficiency . Move size divided by average volume produces travel per unit volume. Normalization and centering around zero produce a symmetric measure.
Bursts and recency . Percent rank of volume highlights bursts. An exponential function of bars since last burst adds the notion of cluster memory.
IsoPulse unit . Skew multiplied by centered efficiency then scaled by the burst factor produces the raw IsoPulse that is angle mapped into the unit range.
Fusion and events
Regime factor . Entropy order and streak persistence form a mixer. Low structure favors IsoPulse. Higher structure favors LEGEND. The blend is convex so it remains interpretable.
Blended guides . Entry and exit guides are blended in the same way as the line so they stay consistent when regimes change. The envelope does not jump unexpectedly.
Virtual position . The script maintains state. Buy and Sell require a cross while flat and gates open. Close requires an exit or force condition while holding. Letters print once at the state change.
Disclosures
This script and description are educational. They do not constitute investment advice. Markets involve risk. You are responsible for your own decisions and for compliance with local rules. The logic is causal and does not look ahead. Signals on non standard chart types can be misleading and are not recommended for publication. When you test a strategy wrapper, use realistic commission and slippage, moderate risk per trade, and enough trades to form a meaningful sample, then document those assumptions if you share results.
Closing thoughts
Clarity builds confidence. The Fusion line gives a single view of intent. The letters communicate action without clutter. The HUD confirms context at a glance. The gates protect you from weak tape and poor liquidity. Tune it to your instrument, observe it across regimes, and use it as a consistent lens rather than a prediction oracle. The goal is not to trade every wiggle. The goal is to pick your spots with a calm process and to stand aside when the tape is not inviting.
RSI Bollinger Bands [DCAUT]โ RSI Bollinger Bands
๐ ORIGINALITY & INNOVATION
The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions.
Core Innovation:
Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions.
Key Enhancements Over Traditional RSI:
Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes
Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements
Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals
Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur
Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context
๐ MATHEMATICAL FOUNDATION
Two-Stage Calculation Process:
Stage 1: RSI Calculation
RSI = 100 - (100 / (1 + RS))
where RS = Average Gain / Average Loss over specified period
The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis.
Stage 2: Bollinger Bands on RSI
Basis = MA(RSI, BB Length)
Upper Band = Basis + (StdDev(RSI, BB Length) ร Multiplier)
Lower Band = Basis - (StdDev(RSI, BB Length) ร Multiplier)
Band Width = Upper Band - Lower Band
The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones.
Statistical Interpretation:
Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands
Band touches represent statistically significant momentum extremes relative to recent behavior
Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty)
Band width contraction signals momentum consolidation and potential regime change preparation
๐ COMPREHENSIVE SIGNAL ANALYSIS
Visual Color Signals:
This indicator features dynamic color fills that highlight extreme momentum conditions:
Green Fill (Above Upper Band):
Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum
Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions
In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength
Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening
Red Fill (Below Lower Band):
Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum
Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context
In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure
Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery
Position-Based Signals:
Upper Band Interactions:
RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context
RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion
RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence
Lower Band Interactions:
RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend
RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion
RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation
Basis Line Signals:
RSI Above Basis: Bullish momentum regime - upward pressure dominant
RSI Below Basis: Bearish momentum regime - downward pressure dominant
Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes
RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions
Volatility-Based Signals:
Band Width Patterns:
Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns
Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty
Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion
Advanced Pattern Recognition:
Divergence Analysis:
Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening
Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening
Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum
Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum
Band Walk Patterns:
Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal
Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation
๐ฏ STRATEGIC APPLICATIONS
Strategy 1: Mean Reversion Trading
Setup Conditions:
Market Type: Ranging or choppy markets with no clear directional trend
Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases
Band Characteristic: Normal to narrow band width
Entry Rules:
Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry
Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry
Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches
Exit Rules:
Target: RSI returns to basis line or opposite band
Stop Loss: Fixed percentage or below recent swing low/high
Time Stop: Exit if position not profitable within expected timeframe
Strategy 2: Trend Continuation Trading
Setup Conditions:
Market Type: Clear trending market with higher highs/lower lows
Timeframe: Medium to higher timeframes (1H-Daily)
Band Characteristic: Expanding or wide bands indicating strong momentum
Entry Rules:
Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again
Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again
Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns)
Exit Rules:
Trailing Stop: Move stop to break-even when RSI reaches opposite band
Trend Break: Exit when RSI crosses basis against trend direction with conviction
Band Squeeze: Reduce position size when bands start narrowing significantly
Strategy 3: Breakout Preparation
Setup Conditions:
Market Type: Consolidating market after significant move or at key technical levels
Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts
Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert)
Preparation Phase:
Identify band squeeze condition (bands at multi-period narrowest point)
Monitor price action for consolidation patterns (triangles, rectangles, flags)
Prepare bracket orders for both directions
Wait for band expansion to begin
Entry Execution:
Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band)
Price Confirmation: Ensure price also breaks corresponding technical level
Volume Confirmation: Look for volume expansion supporting the breakout
Risk Management:
Stop Loss: Place beyond consolidation pattern opposite extreme
Position Sizing: Use smaller size due to false breakout risk
Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars
Strategy 4: Multi-Timeframe Analysis
Timeframe Selection:
Higher Timeframe: Daily or 4H for trend context
Trading Timeframe: 1H or 15m for entry signals
Confirmation Timeframe: 5m or 1m for precise entry timing
Analysis Process:
Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum
Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction
Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry
Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups
๐ DETAILED PARAMETER CONFIGURATION
RSI Source:
Close (Default): Standard price point, balances responsiveness and reliability
HL2: Reduces noise from intrabar volatility, provides smoother RSI values
HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable
Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context
RSI Length Parameter:
Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level
Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point
Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading
Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics
RSI MA Type Parameter:
RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis
EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA
SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis
WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading
Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation)
Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes
BB Length Parameter:
Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles
Standard (20): Balanced approach providing meaningful statistical context without excessive lag
Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals
Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals
BB MA Type Parameter:
SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach
EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets
RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations
WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness
Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes)
Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior
BB Multiplier Parameter:
Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals
Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold
Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility
Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments
Parameter Optimization Workflow:
Start with default parameters (RSI:14, BB:20, Mult:2.0)
Test across representative sample period including different market regimes
Adjust RSI length based on desired responsiveness vs stability tradeoff
Tune BB length to match your typical holding period
Modify multiplier to achieve desired signal frequency
Validate on out-of-sample data to avoid overfitting
Document optimal parameters for different instruments and timeframes
Reference Levels Display:
Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage
Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users
Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions
๐ PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Comparison with Traditional RSI:
Fixed Threshold RSI Limitations:
In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes
In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals
Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results
Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging
RSI Bollinger Bands Advantages:
Automatic Adaptation: Bands adjust to current volatility regime without manual intervention
Consistent Logic: Same statistical approach works across different instruments and timeframes
Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise
Additional Information: Band width provides volatility context missing in standard RSI
Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition
Comparison with Price-Based Bollinger Bands:
Price BB Characteristics:
Measures absolute price volatility
Affected by large price gaps and outliers
Band position relative to price not normalized
Difficult to compare across different price scales
RSI BB Advantages:
Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments
Momentum Focus: Directly measures momentum extremes rather than price extremes
Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations
Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application
Performance Characteristics:
Signal Quality:
Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes
Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement
Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements
Responsiveness:
Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed
Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds
Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals
Versatility:
Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches
Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes
Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts
Limitations and Considerations:
Known Limitations:
Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping
Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes
Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this
Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management
Optimal Use Cases:
Best for swing trading and position trading timeframes
Most effective in markets with alternating volatility regimes
Ideal for traders who use multiple instruments and timeframes
Suitable for systematic trading approaches requiring consistent logic
Suboptimal Conditions:
Very low timeframes (< 5 minutes) where lag becomes problematic
Instruments with extreme volatility spikes (gap-prone markets)
Markets in strong persistent trends where mean reversion rarely occurs
Periods immediately following major structural changes (new trading regime)
USAGE NOTES
This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions.
Important Considerations:
No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior
Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions
Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis
Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality
Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results
Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment
Recommended Supporting Analysis:
Price structure analysis (support/resistance, trend lines)
Volume confirmation for breakout signals
Multiple timeframe alignment
Market context awareness (news events, session times)
Correlation analysis with related instruments
The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
Uptrick: Volatility Adjusted TrailIntroduction
The "Uptrick: Volatility Adjusted Trail" is a dynamic trailing band indicator. It adapts in real time to changing market conditions by adjusting both to volatility and trend consistency. Inspired by Supertrend-style logic, it enhances traditional approaches by introducing adaptive mechanisms for more context-sensitive behavior in both trending and consolidating environments.
Overview
This indicator combines an exponential moving average (EMA) as its basis with an Average True Range (ATR)-derived multiplier that adjusts dynamically. Unlike fixed-multiplier tools, this indicator modifies its band distances in real time according to volatility expansion and trend persistence. The result is a trailing system that adapts to the prevailing market regime, providing traders with clearer signals for trend bias, stop placement, and potential momentum shifts.
Originality
The scriptโs originality lies in its multi-layered approach to trail calculation. It introduces a real-time ATR multiplier adjustment driven by two factors: a volatility expansion ratio and a trend persistence model. The expansion ratio compares the current ATR to its moving average, making the indicator more sensitive during volatile conditions and less sensitive during quieter periods. The trend persistence model assesses directional consistency to widen the bands during sustained trends. This dual adjustment method creates a system that evolves with market behavior, making it more responsive and adaptive than static-band or fixed-multiplier alternatives.
Components & Inspiration
This indicator was designed with specific components that work together:
Exponential Moving Average (EMA): Chosen as the central baseline because it responds faster to recent price changes than a simple moving average, providing a more current reference for trailing bands.
Average True Range (ATR): Used as the volatility measure because it accounts for both intraday and gap movement, making it a robust and widely accepted standard for market volatility.
Dynamic Multiplier: The multiplier is adjusted by both volatility expansion and trend persistence to produce bands that tighten during low volatility and widen during consistent trends. This combination was chosen to give the indicator the ability to self-regulate across different market regimes.
Trend Persistence Model: Integrated to assess directional consistency, ensuring the bands expand during strong trends, which can prevent premature stop-outs.
Flip Confirmation Logic: Added to filter out noise by requiring multiple bar closes beyond a band before confirming a state change, reducing false reversals.
For inspiration, the indicator draws on the core idea behind Supertrendโusing a baseline and volatility-derived bands to define trailing stop levels. However, while Supertrend uses a fixed ATR multiplier, this indicator introduces a dynamic multiplier system and persistence weighting, making it more adaptive and suited for varying conditions.
Inputs and Parameters
Basis EMA Length
Defines the period for the EMA that serves as the core price reference.
ATR Length
Sets the lookback period for the Average True Range calculation used in band spacing.
Base ATR Mult
The base multiplier applied to ATR before adjustments. Forms the starting scale of the band offset.
Volatility Expansion Sensitivity
Controls how strongly the band spacing reacts to short-term volatility bursts. Higher values create more pronounced band expansions or contractions.
Trend Persistence Window
Determines how many bars are used to calculate directional trend consistency using a smoothed step function.
Persistence Impact
Scales how much influence the trend persistence has on band widening. Values range from 0 (no effect) to 1 (maximum effect).
Min Effective Mult
Sets the minimum value that the adjusted multiplier can reach. Prevents the bands from becoming too narrow.
Max Effective Mult
Sets the maximum value the adjusted multiplier can reach. Prevents the bands from over-expanding during high volatility.
Bars Above/Below to Confirm Flip
Number of consecutive bars required to close above or below the opposing trail before confirming a bullish or bearish flip. Helps reduce noise and false signals.
Show Flip Labels
Enables or disables the display of flip markers on the chart.
Label Size
Allows users to adjust the size of flip labels from Tiny to Huge.
Label ATR Offset
Adjusts the vertical placement of flip labels in relation to the trail using an ATR-based offset.
Features and Logic
EMA Basis: All calculations stem from an EMA that tracks the centerline of price action.
Dynamic ATR Multiplier: The ATR multiplier adjusts in real time based on volatility expansion and trend persistence.
Clamped Multiplier: The adjusted multiplier is limited between user-defined minimum and maximum values to keep the band scale practical.
Upper and Lower Bands: Bands are plotted above and below the EMA using the dynamic multiplier and ATR values.
Trailing Logic: The script uses Supertrend-style trailing logic, updating the active band in the current trend direction and resetting the opposite band.
Trend State Detection: A state variable tracks the current market regime (bullish, bearish, or neutral). Transitions are confirmed only after a user-specified number of bars close beyond the respective bands.
Visual Elements: Trail lines and fill zones are color-coded (bullish cyan, bearish magenta). Candlestick and bar colors match the trend state. Optional flip labels mark confirmed transitions.
Alerts: Built-in alert conditions allow users to receive real-time notifications for bullish or bearish flips.
Usage Guidelines
This indicator can be used for:
Defining context-aware dynamic stop levels that adjust with market behavior.
Identifying trend direction and reversal points based on adaptive logic.
Filtering entry or exit signals during trending vs. consolidating conditions.
Supplementing trade management strategies with responsive visual markers.
Entering long or short positions based on the appearance of flip labels and managing stop losses by following the adaptive trail.
Traders may tune the parameters to suit different trading styles or timeframes. For example, lower ATR and EMA values may suit intraday setups, while longer settings may benefit swing or positional trading.
Summary
The "Uptrick: Volatility Adjusted Trail" provides a flexible, adaptive trailing band system that accounts for both volatility and directional consistency. By combining an EMA baseline with a dynamic ATR multiplier influenced by volatility expansion and trend persistence, it creates a context-sensitive trailing system that aligns with changing market conditions. Customizable confirmation, flip labels, alerts, and dynamic visual cues make it a versatile tool for trend-following, breakout filtering, and trailing stop logic.
Disclaimer
This indicator is provided for educational and research purposes only. It does not constitute financial advice. Trading involves risk, and past performance does not guarantee future results. Always conduct your own analysis and risk management before making trading decisions.
