Compare CandlesShows the candles of a specified EXCHANGE:PAIR in an indicator without overlay.
Has the following advantages over the standard comparison in TradingView:
- The compared pair is below your main chart.
- You can see the price of the compared pair.
- You can add multiple compared pairs and all of them will be shown in their own space with their own price.
Buscar en scripts para "tradingview+金龙指数"
Super Guppy LogGeometric mean is introduced to the moving averages better capture parabolic, long lasting trends.
Options to plot hlc3 of price, switch off log, and switch to Hull MA.
How to trade Guppy: www.investopedia.com
Original Guppy by ChrisMoody:
Super Guppy by FritzMurphy:
Log-space ideas by fskrypt: tradingview.com/u/fskrypt
Log-space EMAs:
Regular EMAs:
CM Stochastic POP Method 1 - Jake Bernstein_V1A good friend ucsgears recently published a Stochastic Pop Indicator designed by Jake Bernstein with a modified version he found.
I spoke to Jake this morning and asked if he had any updates to his Stochastic POP Trading Method. Attached is a PDF Jake published a while back (Please read for basic rules, which also Includes a New Method). I will release the Additional Method Tomorrow.
Jake asked me to share that he has Updated this Method Recently. Now across all symbols he has found the Stochastic Values of 60 and 30 to be the most profitable. NOTE - This can be Significantly Optimized for certain Symbols/Markets.
Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach how to create Trading Systems and how to Optimize the correct way.
Below are a few Strategy Results....Soon You Will Be Able To Find Results Like This Yourself on TradingView.com
BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005
Strategy 1:
Go Long When Stochastic Crosses Above 60. Go Short When Stochastic Crosses Below 30. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value.
Results:
Total Trades = 164
Profit = 50, 126 Pips
Win% = 38.4%
Profit Factor = 1.35
Avg Trade = 306 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 2:
Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule.
Results:
Total Trades = 164
Profit = 62, 876 Pips!!!
Win% = 38.4%
Profit Factor = 1.44
Avg Trade = 383 Pips Profit
***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6
Strategy 3:
Rules - Proprietary Optimization Jake Will Teach. Only added 1 Additional Exit Rule.
Results:
Winning Percent Increases to 72.6%!!! , Same Amount of Trades.
***Most Consecutive Wins = 21 ...Most Consecutive Losses = 4
Indicator Includes:
-Ability to Color Candles (CheckBox In Inputs Tab)
Green = Long Trade
Blue = No Trade
Red = Short Trade
-Color Coded Stochastic Line based on being Above/Below or In Between Entry Lines.
Link To Jakes PDF with Rules
dl.dropboxusercontent.com
Volume BombI am republishing to use a clean chart. Previous one had too much of a mess. Idea for TradingView: Please allow us to change out the charts after publishing.
I like to know when volume spikes (only when it spikes). I am not interested in seeing the rest of the volume bars. I created this indicator to show me when it explodes (i.e. the name "Volume Bomb" , plus it sounds cool).
This indicator only shows you when volume exceeds the EMA of volume by whatever multiplier you set.
Default settings are the current volume with 10 EMA. Yellow arrowup will appear when volume is at 1.5x the 10 EMA.
Adjust it to your liking and particular stock.
Fisher Transform StrategyDirect port of the original Fisher Transform to TradingView: media.johnwiley.com.au
www.mesasoftware.com
This might be better suited to be combined with other indicator to be effective, such as the Fisher Transform of RSI.
I hope you have found this useful :) Happy trading.
Thanks to @MikeLloyd for referring me to this, and here's my port for you.
Balance of Power (w Zero Line)Same as classic Balance of Power except with a Zero Line added. Sorry, new to TradingView: did not mean to publish this as an "Idea" - just tweak the BoP indicator to show the zero crossover. This facilitates comparison with other indicator. Is there a way to delete this "Idea" submission?
2 MA + Strat Candle ColorsThe "2 MA + Strat Candle Colors" indicator combines two customizable moving averages (MAs) with a strategic candle-coloring system to help traders analyze trends and price action. Here’s a breakdown of its features:
1. Two Moving Averages (MAs):
MA 1 & MA 2 Settings:
Users can select between 7 MA types for each line: SMA, EMA, WMA, HMA, VWMA, LSMA, SMMA.
Adjustable periods and price sources (e.g., close, open) for both MAs.
Default settings: MA 1 = 9-period EMA, MA 2 = 20-period EMA.
Plotting:
MA 1 is blue, MA 2 is red (colors customizable via inputs).
Crossovers between the MAs can signal trend changes.
2. Strategic Candle Coloring:
Candles are colored based on their relationship to the previous candle:
Green (Bullish): "Two-Up Bar" – current high > prior high, and low does not break prior low.
Red (Bearish): "Two-Down Bar" – current low < prior low, and high does not break prior high.
Purple (Outside Bar): "Three Bar" – current candle engulfs the prior candle (higher high and lower low).
Yellow (Inside Bar): "One Bar" – current candle is contained within the prior candle’s range.
Candle coloring is based on:
[JL] Relative Strength Index HLCTA is about visual arts.
I put both Close and (H+L)/2 on RSI and have more views on market.
How to use:
- Big Green and big Red should be considered.
- Divergence is always a good signal, but may be ensured by others like trend lines.
Custom ScreenerI was inspired by this idea:
With his script you can create a simple custom screener in Pine Script on your own for 40 tickets or less. But to make a separate screener for every 40 stocks sucks, so I wrote a program that generates script that allows you to switch stock sets.
Current script is generated for the Moscow stock exchange.
You can contact me if you need screener for your exchange or big set of stocks.
White Crow**White Crow — cluster reversal signals + market structure**
> Indicator that helps you read market structure (pivots, trend, last extremes) and spot potential reversals through CCI/RSI signal clusters. This is *not* a standalone trading system and does not guarantee any result — it is a tool for filtering and confirming your own market ideas.
---
## 1. Concept
White Crow combines three core blocks:
1. **Pivots & market structure**
Automatically detects **local tops/bottoms** and derives a *Bullish / Bearish / Sideways* bias from them.
In the top-right corner you see a compact panel with current trend and **Last Bottom / Last Top** prices.
2. **Momentum & overbought/oversold zones**
Inside, the indicator uses:
* **CCI** with fixed levels `+100 / -100`;
* an optional **RSI filter** with overbought/oversold levels (`80 / 20`).
These generate basic *Buy / Close* signals.
3. **Cluster signals Buy X / CloseV**
The script tracks **clusters of signals inside a 4-bar window** and highlights rarer, “amplified” events:
* **Buy X** — cluster buy signal (multiple buy conditions in a row);
* **CloseV** — cluster signal for exit/reversal.
**Buy X and CloseV are the strongest and most reliable signals in this indicator** because they are based on repeated conditions rather than a single bar. They work **best on higher timeframes (1H–4H)**, where they reflect meaningful shifts in order flow instead of noise.
> ⚠️ Important: Buy X and CloseV are *only signals*. They must be used as **one of several confirmation factors** for your own view of market structure (support/resistance, trend, price action, volume, etc.), not as standalone reasons to enter or exit trades.
---
## 2. How it works
### 2.1. Pivots and trend detection
* The indicator builds a **zigzag-like structure**:
after a local high, once price retraces down by a given percentage (`pivotSigma`), a **Top** is marked;
after a local low, once price retraces up by the same percentage, a **Bottom** is marked.
* Using the sequence of recent tops and bottoms, the script determines the trend:
* *Bullish* — the last low is higher than the previous one (HL);
* *Bearish* — the last high is lower than the previous one (LH);
* otherwise — *Sideways*.
* The info table shows:
* **Market Trend** — Bullish / Bearish / Sideways;
* **Last Bottom / Last Top** with adaptive decimal precision (works for crypto, FX, stocks, etc.).
### 2.2. Base Buy / Close signals
* **Long condition (Buy):**
* `CCI < -100` (oversold),
* if RSI filter is enabled — `RSI < 20`.
* **Short/Exit condition (Close):**
* `CCI > +100` (overbought),
* if RSI filter is enabled — `RSI > 80`.
These conditions generate the regular **Buy** and **Close** labels on the chart.
### 2.3. Clusters: Buy X and CloseV
To reduce noise, the indicator evaluates not only the current bar, but also the **last 4 bars**:
* `buy_count` — how many times the long condition was true within the last 4 bars;
* `sell_count` — how many times the short condition was true within the last 4 bars.
Then:
* **Buy X** appears when:
* `buy_count ≥ 2` (conditions for Buy were met on at least 2 of the last 4 bars),
* the time filter between two Buy X signals is satisfied (`Min Bars Between Signals`).
* **CloseV** appears when:
* `sell_count ≥ 2`,
* the required number of bars has passed since the previous CloseV.
> ✅ This is why **Buy X / CloseV are stronger and more trustworthy than single Buy/Close signals**, especially on **1H–4H** timeframes: the market confirms the same overbought/oversold condition several times in a row.
### 2.4. Order Blocks
* When `Show Order Blocks` is enabled, the indicator highlights **impulsive candles** whose body exceeds a threshold based on ATR.
* Colored rectangles mark **potential order blocks** (areas where strong buying or selling previously occurred).
## 3. Inputs and customization
Inputs are grouped in TradingView-friendly categories.
### 3.1. Pivot Settings
* `Show Pivots` — enable/disable **Top / Bottom** markers.
* `Sigma (% retracement)` — pivot sensitivity (minimum retracement in % required to confirm a pivot).
* Colors for Top/Bottom — for visual tuning.
**Tip:**
On H1–H4 you can keep near-default values.
On lower timeframes, reduce `Sigma` if you want more detailed local structure.
### 3.2. CCI / RSI Settings
* `CCI Period` — CCI length (short by default for faster reaction).
* `Enable RSI Filter` / `RSI Period` — toggle and length for RSI filter.
* RSI levels are fixed at **20 / 80** to mark strong oversold/overbought zones.
**Usage:**
* For more conservative entries — keep the RSI filter enabled.
* For more frequent signals (e.g. scalping) — you can disable the RSI filter.
### 3.3. Order Blocks
* `Show Order Blocks` — display order block zones.
* `Block Threshold (ATR multiplier)` — how large a candle must be (vs ATR) to be considered significant.
### 3.4. Signals & Filters
* `Show Buy / Show Buy X / Show Close / Show CloseV` — choose which labels you want to see.
* `Enable Time Filter` — enable minimum spacing between amplified signals.
* `Min Bars Between Signals` — how many bars must pass between two Buy X or two CloseV signals.
**Tip:**
If you see too many amplified signals, increase `Min Bars Between Signals`.
If you want more activity, decrease it.
### 3.5. Alerts
* `Buy Alerts / Buy X Alerts / Close Alerts / CloseV Alerts` — choose which signal types should trigger alerts.
* `One Alert Per Bar` — when enabled, alerts are triggered only once per bar (recommended for H1–H4).
Alerts are generated via `alert()`, with messages that include signal type, ticker, timeframe and current price.
---
## 4. How to trade with White Crow
### 4.1. Recommended timeframes
* 📌 **Main focus: 1H–4H.**
On these timeframes:
* pivots and trend are more stable;
* CCI/RSI reflect meaningful swings;
* **Buy X / CloseV clusters** filter out a lot of intrabar noise.
You can still experiment on M1–M15, but expect more signals and more sensitivity to noise.
### 4.2. Reading the signals step by step
1. **Start with context**
* Look at **Market Trend / Last Bottom / Last Top** in the info panel.
* See where price is relative to these points: near resistance, near support, inside a range, etc.
2. **Identify zones of interest**
* Use pivots and order blocks as potential support/resistance areas.
* Wait for price to approach these zones.
3. **Watch the signals**
* **Buy** — early sign of local oversold conditions.
* **Buy X** — amplified cluster signal; more weight than a single Buy.
* **Close** — early warning of potential exhaustion in the current move.
* **CloseV** — amplified cluster exit/reversal signal.
4. **Practical approach**
* In a *Bullish* trend:
* focus on **Buy / Buy X** near bottoms and demand blocks;
* use **Close / CloseV** for partial profit-taking or tightening stops.
* In a *Bearish* trend:
* focus on **Close / CloseV** near tops and supply blocks;
* use **Buy / Buy X** mainly for countertrend scalps with strict risk control.
---
## 5. Important notes and disclaimer
1. **Buy X / CloseV are stronger — but not “magic” signals.**
They are statistically more meaningful than single Buy/Close signals because:
* they require multiple confirmations within a cluster;
* they are time-filtered.
However, **false signals are still possible**, especially in news spikes and low-liquidity conditions.
2. **Best performance on higher timeframes (1H–4H).**
Here, Buy X and CloseV usually reflect genuine shifts in supply/demand rather than micro noise.
3. **This is a confirmation tool, not a complete system.**
Pro Trading White Crow:
* does not manage risk;
* does not define position size or stop-loss;
* does not replace your own analysis.
Always use its signals as **one of several confluence factors** together with structure, trend, price action, volume, and your trading plan.
4. **Educational purpose only.**
This script and description are for educational and analytical purposes only.
They **do not constitute investment advice or a guarantee of profit**.
You are fully responsible for all trading decisions and risk management.
---
---
## White Crow — кластерные сигналы разворота + структура рынка
> Индикатор помогает читать рыночную структуру (пивоты, тренд, последние экстремумы) и находить потенциальные развороты через кластеры сигналов CCI/RSI. Это *не* готовая торговая система и *не* гарантия результата — а инструмент для фильтрации и подтверждения ваших собственных идей по рынку.
---
## 1. Концепция
White Crow объединяет три ключевых блока:
1. **Пивоты и структура рынка**
Автоматически находит **локальные вершины и впадины** и на их основе формирует трендовое смещение: *Bullish / Bearish / Sideways*.
В правом верхнем углу — компактная панель с текущим трендом и ценами **Last Bottom / Last Top**.
2. **Моментум и зоны перегрева**
Внутри используются:
* **CCI** с фиксированными уровнями `+100 / -100`;
* опциональный **фильтр RSI** с уровнями перепроданности/перекупленности (`20 / 80`).
По ним строятся базовые сигналы *Buy / Close*.
3. **Кластерные сигналы Buy X / CloseV**
Скрипт отслеживает **кластеры сигналов внутри окна в 4 бара** и выделяет более редкие, «усиленные» события:
* **Buy X** — кластерный сигнал покупки (несколько buy-условий подряд);
* **CloseV** — кластерный сигнал выхода/разворота.
Именно **Buy X и CloseV являются наиболее сильными и достоверными сигналами индикатора**, так как возникают при повторяющемся выполнении условий, а не на одном баре. Лучше всего они работают **на старших таймфреймах (1–4 часа)**, где отражают реальное смещение баланса спроса/предложения, а не рыночный шум.
> ⚠️ Важно: Buy X и CloseV — *это всего лишь сигналы*. Они должны использоваться **как один из факторов подтверждения** вашего видения структуры рынка (уровни, тренд, price action, объём и т.д.), а не как единственная причина для входа или выхода.
---
## 2. Как это работает
### 2.1. Пивоты и определение тренда
* Индикатор строит **структуру в стиле зигзага**:
после локального максимума, когда цена откатывает вниз на заданный процент (`pivotSigma`), отмечается **Top**;
после локального минимума, когда цена откатывает вверх на тот же процент, отмечается **Bottom**.
* По последовательности последних вершин и впадин определяется тренд:
* *Bullish* — последний минимум выше предыдущего (HL);
* *Bearish* — последний максимум ниже предыдущего (LH);
* иначе — *Sideways*.
* В информационной таблице отображаются:
* **Market Trend** — Bullish / Bearish / Sideways;
* **Last Bottom / Last Top** с адаптивным количеством знаков (подходит под крипту, форекс, акции и т.д.).
### 2.2. Базовые сигналы Buy / Close
* **Условие для Buy (лонг):**
* `CCI < -100` (зона перепроданности),
* при включённом фильтре — `RSI < 20`.
* **Условие для Close (шорт/выход):**
* `CCI > +100` (зона перекупленности),
* при включённом фильтре — `RSI > 80`.
По этим условиям индикатор рисует обычные метки **Buy** и **Close**.
### 2.3. Кластеры: Buy X и CloseV
Чтобы отсеять лишний шум, индикатор оценивает не только текущий бар, но и **4 последних бара**:
* `buy_count` — сколько раз условие на покупку выполнялось за последние 4 бара;
* `sell_count` — сколько раз условие на продажу/выход выполнялось за последние 4 бара.
Далее:
* **Buy X** появляется, когда:
* `buy_count ≥ 2` (минимум на 2 из 4 баров были условия для покупки),
* соблюдён фильтр по времени между усиленными сигналами (`Min Bars Between Signals`).
* **CloseV** появляется, когда:
* `sell_count ≥ 2`,
* прошло достаточно баров с момента предыдущего CloseV.
> ✅ Поэтому **Buy X и CloseV заметно сильнее и надёжнее одиночных Buy/Close**, особенно на **таймфреймах 1–4 часа**: рынок несколько раз подряд подтверждает один и тот же перегрев/разрядку момента.
### 2.4. Order Blocks
* При включённом `Show Order Blocks` индикатор выделяет **импульсные свечи**, чьё тело больше заданного множителя ATR.
* По таким свечам строятся цветные прямоугольники — **потенциальные блоки ордеров** (области поддержек/сопротивлений, где ранее проходил крупный объём).
---
## 3. Настройки и кастомизация
Настройки сгруппированы в привычные разделы TradingView.
### 3.1. Pivot Settings
* `Show Pivots` — включить/выключить метки **Top / Bottom**.
* `Sigma (% retracement)` — чувствительность к пивотам (минимальная глубина отката в процентах).
* Цвета Top/Bottom — визуальная настройка.
**Совет:**
На H1–H4 можно оставить значения близкие к стандартным.
На младших ТФ уменьшайте `Sigma`, если нужна более детальная структура.
### 3.2. CCI / RSI Settings
* `CCI Period` — период CCI (по умолчанию короткий, для более быстрой реакции).
* `Enable RSI Filter` / `RSI Period` — включение и длина RSI-фильтра.
* Уровни RSI фиксированы: **20 / 80**, выделяя сильную перепроданность/перекупленность.
**Использование:**
* Для более консервативной торговли — держите фильтр RSI включённым.
* Для более частых сигналов (скальпинг и т.п.) — можно фильтр отключить.
### 3.3. Order Blocks
* `Show Order Blocks` — отображение блоков ордеров.
* `Block Threshold (ATR multiplier)` — насколько большой должна быть свеча относительно ATR, чтобы считаться значимой.
### 3.4. Signals & Filters
* `Show Buy / Show Buy X / Show Close / Show CloseV` — выбор типов отображаемых меток.
* `Enable Time Filter` — включение минимального интервала между усиленными сигналами.
* `Min Bars Between Signals` — сколько баров должно пройти между двумя Buy X или двумя CloseV.
**Совет:**
Если усиленных сигналов слишком много — увеличьте `Min Bars Between Signals`.
Если хотите больше активности — уменьшите это значение.
### 3.5. Alerts
* `Buy Alerts / Buy X Alerts / Close Alerts / CloseV Alerts` — выбор типов сигналов для алертов.
* `One Alert Per Bar` — при включении алерты отправляются один раз на бар (рекомендуется для H1–H4).
Алерты формируются через `alert()` с сообщением, включающим тип сигнала, тикер, таймфрейм и текущую цену.
---
## 4. Как использовать White Crow в торговле
### 4.1. Рекомендуемые таймфреймы
* 📌 **Основной фокус: 1–4 часа.**
На этих ТФ:
* структура по пивотам и тренд более стабильны;
* CCI/RSI отражают существенные ценовые колебания;
* кластеры **Buy X / CloseV** лучше отсеивают шум.
На M1–M15 индикатор тоже можно применять, но нужно быть готовым к большему количеству сигналов и чувствительности к микродвижениям.
### 4.2. Пошаговое чтение сигналов
1. **Начните с контекста**
* Посмотрите на **Market Trend / Last Bottom / Last Top** в панели.
* Определите, где находитесь относительно этих уровней: у сопротивления, у поддержки, внутри диапазона и т.п.
2. **Найдите зоны интереса**
* Используйте пивоты и order blocks как потенциальные области спроса/предложения.
* Ждите подхода цены к этим зонам.
3. **Отслеживайте сигналы**
* **Buy** — ранний признак локальной перепроданности.
* **Buy X** — усиленный кластерный сигнал, более значимый, чем одиночный Buy.
* **Close** — ранний сигнал возможного ослабления текущего движения.
* **CloseV** — усиленный кластерный сигнал выхода/разворота.
4. **Практическое применение**
* В *бычьем* тренде:
* фокус на **Buy / Buy X** возле впадин и зон спроса;
* **Close / CloseV** использовать для частичной фиксации и подтягивания стопа.
* В *медвежьем* тренде:
* фокус на **Close / CloseV** возле вершин и зон предложения;
* **Buy / Buy X** — для аккуратных контртрендовых входов с жестким риском.
---
## 5. Важные замечания и дисклеймер
1. **Buy X / CloseV сильнее, но не «волшебные» сигналы.**
Они статистически более значимы, чем одиночные Buy/Close, потому что:
* требуют нескольких подтверждений в кластере;
* фильтруются по времени.
Однако **ложные срабатывания всё равно возможны**, особенно на новостях и в условиях низкой ликвидности.
2. **Оптимальная область применения — старшие ТФ (1–4 часа).**
Здесь Buy X и CloseV обычно отражают реальное изменение баланса спроса/предложения, а не шум.
3. **Это инструмент подтверждения, а не полноценная система.**
Pro Trading White Crow:
* не управляет рисками;
* не считает размер позиции и уровень стоп-лосса;
* не заменяет ваше собственное видение рынка.
Всегда используйте его сигналы **как один из факторов согласованности** вместе со структурой, трендом, price action, объёмом и персональным торговым планом.
4. **Образовательный характер.**
Скрипт и описание предназначены для обучения и анализа графиков.
Они **не являются инвестиционной рекомендацией и не гарантируют прибыль**.
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Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves.
Concept
The idea behind ORBO is simple:
The first minutes after the session open are often highly informative.
Price forms an “opening range” that acts as a mini support/resistance zone.
A clean breakout beyond this zone can lead to high-momentum moves.
This script turns that logic into a fully backtestable strategy in TradingView.
How the strategy works
Opening Range Session
Default session: 09:30–09:50 (exchange time)
During this window, the script tracks:
orHigh → highest high within the session
orLow → lowest low within the session
This forms your Opening Range for the day.
Breakout Logic (after the window ends)
Once the defined session ends:
Long Entry:
If the close crosses above the Opening Range High (orHigh),
→ strategy.entry("OR Long", strategy.long) is triggered.
Short Entry:
If the close crosses below the Opening Range Low (orLow),
→ strategy.entry("OR Short", strategy.short) is triggered.
Only one opening range per day is considered, which keeps the logic clean and easy to interpret.
Daily Reset
At the start of a new trading day, the script resets:
orHigh := na
orLow := na
A fresh Opening Range is then built using the next session’s 09:30–09:50 candles.
This ensures entries are always based on today’s structure, not yesterday’s.
Visuals & Inputs
Inputs:
Opening range session → default: "0930-0950"
Show OR levels → toggle visibility of OR High / Low lines
Fill range body → optional shaded zone between OR High and OR Low
Chart visuals:
A green line marks the Opening Range High.
A red line marks the Opening Range Low.
Optional yellow fill highlights the entire OR zone.
Background shading during the session shows when the range is currently being built.
These visuals make it easy to see:
Where the OR sits relative to current price
How clean / noisy the breakout was
How often price respects or rejects the opening zone
Backtesting & Optimization
Because this is written as a strategy():
You can use TradingView’s Strategy Tester to view:
Win rate
Net profit
Drawdown
Profit factor
Equity curve
Ideas to experiment with:
Change the session window (e.g., 09:15–09:45, 10:00–10:30)
Apply to different:
Markets: indices, FX, crypto, stocks
Timeframes: 1m / 5m / 15m
Add your own:
Stop Loss & Take Profit levels
Time filters (only trade certain days / times)
Volatility filters (e.g., ATR, range size thresholds)
Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
Historical Volatility EstimatorsHistorical volatility is a statistical measure of the dispersion of returns for a given security or market index over a given period. This indicator provides different historical volatility model estimators with percentile gradient coloring and volatility stats panel.
█ OVERVIEW There are multiple ways to estimate historical volatility. Other than the traditional close-to-close estimator. This indicator provides different range-based volatility estimators that take high low open into account for volatility calculation and volatility estimators that use other statistics measurements instead of standard deviation. The gradient coloring and stats panel provides an overview of how high or low the current volatility is compared to its historical values.
█ CONCEPTS We have mentioned the concepts of historical volatility in our previous indicators, Historical Volatility, Historical Volatility Rank, and Historical Volatility Percentile. You can check the definition of these scripts. The basic calculation is just the sample standard deviation of log return scaled with the square root of time. The main focus of this script is the difference between volatility models.
Close-to-Close HV Estimator: Close-to-Close is the traditional historical volatility calculation. It uses sample standard deviation. Note: the TradingView build in historical volatility value is a bit off because it uses population standard deviation instead of sample deviation. N – 1 should be used here to get rid of the sampling bias.
Pros:
• Close-to-Close HV estimators are the most commonly used estimators in finance. The calculation is straightforward and easy to understand. When people reference historical volatility, most of the time they are talking about the close to close estimator.
Cons:
• The Close-to-close estimator only calculates volatility based on the closing price. It does not take account into intraday volatility drift such as high, low. It also does not take account into the jump when open and close prices are not the same.
• Close-to-Close weights past volatility equally during the lookback period, while there are other ways to weight the historical data.
• Close-to-Close is calculated based on standard deviation so it is vulnerable to returns that are not normally distributed and have fat tails. Mean and Median absolute deviation makes the historical volatility more stable with extreme values.
Parkinson Hv Estimator:
• Parkinson was one of the first to come up with improvements to historical volatility calculation. • Parkinson suggests using the High and Low of each bar can represent volatility better as it takes into account intraday volatility. So Parkinson HV is also known as Parkinson High Low HV. • It is about 5.2 times more efficient than Close-to-Close estimator. But it does not take account into jumps and drift. Therefore, it underestimates volatility. Note: By Dividing the Parkinson Volatility by Close-to-Close volatility you can get a similar result to Variance Ratio Test. It is called the Parkinson number. It can be used to test if the market follows a random walk. (It is mentioned in Nassim Taleb's Dynamic Hedging book but it seems like he made a mistake and wrote the ratio wrongly.)
Garman-Klass Estimator:
• Garman Klass expanded on Parkinson’s Estimator. Instead of Parkinson’s estimator using high and low, Garman Klass’s method uses open, close, high, and low to find the minimum variance method.
• The estimator is about 7.4 more efficient than the traditional estimator. But like Parkinson HV, it ignores jumps and drifts. Therefore, it underestimates volatility.
Rogers-Satchell Estimator:
• Rogers and Satchell found some drawbacks in Garman-Klass’s estimator. The Garman-Klass assumes price as Brownian motion with zero drift.
• The Rogers Satchell Estimator calculates based on open, close, high, and low. And it can also handle drift in the financial series.
• Rogers-Satchell HV is more efficient than Garman-Klass HV when there’s drift in the data. However, it is a little bit less efficient when drift is zero. The estimator doesn’t handle jumps, therefore it still underestimates volatility.
Garman-Klass Yang-Zhang extension:
• Yang Zhang expanded Garman Klass HV so that it can handle jumps. However, unlike the Rogers-Satchell estimator, this estimator cannot handle drift. It is about 8 times more efficient than the traditional estimator.
• The Garman-Klass Yang-Zhang extension HV has the same value as Garman-Klass when there’s no gap in the data such as in cryptocurrencies.
Yang-Zhang Estimator:
• The Yang Zhang Estimator combines Garman-Klass and Rogers-Satchell Estimator so that it is based on Open, close, high, and low and it can also handle non-zero drift. It also expands the calculation so that the estimator can also handle overnight jumps in the data.
• This estimator is the most powerful estimator among the range-based estimators. It has the minimum variance error among them, and it is 14 times more efficient than the close-to-close estimator. When the overnight and daily volatility are correlated, it might underestimate volatility a little.
• 1.34 is the optimal value for alpha according to their paper. The alpha constant in the calculation can be adjusted in the settings. Note: There are already some volatility estimators coded on TradingView. Some of them are right, some of them are wrong. But for Yang Zhang Estimator I have not seen a correct version on TV.
EWMA Estimator:
• EWMA stands for Exponentially Weighted Moving Average. The Close-to-Close and all other estimators here are all equally weighted.
• EWMA weighs more recent volatility more and older volatility less. The benefit of this is that volatility is usually autocorrelated. The autocorrelation has close to exponential decay as you can see using an Autocorrelation Function indicator on absolute or squared returns. The autocorrelation causes volatility clustering which values the recent volatility more. Therefore, exponentially weighted volatility can suit the property of volatility well.
• RiskMetrics uses 0.94 for lambda which equals 30 lookback period. In this indicator Lambda is coded to adjust with the lookback. It's also easy for EWMA to forecast one period volatility ahead.
• However, EWMA volatility is not often used because there are better options to weight volatility such as ARCH and GARCH.
Adjusted Mean Absolute Deviation Estimator:
• This estimator does not use standard deviation to calculate volatility. It uses the distance log return is from its moving average as volatility.
• It’s a simple way to calculate volatility and it’s effective. The difference is the estimator does not have to square the log returns to get the volatility. The paper suggests this estimator has more predictive power.
• The mean absolute deviation here is adjusted to get rid of the bias. It scales the value so that it can be comparable to the other historical volatility estimators.
• In Nassim Taleb’s paper, he mentions people sometimes confuse MAD with standard deviation for volatility measurements. And he suggests people use mean absolute deviation instead of standard deviation when we talk about volatility.
Adjusted Median Absolute Deviation Estimator:
• This is another estimator that does not use standard deviation to measure volatility.
• Using the median gives a more robust estimator when there are extreme values in the returns. It works better in fat-tailed distribution.
• The median absolute deviation is adjusted by maximum likelihood estimation so that its value is scaled to be comparable to other volatility estimators.
█ FEATURES
• You can select the volatility estimator models in the Volatility Model input
• Historical Volatility is annualized. You can type in the numbers of trading days in a year in the Annual input based on the asset you are trading.
• Alpha is used to adjust the Yang Zhang volatility estimator value.
• Percentile Length is used to Adjust Percentile coloring lookbacks.
• The gradient coloring will be based on the percentile value (0- 100). The higher the percentile value, the warmer the color will be, which indicates high volatility. The lower the percentile value, the colder the color will be, which indicates low volatility.
• When percentile coloring is off, it won’t show the gradient color.
• You can also use invert color to make the high volatility a cold color and a low volatility high color. Volatility has some mean reversion properties. Therefore when volatility is very low, and color is close to aqua, you would expect it to expand soon. When volatility is very high, and close to red, you would it expect it to contract and cool down.
• When the background signal is on, it gives a signal when HVP is very low. Warning there might be a volatility expansion soon.
• You can choose the plot style, such as lines, columns, areas in the plotstyle input.
• When the show information panel is on, a small panel will display on the right.
• The information panel displays the historical volatility model name, the 50th percentile of HV, and HV percentile. 50 the percentile of HV also means the median of HV. You can compare the value with the current HV value to see how much it is above or below so that you can get an idea of how high or low HV is. HV Percentile value is from 0 to 100. It tells us the percentage of periods over the entire lookback that historical volatility traded below the current level. Higher HVP, higher HV compared to its historical data. The gradient color is also based on this value.
█ HOW TO USE If you haven’t used the hvp indicator, we suggest you use the HVP indicator first. This indicator is more like historical volatility with HVP coloring. So it displays HVP values in the color and panel, but it’s not range bound like the HVP and it displays HV values. The user can have a quick understanding of how high or low the current volatility is compared to its historical value based on the gradient color. They can also time the market better based on volatility mean reversion. High volatility means volatility contracts soon (Move about to End, Market will cooldown), low volatility means volatility expansion soon (Market About to Move).
█ FINAL THOUGHTS HV vs ATR The above volatility estimator concepts are a display of history in the quantitative finance realm of the research of historical volatility estimations. It's a timeline of range based from the Parkinson Volatility to Yang Zhang volatility. We hope these descriptions make more people know that even though ATR is the most popular volatility indicator in technical analysis, it's not the best estimator. Almost no one in quant finance uses ATR to measure volatility (otherwise these papers will be based on how to improve ATR measurements instead of HV). As you can see, there are much more advanced volatility estimators that also take account into open, close, high, and low. HV values are based on log returns with some calculation adjustment. It can also be scaled in terms of price just like ATR. And for profit-taking ranges, ATR is not based on probabilities. Historical volatility can be used in a probability distribution function to calculated the probability of the ranges such as the Expected Move indicator. Other Estimators There are also other more advanced historical volatility estimators. There are high frequency sampled HV that uses intraday data to calculate volatility. We will publish the high frequency volatility estimator in the future. There's also ARCH and GARCH models that takes volatility clustering into account. GARCH models require maximum likelihood estimation which needs a solver to find the best weights for each component. This is currently not possible on TV due to large computational power requirements. All the other indicators claims to be GARCH are all wrong.
ADX Forecast Colorful [DiFlip]ADX Forecast Colorful
Introducing one of the most advanced ADX indicators available — a fully customizable analytical tool that integrates forward-looking forecasting capabilities. ADX Forecast Colorful is a scientific evolution of the classic ADX, designed to anticipate future trend strength using linear regression. Instead of merely reacting to historical data, this indicator projects the future behavior of the ADX, giving traders a strategic edge in trend analysis.
⯁ Real-Time ADX Forecasting
For the first time, a public ADX indicator incorporates linear regression (least squares method) to forecast the future behavior of ADX. This breakthrough approach enables traders to anticipate trend strength changes based on historical momentum. By applying linear regression to the ADX, the indicator plots a projected trendline n periods ahead — helping users make more accurate and timely trading decisions.
⯁ Highly Customizable
The indicator adapts seamlessly to any trading style. It offers a total of 26 long entry conditions and 26 short entry conditions, making it one of the most configurable ADX tools on TradingView. Each condition is fully adjustable, enabling the creation of statistical, quantitative, and automated strategies. You maintain full control over the signals to align perfectly with your system.
⯁ Innovative and Science-Based
This is the first public ADX indicator to apply least-squares predictive modeling to ADX dynamics. Technically, it embeds machine learning logic into a traditional trend-strength indicator. Using linear regression as a predictive engine adds powerful statistical rigor to the ADX, turning it into an intelligent, forward-looking signal generator.
⯁ Scientific Foundation: Linear Regression
Linear regression is a fundamental method in statistics and machine learning used to model the relationship between a dependent variable y and one or more independent variables x. The basic formula for simple linear regression is:
y = β₀ + β₁x + ε
Where:
y = predicted value (e.g., future ADX)
x = explanatory variable (e.g., bar index or time)
β₀ = intercept
β₁ = slope (rate of change)
ε = random error term
The goal is to estimate β₀ and β₁ by minimizing the sum of squared errors. This is achieved using the least squares method, ensuring the best linear fit to historical data. Once the coefficients are calculated, the model extends the regression line forward, generating the ADX projection based on recent trends.
⯁ Least Squares Estimation
To minimize the error, the regression coefficients are calculated as:
β₁ = Σ((xᵢ - x̄)(yᵢ - ȳ)) / Σ((xᵢ - x̄)²)
β₀ = ȳ - β₁x̄
Where:
Σ = summation
x̄ and ȳ = means of x and y
i ranges from 1 to n (number of data points)
These formulas provide the best linear unbiased estimator under Gauss-Markov conditions — assuming constant variance and linearity.
⯁ Linear Regression in Machine Learning
Linear regression is a foundational algorithm in supervised learning. Its power in producing quantitative predictions makes it essential in AI systems, predictive analytics, time-series forecasting, and automated trading. Applying it to the ADX essentially places an intelligent forecasting engine inside a classic trend tool.
⯁ Visual Interpretation
Imagine an ADX time series like this:
Time →
ADX →
The regression line smooths these values and projects them n periods forward, creating a predictive trajectory. This forecasted ADX line can intersect with the actual ADX, offering smarter buy and sell signals.
⯁ Summary of Scientific Concepts
Linear Regression: Models variable relationships with a straight line.
Least Squares: Minimizes prediction errors for best fit.
Time-Series Forecasting: Predicts future values using historical data.
Supervised Learning: Trains models to predict outcomes from inputs.
Statistical Smoothing: Reduces noise and highlights underlying trends.
⯁ Why This Indicator Is Revolutionary
Scientifically grounded: Based on rigorous statistical theory.
Unprecedented: First public ADX using least-squares forecast modeling.
Smart: Uses machine learning logic.
Forward-Looking: Generates predictive, not just reactive, signals.
Customizable: Flexible for any strategy or timeframe.
⯁ Conclusion
By merging ADX and linear regression, this indicator enables traders to predict market momentum rather than merely follow it. ADX Forecast Colorful is not just another indicator — it’s a scientific leap forward in technical analysis. With 26 fully configurable entry conditions and smart forecasting, this open-source tool is built for creating cutting-edge quantitative strategies.
⯁ Example of simple linear regression with one independent variable
This example demonstrates how a basic linear regression works when there is only one independent variable influencing the dependent variable. This type of model is used to identify a direct relationship between two variables.
⯁ In linear regression, observations (red) are considered the result of random deviations (green) from an underlying relationship (blue) between a dependent variable (y) and an independent variable (x)
This concept illustrates that sampled data points rarely align perfectly with the true trend line. Instead, each observed point represents the combination of the true underlying relationship and a random error component.
⯁ Visualizing heteroscedasticity in a scatterplot with 100 random fitted values using Matlab
Heteroscedasticity occurs when the variance of the errors is not constant across the range of fitted values. This visualization highlights how the spread of data can change unpredictably, which is an important factor in evaluating the validity of regression models.
⯁ The datasets in Anscombe’s quartet were designed to have nearly the same linear regression line (as well as nearly identical means, standard deviations, and correlations) but look very different when plotted
This classic example shows that summary statistics alone can be misleading. Even with identical numerical metrics, the datasets display completely different patterns, emphasizing the importance of visual inspection when interpreting a model.
⯁ Result of fitting a set of data points with a quadratic function
This example illustrates how a second-degree polynomial model can better fit certain datasets that do not follow a linear trend. The resulting curve reflects the true shape of the data more accurately than a straight line.
⯁ What is the ADX?
The Average Directional Index (ADX) is a technical analysis indicator developed by J. Welles Wilder. It measures the strength of a trend in a market, regardless of whether the trend is up or down.
The ADX is an integral part of the Directional Movement System, which also includes the Plus Directional Indicator (+DI) and the Minus Directional Indicator (-DI). By combining these components, the ADX provides a comprehensive view of market trend strength.
⯁ How to use the ADX?
The ADX is calculated based on the moving average of the price range expansion over a specified period (usually 14 periods). It is plotted on a scale from 0 to 100 and has three main zones:
Strong Trend: When the ADX is above 25, indicating a strong trend.
Weak Trend: When the ADX is below 20, indicating a weak or non-existent trend.
Neutral Zone: Between 20 and 25, where the trend strength is unclear.
⯁ Entry Conditions
Each condition below is fully configurable and can be combined to build precise trading logic.
📈 BUY
🅰️ Signal Validity: The signal will remain valid for X bars .
🅰️ Signal Sequence: Configurable as AND or OR .
🅰️ +DI > -DI
🅰️ +DI < -DI
🅰️ +DI > ADX
🅰️ +DI < ADX
🅰️ -DI > ADX
🅰️ -DI < ADX
🅰️ ADX > Threshold
🅰️ ADX < Threshold
🅰️ +DI > Threshold
🅰️ +DI < Threshold
🅰️ -DI > Threshold
🅰️ -DI < Threshold
🅰️ +DI (Crossover) -DI
🅰️ +DI (Crossunder) -DI
🅰️ +DI (Crossover) ADX
🅰️ +DI (Crossunder) ADX
🅰️ +DI (Crossover) Threshold
🅰️ +DI (Crossunder) Threshold
🅰️ -DI (Crossover) ADX
🅰️ -DI (Crossunder) ADX
🅰️ -DI (Crossover) Threshold
🅰️ -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
📉 SELL
🅰️ Signal Validity: The signal will remain valid for X bars .
🅰️ Signal Sequence: Configurable as AND or OR .
🅰️ +DI > -DI
🅰️ +DI < -DI
🅰️ +DI > ADX
🅰️ +DI < ADX
🅰️ -DI > ADX
🅰️ -DI < ADX
🅰️ ADX > Threshold
🅰️ ADX < Threshold
🅰️ +DI > Threshold
🅰️ +DI < Threshold
🅰️ -DI > Threshold
🅰️ -DI < Threshold
🅰️ +DI (Crossover) -DI
🅰️ +DI (Crossunder) -DI
🅰️ +DI (Crossover) ADX
🅰️ +DI (Crossunder) ADX
🅰️ +DI (Crossover) Threshold
🅰️ +DI (Crossunder) Threshold
🅰️ -DI (Crossover) ADX
🅰️ -DI (Crossunder) ADX
🅰️ -DI (Crossover) Threshold
🅰️ -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
🤖 Automation
All BUY and SELL conditions are compatible with TradingView alerts, making them ideal for fully or semi-automated systems.
⯁ Unique Features
Linear Regression: (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Condition Table: BUY/SELL
Condition Labels: BUY/SELL
Plot Labels in the Graph Above: BUY/SELL
Automate and Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Linear Regression (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Hybrid Flow Master📊 Hybrid Flow Master - Professional Trading Indicator
Overview
Hybrid Flow Master is an advanced all-in-one trading indicator that combines Smart Money Concepts, institutional order flow analysis, and multi-timeframe confluence scoring to identify high-probability trade setups. Designed for both scalpers and swing traders across all markets (Forex, Crypto, Stocks, Indices).
🎯 Key Features
1. Intelligent Confluence System (0-100% Scoring) Proprietary scoring algorithm that weighs multiple factors Only signals when minimum confidence threshold is met
Real-time probability calculations for each setup Signal quality grading: A+, A, B, C ratings
2. Smart Money Concepts (SMC)
Automatic Order Block detection (bullish/bearish) Fair Value Gap (FVG) identification
Market structure analysis (Higher Highs, Lower Lows) Swing high/low tracking with visual markers
3. Multi-Timeframe Analysis
Higher timeframe trend filter for confluence Customizable HTF periods (1H, 4H, Daily, etc.)
Prevents counter-trend trades Aligns entries with major trends
4. Volume Flow Analysis
Volume spike detection with customizable thresholds Volume delta calculations (buying vs selling pressure) Institutional footprint identification Background highlighting for high-volume bars
5. Advanced Risk Management
ATR-based stop loss calculation Automatic take profit levels Customizable risk/reward ratios (1:1, 1:2, 1:3+) Visual SL/TP lines on chart Position sizing guidance
6. Professional Dashboard
Real-time HUD displaying:
Market bias (Bullish/Bearish/Neutral)
Higher timeframe trend status
Current confluence percentage
Volume status (Normal/High)
RSI reading with color coding
ATR volatility measure
Signal quality grade
7. Smart Alert System
Bullish confluence signals
Bearish confluence signals
Volume spike notifications
Customizable alert messages
Works with mobile app notifications
📈 What Makes It Unique?
✅ No Repainting - All signals are confirmed and final
✅ Probability-Based - Shows confidence level, not just binary signals
✅ Multi-Factor Confluence - Combines structure, volume, momentum, and HTF analysis
✅ Clean Interface - Toggle individual components on/off
✅ Works on All Timeframes - From 1-minute scalping to daily swing trading
✅ Universal Markets - Forex, Crypto, Stocks, Indices, Commodities
🎨 Customization Options
Adjustable swing detection length
Volume threshold settings
Minimum confluence score filter
Custom color schemes
Dashboard position (4 corners)
Show/hide individual components
Risk/reward ratio adjustment
ATR multiplier for stops
📊 Best Used For:
✔️ Scalping (1m - 15m charts)
✔️ Day Trading (15m - 1H charts)
✔️ Swing Trading (4H - Daily charts)
✔️ Trend Following
✔️ Reversal Trading
✔️ Breakout Trading
💡 How to Use:
Add indicator to chart - Works immediately with default settings Set your timeframe - Choose your trading style Wait for signals - Green BUY or Red SELL labels with confidence %
Check confluence score - Higher % = better quality setup Review dashboard - Confirm market bias and HTF trend Manage risk - Use provided SL/TP levels or adjust to your preference
Set alerts - Get notified of high-probability setups
⚙️ Recommended Settings:
For Scalping (1m-5m):
Swing Length: 5-7
Min Confluence: 70%
HTF: 15m or 1H
For Day Trading (15m-1H):
Swing Length: 10-15
Min Confluence: 60%
HTF: 4H or Daily
For Swing Trading (4H-Daily):
Swing Length: 15-20
Min Confluence: 50-60%
HTF: Weekly
📚 Indicator Components:
✦ Market Structure Detection
✦ Order Block Identification
✦ Fair Value Gaps (FVG)
✦ Volume Analysis
✦ RSI (14)
✦ MACD (12, 26, 9)
✦ ATR (14)
✦ Multi-Timeframe Trend
✦ Confluence Scoring Algorithm
🚀 Performance Notes:
Optimized for speed and efficiency Minimal CPU usage Clean chart presentation
Limited drawing objects (no chart clutter) Works on all TradingView plans
⚠️ Important Notes:
This indicator is a tool to assist trading decisions, not financial advice Always use proper risk management (1-2% per trade recommended) Backtest on your preferred market and timeframe
Combine with your own analysis and strategy Past performance does not guarantee future results
🔔 Alert Setup:
Right-click indicator name → "Add Alert" → Choose:
"Bullish Confluence Signal" for buy setups
"Bearish Confluence Signal" for sell setups
"Volume Spike Alert" for unusual activity
💬 Support:
For questions, suggestions, or custom modifications, feel free to message me directly through TradingView.
CVD – Visible Range Candles & Line (Cumulative Delta Volume)Disclaimer:
This indicator is provided for informational and educational purposes only. It does not constitute investment advice, trading advice, or a recommendation to buy or sell any financial instrument. The author assumes no liability for any losses, damages, or errors arising from use or misuse of this script. Please test thoroughly and use at your own risk.
________________________________________________________________________________
Purpose
This indicator provides a fast and clear visualization of Cumulative Delta Volume (CVD) for the currently visible chart range in TradingView. It helps traders identify buy/sell volume pressure and market sentiment over any custom timeframe, with full control over reset intervals and chart style.
Key Features
CVD by Visible Bars: Dynamically calculates CVD only for bars currently visible on the chart, so scrolling and zooming always rescale the line and candles to your view.
Style Selection: Choose line or candlestick display. Candles include both standard OHLC and optional Heikin Ashi smoothing.
Automatic Resets: Restart CVD accumulation at the beginning of every day, week, month, or quarter. Choose ‘None’ for ongoing accumulation.
Fully Custom Colors: Line color, candle body, wick, border – all optimized for clarity and customizable via the indicator’s Style tab.
Autoscale Support: Always fits your timeframe. No need to adjust scale manually.
Zero-Level Reference: Includes a horizontal zero line for quick reversal detection.
Input Parameters
Style: "Line" or "Candles" – controls visual type
Heikin Ashi candles: Enable smoothing for candle view
Show Line: Toggle CVD line visibility
Reset CVD: Options: None, Daily, Weekly, Monthly, Quarterly
How To Use
Add the indicator to your TradingView chart.
Select your preferred visual style (Line or Candles).
Choose reset frequency based on your trading timeframe.
Customize colors in the Style tab (line, candle up/down, wick, border).
Scroll or zoom on the chart – the indicator’s range always fits the currently visible bars.
Typical Use Cases
Intraday traders tracking open/close session volume delta
Swing traders identifying quarterly or monthly market accumulations
Visualizing buy/sell pressure divergence at reversal points
Comparing volume sentiment across flexible chart intervals
Formula
Delta calculation: Delta=volume×(sign(close−open))
Accumulation: Resets at user-chosen intervals, CVD plotted for only visible bars
Author
Created by Ronen Cohen
ATR Volatility AlertsOverview:
This is a dynamic alert tool based on the Average True Range (ATR), designed to help traders detect sudden price movements that exceed normal volatility levels. Whether you are trading breakouts or monitoring for abnormal spikes, this indicator visualizes these events on the chart and triggers system alerts when the price move exceeds your specified ATR multiplier.
Key Features:
Fully Customizable ATR Range:
You can adjust the ATR Length (Default: 14) and the Multiplier (Default: 1.5x).
Tip: Increase the multiplier (e.g., to 2.0 or 3.0) to catch only extreme volatility, or lower it for scalping smaller moves.
Visual Chart Signals:
Visual markers appear instantly when a bar's movement exceeds the ATR threshold.
Green Triangle: Indicates an Upward Spike.
Red Triangle: Indicates a Downward Spike.
Flexible System Alerts:
Designed to integrate seamlessly with TradingView's alert system. You can choose from three specific alert directions based on your strategy:
1.Price Spike Up: Triggers only on sharp upward moves.
2.Price Spike Down: Triggers only on sharp downward moves.
3.Bidirectional Volatility Alert: Triggers on BOTH huge pumps and dumps.
How to Set Alerts:
Click the "Create Alert" button in TradingView.
Select ATR Volatility Alerts in the "Condition" dropdown.
Choose the specific logic you need:
· Select Price Spike Up for bullish monitoring.
· Select Price Spike Down for bearish monitoring.
· Select Bidirectional Volatility Alert to watch for any volatility expansion.
FVG ATRFVG ATR — Fair Value Gap Size Measured in ATR Units
This Pine Script v6 indicator detects Fair Value Gaps and displays their size as a ratio of the Average True Range, providing traders with a normalized measurement of gap significance across different market conditions and timeframes.
Key Features
Automatic FVG Detection
The indicator identifies bullish and bearish Fair Value Gaps using the standard three-candle pattern. Bullish FVGs occur when the current low exceeds the high from two bars ago, while bearish FVGs occur when the current high falls below the low from two bars ago.
ATR Ratio Calculation
Each detected FVG is measured against the current Average True Range at the moment of detection. The ratio is displayed as a compact label next to the gap, showing values like "ATR: 0.75" or "ATR: 1.41". This normalization allows comparison of gap significance across volatile and calm market periods.
Minimal Visual Footprint
Labels are displayed directly on the chart without boxes or lines, using customizable text sizes from tiny to large. The default tiny size ensures the chart remains uncluttered while providing essential information at a glance.
Highly Customizable Display
All visual aspects are configurable through input parameters, including label position (top, middle, or bottom of gap), text size, text color, optional background, and horizontal offset from the detection candle.
Customizable Parameters
Detection Settings
Detect Bullish FVG: Enable or disable detection of bullish gaps. Default is enabled.
Detect Bearish FVG: Enable or disable detection of bearish gaps. Default is enabled.
Min Size (pips): Filter out small gaps below the specified threshold. One pip equals 10 ticks for most Forex pairs. Default is 10 pips.
ATR Calculation
ATR Period: Period length for Average True Range calculation. Default is 14, adjustable to match your trading strategy.
Label Settings
Label Position: Vertical placement of the text label relative to the FVG zone. Options are Top, Middle, or Bottom. Default is Middle.
Label Size: Text size from Tiny (smallest), Small, Normal, to Large. Default is Tiny for minimal chart clutter.
Text Color: Custom color for label text. Default is white for visibility on dark themes.
Show Background: Toggle to display labels with a colored background box or as transparent text only. Default is disabled for cleaner appearance.
Background Color: Custom color for label background when enabled. Default is semi-transparent gray.
Label Offset (bars): Horizontal distance in bars between the detection candle and the label. Set to 0 for labels directly on the candle, or increase for separation. Default is 0.
Recommended Use Cases
Multi-Timeframe Analysis
Compare FVG significance across different timeframes by observing ATR ratios. A 1.5 ATR gap on the 1-hour chart may indicate different significance than the same ratio on the daily chart.
Volatility-Adjusted Trading
Use ATR ratios to filter for only the most significant gaps. For example, only trade FVGs with ratios above 1.0 to focus on gaps larger than typical price movement.
Risk Management
Size positions based on gap magnitude relative to current volatility. Larger ATR ratios may warrant tighter stops or smaller position sizes.
Market Efficiency Analysis
Track how quickly and completely different-sized gaps get filled. Gaps with higher ATR ratios may take longer to fill or act as stronger support and resistance zones.
Technical Details
This indicator is written in Pine Script v6 and follows all recommended coding standards including strict 4-space indentation, lazy boolean evaluation, and proper type declarations. The script uses array-based storage to maintain up to 500 labels simultaneously.
The ATR ratio is calculated at the moment of FVG detection and remains fixed, never repainting. The calculation divides the FVG height (distance between gap boundaries) by the current ATR value using the specified period. Division by zero is protected with conditional logic.
Label positioning uses the xloc.bar_index and yloc.price system for precise placement. The horizontal offset parameter allows traders to adjust label spacing based on chart zoom level and personal preference. Text formatting uses str.tostring with two decimal places for clear ratio display.
Important Notes
The indicator never repaints as all FVG detections and ATR calculations are fixed upon bar confirmation. Labels persist on the chart until the maximum label count is reached, at which point the oldest labels are automatically removed by TradingView.
For optimal performance on charts with many FVGs, consider increasing the minimum pip size filter or using smaller label sizes. The tiny size option provides the smallest possible text for maximum chart clarity.
Installation and Usage
Copy the source code into the TradingView Pine Editor and add the indicator to your chart. The overlay parameter is set to true, allowing labels to display directly on price candles. Configure all parameters through the indicator settings panel to match your trading style and visual preferences.
100% Pine Script v6 indicator — No repaint — Open source
TrendMaster V2TrendMaster V2 is a comprehensive Pine Script indicator designed for TradingView. It combines multiple technical indicators and an advanced scoring logic to provide actionable trading signals. The script is highly customizable, allowing users to adjust trading modes, color themes, and signal filters according to their preferences and risk tolerance.
Key Features
Composite Scoring System:
The script calculates a composite score based on trend, momentum, pattern recognition, volume, volatility, divergence, Pearson correlation, and the CCI index. This score helps identify the best buy or sell opportunities.
Customizable Parameters:
Users can choose between “Aggressive,” “Balanced,” or “Conservative” trading modes, adjust indicator periods, and customize the color scheme of all visual elements.
Confluence Analysis:
The script evaluates the number of matching bullish or bearish signals, providing a confluence summary for higher-confidence trades.
Visual Signals:
Clear visual cues (triangles, circles, crosses) are displayed on the chart for strong buy/sell signals, confluences, and divergences.
Information Panels:
Two panels display real-time data such as score, RSI, volume, volatility, Pearson, CCI, trend, signal, and mode, along with the confluence status for quick reference.
Alert Conditions:
The script supports alerts for strong buy/sell signals, confluences, and divergences.
How It Works
Main Configuration:
Users select a trading mode (Aggressive, Balanced, or Conservative) and a color theme (Dark or Light).
Custom colors can also be set for bullish, bearish, strong, neutral, and signal elements.
Technical Indicators
Moving Averages (SMA/EMA) for trend analysis.
RSI to assess momentum and overbought/oversold conditions.
MACD for trend confirmation.
Volume and Volatility (ATR) for market activity evaluation.
Advanced Indicators
Pearson Correlation to measure trend strength.
CCI for cyclic momentum analysis.
Pattern Recognition
The script identifies common bullish and bearish reversal patterns (e.g., engulfing, hammer, morning/evening star) and continuation patterns (e.g., three white soldiers/black crows).
Composite Score
Each indicator contributes to a composite score, weighted according to the selected trading mode.
The score determines the strength of buy/sell signals.
Confluence Analysis
The script counts the number of matching bullish or bearish signals, providing a confluence summary for higher-confidence trades.
Visual Signals and Alerts
Strong buy/sell signals: triangles
Confluence signals: circles
Divergences: crosses
Alerts are triggered for strong buy/sell signals, confluences, and divergences.
Usage Instructions
Add the script to your TradingView chart.
Adjust the settings in the configuration panel to match your trading style.
Monitor the information panels and visual signals to spot trading opportunities.
Set up alerts for your preferred signal types.
Average Price Calculator / VisualizerDCA Average Price Calculator - Visualize Your Breakeven & TP!
Ever wished you could visualize your trades and instantly see your average entry price right here on TradingView? Especially if you're a DCA (Dollar-Cost Averaging) trader like me, tracking multiple entries can be a hassle. You're constantly switching to a spreadsheet or calculator to figure out your breakeven and take-profit levels. Well I've developed this DCA Average Price Calculator to solve exactly that problem, bringing all your position planning directly onto your chart.
What It Does
This indicator is a interactive tool designed to calculate the weighted average price of up to 10 separate trade entries. It then plots your crucial breakeven (average price) and a customizable take-profit target directly on your chart, giving you a clear visual of your position.
Key Features
Up to 10 Order Entries: Plan complex DCA strategies with support for up to ten individual buys.
Flexible Size Input: Enter your position size in either USD Amount or Number of Shares/Contracts. The script is smart enough to know which one you're using.
Instant Average Price Calculation: Your weighted average price (your breakeven point) is calculated and plotted in real-time as a clean yellow line.
Customizable Take-Profit Target: Set your desired profit percentage and see your take-profit level instantly plotted as a green line.
Detailed On-Chart Labels: Each order you plot is marked with a detailed label showing the entry price, the number of shares purchased, and the total USD value of that entry.
Clean & Uncluttered UI: The main Average and TP labels are intelligently shifted to the right, ensuring they don't overlap with your entry markers, keeping your chart readable.
How to Use It - Simple Steps
Add the indicator to your chart.
Open the script's 'Settings' menu.
In the 'Take Profit' section, set your desired profit percentage (e.g., 1 for 1%).
Under the 'Orders' section, begin filling in your entries. For each 'Order #', enter the Price.
Next, enter the size. You can either fill in the 'Size (USD)' box OR the '/ Shares' box. Leave the one you're not using at 0.
As you add orders, the 'Avg' (yellow) and 'TP' (green) lines, along with the blue order labels, will automatically appear and adjust on your chart!
Who Is This For?
DCA Traders: This is the ultimate tool for you!
Position Traders: Keep track of scaling into a larger position over time.
Manual Backtesters: Quickly simulate and visualize how a series of buys would have played out.
Any Trader who wants a quick and easy way to calculate their average entry without leaving TradingView.
I built this tool to improve my own trading workflow, and I hope it helps you as much as it has helped me. If you find it useful, please consider giving it a 'Like' and feel free to leave any feedback or suggestions in the comments!
Happy trading
Pivot Points High Low Multi Time Frame + AlertsThis script is a modified version of “Pivot Points High Low Multi Time Frame” for TradingView, enhanced with price alerts when the market reaches or crosses recent pivot levels.
What it does:
Detects Pivot Highs and Pivot Lows based on your chosen timeframe and bar settings.
Draws visual lines and labels at each pivot level for clear identification.
Keeps track of the latest pivot high and low values.
Triggers an alert condition when the price crosses either of those pivots.
Alert conditions included:
🔔 Price Crossed Pivot High — notifies when the price touches or moves above the last pivot high.
🔔 Price Crossed Pivot Low — notifies when the price touches or moves below the last pivot low.
How to use:
Add the script to your chart in TradingView.
Click the Alarm (🔔) icon → choose Add Alert.
Under Condition, select this indicator and pick one of the two alert types.
Choose your preferred alert frequency (Once per bar, Every time, etc.).
Tip: You can also visually see when alerts are triggered — small green and red triangles will appear above or below the bars where the price crosses a pivot.
Stablecoin to BTC Market Cap RatioThis indicator calculates the ratio of the combined market capitalization of USDT and USDC stablecoins to the market capitalization of BTC. Data is updated daily from TradingView's CRYPTOCAP sources. It is displayed as a line in a separate panel, allowing analysis of stablecoin liquidity dynamics relative to BTC.
How to Use
Add the indicator to any asset chart in TradingView. It is useful for assessing the potential buying power of stablecoins in the cryptocurrency market. High ratio values may signal accumulation of liquidity in stablecoins, often preceding growth in BTC or altcoins (bullish signal). Low values indicate a decrease in the role of stablecoins, which may be bearish. It is recommended to combine with other indicators, such as RSI or volumes, to confirm trends.
X Tail that Wagsintraday session-framework and ETH-anchored VWAP tool for TradingView. It draws today’s OVN (ETH) high/mid/low, today’s RTH-day open, previous day open/high/low, and a carried ETH VWAP handle (yesterday’s 4:00 PM NY VWAP, projected forward) to give you a clean, non-repainting scaffold for bias, structure, and execution. All timestamps are New York–local with DST handled explicitly, so historical sessions align correctly across time changes.
Key Capabilities
ETH OVN Range (18:00 → 09:30 NY)
Captures the rolling overnight high/low and computes the mid; at 09:30 NY it locks those levels and extends them to 16:00 NY (same day).
Optional labels (size/color configurable) placed slightly to the right of the 4 PM timestamp for readability.
Daily Handles (Today & Previous Day)
Today’s open line starts at the ETH open (anchor preserved) and extends toward 4 PM NY (or up to the “current bar + 5 bars” cap), with label control.
Previous day open/high/low plotted as discrete reference lines for carry-over structure.
ETH-Anchored VWAP (Live) + Bands
ETH-anchored VWAP runs only during the active ETH session (DST-aware).
Optional VWAP bands (0.5×, 1.0×, 2.0× multipliers) plotted as line-break series.
Carried ETH VWAP Handle (PD 4 PM Snapshot)
At 16:00 NY, the script snapshots the final ETH VWAP value.
On the next ETH open, it projects that value as a static dashed line through the session (non-mutating, non-repainting), with optional label.
Labeling & Styling
Single-toggle label system with color and five sizes.
Per-line color/width controls for quick visual hierarchy.
Internal “tail” logic keeps right endpoints near price (open-anchored lines extend to min(4 PM, now + 5 bars)), avoiding chart-wide overdraw.
Robust Session Logic
All session boundaries computed in NY local time; DST rules applied for historical bars.
Cross-midnight windows handled safely (no gaps or misalignment around day rolls).
Primary Use Cases
Session Bias & Context
Use OVN H/M/L and today’s open to define structural bias zones before RTH begins. A break-and-hold above OVN mid, for example, can filter long ideas; conversely, rejection at OVN high can warn of mean reversion.
Carry-Forward Mean/Value Reference
The carried ETH VWAP (PD 4 PM) acts as a “value memory” line for the next day. Traders can:
Fade tests away from it in balanced conditions,
Use it as a pullback/acceptance gauge during trends,
Track liquidity grabs when price spikes through and reclaims.
Execution Planning & Risk
Anchor stops/targets around PD H/L and OVN H/M/L for well-defined invalidation.
Combine with your entry model (order-flow, momentum, or pattern) to time fades at range extremes or momentum breaks from OVN mid.
Confluence Mapping
Layer the tool with opening range tools, HTF zones, or profile/VWAPs (weekly/daily) to spot high-quality confluence where multiple references cluster.
Regime & Day-Type Read
Quickly see whether RTH accepts/rejects the OVN range or gravitates to PD VWAP handle, helping classify the day (trend, balanced, double-distribution, etc.).
Quick Start
Apply to your intraday chart (any instrument supported by TradingView; best on ≤15m for live intraday context).
In Current Day group, keep Open and OVN HL on; optionally display the mid.
In Previous Day group, enable PD Open/HL for carry-over levels.
Enable AVWAP if you want live ETH-anchored VWAP and its Bands for distance context.
Keep PD VWAP on to project yesterday’s 4 PM ETH VWAP as a static dashed line into today.
Use the Label group to size/color the on-chart tags.
Settings Overview (Plain-English)
Label: Toggle labels on/off; choose label text color and size.
Current Day:
Open (color/width) — daily open line anchored at ETH open.
OVN HL (and Mid) — overnight high/low and midpoint, locked at 09:30 and extended to 16:00.
AVWAP + Bands — ETH-anchored VWAP with optional 0.5×/1×/2× bands.
Previous Day:
PD Open/HL — yesterday’s daily handles.
PD VWAP — the carried snapshot of yesterday’s 4 PM ETH VWAP projected forward (dashed).
Notes & Best Practices
Time Zone: All session logic is hard-coded to America/New_York and DST-robust. No manual DST tweaks required.
Non-Repainting: The carried PD VWAP line is a snapshot; once drawn, it does not back-fill or mutate.
Intraday Use: Designed for intraday execution. It will display on higher TFs, but the session granularity is most informative at ≤15m.
Performance: Script caps lines/labels (500) and uses short “tails” to keep charts responsive.
Compatibility: Uses request.security(..., "D", series, lookahead_on) intentionally to lock daily handles early for planning; this is by design.
Typical Playbook Examples
Fade Extremes in Balance: As RTH opens inside OVN, look for rejection wicks at OVN High with confluence from PD VWAP handle overhead; risk above OVN High.
Trend Continuation: In directional sessions, acceptances above OVN Mid with price pulling back to the live ETH VWAP can offer continuation entries.
Reversion to Value: Sharp extensions away from the carried PD VWAP that quickly stall often revert to that handle; use it as a target or as an acceptance test.
AlfaBitcoin Dashboard – Estrategia Combinada (Juan + Gael)Integrate the TradingView (TV) indicators with the sessions from October 16 and 21 (Gael Sánchez Smith and Juan Rodríguez). We can build an alert system or dashboard that combines what was discussed in both sessions with your custom indicators on TradingView.






















