Empiece

Volatilidad

Uptrick: Volatility Weighted CloudIntroduction The Volatility Weighted Cloud (VWC) is a trend-tracking overlay that combines adaptive volatility-based bands with a multi-source smoothed price cloud to visualize market bias. It provides users with a dynamic structure that adapts to volatility conditions while maintaining a persistent visual record of trend direction. By incorporating configurable smoothing techniques, percentile-ranked volatility, and multi-line cloud construction, the indicator allows traders to interpret price context more effectively without relying on raw price movement alone. Overview The script builds a smoothed price basis using the open, and close prices independently, and uses these to construct a layered visual cloud. This cloud serves both as a reference for price structure and a potential area of dynamic support and resistance. Alongside this cloud, adaptive upper and lower bands are plotted using volatility that scales with percentile rank. When price closes above or below these bands, the script interprets that as a breakout and updates the trend bias accordingly. Candle coloring is persistent and reflects the most recent confirmed signal. Labels can optionally be placed on the chart when the trend bias flips, giving traders additional visual reference points. The indicator is designed to be both flexible and visually compact, supporting different strategies and timeframes through its detailed configuration options. Originality This script introduces originality through its combined use of percentile-ranked volatility, adaptive envelope sizing, and multi-source cloud construction. Unlike static-band indicators, the Volatility Weighted Cloud adjusts its band width based on where current volatility ranks within a defined lookback range. This dynamic scaling allows for smoother signal behavior during low-volatility environments and more responsive behavior during high-volatility phases. Additionally, instead of using a single basis line, the indicator computes two separate smoothed lines for open and close. These are rendered into a shaded visual cloud that reflects price structure more completely than traditional moving average overlays. The use of ALMA and MAD, both less commonly applied in volatility-band overlays, adds further control over smoothing behavior and volatility measurement, enhancing its adaptability across different market types. Inputs Group: Core Basis Length (short-term): The number of bars used for calculating the primary basis line. Affects how quickly the basis responds to price changes. Basis Type: Option to choose between EMA and ALMA. EMA provides a standard exponential average; ALMA offers a centered, Gaussian-weighted average with reduced lag. ALMA Offset: Determines the balance point of the ALMA window. Only applies when ALMA is selected. Sigma: Sets the width of the ALMA smoothing window, influencing how much smoothing is applied. Basis Smoothing EMA: Adds additional EMA-based smoothing to the computed basis line for noise reduction. Group: Volatility & Bands Volatility: Choose between StDev (standard deviation) and MAD (median absolute deviation) for measuring price volatility. Vol Length (short-term): Length of the window used for calculating volatility. Vol Smoothing EMA: Smooths the raw volatility value to stabilize band behavior. Min Multiplier: Minimum multiplier applied to volatility when forming the adaptive bands. Max Multiplier: Maximum multiplier applied at high volatility percentile. Volatility Rank Lookback: Number of bars used to calculate the percentile rank of current volatility. Show Adaptive Bands: Enables or disables the display of upper and lower volatility bands on the chart. Group: Trend Switch Labels Show Trend Switch Labels: Toggles the appearance of labels when the trend direction changes. Label Anchor: Defines whether the labels are anchored to recent highs/lows or to the main basis line. ATR Length (offset): Length used for calculating ATR, which determines label offset distance. ATR Offset (multiplier): Multiplies the ATR value to place labels away from price bars for better visibility. Label Size: Allows selection of label size (tiny to huge) to suit different chart setups. Features Adaptive Volatility Bands: The indicator calculates volatility using either standard deviation or MAD. It then applies an EMA smoothing layer and scales the band width dynamically based on the percentile rank of volatility over a user-defined lookback window. This avoids fixed-width bands and allows the indicator to adapt to changing volatility regimes in real time. Volatility Method Options: Users can switch between two volatility measurement methods: ➤ Standard Deviation (StDev): Captures overall price dispersion, but may be sensitive to spikes. ➤ Median Absolute Deviation (MAD): A more robust measure that reduces the effect of outliers, making the bands less jumpy during erratic price behavior. Basis Type Options: The core price basis used for cloud and bands can be built from: ➤ Exponential Moving Average (EMA): Fast-reacting and widely used in trend systems. ➤ Arnaud Legoux Moving Average (ALMA): A smoother, more centered alternative that offers greater control through offset and sigma parameters. Multi-Line Basis Cloud: The cloud is formed by plotting two individually smoothed basis lines from open and close prices. A filled area is created between the open and close basis lines. This cloud serves as a dynamic support or resistance zone, allowing users to identify possible reversal areas. Price moving through or rejecting from the cloud can be interpreted contextually, especially when combined with band-based signals. Persistent Trend Bias Coloring: The indicator uses the last confirmed breakout (above upper band or below lower band) to determine bias. This bias is reflected in the color of every subsequent candle, offering a persistent visual cue until a new signal is triggered. It helps simplify trend recognition, especially in choppy or sideways markets. Trend Switch Labels: When enabled, the script places labeled markers at the exact bar where the bias direction switches. Labels are anchored either to recent highs/lows or to the main basis line, and spaced vertically using an ATR-based offset. This allows the trader to quickly locate historical trend transitions. Alert Conditions: Two built-in alert conditions are available: ➤ Long Signal: Triggered when the close crosses above the upper adaptive band. ➤ Short Signal: Triggered when the close crosses below the lower adaptive band. These conditions can be used for custom alerts, automation, or external signaling tools. Display Control and Flexibility: Users can disable the adaptive bands for a cleaner layout while keeping the basis cloud and candle coloring active. The indicator can be tuned for fast or slow response depending on the strategy in use, and is suitable for intraday, swing, or position trading. Summary The Volatility Weighted Cloud is a configurable trend-following overlay that uses adaptive volatility bands and a structured cloud system to help visualize market bias. By combining EMA or ALMA smoothing with percentile-ranked volatility and a four-line price structure, it provides a flexible and informative charting layer. Its key strengths lie in the use of dynamic envelopes, visually persistent trend indication, and clearly defined breakout zones that adapt to current volatility conditions. Disclaimer This indicator is for informational and educational purposes only. Trading involves risk and may not be suitable for all investors. Past performance does not guarantee future results.
Indicador Pine Script®
por Uptrick
11
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System ## WHAT THIS INDICATOR DOES: This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center. ## INDICATOR VS STRATEGY - KEY DISTINCTION: **This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it: - Displays visual signals on your chart when entry conditions are met - Sends customizable alerts to your device/email when opportunities arise - Shows TP/SL levels for reference but does not place orders - Requires you to manually enter and exit positions based on signals - Works with all TradingView subscription levels (alerts included on all plans) **For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version. ## ALERT CAPABILITIES: This indicator includes four distinct alert conditions that can be configured independently: **1. New Channel Formation Alert** - Triggers when a fresh BOCS channel is identified - Message: "New BOCS channel formed - potential scalp setup ready" - Use this to prepare for upcoming trading opportunities **2. Long Scalp Entry Alert** - Fires when price touches the long entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5" **3. Short Scalp Entry Alert** - Fires when price touches the short entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75" **4. Any Entry Signal Alert** - Combined alert for both long and short entries - Use this if you want a single alert stream for all opportunities - Message: "BOCS Scalp Entry: at " **Setting Up Alerts:** 1. Add indicator to chart and configure settings 2. Click the Alert (⏰) button in TradingView toolbar 3. Select "BOCS Channel Scalper" from condition dropdown 4. Choose desired alert type (Long, Short, Any, or Channel Formation) 5. Set "Once Per Bar Close" to avoid false signals during bar formation 6. Configure delivery method (popup, email, webhook for automation platforms) 7. Save alert - it will fire automatically when conditions are met **Alert Message Placeholders:** Alerts use TradingView's dynamic placeholder system: - {{ticker}} = Symbol name (e.g., NQ1!) - {{close}} = Current price at signal - {{plot_1}} = Calculated take profit level - {{plot_2}} = Calculated stop loss level These placeholders populate automatically, creating detailed notification messages without manual configuration. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Alerts enabled - If ATR < threshold: No alerts fire This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗). ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders. ### Stop Loss Placement: Stop losses are calculated just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ## INPUT PARAMETERS: ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long alert generation on/off - **Enable Short Scalps**: Toggle short alert generation on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time indicator status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Long Color**: Customize long signal color (default: darker green for readability) - **Short Color**: Customize short signal color (default: red) - **TP/SL Colors**: Customize take profit and stop loss line colors - **Line Length**: Visual length of TP/SL reference lines (5-200 bars) ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short alerts - **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status - **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications ## HOW TO USE: ### For 1-3 Minute Scalping with Alerts (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars to reduce alert spam - **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications - **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels ### For 5-15 Minute Day Trading with Alerts: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias - **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually ### For 30-60 Minute Swing Scalping with Alerts: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts - **Execution**: Larger timeframes allow more analysis time between alert and entry ### Webhook Integration for Semi-Automation: - Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation - Alert message includes all necessary order parameters (direction, entry, TP, SL) - Webhook receives structured data when signal fires - External platform can auto-execute based on alert payload - Still maintains manual oversight vs full strategy automation ## USAGE CONSIDERATIONS: - **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality - **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation - **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation - **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume - **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts - **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe. ## KNOWN LIMITATIONS: - **Indicator does not execute trades** - alerts are informational only; you must manually place all orders - **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues - **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently - **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders - **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown - **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size - **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security() - **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops - **No partial closing capability** - full position management is manual; you determine scaling out - **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale ## RISK DISCLOSURE: Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually. ## ACKNOWLEDGMENT & CREDITS: This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
Indicador Pine Script®
por TradeManager_PRO
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Estrategia Pine Script®
por TradeManager_PRO
VCP + TTM Squeeze Breakout Detection ToolThis open-source script combines two powerful concepts into a single breakout detection tool: 1. **VCP (Volatility Contraction Pattern)** Based on Mark Minervini’s principle of structured volatility contraction. The script identifies low ATR environments combined with a strong trend filter using EMA 50, EMA 100, and EMA 200. A pivot high is fixed using a rolling high from the last X candles. 2. **TTM Squeeze (inspired by Beardy_Fred's Pro version)** This module compares Bollinger Bands to Keltner Channels. When the Bollinger Bands fit inside the Keltner Channels, it signals volatility compression. The script classifies the squeeze intensity into four stages using colored dots: - **Green:** No squeeze - **Black:** Light compression - **Red:** Medium compression - **Orange:** Strong compression A linear momentum oscillator adds directional confirmation by plotting aqua bars above price if momentum is positive. --- ### **Signal Logic** - **Yellow Dots (Setup Potential)** Appear when VCP criteria are met **and** either momentum is bearish or the squeeze is still active (non-green). - **Green Dots (Breakout Active)** Appear only when: - Price breaks above pivot high - EMA filter is valid - Squeeze has resolved (green) - Volume is higher than the previous bar - Momentum is positive Breakout status is removed once volume AND true range drop below their respective short-term averages. --- ### **Visual Elements** - 3 EMA Lines: EMA 50 (blue), EMA 100 (orange), EMA 200 (red) - Pivot line (red), based on recent high - Colored squeeze state (dots at zero line) - Yellow dots (pre-breakout tension) - Green dots (confirmed breakout) - Aqua bars above price (momentum strength) --- **Note:** This script is for educational purposes only and does not constitute financial advice. No alerts included yet. No external dependencies. No embedded advertising. --- **License** Portions of the TTM Squeeze code are derived from “Beardy Squeeze Pro” and are used under the terms of the Mozilla Public License 2.0. www.mozilla.org
Indicador Pine Script®
por kaspareit-trading
Cycle-Synced Channel Breakout📌 Cycle-Synced Channel Breakout – Detect Breakouts Confirmed by Candles and Momentum Cycles 📖 Overview The Cycle-Synced Channel Breakout indicator is a precision breakout detection tool that combines the power of: • Adaptive Keltner Channels • Dominant Cycle Period Analysis (Ehlers-inspired) • Candlestick Pattern Recognition (Engulfing) This multi-layered approach helps identify true breakout opportunities by filtering out noise and false signals, making it ideal for swing traders and intraday traders seeking high-probability directional moves. ⚙️ How It Works 1. Keltner Channel Envelope A dynamic volatility channel based on the EMA and ATR defines the upper and lower bounds of price movement. 2. Engulfing Candle Detection The script detects strong bullish and bearish engulfing patterns, which often signal trend reversals or momentum continuations. 3. Dominant Cycle Momentum (Ehlers-inspired) Using a smoothed power oscillator derived from a detrended price series, the indicator assesses whether momentum is accelerating during the breakout — filtering out weak moves. 4. Signal Confirmation Logic A signal is only shown when: • An engulfing pattern is detected, and • Price breaks out of the Keltner Channel, and • Momentum (cycle power) is rising 5. Visual Feedback • Breakout signals are plotted with “BUY” or “SELL” labels • Faded green/red background highlights confirmed breakouts • Optional display of engulfing candles with triangle markers ⸻ 🛠️ Key Features • ✅ Adaptive Keltner Channels • ✅ Bullish/Bearish Engulfing Candle Recognition • ✅ Ehlers-style Cycle Momentum Confirmation • ✅ Background highlights for confirmed breakouts • ✅ Optional candle pattern visualization • ✅ Lightweight and Pine v6 compatible ⸻ 🧪 Inputs • Keltner Length – EMA period for channel basis • Multiplier – Multiplied with ATR to determine band width • Cycle Lookback – Used to calculate smoothed cycle power • Show Engulfing Candles? – Toggles candlestick signals • Show Breakout Signals? – Toggles breakout labels and backgrounds ⸻ 🧠 How to Use • Look for “BUY” or “SELL” labels when: • An engulfing candle breaks through the Keltner Channel • Cycle momentum confirms strength behind the move • The background color will faintly highlight the breakout direction. • Use in combination with other trend or volume indicators for added confluence. 🔒 Notes • This indicator is not repainting. • It is designed for educational and research purposes only. • Works across all timeframes and asset classes (stocks, crypto, forex, etc.)
Indicador Pine Script®
por TradeTechanalysis
Iron Condor Pro v6 – Full EngineIronCondor Engine v6.6 is a multi-mode options strategy tool for planning and managing iron condors, straddles, strangles, and butterflies. It supports both setup planning and live trade tracking with modeled delta, risk-based strike selection, IV rank estimation, and visual breach alerts. Use Setup Mode to preview strike structures based on IV proxy, ATR, delta targeting, and risk tier (High/Mid/Low/Delta). Use Live Mode to track real trades, enter strike/premium data, and monitor live P&L, delta drift, and range status. This script does not connect to live option chains. Volatility and delta are modeled using price history. All strikes and premiums must be confirmed using your broker before placing trades. Best used with strong support/resistance levels and high IV rank (30%+). For educational purposes only. Workflow Guide Use this flow whether you're setting up on Sunday night or any day before placing a trade. Step 0: Pre-Script Preparation Before using the script: Identify major support and resistance zones on your chart. Define the expected range or consolidation area. Use this context to help evaluate strike placement 1. Setup Phase (Pre-Trade Planning) Step 1 – Load the Script Add: IronCondor Engine v6.6 – Full Risk/Decay Edition to your chart Step 2 – Set Mode = Setup This enables planning mode, where the engine calculates strike combinations based on: Your selected risk profile (High, Mid, Low, or Delta) Historical volatility (20-day log return) ATR (Average True Range) Target short delta (adjustable) Step 3 – Review Setup Table Enable Show Setup Table to view calculated strikes and width by risk tier. Adjust any of the following as needed: Target Short Delta Strike Interval ($) Width multipliers (High/Mid/Low) Risk tier under Auto-Feed Choice Step 4 – Evaluate the Setup Is the net credit at least 1.5–2.0x your max risk? Are the short strikes clearly outside support/resistance zones? Are the short deltas between 0.15 and 0.30? Is the range wide enough to handle normal price movement? Step 5 – Prep for Execution Enable Auto-Feed Setup → Live to carry Setup strikes into Live mode Or disable it if you prefer to manually enter strikes later 2. Trade Execution (Live Tracking Mode) Step 1 – Place the Trade with Your Broker Use your brokerage (TOS, Tasty, IBKR, etc.) to place the iron condor or other structure Step 2 – Set Mode = Live In Live mode: If Auto-Feed is ON, the Setup strikes auto-populate If Auto-Feed is OFF, manually enter: Short and long strikes (Call and Put) Premiums collected/paid per leg Total net credit (Entry Credit) Optional: Input current mid prices for each leg in the "Live Chain" section to track live mark-to-market P&L Once all required fields are valid, the script activates: Real-time profit/loss tracking Max risk estimate Delta monitoring on short legs IV Rank estimate Breach detection system Chart visuals (if enabled) 3. Trade Management (During the Week) While the trade is active, use the dashboard and visuals to monitor: Key Metrics: Unrealized P/L % Mark-to-market value vs entry credit Daily decay (theta) Days until expiration Breach status: In Range Near Breach Breached Alerts: Price near short strike → suggests roll Price breaches long strike → breach alert 50% or 75% profit → optional exit signal Delta exceeds threshold → exposure may need adjustment Management Tips: At 50–75% profit: consider closing early If price nears a short leg: roll, hedge, or manage If nearing expiry: decide whether to hold or close If IV collapses: may accelerate time decay or reduce exit value 4. End-of-Week or Expiration Management If Profit Target Hit Close early to reduce risk and lock gains If Still Open Near Expiry Close the position or Hold through expiration only if you're fully prepared for pinning/gamma/assignment scenarios Avoid holding open spreads over the weekend unless part of a defined strategy Reference Notes Strike Width Defined as: Width = Distance between Short and Long strike Used for calculating max loss and breach visuals Delta Guidelines 0.15–0.20 = safer, wider range, lower credit 0.25–0.30 = more aggressive, tighter range, higher credit Use Target Short Delta input to adjust auto-selected strikes accordingly Credit Example Sell Call: $1.04 Sell Put: $0.23 Buy Call + Put wings: $0.14 Net Credit = $1.13 = $113 per contract (max profit) This is the max profit if price stays between short strikes through expiration IV Rank (Estimated) This script does not use options chain IV data. Instead, it calculates a volatility proxy: ivRaw = ta.stdev(log returns, 20) * sqrt(252) IV Rank is then calculated as the percentile of this value within the last 252 bars. High IV Rank (30%–100%) → better premium-selling conditions Low IV Rank (<30%) → lower edge for condors Ideal to sell premium when IV Rank is above 30–50% Disclosures and Limitations This script is for educational use only It does not connect to live option chains All strikes, deltas, and premiums must be validated through your broker Always confirm real-time IV, delta, and pricing before placing a trade
Indicador Pine Script®
por renderingnature1
ATR Regime Study [CHE] ATR Regime Study — ATR percentile regimes with clear bands, table and live label Summary This study classifies volatility into five regimes by converting ATR into a percentile rank over a rolling window, plotted on a standardized scale between zero and one hundred. Colored bands mark regime thresholds, while a compact table and an optional label report the current percentile and regime. The standardized scale makes symbols and timeframes easier to compare than raw ATR values. Implemented in Pine v6 as a separate pane (overlay set to false), it is a context tool to adapt tactics and risk handling to the prevailing volatility environment. Motivation: Why this design? Raw ATR varies with price scale and asset characteristics, which makes regime comparison inconsistent and leads to poor transfer of settings across symbols and timeframes. The core idea is to transform ATR into a percentile rank within a user-defined lookback, then map it into discrete regimes. This yields a stable, interpretable context signal that shifts slower than raw ATR while still responding to genuine volatility changes. What’s different vs. standard approaches? Reference baseline: Traditional ATR plots or ATR bands using fixed multipliers. Architecture differences: Percentile ranking of ATR within a rolling window. Five discrete regimes with fixed thresholds at ninety, seventy, thirty, and ten. Visual fills between thresholds plus a live table and a last-bar label. Practical effect: You read a single normalized line between zero and one hundred with consistent thresholds. This improves cross-asset comparison and makes regime shifts obvious at a glance. How it works (technical) The script computes ATR over a configurable length, then converts that series to a percentile rank over a configurable number of bars. The percentile is naturally scaled and limited between zero and one hundred. That value is mapped to one of five regimes: above ninety (Extreme), between seventy and ninety (Elevated), between thirty and seventy (Normal), between ten and thirty (Calm), and below ten (Squeeze). Horizontal guide lines mark the thresholds, and fills shade the regions. A table is created once and updated on each bar to show regime definitions and highlight the current row. An optional label on the last bar displays the current percentile and regime. No higher-timeframe requests are used, so repaint risk is limited to normal live-bar fluctuation until the bar closes. Parameter Guide ATR length — Effect: Controls how fast ATR reacts to new ranges. Default: fourteen. Trade-offs/Tips: Increase to reduce noise in choppy markets; decrease to react faster during regime changes. Percentile window (bars) — Effect: Number of bars used for the percentile ranking. Default: two hundred fifty-two. Trade-offs/Tips: Larger windows stabilize the percentile but slow adaptation after structural regime shifts; smaller windows adapt faster but may flip more often. Table › Show — Effect: Toggles the regime overview table. Default: enabled. Trade-offs/Tips: Disable on constrained layouts to reduce visual clutter. Table › Position — Effect: Anchors the table in a chart corner. Default: Top Right. Trade-offs/Tips: Choose a corner that avoids overlapping other panels or drawings. Label › Show — Effect: Toggles a last-bar label with current percentile and regime. Default: enabled. Trade-offs/Tips: Useful for quick reads; disable if it obscures other annotations. Reading & Interpretation The white line shows ATR percentile between zero and one hundred. Crossing above seventy signals an elevated volatility environment; above ninety indicates event-driven extremes. Between thirty and seventy represents typical conditions. Between ten and thirty indicates calm conditions that often suit mean reversion. Below ten reflects compression, where breakout probability often increases. The colored bands visually reinforce these ranges. The table summarizes regime definitions and highlights the current state. The last-bar label mirrors the current percentile and regime for quick inspection. Practical Workflows & Combinations Trend following: Prefer continuation tactics when the percentile holds in the Normal or Elevated bands and structure confirms higher highs and higher lows. Consider wider stops and partial position sizing as percentile rises. Mean reversion: Favor fades in Calm regimes within defined ranges; use structure filters and time-of-day constraints to avoid low-liquidity whipsaws. Breakout preparation: Track compressions below ten; plan entries only with structure confirmation and risk caps, since compressions can persist. Multi-asset/Multi-TF: Defaults travel well on daily charts. For intraday, reduce the percentile window to align with session dynamics. Combine with trend or market structure tools for confirmation. Behavior, Constraints & Performance Repaint/confirmation: The percentile updates during live bars and stabilizes on close; closed bars do not repaint. security/HTF: Not used. If you add higher-timeframe aggregation externally, account for standard repaint caveats. Resources: Declared maximum bars back is two thousand; limits for lines and labels are five hundred each. A short loop updates the table rows; arrays are used for table content only. Known limits: Regime boundaries are fixed; assets with persistent volatility shifts may require window retuning. Low-liquidity periods and gaps can produce abrupt percentile changes. ATR is direction-agnostic and should be paired with trend or structure context. Sensible Defaults & Quick Tuning Start with ATR length fourteen and percentile window two hundred fifty-two on daily charts. Too many flips: Increase ATR length or increase the percentile window. Too sluggish: Decrease the percentile window or reduce ATR length. Intraday noise: Keep ATR length moderate and reduce the window to a session-appropriate size; optionally hide the label to declutter. Compressed markets: Maintain defaults but rely more on structure and volume filters before acting. What this indicator is—and isn’t This is a volatility regime context layer that standardizes ATR into interpretable regimes. It is not a complete trading system, not predictive, and not a stand-alone entry signal. Use it alongside structure analysis, confirmation tools, and disciplined risk management. 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. Best regards and happy trading Chervolino
Indicador Pine Script®
por chervolino
Multi Indicator Screener# 📊 Multi-Indicator Screener | BB + KC Squeeze + RSI + MACD + ADX ### 🔹 Institutional-Grade Multi-Symbol Scanner with Breakout Alerts --- ## 📌 Overview The **Multi-Indicator Screener** is an advanced dashboard that monitors **10 symbols simultaneously** with **multi-indicator confluence**: - 🔹 **Bollinger Bands + Keltner Channel (Squeeze Logic)** - 🔹 **RSI + MACD Confirmation** - 🔹 **ADX Trend Strength** - 🔹 **ATR-based Trailing Stops** - 🔹 **Volume-Confirmed Breakouts** Designed for **professional traders**, this screener highlights **high-probability setups** across multiple assets in real time. --- ## ✨ Key Features ### 🔹 Bollinger Band Suite - ✅ Detects **directional bias** (Bullish / Bearish / Neutral). - ✅ Marks **Breakouts (Up/Down)** with optional **volume confirmation**. - ✅ LazyBear-style **Squeeze Detection**: - 🔒 Squeeze ON → Low volatility, contraction phase. - 🚀 Squeeze OFF → Breakout potential. - Neutral → No clear squeeze. ### 🔹 RSI + MACD Confluence - ✅ RSI confirmation above user-defined threshold (default 55). - ✅ MACD crossover confirmation. - ✅ RSI value color-coded in table: - 🔴 Oversold (<30) - 🟢 Strong bullish (>60) - 🟢 Lime (>75 = very strong) - 🟠 Neutral zone ### 🔹 ADX Trend Strength - ✅ Displays **ADX value**, plus **+DI / -DI**. - ✅ ADX > 25 → Highlighted as strong trend. ### 🔹 ATR Trailing Stop Loss - ✅ Auto-calculated **buy-side trailing stop** & **sell-side trailing stop**. - ✅ Adjustable via multiplier input. ### 🔹 Multi-Symbol Screener Table - ✅ Preloaded with **Top 10 Nifty 50 symbols** (customizable). - ✅ Dashboard columns include: - Symbol - BB Direction - Breakout - Squeeze Status - Higher-TF BB Confirmation - RSI + MACD Signals - RSI Value - ADX, +DI, -DI - Trailing SL (Buy/Sell) - Volume Confirmation --- ## 🔔 Alerts Each symbol has **independent breakout alerts**: - 📢 `Volume-Confirmed BB Breakout Detected` Alerts fire when a **breakout above/below Bollinger Bands** is confirmed with **above-average volume**. --- ## 📖 How to Use 1. **Select Symbols** - By default, loads top Nifty 50 stocks. - Replace with your preferred tickers (`NSE:RELIANCE`, `NASDAQ:AAPL`, `BINANCE:BTCUSDT`, etc.). 2. **Enable Presets** - **Scalping Mode** → BB Length = 10, Multiplier = 1.5 (more sensitive). - **Swing Mode** → BB Length = 30, Multiplier = 2.5 (smoother). 3. **Monitor Table** - Look for **✔️ confirmations** across BB, RSI, MACD, ADX, and Volume. - Strong setups = multiple confirmations aligning. 4. **Set Alerts** - Add alerts for your desired symbols to never miss a breakout. --- ## 🎯 Best For - ✅ Scalpers & Swing Traders - ✅ Multi-asset monitoring (stocks, forex, crypto) - ✅ Traders using **volatility breakout + momentum confirmation** - ✅ Institutional-style dashboard users --- ## ⚠️ Disclaimer This script is for **educational purposes only**. It is **not financial advice**. Please backtest before trading. ---
Indicador Pine Script®
por ask2maniish
EMA Separation (LFZ Scalps) v6 — Early TriggerPlots the percentage distance between a fast and a slow EMA (default 9 & 21) to gauge trend strength and filter out choppy London Flow Zone breakouts. • Gray – EMAs nearly flat (low momentum, avoid trades) • Orange – early trend building • Green/Red – strong directional momentum Useful for day-traders: wait for the gap to widen beyond your chosen threshold (e.g., 0.25 %) before entering a breakout. Adjustable EMA lengths and alert when the separation exceeds your “strong trend” level.
Indicador Pine Script®
por jamesmchugh44
NY Open OR/ATR Diff Planner – v2.8 NY Open OR/ATR Diff Planner – v2.8 (Hi-Contrast) Trade the Opening Range Breakout with a plan, not vibes. This tool builds the NY Opening Range (OR) from the cash open and overlays a complete, risk-based execution plan: precise entry, structural stop, position size, targets, and R:R — all tied to the Daily ATR(14) and the remaining ATR “fuel” left in the day. What it does Opening Range: First N minutes after 09:30 ET (choose 5/15/30/60). Today-only lines: Automatically resets at 09:30; no carry-over from prior days. Session aware: Works on RTH or ETH charts. OR always anchors at 09:30 ET. Fuel model: Computes Session Range (since 09:30) and ATR Diff Left = Daily ATR − Session Range. Entries & Stops: Long plan: Entry = ORH, Stop = ORL Short plan: Entry = ORL, Stop = ORH Targets: TP1 = 1R (distance of entry→stop) TP (ATR-diff cap): Entry ± ATR Diff Left (caps greed when the day’s ATR is nearly spent) Sizing & R:R: Position size = Account × Risk% / Risk per share, with live R:R to ATR-diff target. Hi-contrast table: Clear readout of Daily ATR, OR size, OR/ATR%, Session Range, ATR left, entries/stops/TPs, size, and max $ risk. Inputs Opening Range (minutes): 5 / 15 / 30 / 60 Account Size ($) and Risk % per trade Session mode: RTH (09:30–16:00) or ETH (chart’s session; still anchored at 09:30) Also show Short plan (toggle) Show info table (toggle) How to use Add on a 1–5m chart. Choose your OR window (e.g., 15m = 09:30–09:45). Set Account Size and Risk % (e.g., 4–5% for small accounts; adjust to taste). Wait for the OR to complete. Trade the break/retest with the levels shown: Long: Break of ORH, SL at ORL, TP1 = 1R, TP2 = ATR-diff cap. Short: Mirror logic. If OR/ATR% > ~50% (red), the “fuel” is thin — be selective. Why it helps build an edge Objective structure: Clear levels and sizing remove guesswork. Context-aware targets: ATR-diff keeps targets realistic to the day’s potential. Discipline by design: One framework that’s easy to review, journal, and iterate. Notes This is an indicator (visual planner), not an order-placing strategy. If you want a back testable version (one trade/day, optional retest rule, TP/SL logic), say the word — I can publish a strategy variant. Keywords: ORB, Opening Range, ATR, Risk Management, Position Sizing, Day Trading, NYSE Open, Mean Reversion Fuel, Execution Planner
Indicador Pine Script®
por rick84etter
Bollinger Bands with 4 Moving AveragesCombines Bollinger Bands (BB) with up to four optional Moving Averages (MA) to read volatility, trend direction, and dynamic support–resistance in one overlay. How It Works BB: basis = MA(length, type) with standard deviation mult. upper = basis + dev, lower = basis − dev. MA1–MA4: additional averages you can toggle (default only MA4/200 enabled). Key Features Flexible basis MA type for BB: SMA / EMA / RMA (Wilder) / WMA / VWMA. Four optional MAs with independent length, color, and width (defaults: 7, 25, 99, 200; only 200 on by default). Offset to shift BB for visual testing. Overlay on price with shaded band between Upper–Lower. Inputs & Defaults BB Length = 20, StdDev = 2.0, Source = close. Basis MA Type = SMA. MA4 active (200), MA1–MA3 off (7/25/99 ready). Offset = 0. Practical Use Use BB for volatility context: squeeze → potential breakout; expansion → strong trend. Treat Basis / Upper / Lower as dynamic levels: Pullbacks to Basis often become decision zones in trends. Upper/Lower touches = relative extremes. Add MA4(200) for primary bias; enable MA1–MA3 for finer timing. Typical behavior: Price > MA200 and rising basis → bullish bias; watch pullbacks to basis/MA25-like zones. Price < MA200 and falling basis → bearish bias; watch rejections at basis/MAs. Common Signals (not financial advice) Breakout + BB expansion confirms momentum. Squeeze + basis break can preface volatility expansion. Confluence: Lower touch + fast MA in uptrends → mean-reversion setups; inverse for downtrends. Notes MA1–MA4 are SMA in the code; BB basis follows the selected MA type. Test across timeframes; tune length and mult to the asset. Disclaimer Visual tool only. Combine with risk management, multi-timeframe confirmation, and a tested plan.
Indicador Pine Script®
por rahmadsaleh86
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
Estrategia Pine Script®
por MonkeyPhone
RCT FUSION PRO – Convergent Squeeze, Momentum & Trend SystemDescripción del script : This indicator integrates three core technical concepts into a single decision-support framework: Bollinger-Keltner squeeze compression, directional trend strength (ADX/DMI), and multi-timeframe market wave momentum. The goal is not merely to overlay indicators, but to create a convergent signal system where confirmation across components increases the reliability of potential trade setups. 1. Squeeze Momentum (LazyBear’s method): Detects periods of low volatility (squeeze) using Bollinger Bands inside Keltner Channels. When the squeeze “fires,” the linear regression-based oscillator (val) reveals the direction and acceleration of the breakout. Green/lime = bullish momentum; red/maroon = bearish. 2. Adaptive ADX & DMI Scaling: The standard ADX (14-period) and +/-DI lines are dynamically scaled to match the amplitude of the squeeze oscillator. This allows traders to visually assess whether a breakout occurs alongside strong trend confirmation (ADX > 23) and directional bias (+DI > -DI or vice versa). The key level is offset by -7 units for better alignment. 3. Fibonacci Wave Momentum (A/B/C): Three MACD-style histograms (Wave A: 55, Wave B: 144, Wave C: 233) use EMA crossovers with Fibonacci lengths to identify short-, medium-, and long-term momentum shifts. These appear as semi-transparent areas and help contextualize the squeeze signal within broader market cycles. 4. Divergence Detection (Non-repainting): Automatically identifies regular and hidden bullish/bearish divergences between price and the squeeze oscillator. All divergence lines and labels are drawn only after the candle closes, preventing repainting. Alerts are included for all four divergence types. How to use: A squeeze release (black → gray background) combined with rising green histogram and +DI > -DI suggests a high-probability long setup. Confirm with Wave A/B/C alignment (all turning positive) and/or a bullish divergence below zero. Use the Key Level line (white) as a dynamic reference for ADX strength relative to momentum. This system is designed for swing and intraday traders seeking confluence between volatility compression, trend strength, and cyclical momentum. No single component is traded in isolation—convergence is the core principle. Versión en español : Este indicador combina tres conceptos técnicos clave en un solo marco de apoyo a la decisión: compresión de squeeze (Bollinger-Keltner), fuerza direccional de tendencia (ADX/DMI) y momento de ondas de mercado en múltiples plazos. No se trata de una simple superposición, sino de un sistema donde la convergencia de señales aumenta la confiabilidad de las entradas. El Squeeze Momentum detecta baja volatilidad y muestra la dirección del impulso tras la liberación. El ADX y los DM+/- se escalan dinámicamente para alinearse visualmente con el oscilador, permitiendo evaluar si el impulso coincide con una tendencia fuerte. Las Ondas A/B/C (55, 144, 233) muestran el momento en distintos horizontes temporales mediante áreas coloreadas. Las divergencias (regulares y ocultas) se detectan sin repintado y generan alertas. Se recomienda operar solo cuando múltiples componentes coinciden, no de forma aislada. Ideal para traders de swing e intradía que buscan confluencia.
Indicador Pine Script®
por CARLOSVIZCARRA17
Stop ATR [TheAlphaGroup]The Stop ATR is a volatility-based trailing stop that adapts dynamically to market conditions. It uses the Average True Range (ATR) to plot a continuous “stair-step” line: • In uptrend, the stop appears below price as a green line, rising with volatility. • In downtrend, the stop appears above price as a red line, falling with volatility. Unlike fixed stops, the Stop ATR never moves backward. It only trails in the direction of the trend, locking in profits while leaving room for price to move. Key features: • ATR-based trailing stop that adapts to volatility. • Clean “one line only” design — no overlap of signals. • Adjustable ATR period and multiplier for flexibility. • Color-coded visualization for quick trend recognition. How traders use it: • Manage trades with volatility-adjusted stop placement (trailing stop). • Identify trend reversals when price closes across the stop. • Combine with other entry signals for a complete strategy.
Indicador Pine Script®
por TheAlphaGroup
MACD-V MomentumThe MACD-V (Moving Average Convergence Divergence – Volatility Normalized) is an award-winning momentum indicator created by Alex Spiroglou, CFTe, DipTA (ATAA). It improves on the traditional MACD by normalizing momentum with volatility, solving several well-known limitations of classic indicators: ✅ Time stability – readings are consistent across history ✅ Cross-market comparability – works equally on stocks, crypto, forex, and commodities ✅ Objective momentum framework – universal thresholds at +150 / -150, +50 / -50 ✅ Cleaner signals – reduces false signals in ranges and lag in high momentum By dividing the MACD spread by ATR, the indicator expresses momentum in volatility units, allowing meaningful comparison across timeframes and markets. MACD-V defines seven objective momentum states: Risk (Oversold): below -150 Rebounding: -150 to +50 and above signal Rallying: +50 to +150 and above signal Risk (Overbought): above +150 Retracing: above -50 and below signal Reversing: -150 to -50 and below signal Ranging: between -50 and +50 for N bars Optional background tints highlight the active regime (Bull above 200-MA, Bear below 200-MA). Rare extremes (e.g., MACD-V < -100 in a bull regime) are tagged for additional context. Use Cases Identify and track momentum lifecycles across any market Spot rare extremes for potential reversal opportunities Filter out low-momentum whipsaws in ranging conditions Compare momentum strength across multiple symbols Support systematic and rule-based strategy development
Indicador Pine Script®
por ensormatt88