Empiece

Volatilidad

Global Liquidity Score Global Liquidity Score – Simple Risk-On / Risk-Off Gauge This indicator measures overall market liquidity conditions using a single, normalized score. It takes several macro and crypto variables, standardizes each one (z-score), and combines them into one clear Liquidity Score Line. You only follow one line (your pink/white line). The background color shows the current liquidity regime. ⸻ What the indicator measures The algorithm looks at four major liquidity sources: 1. USD Liquidity (tightening or easing) • DXY (strong dollar = tighter global liquidity) • US10Y yield (higher yields = liquidity drain) 2. Risk Sentiment (risk-on vs risk-off) • VIX index (volatility) • S&P 500 index (SPX) 3. Credit Market Strength • High-yield ETFs: HYG, JNK • Investment-grade corporate credit: LQD Stronger credit = easier liquidity. Weaker credit = tightening risk. 4. Internal Crypto Liquidity • USDT dominance (higher = risk-off in crypto) • Bitcoin price • TOTAL2 (crypto market cap excluding BTC) These are all converted into z-scores and combined into one metric: Total Liquidity Score = USD Block + Risk Block − Credit Block − 0.5 × Crypto Block ⸻ How to read the colors The indicator uses background colors to show the liquidity regime: Color Meaning Dark Red Severe liquidity tightening / strong risk-off Red Mild-to-moderate tightening Green Liquidity easing / soft risk-on Dark Green Strong easing, high liquidity / risk-on Your pink/white line = the final liquidity score. You only need to follow that single line. ⸻ How to interpret the score 📉 Positive score → Liquidity Tightening (Risk-Off) • USD stronger • Yields rising • Volatility rising • Credit markets weakening • Crypto rotating to stablecoins 📈 Negative score → Liquidity Easing (Risk-On) • USD weakening • Yields falling • Stocks rising • Volatility low • Credit markets strong • Crypto beta assets outperform ⸻ What this indicator is NOT This is not a price predictor. It does not follow BTC directly. It tells you liquidity conditions, not immediate price direction. It answers the macro question: “Is liquidity flowing INTO the market or OUT of the market?” If liquidity is tightening (red), crypto rallies are harder to sustain. If liquidity is easing (green), crypto rallies have more fuel.
Indicador Pine Script®
por FTH33
CVD [able0.1]# CVD Overlay iOS Style - Complete User Guide ## 📖 Table of Contents 1. (#what-is-cvd) 2. (#installation-guide) 3. (#understanding-the-display) 4. (#reading-the-info-table) 5. (#settings--customization) 6. (#trading-strategies) 7. (#common-mistakes-to-avoid) --- ## 🎯 What is CVD? **CVD (Cumulative Volume Delta)** tracks the **difference between buying and selling pressure** over time. ### Simple Explanation: - **Positive CVD** (Orange) = More buying than selling = Bulls winning - **Negative CVD** (Gray) = More selling than buying = Bears winning - **Rising CVD** = Increasing buying pressure = Potential uptrend - **Falling CVD** = Increasing selling pressure = Potential downtrend ### Why It Matters: CVD helps you see **who's really in control** of the market - not just price movement, but actual buying/selling volume. --- ## 🚀 Installation Guide ### Step 1: Open Pine Editor 1. Go to TradingView 2. Click the **"Pine Editor"** tab at the bottom of the screen 3. Click **"New"** or open an existing script ### Step 2: Copy & Paste the Code 1. Select all existing code (Ctrl+A / Cmd+A) 2. Delete it 3. Copy the entire CVD iOS Style code 4. Paste it into Pine Editor ### Step 3: Add to Chart 1. Click **"Save"** button (or Ctrl+S / Cmd+S) 2. Click **"Add to Chart"** button 3. The indicator will appear on your chart! ### Step 4: Initial Setup - The indicator appears as an **overlay** on your price chart - You'll see an **orange/gray line** following price - An **info table** appears in the top-right corner --- ## 📊 Understanding the Display ### Main Chart Elements: #### 1. **CVD Line** (Orange/Gray) - **Orange Line** = Positive CVD (buying pressure) - **Gray Line** = Negative CVD (selling pressure) - This line moves with your price chart but shows volume delta #### 2. **CVD Zone** (Shaded Area) - Light shaded box around the CVD line - Shows the "range" of CVD movement - Helps visualize CVD boundaries #### 3. **Center Line** (Dotted) - Gray dotted line in the middle of the zone - Represents the "neutral" point - CVD crossing this = shift in market control #### 4. **Reference Asset Line** (Light Gray) - Shows Bitcoin (BTC) price movement for comparison - Helps you see if your asset moves with or against BTC - Can be changed to any asset you want #### 5. **CVD Label** - Shows current CVD value - Positioned above/below zone to avoid overlap - Updates in real-time #### 6. **Reset Background** (Very Light Gray) - Appears when CVD resets - Indicates a new calculation period --- ## 📋 Reading the Info Table The info table (top-right) shows **8 key metrics**: ### Row 1: **Header** ``` ╔═ CVD able ═╗ | 15m | ████████ | able ``` - **CVD able** = Indicator name + creator - **15m** = Current timeframe - **████████** = Visual decoration - **able** = Creator signature ### Row 2: **CVD Value** ``` CVD▲ | 7.39K | ████████ | █ █ █ ``` - **CVD▲** = CVD with trend arrow - ▲ = CVD increasing - ▼ = CVD decreasing - ► = CVD unchanged - **7.39K** = Actual CVD number - **Progress Bar** = Visual strength (darker = stronger) - **Vertical Bars** = Height shows intensity ### Row 3: **Delta** ``` ◆DELTA | -1.274K | ████░░░░ | ░ ░ ``` - **Delta** = Volume change THIS BAR ONLY - **Negative** = More selling this bar - **Positive** = More buying this bar - Shows **immediate** pressure (not cumulative) ### Row 4: **UP Volume** ``` UP↑ | -1.263K | ████████ | █ █ █ ``` - Total **buying volume** this bar - Higher = Stronger buying pressure - Green/Orange vertical bars = Bullish strength ### Row 5: **DOWN Volume** ``` DN↓ | 2.643K | ████████ | ░ ░ ░ ``` - Total **selling volume** this bar - Higher = Stronger selling pressure - Gray vertical bars = Bearish strength ### Row 6-7: **Reference Asset** (if enabled) ``` ══ REF ══ | ══════ | ████████ | █ █ PRICE▲ | 4130.300 | ████████ | █ █ ``` - **REF** = Reference asset header - **PRICE▲** = Reference price with trend - Shows if BTC (or chosen asset) is rising/falling - Compare with your chart to see correlation ### Row 8: **Market Status** ``` ◄STATUS► | NEUT | ████░░░░ | ▒ ▒ ``` - **BULL** = CVD positive + Delta positive = Strong buying - **BEAR** = CVD negative + Delta negative = Strong selling - **NEUT** = Mixed signals = Wait for clarity **Status Colors:** - **Orange background** = Bullish (good for long) - **Gray background** = Bearish (good for short) - **White background** = Neutral (no clear signal) --- ## ⚙️ Settings & Customization ### Main Settings (⚙️) #### **CVD Reset** - **None** = CVD never resets (from beginning of data) - **On Higher Timeframe** = Resets when HTF candle closes - 15m chart → Resets hourly - 1h chart → Resets daily - Recommended for most traders - **On Session Start** = Resets at market open - **On Visible Chart** = Resets from leftmost visible bar #### **Precision** - **Low (Fast)** = Uses 1m data, faster but less accurate - **Medium** = Uses 5m data, balanced (recommended) - **High** = Uses 15m data, most accurate but slower #### **Cumulative** - ✅ On = CVD accumulates over time (recommended) - ❌ Off = Shows only current bar delta #### **Show Labels** - ✅ On = Shows CVD value label on chart - ❌ Off = Cleaner chart, no label #### **Show Info Table** - ✅ On = Shows info table (recommended for beginners) - ❌ Off = Hide table for minimalist view --- ### 🎨 iOS Style Colors You can customize **every color** to match your chart theme: #### **Primary Colors** - **Primary (Orange)** = Main bullish color (#FF9500) - **Secondary (Gray)** = Main bearish color (#8E8E93) - **Background** = Table background (#FFFFFF) - **Text** = Text color (#1C1C1E) #### **Bullish/Bearish** - **Bullish (Orange)** = Positive CVD color - **Bearish (Gray)** = Negative CVD color - **Opacity** = Zone transparency (0-100%) - **Show Zone** = Enable/disable shaded area #### **Table Colors** (📋) - **Header Background** = Top row background - **Header Text** = Top row text color - **Cell Background** = Data cells background - **Cell Text** = Data cells text color - **Border** = Table border color - **Accent Background** = Special rows background - **Alert Background** = Warning/status background --- ### 📊 Reference Asset Settings #### **Enable** - ✅ On = Shows reference asset line - ❌ Off = Hide reference asset #### **Symbol** - Default: `BINANCE:BTCUSDT` - Can change to any asset: - `BINANCE:ETHUSDT` (Ethereum) - `SPX` (S&P 500) - `DXY` (US Dollar Index) - Any ticker symbol #### **Color & Width** - Customize line appearance - Width: 1-4 (thickness) --- ## 💡 Trading Strategies ### Strategy 1: CVD Divergence (Beginner-Friendly) **What to Look For:** - Price making **higher highs** but CVD making **lower highs** = Bearish divergence - Price making **lower lows** but CVD making **higher lows** = Bullish divergence **How to Trade:** 1. Wait for divergence to form 2. Look for confirmation (price reversal, candlestick pattern) 3. Enter trade in divergence direction 4. Stop loss beyond recent high/low **Example:** ``` Price: /\ /\ /\ (higher highs) CVD: /\ / \/ (lower highs) = Bearish signal ``` ### Strategy 2: CVD Trend Following (Intermediate) **What to Look For:** - **Strongly rising CVD** + **rising price** = Strong uptrend - **Strongly falling CVD** + **falling price** = Strong downtrend **How to Trade:** 1. Wait for CVD and price moving in same direction 2. Enter on pullbacks to support/resistance 3. Stay in trade while CVD trend continues 4. Exit when CVD trend breaks **Signals:** - CVD ▲▲▲ + Price ↑ = Go LONG - CVD ▼▼▼ + Price ↓ = Go SHORT ### Strategy 3: CVD + Reference Asset (Advanced) **What to Look For:** - Your asset **rising** but BTC (reference) **falling** = Relative strength - Your asset **falling** but BTC (reference) **rising** = Relative weakness **How to Trade:** 1. Compare CVD movement with BTC 2. If your CVD rises faster than BTC = Buy signal 3. If your CVD falls faster than BTC = Sell signal 4. Use for **pair trading** or **asset selection** ### Strategy 4: Volume Delta Confirmation **What to Look For:** - **Large positive Delta** = Strong buying this bar - **Large negative Delta** = Strong selling this bar **How to Trade:** 1. Price breaks resistance + Large positive Delta = Confirmed breakout 2. Price breaks support + Large negative Delta = Confirmed breakdown 3. Use Delta to **confirm** price moves, not predict them **Rules:** - Delta > 2x average = Very strong pressure - Delta near zero at key level = Weak move, likely false breakout --- ## 🎓 Reading Real Scenarios ### Scenario 1: Strong Buying Pressure ``` Table Shows: CVD▲ | 12.5K | ████████ | ████ (CVD rising) ◆DELTA | +2.8K | ████████ | ▲ (Positive delta) UP↑ | 3.1K | ████████ | ████ (High buy volume) DN↓ | 0.3K | ██░░░░░░ | ░ (Low sell volume) ◄STATUS► | BULL | ████████ | ████ (Orange background) ``` **Interpretation:** Strong buying, good for LONG trades ### Scenario 2: Distribution (Hidden Selling) ``` Table Shows: CVD► | 8.2K | ████░░░░ | ▒▒ (CVD flat) ◆DELTA | -1.5K | ████████ | ▼ (Negative delta) UP↑ | 0.8K | ███░░░░░ | ░ (Low buy volume) DN↓ | 2.3K | ████████ | ████ (High sell volume) ◄STATUS► | BEAR | ████████ | ░░░░ (Gray background) ``` **Interpretation:** Price may look stable, but selling increasing = Prepare for drop ### Scenario 3: Neutral/Choppy Market ``` Table Shows: CVD► | 5.1K | ████░░░░ | ▒ (CVD sideways) ◆DELTA | +0.2K | ██░░░░░░ | ─ (Small delta) UP↑ | 1.2K | ████░░░░ | ▒ (Medium buy) DN↓ | 1.0K | ████░░░░ | ▒ (Medium sell) ◄STATUS► | NEUT | ████░░░░ | ▒▒ (White background) ``` **Interpretation:** No clear direction = Stay out or reduce position size --- ## ⚠️ Common Mistakes to Avoid ### Mistake 1: Trading on CVD Alone - ❌ **Wrong:** "CVD is rising, I'll buy immediately" - ✅ **Right:** "CVD is rising, let me check price structure, support/resistance, and wait for confirmation" ### Mistake 2: Ignoring Delta - ❌ **Wrong:** Looking only at cumulative CVD - ✅ **Right:** Watch both CVD (trend) and Delta (momentum) - Delta shows **immediate** pressure changes ### Mistake 3: Wrong Timeframe - ❌ **Wrong:** Using 1m chart with High Precision (too slow) - ✅ **Right:** Match precision to timeframe: - 1m-5m → Low Precision - 15m-1h → Medium Precision - 4h+ → High Precision ### Mistake 4: Not Using Reset - ❌ **Wrong:** Using "None" reset for intraday trading - ✅ **Right:** Use "On Higher Timeframe" to see fresh CVD each session ### Mistake 5: Overtrading Neutral Status - ❌ **Wrong:** Forcing trades when STATUS = NEUT - ✅ **Right:** Only trade clear BULL or BEAR status ### Mistake 6: Ignoring Reference Asset - ❌ **Wrong:** Trading altcoin without checking BTC - ✅ **Right:** Always check if BTC CVD agrees with your asset --- ## 🔥 Pro Tips ### Tip 1: Multi-Timeframe Analysis - Check CVD on **3 timeframes**: - Lower TF (15m) = Entry timing - Current TF (1h) = Trade direction - Higher TF (4h) = Overall trend ### Tip 2: Volume Confirmation - Big price move + Small Delta = **Weak move** (likely reversal) - Small price move + Big Delta = **Strong accumulation** (continuation) ### Tip 3: CVD Reset Zones - Pay attention to **reset backgrounds** (light gray) - Often marks **session starts** = High volatility periods ### Tip 4: Divergence + Status - Bearish divergence + STATUS = BEAR = **Strongest short signal** - Bullish divergence + STATUS = BULL = **Strongest long signal** ### Tip 5: Color Psychology - **Orange** (Bullish) is **warm** = Buying energy - **Gray** (Bearish) is **cool** = Selling pressure - Train your eye to read colors instantly ### Tip 6: Table as Quick Scan - Glance at table without reading numbers: - **All orange** = Bullish - **All gray** = Bearish - **Mixed** = Wait --- ## 📱 Quick Reference Card | Signal | CVD | Delta | Status | Action | |--------|-----|-------|--------|--------| | **Strong Buy** | ▲▲ High | ++ Positive | BULL | Long Entry | | **Strong Sell** | ▼▼ Low | -- Negative | BEAR | Short Entry | | **Divergence Buy** | ▲ Rising | Price ▼ | → BULL | Long Setup | | **Divergence Sell** | ▼ Falling | Price ▲ | → BEAR | Short Setup | | **Neutral** | → Flat | ~0 Near Zero | NEUT | Stay Out | | **Accumulation** | → Flat | ++ Positive | NEUT→BULL | Watch for Breakout | | **Distribution** | → Flat | -- Negative | NEUT→BEAR | Watch for Breakdown | --- ## 🆘 Troubleshooting ### Issue: "Indicator not showing" - **Solution:** Make sure overlay=true in code, re-add to chart ### Issue: "Table overlaps with price" - **Solution:** Change table position in code or use TradingView's "Move" feature ### Issue: "CVD line too far from price" - **Solution:** This is normal! CVD is volume-based, not price-based. Focus on CVD direction, not position ### Issue: "Too many lines on chart" - **Solution:** Disable "Show Zone" and "Show Labels" in settings for cleaner view ### Issue: "Calculations too slow" - **Solution:** Change Precision to "Low (Fast)" or use higher timeframe ### Issue: "Reference asset not showing" - **Solution:** Check if "Enable" is ON and symbol is valid (e.g., BINANCE:BTCUSDT) --- ## 🎬 Getting Started Checklist - Install indicator on TradingView - Set precision to "Medium" - Set reset to "On Higher Timeframe" - Enable info table - Add reference asset (BTC) - Practice reading the table on demo account - Test on different timeframes (15m, 1h, 4h) - Compare CVD with your current strategy - Paper trade for 1 week before going live - Keep a trading journal of CVD signals --- ## 📚 Summary **CVD shows WHO is winning: Buyers or Sellers** **Key Points:** 1. **Orange/Rising CVD** = Buying pressure = Bullish 2. **Gray/Falling CVD** = Selling pressure = Bearish 3. **Delta** = Immediate momentum THIS BAR 4. **Status** = Overall market condition 5. **Always confirm** with price action & other indicators **Remember:** - CVD is a **tool**, not a crystal ball - Use with proper risk management - Practice makes perfect - Stay disciplined! --- **Created by: able** **Version:** iOS Style v1.0 **Contact:** For questions, refer to TradingView community Happy Trading! 🚀📈
Indicador Pine Script®
por Able-terminal
Flux-Tensor Singularity [ML/RL PRO]Flux-Tensor Singularity This version of the Flux-Tensor Singularity (FTS) represents a paradigm shift in technical analysis by treating price movement as a physical system governed by volume-weighted forces and volatility dynamics. Unlike traditional indicators that measure price change or momentum in isolation, FTS quantifies the complete energetic state of the market by fusing three fundamental dimensions: price displacement (delta_P), volume intensity (V), and local-to-global volatility ratio (gamma). The Physics-Inspired Foundation: The tensor calculation draws inspiration from general relativity and fluid dynamics, where massive objects (large volume) create curvature in spacetime (price action). The core formula: Raw Singularity = (ΔPrice × ln(Volume)) × γ² Where: • ΔPrice = close - close (directional force) • ln(Volume) = logarithmic volume compression (prevents extreme outliers) • γ (Gamma) = (ATR_local / ATR_global)² (volatility expansion coefficient) This raw value is then normalized to 0-100 range using the lookback period's extremes, creating a bounded oscillator that identifies critical density points—"singularities" where normal market behavior breaks down and explosive moves become probable. The Compression Factor (Epsilon ε): A unique sensitivity control compresses the normalized tensor toward neutral (50) using the formula: Tensor_final = 50 + (Tensor_normalized - 50) / ε Higher epsilon values (1.5-3.0) make threshold breaches rare and significant, while lower values (0.3-0.7) increase signal frequency. This mathematical compression mimics how black holes compress matter—the higher the compression, the more energy required to escape the event horizon (reach signal thresholds). Singularity Detection: When the smoothed tensor crosses above the upper threshold (default 90) or below the lower threshold (100-90=10), a singularity event is detected. These represent moments of extreme market density where: • Buying/selling pressure has reached unsustainable levels • Volatility is expanding relative to historical norms • Volume confirms the directional bias • Mean-reversion or continuation breakout becomes highly probable The system doesn't predict direction—it identifies critical energy states where probability distributions shift dramatically in favor of the trader. 🤖 ML/RL ENHANCEMENT SYSTEM: THOMPSON SAMPLING + CONTEXTUAL BANDITS The FTS-PRO² incorporates genuine machine learning and reinforcement learning algorithms that adapt strategy selection based on performance feedback. This isn't cosmetic—it's a functional implementation of advanced AI concepts coded natively in Pine Script. Multi-Armed Bandit Framework: The system treats strategy selection as a multi-armed bandit problem with three "arms" (strategies): ARM 0 - TREND FOLLOWING: • Prefers signals aligned with regime direction • Bullish signals in uptrend regimes (STRONG↗, WEAK↗) • Bearish signals in downtrend regimes (STRONG↘, WEAK↘) • Confidence boost: +15% when aligned, -10% when misaligned ARM 1 - MEAN REVERSION: • Prefers signals in ranging markets near extremes • Buys when tensor < 30 in RANGE⚡ or RANGE~ regimes • Sells when tensor > 70 in ranging conditions • Confidence boost: +15% in range with counter-trend setup ARM 2 - VOLATILITY BREAKOUT: • Prefers signals with high gamma (>1.5) and extreme tensor (>85 or <15) • Captures explosive moves with expanding volatility • Confidence boost: +20% when both conditions met Thompson Sampling Algorithm: For each signal, the system uses true Beta distribution sampling to select the optimal arm: 1. Each arm maintains Alpha (successes) and Beta (failures) parameters per regime 2. Three random samples drawn: one from Beta(α₀,β₀), Beta(α₁,β₁), Beta(α₂,β₂) 3. Highest sample wins and that arm's strategy applies 4. After trade outcome: - Win → Alpha += 1.0, reward += 1.0 - Loss → Beta += 1.0, reward -= 0.5 This naturally balances exploration (trying less-proven arms) with exploitation (using best-performing arms), converging toward optimal strategy selection over time. Alternative Algorithms: Users can select UCB1 (deterministic confidence bounds) or Epsilon-Greedy (random exploration) if they prefer different exploration/exploitation tradeoffs. UCB1 provides more predictable behavior, while Epsilon-Greedy is simple but less adaptive. Regime Detection (6 States): The contextual bandit framework requires accurate regime classification. The system identifies: • STRONG↗ : Uptrend with slope >3% and high ADX (strong trending) • WEAK↗ : Uptrend with slope >1% but lower conviction • STRONG↘ : Downtrend with slope <-3% and high ADX • WEAK↘ : Downtrend with slope <-1% but lower conviction • RANGE⚡ : High volatility consolidation (vol > 1.2× average) • RANGE~ : Low volatility consolidation (default/stable) Each regime maintains separate performance statistics for all three arms, creating an 18-element matrix (3 arms × 6 regimes) of Alpha/Beta parameters. This allows the system to learn which strategy works best in each market environment. 🧠 DUAL MEMORY ARCHITECTURE The indicator implements two complementary memory systems that work together to recognize profitable patterns and avoid repeating losses. Working Memory (Recent Signal Buffer): Stores the last N signals (default 30) with complete context: • Tensor value at signal • Gamma (volatility ratio) • Volume ratio • Market regime • Signal direction (long/short) • Trade outcome (win/loss) • Age (bars since occurrence) This short-term memory allows pattern matching against recent history and tracks whether the system is "hot" (winning streak) or "cold" (no signals for long period). Pattern Memory (Statistical Abstractions): Maintains exponentially-weighted running averages of winning and losing setups: Winning Pattern Means: • pm_win_tensor_mean (average tensor of wins) • pm_win_gamma_mean (average gamma of wins) • pm_win_vol_mean (average volume ratio of wins) Losing Pattern Means: • pm_lose_tensor_mean (average tensor of losses) • pm_lose_gamma_mean (average gamma of losses) • pm_lose_vol_mean (average volume ratio of losses) When a new signal forms, the system calculates: Win Similarity Score: Weighted distance from current setup to winning pattern mean (closer = higher score) Lose Dissimilarity Score: Weighted distance from current setup to losing pattern mean (farther = higher score) Final Pattern Score = (Win_Similarity + Lose_Dissimilarity) / 2 This score (0.0 to 1.0) feeds into ML confidence calculation with 15% weight. The system actively seeks setups that "look like" past winners and "don't look like" past losers. Memory Decay: Pattern means update exponentially with decay rate (default 0.95): New_Mean = Old_Mean × 0.95 + New_Value × 0.05 This allows the system to adapt to changing market character while maintaining stability. Faster decay (0.80-0.90) adapts quickly but may overfit to recent noise. Slower decay (0.95-0.99) provides stability but adapts slowly to regime changes. 🎓 ADAPTIVE FEATURE WEIGHTS: ONLINE LEARNING The ML confidence score combines seven features, each with a learnable weight that adjusts based on predictive accuracy. The Seven Features: 1. Overall Win Rate (15% initial) : System-wide historical performance 2. Regime Win Rate (20% initial) : Performance in current market regime 3. Score Strength (15% initial) : Bull vs bear score differential 4. Volume Strength (15% initial) : Volume ratio normalized to 0-1 5. Pattern Memory (15% initial) : Similarity to winning patterns 6. MTF Confluence (10% initial) : Higher timeframe alignment 7. Divergence Score (10% initial) : Price-tensor divergence presence Adaptive Weight Update: After each trade, the system uses gradient descent with momentum to adjust weights: prediction_error = actual_outcome - predicted_confidence gradient = momentum × old_gradient + learning_rate × error × feature_value weight = max(0.05, weight + gradient × 0.01) Then weights are normalized to sum to 1.0. Features that consistently predict winning trades get upweighted over time, while features that fail to distinguish winners from losers get downweighted. The momentum term (default 0.9) smooths the gradient to prevent oscillation and overfitting. This is true online learning—the system improves its internal model with every trade without requiring retraining or optimization. Over hundreds of trades, the confidence score becomes increasingly accurate at predicting which signals will succeed. ⚡ SIGNAL GENERATION: MULTI-LAYER CONFIRMATION A signal only fires when ALL layers of the confirmation stack agree: LAYER 1 - Singularity Event: • Tensor crosses above upper threshold (90) OR below lower threshold (10) • This is the "critical mass" moment requiring investigation LAYER 2 - Directional Bias: • Bull Score > Bear Score (for buys) or Bear Score > Bull Score (for sells) • Bull/Bear scores aggregate: price direction, momentum, trend alignment, acceleration • Volume confirmation multiplies scores by 1.5x LAYER 3 - Optional Confirmations (Toggle On/Off): Price Confirmation: • Buy signals require green candle (close > open) • Sell signals require red candle (close < open) • Filters false signals in choppy consolidation Volume Confirmation: • Requires volume > SMA(volume, lookback) • Validates conviction behind the move • Critical for avoiding thin-volume fakeouts Momentum Filter: • Buy requires close > close (default 5 bars) • Sell requires close < close • Confirms directional momentum alignment LAYER 4 - ML Approval: If ML/RL system is enabled: • Calculate 7-feature confidence score with adaptive weights • Apply arm-specific modifier (+20% to -10%) based on Thompson Sampling selection • Apply freshness modifier (+5% if hot streak, -5% if cold system) • Compare final confidence to dynamic threshold (typically 55-65%) • Signal fires ONLY if confidence ≥ threshold If ML disabled, signals fire after Layer 3 confirmation. Signal Types: • Standard Signal (▲/▼): Passed all filters, ML confidence 55-70% • ML Boosted Signal (⭐): Passed all filters, ML confidence >70% • Blocked Signal (not displayed): Failed ML confidence threshold The dashboard shows blocked signals in the state indicator, allowing users to see when a potential setup was rejected by the ML system for low confidence. 📊 MULTI-TIMEFRAME CONFLUENCE The system calculates a parallel tensor on a higher timeframe (user-selected, default 60m) to provide trend context. HTF Tensor Calculation: Uses identical formula but applied to HTF candle data: • HTF_Tensor = Normalized((ΔPrice_HTF × ln(Vol_HTF)) × γ²_HTF) • Smoothed with same EMA period for consistency Directional Bias: • HTF_Tensor > 50 → Bullish higher timeframe • HTF_Tensor < 50 → Bearish higher timeframe Strength Measurement: • HTF_Strength = |HTF_Tensor - 50| / 50 • Ranges from 0.0 (neutral) to 1.0 (extreme) Confidence Adjustment: When a signal forms: • Aligned with HTF : Confidence += MTF_Weight × HTF_Strength (Default: +20% × strength, max boost ~+20%) • Against HTF : Confidence -= MTF_Weight × HTF_Strength × 0.6 (Default: -20% × strength × 0.6, max penalty ~-12%) This creates a directional bias toward the higher timeframe trend. A buy signal with strong bullish HTF tensor (>80) receives maximum boost, while a buy signal with strong bearish HTF tensor (<20) receives maximum penalty. Recommended HTF Settings: • Chart: 1m-5m → HTF: 15m-30m • Chart: 15m-30m → HTF: 1h-4h • Chart: 1h-4h → HTF: 4h-D • Chart: Daily → HTF: Weekly General rule: HTF should be 3-5x the chart timeframe for optimal confluence without excessive lag. 🔀 DIVERGENCE DETECTION: EARLY REVERSAL WARNINGS The system tracks pivots in both price and tensor independently to identify disagreements that precede reversals. Pivot Detection: Uses standard pivot functions with configurable lookback (default 14 bars): • Price pivots: ta.pivothigh(high) and ta.pivotlow(low) • Tensor pivots: ta.pivothigh(tensor) and ta.pivotlow(tensor) A pivot requires the lookback number of bars on EACH side to confirm, introducing inherent lag of (lookback) bars. Bearish Divergence: • Price makes higher high • Tensor makes lower high • Interpretation: Buying pressure weakening despite price advance • Effect: Boosts SELL signal confidence by divergence_weight (default 15%) Bullish Divergence: • Price makes lower low • Tensor makes higher low • Interpretation: Selling pressure weakening despite price decline • Effect: Boosts BUY signal confidence by divergence_weight (default 15%) Divergence Persistence: Once detected, divergence remains "active" for 2× the pivot lookback period (default 28 bars), providing a detection window rather than single-bar event. This accounts for the fact that reversals often take several bars to materialize after divergence forms. Confidence Integration: When calculating ML confidence, the divergence score component: • 0.8 if buy signal with recent bullish divergence (or sell with bearish div) • 0.2 if buy signal with recent bearish divergence (opposing signal) • 0.5 if no divergence detected (neutral) Divergences are leading indicators—they form BEFORE reversals complete, making them valuable for early positioning. ⏱️ SIGNAL FRESHNESS TRACKING: HOT/COLD SYSTEM The indicator tracks temporal dynamics of signal generation to adjust confidence based on system state. Bars Since Last Signal Counter: Increments every bar, resets to 0 when a signal fires. This metric reveals whether the system is actively finding setups or lying dormant. Cold System State: Triggered when: bars_since_signal > cold_threshold (default 50 bars) Effects: • System has gone "cold" - no quality setups found in 50+ bars • Applies confidence penalty: -5% • Interpretation: Market conditions may not favor current parameters • Requires higher-quality setup to break the dry spell This prevents forcing trades during unsuitable market conditions. Hot Streak State: Triggered when: recent_signals ≥ 3 AND recent_wins ≥ 2 Effects: • System is "hot" - finding and winning trades recently • Applies confidence bonus: +5% (default hot_streak_bonus) • Interpretation: Current market conditions favor the system • Momentum of success suggests next signal also likely profitable This capitalizes on periods when market structure aligns with the indicator's logic. Recent Signal Tracking: Working memory stores outcomes of last 5 signals. When 3+ winners occur in this window, hot streak activates. After 5 signals, the counter resets and tracking restarts. This creates rolling evaluation of recent performance. The freshness system adds temporal intelligence—recognizing that signal reliability varies with market conditions and recent performance patterns. 💼 SHADOW PORTFOLIO: GROUND TRUTH PERFORMANCE TRACKING To provide genuine ML learning, the system runs a complete shadow portfolio that simulates trades from every signal, generating real P&L; outcomes for the learning algorithms. Shadow Portfolio Mechanics: Starts with initial capital (default $10,000) and tracks: • Current equity (increases/decreases with trade outcomes) • Position state (0=flat, 1=long, -1=short) • Entry price, stop loss, target • Trade history and statistics Position Sizing: Base sizing: equity × risk_per_trade% (default 2.0%) With dynamic sizing enabled: • Size multiplier = 0.5 + ML_confidence • High confidence (0.80) → 1.3× base size • Low confidence (0.55) → 1.05× base size Example: $10,000 equity, 2% risk, 80% confidence: • Impact: $10,000 × 2% × 1.3 = $260 position impact Stop Loss & Target Placement: Adaptive based on ML confidence and regime: High Confidence Signals (ML >0.7): • Tighter stops: 1.5× ATR • Larger targets: 4.0× ATR • Assumes higher probability of success Standard Confidence Signals (ML 0.55-0.7): • Standard stops: 2.0× ATR • Standard targets: 3.0× ATR Ranging Regimes (RANGE⚡/RANGE~): • Tighter setup: 1.5× ATR stop, 2.0× ATR target • Ranging markets offer smaller moves Trending Regimes (STRONG↗/STRONG↘): • Wider setup: 2.5× ATR stop, 5.0× ATR target • Trending markets offer larger moves Trade Execution: Entry: At close price when signal fires Exit: First to hit either stop loss OR target On exit: • Calculate P&L; percentage • Update shadow equity • Increment total trades counter • Update winning trades counter if profitable • Update Thompson Sampling Alpha/Beta parameters • Update regime win/loss counters • Update arm win/loss counters • Update pattern memory means (exponential weighted average) • Store complete trade context in working memory • Update adaptive feature weights (if enabled) • Calculate running Sharpe and Sortino ratios • Track maximum equity and drawdown This complete feedback loop provides the ground truth data required for genuine machine learning. 📈 COMPREHENSIVE PERFORMANCE METRICS The dashboard displays real-time performance statistics calculated from shadow portfolio results: Core Metrics: • Win Rate : Winning_Trades / Total_Trades × 100% Visual color coding: Green (>55%), Yellow (45-55%), Red (<45%) • ROI : (Current_Equity - Initial_Capital) / Initial_Capital × 100% Shows total return on initial capital • Sharpe Ratio : (Avg_Return / StdDev_Returns) × √252 Risk-adjusted return, annualized Good: >1.5, Acceptable: >0.5, Poor: <0.5 • Sortino Ratio : (Avg_Return / Downside_Deviation) × √252 Similar to Sharpe but only penalizes downside volatility Generally higher than Sharpe (only cares about losses) • Maximum Drawdown : Max((Peak_Equity - Current_Equity) / Peak_Equity) × 100% Worst peak-to-trough decline experienced Critical risk metric for position sizing and stop-out protection Segmented Performance: • Base Signal Win Rate : Performance of standard confidence signals (55-70%) • ML Boosted Win Rate : Performance of high confidence signals (>70%) • Per-Regime Win Rates : Separate tracking for all 6 regime types • Per-Arm Win Rates : Separate tracking for all 3 bandit arms This segmentation reveals which strategies work best and in what conditions, guiding parameter optimization and trading decisions. 🎨 VISUAL SYSTEM: THE ACCRETION DISK & FIELD THEORY The indicator uses sophisticated visual metaphors to make the mathematical complexity intuitive. Accretion Disk (Background Glow): Three concentric layers that intensify as the tensor approaches critical values: Outer Disk (Always Visible): • Intensity: |Tensor - 50| / 50 • Color: Cyan (bullish) or Red (bearish) • Transparency: 85%+ (subtle glow) • Represents: General market bias Inner Disk (Tensor >70 or <30): • Intensity: (Tensor - 70)/30 or (30 - Tensor)/30 • Color: Strengthens outer disk color • Transparency: Decreases with intensity (70-80%) • Represents: Approaching event horizon Core (Tensor >85 or <15): • Intensity: (Tensor - 85)/15 or (15 - Tensor)/15 • Color: Maximum intensity bullish/bearish • Transparency: Lowest (60-70%) • Represents: Critical mass achieved The accretion disk visually communicates market density state without requiring dashboard inspection. Gravitational Field Lines (EMAs): Two EMAs plotted as field lines: • Local Field : EMA(10) - fast trend, cyan color • Global Field : EMA(30) - slow trend, red color Interpretation: • Local above Global = Bullish gravitational field (price attracted upward) • Local below Global = Bearish gravitational field (price attracted downward) • Crosses = Field reversals (marked with small circles) This borrows the concept that price moves through a field created by moving averages, like a particle following spacetime curvature. Singularity Diamonds: Small diamond markers when tensor crosses thresholds BUT full signal doesn't fire: • Gold/yellow diamonds above/below bar • Indicates: "Near miss" - singularity detected but missing confirmation • Useful for: Understanding why signals didn't fire, seeing potential setups Energy Particles: Tiny dots when volume >2× average: • Represents: "Matter ejection" from high volume events • Position: Below bar if bullish candle, above if bearish • Indicates: High energy events that may drive future moves Event Horizon Flash: Background flash in gold when ANY singularity event occurs: • Alerts to critical density point reached • Appears even without full signal confirmation • Creates visual alert to monitor closely Signal Background Flash: Background flash in signal color when confirmed signal fires: • Cyan for BUY signals • Red for SELL signals • Maximum visual emphasis for actual entry points 🎯 SIGNAL DISPLAY & TOOLTIPS Confirmed signals display with rich information: Standard Signals (55-70% confidence): • BUY : ▲ symbol below bar in cyan • SELL : ▼ symbol above bar in red ML Boosted Signals (>70% confidence): • BUY : ⭐ symbol below bar in bright green • SELL : ⭐ symbol above bar in bright green • Distinct appearance signals high-conviction trades Tooltip Content (hover to view): • ML Confidence: XX% • Arm: T (Trend) / M (Mean Revert) / V (Vol Breakout) • Regime: Current market regime • TS Samples (if Thompson Sampling): Shows all three arm samples that led to selection Signal positioning uses offset percentages to avoid overlapping with price bars while maintaining clean chart appearance. Divergence Markers: • Small lime triangle below bar: Bullish divergence detected • Small red triangle above bar: Bearish divergence detected • Separate from main signals, purely informational 📊 REAL-TIME DASHBOARD SECTIONS The comprehensive dashboard provides system state and performance in multiple panels: SECTION 1: CORE FTS METRICS • TENSOR : Current value with visual indicator - 🔥 Fire emoji if >threshold (critical bullish) - ❄️ Snowflake if 2.0× (extreme volatility) - ⚠ Warning if >1.0× (elevated volatility) - ○ Circle if normal • VOLUME : Current volume ratio - ● Solid circle if >2.0× average (heavy) - ◐ Half circle if >1.0× average (above average) - ○ Empty circle if below average SECTION 2: BULL/BEAR SCORE BARS Visual bars showing current bull vs bear score: • BULL : Horizontal bar of █ characters (cyan if winning) • BEAR : Horizontal bar of █ characters (red if winning) • Score values shown numerically • Winner highlighted with full color, loser de-emphasized SECTION 3: SYSTEM STATE Current operational state: • EJECT 🚀 : Buy signal active (cyan) • COLLAPSE 💥 : Sell signal active (red) • CRITICAL ⚠ : Singularity detected but no signal (gold) • STABLE ● : Normal operation (gray) SECTION 4: ML/RL ENGINE (if enabled) • CONFIDENCE : 0-100% bar graph - Green (>70%), Yellow (50-70%), Red (<50%) - Shows current ML confidence level • REGIME : Current market regime with win rate - STRONG↗/WEAK↗/STRONG↘/WEAK↘/RANGE⚡/RANGE~ - Color-coded by type - Win rate % in this regime • ARM : Currently selected strategy with performance - TREND (T) / REVERT (M) / VOLBRK (V) - Color-coded by arm type - Arm-specific win rate % • TS α/β : Thompson Sampling parameters (if TS mode) - Shows Alpha/Beta values for selected arm in current regime - Last sample value that determined selection • MEMORY : Pattern matching status - Win similarity % (how much current setup resembles winners) - Win/Loss count in pattern memory • FRESHNESS : System timing state - COLD (blue): No signals for 50+ bars - HOT🔥 (orange): Recent winning streak - NORMAL (gray): Standard operation - Bars since last signal • HTF : Higher timeframe status (if enabled) - BULL/BEAR direction - HTF tensor value • DIV : Divergence status (if enabled) - BULL↗ (lime): Bullish divergence active - BEAR↘ (red): Bearish divergence active - NONE (gray): No divergence SECTION 5: SHADOW PORTFOLIO PERFORMANCE • Equity : Current $ value and ROI % - Green if profitable, red if losing - Shows growth/decline from initial capital • Win Rate : Overall % with win/loss count - Color coded: Green (>55%), Yellow (45-55%), Red (<45%) • ML vs Base : Comparative performance - ML: Win rate of ML boosted signals (>70% confidence) - Base: Win rate of standard signals (55-70% confidence) - Reveals if ML enhancement is working • Sharpe : Sharpe ratio with Sortino ratio - Risk-adjusted performance metrics - Annualized values • Max DD : Maximum drawdown % - Color coded: Green (<10%), Yellow (10-20%), Red (>20%) - Critical risk metric • ARM PERF : Per-arm win rates in compact format - T: Trend arm win rate - M: Mean reversion arm win rate - V: Volatility breakout arm win rate - Green if >50%, red if <50% Dashboard updates in real-time on every bar close, providing continuous system monitoring. ⚙️ KEY PARAMETERS EXPLAINED Core FTS Settings: • Global Horizon (2-500, default 20): Lookback for normalization - Scalping: 10-14 - Intraday: 20-30 - Swing: 30-50 - Position: 50-100 • Tensor Smoothing (1-20, default 3): EMA smoothing on tensor - Fast/crypto: 1-2 - Normal: 3-5 - Choppy: 7-10 • Singularity Threshold (51-99, default 90): Critical mass trigger - Aggressive: 85 - Balanced: 90 - Conservative: 95 • Signal Sensitivity (ε) (0.1-5.0, default 1.0): Compression factor - Aggressive: 0.3-0.7 - Balanced: 1.0 - Conservative: 1.5-3.0 - Very conservative: 3.0-5.0 • Confirmation Toggles : Price/Volume/Momentum filters (all default ON) ML/RL System Settings: • Enable ML/RL (default ON): Master switch for learning system • Base ML Confidence Threshold (0.4-0.9, default 0.55): Minimum to fire - Aggressive: 0.40-0.50 - Balanced: 0.55-0.65 - Conservative: 0.70-0.80 • Bandit Algorithm : Thompson Sampling / UCB1 / Epsilon-Greedy - Thompson Sampling recommended for optimal exploration/exploitation • Epsilon-Greedy Rate (0.05-0.5, default 0.15): Exploration % (if ε-Greedy mode) Dual Memory Settings: • Working Memory Depth (10-100, default 30): Recent signals stored - Short: 10-20 (fast adaptation) - Medium: 30-50 (balanced) - Long: 60-100 (stable patterns) • Pattern Similarity Threshold (0.5-0.95, default 0.70): Match strictness - Loose: 0.50-0.60 - Medium: 0.65-0.75 - Strict: 0.80-0.90 • Memory Decay Rate (0.8-0.99, default 0.95): Exponential decay speed - Fast: 0.80-0.88 - Medium: 0.90-0.95 - Slow: 0.96-0.99 Adaptive Learning Settings: • Enable Adaptive Weights (default ON): Auto-tune feature importance • Weight Learning Rate (0.01-0.3, default 0.10): Gradient descent step size - Very slow: 0.01-0.03 - Slow: 0.05-0.08 - Medium: 0.10-0.15 - Fast: 0.20-0.30 • Weight Momentum (0.5-0.99, default 0.90): Gradient smoothing - Low: 0.50-0.70 - Medium: 0.75-0.85 - High: 0.90-0.95 Signal Freshness Settings: • Enable Freshness (default ON): Hot/cold system • Cold Threshold (20-200, default 50): Bars to go cold - Low: 20-35 (quick) - Medium: 40-60 - High: 80-200 (patient) • Hot Streak Bonus (0.0-0.15, default 0.05): Confidence boost when hot - None: 0.00 - Small: 0.02-0.04 - Medium: 0.05-0.08 - Large: 0.10-0.15 Multi-Timeframe Settings: • Enable MTF (default ON): Higher timeframe confluence • Higher Timeframe (default "60"): HTF for confluence - Should be 3-5× chart timeframe • MTF Weight (0.0-0.4, default 0.20): Confluence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.25 - Heavy: 0.30-0.40 Divergence Settings: • Enable Divergence (default ON): Price-tensor divergence detection • Divergence Lookback (5-30, default 14): Pivot detection window - Short: 5-8 - Medium: 10-15 - Long: 18-30 • Divergence Weight (0.0-0.3, default 0.15): Confidence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.20 - Heavy: 0.25-0.30 Shadow Portfolio Settings: • Shadow Capital (1000+, default 10000): Starting $ for simulation • Risk Per Trade % (0.5-5.0, default 2.0): Position sizing - Conservative: 0.5-1.0% - Moderate: 1.5-2.5% - Aggressive: 3.0-5.0% • Dynamic Sizing (default ON): Scale by ML confidence Visual Settings: • Color Theme : Customizable colors for all elements • Transparency (50-99, default 85): Visual effect opacity • Visibility Toggles : Field lines, crosses, accretion disk, diamonds, particles, flashes • Signal Size : Tiny / Small / Normal • Signal Offsets : Vertical spacing for markers Dashboard Settings: • Show Dashboard (default ON): Display info panel • Position : 9 screen locations available • Text Size : Tiny / Small / Normal / Large • Background Transparency (0-50, default 10): Dashboard opacity 🎓 PROFESSIONAL USAGE PROTOCOL Phase 1: Initial Testing (Weeks 1-2) Goal: Understand system behavior and signal characteristics Setup: • Enable all ML/RL features • Use default parameters as starting point • Monitor dashboard closely for 100+ bars Actions: • Observe tensor behavior relative to price action • Note which arm gets selected in different regimes • Watch ML confidence evolution as trades complete • Identify if singularity threshold is firing too frequently/rarely Adjustments: • If too many signals: Increase singularity threshold (90→92) or epsilon (1.0→1.5) • If too few signals: Decrease threshold (90→88) or epsilon (1.0→0.7) • If signals whipsaw: Increase tensor smoothing (3→5) • If signals lag: Decrease smoothing (3→2) Phase 2: Optimization (Weeks 3-4) Goal: Tune parameters to instrument and timeframe Requirements: • 30+ shadow portfolio trades completed • Identified regime where system performs best/worst Setup: • Review shadow portfolio segmented performance • Identify underperforming arms/regimes • Check if ML vs base signals show improvement Actions: • If one arm dominates (>60% of selections): Other arms may need tuning or disabling • If regime win rates vary widely (>30% difference): Consider regime-specific parameters • If ML boosted signals don't outperform base: Review feature weights, increase learning rate • If pattern memory not matching: Adjust similarity threshold Adjustments: • Regime-specific: Adjust confirmation filters for problem regimes • Arm-specific: If arm performs poorly, its modifier may be too aggressive • Memory: Increase decay rate if market character changed, decrease if stable • MTF: Adjust weight if HTF causing too many blocks or not filtering enough Phase 3: Live Validation (Weeks 5-8) Goal: Verify forward performance matches backtest Requirements: • Shadow portfolio shows: Win rate >45%, Sharpe >0.8, Max DD <25% • ML system shows: Confidence predictive (high conf signals win more) • Understand why signals fire and why ML blocks signals Setup: • Start with micro positions (10-25% intended size) • Use 0.5-1.0% risk per trade maximum • Limit concurrent positions to 1 • Keep detailed journal of every signal Actions: • Screenshot every ML boosted signal (⭐) with dashboard visible • Compare actual execution to shadow portfolio (slippage, timing) • Track divergences between your results and shadow results • Review weekly: Are you following the signals correctly? Red Flags: • Your win rate >15% below shadow win rate: Execution issues • Your win rate >15% above shadow win rate: Overfitting or luck • Frequent disagreement with signal validity: Parameter mismatch Phase 4: Scale Up (Month 3+) Goal: Progressively increase position sizing to full scale Requirements: • 50+ live trades completed • Live win rate within 10% of shadow win rate • Avg R-multiple >1.0 • Max DD <20% • Confidence in system understanding Progression: • Months 3-4: 25-50% intended size (1.0-1.5% risk) • Months 5-6: 50-75% intended size (1.5-2.0% risk) • Month 7+: 75-100% intended size (1.5-2.5% risk) Maintenance: • Weekly dashboard review for performance drift • Monthly deep analysis of arm/regime performance • Quarterly parameter re-optimization if market character shifts Stop/Reduce Rules: • Win rate drops >15% from baseline: Reduce to 50% size, investigate • Consecutive losses >10: Reduce to 50% size, review journal • Drawdown >25%: Reduce to 25% size, re-evaluate system fit • Regime shifts dramatically: Consider parameter adjustment period 💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS The Tensor Revelation: Traditional oscillators measure price change or momentum without accounting for the conviction (volume) or context (volatility) behind moves. The tensor fuses all three dimensions into a single metric that quantifies market "energy density." The gamma term (volatility ratio squared) proved critical—it identifies when local volatility is expanding relative to global volatility, a hallmark of breakout/breakdown moments. This one innovation increased signal quality by ~18% in backtesting. The Thompson Sampling Breakthrough: Early versions used static strategy rules ("if trending, follow trend"). Performance was mediocre and inconsistent across market conditions. Implementing Thompson Sampling as a contextual multi-armed bandit transformed the system from static to adaptive. The per-regime Alpha/Beta tracking allows the system to learn which strategy works in each environment without manual optimization. Over 500 trades, Thompson Sampling converged to 11% higher win rate than fixed strategy selection. The Dual Memory Architecture: Simply tracking overall win rate wasn't enough—the system needed to recognize *patterns* of winning setups. The breakthrough was separating working memory (recent specific signals) from pattern memory (statistical abstractions of winners/losers). Computing similarity scores between current setup and winning pattern means allowed the system to favor setups that "looked like" past winners. This pattern recognition added 6-8% to win rate in range-bound markets where momentum-based filters struggled. The Adaptive Weight Discovery: Originally, the seven features had fixed weights (equal or manual). Implementing online gradient descent with momentum allowed the system to self-tune which features were actually predictive. Surprisingly, different instruments showed different optimal weights—crypto heavily weighted volume strength, forex weighted regime and MTF confluence, stocks weighted divergence. The adaptive system learned instrument-specific feature importance automatically, increasing ML confidence predictive accuracy from 58% to 74%. The Freshness Factor: Analysis revealed that signal reliability wasn't constant—it varied with timing. Signals after long quiet periods (cold system) had lower win rates (~42%) while signals during active hot streaks had higher win rates (~58%). Adding the hot/cold state detection with confidence modifiers reduced losing streaks and improved capital deployment timing. The MTF Validation: Early testing showed ~48% win rate. Adding higher timeframe confluence (HTF tensor alignment) increased win rate to ~54% simply by filtering counter-trend signals. The HTF tensor proved more effective than traditional trend filters because it measured the same energy density concept as the base signal, providing true multi-scale analysis rather than just directional bias. The Shadow Portfolio Necessity: Without real trade outcomes, ML/RL algorithms had no ground truth to learn from. The shadow portfolio with realistic ATR-based stops and targets provided this crucial feedback loop. Importantly, making stops/targets adaptive to confidence and regime (rather than fixed) increased Sharpe ratio from 0.9 to 1.4 by betting bigger with wider targets on high-conviction signals and smaller with tighter targets on lower-conviction signals. 🚨 LIMITATIONS & CRITICAL ASSUMPTIONS What This System IS NOT: • NOT Predictive : Does not forecast future prices. Identifies high-probability setups based on energy density patterns. • NOT Holy Grail : Typical performance 48-58% win rate, 1.2-1.8 avg R-multiple. Probabilistic edge, not certainty. • NOT Market-Agnostic : Performs best on liquid, auction-driven markets with reliable volume data. Struggles with thin markets, post-only limit book markets, or manipulated volume. • NOT Fully Automated : Requires oversight for news events, structural breaks, gap opens, and system anomalies. ML confidence doesn't account for upcoming earnings, Fed meetings, or black swans. • NOT Static : Adaptive engine learns continuously, meaning performance evolves. Parameters that work today may need adjustment as ML weights shift or market regimes change. Core Assumptions: 1. Volume Reflects Intent : Assumes volume represents genuine market participation. Violated by: wash trading, volume bots, crypto exchange manipulation, off-exchange transactions. 2. Energy Extremes Mean-Revert or Break : Assumes extreme tensor values (singularities) lead to reversals or explosive continuations. Violated by: slow grinding trends, paradigm shifts, intervention (Fed actions), structural regime changes. 3. Past Patterns Persist : ML/RL learning assumes historical relationships remain valid. Violated by: fundamental market structure changes, new participants (algo dominance), regulatory changes, catastrophic events. 4. ATR-Based Stops Are Logical : Assumes volatility-normalized stops avoid premature exits while managing risk. Violated by: flash crashes, gap moves, illiquid periods, stop hunts. 5. Regimes Are Identifiable : Assumes 6-state regime classification captures market states. Violated by: regime transitions (neither trending nor ranging), mixed signals, regime uncertainty periods. Performs Best On: • Major futures: ES, NQ, RTY, CL, GC • Liquid forex pairs: EUR/USD, GBP/USD, USD/JPY • Large-cap stocks with options: AAPL, MSFT, GOOGL, AMZN • Major crypto: BTC, ETH on reputable exchanges Performs Poorly On: • Low-volume altcoins (unreliable volume, manipulation) • Pre-market/after-hours sessions (thin liquidity) • Stocks with infrequent trades (<100K volume/day) • Forex during major news releases (volatility explosions) • Illiquid futures contracts • Markets with persistent one-way flow (central bank intervention periods) Known Weaknesses: • Lag at Reversals : Tensor smoothing and divergence lookback introduce lag. May miss first 20-30% of major reversals. • Whipsaw in Chop : Ranging markets with low volatility can trigger false singularities. Use range regime detection to reduce this. • Gap Vulnerability : Shadow portfolio doesn't simulate gap opens. Real trading may face overnight gaps that bypass stops. • Parameter Sensitivity : Small changes to epsilon or threshold can significantly alter signal frequency. Requires optimization per instrument/timeframe. • ML Warmup Period : First 30-50 trades, ML system is gathering data. Early performance may not represent steady-state capability. ⚠️ RISK DISCLOSURE Trading futures, forex, options, and leveraged instruments involves substantial risk of loss and is not suitable for all investors. Past performance, whether backtested or live, is not indicative of future results. The Flux-Tensor Singularity system, including its ML/RL components, is provided for educational and research purposes only. It is not financial advice, nor a recommendation to buy or sell any security. The adaptive learning engine optimizes based on historical data—there is no guarantee that past patterns will persist or that learned weights will remain optimal. Market regimes shift, correlations break, and volatility regimes change. Black swan events occur. No algorithmic system eliminates the risk of substantial loss. The shadow portfolio simulates trades under idealized conditions (instant fills at close price, no slippage, no commission). Real trading involves slippage, commissions, latency, partial fills, rejected orders, and liquidity constraints that will reduce performance below shadow portfolio results. Users must independently validate system performance on their specific instruments, timeframes, and market conditions before risking capital. Optimize parameters carefully and conduct extensive paper trading. Never risk more capital than you can afford to lose completely. The developer makes no warranties regarding profitability, suitability, accuracy, or reliability. Users assume all responsibility for their trading decisions, parameter selections, and risk management. No guarantee of profit is made or implied. Understand that most retail traders lose money. Algorithmic systems do not change this fundamental reality—they simply systematize decision-making. Discipline, risk management, and psychological control remain essential. ═══════════════════════════════════════════════════════ CLOSING STATEMENT ═══════════════════════════════════════════════════════ The Flux-Tensor Singularity isn't just another oscillator with a machine learning wrapper. It represents a fundamental reconceptualization of how we measure and interpret market dynamics—treating price action as an energy system governed by mass (volume), displacement (price change), and field curvature (volatility). The Thompson Sampling bandit framework isn't window dressing—it's a functional implementation of contextual reinforcement learning that genuinely adapts strategy selection based on regime-specific performance outcomes. The dual memory architecture doesn't just track statistics—it builds pattern abstractions that allow the system to recognize winning setups and avoid losing configurations. Most importantly, the shadow portfolio provides genuine ground truth. Every adjustment the ML system makes is based on real simulated P&L;, not arbitrary optimization functions. The adaptive weights learn which features actually predict success for *your specific instrument and timeframe*. This system will not make you rich overnight. It will not win every trade. It will not eliminate drawdowns. What it will do is provide a mathematically rigorous, statistically sound, continuously learning framework for identifying and exploiting high-probability trading opportunities in liquid markets. The accretion disk glows brightest near the event horizon. The tensor reaches critical mass. The singularity beckons. Will you answer the call? "In the void between order and chaos, where price becomes energy and energy becomes opportunity—there, the tensor reaches critical mass." — FTS-PRO Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Indicador Pine Script®
por DskyzInvestments
[CT] ATR Chart Levels From Open ATR Chart Levels From Open is a volatility mapping tool that projects ATR based price levels directly from a user defined center price, most commonly the current session open, and displays them as clean horizontal levels across your chart. The script pulls an Average True Range from a higher timeframe, by default the daily, using a user selectable moving average type such as SMA, EMA, WMA, RMA or VWMA. That ATR value is then used as the unit of measure for all projected levels. You can choose the ATR length and timeframe so the bands can represent anything from a fast intraday volatility regime to a smoother multi week average range. The core of the tool is the center line, which is treated as zero ATR. By default this center is the current session open, but you can instead anchor it to the previous close, previous open, previous high or low, or several blended prices such as HLC3, HL2, HLCC4 and OHLC4, including options that use the minimum or maximum of the previous close and current open. From this center, the indicator builds a symmetric grid of ATR based levels above and below the zero line. The grid size input controls the spacing in ATR units, for example a value of 0.25 produces levels at plus or minus 25, 50, 75, 100 percent of ATR and so on, while the number of grids each side determines how far out the bands extend. You can restrict levels to only the upper side, only the lower side, or draw both, which is useful when you want to focus on upside targets or downside expansion separately. The levels themselves are drawn as horizontal lines on the main price chart, with configurable line style and width. Color handling is flexible. You can assign separate colors to the upper and lower levels, keep the center line in a neutral color, and choose how the colors are applied. The “Cool Towards Center” and “Cool Towards Outermost” modes apply smooth gradients that either intensify toward the middle or toward the outer bands, giving an immediate visual sense of how extended price is relative to its average range. Alternatively, the “Candle’s Close” mode dynamically colors levels based on whether the current close is above or below a given band, which can help highlight zones that are acting as resistance or support in real time. Each level is optionally labeled at its right endpoint so you always know exactly what you are looking at. The center line label shows “Daily Open”, or more generally the chosen center, along with the exact price. All other bands show the percentage of ATR and the corresponding price, for example “+25% ATR 25999.90”. The label offset input lets you push those tags a user defined number of bars to the right of the current price action so the chart remains clean while still keeping the information visible. As new bars print, both the lines and their labels automatically extend and slide to maintain that fixed offset into the future. To give additional context about current volatility, the script includes an optional table in the upper right corner of the chart. This table shows the latest single period ATR value on the chosen higher timeframe alongside the smoothed ATR used for the bands, clearly labeled with the timeframe and ATR length. When enabled, a highlight color marks the table cells whenever the most recent ATR reading exceeds the average, making it easy to see when the market is operating in an elevated volatility environment compared to its recent history. In practical trading terms, ATR Chart Levels From Open turns the abstract concept of “average daily range” into specific, actionable intraday structure. The bands can be used to frame opening range breakouts, define realistic intraday profit targets, establish volatility aware stop placement, or identify areas where price has moved an unusually high percentage of its average range and may be vulnerable to mean reversion or responsive flow. Because the ATR is computed on a higher timeframe yet projected on whatever chart you are trading, you can sit on a one minute or five minute chart and still see the full higher timeframe volatility envelope anchored from your chosen center price for the session.
Indicador Pine Script®
por ChaosTrader63
VWAP Bands ProDisclaimer: This script is for educational purposes only and is not financial advice. Trading involves risk, and users are responsible for their own decisions. VWAP Bands Pro is a professional volatility tool that anchors the Volume Weighted Average Price to a chosen timeframe and projects standard deviation bands to reveal stretched price zones. Key Features Anchored Precision : Calculates VWAP from a fixed anchor period (default: Daily) for a clean institutional reference point. Standard Deviation Bands : Plots 1s, 2s, and 3s bands to show volatility. Moves into the outer bands often point to exhaustion or possible reversal areas. Glowing Gradient Design : Uses a premium multi step gradient that fades outward, making extreme zones easy to spot. Clean Visuals : Prioritizes smooth gradient fills instead of crowding the chart with heavy lines. How to Use Anchor Period : Select the timeframe you want the tool to follow. Daily works well for intraday setups, while Weekly or Monthly suits swing trades. Strategy : Watch for mean reversion setups when price moves into the 2s to 3s outer zones and starts to reject, aiming for a return toward the central VWAP.
Indicador Pine Script®
por CrossiDev
Predictive Analysis Engine — Adaptive MACD Forecasting with R² SProfessional and Rule-Compliant Description (Ready for Publishing) This description explains every component of the script in detail, highlights its originality, and provides traders with clear usage instructions — exactly what TradingView expects. Predictive Analysis Engine (PAE) This script is a predictive analysis model that combines trend filtering, linear forecasting, stability analysis (R²), and outlier filtering using ATR to produce an advanced, leading-style version of MACD rather than a traditional lagging one. The indicator does not rely on random elements; it is built on four core components that work together: 1. Stability Measurement Using R² The coefficient of determination (R²) is calculated based on the correlation between price and time, then normalized to a 0–1 scale. A higher R² indicates more stable price movement, allowing the script to increase forecast accuracy. Here, R² acts as a primary component of the Confidence Filter. 2. Forecasted Price Using Linear Regression Instead of relying solely on the current price, the script uses: Linear Regression Weighted blending between the forecasted price and actual price This enables the script to build a Leading MACD based on an “advanced” price that anticipates probable movement. 3. Advanced MACD With Adaptive Smoothing MACD is applied to the blended (real + forecasted) price using: Fast EMA Slow EMA MACD base Optional TEMA for reducing signal lag Adjustable histogram smoothing This process makes MACD more responsive with significantly less lag, reacting faster to predicted movements. 4. Predictive MACD (Projected MACD) Linear Regression is applied again — but this time to: MACD Signal Histogram to generate projected versions of each line (proj_macd, proj_signal), while proj_hist is used to produce early signals before the actual crossover occurs. 5. Volatility Filtering Using ATR & Volatility Ratio ATR is used to evaluate: Strength of movement Overextension levels Signal quality ATR is combined with R² to compute: Confidence = R² × Volatility Ratio This suppresses weak signals and boosts high-quality, reliable ones. 6. Predictive Signals + Safety Filters A signal is triggered when: proj_hist crosses the 0 level Confidence exceeds the required threshold The real histogram is not excessively stretched (extra safety) The script includes: BUY / SELL BUY_STRONG / SELL_STRONG based on the smoothed histogram trend. 7. Coloring, Background & Visual Enhancements The script colors: The histogram Chart background Signal lines to clearly highlight momentum direction and confidence conditions. 8. Built-In Alerts The script provides ready-to-use alerts: BUY Alert SELL Alert Both based on the predictive MACD model. How to Use the Script Add it to any timeframe and any market. BUY/SELL signals are generated from the projected histogram crossover. Higher Confidence = stronger signal. Background colors help visualize trend transitions instantly. Recommended to combine with support/resistance or price action. Indicator Objective This script is designed to deliver early insight into momentum shifts using a blend of: Linear forecasting Trend stability via R² Signal quality filtering via ATR A fast and adaptive advanced MACD
Indicador Pine Script®
por oqba
Qosh GRC 3Qosh GRC 3 Comprehensive indicator for crypto market analysis with advanced correlation capabilities and wave strength assessment. Core Components Mid Index (Green line) Dynamic middle line based on EMA with hesitation filter. Determines current market zone (Bull/Bear). Settings: • Length: 230 (default) • Hesitation: 0.0001 Mid Index 2 (Black line) Channel middle line based on highest/lowest values. Visibility depends on slope (>0.15% change over 4 bars). Settings: • Length: 20 (default) SMA Two moving averages for trend analysis: • SMA A (red): 50 periods • SMA B (blue): 200 periods Main Bars with Open Interest Bar color depends on Open Interest level: • Blue = bullish bar • Red = bearish bar • Opacity inversely proportional to OI (higher interest → more saturated color) opacity = reverseAndRound(((oi_smoothed * 100 / 1)) / 2) bar_color = color.new(close >= open ? color.blue : color.red, opacity) Oscillators (Lord Caramelo) BTC Oscillator Semi-transparent green oscillator based on BTCUSDT. Shows Bitcoin's base movement for comparison. Main Oscillator (4 candles) Price movement decomposition into 4 components: • Verde (green) — bullish strength • Branca (white) — neutral zone • Vermelha (red) — bearish strength • Azul (blue) — baseline Wave Strength (Candle Strength) Displayed on top of main oscillator: • Aqua = bullish wave • Maroon = bearish wave Candle height = wave intensity (based on TCUD calculations). Critical Levels • 0.2 (green) — oversold zone • 0.8 (purple) — extreme overbought Critical Zone Indication Background colors when oscillator breaches critical levels and price diverges from Mid Index >2%: • Blue background = bullish extremity • Red background = bearish extremity Correlation Correlation A (primary) Correlation of current asset with selected ticker (default BTCUSDT). Displays scaled candles of correlating asset. Correlation B and C (additional) Correlation calculation between two arbitrary ticker pairs. Information Table Top right corner displays: • Movement strength of Mid Index and Mid Index 2 • Correlation values A/B/C • Current market state (Bull/Bear) ━━━━━━━━━━━━━━━━━━━━━━
Indicador Pine Script®
por qosh-dev
HVPro Style IndicatorHVPro Style Indicator – Historical Volatility + Volume HVPro Style Indicator is a combined volatility-and-volume tool designed to help traders visualize market expansion and contraction phases. It calculates Historical Volatility (HV) using log-returns and a customizable lookback period, then smooths the result for a cleaner trend signal. The script also includes a volume histogram, scaled by a multiplier, with bar colors changing based on whether volatility is rising or falling. This makes it easy to spot moments when both volume and volatility align, often signaling trend transitions, breakouts, or exhaustion. Features ✔ Historical Volatility calculation (annualized) ✔ Smoothed HV for cleaner visual trends ✔ Volume histogram with customizable multiplier ✔ Volume bar color shifts based on HV direction ✔ User-controlled visibility for both HV and volume ✔ Lightweight and optimized for all timeframes How to Use Rising HV (green volume bars) can indicate trend expansion or breakout momentum. Falling HV (red bars) suggests contraction, ranging conditions, or volatility cooldown. Watch for volatility shifts combined with volume spikes for potential trade entries.
Indicador Pine Script®
por akbarintec
Position Size Calculator - R & ATR v1# Position Size Calculator - R & ATR Professional position sizing tool for crypto traders using risk management principles and ATR-based stop loss placement. ## Features ✅ **Automatic ATR Calculation** - Uses ATR(14) by default, customizable period ✅ **Risk Management** - Calculate position size based on portfolio % risk ✅ **Tranche Support** - Split positions into multiple entries ✅ **Visual Stop Loss** - Red line showing stop loss placement on chart ✅ **Real-time Results** - Table displays all calculations instantly ✅ **Clean Interface** - Professional table with all key metrics ## How It Works The indicator calculates optimal position size using this formula: 1. **Risk Amount** = Portfolio Size × (Risk % / 100) 2. **Stop Distance** = ATR × Multiplier 3. **Stop Loss Price** = Entry Price - Stop Distance 4. **Position Size** = Risk Amount / Stop Distance 5. **Tranche Size** = Position Size / Number of Tranches ## Settings **Portfolio & Risk** - Portfolio Size (USD): Your total trading capital - Risk per Trade (R in %): Percentage of portfolio to risk per trade - Number of Tranches: Split position into multiple entries **ATR Settings** - ATR Length: Period for ATR calculation (default: 14) - ATR Multiplier: Multiply ATR for stop loss distance (0.5x, 1x, 1.5x, etc.) **Display** - Show Stop Loss Line: Toggle red stop loss line on chart - Show Calculation Table: Toggle results table ## Results Displayed - Risk Amount (1R): Dollar amount risked on trade - Stop Distance: Distance from entry to stop loss - Stop Loss: Exact stop loss price - Risk per Coin: Amount risked per unit - Position Size (coins): Number of coins to buy
Indicador Pine Script®
por pontus_hberg
GK BOS ultimateGK BOS ultimate is a structured Break of Structure tool designed to highlight major shifts in the market structure. The script identifies when price breaks above a significant previous high or below a significant low, using a defined lookback period and a ATR filter to reduce weak or minor breakouts When a major bullish or bearish structure breaks occurs, the indicator marks the chart with a GK BUY or GK SELL label. It also plots a TP1 level based on ATR(14) multiplied by a user-selected factor. This provides a consistent volatility-based reference point that helps traders analyse potential follow-through areas after a structure break. HOW IT WORKS the script calculates the highest high and lowest low over the chosen lookback period A break of structure is confirmed only if the close moves beyond these levels with enough strength relative to ATR, When this happens the indicator Prints GK BUY for bullish structure breaks Prints GK SELL for bearish structure breaks Plots a corresponding TP1 PRINT derived from recent volatility no repainting occurs because calculations are based on confirmed closes this TOOL is intended for educational and analytical purposes only
Indicador Pine Script®
por hgavin780
1
CE-PE Options Price Tracker - Call, Put, PCR, Calendar SpreadThis advanced TradingView indicator provides a real-time, side-by-side visualization of both Call and Put option price action for Indian derivatives—including Nifty , BankNifty , Sensex , and major commodities. Designed for active option traders, it simplifies scanning for directional bias, volatility, and premium flows at any user-selected strike. Key Features: Dual Option Candle Visualization: Instantly visualize both Call and Put prices as candlesticks for any selected strike—compare price action, structure, and momentum with clarity. Premium Differential Tracking (C-P Diff): Analyze market skew and sentiment with live premium difference between Call and Put options. Put-Call Ratio (PCR) Widget: Real-time PCR analysis and signal (Bullish/Bearish/Neutral) with custom threshold levels, helping you track sentiment shifts and trading triggers. Calendar Spread Analysis: Easily spot arbitrage and hedging opportunities between near and next expiry dates for both Call and Put—coloured expansion/contraction signals keep you focused on volatility premium flows. Volatility Panel: Live volatility calculation on both calls and puts, along with Buy/Sell signals to alert you of trend or momentum shifts based purely on option volatility. User-Friendly Controls: Pick underlying, strike, expiry (including next expiry) and custom colour themes in seconds. Visual Alerts: Candle and shape signals for key option price trend events and PCR reversals. How to Use: Apply this indicator to any Indian index or commodity options chart on TradingView. Select the underlying, expiry, and strike to monitor. All signals and premium data update in real time—supporting scalping, swing, or statistical strategies. Best Suited For: Directional option traders Arbitrage and calendar spread specialists PCR sentiment and volatility signal followers Active intraday and expiry scalpers Anyone wanting a fast options dashboard with intuitive dashboard-style visuals Note: This tool is designed for study and analysis only. Options trading involves significant risk. Always combine technical analysis with risk management and consult a financial advisor if needed.
Indicador Pine Script®
por shivkumar503244
Live Bollinger Buy/Sell Signal + Custom EMA by RAJU📌 DESCRIPTION Live Bollinger Buy/Sell Signal is a price-action-based entry system built on Bollinger Bands. This indicator automatically detects high-probability reversal points when price interacts with the outer Bollinger Bands and provides instant Buy & Sell signals directly on the chart. It is designed for traders who want clean and fast signals without complex settings. ________________________________________ 🧠 LOGIC OF INDICATOR The indicator uses a standard Bollinger Band setup (SMA + Standard deviation). A Buy or Sell signal is triggered when a candle forms outside or near the Bollinger Band extremes and then reverses direction. This behaviour often indicates a potential trend reversal or strong bounce from volatility exhaustion. ________________________________________ ⚙ USER INPUT Setting Description Bollinger Band Length SMA period length used to form Bollinger Bands (Default: 20) Std.Dev Multiplier Standard deviation multiplier for upper/lower bands (Default: 2.0) ________________________________________ 🟩 LONG CONDITION (Buy Signal) A Buy signal is plotted when: • The candle closes bullish (close > open) • The candle opens below the lower Bollinger Band • The candle closes back above the lower Bollinger Band • The next candle must trade above signal candle • If a candle before or after signal candle closes without touching 5 EMA then probability of reversal is high (optional) This indicates a strong price rejection from oversold levels. ________________________________________ 🟥 SHORT CONDITION (Sell Signal) A Sell signal is plotted when: • The candle closes bearish (close < open) • The candle opens above the upper Bollinger Band • The candle closes back below the upper Bollinger Band • The next candle must trade below signal candle • If a candle before or after signal candle closes without touching 5 EMA then probability of reversal is high (optional) This indicates a strong rejection from overbought levels. ________________________________________ 📤 LONG EXIT Users may exit long trades when: • A Sell signal appears and signal candle closes without touching 5 EMA, or • Price reaches the middle SMA line, or • Personal trailing stop or resistance level is reached ________________________________________ 📥 SHORT EXIT Users may exit short trades when: • A Buy signal appears and signal candle closes without touching 5 EMA, or • Price reaches the middle SMA line, or • Personal trailing stop or support level is reached ________________________________________ 🌟 WHY IT IS UNIQUE • Extremely simple yet powerful price-action confirmation mechanism • No repainting — signals appear only after candle close • Works across all timeframes and markets (Crypto, Forex, Stocks, Indices) • Built-in signal level plotting to verify correct candle positioning • Fast visual signal markers without clutter ________________________________________ 💹 HOW USER CAN BE BENEFITED FROM THIS • Helps traders catch early reversal entries with high probability • Reduces emotional decision-making with visual Buy/Sell arrows • Ideal for scalping, intraday, and swing strategies • Can be used as an entry confirmation with other indicators like RSI, MACD, or trend filters • Helps avoid false breakouts by confirming rejection from volatility extremes ________________________________________ ⚠ DISCLAIMER: This tool is for educational purposes only and not trading advice. Always use proper risk management.
Indicador Pine Script®
por RAJUPD
Sniper BB + VWAP System (with SMT Divergence Arrows)STEP 1: Load two correlated futures charts. Example: CL + RB/SI+GC/ NQ+ES STEP 2: Add Bollinger Bands (20, 2.0) on both. Optional add (20, 3.0). STEP 3: Watch for a BB tag on one chart but not the other. STEP 4: Wait for a reclaim candle back inside the band. STEP 5: Enter with stop below/above the wick + 3.0 BB. STEP 6: Scale out midline, then opposite band. STEP 7: Hold partials when both pairs confirm trend. *You can take the vwap bands off the chart if it is too cluttered.
Indicador Pine Script®
por the1nepercent
1
MagFlow X: @Cissora <--MagFlow Trend is a premium trend model created as a quantitative counterpart to widely used commercial indicators. Its structure draws from exchange-oriented analytical concepts to establish a flexible, noise-resistant framework for directional movement. The design prioritizes clarity, reduced lag, and responsiveness across varying market conditions. Developed from original research and external visual models, MagFlow Trend is engineered to reflect a more mathematically disciplined trend engine.
Indicador Pine Script®
por Cissor
1
DW's Top and Bottom FinderDW’s Top and Bottom Finder is a precision-engineered volatility model built to reveal moments of extreme market imbalance—points where fear or euphoria stretch price beyond natural limits. These extremes often mark the earliest phase of major reversals, and this tool is designed to help you spot them with clarity and confidence. Using a dual-direction volatility engine, the indicator identifies when price accelerates sharply away from its recent structure. • Green signals highlight potential capitulation zones where downside pressure becomes unsustainably high. • Red signals reveal potential exhaustion zones where upside momentum begins to lose integrity. A three-mode system—Bottoms, Tops, or Both—lets you tailor the tool to your style, whether you trade reversals, mean-reversion setups, or simply want early warning signs before trend shifts. Optional percentile ranges and deviation bands visually reinforce each signal, providing a multi-layered read on volatility extremes. DW’s Top and Bottom Finder is built for traders who value precision, adaptability, and an objective lens on market behavior. It works across all timeframes and asset classes, offering a clean and dependable framework for identifying high-energy turning points long before conventional indicators confirm them.
Indicador Pine Script®
por wdheeraj
ActivTrades Metals Market Pulse – Ion JaureguiThe ActivTrades Metals Market Pulse Indicator is a market analysis tool designed to assess overall risk sentiment in the metals market. Rather than generating trade signals, it provides a snapshot of the prevailing environment, helping traders and analysts understand whether conditions favor risk-taking or caution. How it Works: The indicator combines two key metal market metrics: Metals Performance: Compares the performance of industrial metals with precious metals relative to their 50-day moving averages. Stronger industrial metal performance indicates higher market risk tolerance (Risk-On), while stronger precious metal performance suggests increased risk aversion (Risk-Off). Trend Momentum: Uses a Bloomberg-style scoring system based on the relative position of each metal to its 50-day SMA. Scores range visually from -5 to +5 to indicate overall market sentiment. Risk Sentiment Index: Each metal contributes to the total score, creating an index that oscillates between Risk-On (high risk appetite) and Risk-Off (heightened caution), with a neutral zone for mixed conditions. Visual Output: Results are displayed as a colored histogram for easy interpretation of metals market sentiment. Labeled zones include: Extreme Risk-On: Industrial metals strongly outperform precious metals. Extreme Risk-Off: Precious metals strongly outperform industrial metals. Neutral Zone / Mixed: No clear dominance; the market is balanced or sideways. Purpose and Use: Helps traders, analysts, and investors gauge prevailing risk appetite in the metals market. Provides context for strategic positioning and risk management without offering direct trade recommendations. ******************************************************************************************* The information provided does not constitute investment research. The material has not been prepared in accordance with the legal requirements designed to promote the independence of investment research and such should be considered a marketing communication. All information has been prepared by ActivTrades ("AT"). The information does not contain a record of AT's prices, or an offer of or solicitation for a transaction in any financial instrument. No representation or warranty is given as to the accuracy or completeness of this information. Any material provided does not have regard to the specific investment objective and financial situation of any person who may receive it. Past performance and forecasting are not a synonym of a reliable indicator of future performance. AT provides an execution-only service. Consequently, any person acting on the information provided does so at their own risk. Political risk is unpredictable. Central bank actions can vary. Platform tools do not guarantee success. INDICATORS: RISK ADVICE: The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by ActivTrades. This script intends to help follow the trend and filter out market noise. This script is meant for the use of international users. This script is not meant for the use of Spain users.
Indicador Pine Script®
por ActivTrades
1
The 'Qualified' POI Scorer [PhenLabs]📊 The “Qualified” POI Scorer (Q-POI) Version: PineScript™ v6 📌 Description The “Qualified” POI Scorer helps intermediate traders overcome "analysis paralysis" by filtering Smart Money Concepts (SMC) structures based on their probability. Instead of flooding your chart with every possible Order Block, this script assigns a proprietary “Quality Score” (0-100) to each zone. It analyzes the strength of the displacement, the presence of imbalances (FVG), and liquidity mechanics to determine which zones are worth your attention. It is designed to clean up your charts and enforce discipline by visually fading out low-quality setups. 🚀 Points of Innovation Dynamic “Glass UI” Transparency that automatically fades weak zones based on their score. Proprietary Scoring Algorithm (0-100) based on three distinct institutional factors. Visual Icon System that prints analytical context (💧— 🚀/🐌—🧱) directly on the chart. Automated Mitigation Tracking that changes the visual state of zones after they are tested. Displacement Velocity calculation using ATR to verify institutional intent. 🔧 Core Components Liquidity Sweep Engine: Detects if a pivot point grabbed liquidity from the previous X bars before reversing. FVG Validator: Checks if the move away from the zone created a valid Fair Value Gap. Momentum Scorer: Calculates the size of the displacement candle relative to the Average True Range (ATR). 🔥 Key Features Quality Filtering: Automatically hides or dims zones that score below 50 (user configurable). State Management: Zones turn grey when mitigated and delete themselves when invalidated. Visual Scorecard: Displays the exact numeric score on the zone for quick decision-making. Time-Decay Logic: Keeps the chart clean by managing the lifespan of old zones. 🎨 Visualization High Score Zones (80-100): Display as bright, semi-solid boxes indicating high probability. Medium Score Zones (50-79): Display as translucent “glass” boxes. Low Score Zones (<50): Display as faint “ghost” boxes or are completely hidden. Rocket Icon (🚀): Indicates high momentum displacement. Snail Icon (🐌): Indicates low momentum displacement. Drop Icon (💧): Indicates the zone swept liquidity. Brick Icon (🧱): Indicates the zone is supported by an FVG. 📖 Usage Guidelines Swing Structure Length (Default: 5): Controls the sensitivity of the pivot detection; lower numbers create more zones, higher numbers find major swing points. ATR Length (Default: 14): Determines the lookback period for calculating relative momentum. Minimum Quality Score (Default: 50): The threshold for which zones are considered “valid” enough to be fully visible. Bullish/Bearish Colors: Fully customizable colors that adapt their own transparency based on the score. Show Weak Zones (Default: False): Toggles the visibility of zones that failed the quality check. ✅ Best Use Cases Filtering noise during high-volatility sessions by focusing only on Score 80+ zones. Confirming trend continuation entries by looking for the Rocket (🚀) momentum icon. Avoiding “stale” zones by ignoring any box that has turned grey (Mitigated). ⚠️ Limitations The indicator is reactive to closed candles and cannot predict news-driven spikes. Scoring is based on technical structure and does not account for fundamental drivers. In extremely choppy markets, the ATR filter may produce lower scores due to lack of displacement. 💡 What Makes This Unique It transforms subjective SMC analysis into an objective, quantifiable score. The visual hierarchy allows traders to assess chart quality in milliseconds without reading data. It integrates three separate SMC concepts (Liquidity, Imbalance, Structure) into a single tool. 🔬 How It Works Step 1: The script identifies a Swing High or Low based on your length input. Step 2: It looks backward to see if that swing swept liquidity, and looks forward to check for an FVG and displacement. Step 3: It calculates a weighted score (30pts for Sweep, 30pts for FVG, 40pts for Momentum). Step 4: It draws the zone with a transparency level designated by the score and appends the relevant icons. 💡 Note: For the best results, use this indicator on the timeframe you execute trades on (e.g., 15m or 1h). Do not use it to find entries on the 1m chart if your analysis is based on the 4h chart.
Indicador Pine Script®
por PhenLabs
Options Strategy Engine (RS)Options Strategy Engine — Invite-Only Script Overview The Options Strategy Engine is an automated decision system for Indian index options ( NIFTY, BANKNIFTY, FINNIFTY & SENSEX ). It reads live market conditions and instantly suggests the most suitable options strategy based on volatility, trend, support–resistance, expiry timing, and risk environment . What the Engine Does (High-Level Overview) It automatically scans: * Volatility :VIX, IV percentile, expected range * Trend: EMA, ADX strength, trending vs ranging * Market Structure: Support/resistance, ATR, breakout conditions * Context: Days to expiry, weekend effect, expiry week, hedge necessity Based on this, the engine selects one actionable, liquid, risk-defined strategy. Possible Strategy Outputs * Directional: Bull Call Spread, Bear Put Spread, Bull Put Spread, Bear Call Spread, Ratio Spreads * Neutral: Iron Fly, Iron Condor, Hedged Straddle/Strangle * Volatility: Long Straddle, Call/Put Calendars * Delta-Neutral: DN-1, DN-2, DN-3 * Special: Weekend 3-Leg Straddle, Expiry Iron Fly, Breakout Spreads Key Features * Auto strategy selection — no manual input needed * Auto strikes: ATM + OTM wings based on index step * POP (Probability of Profit) estimate * Margin estimate & lot guidance * Built-in Greeks * Smart stoploss row (turns RED if breached) * Clean right-side dashboard showing all details at a glance Important * All suggested structures are hedged * Not a buy/sell signal tool * For education & research only * No guaranteed returns 🔒 Invite-Only Access To request access: 1. Send your TradingView username 2. Send the request to: 📩 ritu.roo@gmail.com Your TradingView ID will be added manually. Unauthorized sharing, copying, or redistribution of this script is strictly prohibited.
Indicador Pine Script®
por Ritusharma17
MAHI Indicator v9.5 - Smart Momentum HUD + IntradayMAHI Indicator v9.5 — Smart Momentum HUD (Multi-Framework + Intraday Engine) A Complete Momentum, Trend, and Setup Framework for Swing, Position & Intraday Traders MAHI v9.5 is the most advanced version yet — a highly optimized, visual, multi-framework trading system that blends momentum, trend alignment, adaptive setup detection, and now Auto-Intraday Mode for short-term traders. This indicator acts like a Heads-Up Display (HUD) on your chart: it shows trend strength, squeeze zones, dynamic support/resistance, EMAs, setup validation, and early reversal signals in one clean interface — without clutter. ✔ Core Features 📌 1. Smart Momentum Ribbon A dynamic EMA-based momentum band that visually shifts as trend strength changes. Helps identify strong vs. weak momentum zones Adapts to volatility & trend slope Works on all timeframes (1m to 1M) 📌 2. EMA 9 → 21 Flip System A precision trend-switching signal: EMA 9 → 21 BULL = early bullish momentum EMA 9 → 21 BEAR = early bearish momentum More reliable than stand-alone MA crossovers 📌 3. Bullish Setup Engine (Standard + Weak) Automatically identifies when price is entering a reversal-ready state based on: Position relative to the ribbon Candle structure Momentum compression Slope + exhaustion conditions Includes: Bull Setup (Standard) — Higher probability setup Bull Setup (Weak) — Early or less developed setup Setup Invalidated — Confirms that the pattern failed This prevents false confidence & keeps traders disciplined. 📌 4. Strong Buy / Strong Sell Signals Only appear when multiple confirmations align: Ribbon bias EMA slope Momentum compression Trend alignment Filtered to remove noise — especially in lower timeframes. 📌 5. Multi-Timeframe Trend HUD Top-right panel summarizing: Overall Trend (Bullish, Bearish, Neutral) RSI Condition Daily vs Weekly Alignment Trading Mode Suggestions (Buy / Sell / LEAPS / Neutral) This gives instant context. 📌 6. Auto Intraday Engine (NEW in v9.5) Automatically switches internal logic when you move into intraday timeframes (1m–30m): Intraday Enhancements: Adaptive setup detection Faster momentum sensitivity EMAs tuned for scalp/swing precision Tighter invalidation logic Reduced false positives Optional strict filtering Perfect for scalping, day trading & micro-trends Works instantly — no settings needed. Just change the chart timeframe and MAHI adjusts. 📌 7. Dynamic High-Timeframe Support (W & M) Auto-layers weekly & monthly levels: Helps identify strong bounce zones Extremely useful for swing & LEAPS traders 📌 8. Weekly Volume Shelf Projection Lightweight VWAP-style level based on weekly volume aggregation. Shows probable bottoming areas during pullbacks. ✔ Who This Indicator Is For Perfect for: Day traders Swing traders Momentum riders LEAPS & long-term investors Beginner traders needing a structured system MAHI adapts to your timeframe and trading style. ✔ Why MAHI Works MAHI isn’t a single-signal indicator — it’s a framework. It combines: Trend Momentum Volatility Setup pattern detection Validation & invalidation Multi-timeframe alignment Dynamic zones Intraday optimization This eliminates guesswork and helps traders avoid the emotional traps that cause most losses. You don’t just get a signal — you get context. ✔ How to Use It Follow the ribbon bias Use EMA 9→21 flips as trend confirmation Look for Bull Setup tags during pullbacks Avoid trades when you see Setup Invalidated Respect weekly/monthly HTF support levels On intraday charts — rely on auto-optimized mode For swing entries, combine setups with HTF trend HUD MAHI gives the map. You choose the path. ✔ Final Notes This version is heavily optimized for performance, clarity, and high-probability signals. MAHI does not repaint, and works on all assets including: Stocks Crypto ETFs Forex Futures
Indicador Pine Script®
por mahipalc