Auf geht's

Moving_average

MA SMART Angle ### 📊 WHAT IS MA SMART ANGLE? **MA SMART Angle** is an advanced momentum and trend detection indicator that analyzes the angles (slopes) of multiple moving averages to generate clear, non-repainting BUY and SELL signals. **Original Concept Credit:** This indicator builds upon the "MA Angles" concept originally created by **JD** (also known as Duyck). The core angle calculation methodology and Jurik Moving Average (JMA) implementation by **Everget** are preserved from the original open-source work. The angle calculation formula was contributed by **KyJ**. This enhanced version is published with respect to the open-source nature of the original indicator. Original indicator reference: "ma angles - JD" by Duyck --- ## 🎯 ORIGINALITY & VALUE PROPOSITION ### **What Makes This Different from the Original:** While the original "MA Angles" by **JD** provided excellent angle visualization, it lacked actionable entry signals. **MA SMART Angle** addresses this by adding: **1. Clear Entry/Exit Signals** - Explicit BUY/SELL arrows based on angle crossovers, momentum confirmation, and MA alignment - No guessing when to enter trades - the indicator tells you exactly when conditions align **2. Non-Repainting Logic** - All signals use confirmed historical data (shifted by 2 bars minimum) - Critical for backtesting reliability and live trading confidence - Original indicator could repaint signals on current bar **3. Dual Signal System** - **Simple Mode:** More frequent signals based on angle crossovers + momentum (for active traders) - **Strict Mode:** Requires full multi-MA alignment + momentum confirmation (for conservative traders) - Adaptable to different trading styles and risk tolerances **4. Smart Signal Filtering** - **Anti-spam cooldown:** Prevents duplicate signals within configurable bar count - **No-trade zone detection:** Filters out low-conviction sideways markets automatically - **Multi-timeframe MA alignment:** Ensures all moving averages agree on direction before signaling **5. Enhanced Visualization** - Large, clear BUY/SELL arrows with descriptive labels - Color-coded backgrounds for market states (trending vs. ranging) - Momentum histogram showing acceleration/deceleration in real-time - Live status table displaying trend strength, angle value, momentum, and MA alignment **6. Professional Alert System** - Four distinct alert conditions: BUY Signal, SELL Signal, Strong BUY, Strong SELL - Enables automated trade notifications and strategy integration **7. Modified MA Periods** - Original used EMA(27), EMA(83), EMA(278) - Enhanced version uses faster EMA(3), EMA(8), EMA(13) for more responsive signals - Better suited for modern volatile markets and shorter timeframes --- ## 📐 HOW IT WORKS - TECHNICAL EXPLANATION ### **Core Methodology:** The indicator calculates angles (slopes) for five key moving averages: - **JMA (Jurik Moving Average)** - Smooth, lag-reduced trend line (original implementation by **Everget**) - **JMA Fast** - Responsive momentum indicator with higher power parameter - **MA27 (EMA 3)** - Primary fast-moving average for signal generation - **MA83 (EMA 8)** - Medium-term trend confirmation - **MA278 (EMA 13)** - Slower trend filter ### **Angle Calculation Formula (by KyJ):** ``` angle = arctan((MA - MA ) / ATR(14)) × (180 / π) ``` **Why ATR normalization?** - Makes angles comparable across different instruments (forex, stocks, crypto) - Makes angles comparable across different timeframes - Accounts for volatility - a 10-point move in different assets has different significance **Angle Interpretation:** - **> 15°** = Strong trend (momentum accelerating) - **0° to 15°** = Weak trend (momentum present but moderate) - **-2° to +2°** = No-trade zone (sideways/choppy market) - **< -15°** = Strong downtrend ### **Signal Generation Logic:** #### **BUY Signal Conditions:** 1. MA27 angle crosses above 0° (upward momentum initiates) 2. All three EMAs (3, 8, 13) pointing upward (trend alignment confirmed) 3. Momentum is positive for 2+ bars (acceleration, not deceleration) 4. Angle exceeds minimum threshold (not in no-trade zone) 5. Cooldown period passed (prevents signal spam) #### **SELL Signal Conditions:** 1. MA27 angle crosses below 0° (downward momentum initiates) 2. All three EMAs pointing downward (downtrend alignment) 3. Momentum is negative for 2+ bars 4. Angle below negative threshold (not in no-trade zone) 5. Cooldown period passed #### **Strong BUY+ / SELL+ Signals:** Additional entry opportunities when JMA Fast crosses JMA Slow while maintaining strong directional angle - indicates momentum acceleration within established trend. --- ## 🔧 HOW TO USE ### **Recommended Settings by Trading Style:** **Scalpers / Day Traders:** - Signal Type: **Simple** - Minimum Angle: **3-5°** - Cooldown Bars: **3-5 bars** - Timeframes: 1m, 5m, 15m **Swing Traders:** - Signal Type: **Strict** - Minimum Angle: **7-10°** - Cooldown Bars: **8-12 bars** - Timeframes: 1H, 4H, Daily **Position Traders:** - Signal Type: **Strict** - Minimum Angle: **10-15°** - Cooldown Bars: **15-20 bars** - Timeframes: Daily, Weekly ### **Parameter Descriptions:** **1. Source** (default: OHLC4) - Price data used for MA calculations - OHLC4 provides smoothest angles - Close is more responsive but noisier **2. Threshold for No-Trade Zones** (default: 2°) - Angles below this are considered sideways/ranging - Increase for stricter filtering of choppy markets - Decrease to allow signals in quieter trending periods **3. Signal Type** (Simple vs. Strict) - **Simple:** Angle crossover OR (trend + momentum) - **Strict:** Angle crossover AND all MAs aligned AND momentum confirmed - Start with Simple, switch to Strict if too many false signals **4. Minimum Angle for Signal** (default: 5°) - Only generate signals when angle exceeds this threshold - Higher values = stronger trends required - Lower values = more sensitive to momentum changes **5. Cooldown Bars** (default: 5) - Minimum bars between consecutive signals - Prevents spam during volatile chop - Scale with your timeframe (higher TF = more bars) **6. Color Bars** (default: true) - Colors chart bars based on signal state - Green = bullish conditions, Red = bearish conditions - Can disable if you prefer clean price bars **7. Background Colors** - **Yellow background** = No-trade zone (low angle, ranging market) - **Green flash** = BUY signal generated - **Red flash** = SELL signal generated - All customizable or can be disabled --- ## 📊 INTERPRETING THE INDICATOR ### **Visual Elements:** **Main Chart Window:** - **Thick Lime/Fuchsia Line** = MA27 angle (primary signal line) - **Medium Green/Red Line** = MA83 angle (trend confirmation) - **Thin Green/Red Line** = MA278 angle (slow trend filter) - **Aqua/Orange Line** = JMA Fast (momentum detector) - **Green/Red Area** = JMA slope (overall trend context) - **Blue/Purple Histogram** = Momentum (angle acceleration/deceleration) **Signal Arrows:** - **Large Green ▲ "BUY"** = Primary buy signal (all conditions met) - **Small Green ▲ "BUY+"** = Strong momentum buy (JMA fast cross) - **Large Red ▼ "SELL"** = Primary sell signal (all conditions met) - **Small Red ▼ "SELL+"** = Strong momentum sell (JMA fast cross) **Status Table (Top Right):** - **Angle:** Current MA27 angle in degrees - **Trend:** Classification (STRONG UP/DOWN, UP/DOWN, FLAT) - **Momentum:** Acceleration state (ACCEL UP/DN, Up/Down) - **MAs:** Alignment status (ALL UP/DOWN, Mixed) - **Zone:** Trading zone status (ACTIVE vs. NO TRADE) - **Last:** Bars since last signal ### **Trading Strategies:** **Strategy 1: Pure Signal Following** - Enter LONG on BUY signal - Exit on SELL signal - Use stop-loss at recent swing low/high - Works best on trending instruments **Strategy 2: Confirmation with Price Action** - Wait for BUY signal + bullish candlestick pattern - Wait for SELL signal + bearish candlestick pattern - Increases win rate by filtering premature signals - Recommended for beginners **Strategy 3: Momentum Acceleration** - Use BUY+/SELL+ signals for adding to positions - Only take these in direction of primary signal - Scalp quick moves during momentum spikes - For experienced traders **Strategy 4: Mean Reversion in No-Trade Zones** - When status shows "NO TRADE", fade extremes - Wait for angle to exit no-trade zone for reversal - Contrarian approach for range-bound markets - Requires tight stops --- ## ⚠️ LIMITATIONS & DISCLAIMERS **What This Indicator DOES:** ✅ Measures momentum direction and strength via angle analysis ✅ Generates signals when multiple conditions align ✅ Filters out low-conviction sideways markets ✅ Provides visual clarity on trend state **What This Indicator DOES NOT:** ❌ Predict future price movements with certainty ❌ Guarantee profitable trades (no indicator can) ❌ Work equally well on all instruments/timeframes ❌ Replace proper risk management and position sizing **Known Limitations:** - **Lagging Nature:** Like all moving averages, signals occur after momentum begins - **Whipsaw Risk:** Can generate false signals in volatile, directionless markets - **Optimization Required:** Parameters need adjustment for different assets - **Not a Complete System:** Should be combined with risk management, position sizing, and other analysis **Best Performance Conditions:** - Strong trending markets (crypto bull runs, stock breakouts) - Liquid instruments (major forex pairs, large-cap stocks) - Appropriate timeframe selection (match to trading style) - Used alongside support/resistance and volume analysis --- ## 🔔 ALERT SETUP The indicator includes four alert conditions: **1. BUY SIGNAL** - Message: "MA SMART Angle: BUY SIGNAL! Angle crossed up with momentum" - Use for: Primary long entries **2. SELL SIGNAL** - Message: "MA SMART Angle: SELL SIGNAL! Angle crossed down with momentum" - Use for: Primary short entries or long exits **3. Strong BUY** - Message: "MA SMART Angle: Strong BUY momentum - JMA fast crossed up" - Use for: Adding to longs or aggressive entries **4. Strong SELL** - Message: "MA SMART Angle: Strong SELL momentum - JMA fast crossed down" - Use for: Adding to shorts or aggressive exits **Setting Up Alerts:** 1. Right-click indicator → "Add Alert on MA SMART Angle" 2. Select desired condition from dropdown 3. Choose notification method (popup, email, webhook) 4. Set alert expiration (typically "Once Per Bar Close") --- ## 📚 EDUCATIONAL VALUE This indicator serves as an excellent learning tool for understanding: **1. Angle-Based Momentum Analysis** - Traditional indicators show MA crossovers - This shows the *rate of change* (velocity) of MAs - Teaches traders to think in terms of momentum acceleration **2. Multi-Timeframe Confirmation** - Shows how fast, medium, and slow MAs interact - Demonstrates importance of trend alignment - Helps develop patience for high-probability setups **3. Signal Quality vs. Quantity Tradeoff** - Simple mode = more signals, more noise - Strict mode = fewer signals, higher quality - Teaches discretionary filtering skills **4. Market State Recognition** - Visual distinction between trending and ranging markets - Helps traders avoid trading choppy conditions - Develops "market context" awareness --- ## 🔄 DIFFERENCES FROM OTHER MA INDICATORS **vs. Traditional MA Crossovers:** - Measures momentum (angle) rather than just price crossing MA - Provides earlier signals as angles change before price crosses - Filters better for sideways markets using no-trade zones **vs. MACD:** - Uses multiple MAs instead of just two - ATR normalization makes it universal across instruments - Visual angle representation more intuitive than histogram **vs. Supertrend:** - Not based on ATR bands but on MA slope analysis - Provides graduated strength indication (not just binary trend) - Less prone to whipsaw in low volatility **vs. Original "MA Angles" by JD:** - Adds explicit entry/exit signals (original had none) - Implements no-repaint logic for reliability - Includes signal filtering and quality controls - Provides dual signal systems (Simple/Strict) - Enhanced visualization and status monitoring - Uses faster MA periods (3/8/13 vs 27/83/278) for modern markets --- ## 📖 CODE STRUCTURE (for Pine Script learners) This indicator demonstrates: **Advanced Pine Script Techniques:** - Custom function implementation (JMA, angle calculation) - Var declarations for stateful tracking - Table creation for HUD display - Multi-condition signal logic - Alert system integration - Proper use of historical references for no-repaint **Code Organization:** - Modular function definitions (JMA, angle) - Clear separation of concerns (inputs, calculations, plotting, alerts) - Extensive commenting for maintainability - Best practices for Pine Script v5 **Learning Resources:** - Study the JMA function to understand adaptive smoothing - Examine angle calculation for ATR normalization technique - Review signal logic for multi-condition confirmation patterns - Analyze anti-spam filtering for state management The code is open-source - feel free to study, modify, and improve upon it! --- ## 🙏 CREDITS & ATTRIBUTION **Original Concepts:** - **"ma angles - JD" by JD (Duyck)** - Core angle calculation methodology and indicator concept Original open-source indicator on TradingView Community Scripts - **JMA (Jurik Moving Average) implementation by Everget** - Smooth, low-lag moving average function Acknowledged in original JD indicator code - **Angle Calculation formula by KyJ** - Mathematical formula for converting MA slope to degrees using ATR normalization Acknowledged in original JD indicator code comments **Enhancements in This Version:** - Signal generation logic - Original implementation for this indicator - No-repaint confirmation system - Original implementation - Dual signal modes (Simple/Strict) - Original implementation - Visual enhancements and status table - Original implementation - Alert system and signal filtering - Original implementation - Modified MA periods (3/8/13 instead of 27/83/278) - Optimization for modern markets **Open Source Philosophy:** This indicator follows the open-source spirit of TradingView and the Pine Script community. The original "ma angles - JD" by JD (Duyck) was published as open-source, enabling this enhanced version. Similarly, this code is published as open-source to allow further community improvements. --- ## ⚡ QUICK START GUIDE **For New Users:** 1. Add indicator to chart 2. Start with default settings (Simple mode) 3. Wait for BUY signal (green arrow) 4. Observe how price behaves after signal 5. Check status table to understand market state 6. Adjust parameters based on your instrument/timeframe **For Experienced Traders:** 1. Switch to Strict mode for higher quality signals 2. Increase cooldown bars to reduce frequency 3. Raise minimum angle threshold for stronger trends 4. Combine with your existing strategy for confirmation 5. Set up alerts for desired signal types 6. Backtest on your preferred instruments --- ## 🎓 RECOMMENDED COMBINATIONS **Works Well With:** - **Volume Analysis:** Confirm signals with volume spikes - **Support/Resistance:** Take signals near key levels - **RSI/Stochastic:** Avoid overbought/oversold extremes - **ATR:** Size positions based on volatility - **Price Action:** Wait for candlestick confirmation **Complementary Indicators:** - Order Flow / Footprint (for institutional confirmation) - Volume Profile (for identifying value areas) - VWAP (for intraday mean reversion reference) - Fibonacci Retracements (for target setting) --- ## 📈 PERFORMANCE EXPECTATIONS **Realistic Win Rates:** - Simple Mode: 45-55% (higher frequency, moderate accuracy) - Strict Mode: 55-65% (lower frequency, higher accuracy) - Combined with price action: 60-70% **Best Asset Classes:** 1. **Cryptocurrencies** (strong trends, clear signals) 2. **Forex Major Pairs** (smooth price action, good angles) 3. **Large-Cap Stocks** (trending behavior, liquid) 4. **Index Futures** (trending instruments) **Challenging Conditions:** - Low volatility consolidation periods - News-driven erratic movements - Thin/illiquid instruments - Counter-trending markets --- ## 🛡️ RISK DISCLAIMER **IMPORTANT LEGAL NOTICE:** This indicator is for **educational and informational purposes only**. It is **NOT financial advice** and does not constitute a recommendation to buy or sell any financial instrument. **Trading Risks:** - Trading carries substantial risk of loss - Past performance does not guarantee future results - No indicator can predict market movements with certainty - You can lose more than your initial investment (especially with leverage) **User Responsibilities:** - Conduct your own research and due diligence - Understand the instruments you trade - Never risk more than you can afford to lose - Use proper position sizing and risk management - Consider consulting a licensed financial advisor **Indicator Limitations:** - Signals are based on historical data only - No guarantee of accuracy or profitability - Parameters must be optimized for your specific use case - Results vary significantly by market conditions By using this indicator, you acknowledge and accept all trading risks. The author is not responsible for any financial losses incurred through use of this indicator. --- ## 📧 SUPPORT & FEEDBACK **Found a bug?** Please report it in the comments with: - Chart symbol and timeframe - Parameter settings used - Description of unexpected behavior - Screenshot if possible **Have suggestions?** Share your ideas for improvements! **Enjoying the indicator?** Leave a like and follow for updates!
Pine Script® Indikator
von Smart-Day-Trader
Bitcoin 50-Week MA “Cycle Line” — Bull/Bear RegimeOverview. This indicator plots the true 50-week simple moving average (SMA) on any timeframe by requesting weekly data, then colors the chart to show a bull/bear regime: green when price is above the 50-week MA, red when below. Many Bitcoin analysts treat this average as a cycle “line in the sand”—multiple weekly closes below it have historically coincided with the end of bull phases and the start of broader drawdowns, while holding above has aligned with continued strength. Why it matters. Recently, research notes and market commentary have flagged the 50-week MA near ~$100k–$103k (feed-dependent) as a critical support/resistance area to watch. Use this tool to track that threshold on your own exchange feed and timeframe. How it works. Pulls weekly closes via request.security() and computes a 50-week SMA (not an EMA). Plots the line on your current chart and applies a regime color (background or candles, toggle in settings). Works on any symbol; optimized for BTC spot and futures. Notes. MA values vary by data source/exchange; confirm on a weekly chart if needed. A single intrawEEK break can whipsaw; many analysts look for confirmed weekly closes. Pair with your macro/liquidity view and risk rules.
Pine Script® Indikator
von csliddell
SuperTrend Dual RMAOverview The SuperTrend Dual RMA is a hybrid volatility-based trend-following system that merges two Relative Moving Averages (RMAs) with an Average True Range (ATR)–anchored SuperTrend framework. The primary purpose of this indicator is to offer a smoother and more reliable depiction of directional bias while maintaining sensitivity to price volatility and market volume. Traditional SuperTrend implementations typically rely on a single moving average and a fixed volatility envelope. This dual RMA structure introduces an adaptive central tendency line that reacts proportionally to both price and volume, allowing for more nuanced identification of trend reversals and continuation patterns. **Core Concept** The indicator is built around two key principles — smoothing and volatility adaptation. 1. **Smoothing:** The use of two separate RMAs with configurable lengths creates a dynamic equilibrium between short-term responsiveness and long-term stability. The first RMA captures near-term directional shifts, while the second provides broader market context. The average of both becomes the foundation of the SuperTrend bands. 2. **Volatility Adaptation:** The ATR multiplier and period define the distance between upper and lower bands relative to recent volatility. This ensures that the SuperTrend line remains flexible across varying market conditions — expanding during high volatility and contracting during calm phases. **Calculation Steps** * The indicator first computes two volume-weighted RMAs based on the typical price (`hlc3`) multiplied by trading volume. * Each RMA is normalized by the smoothed volume to maintain proportional weighting. * These two RMAs are averaged to produce a “basis line” that reflects the current market consensus price. * The ATR is calculated over a user-defined period, then multiplied by a volatility factor (ATR multiplier). * The resulting ATR value defines dynamic upper and lower thresholds around the basis line. * Trend direction is determined by price closing behavior relative to these thresholds: * When the closing price exceeds the upper band, the trend is considered bullish. * When it drops below the lower band, the trend turns bearish. * If price remains within the bands, the prior trend direction is maintained for consistency. **Visual Structure** The SuperTrend Dual RMA provides multiple layers of visual feedback for enhanced interpretation: * Two distinct RMA lines (short and long) are plotted with complementary colors for contrast and clarity. * A soft fill between the RMA lines highlights the interaction between short- and medium-term momentum. * The ATR-based SuperTrend bands are drawn above and below the basis, with adaptive coloring that corresponds to the prevailing trend direction. * Bar colors automatically adjust to reflect bullish or bearish bias, making it easy to identify trend shifts without relying solely on crossovers. * Optional triangle markers appear below or above bars to signal potential buy or sell opportunities based on crossover logic. **Signals and Alerts** The indicator provides real-time crossover detection: * **Buy Signal:** Triggered when the closing price moves above the SuperTrend line, confirming potential bullish continuation or reversal. * **Sell Signal:** Triggered when the closing price drops below the SuperTrend line, indicating possible bearish momentum or reversal. Both conditions have built-in `alertcondition()` functions, allowing users to set automated alerts for trading or monitoring purposes. This enables integration with TradingView’s alert system for push notifications, emails, or webhook connections. **Usage Guidelines** * **Trend Identification:** Use the color-coded trend line and bar color as a visual guide to the current directional bias. * **Entry and Exit Timing:** Consider entering trades when a new crossover alert appears, preferably in the direction of the overall higher-timeframe trend. * **Parameter Tuning:** Adjust the RMA lengths and ATR parameters based on asset volatility. Shorter RMA and ATR settings provide faster reactions, suitable for intraday or high-frequency trading, while longer configurations better fit swing or position strategies. * **Risk Management:** Because the SuperTrend inherently acts as a dynamic stop level, traders can use the opposite band or SuperTrend line as a trailing stop or exit signal. **Practical Applications** * Trend confirmation in multi-timeframe strategies. * Adaptive trailing stop placement using the lower or upper band. * Visual comparison of volume-weighted price movement against volatility envelopes. * Integration into algorithmic trading systems as a signal filter or trend bias component. * Identification of overextended conditions when price significantly diverges from the SuperTrend basis. **Originality and Advantages** The SuperTrend Dual RMA differentiates itself from conventional SuperTrend scripts through three innovative design choices: 1. **Dual Volume-Weighted RMAs:** By incorporating two RMAs weighted by trading volume, the indicator accounts for liquidity dynamics, producing smoother and more reliable averages compared to price-only calculations. 2. **Anchored SuperTrend Framework:** The SuperTrend bands are not derived from a fixed source (such as a single close or median price) but from a blended RMA basis, making them more adaptable to varying market behaviors. 3. **Integrated Multi-Layer Visualization:** The inclusion of filled regions between RMAs, dynamic band coloring, and bar tinting enhances readability and analytical depth without overwhelming the chart. These improvements collectively create a more balanced and data-rich representation of market structure, offering a higher degree of analytical precision. It’s suitable for traders seeking both discretionary and systematic use, as the indicator’s logic is transparent and compatible with alert-based or automated workflows. **Summary** The SuperTrend Dual RMA is a refined evolution of the classic SuperTrend, optimized for traders who value smoother directional tracking and more intelligent volatility adaptation. It blends two time-sensitive, volume-aware moving averages with an ATR-derived volatility system to deliver reliable, actionable trend information. Its visual design, adaptive responsiveness, and integrated alert functionality make it a complete solution for identifying and managing trends across multiple asset classes and timeframes.
Pine Script® Indikator
von honeydev9598
6
MechArt Moving Average and % Above V1.1MechArt Moving Average and % Above V1.1 Unlock the power of custom analysis with this Adjustable Moving Average Indicator! Whether you're a day trader, swing trader, or long-term investor, this tool helps you track price action with precision and flexibility. Tailor your trading strategy to your needs by adjusting the type of moving average, price triggers, and percentage levels. 🔑 Key Features: Choose Your Moving Average Type 🌀 Select from four popular moving averages: SMA (Simple Moving Average) EMA (Exponential Moving Average) WMA (Weighted Moving Average) VWMA (Volume Weighted Moving Average) Find the one that best fits your trading style! Adjustable Trigger Price Choose between four price types to trigger signals: Open High Low Close Pick the price type that makes the most sense for your strategy! Percentage Above the Moving Average 📈🔽 Set a custom percentage above the moving average to generate alerts when the price reaches key levels. Customizable Alerts 🔔 Get notified when the price is above the target price or below the moving average. Perfect for timely trades! 📉 Visual Alerts: 🔴 Red Background: When the selected price is above the target price (percentage above the moving average). 🟩 Green Background: When the selected price is below the moving average. 🚀 How This Indicator Helps You: Precision 🎯: Visual signals with clear red and green backgrounds help you make quick decisions based on the price's relationship to your moving average. Flexibility 🔄: Customize the type of moving average and the price used for triggers to fit your trading style. 📊 Perfect For: Swing Traders 📈: Use the indicator to identify price trends and reversals based on moving averages. Day Traders ⏳: Set short-term percentage levels to catch immediate price movements. Long-Term Investors 💼: Track longer-term trends and set alerts when prices deviate significantly from your moving average. Take control of your trading strategy with this Adjustable Moving Average Indicator and start making more informed decisions today! 🏅 Change from V1.0: Fixed Timeframe setting to match chart.
Pine Script® Indikator
von MechArt_
MechArt Moving Average and % Above V1.0MechArt Moving Average and % Above V1.0 Unlock the power of custom analysis with this Adjustable Moving Average Indicator! Whether you're a day trader, swing trader, or long-term investor, this tool helps you track price action with precision and flexibility. Tailor your trading strategy to your needs by adjusting the type of moving average, price triggers, and percentage levels. 🔑 Key Features: Choose Your Moving Average Type 🌀 Select from four popular moving averages: SMA (Simple Moving Average) EMA (Exponential Moving Average) WMA (Weighted Moving Average) VWMA (Volume Weighted Moving Average) Find the one that best fits your trading style! Adjustable Trigger Price Choose between four price types to trigger signals: Open High Low Close Pick the price type that makes the most sense for your strategy! Percentage Above the Moving Average 📈🔽 Set a custom percentage above the moving average to generate alerts when the price reaches key levels. Customizable Alerts 🔔 Get notified when the price is above the target price or below the moving average. Perfect for timely trades! 📉 Visual Alerts: 🔴 Red Background: When the selected price is above the target price (percentage above the moving average). 🟩 Green Background: When the selected price is below the moving average. 📅 Adjustable Timeframe: Choose the timeframe that suits you! Whether you're trading on a 1-minute chart, 1-hour, 1-day, or 1-week, this indicator works for all timeframes. 🚀 How This Indicator Helps You: Precision 🎯: Visual signals with clear red and green backgrounds help you make quick decisions based on the price's relationship to your moving average. Flexibility 🔄: Customize the type of moving average and the price used for triggers to fit your trading style. 📊 Perfect For: Swing Traders 📈: Use the indicator to identify price trends and reversals based on moving averages. Day Traders ⏳: Set short-term percentage levels to catch immediate price movements. Long-Term Investors 💼: Track longer-term trends and set alerts when prices deviate significantly from your moving average. Take control of your trading strategy with this Adjustable Moving Average Indicator and start making more informed decisions today! 🏅
Pine Script® Indikator
von MechArt_
1
ADX Trend Strength Filter + TRAMA [DotGain]Summary Are you tired of trading trend signals, only to get stopped out in volatile, sideways chop? The ADX Trend Strength Filter (ADX TSF) is designed to solve this exact problem. It is a comprehensive trend-following system that only generates signals when a trend not only has the right direction and momentum, but also sufficient strength. This indicator filters out weak or indecisive market phases (the "chop") and will only color the bars Green or Red when all conditions for a strong, confirmed trend are met. ⚙️ Core Components and Logic The ADX TSF relies on a triple-filter logic to generate a clear trade signal: Trend Filter (TRAMA): A TRAMA (Trending Adaptive Moving Average) is used as the main trendline. This adaptive average automatically adjusts to market volatility, acting as a dynamic support/resistance level. Price > TRAMA = Bullish Price < TRAMA = Bearish Momentum Filter (RSI Crossover): Momentum is measured by a crossover of two moving averages of the RSI (a fast EMA and a slow SMA). This confirms whether the momentum is pointing in the same direction as the trend. Strength Filter (ADX): This is the most important filter. A signal is only considered valid if the ADX (Average Directional Index) is above a defined threshold (Default: 30). This ensures the trend has sufficient strength. 🚦 How to Read the Indicator The indicator has three states, displayed directly as bar colors on your chart: 🟩 GREEN BARS (Strong Uptrend) All three conditions are met: Price is above the TRAMA. RSI momentum is bullish (Fast MA > Slow MA). ADX is above 30 (Strong trend is present). 🟥 RED BARS (Strong Downtrend) All three conditions are met: Price is below the TRAMA. RSI momentum is bearish (Fast MA < Slow MA). ADX is above 30 (Strong trend is present). 🟧 ORANGE BARS (Neutral / Caution) This state appears if any of the following conditions are true: Weak Trend: The ADX is below 30. The market is in consolidation or a sideways phase. (This is the primary filter!) Indecision: The price is caught in the "Neutral Zone" between the TRAMA and the 200 SMA. Visual Elements Bar Colors: (Green/Red/Orange) Show the current trend status. TRAMA (Orange Line): Your primary adaptive trendline. 200 SMA (White Line): Serves as a reference for the long-term trend. Orange Background (Fill): Fills the area between the TRAMA and SMA to visually highlight the "Neutral Zone." Key Benefit The goal of the ADX TSF is to keep traders out of weak, unpredictable markets and help them participate only in strong, momentum-confirmed trends. Have fun :) Disclaimer This "Buy The F*cking Dip" (BTFD) indicator is provided for informational and educational purposes only. It does not, and should not be construed as, financial, investment, or trading advice. The signals generated by this tool (both "Buy" and "Sell") are the result of a specific set of algorithmic conditions. They are not a direct recommendation to buy or sell any asset. All trading and investing in financial markets involves substantial risk of loss. You can lose all of your invested capital. Past performance is not indicative of future results. The signals generated may produce false or losing trades. The creator (© DotGain) assumes no liability for any financial losses or damages you may incur as a result of using this indicator. You are solely responsible for your own trading and investment decisions. Always conduct your own research (DYOR) and consider your personal risk tolerance before making any trades.
Pine Script® Indikator
von DotGain
1
Close Below MAClose Below MA (SMA or EMA) This indicator helps traders quickly identify when a candle closes below a moving average — a classic signal of potential bearish momentum or a shift in trend. You can choose between Simple Moving Average (SMA) or Exponential Moving Average (EMA) from a convenient dropdown menu, and customize the MA length to fit your strategy. When a candle closes below the selected MA, a small black arrow appears above the bar, and an alert can be triggered for instant notifications. Features: Choose between SMA or EMA. Adjustable MA length. Visual signal (arrow) when the close is below the selected MA. Built-in alert support Usage Ideas: Spot early signs of a bearish reversal. Use alerts for automated trade monitoring.
Pine Script® Indikator
von TraderxVlad
Fixed High Timeframe Moving AveragesFixed High Timeframe Moving Averages (W/D/4H) Summary This indicator plots essential, high-timeframe (HTF) Moving Averages onto your chart, **no matter which timeframe you are currently viewing**. It is designed for traders who need multi-timeframe context at a glance. Stop switching charts to see where the 200-Week or 50-Day MA is—now you can see all critical HTF levels directly on your 5-minute (or any other) chart. --- Who it’s for Traders who rely on moving averages but like to work on lower chart timeframes while keeping higher timeframe context in sight. If you scalp on 1–15m yet want Weekly/Daily/4H MAs always visible, this is for you. --- What it shows Pinned (“fixed”) moving averages from higher timeframes—Weekly (20/100/200) , Daily (50/100/200/365) and 4H (200) —rendered on any chart timeframe. Your favorite HTF MAs stay on screen no matter what TF you’re currently analyzing. --- Features * **MA types:** SMA, EMA, VWMA, Hull. * **Fully configurable:** toggle each line, set periods, colors, and thickness. * **Two alert modes (see below):** intrabar vs confirmed HTF close. * **Works on any symbol & chart TF** using `request.security` to fetch HTF data. --- Alerts & Modes This indicator solves the biggest problem with MTF alerts: false signals. You can choose one of two modes: 1. **Intrabar mode** — compares current chart price to the HTF MA. Triggers as soon as price crosses the HTF line; great for early signals but may update until the HTF bar closes. 2. **Confirmed mode** — checks HTF close vs HTF MA. Signals only on the higher-TF bar close; fewer false starts, no intrabar repainting on that TF. Per-line *Cross Above / Cross Below* conditions are provided for all enabled MAs (e.g., “20W — Cross Above”, “365D — Cross Below”, etc.). **How to use alerts:** add the script → “Create Alert” → pick any condition from the script’s list. --- Why this helps * Keeps Weekly/Daily structure visible while you execute on LTF. * Classic anchors (e.g., 200D, 20W/100W/200W) are popular for trend bias, dynamic support/resistance, and pullback context. * Lets you standardize MA references across all your lower-TF playbooks. --- Notes on confirmation & repainting * Intrabar signals can change until the higher-TF bar closes (that’s expected with multi-TF data). * Confirmed mode waits for the HTF close—cleaner, but later. Choose what fits your workflow. --- Quick setup 1. Pick `MA Type` (SMA/EMA/VWMA/Hull). 2. Enable the HTF lines you want (Weekly 20/100/200; Daily 50/100/200/365; 4H 200). 3. Choose `Alert Mode` (Intrabar vs Confirmed). 4. Style colors/widths to taste and set alerts on the lines you care about. --- Good practice * Combine HTF MAs with price action (swings, structure, liquidity grabs) rather than using them in isolation. * Always validate signals in your execution TF and use a risk plan tailored to volatility. * Protect your capital: position sizing, stops, and disciplined risk management matter more than any single line on the chart. --- Disclaimer For educational/informational purposes only; not financial advice. Trading involves risk—manage it responsibly.
Pine Script® Indikator
von MAXmks
THAIT Moving Averages Tight within # ATR EMA SMA convergence THAIT(tight) indicator is a powerful tool for identifying moving average convergence in price action. This indicator plots four user-defined moving averages (EMA or SMA). It highlights moments when the MAs converge within a user specified number of ATRs, adjusted by the 14-period ATR, signaling potential trend shifts or consolidation. A convergence is flagged when MA1 is the maximum, the spread between MAs is tight, and the price is above MA1, excluding cases where the longest MA (MA4) is the highest. The indicator alerts and visually marks convergence zones with a shaded green background, making it ideal for traders seeking precise entry or exit points.
Pine Script® Indikator
von Imready4
PDB - RSI Based Buy/Sell signals with 4 MARSI Based Buy/Sell Signals on Price chart + 4 MA System This indicator plots RSI-based Buy & Sell signals directly on the price chart , combined with a 4-Moving-Average trend filter (20/50/100/200) for higher accuracy and cleaner trade timing. The signal triggers when RSI reaches user-defined overbought/oversold levels, but unlike a standard RSI, this version plots the signals **on the chart**, not in the RSI window — making entries and exits easier to see in real time. RSI Levels Are Fully Customizable The default RSI thresholds are 30 (oversold) and 70 (overbought). However, you can adjust these to fit your trading style. For example: > When day trading on the 5–15 min timeframe, I personally use 35 (oversold) and 75 (overbought) to catch moves earlier. > The example shown in the preview image uses 10-minute timeframe settings. You can change the RSI levels to trigger signals from **any value you choose**, allowing you to tailor the indicator to scalping, day trading, or swing trading. 4 Moving Averages Included: 20, 50, 100, 200 MAs act as dynamic trend filters so you can: ✔ trade signals only in the direction of trend ✔ avoid false reversals ✔ identify momentum shifts more clearly Works on all markets and timeframes — crypto, stocks, FX, indices.
Pine Script® Indikator
von PrintDemBandz
Reactive Curvature Smoother Moving Average IndicatorSummary in one paragraph RCS MA is a reactive curvature smoother for any liquid instrument on intraday through swing timeframes. It helps you act only when context strengthens by adapting its window length with a normalized path energy score and by smoothing with robust residual weights over a quadratic fit, then optionally blending a capped one step forecast. Add it to a clean chart and watch the single colored line. Shapes can shift while a bar forms and settle on close. For conservative use, judge on bar close. Scope and intent • Markets: major FX pairs, index futures, large cap equities, liquid crypto • Timeframes: one minute to daily • Purpose: reduce lag in trends while resisting chop and outliers • Limits: indicator only, no orders Originality and usefulness • Novelty: adaptive window selection by minimizing normalized path energy with directionality bias, plus Huber weighted residuals and curvature aware penalty, finished with a mintick capped forecast blend • Failure modes addressed: whipsaws from fixed length MAs and outlier spikes that pull means • Testable: Inputs expose all components and optional diagnostics show chosen length, directionality, and energy • Portable yardstick: forecast cap uses mintick to stay symbol aware Method overview in plain language Base measures • Range span of the tested window and a path energy defined as the sum of squared price increments, normalized by span Components Adaptive window chooser: scans L between Min and Max using an energy over trend score and picks the lowest score Robust smoother: fits a quadratic to the last L bars, computes residuals, applies Huber weights and an exponential residual penalty scaled down when curvature is high Forecast blend: projects one step ahead from the quadratic, caps displacement by a multiple of mintick, blends by user weight Fusion rule • Final line equals robust mean plus optional capped forecast blend Signal rule • Visual bias only: color turns lime when close is above the line, red otherwise What you will see on the chart • One colored line that tightens in trends and relaxes in chop • Optional debug overlays for core value, chosen L, directionality, and energy • Optional last bar label with L, directionality, and energy • Reminder: drawings can move intrabar and settle on close Inputs with guidance Setup • Source: price series to smooth Logic • Min window l_min. Typical 5 to 21. Higher increases stability, adds lag • Max window l_max. Typical 40 to 128. Higher reduces noise, adds lag ceiling • Length step grid_step. Typical 1 to 8. Smaller is finer and heavier • Trend bias trend_bias. Typical 0.50 to 0.80. Higher favors trend persistence • Residual penalty lambda_base. Typical 0.8 to 2.0. Higher downweights large residuals more • Huber threshold huber_k. Typical 1.5 to 3.0. Higher admits more outliers • Curvature guard curv_guard. Typical 0.3 to 1.0. Higher reduces influence when curve is tight • Forecast blend lead_blend. 0 disables. Typical 0.10 to 0.40 • Forecast cap lead_limit. Typical 1 to 5 minticks • Show chosen L and metrics show_debug. Diagnostics toggle Optional: enable diagnostics to see length, direction, and energy Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while bars are open and settle on close • Use on standard candles for analysis and combine with your own risk process Honest limitations and failure modes • Very quiet regimes can reduce energy contrast, length selection may hover near the bounds • Gap heavy symbols can disrupt quadratic fit on the window edges • Excessive forecast blend may look anticipatory; use low values and the cap
Pine Script® Indikator
von exlux
PDB 4 MA + Candle Strength/Weakness Detector 4MA Strength & Reversal Detector Unlock the power of momentum with this advanced 4 Moving Average system (20, 50, 100, 200) designed to pinpoint market strength and early reversal zones with precision. How It Works: - Bearish Reversal: Triggered when all moving averages align (20 < 50 < 100 < 200) and bearish reversal candles appear — highlighting potential tops. - Bullish Reversal: Triggered when all moving averages align (200 < 100 < 50 < 20) and bullish reversal candles form — marking potential bottoms :Best For: ⚡ Scalpers and day traders using 1–5 minute timeframes 📈 Identifying momentum shifts and trend exhaustion early Tip: Combine this with volume or RSI for stronger confirmation and fewer false signals.
Pine Script® Indikator
von PrintDemBandz
SMC Structures and Multi-Timeframe FVG PYSMC Structures and Multi-Timeframe FVG Indicator Tip: For optimal performance, adjust the number of FVGs displayed per timeframe in the settings. On high-performance devices, up to 8 FVGs per timeframe can be used without issues. If you experience slowdowns, reduce to 3 or 4 FVGs per timeframe. If the chart flashes, disable indicators one by one to identify conflicts, or try using the TradingView Mobile or Windows App for a smoother experience. Overview This Pine Script indicator enhances market analysis by integrating Smart Money Concepts (SMC) with Fair Value Gaps (FVG) across multiple timeframes. It identifies trend continuations (Break of Structure, BOS) and trend reversals (Change of Character, CHoCH) while highlighting liquidity zones through FVG detection. The indicator includes eight customizable Moving Average (MA) curve templates, disabled by default, to complement SMC and FVG analysis. Its originality lies in combining multi-timeframe FVG detection with SMC structure analysis, providing traders with a cohesive tool to visualize price action patterns and liquidity zones efficiently. Features and Functionality 1. Fair Value Gaps (FVG) The indicator detects and displays bullish, bearish, and mitigated FVGs, representing liquidity zones where price inefficiencies occur. These gaps are dynamically updated based on price action: Bullish FVG: Displayed in green when unmitigated, indicating potential upward liquidity zones. Bearish FVG: Displayed in red when unmitigated, signaling potential downward liquidity zones. Mitigated FVG: Shown in gray once the gap is partially filled by price action. Fully Mitigated FVG: Automatically removed from the chart when the gap is fully filled, reducing visual clutter. Users can customize the number of historical FVGs displayed via the settings, allowing focus on recent liquidity zones for targeted analysis. 2. SMC Structures The indicator identifies key SMC price action patterns: Break of Structure (BOS): Marked with gray lines, indicating trend continuation when price breaks a significant high or low. Change of Character (CHoCH): Highlighted with yellow lines, signaling potential trend reversals when price fails to maintain the current structure. High/Low Values: Blue lines denote the highest high and lowest low of the current structure, providing reference points for market context. 3. Multi-Timeframe FVG Analysis A standout feature is the ability to analyze FVGs across multiple timeframes simultaneously. This allows traders to align higher-timeframe liquidity zones with lower-timeframe entries, improving trade precision. The indicator fetches FVG data from user-selected timeframes, displaying them cohesively on the chart. 4. Moving Average (MA) Templates The indicator includes eight customizable MA curve templates in the Settings > Template section, disabled by default. These templates allow users to overlay MAs (e.g., SMA, EMA, WMA) to complement SMC and FVG analysis. Each template is pre-configured with different periods and types, enabling quick adaptation to various trading strategies, such as trend confirmation or dynamic support/resistance. How It Works The script processes price action to detect FVGs by analyzing three-candle patterns where a gap forms between the high/low of the first and third candles. Multi-timeframe data is retrieved using Pine Script’s request.security() function, ensuring accurate FVG plotting across user-defined timeframes. BOS and CHoCH are identified by tracking swing highs and lows, with logic to differentiate trend continuation from reversals. The MA templates are computed using standard Pine Script TA functions, with user inputs controlling visibility and parameters. How to Use Add to Chart: Apply the indicator to any TradingView chart. Configure Settings: FVG Settings: Adjust the number of historical FVGs to display (default: 10). Enable/disable specific FVG types (bullish, bearish, mitigated). Timeframe Selection: Choose up to three timeframes for FVG analysis (e.g., 1H, 4H, 1D) to align with your trading strategy. Structure Settings: Toggle BOS (gray lines) and CHoCH (yellow lines) visibility. Adjust sensitivity for structure detection if needed. MA Templates: Enable MA curves via the Template section. Select from eight pre-configured MA types and periods to suit your analysis. Interpret Signals: Use green/red FVGs for potential entry points targeting liquidity zones. Monitor gray lines (BOS) for trend continuation and yellow lines (CHoCH) for reversal signals. Align multi-timeframe FVGs with BOS/CHoCH for high-probability setups. Optionally, use MA curves for trend confirmation or dynamic levels. Clean Chart Usage: The indicator is designed to work standalone. Ensure no conflicting scripts are applied unless explicitly needed for your strategy. Why This Indicator Is Unique Unlike standalone FVG or SMC indicators, this script combines both concepts with multi-timeframe analysis, offering a comprehensive view of market structure and liquidity. The addition of customizable MA templates enhances flexibility, while the dynamic removal of mitigated FVGs keeps the chart clean. This mashup is purposeful, as it integrates complementary tools to streamline decision-making for traders using SMC strategies. Credits This indicator builds on foundational SMC and FVG concepts from the TradingView community. Some open-source code was reused, and do performance enhancement as you guys can read the code. This type of indicators has inspiration was drawn from public domain SMC methodologies. All code is partly original with manual work on performance optimization in Pine Script. Notes Ensure your chart is clean (no unnecessary drawings or indicators) to maximize clarity. The indicator is open-source, and traders are encouraged to review the code for deeper understanding. For optimal use, test the indicator on a demo account to familiarize yourself with its signals.
Pine Script® Indikator
von patwayfarer
13
MACD Enhanced [DCAUT]█ MACD Enhanced 📊 ORIGINALITY & INNOVATION The MACD Enhanced represents a significant improvement over traditional MACD implementations. While Gerald Appel's original MACD from the 1970s was limited to exponential moving averages (EMA), this enhanced version expands algorithmic options by supporting 21 different moving average calculations for both the main MACD line and signal line independently. This improvement addresses an important limitation of traditional MACD: the inability to adapt the indicator's mathematical foundation to different market conditions. By allowing traders to select from algorithms ranging from simple moving averages (SMA) for stability to advanced adaptive filters like Kalman Filter for noise reduction, this implementation changes MACD from a fixed-algorithm tool into a flexible instrument that can be adjusted for specific market environments and trading strategies. The enhanced histogram visualization system uses a four-color gradient that helps communicate momentum strength and direction more clearly than traditional single-color histograms. 📐 MATHEMATICAL FOUNDATION The core calculation maintains the proven MACD formula: Fast MA(source, fastLength) - Slow MA(source, slowLength), but extends it with algorithmic flexibility. The signal line applies the selected smoothing algorithm to the MACD line over the specified signal period, while the histogram represents the difference between MACD and signal lines. Available Algorithms: The implementation supports a comprehensive spectrum of technical analysis algorithms: Basic Averages: SMA (arithmetic mean), EMA (exponential weighting), RMA (Wilder's smoothing), WMA (linear weighting) Advanced Averages: HMA (Hull's low-lag), VWMA (volume-weighted), ALMA (Arnaud Legoux adaptive) Mathematical Filters: LSMA (least squares regression), DEMA (double exponential), TEMA (triple exponential), ZLEMA (zero-lag exponential) Adaptive Systems: T3 (Tillson T3), FRAMA (fractal adaptive), KAMA (Kaufman adaptive), MCGINLEY_DYNAMIC (reactive to volatility) Signal Processing: ULTIMATE_SMOOTHER (low-pass filter), LAGUERRE_FILTER (four-pole IIR), SUPER_SMOOTHER (two-pole Butterworth), KALMAN_FILTER (state-space estimation) Specialized: TMA (triangular moving average), LAGUERRE_BINOMIAL_FILTER (binomial smoothing) Each algorithm responds differently to price action, allowing traders to match the indicator's behavior to market characteristics: trending markets benefit from responsive algorithms like EMA or HMA, while ranging markets require stable algorithms like SMA or RMA. 📊 COMPREHENSIVE SIGNAL ANALYSIS Histogram Interpretation: Positive Values: Indicate bullish momentum when MACD line exceeds signal line, suggesting upward price pressure and potential buying opportunities Negative Values: Reflect bearish momentum when MACD line falls below signal line, indicating downward pressure and potential selling opportunities Zero Line Crosses: MACD crossing above zero suggests transition to bullish bias, while crossing below indicates bearish bias shift Momentum Changes: Rising histogram (regardless of positive/negative) signals accelerating momentum in the current direction, while declining histogram warns of momentum deceleration Advanced Signal Recognition: Divergences: Price making new highs/lows while MACD fails to confirm often precedes trend reversals Convergence Patterns: MACD line approaching signal line suggests impending crossover and potential trade setup Histogram Peaks: Extreme histogram values often mark momentum exhaustion points and potential reversal zones 🎯 STRATEGIC APPLICATIONS Comprehensive Trend Confirmation Strategies: Primary Trend Validation Protocol: Identify primary trend direction using higher timeframe (4H or Daily) MACD position relative to zero line Confirm trend strength by analyzing histogram progression: consistent expansion indicates strong momentum, contraction suggests weakening Use secondary confirmation from MACD line angle: steep angles (>45°) indicate strong trends, shallow angles suggest consolidation Validate with price structure: trending markets show consistent higher highs/higher lows (uptrend) or lower highs/lower lows (downtrend) Entry Timing Techniques: Pullback Entries in Uptrends: Wait for MACD histogram to decline toward zero line without crossing, then enter on histogram expansion with MACD line still above zero Breakout Confirmations: Use MACD line crossing above zero as confirmation of upward breakouts from consolidation patterns Continuation Signals: Look for MACD line re-acceleration (steepening angle) after brief consolidation periods as trend continuation signals Advanced Divergence Trading Systems: Regular Divergence Recognition: Bullish Regular Divergence: Price creates lower lows while MACD line forms higher lows. This pattern is traditionally considered a potential upward reversal signal, but should be combined with other confirmation signals Bearish Regular Divergence: Price makes higher highs while MACD shows lower highs. This pattern is traditionally considered a potential downward reversal signal, but trading decisions should incorporate proper risk management Hidden Divergence Strategies: Bullish Hidden Divergence: Price shows higher lows while MACD displays lower lows, indicating trend continuation potential. Use for adding to existing long positions during pullbacks Bearish Hidden Divergence: Price creates lower highs while MACD forms higher highs, suggesting downtrend continuation. Optimal for adding to short positions during bear market rallies Multi-Timeframe Coordination Framework: Three-Timeframe Analysis Structure: Primary Timeframe (Daily): Determine overall market bias and major trend direction. Only trade in alignment with daily MACD direction Secondary Timeframe (4H): Identify intermediate trend changes and major entry opportunities. Use for position sizing decisions Execution Timeframe (1H): Precise entry and exit timing. Look for MACD line crossovers that align with higher timeframe bias Timeframe Synchronization Rules: Daily MACD above zero + 4H MACD rising = Strong uptrend context for long positions Daily MACD below zero + 4H MACD declining = Strong downtrend context for short positions Conflicting signals between timeframes = Wait for alignment or use smaller position sizes 1H MACD signals only valid when aligned with both higher timeframes Algorithm Considerations by Market Type: Trending Markets: Responsive algorithms like EMA, HMA may be considered, but effectiveness should be tested for specific market conditions Volatile Markets: Noise-reducing algorithms like KALMAN_FILTER, SUPER_SMOOTHER may help reduce false signals, though results vary by market Range-Bound Markets: Stability-focused algorithms like SMA, RMA may provide smoother signals, but individual testing is required Short Timeframes: Low-lag algorithms like ZLEMA, T3 theoretically respond faster but may also increase noise Important Note: All algorithm choices and parameter settings should be thoroughly backtested and validated based on specific trading strategies, market conditions, and individual risk tolerance. Different market environments and trading styles may require different configuration approaches. 📋 DETAILED PARAMETER CONFIGURATION Comprehensive Source Selection Strategy: Price Source Analysis and Optimization: Close Price (Default): Most commonly used, reflects final market sentiment of each period. Best for end-of-day analysis, swing trading, daily/weekly timeframes. Advantages: widely accepted standard, good for backtesting comparisons. Disadvantages: ignores intraday price action, may miss important highs/lows HL2 (High+Low)/2: Midpoint of the trading range, reduces impact of opening gaps and closing spikes. Best for volatile markets, gap-prone assets, forex markets. Calculation impact: smoother MACD signals, reduced noise from price spikes. Optimal when asset shows frequent gaps, high volatility during specific sessions HLC3 (High+Low+Close)/3: Weighted average emphasizing the close while including range information. Best for balanced analysis, most asset classes, medium-term trading. Mathematical effect: 33% weight to high/low, 33% to close, provides compromise between close and HL2. Use when standard close is too noisy but HL2 is too smooth OHLC4 (Open+High+Low+Close)/4: True average of all price points, most comprehensive view. Best for complete price representation, algorithmic trading, statistical analysis. Considerations: includes opening sentiment, smoothest of all options but potentially less responsive. Optimal for markets with significant opening moves, comprehensive trend analysis Parameter Configuration Principles: Important Note: Different moving average algorithms have distinct mathematical characteristics and response patterns. The same parameter settings may produce vastly different results when using different algorithms. When switching algorithms, parameter settings should be re-evaluated and tested for appropriateness. Length Parameter Considerations: Fast Length (Default 12): Shorter periods provide faster response but may increase noise and false signals, longer periods offer more stable signals but slower response, different algorithms respond differently to the same parameters and may require adjustment Slow Length (Default 26): Should maintain a reasonable proportional relationship with fast length, different timeframes may require different parameter configurations, algorithm characteristics influence optimal length settings Signal Length (Default 9): Shorter lengths produce more frequent crossovers but may increase false signals, longer lengths provide better signal confirmation but slower response, should be adjusted based on trading style and chosen algorithm characteristics Comprehensive Algorithm Selection Framework: MACD Line Algorithm Decision Matrix: EMA (Standard Choice): Mathematical properties: exponential weighting, recent price emphasis. Best for general use, traditional MACD behavior, backtesting compatibility. Performance characteristics: good balance of speed and smoothness, widely understood behavior SMA (Stability Focus): Equal weighting of all periods, maximum smoothness. Best for ranging markets, noise reduction, conservative trading. Trade-offs: slower signal generation, reduced sensitivity to recent price changes HMA (Speed Optimized): Hull Moving Average, designed for reduced lag. Best for trending markets, quick reversals, active trading. Technical advantage: square root period weighting, faster trend detection. Caution: can be more sensitive to noise KAMA (Adaptive): Kaufman Adaptive MA, adjusts smoothing based on market efficiency. Best for varying market conditions, algorithmic trading. Mechanism: fast smoothing in trends, slow smoothing in sideways markets. Complexity: requires understanding of efficiency ratio Signal Line Algorithm Optimization Strategies: Matching Strategy: Use same algorithm for both MACD and signal lines. Benefits: consistent mathematical properties, predictable behavior. Best when backtesting historical strategies, maintaining traditional MACD characteristics Contrast Strategy: Use different algorithms for optimization. Common combinations: MACD=EMA, Signal=SMA for smoother crossovers, MACD=HMA, Signal=RMA for balanced speed/stability, Advanced: MACD=KAMA, Signal=T3 for adaptive behavior with smooth signals Market Regime Adaptation: Trending markets: both fast algorithms (EMA/HMA), Volatile markets: MACD=KALMAN_FILTER, Signal=SUPER_SMOOTHER, Range-bound: both slow algorithms (SMA/RMA) Parameter Sensitivity Considerations: Impact of Parameter Changes: Length Parameter Sensitivity: Small parameter adjustments can significantly affect signal timing, while larger adjustments may fundamentally change indicator behavior characteristics Algorithm Sensitivity: Different algorithms produce different signal characteristics. Thoroughly test the impact on your trading strategy before switching algorithms Combined Effects: Changing multiple parameters simultaneously can create unexpected effects. Recommendation: adjust parameters one at a time and thoroughly test each change 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Response Characteristics by Algorithm: Fastest Response: ZLEMA, HMA, T3 - minimal lag but higher noise Balanced Performance: EMA, DEMA, TEMA - good trade-off between speed and stability Highest Stability: SMA, RMA, TMA - reduced noise but increased lag Adaptive Behavior: KAMA, FRAMA, MCGINLEY_DYNAMIC - automatically adjust to market conditions Noise Filtering Capabilities: Advanced algorithms like KALMAN_FILTER and SUPER_SMOOTHER help reduce false signals compared to traditional EMA-based MACD. Noise-reducing algorithms can provide more stable signals in volatile market conditions, though results will vary based on market conditions and parameter settings. Market Condition Adaptability: Unlike fixed-algorithm MACD, this enhanced version allows real-time optimization. Trending markets benefit from responsive algorithms (EMA, HMA), while ranging markets perform better with stable algorithms (SMA, RMA). The ability to switch algorithms without changing indicators provides greater flexibility. Comparative Performance vs Traditional MACD: Algorithm Flexibility: 21 algorithms vs 1 fixed EMA Signal Quality: Reduced false signals through noise filtering algorithms Market Adaptability: Optimizable for any market condition vs fixed behavior Customization Options: Independent algorithm selection for MACD and signal lines vs forced matching Professional Features: Advanced color coding, multiple alert conditions, comprehensive parameter control USAGE NOTES This indicator is designed for technical analysis and educational purposes. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always combine with proper risk management and thorough strategy testing.
Pine Script® Indikator
von DCAUT
T3 [DCAUT]█ T3 📊 INDICATOR OVERVIEW The T3 Moving Average is a smoothing indicator developed by Tim Tillson and published in Technical Analysis of Stocks & Commodities magazine (January 1998). The algorithm applies Generalized DEMA (Double Exponential Moving Average) recursively three times, creating a six-pole filtering effect that aims to balance noise reduction with responsiveness while minimizing lag relative to price changes. 📐 MATHEMATICAL FOUNDATION Generalized DEMA (GD) Function: The core building block is the Generalized DEMA function, which combines two exponential moving averages with weights controlled by the volume factor: GD(input, v) = EMA(input) × (1 + v) - EMA(EMA(input)) × v Where v is the volume factor parameter (default 0.7). This weighted combination reduces lag while maintaining smoothness by extrapolating beyond the first EMA using the double-smoothed EMA as a reference. T3 Calculation Process: T3 applies the GD function three times recursively: T3 = GD(GD(GD(Price, v), v), v) This triple nesting creates a six-pole smoothing effect (each GD applies two EMA operations, resulting in 2 × 3 = 6 total EMA calculations). The cascading refinement progressively filters noise while preserving trend information. Step-by-Step Breakdown: First GD application: GD1 = EMA(Price) × (1 + v) - EMA(EMA(Price)) × v - Creates initial smoothed series with lag reduction Second GD application: GD2 = EMA(GD1) × (1 + v) - EMA(EMA(GD1)) × v - Further refines the smoothing while maintaining responsiveness Third GD application: T3 = EMA(GD2) × (1 + v) - EMA(EMA(GD2)) × v - Final refinement produces the T3 output Volume Factor Impact: The volume factor (v) is the key parameter controlling the balance between smoothness and responsiveness. Tim Tillson recommended v = 0.7 as the optimal default value. Lower volume factors (v closer to 0.0): Increase the extrapolation effect, making T3 more responsive to price changes but potentially more sensitive to noise. Higher volume factors (v closer to 1.0): Reduce the extrapolation effect, producing smoother output with less sensitivity to short-term fluctuations but slightly more lag. The recursive application of the volume factor through three GD stages creates a nonlinear filtering effect that achieves superior lag reduction compared to traditional moving averages of equivalent smoothness. 📊 SIGNAL INTERPRETATION Trend Direction Signals: Green Line (T3 Rising): Smoothed trend line is rising, may indicate uptrend, consider bullish opportunities when confirmed by other factors Red Line (T3 Falling): Smoothed trend line is falling, may indicate downtrend, consider bearish opportunities when confirmed by other factors Gray Line (T3 Flat): Smoothed trend line is flat, indicates unclear trend or consolidation phase Price Crossover Signals: Price Crosses Above T3: Price breaks above smoothed trend line, may be bullish signal, requires confirmation from other indicators Price Crosses Below T3: Price breaks below smoothed trend line, may be bearish signal, requires confirmation from other indicators Price Position Relative to T3: Price sustained above T3 may indicate uptrend, sustained below may indicate downtrend Supporting Analysis Signals: T3 Slope Angle: Steeper slopes indicate stronger trend momentum, flatter slopes suggest weakening trends Price Deviation: Significant price separation from T3 may indicate overextension, watch for pullback or reversal Dynamic Support/Resistance: T3 line can serve as dynamic support (in uptrends) or resistance (in downtrends) reference 🎯 STRATEGIC APPLICATIONS Common Usage Patterns: The T3 Moving Average can be incorporated into trading analysis in various ways. These represent common approaches used by market participants, though effectiveness varies by market conditions and requires individual testing: Trend Filtering: T3 can be used as a trend filter by observing the relationship between price and the T3 line. The color-coded slope (green for rising, red for falling, gray for sideways) provides visual feedback about the current trend direction of the smoothed series. Price Crossover Analysis: Some traders monitor crossovers between price and the T3 line as potential indication points. When price crosses the T3 line, it may suggest a change in the relationship between current price action and the smoothed trend. Multi-Timeframe Observation: T3 can be applied to multiple timeframes simultaneously. Observing alignment or divergence between different timeframe T3 indicators may provide context about trend consistency across time scales. Dynamic Reference Level: The T3 line can serve as a dynamic reference level for price action analysis. Price distance from T3, price reactions when approaching T3, and the behavior of price relative to the T3 line can all be incorporated into market analysis frameworks. Application Considerations: Any trading application should be thoroughly tested on historical data before implementation T3 performance characteristics vary across different market conditions and asset types The indicator provides smoothed trend information but does not predict future price movements Combining T3 with other analytical tools and market context improves analysis quality Risk management practices remain essential regardless of the analytical approach used 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Close Price (Default): Standard choice for end-of-period trend analysis, reduces intrabar noise HL2 (High+Low)/2: Provides balanced view of price action, considers full bar range HLC3 or OHLC4: Incorporates more price information, may provide smoother results Selection Impact: Different sources affect signal timing and smoothness characteristics Length Configuration: Shorter periods: More responsive, faster reaction, frequent signals, but higher false signal risk in choppy markets Longer periods: Smoother output, fewer signals, better for long-term trends, but slower response Default 14 periods is a common baseline, but optimal length varies by asset, timeframe, and market conditions Parameter selection should be determined through backtesting rather than general recommendations Volume Factor Configuration: Lower values (closer to 0.0): Increase responsiveness but also noise sensitivity Higher values (closer to 1.0): Increase smoothness but slightly more lag Default 0.7 (Tim Tillson's recommendation) provides good balance for most applications Optimal value depends on signal frequency versus reliability preference, test for specific use case Parameter Optimization Approach: There are no universal "best" parameter values - optimal settings depend on the specific asset, timeframe, market regime, and trading strategy Start with default values (Length: 14, Volume Factor: 0.7) and adjust based on observed performance in your target market Conduct systematic backtesting across different market conditions to evaluate parameter sensitivity Consider that parameters optimized for historical data may not perform identically in future market conditions Monitor performance and be prepared to adjust parameters as market characteristics evolve 📈 DESIGN FEATURES & MARKET ADAPTATION Algorithm Design Features: Simple Moving Average (SMA): Equal weighting across lookback period Exponential Moving Average (EMA): Exponentially decreasing weights on historical prices T3 Moving Average: Recursive Generalized DEMA with adjustable volume factor Market Condition Adaptation: Trending markets: Smoothed indicators generally align more closely with sustained directional movement Ranging markets: All moving averages may generate more crossover signals during non-trending periods Volatile conditions: Higher smoothing parameters reduce short-term sensitivity but increase lag Indicator behavior relative to market conditions should be evaluated for specific applications USAGE NOTES This indicator is designed for technical analysis and educational purposes. The T3 Moving Average has limitations and should not be used as the sole basis for trading decisions. Like all trend-following indicators, its performance varies with market conditions, and past signal characteristics do not guarantee future results. Key Points: T3 is a lagging indicator that responds to price changes rather than predicting future movements Signals should be confirmed with other technical tools and market context Parameters should be optimized for specific market and timeframe Risk management and position sizing are essential Market regime changes can affect indicator effectiveness Test strategies thoroughly on historical data before live implementation Consider broader market context and fundamental factors
Pine Script® Indikator
von DCAUT
TradeScope: MA Reversion • RVOL • Trendlines • GAPs • TableTradeScope is an all-in-one technical analysis suite that brings together price action, momentum, volume dynamics, and trend structure into one cohesive and fully customizable indicator. An advanced, modular trading suite that combines moving averages, reversion signals, RSI/CCI momentum, relative volume, gap detection, trendline analysis, and dynamic tables — all within one powerful dashboard. Perfect for swing traders, intraday traders, and analysts who want to read price strength, volume context, and market structure in real time. ⚙️ Core Components & Inputs 🧮 Moving Average Settings Moving Average Type & Length: Choose between SMA or EMA and set your preferred period for smoother or more reactive trend tracking. Multi-MA Plotting: Up to 8 customizable moving averages (each with independent type, color, and length). Includes a “window filter” to show only the last X bars, reducing chart clutter. MA Reversion Engine: Detects when price has extended too far from its moving average. Reversion Lookback: Number of bars analyzed to determine historical extremes. Reversion Threshold: Sensitivity multiplier—lower = more frequent signals, higher = stricter triggers. 🔄 Trend Settings Short-Term & Long-Term Trend Lookbacks: Uses linear regression to detect the slope and direction of the short- and long-term trend. Results are displayed in the live table with color-coded bias: 🟩 Bullish | 🟥 Bearish 📈 Momentum Indicators RSI (Relative Strength Index): Adjustable period; displays the current RSI value, overbought (>70) / oversold (<30) zones, and trending direction. CCI (Commodity Channel Index): Customizable length with color-coded bias: 🟩 Oversold (< -100), 🟥 Overbought (> 100). Tooltip shows whether the CCI is trending up or down. 📊 Volume Analysis Relative Volume (RVOL): Estimates end-of-day projected volume using intraday progress and compares it against the 20-day average. Displays whether today’s volume is expected to exceed yesterday’s, and highlights color by strength. Volume Trend (Short & Long Lookbacks): Visual cues for whether current volume is above or below short-term and long-term averages. Estimated Full-Day Volume & Multiplier: Converts raw volume into “X” multiples (e.g., 2.3X average) for quick interpretation. 🕳️ Gap Detection Automatically identifies and plots bullish and bearish price gaps within a defined lookback period. Gap Lookback: Defines how far back to search for gaps. Gap Line Width / Visibility: Controls the thickness and display of gap lines on chart. Displays the closest open gap in the live table, including its distance from current price (%). 🔍 ATR & Volatility 14-day ATR (% of price): Automatically converts the Average True Range into a percent, providing quick volatility context: 🟩 Low (<3%) | 🟨 Moderate (3–5%) | 🟥 High (>5%) 💬 Candlestick Pattern Recognition Auto-detects popular reversal and continuation patterns such as: Bullish/Bearish Engulfing Hammer / Hanging Man Shooting Star / Inverted Hammer Doji / Harami / Kicking / Marubozu / Morning Star Each pattern is shown with contextual color coding in the table. 🧱 Pivot Points & Support/Resistance Optional Pivot High / Pivot Low Labels Adjustable left/right bar lengths for pivot detection Theme-aware text and label color options Automatically drawn diagonal trendlines for both support and resistance Adjustable line style, color, and thickness Detects and tracks touches for reliability Includes breakout alerts (with optional volume confirmation) 🚨 Alerts MA Cross Alerts: Triggers when price crosses the fast or slow moving average within a tolerance band (default ±0.3%). Diagonal Breakout Alerts: Detects and alerts when price breaks diagonal trendlines. Volume-Confirmed Alerts: Filters breakouts where volume exceeds 1.5× the 20-bar average. 🧾 Live Market Table A fully dynamic table displayed on-chart, customizable via input toggles: Choose which rows to show (e.g., RSI, ATR, RVOL, Gaps, CCI, Trend, MA info, Diff, Low→Close%). Choose table position (top-right, bottom-left, etc.) and text size. Theme selection: Light or Dark Conditional background colors for instant visual interpretation: 🟩 Bullish or Oversold 🟥 Bearish or Overbought 🟨 Neutral / Moderate 🎯 Practical Uses ✅ Identify confluence setups combining MA reversion, volume expansion, and RSI/CCI extremes. ✅ Track trend bias and gap proximity directly in your dashboard. ✅ Monitor relative volume behavior for intraday strength confirmation. ✅ Automate MA cross or breakout alerts to stay ahead of key price action. 🧠 Ideal For Swing traders seeking confluence-based setups Intraday traders monitoring multi-factor bias Analysts looking for compact market health dashboards 💡 Summary TradeScope is designed as a single-pane-of-glass market view — combining momentum, trend, volume, structure, and reversion into one clear visual system. Fully customizable. Fully dynamic. Use it to see what others miss — clarity, confluence, and confidence in every trade.
Pine Script® Indikator
von Avi_Indicators
1
Kalman Filter [DCAUT]█ Kalman Filter 📊 ORIGINALITY & INNOVATION The Kalman Filter represents an important adaptation of aerospace signal processing technology to financial market analysis. Originally developed by Rudolf E. Kalman in 1960 for navigation and guidance systems, this implementation brings the algorithm's noise reduction capabilities to price trend analysis. This implementation addresses a common challenge in technical analysis: the trade-off between smoothness and responsiveness. Traditional moving averages must choose between being smooth (with increased lag) or responsive (with increased noise). The Kalman Filter improves upon this limitation through its recursive estimation approach, which continuously balances historical trend information with current price data based on configurable noise parameters. The key advancement lies in the algorithm's adaptive weighting mechanism. Rather than applying fixed weights to historical data like conventional moving averages, the Kalman Filter dynamically adjusts its trust between the predicted trend and observed prices. This allows it to provide smoother signals during stable periods while maintaining responsiveness during genuine trend changes, helping to reduce whipsaws in ranging markets while not missing significant price movements. 📐 MATHEMATICAL FOUNDATION The Kalman Filter operates through a two-phase recursive process: Prediction Phase: The algorithm first predicts the next state based on the previous estimate: State Prediction: Estimates the next value based on current trend Error Covariance Prediction: Calculates uncertainty in the prediction Update Phase: Then updates the prediction based on new price observations: Kalman Gain Calculation: Determines the weight given to new measurements State Update: Combines prediction with observation based on calculated gain Error Covariance Update: Adjusts uncertainty estimate for next iteration Core Parameters: Process Noise (Q): Represents uncertainty in the trend model itself. Higher values indicate the trend can change more rapidly, making the filter more responsive to price changes. Measurement Noise (R): Represents uncertainty in price observations. Higher values indicate less trust in individual price points, resulting in smoother output. Kalman Gain Formula: The Kalman Gain determines how much weight to give new observations versus predictions: K = P(k|k-1) / (P(k|k-1) + R) Where: K is the Kalman Gain (0 to 1) P(k|k-1) is the predicted error covariance R is the measurement noise parameter When K approaches 1, the filter trusts new measurements more (responsive). When K approaches 0, the filter trusts its prediction more (smooth). This dynamic adjustment mechanism allows the filter to adapt to changing market conditions automatically, providing an advantage over fixed-weight moving averages. 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Trend Indication: The Kalman Filter line provides color-coded trend information: Green Line: Indicates the filter value is rising, suggesting upward price momentum Red Line: Indicates the filter value is falling, suggesting downward price momentum Gray Line: Indicates sideways movement with no clear directional bias Crossover Signals: Price-filter crossovers generate trading signals: Golden Cross: Price crosses above the Kalman Filter line, suggests potential bullish momentum development, may indicate a favorable environment for long positions, filter will naturally turn green as it adapts to price moving higher Death Cross: Price crosses below the Kalman Filter line, suggests potential bearish momentum development, may indicate consideration for position reduction or shorts, filter will naturally turn red as it adapts to price moving lower Trend Confirmation: The filter serves as a dynamic trend baseline: Price Consistently Above Filter: Confirms established uptrend Price Consistently Below Filter: Confirms established downtrend Frequent Crossovers: Suggests ranging or choppy market conditions Signal Reliability Factors: Signal quality varies based on market conditions: Higher reliability in trending markets with sustained directional moves Lower reliability in choppy, range-bound conditions with frequent reversals Parameter adjustment can help adapt to different market volatility levels 🎯 STRATEGIC APPLICATIONS Trend Following Strategy: Use the Kalman Filter as a dynamic trend baseline: Enter long positions when price crosses above the filter Enter short positions when price crosses below the filter Exit when price crosses back through the filter in the opposite direction Monitor filter slope (color) for trend strength confirmation Dynamic Support/Resistance: The filter can act as a moving support or resistance level: In uptrends: Filter often provides dynamic support for pullbacks In downtrends: Filter often provides dynamic resistance for bounces Price rejections from the filter can offer entry opportunities in trend direction Filter breaches may signal potential trend reversals Multi-Timeframe Analysis: Combine Kalman Filters across different timeframes: Higher timeframe filter identifies primary trend direction Lower timeframe filter provides precise entry and exit timing Trade only in direction of higher timeframe trend for better probability Use lower timeframe crossovers for position entry/exit within major trend Volatility-Adjusted Configuration: Adapt parameters to match market conditions: Low Volatility Markets (Forex majors, stable stocks): Use lower process noise for stability, use lower measurement noise for sensitivity Medium Volatility Markets (Most equities): Process noise default (0.05) provides balanced performance, measurement noise default (1.0) for general-purpose filtering High Volatility Markets (Cryptocurrencies, volatile stocks): Use higher process noise for responsiveness, use higher measurement noise for noise reduction Risk Management Integration: Use filter as a trailing stop-loss level in trending markets Tighten stops when price moves significantly away from filter (overextension) Wider stops in early trend formation when filter is just establishing direction Consider position sizing based on distance between price and filter 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Determines which price data feeds the algorithm: OHLC4 (default): Uses average of open, high, low, close for balanced representation Close: Focuses purely on closing prices for end-of-period analysis HL2: Uses midpoint of high and low for range-based analysis HLC3: Typical price, gives more weight to closing price HLCC4: Weighted close price, emphasizes closing values Process Noise (Q) - Adaptation Speed Control: This parameter controls how quickly the filter adapts to changes: Technical Meaning: Represents uncertainty in the underlying trend model Higher values allow the estimated trend to change more rapidly Lower values assume the trend is more stable and slow-changing Practical Impact: Lower Values: Produces very smooth output with minimal noise, slower to respond to genuine trend changes, best for long-term trend identification, reduces false signals in choppy markets Medium Values: Balanced responsiveness and smoothness, suitable for swing trading applications, default (0.05) works well for most markets Higher Values: More responsive to price changes, may produce more false signals in ranging markets, better for short-term trading and day trading, captures trend changes earlier, adjust freely based on market characteristics Measurement Noise (R) - Smoothing Control: This parameter controls how much the filter trusts individual price observations: Technical Meaning: Represents uncertainty in price measurements Higher values indicate less trust in individual price points Lower values make each price observation more influential Practical Impact: Lower Values: More reactive to each price change, less smoothing with more noise in output, may produce choppy signals Medium Values: Balanced smoothing and responsiveness, default (1.0) provides general-purpose filtering Higher Values: Heavy smoothing for very noisy markets, reduces whipsaws significantly but increases lag in trend change detection, best for cryptocurrency and highly volatile assets, can use larger values for extreme smoothing Parameter Interaction: The ratio between Process Noise and Measurement Noise determines overall behavior: High Q / Low R: Very responsive, minimal smoothing Low Q / High R: Very smooth, maximum lag reduction Balanced Q and R: Middle ground for most applications Optimization Guidelines: Start with default values (Q=0.05, R=1.0) If too many false signals: Increase R or decrease Q If missing trend changes: Decrease R or increase Q Test across different market conditions before live use Consider different settings for different timeframes 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional Moving Averages: Versus Simple Moving Average (SMA): The Kalman Filter typically responds faster to genuine trend changes Produces smoother output than SMA of comparable length Better noise reduction in ranging markets More configurable for different market conditions Versus Exponential Moving Average (EMA): Similar responsiveness but with better noise filtering Less prone to whipsaws in choppy conditions More adaptable through dual parameter control (Q and R) Can be tuned to match or exceed EMA responsiveness while maintaining smoothness Versus Hull Moving Average (HMA): Different noise reduction approach (recursive estimation vs. weighted calculation) Kalman Filter offers more intuitive parameter adjustment Both reduce lag effectively, but through different mechanisms Kalman Filter may handle sudden volatility changes more gracefully Response Characteristics: Lag Time: Moderate and configurable through parameter adjustment Noise Reduction: Good to excellent, particularly in volatile conditions Trend Detection: Effective across multiple timeframes False Signal Rate: Typically lower than simple moving averages in ranging markets Computational Efficiency: Efficient recursive calculation suitable for real-time use Optimal Use Cases: Markets with mixed trending and ranging periods Assets with moderate to high volatility requiring noise filtering Multi-timeframe analysis requiring consistent methodology Systematic trading strategies needing reliable trend identification Situations requiring balance between responsiveness and smoothness Known Limitations: Parameters require adjustment for different market volatility levels May still produce false signals during extreme choppy conditions No single parameter set works optimally for all market conditions Requires complementary indicators for comprehensive analysis Historical performance characteristics may not persist in changing market conditions USAGE NOTES This indicator is designed for technical analysis and educational purposes. The Kalman Filter's effectiveness varies with market conditions, tending to perform better in markets with clear trending phases interrupted by consolidation. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions, but rather as part of a comprehensive trading approach. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always test thoroughly with different parameter settings across various market conditions before using in live trading. No technical indicator can predict future price movements with certainty, and all trading involves risk of loss.
Pine Script® Indikator
von DCAUT
AutoDay MA (Session-Normalized)📊 AutoDay MA (Session-Normalized Moving Average) ⚡ Daily power, intraday precision. AutoDay MA automatically converts any N-day moving average into the exact equivalent on your current intraday timeframe. 💡 Concept inspired by Brian Shannon (Alphatrends) – mapping daily MAs onto intraday charts by normalizing session minutes. 🛠 How it works Set Days (N) (e.g., 5, 10, 20). Define Session Minutes per Day (⏱ 390 = US RTH, 🌍 1440 = 24h). The indicator detects your chart’s timeframe and computes: Length = (Days × SessionMinutes) / BarMinutes Applies your chosen MA type (📐 SMA / EMA / RMA / WMA) with rounding (nearest, up, down). Displays all details in a clear corner info panel. ✅ Why use it Consistency 🔄: Same 5-day smoothing across all intraday charts. Session-aware 🕒: Works for equities, futures, FX, crypto. Transparency 🔍: Always shows the math & final MA length. Alerts built-in 🔔: Cross up/down vs. price. 📈 Examples 5-Day on 1m → 1950-period MA 5-Day on 15m → 130-period MA 5-Day on 65m → 30-period MA 10-Day on 24h/15m (crypto) → 960-period MA
Pine Script® Indikator
von TradeQUO
4
MAMA [DCAUT]█ MAMA (MESA Adaptive Moving Average) 📊 OVERVIEW The MESA Adaptive Moving Average (MAMA) represents an advanced implementation of John F. Ehlers' adaptive moving average system using the Hilbert Transform Discriminator. This indicator automatically adjusts to market cycles, providing superior responsiveness compared to traditional fixed-period moving averages while maintaining smoothness. MAMA dynamically calculates two lines: the fast-adapting MAMA line and the following FAMA (Following Adaptive Moving Average) line. The system's core strength lies in its ability to automatically detect and adapt to the dominant market cycle, reducing lag during trending periods while providing stability during consolidation phases. 🎯 CORE CONCEPTS Signal Interpretation: • MAMA above FAMA: Indicates bullish trend momentum with the fast line leading upward movement • MAMA below FAMA: Suggests bearish trend momentum with the fast line leading downward movement • Golden Cross: MAMA crossing above FAMA signals potential upward momentum shift • Death Cross: MAMA crossing below FAMA indicates potential downward momentum shift • Line Convergence: MAMA and FAMA approaching each other suggests trend consolidation or potential reversal Primary Applications: • Trend Following: Enhanced responsiveness to trend changes compared to traditional moving averages • Crossover Signals: MAMA/FAMA crossovers for identifying potential entry and exit points • Cycle Analysis: Automatic adaptation to market's dominant cycle characteristics • Reduced Lag: Minimized delay in trend detection while maintaining signal smoothness 📐 MATHEMATICAL FOUNDATION Hilbert Transform Discriminator Technology: The MAMA system employs John F. Ehlers' Hilbert Transform Discriminator, a sophisticated signal processing technique borrowed from telecommunications engineering. The Hilbert Transform creates a complex representation of the price series by generating a 90-degree phase-shifted version of the original signal, enabling precise cycle measurement. The discriminator analyzes the instantaneous phase relationships between the original price series and its Hilbert Transform counterpart. This mathematical relationship reveals the dominant cycle period present in the market data at each point in time, forming the foundation for adaptive smoothing. Instantaneous Period Calculation: The algorithm computes the instantaneous period using the arctangent of the ratio between the Hilbert Transform and the original price series. This calculation produces a real-time measurement of the market's dominant cycle, typically ranging from short-term noise cycles to longer-term trend cycles. The instantaneous period measurement undergoes additional smoothing to prevent erratic behavior from single-bar anomalies. This smoothed period value becomes the basis for calculating the adaptive alpha coefficient that controls the moving average's responsiveness. Dynamic Alpha Coefficient System: The adaptive alpha calculation represents the core mathematical innovation of MAMA. The alpha coefficient is derived from the instantaneous period measurement and constrained within the user-defined fast and slow limits. The mathematical relationship converts the measured cycle period into an appropriate smoothing factor: shorter detected cycles result in higher alpha values (increased responsiveness), while longer cycles produce lower alpha values (increased stability). This creates an automatic adaptation mechanism that responds to changing market conditions. MAMA/FAMA Calculation Process: The MAMA line applies the dynamically calculated alpha coefficient to an exponential moving average formula: MAMA = alpha × Price + (1 - alpha) × MAMA . The FAMA line then applies a secondary smoothing operation to the MAMA line, creating a following average that provides confirmation signals. This dual-line approach ensures that the fast-adapting MAMA line captures trend changes quickly, while the FAMA line offers a smoother confirmation signal, reducing the likelihood of acting on temporary price fluctuations. Cycle Detection Mechanism: The underlying cycle detection employs quadrature components derived from the Hilbert Transform to measure both amplitude and phase characteristics of price movements. This allows the system to distinguish between genuine trend changes and temporary price noise, automatically adjusting the smoothing intensity accordingly. The mathematical framework ensures that during strong trending periods with clear directional movement, the algorithm reduces smoothing to minimize lag. Conversely, during consolidation phases with mixed signals, increased smoothing helps filter out false breakouts and whipsaws. 📋 PARAMETER CONFIGURATION Source Selection Strategy: • HL2 (High+Low)/2 (Default): Recommended for cycle analysis as it represents the midpoint of each period's trading range, reducing impact of opening gaps and closing spikes • Close Price: Traditional choice reflecting final market sentiment, suitable for end-of-day analysis • HLC3 (High+Low+Close)/3: Balanced approach incorporating range information with closing emphasis • OHLC4 (Open+High+Low+Close)/4: Most comprehensive price representation for complete market view Fast Limit Configuration (Default 0.5): Controls the maximum responsiveness of the adaptive system. Higher values increase sensitivity to recent price changes but may introduce more noise. This parameter sets the upper bound for the dynamic alpha calculation. Slow Limit Configuration (Default 0.05): Determines the minimum responsiveness, providing stability during uncertain market conditions. Lower values increase smoothing but may cause delayed signals. This parameter sets the lower bound for the dynamic alpha calculation. Parameter Relationship Considerations: The fast and slow limits work together to define the adaptive range. The wider the range between these limits, the more dramatic the adaptation between trending and consolidating market conditions. Different market characteristics may benefit from different parameter configurations, requiring individual testing and validation. 📊 COLOR CODING SYSTEM Line Visualization: • Green Line (MAMA): The fast-adapting moving average that responds quickly to price changes • Red Line (FAMA): The following adaptive moving average that provides confirmation signals The fixed color scheme provides consistent visual identification of each line, enabling clear differentiation between the fast-adapting MAMA and the following FAMA throughout all market conditions. 💡 CORE VALUE PROPOSITION Advantages Over Traditional Moving Averages: • Cycle Adaptation: Automatically adjusts to market's dominant cycle rather than using fixed periods • Reduced Lag: Faster response to genuine trend changes while filtering market noise • Mathematical Foundation: Based on advanced signal processing techniques from telecommunications engineering • Dual-Line System: Provides both fast adaptation (MAMA) and confirmation (FAMA) in one indicator Comparative Performance Characteristics: Unlike fixed-period moving averages that apply the same smoothing regardless of market conditions, MAMA adapts its behavior based on current market cycle characteristics. This may help reduce whipsaws during consolidation periods while maintaining responsiveness during trending phases. Usage Considerations: This indicator is designed for technical analysis purposes. The adaptive nature means that parameter optimization should consider the specific characteristics of the asset and timeframe being analyzed. Like all technical indicators, MAMA should be used as part of a comprehensive analysis approach rather than as a standalone signal generator. Alert Functionality: The indicator includes alert conditions for MAMA/FAMA crossovers, enabling automated notification of potential momentum shifts. These alerts can assist in timing analysis but should be combined with other forms of market analysis for decision-making purposes.
Pine Script® Indikator
von DCAUT
ATR Enhanced [DCAUT]█ ATR Enhanced 📊 OVERVIEW Standard ATR uses only RMA smoothing, while ATR Enhanced provides 20+ professional smoothing algorithms , offering precise volatility measurement solutions for different trading scenarios and market environments. 💡 CORE VALUE - 20+ algorithm choices : SMA, EMA, RMA, WMA, HMA, T3, KAMA, FRAMA, Kalman Filter, etc. 📋 PARAMETER SETUP ATR Length : Calculation period (default: 14) Moving Average Type : Choose the most suitable smoothing method from 20+ algorithms 🎨 COLOR CODING Green : Rising volatility Red : Falling volatility
Pine Script® Indikator
von DCAUT