VIDYA Auto-Trading(Reversal Logic)Overview
This script is a dynamic trend-following strategy based on the Variable Index Dynamic Average (VIDYA). It adapts in real time to market volatility, aiming to enhance entry precision and optimize risk management.
⚠️ This strategy is intended for educational and research purposes. Past performance does not guarantee future results. All results are based on historical simulations using fixed parameters.
Strategy Objectives
The objective of this strategy is to respond swiftly to sudden price movements and trend reversals, providing consistent and reliable trade signals under historical testing conditions. It is designed to be intuitive and efficient for traders of all levels.
Key Features
Momentum Sensitivity via VIDYA: Reacts quickly to momentum shifts, allowing for accurate trend-following entries.
Volatility-Based ATR Bands: Automatically adjusts stop levels and entry conditions based on current market volatility.
Intuitive Trend Visualization: Uptrends are marked with green zones, and downtrends with red zones, giving traders clear visual guidance.
Trading Rules
Long Entry: Triggered when price crosses above the upper band. Any existing short position is closed.
Short Entry: Triggered when price crosses below the lower band. Any existing long position is closed.
Exit Conditions: Positions are reversed based on signal changes, using a position reversal strategy.
Risk Management Parameters
Market: ETHUSD(5M)
Account Size: $3,000 (reasonable approximation for individual traders)
Commission: 0.02%
Slippage: 2 pip
Risk per Trade: 5% of account equity (adjusted to comply with TradingView guidelines for realistic risk levels)
Number of Trades: 251 (based on backtest over the selected dataset)
⚠️ The risk per trade and other values can be customized. Users are encouraged to adapt these to their individual needs and broker conditions.
Trading Parameters & Considerations
VIDYA Length: 10
VIDYA Momentum: 20
Distance factor for upper/lower bands: 2
Source: close
Visual Support
Trend zones, entry points, and directional shifts are clearly plotted on the chart. These visual cues enhance the analytical experience and support faster decision-making.
Visual elements are designed to improve interpretability and are not intended as financial advice or trade signals.
Strategy Improvements & Uniqueness
Inspired by the public work of BigBeluga, this script evolves the original concept with meaningful enhancements. By combining VIDYA and ATR bands, it offers greater adaptability and practical value compared to conventional trend-following strategies.
This adaptation is original work and not a direct copy. Improvements are designed to enhance usability, risk control, and market responsiveness.
Summary
This strategy offers a responsive and adaptive approach to trend trading, built on momentum detection and volatility-adjusted risk management. It balances clarity, precision, and practicality—making it a powerful tool for traders seeking reliable trend signals.
⚠️ All results are based on historical data and are subject to change under different market conditions. This script does not guarantee profit and should be used with caution and proper risk management.
Moving Averages
Ryna 3 EMA Multi-Timeframe Indicator**EMA Multi-Timeframe Strategy (Pine Script v6)**
This TradingView indicator is designed to assist traders using a **multi-timeframe trend-following strategy** based on Exponential Moving Averages (EMAs).
**Core Functionality**
- **Trend Identification:**
Uses a configurable **EMA (e.g., EMA 50)** on a **higher timeframe** (e.g., H1, D1, W1) to determine the market bias:
- If price is **above** the trend EMA → **Long bias**
- If price is **below** the trend EMA → **Short bias**
- **Entry Signals:**
Uses two EMAs (fast & slow, e.g., EMA 8 & EMA 21) on either:
- The **current chart timeframe**, or
- A **separately selected timeframe** (e.g., entry on M15, trend on H1)
→ Signals are generated based on **EMA crossovers**:
- **Bullish crossover** (fast crosses above slow) → Long signal
- **Bearish crossover** (fast crosses below slow) → Short signal
- Only when aligned with the higher-timeframe trend
- **Visual Output:**
- Optional display of entry EMAs when sourced from the trend timeframe
- Always displays the trend EMA
- Entry signals shown with triangle markers on the chart
- **Info Panel (Top Center):**
- Shows selected timeframes and EMA settings
- Indicates current trend bias (LONG / SHORT / NEUTRAL)
- Notes if entry EMAs are hidden due to settings
- **Alerts:**
- Optional alerts for long and short entry signals based on EMA crossovers
#### **User Inputs**
- **Trend Timeframe & EMA Length**
- **Entry Timeframe & EMA Fast/Slow Lengths**
- **Option to show/hide entry EMAs when using the trend timeframe**
- **Option to show/hide Infobox on Chart**
MACD Crossover Breakout Rays with VWAP & Breakout ConfirmationOverview
This script is designed to highlight potential strong breakout moves by combining MACD crossovers, VWAP confirmation, and price action breakouts. It helps traders identify momentum shifts and filter high-probability trade setups.
How It Works
1. MACD Crossover Detection
- The script detects bullish crossovers (MACD line crossing above the signal line) and bearish crossovers (MACD line crossing below the signal line).
- A horizontal ray is drawn at the high (bullish) or low (bearish) of the crossover candle.
2. Multi-Timeframe MACD Confirmation
- A secondary MACD crossover is checked on a lower timeframe (default: 5 minutes) to confirm the strength of the move.
- The script ensures alignment between the primary and lower timeframe MACD crossovers before signaling a strong move.
3. VWAP Confirmation
- A bullish breakout is valid only if the price is above the VWAP.
- A bearish breakout is valid only if the price is below the VWAP.
4. Breakout Validation
- The script waits for price action confirmation—a breakout is only valid when a candle closes above (bullish) or below (bearish) the horizontal ray.
- Once confirmed, the ray color changes to blue to signal a strong move.
5. Label Alerts for Strong Moves
- When all conditions align, the script prints "STRONG 💪 MOVE" above or below the breakout candle.
- The previous label is automatically removed to keep the chart clean.
Customization Options
- MACD Settings: Adjust fast/slow lengths and signal smoothing.
- Lower Timeframe Confirmation: Choose a different timeframe for multi-timeframe MACD validation.
- VWAP Filtering: Ensure breakouts align with volume-weighted trends.
- Ray Length & Colors: Customize the horizontal ray length, width, and colors.
- Breakout Confirmation Window: Adjust how many bars to check for MACD alignment.
Best Use Cases
✅ Identifying high-probability breakouts with trend confirmation.
✅ Filtering out false signals by requiring multi-timeframe agreement.
✅ Helping traders stay in momentum-driven moves with strong confirmation.
⚠ Note: This script is for educational purposes only and does not constitute financial advice. Always conduct your own analysis before making trading decisions.
Multi-Timeframe MA DashboardThis indicator monitors 5 timeframes: 5min, 15min, 1hr, 4hr, and Daily. It displays fast and slow moving averages for each timeframe, along with the current price. The trend direction is color-coded: green for bullish (fast MA above slow MA) and red for bearish (fast MA below slow MA).
The dashboard also shows the last crossover signal (Buy/Sell) for each timeframe.
Visual arrows are plotted on the chart for the current timeframe. A green up arrow indicates a potential bullish crossover (Buy signal), while a red down arrow indicates a potential bearish crossover (Sell signal).
The dashboard is elegant and professional, with alternating row colors for better readability. It can be placed in any corner of the screen and customized with user-defined colors for bullish and bearish trends.
Alerts are triggered when a crossover occurs on any timeframe. These alerts include the timeframe and signal type (e.g., "5min: ↑ BUY").
How to Read the Indicator
The dashboard displays the following for each timeframe:
Fast MA: The value of the fast moving average.
Slow MA: The value of the slow moving average.
Price: The current price for the timeframe.
Trend: The current trend direction (Bullish or Bearish).
Signal: The last crossover signal (↑ BUY or ↓ SELL).
On the chart, green up arrows indicate a bullish crossover (Fast MA crosses above Slow MA), while red down arrows indicate a bearish crossover (Fast MA crosses below Slow MA).
Green text in the dashboard indicates a bullish trend or signal, while red text indicates a bearish trend or signal.
How to Use the Indicator
Use the dashboard to monitor the trend direction across multiple timeframes. Look for confluence (agreement) between timeframes to identify stronger trends. Observe the "Signal" column in the dashboard for the last crossover on each timeframe. Use the arrows on the chart to identify potential crossover points for the current timeframe.
Enable alerts to be notified of crossover signals on any timeframe. Alerts include the timeframe and signal type for easy reference.
Adjust the fast and slow moving average lengths to suit your trading style. Choose between EMA, SMA, or WMA for the moving average type. Customize the dashboard placement and colors for better visibility.
Important Notes
This indicator is not a buy or sell recommendation. It is a tool to assist traders in their analysis. Always use this indicator in conjunction with other tools, such as support/resistance levels, volume analysis, and price action. Past performance of moving averages does not guarantee future results.
How to Add the Indicator
Add the indicator to your chart from the TradingView library. Configure the inputs:
Fast MA Length: Default is 20.
Slow MA Length: Default is 50.
MA Type: Choose between EMA, SMA, or WMA.
Dashboard Placement: Select the corner of the screen where the dashboard will appear.
Colors: Customize the colors for bullish and bearish trends.
Monitor the dashboard and chart for trends and signals.
Disclaimer
This indicator is for educational and informational purposes only. It does not provide financial, investment, or trading advice. Always perform your own analysis and consult with a financial advisor before making trading decisions.
Uptrick: Z-Score FlowOverview
Uptrick: Z-Score Flow is a technical indicator that integrates trend-sensitive momentum analysi s with mean-reversion logic derived from Z-Score calculations. Its primary objective is to identify market conditions where price has either stretched too far from its mean (overbought or oversold) or sits at a statistically “normal” range, and then cross-reference this observation with trend direction and RSI-based momentum signals. The result is a more contextual approach to trade entry and exit, emphasizing precision, clarity, and adaptability across varying market regimes.
Introduction
Financial instruments frequently transition between trending modes, where price extends strongly in one direction, and ranging modes, where price oscillates around a central value. A simple statistical measure like Z-Score can highlight price extremes by comparing the current price against its historical mean and standard deviation. However, such extremes alone can be misleading if the broader market structure is trending forcefully. Uptrick: Z-Score Flow aims to solve this gap by combining Z-Score with an exponential moving average (EMA) trend filter and a smoothed RSI momentum check, thus filtering out signals that contradict the prevailing market environment.
Purpose
The purpose of this script is to help traders pinpoint both mean-reversion opportunities and trend-based pullbacks in a way that is statistically grounded yet still mindful of overarching price action. By pairing Z-Score thresholds with supportive conditions, the script reduces the likelihood of acting on random price spikes or dips and instead focuses on movements that are significant within both historical and current contextual frameworks.
Originality and Uniquness
Layered Signal Verification: Signals require the fulfillment of multiple layers (Z-Score extreme, EMA trend bias, and RSI momentum posture) rather than merely breaching a statistical threshold.
RSI Zone Lockout: Once RSI enters an overbought/oversold zone and triggers a signal, the script locks out subsequent signals until RSI recovers above or below those zones, limiting back-to-back triggers.
Controlled Cooldown: A dedicated cooldown mechanic ensures that the script waits a specified number of bars before issuing a new signal in the opposite direction.
Gradient-Based Visualization: Distinct gradient fills between price and the Z-Mean line enhance readability, showing at a glance whether price is trading above or below its statistical average.
Comprehensive Metrics Panel: An optional on-chart table summarizes the Z-Score’s key metrics, streamlining the process of verifying current statistical extremes, mean levels, and momentum directions.
Why these indicators were merged
Z-Score measurements excel at identifying when price deviates from its mean, but they do not intrinsically reveal whether the market’s trajectory supports a reversion or if price might continue along its trend. The EMA, commonly used for spotting trend directions, offers valuable insight into whether price is predominantly ascending or descending. However, relying solely on a trend filter overlooks the intensity of price moves. RSI then adds a dedicated measure of momentum, helping confirm if the market’s energy aligns with a potential reversal (for example, price is statistically low but RSI suggests looming upward momentum). By uniting these three lenses—Z-Score for statistical context, EMA for trend direction, and RSI for momentum force—the script offers a more comprehensive and adaptable system, aiming to avoid false positives caused by focusing on just one aspect of price behavior.
Calculations
The core calculation begins with a simple moving average (SMA) of price over zLen bars, referred to as the basis. Next, the script computes the standard deviation of price over the same window. Dividing the difference between the current price and the basis by this standard deviation produces the Z-Score, indicating how many standard deviations the price is from its mean. A positive Z-Score reveals price is above its average; a negative reading indicates the opposite.
To detect overall market direction, the script calculates an exponential moving average (emaTrend) over emaTrendLen bars. If price is above this EMA, the script deems the market bullish; if below, it’s considered bearish. For momentum confirmation, the script computes a standard RSI over rsiLen bars, then applies a smoothing EMA over rsiEmaLen bars. This smoothed RSI (rsiEma) is monitored for both its absolute level (oversold or overbought) and its slope (the difference between the current and previous value). Finally, slopeIndex determines how many bars back the script compares the basis to check whether the Z-Mean line is generally rising, falling, or flat, which then informs the coloring scheme on the chart.
Calculations and Rational
Simple Moving Average for Baseline: An SMA is used for the core mean because it places equal weight on each bar in the lookback period. This helps maintain a straightforward interpretation of overbought or oversold conditions in the context of a uniform historical average.
Standard Deviation for Volatility: Standard deviation measures the variability of the data around the mean. By dividing price’s difference from the mean by this value, the Z-Score can highlight whether price is unusually stretched given typical volatility.
Exponential Moving Average for Trend: Unlike an SMA, an EMA places more emphasis on recent data, reacting quicker to new price developments. This quicker response helps the script promptly identify trend shifts, which can be crucial for filtering out signals that go against a strong directional move.
RSI for Momentum Confirmation: RSI is an oscillator that gauges price movement strength by comparing average gains to average losses over a set period. By further smoothing this RSI with another EMA, short-lived oscillations become less influential, making signals more robust.
SlopeIndex for Slope-Based Coloring: To clarify whether the market’s central tendency is rising or falling, the script compares the basis now to its level slopeIndex bars ago. A higher current reading indicates an upward slope; a lower reading, a downward slope; and similar readings, a flat slope. This is visually represented on the chart, providing an immediate sense of the directionality.
Inputs
zLen (Z-Score Period)
Specifies how many bars to include for computing the SMA and standard deviation that form the basis of the Z-Score calculation. Larger values produce smoother but slower signals; smaller values catch quick changes but may generate noise.
emaTrendLen (EMA Trend Filter)
Sets the length of the EMA used to detect the market’s primary direction. This is pivotal for distinguishing whether signals should be considered (price aligning with an uptrend or downtrend) or filtered out.
rsiLen (RSI Length)
Defines the window for the initial RSI calculation. This RSI, when combined with the subsequent smoothing EMA, forms the foundation for momentum-based signal confirmations.
rsiEmaLen (EMA of RSI Period)
Applies an exponential moving average over the RSI readings for additional smoothing. This step helps mitigate rapid RSI fluctuations that might otherwise produce whipsaw signals.
zBuyLevel (Z-Score Buy Threshold)
Determines how negative the Z-Score must be for the script to consider a potential oversold signal. If the Z-Score dives below this threshold (and other criteria are met), a buy signal is generated.
zSellLevel (Z-Score Sell Threshold)
Determines how positive the Z-Score must be for a potential overbought signal. If the Z-Score surpasses this threshold (and other checks are satisfied), a sell signal is generated.
cooldownBars (Cooldown (Bars))
Enforces a bar-based delay between opposite signals. Once a buy signal has fired, the script must wait the specified number of bars before registering a new sell signal, and vice versa.
slopeIndex (Slope Sensitivity (Bars))
Specifies how many bars back the script compares the current basis for slope coloration. A bigger slopeIndex highlights larger directional trends, while a smaller number emphasizes shorter-term shifts.
showMeanLine (Show Z-Score Mean Line)
Enables or disables the plotting of the Z-Mean and its slope-based coloring. Traders who prefer minimal chart clutter may turn this off while still retaining signals.
Features
Statistical Core (Z-Score Detection):
This feature computes the Z-Score by taking the difference between the current price and the basis (SMA) and dividing by the standard deviation. In effect, it translates price fluctuations into a standardized measure that reveals how significant a move is relative to the typical variation seen over the lookback. When the Z-Score crosses predefined thresholds (zBuyLevel for oversold and zSellLevel for overbought), it signals that price could be at an extreme.
How It Works: On each bar, the script updates the SMA and standard deviation. The Z-Score is then refreshed accordingly. Traders can interpret particularly large negative or positive Z-Score values as scenarios where price is abnormally low or high.
EMA Trend Filter:
An EMA over emaTrendLen bars is used to classify the market as bullish if the price is above it and bearish if the price is below it. This classification is applied to the Z-Score signals, accepting them only when they align with the broader price direction.
How It Works: If the script detects a Z-Score below zBuyLevel, it further checks if price is actually in a downtrend (below EMA) before issuing a buy signal. This might seem counterintuitive, but a “downtrend” environment plus an oversold reading often signals a potential bounce or a mean-reversion play. Conversely, for sell signals, the script checks if the market is in an uptrend first. If it is, an overbought reading aligns with potential profit-taking.
RSI Momentum Confirmation with Oversold/Overbought Lockout:
RSI is calculated over rsiLen, then smoothed by an EMA over rsiEmaLen. If this smoothed RSI dips below a certain threshold (for example, 30) and then begins to slope upward, the indicator treats it as a potential sign of recovering momentum. Similarly, if RSI climbs above a certain threshold (for instance, 70) and starts to slope downward, that suggests dwindling momentum. Additionally, once RSI is in these zones, the indicator locks out repetitive signals until RSI fully exits and re-enters those extreme territories.
How It Works: Each bar, the script measures whether RSI has dropped below the oversold threshold (like 30) and has a positive slope. If it does, the buy side is considered “unlocked.” For sell signals, RSI must exceed an overbought threshold (70) and slope downward. The combination of threshold and slope helps confirm that a reversal is genuinely in progress instead of issuing signals while momentum remains weak or stuck in extremes.
Cooldown Mechanism:
The script features a custom bar-based cooldown that prevents issuing new signals in the opposite direction immediately after one is triggered. This helps avoid whipsaw situations where the market quickly flips from oversold to overbought or vice versa.
How It Works: When a buy signal fires, the indicator notes the bar index. If the Z-Score and RSI conditions later suggest a sell, the script compares the current bar index to the last buy signal’s bar index. If the difference is within cooldownBars, the signal is disallowed. This ensures a predefined “quiet period” before switching signals.
Slope-Based Coloring (Z-Mean Line and Shadow):
The script compares the current basis value to its value slopeIndex bars ago. A higher reading now indicates a generally upward slope, while a lower reading indicates a downward slope. The script then shades the Z-Mean line in a corresponding bullish or bearish color, or remains neutral if little change is detected.
How It Works: This slope calculation is refreshingly straightforward: basis – basis . If the result is positive, the line is colored bullish; if negative, it is colored bearish; if approximately zero, it remains neutral. This provides a quick visual cue of the medium-term directional bias.
Gradient Overlays:
With gradient fills, the script highlights where price stands in relation to the Z-Mean. When price is above the basis, a purple-shaded region is painted, visually indicating a “bearish zone” for potential overbought conditions. When price is below, a teal-like overlay is used, suggesting a “bullish zone” for potential oversold conditions.
How It Works: Each bar, the script checks if price is above or below the basis. It then applies a fill between close and basis, using distinct colors to show whether the market is trading above or below its mean. This creates an immediate sense of how extended the market might be.
Buy and Sell Labels (with Alerts):
When a legitimate buy or sell condition passes every check (Z-Score threshold, EMA trend alignment, RSI gating, and cooldown clearance), the script plots a corresponding label directly on the chart. It also fires an alert (if alerts are set up), making it convenient for traders who want timely notifications.
How It Works: If rawBuy or rawSell conditions are met (refined by RSI, EMA trend, and cooldown constraints), the script calls the respective plot function to paint an arrow label on the chart. Alerts are triggered simultaneously, carrying easily recognizable messages.
Metrics Table:
The optional on-chart table (activated by showMetrics) presents real-time Z-Score data, including the current Z-Score, its rolling mean, the maximum and minimum Z-Score values observed over the last zLen bars, a percentile position, and a short-term directional note (rising, falling, or flat).
Current – The present Z-Score reading
Mean – Average Z-Score over the zLen period
Min/Max – Lowest and highest Z-Score values within zLen
Position – Where the current Z-Score sits between the min and max (as a percentile)
Trend – Whether the Z-Score is increasing, decreasing, or flat
Conclusion
Uptrick: Z-Score Flow offers a versatile solution for traders who need a statistically informed perspective on price extremes combined with practical checks for overall trend and momentum. By leveraging a well-defined combination of Z-Score, EMA trend classification, RSI-based momentum gating, slope-based visualization, and a cooldown mechanic, the script reduces the occurrence of false or premature signals. Its gradient fills and optional metrics table contribute further clarity, ensuring that users can quickly assess market posture and make more confident trading decisions in real time.
Disclaimer
This script is intended solely for informational and educational purposes. Trading in any financial market comes with substantial risk, and there is no guarantee of success or the avoidance of loss. Historical performance does not ensure future results. Always conduct thorough research and consider professional guidance prior to making any investment or trading decisions.
Advanced HFT Detection with VWAP & SpreadsExplanation of the HFT Detection Strategy
🔹 1. Key Indicators Used in the Strategy
It's works by combining VWAP, moving averages (SMA), volume spikes, and price jumps to detect potential HFT activity.
✅ (A) VWAP (Volume Weighted Average Price)
VWAP acts as a benchmark price that professional traders and institutions use to execute large orders.
If price is above VWAP, buyers are in control → Bullish trend
If price is below VWAP, sellers are in control → Bearish trend
HFT algorithms often place buy orders above VWAP and sell orders below VWAP to follow momentum.
➡️ Why VWAP? It ensures that signals follow the institutional trading trend.
✅ (B) Moving Averages (SMA)
Moving averages smooth out price data and help in detecting short-term momentum changes.
Fast Moving Average (5-period SMA): Reacts quickly to price changes
Slow Moving Average (20-period SMA): Identifies trend direction
➡️ Why SMA? It filters noise and confirms short-term trend shifts.
✅ (C) Volume Spike Detection
High-frequency trading is often accompanied by large volume surges. We define a volume spike as:
📌 Current Volume > 2× Average Volume of last 20 bars
➡️ Why Volume? HFTs execute rapid buy/sell orders when they detect liquidity, leading to sudden volume bursts.
✅ (D) Price Jump Detection (Sudden Volatility)
HFT algorithms often exploit quick price movements. We check if the price has moved more than twice the ATR (Average True Range) in the last 5 bars.
➡️ Why ATR? It helps to detect abnormal price movements compared to normal volatility.
🔹 2. Trading Signal Logic
Now that we have VWAP, moving averages, volume, and price movement filters, we generate buy and sell signals based on conditions.
✅ (A) Buy Signal Condition
A BUY signal is triggered when:
✔ Fast SMA crosses above Slow SMA → Short-term trend is turning bullish
✔ Volume spike occurs → HFTs are active
✔ Sudden price jump detected → High volatility
✔ Price is above VWAP → Confirms bullish trend
➡️ Why this works? It confirms that institutional traders & HFTs are buying aggressively.
✅ (B) Sell Signal Condition
A SELL signal is triggered when:
✔ Fast SMA crosses below Slow SMA → Short-term trend is turning bearish
✔ Volume spike occurs → HFTs are selling aggressively
✔ Sudden price drop detected → High volatility
✔ Price is below VWAP → Confirms bearish trend
➡️ Why this works? It confirms that institutional traders & HFTs are selling aggressively.
🔹 3. Visual Representation (Plotting Signals & VWAP)
Once we detect buy and sell signals, we mark them on the chart.
✅ (A) Buy/Sell Markers
🟢 Buy → Green upward arrow below the candle
🔴 Sell → Red downward arrow above the candle
✅ (B) VWAP Line on Chart
We also plot VWAP as a blue line to visualize trend direction.
✅ (C) Highlighting Volume Spikes
To easily spot HFT activity, we highlight volume spike bars with a blue background.
🔹 4. How to Use This Strategy?
1️⃣ Apply this script on a 1-minute or 5-minute intraday chart.
2️⃣ Look for BUY signals above VWAP and SELL signals below VWAP.
3️⃣ Verify that the volume spikes before taking action.
4️⃣ Use stop-loss & risk management (e.g., stop-loss at recent low/high).
🚀 Summary: Why This Strategy Works?
✅ VWAP ensures we follow institutional traders
✅ Volume spikes confirm sudden liquidity inflows
✅ Price jumps detect fast market moves caused by HFT bots
✅ Moving averages smooth out short-term trend shifts
Multiple VWMATradingView Indicator: Multiple VWMA
This TradingView indicator allows you to display up to five separate Volume Weighted Moving Averages (VWMAs) directly on your price chart.
What it does:
Plots 5 VWMAs: It calculates and draws five distinct VWMA lines (or other styles) on the chart.
Volume Weighting: Unlike simple moving averages, a VWMA gives more weight to prices where trading volume was higher, potentially offering a clearer picture of the trend strength confirmed by volume.
Highly Customizable: Each of the five VWMAs can be configured independently through the indicator's settings panel. For each one, you can set:
Length: The lookback period (number of bars) used for the calculation.
Source: The price data to use (e.g., close, open, high, low, hl2, etc.).
Timeframe: You can calculate each VWMA based on a different timeframe than the one currently displayed on your chart (e.g., view daily VWMAs on an hourly chart). Leave blank to use the chart's timeframe.
Offset: Shift the VWMA line forwards or backwards on the chart by a specific number of bars.
Style: Choose how each VWMA is displayed (Line, Histogram, or Cross).
Overlay: The VWMAs are plotted directly over the price bars for easy comparison.
Purpose:
This indicator is useful for traders who want to analyze trends using multiple volume-weighted perspectives simultaneously. By comparing VWMAs of different lengths or based on different timeframes, you can gain insights into short-term vs. long-term trends, potential support/resistance levels, and the significance of price movements based on accompanying volume.
ATR and Moving AverageUsing ATR and Moving Average: A Technical Analysis Strategy
The Average True Range (ATR) and the Moving Average are two important technical analysis tools that can be used together to identify trading opportunities in the market. In this article, we will explore how to use these two tools and how the crossover between them can indicate changes in the market.
What is ATR?
The Average True Range (ATR) is a measure of the volatility of an asset, which calculates the average true range of an asset over a period of time. The true range is the difference between the closing price and the opening price of an asset, or the difference between the closing price and the highest or lowest price of the day. ATR is an important measure of volatility, as it helps to identify the magnitude of price fluctuations of an asset.
What is Moving Average?
The Moving Average is a technical analysis tool that calculates the average price of an asset over a period of time. The Moving Average can be used to identify trends and price patterns, and is an important tool for traders. There are different types of Moving Averages, including the Simple Moving Average (SMA), the Exponential Moving Average (EMA), and the Weighted Moving Average (WMA).
Crossover between ATR and Moving Average
The crossover between ATR and Moving Average can be an important indicator of changes in the market. When ATR crosses above the Moving Average, it may indicate that the volatility of the asset is increasing and that the price may be about to rise. This occurs because ATR is increasing, which means that the true range of the asset is increasing, and the Moving Average is being surpassed, which means that the price is rising.
On the other hand, when ATR crosses below the Moving Average, it may indicate that the volatility of the asset is decreasing and that the price may be about to fall. This occurs because ATR is decreasing, which means that the true range of the asset is decreasing, and the Moving Average is being surpassed, which means that the price is falling.
Trading Strategies
There are several trading strategies that can be used with the crossover between ATR and Moving Average. Some of these strategies include:
Buying when ATR crosses above the Moving Average, with the expectation that the price will rise.
Selling when ATR crosses below the Moving Average, with the expectation that the price will fall.
Using the crossover between ATR and Moving Average as a filter for other trading strategies, such as trend analysis or pattern recognition.
In summary, the crossover between ATR and Moving Average can be an important indicator of changes in the market, and can be used as a technical analysis tool to identify trading opportunities. However, it is important to remember that no trading strategy is foolproof, and that it is always important to use a disciplined approach and manage risk adequately.
Supertrend + MACD CrossoverKey Elements of the Template:
Supertrend Settings:
supertrendFactor: Adjustable to control the sensitivity of the Supertrend.
supertrendATRLength: ATR length used for Supertrend calculation.
MACD Settings:
macdFastLength, macdSlowLength, macdSignalSmoothing: These settings allow you to fine-tune the MACD for better results.
Risk Management:
Stop-Loss: The stop-loss is based on the ATR (Average True Range), a volatility-based indicator.
Take-Profit: The take-profit is based on the risk-reward ratio (set to 3x by default).
Both stop-loss and take-profit are dynamic, based on ATR, which adjusts according to market volatility.
Buy and Sell Signals:
Buy Signal: Supertrend is bullish, and MACD line crosses above the Signal line.
Sell Signal: Supertrend is bearish, and MACD line crosses below the Signal line.
Visual Elements:
The Supertrend line is plotted in green (bullish) and red (bearish).
Buy and Sell signals are shown with green and red triangles on the chart.
Next Steps for Optimization:
Backtesting:
Run backtests on BTC in the 5-minute timeframe and adjust parameters (Supertrend factor, MACD settings, risk-reward ratio) to find the optimal configuration for the 60% win ratio.
Fine-Tuning Parameters:
Adjust supertrendFactor and macdFastLength to find more optimal values based on BTC's market behavior.
Tweak the risk-reward ratio to maximize profitability while maintaining a good win ratio.
Evaluate Market Conditions:
The performance of the strategy can vary based on market volatility. It may be helpful to evaluate performance in different market conditions or pair it with a filter like RSI or volume.
Let me know if you'd like further tweaks or explanations!
Vulkan Profit
Overview
The Vulkan Profit indicator is a trend-following tool that identifies potential entry and exit points by monitoring the relationship between short-term and long-term moving averages. It generates clear buy and sell signals when specific moving average conditions align, making it useful for traders looking to confirm trend changes across multiple timeframes.
How It Works
The indicator utilizes four different moving averages:
Fast WMA (period 3) - A highly responsive weighted moving average
Medium WMA (period 8) - A less sensitive weighted moving average
Fast EMA (period 18) - A responsive exponential moving average
Slow EMA (period 28) - A slower exponential moving average
These moving averages are grouped into two categories:
Short-term MAs: Fast WMA and Medium WMA
Long-term MAs: Fast EMA and Slow EMA
Signal Generation Logic
The Vulkan Profit indicator generates signals based on the relative positions of these moving averages:
Buy Signal (Green Triangle)
A buy signal appears when the minimum value of the short-term MAs becomes greater than the maximum value of the long-term MAs. In other words, when both short-term MAs cross above both long-term MAs.
Sell Signal (Red Triangle)
A sell signal appears when the maximum value of the short-term MAs becomes less than the minimum value of the long-term MAs. In other words, when both short-term MAs cross below both long-term MAs.
Visual Components
Moving Averages - All four moving averages can be displayed or hidden
Signal Arrows - Green triangles for buy signals, red triangles for sell signals
Colored Line - A line that changes color based on the current market stance (green for bullish, red for bearish)
Customization Options
The indicator offers several customization settings:
Toggle the visibility of moving averages
Toggle the visibility of buy/sell signals
Adjust the color, width, and position of the signal line
Choose between different line styles (Line, Stepline, Histogram)
Practical Trading Applications
Trend Identification: The relative positioning of all moving averages helps identify the current market trend
Entry/Exit Points: The buy and sell signals can be used as potential entry and exit points
Trend Confirmation: The colored line provides ongoing confirmation of the trend direction
Filter: Can be used in conjunction with other indicators as a trend filter
Trading Strategy Suggestions
Trend Following: Enter long positions on buy signals and exit on sell signals during trending markets
Confirmation Tool: Use the signals to confirm trades identified by other indicators
Timeframe Analysis: Apply the indicator across multiple timeframes for stronger confirmation
Risk Management: Place stop-loss orders below recent swing lows for long positions and above recent swing highs for short positions
Tips for Best Results
The indicator performs best in trending markets and may generate false signals in ranging or highly volatile markets
Consider the broader market context before taking trades based solely on these signals
Use appropriate position sizing and risk management regardless of the indicator's signals
The longer timeframes generally produce more reliable signals with fewer false positives
The Vulkan Profit indicator combines the responsiveness of short-term averages with the stability of long-term averages to capture significant trend changes while filtering out minor price fluctuations.
First EMA Touch (Last N Bars)Okay, here's a description of the "First EMA Touch (Last N Bars)" TradingView indicator:
Indicator Name: First EMA Touch (Last N Bars)
Core Purpose:
This indicator is designed to visually highlight on the chart the exact moment when the price (specifically, the high/low range of a price bar) makes contact with a specified Exponential Moving Average (EMA) for the first time within a defined recent lookback period (e.g., the last 20 bars).
How it Works:
EMA Calculation: It first calculates a standard Exponential Moving Average (EMA) based on the user-defined EMA Length and EMA Source (e.g., close price). This EMA line is plotted on the chart, often serving as a dynamic level of potential support or resistance.
"Touch" Detection: For every price bar, the indicator checks if the bar's range (from its low to its high) overlaps with or crosses the calculated EMA value for that bar. If low <= EMA <= high, it's considered a "touch".
"First Touch" Logic: This is the key feature. The indicator looks back over a specified number of preceding bars (defined by the Lookback Period). If a "touch" occurs on the current bar, and no "touch" occurred on any of the bars within that preceding lookback window, then the current touch is marked as the "first touch".
Visual Signal: When a "first touch" condition is met, the indicator plots a distinct shape (by default, a small green triangle) below the corresponding price bar. This makes it easy to spot these specific events.
Key Components & Settings:
EMA Line: The calculated EMA itself is plotted (typically as an orange line) for visual reference.
First Touch Signal: A shape (e.g., green triangle) appears below bars meeting the "first touch" criteria.
EMA Length (Input): Determines the period used for the EMA calculation. Shorter lengths make the EMA more reactive to recent price changes; longer lengths make it smoother and slower.
Lookback Period (Input): Defines how many bars (including the current one) the indicator checks backwards to determine if the current touch is the first one. A lookback of 20 means it checks if there was a touch in the previous 19 bars before signalling the current one as the first.
EMA Source (Input): Specifies which price point (close, open, high, low, hl2, etc.) is used to calculate the EMA.
Interpretation & Potential Uses:
Identifying Re-tests: The signal highlights when price returns to test the EMA after having stayed away from it for the duration of the lookback period. This can be significant as the market re-evaluates the EMA level.
Potential Reversal/Continuation Points: A first touch might indicate:
A potential area where a trend might resume after a pullback (if price bounces off the EMA).
A potential area where a reversal might begin (if price strongly rejects the EMA).
A point of interest if price consolidates around the EMA after the first touch.
Filtering Noise: By focusing only on the first touch within a period, it can help filter out repeated touches that might occur during choppy or consolidating price action around the EMA.
Confluence: Traders might use this signal in conjunction with other forms of analysis (e.g., horizontal support/resistance, trendlines, candlestick patterns, other indicators) to strengthen trade setups.
Limitations:
Lagging: Like all moving averages, the EMA is a lagging indicator.
Not Predictive: The signal indicates a specific past event (the first touch) occurred; it doesn't guarantee a future price movement.
Parameter Dependent: The effectiveness and frequency of signals heavily depend on the chosen EMA Length and Lookback Period. These may need tuning for different assets and timeframes.
Requires Confirmation: It's generally recommended to use this indicator as part of a broader trading strategy and not rely solely on its signals for trade decisions.
In essence, the "First EMA Touch (Last N Bars)" indicator provides a specific, refined signal related to price interaction with a moving average, helping traders focus on potentially significant initial tests of the EMA after a period of separation.
CRT with Trend FilterExplanation of Functionality
The CRT RED DOG with Trend Filter indicator is a tool used to identify buy and sell signals on a price chart. It filters signals based on the market trend to ensure higher accuracy.
Main Components of the Indicator
Moving Average (EMA) Settings
Users can set the moving average (EMA) length as desired, with a default value of 50 days.
This moving average is used to determine the market trend.
Determining Market Trend
Uptrend: Occurs when the closing price is above the moving average.
Downtrend: Occurs when the closing price is below the moving average.
Identifying Buy and Sell Signals
Buy Signal: Occurs when the current bar's low is lower than the previous bar's low, and the closing price is higher than the previous bar's close, during an uptrend.
Sell Signal: Occurs when the current bar's high is higher than the previous bar's high, and the closing price is lower than the previous bar's close, during a downtrend.
Displaying Signals on the Chart
Buy signals are displayed with a green arrow below the candlestick.
Sell signals are displayed with a red arrow above the candlestick.
Time frame Day >> 15M
Triangular Hull Moving Average [BigBeluga X PineIndicators]This strategy is based on the original Triangular Hull Moving Average (THMA) + Volatility indicator by BigBeluga. Full credit for the concept and design goes to BigBeluga.
The strategy blends smoothed trend-following logic using a Triangular Hull Moving Average with dynamic volatility overlays, providing actionable trade signals with responsive visual feedback. It's designed for traders who want a non-lagging trend filter while also monitoring market volatility in real time.
How the Strategy Works
1. Triangular Hull Moving Average (THMA) Core
At its core, the strategy uses a Triangular Hull Moving Average (THMA) — a variation of the traditional Hull Moving Average with triple-smoothing logic:
It combines multiple weighted moving averages (WMAs) to create a faster and smoother trend line.
This reduces lag without compromising trend accuracy.
The THMA reacts more responsively to price movements than classic MAs.
THMA Formula:
thma(_src, _length) =>
ta.wma(ta.wma(_src,_length / 3) * 3 - ta.wma(_src, _length / 2) - ta.wma(_src, _length), _length)
This logic filters out short-term noise while still being sensitive to genuine trend shifts.
2. Volatility-Enhanced Candle Plotting
An optional volatility mode overlays the chart with custom candles that incorporate volatility bands:
Wicks expand and contract dynamically based on market volatility.
The volatility value is computed using a HMA of high-low range over a user-defined length.
The candle bodies reflect THMA values, while the wicks reflect the current volatility spread.
This feature allows traders to visually gauge the strength of price moves and anticipate possible breakouts or slowdowns.
3. Trend Reversal Signal Detection
The strategy identifies trend reversals when the THMA line crosses over/under its own past value:
A bullish signal is triggered when THMA crosses above its value from two bars ago.
A bearish signal is triggered when THMA crosses below its value from two bars ago.
These shifts are marked on the chart with triangle-shaped signals for clear visibility.
This logic helps detect momentum shifts early and enables reactive trade entries.
Trade Entry & Exit Logic
Trade Modes Supported
Users can choose between:
Only Long – Enters long trades only.
Only Short – Enters short trades only.
Long & Short – Enables both directions.
Entry Conditions
Long Entry:
Triggered when a bullish crossover is detected.
Active only if the strategy mode allows long trades.
Short Entry:
Triggered when a bearish crossover is detected.
Active only if the strategy mode allows short trades.
Exit Conditions
In Only Long mode, the strategy closes long positions when a bearish signal appears.
In Only Short mode, the strategy closes short positions when a bullish signal appears.
In Long & Short mode, the strategy does not auto-close positions — instead, it opens new positions on each confirmed signal.
Dashboard Visualization
In the bottom-right corner of the chart, a live dashboard displays:
The current trend direction (🢁 for bullish, 🢃 for bearish).
The current volatility level as a percentage.
This helps traders quickly assess market status and adjust their decisions accordingly.
Customization Options
THMA Length: Adjust how smooth or reactive the trend detection should be.
Volatility Toggle & Length: Enable or disable volatility visualization and set sensitivity.
Color Settings: Choose colors for up/down trend visualization.
Trade Direction Mode: Limit the strategy to long, short, or both types of trades.
Use Cases & Strategy Strengths
1. Trend Following
Use the THMA-based candles and triangle signals to enter with momentum. The indicator adapts quickly, reducing lag and improving trade timing.
2. Volatility Monitoring
Visualize the strength of the trend with volatility wicks. Use expanding bands to confirm breakouts and contracting ones to detect weakening moves.
3. Signal Confirmation
Combine this tool with other indicators or use the trend shift triangles as confirmations for manual entries.
Conclusion
The THMA + Volatility Strategy is a non-repainting trend-following system that integrates:
Triangular Hull MA for advanced trend detection.
Real-time volatility visualization.
Clear entry signals based on trend reversals.
Configurable trade direction settings.
It is ideal for traders who:
Prefer smoothed price analysis.
Want to follow trends with precision.
Value visual volatility feedback for breakout detection.
Full credit for the original concept and indicator goes to BigBeluga.
Litecoin Trailing-Stop StrategyAltcoins Trailing-Stop Strategy
This strategy is based on a momentum breakout approach using PKAMA (Powered Kaufman Adaptive Moving Average) as a trend filter, and a delayed trailing stop mechanism to manage risk effectively.
It has been designed and fine-tuned Altcoins, which historically shows consistent volatility patterns and clean trend structures, especially on intraday timeframes like 15m and 30m.
Strategy Logic:
Entry Conditions:
Long when PKAMA indicates an upward move
Short when PKAMA detects a downward trend
Minimum spacing of 30 bars between trades to avoid overtrading
Trailing Stop:
Activated only after a customizable delay (delayBars)
User can set trailing stop % and delay independently
Helps avoid premature exits due to short-term volatility
Customizable Parameters:
This strategy uses a custom implementation of PKAMA (Powered Kaufman Adaptive Moving Average), inspired by the work of alexgrover
PKAMA is a volatility-aware moving average that adjusts dynamically to market conditions, making it ideal for altcoins where trend strength and direction change frequently.
This script is for educational and experimental purposes only. It is not financial advice. Please test thoroughly before using it in live conditions, and always adapt parameters to your specific asset and time frame.
Feedback is welcome! Feel free to clone and adapt it for your own trading style.
MA Distance (% and ATR) + Threshold CountMA Distance (% & ATR) + Threshold Count
This script visualizes how far price is extended from key moving averages using both percentage and ATR-based distance. It includes a dynamic threshold system that tracks how unusually extended price is, based on historical volatility.
🔍 Features:
Calculates distance from:
10 EMA, 20 SMA, 50 SMA, 100 SMA, 200 SMA
Measures both:
% distance from each MA
ATR-multiple distance from each MA
Automatically calculates dynamic upper/lower thresholds using a rolling standard deviation
Plots a colored dot when distance exceeds these thresholds
Dots appear above or below the bar depending on direction
Color-coded summary table displays:
% distance
ATR distance
Threshold extremes
Total number of threshold hits
🎯 Customization:
Toggle which MAs to display in the table
Set your own lookback window and threshold sensitivity (via stdev multiplier)
Show/hide dots based on how many thresholds are hit
Use this tool to identify when price is overextended from its moving averages and approaching historically significant levels of deviation. Great for spotting mean reversion setups, parabolic runs, or deep pullbacks.
DAMA OSC - Directional Adaptive MA OscillatorOverview:
The DAMA OSC (Directional Adaptive MA Oscillator) is a highly customizable and versatile oscillator that analyzes the delta between two moving averages of your choice. It detects trend progression, regressions, rebound signals, MA cross and critical zone crossovers to provide highly contextual trading information.
Designed for trend-following, reversal timing, and volatility filtering, DAMA OSC adapts to market conditions and highlights actionable signals in real-time.
Features:
Support for 11 custom moving average types (EMA, DEMA, TEMA, ALMA, KAMA, etc.)
Customizable fast & slow MA periods and types
Histogram based on percentage delta between fast and slow MA
Trend direction coloring with “Green”, “Blue”, and “Red” zones
Rebound detection using close or shadow logic
Configurable thresholds: Overbought, Oversold, Underbought, Undersold
Optional filters: rebound validation by candle color or flat-zone filter
Full visual overlay: MA lines, crossover markers, rebound icons
Complete alert system with 16 preconfigured conditions
How It Works:
Histogram Logic:
The histogram measures the percentage difference between the fast and slow MA:
hist_value = ((FastMA - SlowMA) / SlowMA) * 100
Trend State Logic (Green / Blue / Red):
Green_Up = Bullish acceleration
Blue_Up (or Red_Up, depending the display settings) = Bullish deceleration
Blue_Down (or Green_Down, depending the display settings) = Bearish deceleration
Red_Down = Bearish acceleration
Rebound Logic:
A rebound is detected when price:
Crosses back over a selected MA (fast or slow)
After being away for X candles (rebound_backstep)
Optional: filtered by histogram zones or candle color
Inputs:
Display Options:
Show/hide MA lines
Show/hide MA crosses
Show/hide price rebounds
Enable/disable blue deceleration zones
DAMA Settings:
Fast/Slow MA type and length
Source input (close by default)
Overbought/Oversold levels
Underbought/Undersold levels
Rebound Settings:
Use Close and/or Shadow
Rebound MA (Fast/Slow)
Candle color validation
Flat zone filter rebounds (between UnderSold and UnderBought)
Available MA type:
SMA (Simple MA)
EMA (Exponential MA)
DEMA (Double EMA)
TEMA (Triple EMA)
WMA (Weighted MA)
HMA (Hull MA)
VWMA (Volume Weighted MA)
Kijun (Ichimoku Baseline)
ALMA (Arnaud Legoux MA)
KAMA (Kaufman Adaptive MA)
HULLMOD (Modified Hull MA, Same as HMA, tweaked for Pine v6 constraints)
Notes:
**DEMA/TEMA** reduce lag compared to EMA, useful for faster reaction in trending markets.
**KAMA/ALMA** are better suited to noisy or volatile environments (e.g., BTC).
**VWMA** reacts strongly to volume spikes.
**HMA/HULLMOD** are great for visual clarity in fast moves.
Alerts Included (Fully Configurable):
Golden Cross:
Fast MA crosses above Slow MA
Death Cross:
Fast MA crosses below Slow MA
Bullish Rebound:
Rebound from below MA in uptrend
Bearish Rebound:
Rebound from above MA in downtrend
Bull Progression:
Transition into Green_Up with positive delta
Bear Progression:
Transition into Red_Down with negative delta
Bull Regression:
Exit from Red_Down into Blue/Green with negative delta
Bear Regression:
Exit from Green_Up into Blue/Red with positive delta
Crossover Overbought:
Histogram crosses above Overbought
Crossunder Overbought:
Histogram crosses below Overbought
Crossover Oversold:
Histogram crosses above Oversold
Crossunder Oversold:
Histogram crosses below Oversold
Crossover Underbought:
Histogram crosses above Underbought
Crossunder Underbought:
Histogram crosses below Underbought
Crossover Undersold:
Histogram crosses above Undersold
Crossunder Undersold:
Histogram crosses below Undersold
Credits:
Created by Eff_Hash. This code is shared with the TradingView community and full free. do not hesitate to share your best settings and usage.
Trend Strength MeterThe Trend Strength Meter (TSM) is a powerful and versatile indicator designed to help traders identify market trends, measure their strength, and detect potential reversals with ease. This indicator combines the power of moving averages, divergence detection, and a clean, customizable dashboard to provide actionable insights for traders of all levels.
How It Works
Trend Strength Calculation:
1. The TSM calculates the trend strength using the difference between two Exponential Moving Averages (EMAs): a fast EMA (default: 20) and a slow EMA (default: 50).
2. The difference is expressed as a percentage of the slow EMA, providing a clear measure of the trend's strength and direction.
Histogram Visualization:
1. A color-coded histogram visually represents the trend strength:
Green: Bullish trend
Red: Bearish trend
Gray: Neutral or no significant trend
2. A smoothed trend strength line (SMA of the trend strength) is also plotted for better clarity.
Divergence Detection:
1. The indicator detects bullish and bearish divergences using the RSI (Relative Strength Index) and price action.
2. Bullish Divergence: Price makes a lower low, but RSI makes a higher low, signaling potential upward momentum.
3. Bearish Divergence: Price makes a higher high, but RSI makes a lower high, signaling potential downward momentum.
=> Divergences are marked with arrows on the chart:
Green Arrow: Bullish divergence
Red Arrow: Bearish divergence
Dashboard:
1. A clean and informative dashboard displays key information:
Trend Strength Value: The current strength of the trend
Trend Direction: Bullish, Bearish, or Neutral
Last Signal: Buy, Sell, or None (based on divergence signals)
The dashboard is fully customizable and can be positioned anywhere on the chart (e.g., top-right, bottom-left, center, etc.).
Key Features
1. Trend Strength Measurement: Quickly identify the strength and direction of the trend.
2. Divergence Detection: Spot potential reversals before they occur with bullish and bearish divergence signals.
3. Customizable Dashboard: Move the dashboard to your preferred location on the chart for better visibility.
4. User-Friendly Design: Clean visuals and intuitive color coding make it easy to interpret market conditions.
5. Actionable Signals: Provides clear Buy/Sell signals based on divergence, helping traders make informed decisions.
How to Use
1. Trend Confirmation:
Use the histogram and trend strength value to confirm the current market trend.
Green bars indicate a bullish trend, while red bars indicate a bearish trend.
2. Divergence Signals:
Look for divergence arrows (green for bullish, red for bearish) to anticipate potential reversals.
Combine divergence signals with other technical analysis tools for higher accuracy.
3. Dashboard Insights:
Monitor the dashboard for real-time updates on trend strength, direction, and the latest signal.
Use the "Last Signal" (Buy/Sell) to validate your trading decisions.
4. Custom Settings:
Adjust the EMA lengths and divergence lookback period to suit your trading style and timeframe.
Position the dashboard anywhere on the chart for convenience.
Best Practices
1. Use the TSM in conjunction with other indicators or price action analysis for confirmation.
2. Test the indicator on different timeframes to find the one that works best for your strategy.
3. Always practice proper risk management when trading.
Disclaimer
This indicator is a tool to assist in technical analysis and should not be used as a standalone trading strategy. Past performance is not indicative of future results. Always conduct your own research and consult with a financial advisor before making trading decisions.
Adv EMA Cloud v6 (ADX, Alerts)Summary:
This indicator provides a multi-faceted view of market trends using Exponential Moving Averages (EMAs) arranged in visually intuitive clouds, enhanced with an optional ADX-based range filter and configurable alerts for key market conditions. It aims to help traders quickly gauge trend alignment across short, medium, and long timeframes while filtering signals during potentially choppy market conditions.
Key Features:
Multiple EMAs: Displays 10-period (Fast), 20-period (Mid), and 50-period (Slow) EMAs.
Long-Term Trend Filter: Includes a 200-period EMA to provide context for the overall dominant trend direction.
Dual EMA Clouds:
Fast/Mid Cloud (10/20 EMA): Fills the area between the 10 and 20 EMAs. Defaults to Green when 10 > 20 (bullish short-term momentum) and Red when 10 < 20 (bearish short-term momentum).
Mid/Slow Cloud (20/50 EMA): Fills the area between the 20 and 50 EMAs. Defaults to Aqua when 20 > 50 (bullish mid-term trend) and Fuchsia when 20 < 50 (bearish mid-term trend).
Optional ADX Range Filter: Uses the Average Directional Index (ADX) to identify potentially non-trending or choppy markets. When enabled and ADX falls below a user-defined threshold, the EMA clouds will turn grey, visually warning that trend-following signals may be less reliable.
Configurable Alerts: Provides several built-in alert conditions using Pine Script's alertcondition function:
Confluence Condition: Triggers when a 10/20 EMA crossover occurs while both EMA clouds show alignment (both bullish/green/aqua or both bearish/red/fuchsia) and price respects the 200 EMA filter and the ADX filter indicates a trend (if filters are enabled).
MA Filter Cross: Triggers when price crosses above or below the 200 EMA filter line.
Full Alignment Start: Triggers on the first bar where full bullish or bearish alignment occurs (both clouds aligned + MA filter respected + ADX trending, if filters are enabled).
How It Works:
EMA Calculation: Standard Exponential Moving Averages are calculated for the 10, 20, 50, and 200 periods based on the closing price.
Cloud Creation: The fill() function visually shades the area between the 10 & 20 EMAs and the 20 & 50 EMAs.
Cloud Coloring: The color of each cloud is determined by the relationship between the two EMAs that define it (e.g., if EMA 10 is above EMA 20, the first cloud is bullish-colored).
ADX Filter Logic: The script calculates the ADX value. If the "Use ADX Trend Filter?" input is checked and the calculated ADX is below the specified "ADX Trend Threshold", the script considers the market potentially ranging.
ADX Visual Effect: During detected ranging periods (if the ADX filter is active), the plotCloud12Color and plotCloud23Color variables are assigned a neutral grey color instead of their normal bullish/bearish colors before being passed to the fill() function.
Alert Logic: Boolean variables track the specific conditions (crossovers, cloud alignment, filter positions, ADX state). The alertcondition() function creates triggerable alerts based on these pre-defined conditions.
Potential Interpretation (Not Financial Advice):
Trend Alignment: When both clouds share the same directional color (e.g., both bullish - Green & Aqua) and price is on the corresponding side of the 200 EMA filter, it may suggest a stronger, more aligned trend. Conversely, conflicting cloud colors may indicate indecision or transition.
Dynamic Support/Resistance: The EMA lines themselves (especially the 20, 50, and 200) can sometimes act as dynamic levels where price might react.
Range Warning: Greyed-out clouds (when ADX filter is enabled) serve as a visual warning that trend-based strategies might face increased difficulty or whipsaws.
Confluence Alerts: The specific confluence alerts signal moments where multiple conditions align (crossover + cloud agreement + filters), which some traders might view as higher-probability setups.
Customization:
All EMA lengths (10, 20, 50, 200) are adjustable via the Inputs menu.
The ADX length and threshold are configurable.
The MA Trend Filter and ADX Trend Filter can be independently enabled or disabled.
Disclaimer:
This indicator is provided for informational and educational purposes only. Trading financial markets involves significant risk. Past performance is not indicative of future results. Always conduct your own thorough analysis and consider your risk tolerance before making any trading decisions. This indicator should be used in conjunction with other analysis methods and tools. Do not trade based solely on the signals or visuals provided by this indicator.
Ichimoku Cloud Auto TF🧠 Timeframe Breakdown for Ichimoku Cloud Auto TF
Each timeframe in this indicator is carefully calibrated to reflect meaningful Ichimoku behavior relative to its scale. Here's how each one is structured and what it's best used for:
⏱️ 1 Minute (1m)
Tenkan / Kijun / Span B: 5 / 15 / 45
Use: Scalping fast price action.
Logic: Quick reaction to short-term momentum. Best for highly active traders or bots.
⏱️ 2 Minutes (2m)
Tenkan / Kijun / Span B: 6 / 18 / 54
Use: Slightly smoother than 1m, still ideal for scalping with a little more stability.
⏱️ 5 Minutes (5m)
Tenkan / Kijun / Span B: 8 / 24 / 72
Use: Intraday setups, quick trend capture.
Logic: Balanced between reactivity and noise reduction.
⏱️ 15 Minutes (15m)
Tenkan / Kijun / Span B: 9 / 27 / 81
Use: Short-term swing and intraday entries with higher reliability.
⏱️ 30 Minutes (30m)
Tenkan / Kijun / Span B: 10 / 30 / 90
Use: Intra-swing entries or confirmation of 5m/15m signals.
🕐 1 Hour (1H)
Tenkan / Kijun / Span B: 12 / 36 / 108
Use: Ideal for swing trading setups.
Logic: Anchored to Daily reference (1H × 24 ≈ 1D).
🕐 2 Hours (2H)
Tenkan / Kijun / Span B: 14 / 42 / 126
Use: High-precision swing setups with better context.
🕒 3 Hours (3H)
Tenkan / Kijun / Span B: 15 / 45 / 135
Use: Great compromise between short and mid-term vision.
🕓 4 Hours (4H)
Tenkan / Kijun / Span B: 18 / 52 / 156
Use: Position traders & intraday swing confirmation.
Logic: Designed to echo the structure of 1D Ichimoku but on smaller scale.
📅 1 Day (1D)
Tenkan / Kijun / Span B: 9 / 26 / 52
Use: Classic Ichimoku settings.
Logic: Standard used globally for technical analysis. Suitable for swing and position trading.
📆 1 Week (1W)
Tenkan / Kijun / Span B: 12 / 24 / 120
Use: Long-term position trading & institutional swing confirmation.
Logic: Expanded ratios for broader perspective and noise filtering.
🗓️ 1 Month (1M)
Tenkan / Kijun / Span B: 6 / 12 / 24
Use: Macro-level trend visualization and investment planning.
Logic: Condensed but stable structure to handle longer data cycles.
📌 Summary
This indicator adapts Ichimoku settings dynamically to your chart's timeframe, maintaining logical ratios between Tenkan, Kijun, and Span B. This ensures each timeframe remains responsive yet meaningful for its respective market context.
STH Unrealized Profit/Loss Ratio (STH-NUPL) | [DeV]STH-NUPL
The Short-Term Holder Net Unrealized Profit/Loss Ratio (STH-NUPL) is an analytical tool designed to approximate the unrealized profit or loss of Bitcoin’s short-term holders (STHs)—typically those holding coins for less than 155 days—within the constraints of TradingView’s price-based environment. Drawing inspiration from the canonical STH-NUPL metric, which assesses the difference between the market value and realized value of STH-held coins, this indicator adapts the concept into a normalized ratio using Bitcoin’s price data as a proxy. It offers a window into the sentiment and behavior of short-term market participants, who are often more sensitive to price fluctuations than long-term holders.
In its raw form, STH-NUPL oscillates around a break-even threshold of 0, where positive values indicate aggregate unrealized profits for STHs (market value exceeds realized value), and negative values suggest losses. This inflection point frequently acts as a key level: in bear markets, it can signal capitulation as STHs sell at break-even or below, while in bull markets, it may reflect reluctance to realize losses, providing support. The indicator enhances this metric with smoothing, a moving average overlay, and sophisticated visualization options, delivering a statistically informed perspective on short-term holder dynamics tailored for institutional-grade analysis.
STH-NUPL Settings -
Lookback Length (Default: 150 days): Defines the SMA period for estimating realized value. This 150-day window aligns with traditional STH definitions (e.g., <155 days), capturing a broad yet relevant historical cost basis for short-term holders, ideal for assessing cyclical behavior.
Smoothing Period (Default: 5 days): Applies an EMA to the raw STH-NUPL ratio, with a short default period to maintain responsiveness to recent price shifts while filtering out daily volatility. This setting is particularly suited for tactical analysis.
Moving Average Settings -
MA Lookback Length (Default: 90 days): Sets the period for the STH-NUPL’s moving average, offering a medium-term trend signal that contrasts with the 150-day lookback, enabling detection of momentum shifts within broader market phases.
MA Type (Default: EMA): Provides six moving average types, from the straightforward SMA to the volume-sensitive VWMA. The default EMA balances smoothness and reactivity, while options like HMA or VWMA cater to specialized needs, such as emphasizing recent action or volume trends.
Display Settings -
Show Moving Average (Default: True): Toggles the visibility of the STH-NUPL MA plot, allowing users to focus solely on the smoothed ratio when desired.
Show Background Colors (Default: True): Activates dynamic background shading to visually reinforce market regimes.
Background Color Source (Default: STH-NUPL): Enables users to tie the background to either the STH-NUPL’s midline (reflecting sthNupl > 0) or the MA’s trend direction (maNupl > maNupl ), aligning the visual context with the chosen analytical focus.
Analytical Applications -
Bear Market Capitulation: When the smoothed STH-NUPL approaches or falls below zero, it often signals loss realization among STHs, a precursor to capitulation in downtrends. A declining MA crossing zero can confirm this selling pressure.
Bull Market Support: Positive STH-NUPL values with a rising MA indicate STHs are in profit and reluctant to sell at a loss, forming support zones in uptrends as sell pressure wanes.
Sentiment Extremes: Significant deviations above or below zero highlight over-optimism or despair among STHs, offering contrarian opportunities when paired with price action or other on-chain metrics.
**Limitations**
As a TradingView-based approximation, this indicator uses price data (close) rather than true on-chain STH supply and realized price, which are available through providers like Glassnode. The 150-day SMA for realized value simplifies the cost basis, potentially underrepresenting the diversity of STH transactions. Despite this, the smoothed ratio and moving average overlay provide a practical proxy for tracking STH sentiment within TradingView’s ecosystem.
Multi-Timeframe EMAsMulti Timeframe EMA's
The 'Multi-Timeframe EMA Band Comparison' indicator is a tool designed to analyze trend direction across multiple timeframes using Exponential Moving Averages. it calculates the 50, 100, and 200 period EMAs for fiver user defined timeframes and compares their relationships to provide a visual snapshot of bullish or bearish momentum.
How it Works:
EMA Calculations: For each selected timeframe, the indicator computes the 50, 100, and 200 period EMAs based on the closing price.
Band Comparisons: Three key relationships are evaluated:
50 EMA vs 100 EMA
100 EMA vs 200 EMA
50 EMA vs 200 EMA
Scoring System: Each comparison is assigned a score:
🟢 (Green Circle): The shorter EMA is above the longer EMA, signaling bullish momentum.
🔴 (Red Circle): The shorter EMA is below the longer EMA, signaling bearish momentum.
⚪️ (White Circle): The EMAs are equal or data is unavailable (rare).
Average Score:
An overall average score is calculated across all 15 comparisons ranging from 1 to -1, displayed with two decimal places and color coded.
Customization:
This indicator is fully customizable from the timeframe setting to the color of the table. The only specific part that is not changeable is the EMA bands.
Spent Output Profit Ratio (SOPR) Z-Score | [DeV]SOPR Z-Score
The Spent Output Profit Ratio (SOPR) is an advanced on-chain metric designed to provide deep insights into Bitcoin market dynamics by measuring the ratio between the combined USD value of all Bitcoin outputs spent on a given day and their combined USD value at the time of creation (typically, their purchase price). As a member of the Realized Profit/Loss family of metrics, SOPR offers a window into aggregate seller behavior, effectively representing the USD amount received by sellers divided by the USD amount they originally paid. This indicator enhances this metric by normalizing it into a Z-Score, enabling a statistically robust analysis of market sentiment relative to historical trends, augmented by a suite of customizable features for precision and visualization.
SOPR Settings -
Lookback Length (Default: 150 days): Determines the historical window for calculating the Z-Score’s mean and standard deviation. A longer lookback captures broader market cycles, providing a stable baseline for identifying extreme deviations, which is particularly valuable for long-term strategic analysis.
Smoothing Period (Default: 100 days): Applies an EMA to the raw SOPR, balancing responsiveness to recent changes with noise reduction. This extended smoothing period ensures the indicator focuses on sustained shifts in seller behavior, ideal for institutional-grade trend analysis.
Moving Average Settings -
MA Lookback Length (Default: 90 days): Sets the period for the Z-Score’s moving average, offering a shorter-term trend signal relative to the 150-day Z-Score lookback. This contrast enhances the ability to detect momentum shifts within the broader context.
MA Type (Default: EMA): Provides six moving average types, from the simple SMA to the volume-weighted VWMA. The default EMA strikes an optimal balance between smoothness and responsiveness, while alternatives like HMA (Hull) or VWMA (volume-weighted) allow for specialized applications, such as emphasizing recent price action or incorporating volume dynamics.
Display Settings -
Show Moving Average (Default: True): Toggles the visibility of the Z-Score MA plot, enabling users to focus solely on the raw Z-Score when preferred.
Show Background Colors (Default: True): Activates dynamic background shading, enhancing visual interpretation of market regimes.
Background Color Source (Default: SOPR): Allows users to tie the background color to either the SOPR Z-Score’s midline (reflecting adjustedZScore > 0) or the MA’s trend direction (zScoreMA > zScoreMA ). This dual-source option provides flexibility to align the visual context with the primary analytical focus.
Analytical Applications -
Bear Market Resistance: When the Z-Score approaches or exceeds zero (raw SOPR near 1), it often signals resistance as sellers rush to exit at break-even, a pattern historically observed during downtrends. A rising Z-Score MA crossing zero can confirm this pressure.
Bull Market Support: Conversely, a Z-Score dropping below zero in uptrends indicates reluctance to sell at a loss, forming support as sell pressure diminishes. The MA’s bullish coloring reinforces confirmation of renewed buying interest.
Extreme Deviations: Values significantly above or below zero highlight overbought or oversold conditions, respectively, offering opportunities for contrarian positioning when paired with other on-chain or price-based metrics.
111D SMA / (350D SMA * 2)Indicator: Pi Cycle Ratio
This custom technical indicator calculates a ratio between two moving averages that are used for the PI Cycle Top indicator. The PI Cycle Top indicator triggers when the 111-day simple moving average (111D SMA) crosses up with the 350-day simple moving average (350D SMA *2).
The line value is ratio is calculated as:
Line Value = 111DSMA / (350D SMA × 2)
When the 111D SMA crosses with the 350D SMA triggering the PI Cycle Top, the value of the ratio between the two lines is 1.
This visualizes the ratio between the two moving averages into a single line. This indicator can be used for technical analysis for historical and future moves.
Multi-MA Strategy Analyzer with BacktestMulti-MA Strategy Analyzer with Backtest
This TradingView Pine Script indicator is designed to analyze multiple moving averages (SMA or EMA) dynamically and identify the most profitable one based on historical performance.
Features
Dynamic MA Range:
Specify a minLength, maxLength, and step size.
Automatically calculates up to 20 MAs.
Custom MA Calculation:
Uses custom SMA and EMA implementations to support dynamic length values.
Buy/Sell Logic:
Buy when price crosses above a MA.
Sell when price crosses below.
Supports both long and short trades.
Performance Tracking:
Tracks PnL, number of trades, win rate, average profit, and drawdown.
Maintains individual stats for each MA.
Best MA Detection:
Automatically highlights the best-performing MA.
Optional showBestOnly toggle to focus only on the best line and its stats.
Visualization:
Up to 20 plot() calls (static) for MAs.
Green highlight for the best MA.
Color-coded result table and chart.
Table View
When showBestOnly = false, the table displays all MAs with stats.
When showBestOnly = true, the table displays only the best MA with a summary row.
Includes:
Best MA length
Total PnL
Number of trades
Win rate
Avg PnL per trade
Max Drawdown
Configuration
minLength (default: 10)
maxLength (default: 200)
step (default: 10)
useEMA: Toggle between EMA and SMA
showBestOnly: Focus on best-performing MA only
Notes
MA plotting is static, limited to 20 total.
Table supports highlighting and is optimized for performance.
Script is structured to run efficiently using arrays and simple int where required.
Potential Extensions
Add visual buy/sell arrows
Export stats to CSV
Strategy tester conversion
Custom date range filtering for backtesting
Author: Muhammad Wasim
Version: 1.0
