Adaptive RSI Pro# Adaptive RSI Pro / 自适应RSI专业版
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Dynamic overbought/oversold thresholds + Multi-Timeframe analysis + Divergence detection + Signal statistics.
根据每个标的实际历史分布动态计算超买/超卖阈值,结合多时间框架分析、背离检测和信号统计。
**Pine Script v6** | **Last Update: 2025-12-17** | **v6.2**
---
## Emoji Legend / 信号图例
### Chart Signals / 图表信号
#### Buy Signals / 买入信号 (底部显示)
| Emoji | Signal Name | Condition | Priority | Action |
|-------|-------------|-----------|----------|--------|
| 🌟 | MTF + Extreme | 3+ timeframes oversold + Z<−2σ | ★★★★★ | **STRONG BUY** 强力买入 |
| 💎 | Divergence + Extreme | Bullish divergence in Z<−2σ zone | ★★★★☆ | **BUY** 买入 |
| 🔥 | Extreme Oversold | Z-Score crosses below −2σ (≈P2) | ★★★☆☆ | **BUY** 买入 |
| ⬆️ | Normal Oversold | Z-Score crosses below −1.5σ (≈P7) | ★★☆☆☆ | Consider buy 考虑买入 (默认隐藏) |
| ↗️ | Bullish Divergence | Price↓ RSI↑ (not in extreme zone) | ★☆☆☆☆ | Watch 观察 (潜在底部) |
#### Sell Signals / 卖出信号 (顶部显示)
| Emoji | Signal Name | Condition | Priority | Action |
|-------|-------------|-----------|----------|--------|
| 🌟 | MTF + Extreme | 3+ timeframes overbought + Z>+2σ | ★★★★★ | **STRONG SELL** 强力卖出 |
| 💎 | Divergence + Extreme | Bearish divergence in Z>+2σ zone | ★★★★☆ | **SELL** 卖出 |
| ❄️ | Extreme Overbought | Z-Score crosses above +2σ (≈P98) | ★★★☆☆ | **SELL** 卖出 |
| ⬇️ | Normal Overbought | Z-Score crosses above +1.5σ (≈P93) | ★★☆☆☆ | Consider sell 考虑卖出 (默认隐藏) |
| ↘️ | Bearish Divergence | Price↑ RSI↓ (not in extreme zone) | ★☆☆☆☆ | Watch 观察 (潜在顶部) |
> **Priority System / 优先级系统**: Only the highest priority signal is shown to prevent overlapping.
> 只显示最高优先级信号,避免叠加。
---
### Dashboard Status / 仪表盘状态
| Emoji | Status | Meaning |
|-------|--------|---------|
| 🟢 | EXTREME OVERSOLD | Z-Score < −2σ (≈P2.3), strong buy zone / 极端超卖区,强买区 |
| 🟡 | OVERSOLD | Z-Score < −1.5σ (≈P6.7), oversold / 超卖 |
| ⚪ | NEUTRAL | −1.5σ ≤ Z-Score ≤ +1.5σ, no signal / 中性,无信号 |
| 🟠 | OVERBOUGHT | Z-Score > +1.5σ (≈P93.3), overbought / 超买 |
| 🔴 | EXTREME OVERBOUGHT | Z-Score > +2σ (≈P97.7), strong sell zone / 极端超买区,强卖区 |
### MTF Status / 多周期状态
| Emoji | Meaning |
|-------|---------|
| 🟢 | Timeframe oversold / 该周期超卖 |
| 🔴 | Timeframe overbought / 该周期超买 |
| ⚪ | Timeframe neutral / 该周期中性 |
### Divergence Status / 背离状态
| Emoji | Meaning |
|-------|---------|
| 🟢 BULL DIV | Bullish divergence detected / 检测到看涨背离 |
| 🔴 BEAR DIV | Bearish divergence detected / 检测到看跌背离 |
| — | No divergence / 无背离 |
---
### Alert Emojis / 警报图标
| Emoji | Alert Type | Description |
|-------|------------|-------------|
| 🎯 | Smart Alert | V6 Unified Alert System / V6统一警报系统 |
---
## Overview / 概述
Traditional RSI uses fixed 30/70 thresholds, but different assets have different volatility characteristics.
传统RSI使用固定的30/70阈值,但不同标的有不同的波动特性。
**Solution**: Calculate thresholds using historical percentiles (P5-P95) + advanced features.
**解决方案**:使用历史百分位(P5-P95)计算阈值 + 高级功能。
---
## Features / 功能特性
### 🎯 Adaptive Thresholds / 自适应阈值
- **Z-Score Based Signals**: Uses statistical Z-Score (±2σ for extreme, ±1.5σ for normal) for consistent cross-asset performance
使用统计Z-Score(极端±2σ,普通±1.5σ)实现跨资产一致性
- **Percentile Lines**: Display P5/P10/P25/P50/P75/P90/P95 for visual reference
百分位线(P5-P95)作为视觉参考
- **Dual Display Modes**: Show Z-Score lines, Percentile lines, or both
双重显示模式:可选择显示Z值线、百分位线或两者
### 🔬 Auto-Adaptive Lookback / 自动自适应回看期
- **Statistical Formula**: Uses `n = (Z × σ / E)²` for optimal sample size calculation
统计公式:使用样本量公式自动计算最优回看期
- **Dual Volatility System**: Combines short-term (4× RSI length) and long-term volatility (configurable: 6M/1Y/2Y)
双重波动率系统:结合短期和长期波动率动态调整
- **Precision Control**: Choose High/Normal/Low precision (adjusts acceptable error margin)
精度控制:高/普通/低精度可选(调整统计误差容忍度)
- **Health Indicators**: Real-time validation of sample coverage, distribution spread, and statistical validity
健康度指标:实时验证样本覆盖率、分布宽度和统计有效性
### 📈 Auto-Adaptive Trend Filter / 自动自适应趋势过滤
- **Auto Mode**: Automatically selects optimal filter based on RSI volatility percentiles
自动模式:根据RSI波动率百分位自动选择最优过滤器
- **5 Filter Modes**: Fixed 50, Adaptive P50, SMA(RSI), BB(RSI), or Auto
5种过滤模式:固定50、自适应P50、RSI均线、布林带或自动
- **Smart Selection**: Low volatility → Fixed 50, Medium → Adaptive P50, High → BB(RSI)
智能选择:低波动→固定50,中波动→自适应P50,高波动→布林带
### 🌍 Multi-Timeframe RSI / 多时间框架RSI
- **3 Configurable Timeframes**: View RSI status across multiple timeframes (default: 1h/4h/D)
3个可配置时间框架:跨周期查看RSI状态(默认:1小时/4小时/日线)
- **Auto-Skip Duplicates**: Automatically detects and skips timeframes matching current chart
自动跳过重复:自动检测并跳过与当前图表相同的时间框架
- **Resonance Detection**: Triggers when 3+ valid timeframes agree (oversold/overbought)
共振检测:当3个以上有效时间框架一致时触发强信号
>
> **MTF Signal Confirmation Timing / 信号确认时机**
>
> - Current timeframe signals update in real-time, confirmed on bar close
> - Higher timeframe signals (e.g., Daily on 1H chart) only update after that timeframe's bar closes
> - **Best Practice**: Wait for current timeframe bar close before acting on MTF resonance signals
>
> - 当前图表周期的信号:实时更新,K线收盘确认
> - 高周期信号(如日线):仅在该周期K线收盘后更新
> - **最佳实践**:MTF共振信号建议在当前周期K线收盘后再做交易决策
### 💎 Auto-Adaptive Divergence Detection / 自动自适应背离检测
- **Auto Mode**: Automatically selects parameters based on asset volatility (using ATR)
自动模式:基于资产波动率(ATR)自动选择参数
- **4 Preset Modes**: Low Vol (3/40), Normal (5/60), High Vol (7/80), Crypto (10/120)
4种预设模式:低波动/普通/高波动/加密货币,分别对应不同的回看/范围参数
- **Extreme Zone Detection**: Distinguishes divergence in extreme zones (💎) vs normal zones (↗️↘️)
极端区域检测:区分极端区域背离(💎)和普通背离(↗️↘️)
- **Bullish/Bearish Divergence**: Price lower low + RSI higher low / Price higher high + RSI lower high
看涨/看跌背离:价格新低+RSI未新低 / 价格新高+RSI未新高
### 📊 Layered Signal Statistics / 分层信号统计
- **4-Tier Classification**: MTF Resonance (🌟) > Divergence+Extreme (💎) > Extreme Only (🔥❄️) > Normal (⬆️⬇️)
四层分级:多周期共振 > 背离+极端 > 仅极端 > 普通信号
- **Independent Tracking**: Each signal tier has separate count, average return, and win rate
独立跟踪:每层信号独立统计次数、平均收益、胜率
- **Signal Cooldown**: Optional cooldown period (default 5 bars) to prevent duplicate counting
信号冷却:可选冷却期(默认5根K线)防止重复计数
- **Real Forward Testing**: Calculates actual returns N bars after signal (configurable 5-100 bars)
真实前瞻测试:计算信号后N根K线的实际收益(可配置5-100)
---
## Z-Score 与 百分位:双重视角 / Dual Perspective
This indicator displays **both Z-Score and Percentile** to provide complementary views of the same RSI distribution.
本指标**同时显示Z-Score和百分位**,为同一RSI分布提供互补视角。
### Why Both? / 为什么同时显示?
**Fundamental Connection / 本质关联**:
两者都是描述RSI在历史分布中位置的统计方法。
Both are statistical methods describing RSI's position in historical distribution.
- **Z-Score(标准分数)**: `(RSI - 均值) / 标准差` - 基于正态分布假设
Based on normal distribution assumption.
- **百分位(Percentile)**: RSI在历史数据中的排名位置 - 不假设分布类型
RSI's ranking position in historical data - no distribution assumption.
**Complementary Advantages / 互补优势**:
| Dimension 维度 | Z-Score | Percentile 百分位 |
|------|---------|------------|
| **Cross-asset Consistency / 跨资产一致性** | ✅ Excellent 优秀 - BTC和SPY都用±2σ | ⚠️ Varies by volatility 因波动率不同而异 |
| **Statistical Rigor / 统计学严谨性** | ✅ Confidence intervals 置信区间、假设检验 | ⚠️ Non-parametric 非参数统计 |
| **Intuitive / 直观易懂** | ⚠️ Stats knowledge needed 需要统计学知识 | ✅ "Below 95% of history" "低于95%历史值" |
| **Use Case / 适用场景** | 📊 Quant backtesting 量化回测、信号触发 | 📈 Visualization 可视化、用户理解 |
### Conversion Reference / 转换对照表
**Quick Reference / 快速对照**(Assuming normal distribution / 假设正态分布):
| Z-Score | Percentile 百分位 | Meaning 含义 | Signal 信号类型 |
|---------|--------|---------------|----------|
| **±2.5σ** | **P0.6 / P99.4** | Extreme anomaly (outside 99% CI) / 极端异常(99%置信区间外) | Rare opportunity 罕见机会 |
| **±2.0σ** | **P2.3 / P97.7** | Extreme OB/OS (outside 95% CI) / 极端超买/超卖(95%置信区间外) | 🔥❄️ Extreme 极端信号 |
| ±1.5σ | P6.7 / P93.3 | Notable deviation / 显著偏离 | ⬆️⬇️ Normal 普通信号(默认) |
| ±1.0σ | P15.9 / P84.1 | Mildly strong/weak / 轻度偏强/偏弱 | — |
| 0σ | P50 | Median / 中位数 | — |
### Dashboard Dual Display / 仪表盘双重显示
**新版Dashboard已实现自动转换**:
```
┌─────────────────────────────────┐
│ ADAPTIVE RSI PRO 28.5 │
├─────────────────────────────────┤
│ Z-Score −2.15σ (≈P2) │ ← Z值 + 近似百分位
│ Percentile P5 (−1.5σ ~ −2σ) │ ← 百分位 + 对应Z值范围
│ Status 🟢 EXTREME OVERSOLD │
└─────────────────────────────────┘
```
**理解方式**:
- **从Z值看**:−2.15σ 表示超过95%置信区间,统计异常 → 对应约P2
- **从百分位看**:P5 表示低于95%历史值,极端超卖 → 对应约−1.5σ到−2σ之间
### Threshold Line Modes / 阈值线模式
**Unified Mode (Recommended) / Unified模式(推荐)** - Balances rigor and intuitiveness / 兼顾严谨性和直观性:
- Draws: Z-Score threshold lines (±2σ, ±1.5σ) / 绘制:Z-Score阈值线(±2σ、±1.5σ)
- Labels: Corresponding percentiles (≈P98, ≈P93, ≈P7, ≈P2) / 标注:对应百分位(≈P98、≈P93、≈P7、≈P2)
- Advantage: Instantly understand statistical meaning and historical position / 优势:一眼看懂统计意义和历史位置
**Other Modes / 其他模式**:
- `Z-Score`: Statistical threshold lines only / 仅显示统计学阈值线
- `Percentile`: Percentile lines only / 仅显示百分位线
- `Both`: Display both types (denser) / 同时显示两类线(较密集)
### Practical Examples / 实际应用示例
**Scenario 1: Identifying Extreme Opportunities / 场景1:识别极端机会**
```
Current RSI / 当前RSI: 25.3
Dashboard shows / Dashboard显示:
Z-Score: −2.35σ (≈P1)
Percentile: P5 (< −2σ)
Status: 🟢 EXTREME OVERSOLD
Interpretation / 解读:
• Statistical perspective / 统计学视角: Beyond 99% confidence interval (|Z| > 2.3) / 超过99%置信区间,极端异常
• Intuitive perspective / 直观视角: Lower than 99% of historical values / 低于99%的历史值都低,罕见超卖
• Conclusion / 结论: Strong buy signal 🔥 / 强力买入信号 🔥
```
**Scenario 2: Normal Signal Judgment / 场景2:普通信号判断**
```
Current RSI / 当前RSI: 63.8
Dashboard shows / Dashboard显示:
Z-Score: +1.52σ (≈P94)
Percentile: P90 (+1.5σ ~ +2σ)
Status: 🟠 OVERBOUGHT
Interpretation / 解读:
• Statistical perspective / 统计学视角: ~1.5 std dev, notably high but not extreme / 约1.5倍标准差,显著偏高但未极端
• Intuitive perspective / 直观视角: Higher than 90% of historical values / 高于90%的历史值,轻度超买
• Conclusion / 结论: Consider reducing position, not forced sell ⬇️ / 考虑减仓,非强制卖出 ⬇️
```
### Dashboard Display Logic / Dashboard显示逻辑
**Z-Score Row Display / Z-Score行显示**:
- Always shows current Z-value (2 decimal places) / 始终显示当前Z值(精确到2位小数)
- Auto-calculates approximate percentile: `≈P ` / 自动计算对应的近似百分位:`≈P `
- Uses Error Function for precise conversion / 使用误差函数(Error Function)精确转换
**Percentile Row Display / Percentile行显示**:
- Shows RSI's percentile range (P5, P10, P25, etc.) / 显示RSI所处的百分位区间(P5, P10, P25等)
- Labels corresponding Z-value range (e.g., `−1.5σ ~ −2σ`) / 标注对应的Z值范围(如:`−1.5σ ~ −2σ`)
- Helps understand what "P10" means statistically / 帮助理解"P10"的统计意义
**Color Association / 颜色关联**:
- Both rows use same status color (green/yellow/white/orange/red) / 两行使用相同的状态颜色(绿/黄/白/橙/红)
- Visually reinforces "same indicator, different expressions" / 视觉上强化"同一指标的不同表达"概念
---
### Dashboard Setups / 仪表盘配置
#### Full Mode (PC/Tablet)
Shows detailed stats, MTF status, and divergence info.
显示详细统计、MTF状态和背离信息。
#### Mobile Mode (Phone) / 手机模式
Simplified 3-row layout optimized for small screens.
极简3行布局,专为手机屏幕优化。
- Row 1: RSI Value / 第1行:RSI数值
- Row 2: Signal Status (Emoji) / 第2行:信号状态 (Emoji)
- Row 3: Trend/Filter Status / 第3行:趋势/过滤状态
### 📈 Dashboard Example / 面板示例
```
┌─────────────────────────────────┐
│ ADAPTIVE RSI PRO 35.2 │
├─────────────────────────────────┤
│ Status 🟢 EXTREME OVERSOLD │
│ Percentile P10 ↓ DOWN │
│ Lookback 456 ✅✅✅ │
├─────────────────────────────────├ (Full Mode Only)
│ ── MTF ── │
│ 1h | 4h | D 🟢 | ⚪ | 🟢 │
│ Resonance 🟢 3/4 OVERSOLD │
├─────────────────────────────────┤
│ Divergence 🟢 BULL (5/60) │
├─────────────────────────────────┤
│ ── STATS ── (20 bars) │
│ 🌟 MTF Buy(12) +4.2% | 83% │
│ 🌟 MTF Sell(8) +3.8% | 75% │
│ 💎 Div Buy(15) +3.5% | 80% │
│ 💎 Div Sell(11) +2.9% | 73% │
│ 🔥 Ext Buy(45) +2.1% | 67% │
│ ❄️ Ext Sell(38) +1.8% | 63% │
└─────────────────────────────────┘
```
**Health Indicators / 健康度指标**:
- ✅✅✅ = All healthy (所有健康): Sample coverage ≥ 80%, Distribution spread ≥ 15, Statistical validity ≥ 90%
- ⚠️ present = Warning (警告): One or more health checks failed, consider using Custom mode with larger lookback
---
## Chart Lines Guide / 图表线条指南
! (images/annotated_rsi_indicator.png)
### 📊 主要线条 / Main Lines
| 线条 | 颜色/样式 | 含义 | 作用 |
|------|----------|------|------|
| **RSI主线** | 黄色粗线 | 当前RSI值 | 实时跟踪相对强弱指标 |
| **P50 自适应中位数** | 白色阶梯线 | 动态中线 | 根据历史数据自动调整的中位数,比固定50更准确 |
### 🔴 超买阈值线 / Overbought Thresholds (上方红色)
| 线条 | Z-Score | 百分位 | 样式 | 信号 |
|------|---------|--------|------|------|
| **极端超买线** | +2σ | ≈P98 | 实线 | 触发 ❄️ 极端超买信号(强卖出) |
| **普通超买线** | +1.5σ | ≈P93 | 圆点虚线 | 触发 ⬇️ 普通超买信号(考虑卖出) |
### 🟢 超卖阈值线 / Oversold Thresholds (下方绿色)
| 线条 | Z-Score | 百分位 | 样式 | 信号 |
|------|---------|--------|------|------|
| **极端超卖线** | -2σ | ≈P2 | 实线 | 触发 🔥 极端超卖信号(强买入) |
| **普通超卖线** | -1.5σ | ≈P7 | 圆点虚线 | 触发 ⬆️ 普通超卖信号(考虑买入) |
### ⚪ 固定参考线 / Fixed Reference Lines
| 线条 | 位置 | 样式 | 作用 |
|------|------|------|------|
| **0线** | 底部 | 灰色点线 | RSI下边界 |
| **50线** | 中间 | 灰色点线 | 传统固定中线参考 |
| **100线** | 顶部 | 灰色点线 | RSI上边界 |
### 🎨 渐变填充区域 / Gradient Fill Zones
- **红色渐变**(上方):超买区域,颜色越深表示越极端
- P95-P90(深红)> P90-P75(中红)> P75-P50(浅红)
- **绿色渐变**(下方):超卖区域,颜色越深表示越极端
- P10-P5(深绿)> P25-P10(中绿)> P50-P25(浅绿)
### 💡 关键要点 / Key Points
**线条样式区分 / Line Style Distinction:**
- **实线** = 极端信号(±2σ),优先级高,统计上95%置信区间外
- **圆点虚线** = 普通信号(±1.5σ),优先级较低,显著偏离但未极端
**动态 vs 固定 / Dynamic vs Fixed:**
- **彩色线**(红/绿)= 根据历史波动动态调整,适应不同资产特性
- **灰色虚线** = 固定不变的参考线,用于传统RSI对比
**视觉层次 / Visual Hierarchy:**
- 线条粗细:RSI主线(最粗)> 极端阈值(粗)> 普通阈值(细)> 参考线(最细)
- 透明度:核心线条(不透明)> 百分位线(半透明)> 填充区(高透明)
---
## Settings / 设置
### RSI Settings / RSI设置
| Setting | Default | Description |
|---------|---------|-------------|
| RSI Length | 14 | RSI calculation period / RSI计算周期 |
| RSI Source | Close | Price source / 价格源 |
### Adaptive Settings / 自适应设置
| Setting | Default | Description |
|---------|---------|-------------|
| Lookback Mode | Auto | Auto (statistical formula) / Custom / 自动/自定义 |
| Custom Lookback | 252 | Only used in Custom mode / 仅自定义模式使用 |
| Precision | Normal | High/Normal/Low: Adjusts error tolerance / 精度等级 |
| History Depth | 1 Year | 6 Months / 1 Year / 2 Years for volatility calculation / 波动率历史深度 |
### Visual Settings / 视觉设置
| Setting | Default | Description |
|---------|---------|-------------|
| Threshold Line Mode | **Unified** | Unified(推荐)/Z-Score/Percentile/Both / 阈值线模式 |
| Show Gradient Fill | ON | Display background gradients / 显示背景渐变 |
| Show Dashboard | ON | Display dashboard panel / 显示仪表盘面板 |
| Dashboard Mode | Full | Full/Lite/Mobile(Phone) / 面板模式 |
| Dashboard Size | Normal | Tiny/Small/Normal/Large / 面板大小 |
| Dashboard Transparency | 30 | 0-100% transparency level / 透明度 |
| Bullish Color | #00E676 | Custom color for bullish signals / 牛市信号颜色 |
| Bearish Color | #FF5252 | Custom color for bearish signals / 熊市信号颜色 |
| RSI Line Color | #FFEB3B | RSI line color / RSI主线颜色 |
### Trend Filter / 趋势过滤
| Setting | Default | Description |
|---------|---------|-------------|
| Enable Trend Filter | OFF | Only trigger signals in trend direction / 趋势方向过滤 |
| Filter Mode | Auto | Auto/Fixed 50/Adaptive P50/SMA(RSI)/BB(RSI) / 过滤模式 |
### Alert Settings / 警报设置
| Setting | Default | Description |
|---------|---------|-------------|
| **🎯 Smart Alert** | **ON** | **V6 Unified Alert System** / V6统一警报系统 |
| Show Normal Signals | OFF | Display ⬆️⬇️ on chart / 图表显示普通信号 |
| Normal Signal Threshold | 1.5σ | Z-Score threshold (1.0-2.0σ) / 普通信号阈值 |
| Enable Signal Cooldown | ON | Prevent duplicate signal counting / 防止重复信号 |
| Cooldown Period | 5 bars | Bars between same signal type / 冷却K线数 |
### Multi-Timeframe / 多时间框架
| Setting | Default | Description |
|---------|---------|-------------|
| Enable | ON | Show MTF analysis / 显示MTF分析 |
| MTF Mode | **Auto** | **Auto** (Fractal Breakdown) / **Manual** (Fixed) / 自动/手动模式 |
| TF1/TF2/TF3 | 60/240/D | Timeframes (Manual mode only) / 时间框架(仅手动模式)|
### Signal Statistics / 信号统计
| Setting | Default | Description |
|---------|---------|-------------|
| Enable | ON | Track performance / 跟踪表现 |
| Forward Bars | 20 | Bars for return calculation / 收益计算K线数 |
### Divergence Detection / 背离检测
| Setting | Default | Description |
|---------|---------|-------------|
| Enable Detection | ON | Detect divergences / 检测背离 |
| Divergence Mode | Auto | Auto/Low Vol/Normal/High Vol/Crypto/Custom / 背离模式 |
| Custom Lookback | 5 | Only in Custom mode / 仅自定义模式使用 |
| Custom Range | 60 | Only in Custom mode / 仅自定义模式使用 |
**Auto Mode Presets / 自动模式预设**:
- Low Vol (蓝筹/ETF): Lookback 3, Range 40
- Normal (一般股票): Lookback 5, Range 60
- High Vol (成长股): Lookback 7, Range 80
- Crypto (加密货币): Lookback 10, Range 120
---
## Alerts / 警报
### 🎯 Smart Alert (V6 Unified System)
**The only alert method / 唯一的警报方式** - 自动聚合所有信号到一条富文本消息
Automatically aggregates all signals into a single rich-text message.
**Setup Steps / 设置方法**:
1. Keep "🎯 Smart Alert" enabled in indicator settings (default) / 指标设置中保持 "🎯 Smart Alert" 开启(默认)
2. When creating alert, select **"Any alert() function call"** / 创建警报时选择 **"Any alert() function call"**
3. Done! You'll receive real-time aggregated alerts / 完成!您会收到实时的聚合警报
**Message Example / 消息示例**:
```
AAPL: 🟢 BUY SIGNALS → 🌟MTF共振 💎背离 🔥极端 | RSI:25.3 Z:-2.1σ (≈P2)
AAPL: 🔴 SELL SIGNALS → ❄️极端 | RSI:78.5 Z:2.3σ (≈P98)
```
**Features / 特性**:
- ✅ **Real-time trigger / 实时触发** - Sends when condition met within bar / K线运行中触发条件即发送
- ✅ **Anti-flicker / 防闪烁** - Uses `varip` to prevent duplicate alerts from signal flickering within same bar / 使用 `varip` 防止信号闪烁导致同一K线内重复警报
- ✅ **Signal upgrade detection / 信号升级检测** - Alerts when stronger signal appears (e.g., 🔥Extreme → 🌟MTF) even on same bar / 同一K线内出现更强信号时也会触发(如:🔥极端 → 🌟MTF共振)
- ✅ **Full context / 完整上下文** - Includes RSI value, Z-Score, approximate percentile / 包含RSI值、Z-Score、近似百分位
- ✅ **Auto-aggregation / 自动聚合** - One message contains all triggered signals / 一条消息包含所有触发的信号
- ✅ **Buy/Sell independent tracking / 买卖独立追踪** - Buy and Sell alerts tracked separately / 买入和卖出警报独立追踪,互不干扰
**Signal Priority Levels / 信号优先级**:
| Level 等级 | Signal 信号 | Description 描述 |
|------------|-------------|------------------|
| 4 (Highest) | 🌟 MTF Resonance | Multi-timeframe agreement / 多周期共振 |
| 3 | 💎 Divergence | Divergence + Extreme zone / 背离+极端区 |
| 2 | 🔥❄️ Extreme | Extreme oversold/overbought / 极端超卖/超买 |
| 1 (Lowest) | ⬆️⬇️ Normal | Normal oversold/overbought / 普通超卖/超买 |
---
## Usage Tips / 使用建议
| Timeframe | Lookback | Use Case |
|-----------|----------|----------|
| Daily | 252 | Swing trading / 波段交易 |
| 4H | 1000 | Short-term / 短线 |
| 1H | 2000 | Day trading / 日内交易 |
**Best Practices / 最佳实践:**
1. Focus on 🌟 and 💎 signals (highest priority) / 优先关注 🌟 和 💎 信号(最高优先级)
2. Use MTF resonance for high-confidence entries / 使用 MTF 共振确认高置信度入场
3. Check win rate in stats before trading / 交易前查看统计胜率
---
## Changelog / 更新日志
### v6.2 - Smart Alert Anti-Flicker / 智能防抖警报 (Current / 当前版本)
- 🛡️ **Anti-flicker Mechanism / 防闪烁机制**: Fixed issue where signal flickering caused multiple duplicate alerts within same bar. Now uses `varip` to track alert status per bar. / 修复信号闪烁导致同一K线内发送多次重复警报的问题,使用 `varip` 追踪每根K线的警报状态。
- 📈 **Signal Upgrade Detection / 信号升级检测**: Tracks signal priority level (MTF=4, Divergence=3, Extreme=2, Normal=1). Sends new alert when stronger signal appears on same bar. / 追踪信号优先级等级。同一K线内出现更强信号时会发送新警报。
- 🔄 **Independent Buy/Sell Tracking / 买卖独立追踪**: Buy and Sell alerts are tracked independently, allowing direction changes within same bar. / 买入和卖出警报独立追踪,允许同一K线内捕捉方向变化。
### v6.1 - Mobile Experience / 移动端体验
- 📱 **Mobile Dashboard / 手机端面板**: Added simplified "Mobile" mode optimized for phone screens (RSI + Signal Emoji only). / 新增简化的"Mobile"模式,针对手机屏幕优化(仅显示RSI+信号Emoji)。
- 🔥 **Persistent Zone Status / 持续区域状态**: Mobile Dashboard now shows persistent extreme zone indicators when no new signal but RSI remains in zone: `🔥持续` (Extreme Oversold), `❄️持续` (Extreme Overbought), `⬆️区` (Oversold), `⬇️区` (Overbought). / 手机端面板现在显示持续极端区域指示器:无新信号但RSI仍在区域内时显示持续状态。
- 🔧 **UX Improvements / 用户体验优化**: Optimized font sizes and layout for small screens. / 优化字体大小和小屏幕布局。
### v6.0 - Alert System Simplification & V6 Optimization / 警报系统简化与V6优化
- 🎯 **Smart Alert System / 智能警报系统简化**:
- **Unified entry / 唯一警报入口**: Removed all legacy alertcondition, unified to V6 Smart Alert / 移除所有legacy alertcondition,统一为V6 Smart Alert
- **Real-time trigger / 实时触发**: Changed to `alert.freq_once_per_bar` for intra-bar response / 改为 `alert.freq_once_per_bar` 实现K线内实时响应
- **Smart dedup / 智能去重**: Rising edge detection (`signal and not signal `) / 上升沿检测,只在新信号出现时触发
- **Auto-aggregation / 自动聚合**: Single message with all signals + RSI + Z-Score + Percentile / 单条消息包含所有触发信号 + RSI + Z-Score + 百分位
- **Simplified settings / 简化设置**: Removed "Extreme Alerts" and "Normal Alerts", only Smart Alert toggle / 移除 "Extreme Alerts" 和 "Normal Alerts",只保留Smart Alert开关
- 🛠 **Performance Optimization / 性能优化**:
- Reduced `request.security` calls by 50% using Tuple Requests / 使用元组请求减少50%的`request.security`调用
- Implemented `str.format()` for cleaner and faster string processing / 实现`str.format()`使字符串处理更简洁高效
- 🧹 **Code Cleanup / 代码清理**:
- Refactored timeframe display and alert logic / 重构时间框架显示和警报逻辑
- Fixed plot limit issues and tuple assignment syntax / 修复绑点限制问题和元组赋值语法
- Unified plot titles with percentile annotations / 统一绑点标题与百分位标注
### v5.0 - Adaptive Fractal MTF / 自适应分形MTF
- 🧠 **Adaptive Fractal MTF / 自适应分形MTF**: New "Auto" mode automatically selects lower timeframes for precision structure analysis (Internal Fractal Resonance). / 新增"Auto"模式,自动选择更低时间框架进行精确结构分析(内部分形共振)。
- Daily Chart → Analyzes 1H & 4H / 日线图 → 分析1小时和4小时
- 1H Chart → Analyzes 5m & 15m / 1小时图 → 分析5分钟和15分钟
- 15m Chart → Analyzes 1m & 5m / 15分钟图 → 分析1分钟和5分钟
- 🛠 **Code Refactoring / 代码重构**: Implemented Pine Script v6 UDTs (Objects) and Methods for robust signal statistics. / 实现Pine Script v6 UDT(对象)和方法,增强信号统计的健壮性。
- 🎨 **Dashboard Optimization / 面板优化**: Enhanced string formatting using `str.format` for cleaner display. / 使用`str.format`优化字符串格式,显示更简洁。
### v4.0 - Pine Script v6 Upgrade / Pine Script v6升级
- 🚀 Upgraded entire codebase to **Pine Script v6** engine / 将整个代码库升级到 **Pine Script v6** 引擎
- ⚡ Optimization for better performance and future-proofing / 性能优化,面向未来
- 🛠 Maintenance updates for latest TradingView standards / 维护更新以符合最新TradingView标准
### v3.0 - Auto-Adaptive Systems / 自动自适应系统
- ✨ Auto-adaptive lookback using formula `n = (Z × σ / E)²` / 使用统计公式 `n = (Z × σ / E)²` 自动计算回看期
- ✨ Auto-adaptive trend filter with 5 modes / 5种模式的自动自适应趋势过滤器
- ✨ Auto-adaptive divergence detection with 4 presets / 4种预设的自动自适应背离检测
- ✨ Layered statistics (MTF/Divergence/Extreme/Normal) / 分层统计系统(MTF/背离/极端/普通)
- ✨ Signal cooldown to prevent duplicate counting / 信号冷却机制防止重复计数
- ✨ Health indicators for lookback validation / 回看期健康度指标验证
- ✨ Dashboard modes (Lite/Full) with customization / 面板模式(Lite/Full)支持自定义大小和透明度
- ✨ Dual volatility system (short + long-term) / 双重波动率系统(短期+长期)
### v2.1 - Signal Optimization / 信号优化
- ✨ Consolidated signals with priority system / 信号合并与优先级系统(无重叠)
- ✨ Emoji-based signal display / 基于Emoji的信号显示
- ✨ MTF timeframe auto-skip for duplicates / MTF时间框架自动跳过重复
### v2.0 - Pro Edition / 专业版
- ✨ Added Trend Filter, MTF RSI, Statistics, Divergence / 新增趋势过滤、MTF RSI、统计、背离检测
- ✨ Z-Score based signal triggering / 基于Z-Score的信号触发
### v1.0 - Initial Release / 初始发布
- ✨ Adaptive percentile-based thresholds / 自适应百分位阈值
---
## License
MIT License - Feel free to use, modify, and share.
Oszillatoren
Volume DI Diff + ADX Coloreado por AOInterpretationIf +DI > -DI (positive DI+ - DI- difference) → Upward trend pressure (bullish signal).
If -DI > +DI (negative DI+ - DI- difference) → Downward trend pressure (bearish signal).
Crossovers between +DI and -DI generate buy/sell signals, often filtered by ADX for reliability.
This setup is widely used in technical analysis to identify trending markets and avoid whipsaws in ranging conditions. It's part of the broader Average Directional Movement System (ADX/DMI).
Key ComponentsADX line: Measures overall trend strength (non-directional).
+DI line: Strength of upward movement.
-DI line: Strength of downward movement.
Trend direction is determined by which DI line is dominant:+DI > -DI: Bullish trend (upward pressure).
-DI > +DI: Bearish trend (downward pressure).
Crossovers between +DI and -DI can signal potential trend changes, but they are most reliable when ADX confirms sufficient strength.ADX Trend Strength Levels (Common Interpretations)ADX Value
Trend Strength
Recommendation
0–20
Weak or no trend (ranging/sideways market)
Avoid trend-following strategies; consider range-bound or oscillator-based trades.
20–25
Emerging or moderate trend (gray zone)
Monitor for confirmation; potential start of trend.
25–50
Strong trend
Ideal for trend-following strategies (e.g., moving averages, breakouts).
50–75
Very strong trend
High momentum; good for riding trends, but watch for exhaustion.
75–100
Extremely strong trend (rare)
Often overextended; risk of reversal or correction.
Rising ADX: Trend is strengthening.
Falling ADX: Trend is weakening (even if still high).
EMA13-EMA21 Difference Indicator# EMA13-EMA21 Difference Indicator
## Description
This indicator calculates the difference between the 13-period Exponential Moving Average (EMA13) and the 21-period Exponential Moving Average (EMA21), helping traders visually assess short-term market momentum.
**Core Logic:**
- When the difference is positive (green), the short-term EMA is above the long-term EMA, indicating a bullish trend
- When the difference is negative (red), the short-term EMA is below the long-term EMA, indicating a bearish trend
- Crossovers of the zero line can serve as potential trend reversal signals
**Use Cases:**
- Trend direction identification
- Momentum strength analysis
- Entry and exit timing assistance
**Disclaimer:**
This indicator is for reference only. It is recommended to combine it with other technical analysis tools for comprehensive judgment. This does not constitute investment advice.
Trend Prediction Meter [PointAlgo]The Trend Prediction Meter & Levels is a composite market-bias and volatility visualization tool designed to summarize trend strength, momentum, price positioning, and volatility into a single normalized score.
It provides a structured framework to interpret directional bias and probable price expansion zones during active market conditions.
Concept Overview
Markets often reflect multiple conditions simultaneously—trend direction, momentum strength, price location within a range, and volatility.
This indicator combines these elements into a unified Bullish Score (0–100), displayed as a meter and supported by projected ATR-based levels.
Rather than focusing on a single signal, the script aims to present context about current market conditions.
Bullish Score Composition (0–100)
The meter represents a weighted blend of multiple market factors:
1. Trend Strength (EMA Structure)
Uses a fast and slow EMA to assess directional bias.
The distance between EMAs is normalized into a trend strength score.
Strong separation indicates directional conviction; compression suggests balance.
2. Momentum Strength (RSI Blend)
Combines a short-term and mid-term RSI.
Helps capture both immediate momentum and broader directional stability.
Higher readings indicate sustained bullish pressure, lower readings indicate bearish pressure.
3. Position Within Recent Range
Measures where price is trading relative to its recent high–low range.
Values near the top of the range reflect strength; values near the bottom reflect weakness.
Mid-range positioning indicates equilibrium.
4. Volume Participation
Compares current volume against its recent average.
Acts as a minor confidence modifier rather than a primary driver.
Each component is normalized and combined using fixed weights to produce a final Bullish Score between 0 and 100.
Bias Classification
The Bullish Score is translated into descriptive market states:
Extreme Bullish
Very Bullish
Bullish
Neutral
Bearish
Very Bearish
These labels describe current bias, not future certainty.
Meter Visualization
The meter plot dynamically changes color based on the score range.
A dashed midline at 50 represents balance.
Background shading highlights strong bullish or bearish dominance zones.
Crossovers of the 50-level indicate shifts in directional control.
ATR-Based Projection Levels:
To provide volatility context, the indicator calculates ATR-based upside and downside reference levels:
Two potential expansion levels (TP1 and TP2) are projected above and below price.
The distance of these levels adapts based on current bias strength.
These levels are contextual reference zones, not fixed targets.
Prediction Dashboard
An optional side table summarizes key readings at the most recent bar:
Symbol
Current bias label
Bullish Score
Current price
ATR value
Upside and downside projection levels
Directional comment (Upside favoured / Downside favoured / Balanced)
This dashboard is designed to provide a quick structural overview without requiring manual calculation.
Signals & Alerts
Built-in alerts are available for:
Bullish bias conditions
Bearish bias conditions
Bullish Score crossing above 50
Bullish Score crossing below 50
Alerts are informational and reflect internal state changes only.
Customization:
Users can adjust:
RSI lengths
EMA lengths
Range lookback period
ATR parameters
Display options for the meter and dashboard
This allows adaptation across different instruments and timeframes.
Usage Notes
Best suited for analytical interpretation rather than standalone decision-making.
Designed to complement price action, structure, or other indicators.
Works across multiple markets where volume and volatility data are available.
Disclaimer :
This indicator is intended for educational and analytical purposes only.
It does not provide investment, trading, or financial advice.
All signals and levels should be validated with independent analysis and appropriate risk management.
Relative Strength Index_YJ//@version=5
indicator(title="MACD_YJ", shorttitle="MACD_YJ",format=format.price, precision=2)
source = close
useCurrentRes = input.bool(true, title="Use Current Chart Resolution?")
resCustom = input.timeframe("60", title="Use Different Timeframe? Uncheck Box Above")
smd = input.bool(true, title="Show MacD & Signal Line? Also Turn Off Dots Below")
sd = input.bool(false, title="Show Dots When MacD Crosses Signal Line?")
sh = input.bool(true, title="Show Histogram?")
macd_colorChange = input.bool(true, title="Change MacD Line Color-Signal Line Cross?")
hist_colorChange = input.bool(true, title="MacD Histogram 4 Colors?")
// === Divergence inputs ===
grpDiv = "Divergence"
calculateDivergence = input.bool(true, title="Calculate Divergence", group=grpDiv, tooltip="피벗 기반 정/역배 다이버전스 탐지 및 알람 사용")
lookbackRight = input.int(5, "Lookback Right", group=grpDiv, minval=1)
lookbackLeft = input.int(5, "Lookback Left", group=grpDiv, minval=1)
rangeUpper = input.int(60, "Bars Range Upper", group=grpDiv, minval=1)
rangeLower = input.int(5, "Bars Range Lower", group=grpDiv, minval=1)
bullColor = input.color(color.new(#4CAF50, 0), "Bull Color", group=grpDiv)
bearColor = input.color(color.new(#F23645, 0), "Bear Color", group=grpDiv)
textColor = color.white
noneColor = color.new(color.white, 100)
res = useCurrentRes ? timeframe.period : resCustom
fastLength = input.int(12, minval=1)
slowLength = input.int(26, minval=1)
signalLength= input.int(9, minval=1)
fastMA = ta.ema(source, fastLength)
slowMA = ta.ema(source, slowLength)
macd = fastMA - slowMA
signal = ta.sma(macd, signalLength)
hist = macd - signal
outMacD = request.security(syminfo.tickerid, res, macd)
outSignal = request.security(syminfo.tickerid, res, signal)
outHist = request.security(syminfo.tickerid, res, hist)
// 가격도 같은 res로
hi_res = request.security(syminfo.tickerid, res, high)
lo_res = request.security(syminfo.tickerid, res, low)
// ── Histogram 색
histA_IsUp = outHist > outHist and outHist > 0
histA_IsDown = outHist < outHist and outHist > 0
histB_IsDown = outHist < outHist and outHist <= 0
histB_IsUp = outHist > outHist and outHist <= 0
macd_IsAbove = outMacD >= outSignal
plot_color = hist_colorChange ? (histA_IsUp ? color.new(#00FF00, 0) :
histA_IsDown ? color.new(#006900, 0) :
histB_IsDown ? color.new(#FF0000, 0) :
histB_IsUp ? color.new(#670000, 0) : color.yellow) : color.gray
macd_color = macd_colorChange ? color.new(#00ffff, 0) : color.new(#00ffff, 0)
signal_color = color.rgb(240, 232, 166)
circleYPosition = outSignal
// 골든/데드 크로스 (경고 해결: 먼저 계산)
isBullCross = ta.crossover(outMacD, outSignal)
isBearCross = ta.crossunder(outMacD, outSignal)
cross_color = isBullCross ? color.new(#00FF00, 0) : isBearCross ? color.new(#FF0000, 0) : na
// ── 플롯
plot(sh and outHist ? outHist : na, title="Histogram", color=plot_color, style=plot.style_histogram, linewidth=5)
plot(smd and outMacD ? outMacD : na, title="MACD", color=macd_color, linewidth=1)
plot(smd and outSignal? outSignal: na, title="Signal Line", color=signal_color, style=plot.style_line, linewidth=1)
plot(sd and (isBullCross or isBearCross) ? circleYPosition : na,
title="Cross", style=plot.style_circles, linewidth=3, color=cross_color)
hline(0, "0 Line", linestyle=hline.style_dotted, color=color.white)
// =====================
// Divergence (정배/역배) - 피벗 비교
// =====================
_inRange(cond) =>
bars = ta.barssince(cond)
rangeLower <= bars and bars <= rangeUpper
plFound = false
phFound = false
bullCond = false
bearCond = false
macdLBR = outMacD
if calculateDivergence
// 정배: 가격 LL, MACD HL
plFound := not na(ta.pivotlow(outMacD, lookbackLeft, lookbackRight))
macdHL = macdLBR > ta.valuewhen(plFound, macdLBR, 1) and _inRange(plFound )
lowLBR = lo_res
priceLL = lowLBR < ta.valuewhen(plFound, lowLBR, 1)
bullCond := priceLL and macdHL and plFound
// 역배: 가격 HH, MACD LH
phFound := not na(ta.pivothigh(outMacD, lookbackLeft, lookbackRight))
macdLH = macdLBR < ta.valuewhen(phFound, macdLBR, 1) and _inRange(phFound )
highLBR = hi_res
priceHH = highLBR > ta.valuewhen(phFound, highLBR, 1)
bearCond := priceHH and macdLH and phFound
// 시각화 (editable 파라미터 삭제)
plot(plFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bullish (MACD)",
linewidth=2, color=(bullCond ? bullColor : noneColor), display=display.pane)
plotshape(bullCond ? macdLBR : na, offset=-lookbackRight, title="Bullish Label",
text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor, display=display.pane)
plot(phFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bearish (MACD)",
linewidth=2, color=(bearCond ? bearColor : noneColor), display=display.pane)
plotshape(bearCond ? macdLBR : na, offset=-lookbackRight, title="Bearish Label",
text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor, display=display.pane)
// 알람
alertcondition(bullCond, title="MACD Regular Bullish Divergence",
message="MACD 정배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.")
alertcondition(bearCond, title="MACD Regular Bearish Divergence",
message="MACD 역배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.")
RSI + STOCH RSI - Marx_CapitalSimple RSI + STOCH RSI indicator in one pane. In addition to the standard 30/70 and 20/80 RSI levels you have three adjustable levels (eg. 0, 50, 100) to indicate STOCH RSI overbought/oversold scenarios.
Monthly DI+ & RSI StrategyOverview This strategy is designed to capture significant trend reversals and continuations on the Monthly timeframe. It combines the trend-following capability of the Directional Movement Index (DMI) with the fast momentum detection of RSI (Period 6).
Core Logic The strategy triggers a long position based on a dual-confirmation system. It looks for a specific "handshake" between Trend (DI) and Momentum (RSI).
Entry Conditions (OR Logic) A Buy signal is generated if EITHER of the following occurs:
Trend Trigger: DI+ crosses over DI- (while RSI is already bullish, trading above its SMA).
Momentum Trigger: RSI(6) crosses over RSI SMA(14) (while the trend is already bullish, with DI+ > DI-).
Exit Condition (Stop Loss)
Trend Reversal: The position is closed immediately if DI- crosses over DI+, indicating the bullish trend has been invalidated.
Default Settings
Timeframe: Optimized for 1M (Monthly) charts.
RSI: Length 6
RSI SMA: Length 14
DMI: Length 14 / Smoothing 14
Risk Warning This script is for educational purposes only. Past performance does not guarantee future results. Always backtest on your specific asset classes before trading.
VR Volume Ratio + Divergence (Pro)成交量比率 (Volume Ratio, VR) 是一項通過分析股價上漲與下跌日的成交量,來研判市場資金氣氛的技術指標。本腳本基於傳統 VR 公式進行了優化,增加了**「趨勢變色」與「自動背離偵測」**功能,幫助交易者更精準地捕捉量價轉折點。
Introduction
Volume Ratio (VR) is a technical indicator that measures the strength of a trend by comparing the volume on up-days versus down-days. This script enhances the classic VR formula with "Trend Color Coding" and "Auto-Divergence Detection", helping traders identify volume-price reversals more accurately.
核心功能與參數
公式原理: VR = (Qu + Qf/2) / (Qd + Qf/2) * 100
Qu: 上漲日成交量 (Up volume)
Qd: 下跌日成交量 (Down volume)
Qf: 平盤日成交量 (Flat volume)
參數 (Length):預設為 26 日,這是市場公認最有效的短中線參數。
關鍵水位線 (Key Levels):
< 40% (底部區):量縮極致,市場情緒冰點,常對應股價底部,適合尋找買點。
100% (中軸):多空分界線。
> 260% (多頭警戒):進入強勢多頭行情,但需注意過熱。
> 450% (頭部區):成交量過大,市場情緒亢奮,通常為頭部訊號。
視覺優化 (Visuals):
紅漲綠跌:當 VR 數值大於前一日顯示為紅色(動能增強);小於前一日顯示為綠色(動能退潮)。
背離訊號 (Divergence):自動標記量價背離。
▲ 底背離 (Bullish):股價創新低,但 VR 指標墊高(主力吸籌)。
▼ 頂背離 (Bearish):股價創新高,但 VR 指標走弱(買氣衰竭)。
Features & Settings
Formula Logic: Calculated as VR = (Qu + Qf/2) / (Qd + Qf/2) * 100.
Default Length: 26, widely regarded as the optimal setting for short-to-medium term analysis.
Key Zones:
< 40% (Oversold/Bottom): Extreme low volume, often indicating a market bottom and potential buying opportunity.
100% (Neutral): The balance point between bulls and bears.
> 260% (Bullish Zone): Strong uptrend, volume is expanding.
> 450% (Overbought/Top): Extreme high volume, often indicating a market top and potential reversal.
Visual Enhancements:
Color Coding: Line turns Red when VR rises (Momentum Up) and Green when VR falls (Momentum Down).
Divergence Signals: Automatically marks divergence points on the chart.
▲ Bullish Divergence: Price makes a lower low, but VR makes a higher low (Accumulation).
▼ Bearish Divergence: Price makes a higher high, but VR makes a lower high (Distribution).
應用策略建議
抄底策略:當 VR 跌破 40% 後,指標線由綠翻紅,或出現「▲底背離」訊號時,為極佳的波段進場點。
逃頂策略:當 VR 衝過 450% 進入高檔區,一旦指標線由紅翻綠,或出現「▼頂背離」訊號時,建議分批獲利了結。
Strategy Guide
Bottom Fishing: Look for entries when VR drops below 40% and turns red, or when a "▲ Bullish Divergence" label appears.
Taking Profit: Consider selling when VR exceeds 450% and turns green, or when a "▼ Bearish Divergence" label appears.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. / 本腳本僅供參考,不構成投資建議。
RSI Divergence LiquidityRSI Divergence Liquidity is an indicator designed to help you catch high-probability BUY reversals by combining two powerful concepts:
OANDA:XAUUSD
Liquidity Sweep / Swing Low: automatically marks swing-low levels and tracks when price sweeps below them and reacts back.
Bullish RSI Divergence: filters noise by comparing RSI at the swing area versus RSI at the retest, favoring reversals with stronger momentum confirmation.
How it works
The script draws Swing Low lines using Pivot Lows. When a new Swing Low forms, the previous one is cut/frozen .
When price retests a Swing Low and the candle conditions are met (bar n bullish, bar n-1 bearish), the script checks:
Whether RSI at n/n-1 is higher than the RSI at the swing (bullish divergence logic)
Whether min RSI at the swing is below a threshold (default < 36) to focus on oversold swing areas
If all conditions pass, the indicator prints an upward triangle right when bar n closes → a potential BUY signal.
How to use
Enter BUY when an up triangle appears at/near the Swing Low (liquidity sweep zone).
Stop Loss idea: below the most recent swing low / below the sweep wick.
Take Profit idea: nearest supply zone, prior high, or fixed RR such as 1:2 / 1:3 depending on your system.
Recommended settings
Best on: M5–H1 (depending on your style), especially effective when price is trending down and performs a clear sweep.
For stricter filtering: lower Max minRSI at Swing (x) to only take signals from deeper RSI lows.
Smaller Pivot Lookback → more swings/signals; larger values → fewer but cleaner swings.
Note: This tool improves probability, not certainty. Combine it with market structure / key levels and proper risk management for best results.
BTC - ALSI: Altcoin Season Index (Dynamic Eras)Title: BTC - ALSI: Altcoin Season Index (Dynamic Eras)
Overview & Philosophy
The Altcoin Season Index (ALSI) is a quantitative tool designed to answer the most critical question in crypto capital rotation: "Is it time to hold Bitcoin, or is it time to take risks on Altcoins?"
Most "Altseason" indicators suffer from Survivor Bias or Obsolescence. They either track a static list of coins that includes "dead" assets from previous cycles (ghosts of 2017), or they break completely when major tokens collapse (like LUNA or FTT).
This indicator solves this by using a Time-Varying Basket. The indicator automatically adjusts its reference list of Top 20 coins based on historical eras. This ensures the index tracks the winners of the moment—capturing the DeFi summer of 2020, the NFT craze of 2021, and the AI/Meme narratives of 2024/2025.
Methodology
The indicator calculates the percentage of the Top 20 Altcoins that are outperforming Bitcoin over a rolling window (Default: 90 Days).
The "Win" Count: For every major Altcoin performing better than BTC, the index adds a point.
Dynamic Eras: The basket of coins changes depending on the date:
2020 Era (DeFi Summer): Tracks the "Blue Chips" of the DeFi revolution like UNI, LINK, DOT, and early movers like VET and FIL.
2021 Era (Layer 1 Wars): Tracks the explosion of alternative smart contract platforms, adding winners like SOL, AVAX, MATIC, and ALGO.
2022 Era (The Survivors): Filters for resilience during the Bear Market, solidifying the status of established assets like SHIB and ATOM.
2023 Era (Infrastructure & Scale): Captures the rise of "Next-Gen" tech leading into the pre-halving year, introducing TON, APT (Aptos), and ARB (Arbitrum).
2024/25 Era (AI & Speed): Tracks the current Super-Cycle leaders, focusing on the AI narrative (TAO, RNDR), High-Performance L1s (SUI), and modern Memes (PEPE).
Chart Analysis & Strategy ( The "Alpha" )
As seen in the chart above, there is a strong correlation between ALSI Peaks and local tops in TOTAL3 (The Crypto Market Cap excluding BTC & ETH).
The Entry (Rotation): When the indicator rises above the neutral 50 line, it signals that capital is beginning to rotate out of Bitcoin and into Altcoins. This has historically been a strong confirmation signal to increase exposure to high-beta assets.
The Exit (Saturation): When the indicator hits 100 (or sustains in the Red Zone > 75), it means every single Altcoin is beating Bitcoin. Historically, this extreme exuberance often marks a local top in the TOTAL3 chart. This is the zone where smart money typically sells into strength, rather than opening new positions.
How to Read the Visuals
🚀 Altcoin Season (Red Zone > 75): Strong Altcoin dominance. The market is "Risk On."
🛡️ Bitcoin Season (Blue Zone < 25): Bitcoin dominance. Alts are bleeding against BTC. Historically, this is a defensive zone to hold BTC or Stablecoins.
Data Dashboard: A status table in the bottom-right corner displays the live Index Value, current Regime, and a System Check to ensure all 20 data feeds are active.
Settings
Lookback Period: Default 90 Days. Lowering this (e.g., to 30) makes the index faster but noisier.
Thresholds: Adjustable zones for Altcoin Season (Default: 75) and Bitcoin Season (Default: 25).
Credits & Attribution
This open-source indicator is built on the shoulders of giants. I acknowledge the original creators of the concept and the pioneers of its implementation on TradingView:
Original Concept: BlockchainCenter.net. - They established the industry standard definition: 75% of the Top 50 coins outperforming Bitcoin over 90 days = Altseason..
TradingView Implementation: Adam_Nguyen - He implemented the "Dynamic Era" logic (updating the coin list annually) on TradingView. Our code structure for the time-based switching is inspired by his methodology. See also his implementation in the chart. ( Altcoin Season Index - Adam) .
Comparison: Why use ALSI | RM?
While inspired by the above, ALSI introduces three key improvements:
Open Source: Unlike other popular TradingView versions (which are closed-source), this script is fully transparent. You can see exactly which coins are triggering the signal.
Sanitized History (Anti-Fragile): Historical Top 20 snapshots are not blindly used. "Dead" coins (like LUNA and FTT) from previous eras are manually filtered out. A raw index would crash during the Terra/FTX collapses, giving a false "Bitcoin Season" signal purely due to bad actors. The curated list preserves the integrity of the market structure signal.
Narrative Relevance: The 2024/25 basket was updated to include TAO (Bittensor) and RNDR, ensuring the index captures the dominant AI narrative, rather than tracking fading assets from the previous cycle.
You can compare the ALSI indicator with other available tradingview indicators in the chart: Different indicators for the same idea are shown in the 3 Pane window below the BTC and Total3 chart, whereas ALSI is the top pane indicator.
Important Note on Coin Selection Baskets are highly curated: Dead/irrelevant coins (FTT, LUNA, BSV) are excluded for clean signals. This prevents historical breaks and ensures Era T5 captures current narratives (AI, Memes) via TAO/RNDR. See above. Users are free to adjust the source code to test their own baskets.
Disclaimer
This script is for research and educational purposes only. Past correlations between ALSI and TOTAL3 do not guarantee future results. Market regimes can change, and "Altseasons" can be cut short by macro events.
Tags
bitcoin, btc, altseason, dominance, total3, rotation, cycle, index, alsi, Rob Maths
Rainbow MA Width█ OVERVIEW
Rainbow MA Width is a companion indicator for Rainbow MA Cloud. It displays ribbon width as a normalized Z-Score, allowing traders to visualize trend momentum expansion and contraction relative to recent history.
█ CONCEPTS
Z-Score Normalization:
Rather than displaying raw width values (which vary by asset and timeframe),
this indicator normalizes the ribbon width using Z-Score calculation:
Z-Score = (Current Width - Average Width) / Standard Deviation
Z-Score Interpretation:
• 0 = Average width (mean)
• +1 to +2 = Expanding (above average, strong trend)
• -1 to -2 = Contracting (below average, weakening trend)
• Beyond ±2 = Extreme (statistical outlier, potential reversal)
Width Calculation Modes:
• Outer — Distance between fastest and slowest MA: |MA1 - MA8|
• Average Gap — Mean of all adjacent MA gaps
• Total Gap — Sum of all adjacent MA gaps
█ FEATURES
1 — Width Mode Selection
Three methods to calculate ribbon width.
"Outer" recommended for aligned trends.
2 — Z-Score Period
Configurable lookback for mean and standard deviation.
Default 20 bars; increase for smoother, less reactive readings.
3 — Zone Fill Coloring
Cyan fill when expanding (Z > 0).
Orange fill when contracting (Z < 0).
Yellow fill for extreme values (|Z| > 2) as warning.
4 — Alignment Background
Green background during bullish alignment.
Red background during bearish alignment.
Synced with Rainbow MA Cloud for consistency.
5 — Reference Lines
Horizontal lines at 0 (mean), ±1σ, and ±2σ levels.
Provides clear visual boundaries for interpretation.
6 — Raw Width Display
Optional secondary line showing original width percentage.
Useful for comparing normalized vs absolute values.
█ HOW TO USE
Trend Confirmation:
• Z-Score rising above 0 confirms trend acceleration
• Z-Score staying above +1 indicates sustained strong momentum
• Use alongside alignment background for confluence
Reversal Warning:
• Z-Score exceeding +2 suggests overextension (yellow warning zone)
• Z-Score dropping below -2 indicates extreme contraction
• Extreme readings often precede trend reversals or consolidation
Entry Timing:
• Enter trends when Z-Score crosses above 0 (expansion beginning)
• Avoid entries when Z-Score is at extreme highs (potential exhaustion)
• Consider exits when Z-Score peaks and begins declining
█ LIMITATIONS
• Z-Score is relative to lookback period; different periods give different readings
• Extreme zones (±2) are statistical guides, not guarantees
• Best used in conjunction with Rainbow MA Cloud for full context
█ ALERTS
Four built-in alert conditions:
• Z-Score crosses above/below zero
• Z-Score enters extreme high/low zones (±2)
Kinetic RSI [Vel + Accel] + AlertsThe Problem with Standard RSI
Most traders use the Relative Strength Index (RSI) to see if a market is "Overbought" (above 70) or "Oversold" (below 30). The problem? A strong trend can stay overbought for days, burning short sellers, or an asset can stay oversold while price continues to crash. Standard RSI tells you where the price is, but it doesn't tell you how hard it is moving.
The Solution: Kinetic RSI
This script reimagines RSI by applying basic physics concepts: Velocity and Acceleration.
Instead of asking "Is RSI below 30?", this indicator asks: "Is RSI below 35 AND did it just make a violent, high-speed turn upwards?"
It filters out lazy, drifting price action and only signals when momentum is accelerating in a new direction.
How It Works (The Math)
Velocity: We calculate the speed of the RSI change (Current RSI - Previous RSI).
Acceleration: We calculate if that speed is increasing (Current Velocity - Previous Velocity).
The Trigger: A signal is only generated if the RSI is in an extreme zone (<35 or >65) AND it has high Velocity AND positive Acceleration.
How to Trade It
1. The "Kick" Signals (Background Highlights)
🟢 Green Background (Bullish Kick): The RSI was low, but buyers stepped in aggressively. The momentum is not just positive; it is accelerating upward. This is often a "V-Bottom" catch.
🔴 Red Background (Bearish Kick): The RSI was high, but sellers slammed the price down. Momentum is accelerating downward.
2. The Line Color
Lime Line: Velocity is positive (Momentum is rising).
Fuchsia Line: Velocity is negative (Momentum is falling).
Usage: If the background flashes Green (Buy Signal), but the line turns back to Fuchsia (Red) a few bars later, the move has failed—exit the trade.
Settings & Alerts
RSI Length: Standard 14 (Adjustable).
Velocity Threshold: Controls sensitivity.
Lower (e.g., 2-3): More signals, catches smaller reversals.
Higher (e.g., 5+): Fewer signals, catches only massive "shocks" to the price.
Alerts Included: You can set alerts for "Bullish Kick," "Bearish Kick," or "Any Kick" to get notified of volatility spikes.
Best Practices
Wait for the Close: This indicator measures the closing velocity. Always wait for the bar to close to confirm the background color signal.
Trend Filtering: This works best as a "Reversal" indicator. If the market is in a super-strong uptrend, ignore the Bearish (Red) signals and only take the Bullish (Green) dips.
Trading Value RSI (NQ Tuned)The Trading Value RSI (NQ Tuned) is an indicator that applies the RSI calculation to trading value, defined as volume × close, rather than just price. It is specifically tuned for Nasdaq 100 futures (NQ), with a default RSI length of 24, overbought level at 75, and oversold level at 25 to filter out false signals from high volatility. The indicator visually colors the RSI line based on overbought (red), oversold (green), or neutral (blue) conditions. A horizontal midline at 50 helps identify potential trend direction changes or confirm ongoing momentum. This tool allows traders to monitor capital flow intensity, giving insight into when strong buying or selling pressure may drive short-term market moves.
Stochastic RSI + RSI/ADX Stochastic RSI with RSI/ADX Display
DESCRIPTION:
Advanced momentum oscillator combining Stochastic RSI with Ehlers SuperSmoother filter for reduced noise and cleaner signals. Includes real-time RSI and ADX value displays for complete market analysis.
KEY FEATURES:
- Stochastic RSI applied to logarithmic price for normalized movements
- Ehlers SuperSmoother filter reduces lag while eliminating false signals
- Second derivative (curvature) analysis filters out low-probability setups
- Real-time RSI and ADX boxes with color-coded thresholds
- Buy/Sell signals only trigger with confirmed momentum and curvature alignment
COMPONENTS:
1. K Line (Blue): Smoothed Stochastic RSI
2. D Line (Orange): Signal line (SMA of K)
3. RSI Box: Green above 50, Red below 50
4. ADX Box: Green above 25 (trending), Red below 25 (ranging)
SIGNAL LOGIC:
BUY: K crosses above D + positive curvature + below midpoint (50)
SELL: K crosses below D + negative curvature + above midpoint (50)
PARAMETERS:
- K Smoothing: 10 (Ehlers filter period)
- D Smoothing: 3 (Signal line)
- RSI
Commodity Channel IndexThe Commodity Channel Index (CCI) is a technical indicator that measures the strength of the momentum in the market, it is calculated using a Moving average (default 20 SMA, users can change the legth and the type of the MA from dashboard) using formula: cci = (src - ma) / (0.015 * ta.dev(src, ccilength)).
When CCI is under -100 that indicates a strong downtrend, and above +100 level a strong uptrend, above 0 level a bullish trend start and bellow 0 level bearish momentum.
Crossing back above -100 and bellow + 100 levels not means it is a reversal of the trend, could be just a pullback or a bounce before trend continuation.
The indicator display on the main chart a color coded moving average with the length and type selected by users for CCI calculation.
The CCI Moving average and the CCI lines in oscillator are both color coded :
1. CCI and MA both red = > Bearish trend
2. CCI and MA both green = > Bullish trend
3. MA color turn yellow or the CCI turn blue that means a possible consolidation will be next or trend change.
4 type of Divergences are detected by the script Bullish, Bearish, Hidden Bullish and Hidden bearish divergences, users can setup alarms for them, by default the divergences ae not displayed, users need to select them to be displayed on the oscillator.
A table displaying the vurrent timeframe and 2 higher timeframes of the stats of CCI and its MA.
There are 13 alerts that users can setup akarms:
Alert for Regular Bullish Divergence
Alert for Hidden Bullish Divergence
Alert for Regular Bearish Divergence
Alert for Hidden Bearish Divergence
Alert for CCI Back Above -100
Alert for CCI Back Bellow 100
Alert for CCI Extreme Overbought
Alert for CCI Extreme Oversold
Alert for trend change by CCI MA => Moving Average Color turned to yellow, that means sideways or possible trend change
Alert for CCI Crossing Above CCI MA
Alert for CCI Crossing Bellow CCI MA
Alert for cci Crossing Above 0
Alert for CCI Crossing Bellow 0
Liquidity Sentiment Profile | LUPENIndicator Guide: Liquidity Sentiment Profile (LSP).
What is the LSP?
The Liquidity Sentiment Profile (LSP) is a "Next-Generation" oscillator designed to look beyond simple price action. While standard indicators (like RSI or MACD) primarily focus on where a candle closes, the LSP analyzes the micro-structure of the entire candle—specifically the relationship between the candle's Body, its Wicks (Shadows), and the Volume.
The Core Philosophy:
Wicks tell the truth: A long lower wick indicates that sellers pushed the price down, but buyers aggressively absorbed that liquidity and pushed it back up.
That is hidden bullish strength.
Volume validates intent: A price move with low volume is noise. A price move (or wick rejection) with high volume is a commitment by institutional players.
The LSP calculates a "Sentiment Score" between -100 and +100 based on these factors.
How to Read the Visuals
The Colors (Intensity)
color: Light Green - Bullish Acceleration. Buyers are in control, and momentum is increasing. This is the ideal time to be in a Long trade.
color: Dark Green - Bullish Deceleration. Buyers are still in control (price is likely rising), but the momentum is fading. This is a warning sign to tighten stop-losses or take profits.
color: Light Red - Bearish Acceleration. Sellers are dominating, and panic is increasing. This is the ideal time to be Short.
color: Dark Red - Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions.
The Lines & Fills
The Main Line: The actual LSP sentiment value.
The Yellow Signal Line: A smoothed average of the sentiment.
The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows", the trend is strong. When it dims (Dark), the trend is weak. Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions.
The Lines & Fills
The Main Line: The actual LSP sentiment value.
The Yellow Signal Line: A smoothed average of the sentiment.
The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows" (Neon), the trend is strong. When it dims (Dark), the trend is weak.
How to Use It (Trading Strategies)
Strategy A: The "Power Cross" (Trend Entry)
Use this for entering trends when the market wakes up.
Long Entry: Wait for the LSP line to cross ABOVE the Yellow Signal Line.
Confirmation: The fill color must turn Neon Green.
Short Entry: Wait for the LSP line to cross BELOW the Yellow Signal Line.
Confirmation: The fill color must turn Neon Red.
Strategy B: The "Absorption" Play (Reversals)
This is where the LSP shines. It detects when liquidity is being absorbed before price turns.
Bullish Absorption: The Price makes a Lower Low, but the LSP makes a Higher Low. This happens because the LSP detects the Volume on the Lower Wicks (buyers absorbing selling pressure). This is a high-probability reversal signal.
Bearish Absorption: The Price makes a Higher High, but the LSP makes a Lower High. The volume on the Upper Wicks suggests sellers are absorbing the buy orders.
Strategy C: The "Dimming" Exit (Risk Management)
Don't wait for the price to crash to exit a trade.
If you are in a Long trade (Neon Green) and the color instantly shifts to Dark Green, it means the "fuel" is running out. Consider taking partial profits or moving your Stop Loss to break even.
Standard oscillators (like RSI) often give false signals during strong trends (showing "Overbought" while price keeps going up). The LSP avoids this because it weights Volume and Wicks. If price goes up and volume increases, the LSP stays Neon Green, telling you the move is genuine, not just overextended.
Programmers Toolbox of ta LibraryA programmer's "Swiss army knife" for selecting functions from the " ta Library by Trading View " during coding. Illustrates the results of the individual library functions. Adds a few extra features. Extensively and uniquely documented.
VEGA (Velocity of Efficient Gain Adaptation)VEGA (Velocity of Efficient Gain Adaptation)
VEGA is a momentum oscillator that measures the velocity of an efficiency-weighted adaptive moving average. Unlike traditional momentum indicators that react uniformly to all price movements, VEGA intelligently adapts its sensitivity based on market conditions—responding quickly during trending periods and filtering noise during consolidation.
--------------------------------
What Makes VEGA Different
Efficiency-Driven Adaptation
At its core, VEGA uses the Efficiency Ratio (ER) to distinguish between trending and choppy markets. When price moves efficiently in one direction, VEGA's underlying adaptive MA speeds up to capture the move. When price chops sideways, it slows down to avoid whipsaws. This creates a momentum reading that's inherently cleaner than fixed-period alternatives.
Linear Regression Smoothed Source
VEGA offers an optional LinReg-smoothed price source that blends regular candles with linear regression values. This pre-smoothing reduces noise before it ever enters the calculation, resulting in a histogram that's easier to read without sacrificing responsiveness. The mix ratio lets you dial in exactly how much smoothing you want.
Z-Score Normalization with Dead Zone
Rather than arbitrary oscillator bounds, VEGA normalizes output as standard deviations from the mean. This gives statistically meaningful levels: readings above +2σ or below -2σ represent genuinely extreme momentum. The configurable dead zone (with Snap, Soft Fade, or None modes) filters out insignificant movements near zero, keeping you focused on signals that matter.
--------------------------------
How It Works
1. Source Preparation — Price is smoothed via a LinReg/regular candle blend
2. Efficiency Ratio — Measures directional movement vs total movement over the lookback period
3. Adaptive MA — Applies variable smoothing based on efficiency (fast during trends, slow during chop)
4. Velocity — Calculates the rate of change of the adaptive MA
5. Normalization — Converts to Z-Score (standard deviations) or ATR-normalized percentage
6. Dead Zone — Optionally filters near-zero values to reduce noise
--------------------------------
How To Read VEGA
Signal and Interpretation
Histogram above zero | Bullish momentum
Histogram below zero | Bearish momentum
Bright color | Momentum accelerating
Faded color | Momentum decelerating
Beyond ±1σ bands | Above-average momentum
Beyond ±2σ bands | Extreme momentum (potential reversal zone)
Zero line cross*| Momentum shift
--------------------------------
Key Settings
ER Length — Lookback for efficiency ratio calculation. Higher = smoother, slower adaptation.
Fast/Slow Smoothing — Controls the adaptive MA's responsiveness range. The MA blends between these based on efficiency.
LinReg Settings — Enable smoothed candles and adjust the blend ratio (0 = regular candles, 1 = full LinReg, 0.5 = 50/50 mix).
Z-Score Lookback — Period for calculating mean and standard deviation. Shorter = more reactive normalization.
Dead Zone Type — How to handle near-zero values:
Snap — Hard cutoff to zero
Soft Fade — Gradual reduction toward zero
None — No filtering
Dead Zone Threshold — Values within this Z-Score range are affected by the dead zone setting.
VEGA works on any timeframe and any market. For best results, adjust the ER Length and LinReg settings to match your trading style and the volatility characteristics of your instrument.
SB - RSI EW OscillatorAdd EW with RSI.
Makes sense take a call if RSI is above 50 and EW turns green and vice versa.
Hicham tight/wild rangeHere’s a complete Pine Script indicator that draws colored boxes around different types of ranges!
Main features:
📦 Types of ranges detected:
Tight Range (30–60 pips): Gray boxes
Wild Range (80+ pips): Yellow boxes
RSI+Breadth Multi-Factor# RSI+ Breadth Multi-Factor Indicator
**Multi-factor scoring system for US market timing | 美股多因子择时评分系统**
[! (img.shields.io)](www.tradingview.com)
[! (img.shields.io)](www.tradingview.com)
[! (img.shields.io)](LICENSE)
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## Overview | 概述
A quantitative indicator that combines **RSI**, **market breadth** (% above 20/50-day MA), and **up/down volume ratio** to generate actionable buy/sell signals for SPY, QQQ, and IWM.
这是一个结合 **RSI**、**市场广度**(站上20/50日均线比例)和 **涨跌成交量比** 的量化指标,为 SPY、QQQ 和 IWM 生成可操作的买卖信号。
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## Features | 功能特点
| Feature | 功能 |
|---------|------|
| 🎯 Multi-factor scoring (-10 to +10) | 多因子评分系统 (-10 到 +10) |
| 📊 RSI + Breadth + Volume integration | RSI + 广度 + 成交量三重验证 |
| 🔀 Three markets: SPY, QQQ, IWM | 三大市场:SPY、QQQ、IWM |
| 🔥 Cross-market resonance detection | 跨市场共振信号检测 |
| 📈 Trend filter (MA-based) | 趋势过滤(均线判断) |
| ⏰ Auto-adapts to intraday timeframes | 自动适配日内时间周期 |
| 🎚️ Three modes: Aggressive/Standard/Conservative | 三种模式:激进/标准/保守 |
---
## Signal Reference | 信号说明
| Score | Emoji | Signal | 中文 | Action |
|:-----:|:-----:|--------|:----:|--------|
| ≥ 6 | 🚀 | **PANIC LOW** | 恐慌低点 | Strong buy 强烈买入 |
| ≥ 4 | 📈 | **BUY ZONE** | 低吸区 | Accumulate 分批建仓 |
| -3~3 | - | **HOLD** | 持有 | Hold position 持仓观望 |
| ≤ -4↑ | ⭐ | **ELEVATED** | 高估 | Hold cautious 持有但谨慎 |
| ≤ -4↓ | ⚡ | **CAUTION** | 观望 | Take profit 止盈 |
| ≤ -6↓ | ⚠️ | **REDUCE** | 减仓 | Reduce position 减少仓位 |
> **↑ = Uptrend** (price > MA) | **↓ = Downtrend** (price < MA)
### Resonance Signals | 共振信号
| Emoji | Signal | Description |
|:-----:|--------|-------------|
| 🔥 | Resonance Buy | Multiple markets in buy zone 多市场同时低吸 |
| ❄️ | Resonance Risk | Multiple markets in risk zone 多市场同时高估 |
---
## Scoring Logic | 评分逻辑
### Factors | 因子
| Factor | Weight | Buy Score | Sell Score |
|--------|--------|-----------|------------|
| **RSI** | 1x | RSI < 30 → +2, < 40 → +1 | RSI > 75 → -2, > 65 → -1 |
| **FI (50D MA%)** | Bottom focus | < 25% → +3, < 35% → +2 | > 85% → -2, > 78% → -1 |
| **TW (20D MA%)** | Top focus | < 30% → +1 | > 82% → -3, > 72% → -2 |
| **Volume Ratio** | 1x | UVOL/DVOL < 0.5 → +2 | > 2.5 → -2 |
### Breadth Symbols | 广度数据
| Market | TW Symbol | FI Symbol | Volume |
|--------|-----------|-----------|--------|
| SPY (S&P 500) | INDEX:S5TW | INDEX:S5FI | USI:UVOL/DVOL |
| QQQ (NASDAQ) | INDEX:NCTW | INDEX:NCFI | USI:UVOLQ/DVOLQ |
| IWM (Russell 2000) | INDEX:R2TW | INDEX:R2FI | USI:UVOL/DVOL |
---
## Settings | 设置说明
### Mode | 模式
- **Aggressive**: Lower thresholds, shorter cooldown (5 bars)
- **Standard**: Balanced defaults (10 bar cooldown)
- **Conservative**: Higher thresholds, longer cooldown (15 bars)
### Key Parameters | 关键参数
| Parameter | Default | Description |
|-----------|---------|-------------|
| RSI Length | 14 | RSI calculation period |
| Trend MA Length | 10 | MA for trend filter |
| Cooldown Bars | 10 | Min bars between same signals |
| Resonance Window | 3 | Bars to check for multi-market agreement |
| Min Markets | 2 | # of markets needed for resonance |
---
## Usage | 使用方法
### Installation | 安装
1. Copy the indicator code
2. In TradingView: **Pine Editor** → **New** → Paste code → **Add to Chart**
### Recommended Setup | 推荐设置
- **Timeframe**: Daily (D) for best accuracy | 推荐日线图
- **Markets**: Apply on SPY, QQQ, or IWM | 应用于SPY/QQQ/IWM
- **Mode**: Start with "Standard" | 建议从"标准"模式开始
### Intraday Mode | 日内模式
The indicator automatically detects intraday timeframes and adjusts:
- Uses only RSI + Volume factors (TW/FI are daily-only data)
- Lowers signal thresholds accordingly
指标会自动检测日内周期并调整:
- 仅使用 RSI + 成交量因子(TW/FI 仅有日线数据)
- 相应降低信号触发阈值
---
## Dashboard | 仪表盘
Displays real-time factor breakdown:
```
┌────────┬───────┬────────┐
│ Factor │ Score │ Weight │
├────────┼───────┼────────┤
│ RSI │ 1.0 │ 1x │
│ FI(50D)│ 2.0 │ Bottom │
│ TW(20D)│ -1.0 │ Top │
│ Vol │ 1.0 │ 1x │
│ Trend │ ↑ │ 10MA │
├────────┼───────┼────────┤
│ Total │ 3.0 │ HOLD │
└────────┴───────┴────────┘
```
---
## Alerts | 警报
Available alerts for each market (SPY/QQQ/IWM):
- Panic Low / Buy Zone (entry signals)
- Reduce / Caution (exit signals)
- Resonance Buy / Risk (cross-market confirmation)
每个市场(SPY/QQQ/IWM)可设置以下警报:
- 恐慌低点 / 低吸区(入场信号)
- 减仓 / 观望(出场信号)
- 共振买入 / 风险(跨市场确认)
---
## Trend Filter | 趋势过滤
**Key feature**: Risk signals (CAUTION/REDUCE) only trigger when **price is below the trend MA**.
When price is above MA (uptrend), the indicator shows **ELEVATED** ⭐ instead, preventing premature exits during strong rallies.
**核心功能**:风险信号(观望/减仓)仅在 **价格跌破趋势均线** 时触发。
当价格在均线之上(上升趋势)时,指标显示 **高估** ⭐,避免在强势上涨中过早离场。
---
## Disclaimer | 免责声明
This indicator is for **educational and informational purposes only**. It is not financial advice. Past performance does not guarantee future results. Always do your own research and consider your risk tolerance before trading.
本指标仅供 **教育和参考用途**,不构成投资建议。历史表现不代表未来收益。交易前请自行研究并考虑风险承受能力。
---
## License | 许可
MIT License - Free to use and modify with attribution.
MIT 许可证 - 可自由使用和修改,请注明出处。
---
## Author | 作者
Built with ❤️ for the trading community.
为交易社区精心打造 ❤️






















