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In den Scripts nach "信达股份40周年" suchen

ADX +- DiThis Adx +-Di is just a complete version of what the ADX is supposed to signal. So you have: 15 (contraction), 20 (threshold), 30 (expansion), 40 (resistance) levels. Below 20 the price is not trending Above 30 the price is trending Below 15 price has been in contraction for too long Between 20 and 30 price is in a "transition zone". I finally added a "Resistance" level (40), which has to be adapted to best represent the historical levels where price usually encounters resistance, and where the price can be declared "overtrending", which means a return to lower levels is likely to happen. I've chosen mild colors, and set the Adx Color to White, because I use black background, you can easily change that. Enjoy -Maurice
Pine Script® Indikator
von MauriceEverthin
RSI|The Wave PrincipleThe Wave Principle | Modified RSI 30 green | 70 red = Strong Movement (Possible Impulse) 20 cyan | 80 Yellow = Strongest Movement Support and Resistance Level (Trend Continuation) Uptrend= 40 Downtrend = 60 Break+Retest = BR Div = Divergence (Change in trend) -------------------------------------------- This indicator has been modified from original RSI to fit Wave Principle characteristics: Uptrend Impulsive Wave over 70 RSI it changes color to red, and > 80 yellow stronger impulse | Usually means continuation, at least once more. Downtrend Impulsive Wave under 30 RSI it changes color to green, and < 20 cyan stronger impulse | Usually means continuation, at least once more. Once RSI reached these levels, it doesn't mean trend reversal but a correction is expected. If it shows divergence along with an Ending Diagonal, it's a confirmation for trend reversal. In a corrective wave, levels 40-60 represents support and resistance levels where price won't go further. Indicating Corrective Waves, not as strong as Impulsives. Prices can breakout RSI trend lines and retest from the other side before continue the new trend as also described in the Wave Principle. --------------------------------------------
Pine Script® Indikator
von WavePrinciple-Net
5
breakout and swingA Price Action system that use swing point and breakout above the black line (breakout) is long, below short swing/support/resistance points (blue circles) are displayed after a top or botton, breaking it means an inversion red circles try to guest a target after a top/bottom or after a swing break. the main trend is made by the black line that is set on Day period suitable for 1h to 15m time frame , for small TF you can set a smaller period from setting command By default a set a 40 period channel high/low (the highest and lowest 40 bar back) that is ok for 1 h or smaller tf , but look to long for daily tf, adjust it yourself
Pine Script® Indikator
von MarcoValente
7
Net XMR Margin PositionTotal XMR Longs minus XMR Shorts in order to give you the total outstanding XMR margin debt. ie: If 50,000 XMR has been longed, and 40,000 XMR has been shorted, then 50,000 has been bought, and 40,000 sold, leaving us with 10,000 XMR (net) remaining to be sold to give us an overall neutral margin position. That isn't to say that the net margin position must move towards zero, but it is a sensible reference point, and historical net values may provide useful insights into the current circumstances.
Pine Script® Indikator
von Aegist
Net BTC Margin PositionTotal BTCUSDLONGS minus the BTCUSDSHORTS in order to give you the total outstanding BTC margin debt. ie: If there are 50,000 BTC longs, and 40,000 BTC shorts, then 50,000 has been bought, and 40,000 sold, leaving us with 10,000 BTC net remaining to be sold to give us an overall neutral margin position. That isn't to say that the net margin position must move towards zero, but it is a sensible reference point, and historical net values may provide useful insights into the current circumstances. (Anyone know what category this script should be in?)
Pine Script® Indikator
von Aegist
Accumulation/Distribution Percentage (ADP) [Cyrus c|:D]Accumulation/Distribution Percentage ( ADP ) is used to measure money flow similar to Chaikin Money Flow ( CMF ) and Money Flow. It is the range-bound version of my previous indicator ADMF. This indicator can be used for analyzing momentum, buy/sell pressure, and overbought/oversold conditions. I believe that this indicator is more accurate than CMF and MFI (I will publish a TA about it one day!). What to look for: - When this indicator moves up, it means buy pressure is increasing and the other way around for sell pressure. Crossing 0 means that trend has changed in the given period (it is best to look for confirmation of buy/sell pressure in larger TFs) - Overbought above 40 and oversold below -40 (these numbers vary depending on the security. Look for historical levels to determine overbought and oversold conditions of each security) - Regular divergence shows that momentum of a trend is declining. Hidden divergence implies continuation of a trend. The non-bound mode should be more accurate for identifying divergence. - Failure swings can detect potential reversals. Please read Relative Strength Index and Money Flow for more information and similar disclaimers. Recommendations: - hlc3 (AKA typical price) as input source might be better than "close" as it captures more information. If you use hlc3 as a source, then change the chart type to line and set hlc3 as the source for identifying divergence. - Use hybrid tickers e.g.(BITFINEX:BTCUSD+COINBASE:BTCUSD+BITSTAMP:BTCUSD)/3. Volume-based indicators are susceptible to wash trading/volume printing and hybrid tickers mitigate this issue. - In non-bound mode, small TFs with longer length should be more accurate than larger TFs with standard length (same is true for many other indicators) Background: I have developed 4 indicators based on a simple but elegant concept of A/D ratio. A/D ratio is equal to (current close - previous close)/True Range (when there are no price gaps, True Range = High - Low) 1) What you see on ADV indicator as darker green and red is equal to A/D ratio x volume. 2) ADL indicator shows the summation of ADV 3) ADMF (or ADP in non-bound mode) shows Moving Average of ADV 4) ADP shows relative accumulation strength which is calculated as RMA (accumulations)/RMA(accumulation + distribution). ADP equation is based on RSI equation which is RMA(gains)/RMA(gains + losses). That is why these two indicators look quite similar. PS: Please leave a like if you find these indicators useful. I am working on improvements on these and other indicators. I am trying my best to keep them as simple as possible. Please let me know in the comments if you want me to make future indicators even simpler. -------- Complementary indicators based on the same concept: ADL: a replacement for Chaikin's Accum/Dist, On Balance Volume, and Price Volume Trend ADV: a replacement for regular volume indicator ADP also has a scaled RSI and ADMF built in (ie ADMF is obsolete).
Pine Script® Indikator
von cI8DH
28
Better RSI with bullish / bearish market cycle indicator This script improves the default RSI. First. it identifies regions of the RSI which are oversold and overbought by changing the color of RSI from white to red. Second, it adds additional reference lines at 20,40,50,60, and 80 to better gauge the RSI value. Finally, the coolest feature, the middle 50 line is used to indicate which cycle the price is currently at. A green color at the 50 line indicates a bullish cycle, a red color indicators a bearish cycle, and a white color indicates a neutral cycle. The cycles are determined using the RSI as follows: if RSI is overbought, cycle switches to bullish until RSI falls below 40, at which point it becomes neutral if RSI is oversold, cycle switches bearish until RSI rises above 60, at which point it becomes neutral a neutral cycle is exited at either overbought or oversold conditions Very useful, please give it a try and let me know what you think
Pine Script® Indikator
von TradeCalmly
20
Volume Range EventsChanges in the feelings (positive, negative, neutral) in the market concerning the valuation of an instrument are often preceded with sudden outbursts of buying and selling frenzies. The aim of this indicator is to report such outbursts. We can see them as expansions of volume, sometimes 10 times more than usual. and as extensions of the trading range, also sometimes 10 times more than usual (e.g. usual range is 10 cent suddenly a whole dollar.) The changes are calculated in such a way that these fit between plus and minus 100 percent, the bars are scaled in some sort of logarithmic way. The Emoline is the same as the one in the True Balance of Power indicator, which I already published ONLY RISES ARE EVENTS Sometimes analysts are tempted to give meaning to low volume or small ranges. These simply mean that the market has little interest in trading this instrument. I believe that in such cases the trader needs to wait for expansion and extension events to happen, then he can make a better guess of where the market is heading. As events often mark the beginning or ending of a trend, this indicator provides an early and clear signal, because it doesn’t bother us about non-events. WHAT IS USUAL? If the algorithm would use an average as a normal to scale volume or range events, then previous peaks will act as spoilers by making the average so high that a following peak is scaled too small. I developed a function, usual() , that kicks out all extremes of a ‘population of values’ and which returns the average of the non-extreme values. It can be called with any serial. This function is called by both algorithms that report volume and range peaks, which guarantees that the results are really comparable. As this function has a fixed look back of 8 periods, we might state that ‘usual’ is a short lived relative value. I think this doesn’t matter for the practical use of the indicator. COLORING AND INTERPRETATION I follow the categories in the ‘Better Volume Indicator’, published by LeazyBear, these are: 1. Climactic Volumes, event >40 % (this means peak is 1.5 X usual) LIME: Climax Buying Volume, direction up, range event also > 30 % RED: Climax Selling Volume, direction down, range event also > 30 % AQUA: Climax Churning Volume, both directions, range event < 30% 2. Smaller Volumes, event <40 % GREEN: Supportive Volume, both directions, if combined with range event BLUE: Churning Volume, both directions, if not combined with range event (Professional Trading) 3. Just Range Events BLACK histogram bars (Amateurish Trading)
Pine Script® Indikator
von eykpunter
7
GTI BGTI: RSI Suite (Standard • Stochastic • Smoothed) A three-layer momentum and trend toolkit that combines Standard RSI, Stochastic RSI, and a Smoothed/“Macro” RSI to help you read intraday swings, trend transitions, and high-probability reversal/continuation spots. All in one pane with intuitive coloring and optional divergence markers and alerts. Why this works * Stochastic RSI (K/D) visualizes fast momentum swings and timing. * Standard RSI moves more gradually, helping confirm trend transitions that may span several Stochastic cycles. * Smoothed RSI (Average → Macro) adds a second-pass filter and slope persistence to reveal the macro direction while suppressing noise. Used together, Stochastic guides entries/exits around local highs/lows, while the RSI layers improve confidence when a small swing is likely part of a larger turn. What you’ll see * Standard RSI (yellow; pink above Bull line, aqua below Bear line). * Stochastic RSI (K/D) with contextual colors: * Greens when RSI is weak/oversold (bearish conditions → watch for bullish reversals/continuations). * Reds when RSI is strong/overbought (bullish conditions → watch for bearish reversals/continuations). * Smoothed (Macro) RSI with trend color: * Red when macro is ascending (bullish), * Aqua when macro is descending (bearish). * Divergences (optional markers): * Bearish: RSI Lower High + Price Higher High (red ⬇). * Bullish: RSI Higher Low + Price Lower Low (green ⬆). * No repaint: pivots confirm after the chosen right-bars window. How to use it * Bullish Reversal * Macro RSI is reversing at a higher low after price has been in a overall downtrend * Stochastic RSI is switching from green to red in an overall downtrend * Bullish Oversold * Macro RSI is reversing from a significantly low level after price has a short but strong dip during an overall uptrend * Stochastic RSI is switching from green to red in an overall uptrend * Bullish Continuation * Macro RSI is ascending with a strong slope or forming a higher low above the 50 line * Stochastic RSI is reaching a bottom but still painted red * Bearish Reversal * Macro RSI is reversing at a lower high after price has been in a overall uptrend * Stochastic RSI is switching from red to green in an overall uptrend * Bearish Overbought * Macro RSI is reversing from a significantly high level after price has a short but strong jump during an overall downtrend * Stochastic RSI is switching from red to green in an overall downtrend * Bearish Continuation * Macro RSI is descending with a strong slope or forming a lower high below the 50 line * Stochastic RSI is reaching a top but still painted green * Divergences: Use as signals of exhaustion—best when aligned with Macro RSI color/slope and key levels (e.g., Bull/Bear lines, 50 midline). *** IMPORTANT *** * Stack confluence, don’t single-signal trade. Look for: * 1) Macro RSI color & slope (red = ascending/bullish, aqua = descending/bearish) * 2) Standard RSI location (above/below Bull/Bear lines or 50) * 3) Stoch flip + direction * 4) Price structure (HH/HL vs LH/LL) * 5) Divergence type (regular vs hidden) at meaningful levels * Trade with the macro * Prioritize longs when Macro RSI is red or just flipped up * Prioritize shorts when Macro RSI is aqua or just flipped down * Counter-trend setups = smaller size and faster management. * Location > signal * The same crossover/divergence is higher quality near Bull (~60)/Bear(~40) or extremes than in the mid-range chop around 50. * Early vs confirmed * Use the early pivot heads-up for anticipation, but scale in only after the confirmed pivot (right-bars complete). If early signal fails to confirm, stand down. * Define invalidation upfront * For divergence entries, place stops beyond the pivot extreme (LL/HH). If Macro RSI flips against your trade or RSI breaks back through 50 with slope, exit or tighten. * Multi-timeframe alignment * Best results come when entry timeframe (e.g., 1H) aligns with higher-TF macro (e.g., 4H/D). If they disagree, treat it as mean-reversion only. * Avoid common traps * Skip: isolated Stochastic flips without RSI support, divergences without price HH/LL confirmation, and serial divergences when Macro RSI slope is strong against the idea. * Parameter guidance * Start with defaults; then tune: confirmBars 3–7, minSlope 0.05–0.15 RSI pts/bar, pivot left/right tighter for faster but noisier signals, wider for cleaner but fewer. * Alerts = workflow, not auto-trades * Use Macro Flip + Divergence alerts as a checklist trigger; enter only when your confluence rules are met and risk is defined. Key inputs (tweak to your market/timeframe) * RSI / Stochastic lengths and K/D smoothing. * Bull / Bear Lines (default 61.1 / 43.6). * Average RSI Method/Length (SMA/EMA/RMA/WMA) + Macro Smooth Length. * Trend confirmation: bars of persistence and minimum slope to reduce flip noise. * Pivot look-back (left/right) for divergence confirmation strictness. Alerts included * Macro Flip Up / Down (Smoothed RSI regime change). * RSI Bullish/Bearish Divergence (confirmed at pivot). * Stochastic RSI continuation/divergence (optional). Tips * Level + Slope matter. High/low RSI level flags conditions; slope confirms impulse/continuation. * Let Stochastic time the swing; let Macro RSI filter the trend. * Tighten or loosen pivot windows to trade fewer/cleaner vs. more/faster signals.
Pine Script® Indikator
von theValleyMan
1
Sinal de Shorts e Longs (OI + OBV + RSI)This indicator combines Open Interest (OI), On-Balance Volume (OBV), and RSI to identify potential short and long pressures in the market. When OI increases, OBV decreases, and RSI > 40, it signals short entries and possible bearish pressure. When OI increases, OBV also increases, and RSI < 60, it signals long entries and potential bullish reversals. Visual signals (S and L) are displayed directly on the chart for quick interpretation. Useful for tracking futures market sentiment and spotting shifts in trader positioning.
Pine Script® Indikator
von jhonathajs
Quantum Fluxtrend [CHE] Quantum Fluxtrend — A dynamic Supertrend variant with integrated breakout event tracking and VWAP-guided risk management for clearer trend decisions. Summary The Quantum Fluxtrend builds on traditional Supertrend logic by incorporating a midline derived from smoothed high and low values, creating adaptive bands that respond to market range expansion or contraction. This results in fewer erratic signals during volatile periods and smoother tracking in steady trends, while an overlaid event system highlights breakout confirmations, potential traps, or continuations with visual lines, labels, and percentage deltas from the close. Users benefit from real-time VWAP calculations anchored to events, providing dynamic stop-loss suggestions to help manage exits without manual adjustments. Overall, it layers signal robustness with actionable annotations, reducing noise in fast-moving charts. Motivation: Why this design? Standard Supertrend indicators often generate excessive flips in choppy conditions or lag behind in low-volatility drifts, leading to whipsaws that erode confidence in trend direction. This design addresses that by centering bands around a midline that reflects recent price spreads, ensuring adjustments are proportional to observed variability. The added event layer captures regime shifts explicitly, turning abstract crossovers into labeled milestones with trailing VWAP for context, which helps traders distinguish genuine momentum from fleeting noise without over-relying on raw price action. What’s different vs. standard approaches? - Baseline reference: Diverges from the classic Supertrend, which uses average true range for fixed offsets from a median price. - Architecture differences: - Bands form around a central line averaged from smoothed highs and lows, with offsets scaled by half the range between those smooths. - Regime direction persists until a clear breach of the prior opposite band, preventing premature reversals. - Event visualization draws persistent lines from flip points, updating labels based on price sustainment relative to the trigger level. - VWAP resets at each event, accumulating volume-weighted prices forward for a trailing reference. - Practical effect: Charts show fewer direction changes overall, with color-coded annotations that evolve from initial breakout to continuation or trap status, making it easier to spot sustained moves early. VWAP lines provide a volume-informed anchor that curves with price, offering visual cues for adverse drifts. How it works (technical) The process starts by smoothing high and low prices over a user-defined period to form upper and lower references. A midline sits midway between them, and half the spread acts as a base for band offsets, adjusted by a multiplier to widen or narrow sensitivity. On each bar, the close is checked against the previous bar's opposite band: crossing above expands the lower band downward in uptrends, or below contracts the upper band upward in downtrends, creating a ratcheting effect that locks in direction until breached. Persistent state tracks the current regime, seeding initial bands from the smoothed values if no prior data exists. Flips trigger new horizontal lines at the breach level, styled by direction, alongside labels that monitor sustainment—price holding above for up-flips or below for down-flips keeps the regime, while reversal flags a trap. Separately, at each flip, a dashed VWAP line initializes at the breach price and extends forward, accumulating the product of typical prices and volumes divided by total volume. This yields a curving reference that updates bar-by-bar. Warnings activate if price strays adversely from this VWAP, tinting the background for quick alerts. No higher timeframe data is pulled, so all computations run on the chart's native resolution, avoiding lookahead biases unless repainting is enabled via input. Parameter Guide SMA Length — Controls smoothing of highs and lows for midline and range base; longer values dampen noise but increase lag. Default: 20. Trade-offs: Shortens responsiveness in trends (e.g., 10–14) but risks more flips; extend to 30+ for stability in ranging markets. Multiplier — Scales band offsets from the half-range; higher amplifies to capture bigger swings. Default: 1.0. Trade-offs: Above 1.5 widens for volatile assets, reducing false signals; below 0.8 tightens for precision but may miss subtle shifts. Show Bands — Toggles visibility of basic and adjusted band lines for reference. Default: false. Tip: Enable briefly to verify alignment with price action. Show Background Color — Displays red tint on VWAP adverse crosses for visual warnings. Default: false. Trade-offs: Helps in live monitoring but can clutter clean charts. Line Width — Sets thickness for event and VWAP lines. Default: 2. Tip: Thicker (3–5) for emphasis on key levels. +Bars after next event — Extends old lines briefly before cleanup on new flips. Default: 20. Trade-offs: Longer preserves history (40+) at resource cost; shorter keeps charts tidy. Allow Repainting — Permits live-bar updates for smoother real-time view. Default: false. Tip: Disable for backtest accuracy. Extension 1 Settings (Show, Width, Size, Decimals, Colors, Alpha) — Manages dotted connector from event label to current close, showing percentage change. Defaults: Shown, width 2, normal size, 2 decimals, lime/red for gains/losses, gray line, 90% transparent background. Trade-offs: Fewer decimals for clean display; adjust alpha for readability. Extension 2 Settings (Show, Method, Stop %, Ticks, Decimals, Size, Color, Inherit, Alpha) — Positions stop label at VWAP end, offset by percent or ticks. Defaults: Shown, percent method, 1.0%, 20 ticks, 4 decimals, normal size, white text, inherit tint, 0% alpha. Trade-offs: Percent for proportional risk; ticks for fixed distance in tick-based assets. Alert Toggles — Enables notifications for breakouts, continuations, traps, or VWAP warnings. All default: true. Tip: Layer with chart alerts for multi-condition setups. Reading & Interpretation The main Supertrend line colors green for up-regimes (price above lower band) and red for down (below upper band), serving as a dynamic support/resistance trail. Flip shapes (up/down triangles) mark regime changes at band breaches. Event lines extend horizontally from flips: green for bull, red for bear. Labels start blank and update to "Bull/Bear Cont." if price sustains the direction, or "Trap" if it reverses, with colors shifting lime/red/gray accordingly. A dotted vertical links the trailing label to the current close, mid-labeled with the percentage delta (positive green, negative red). VWAP dashes yellow (bull) or orange (bear) from the event, curving to reflect volume-weighted average. At its end, a left-aligned label shows suggested stop price, annotated with offset details. Background red hints at weakening if price crosses VWAP opposite the regime. Deltas near zero suggest consolidation; widening extremes signal momentum buildup or exhaustion. Practical Workflows & Combinations - Trend following: Enter long on green flip shapes confirmed by higher highs, using the event line as initial stop below. Trail stops to VWAP for bull runs, exiting on trap labels or red background warnings. Filter with volume spikes to avoid low-conviction breaks. - Exits/Stops: Conservative: Set hard stops at suggested SL labels. Aggressive: Hold through minor traps if delta stays positive, but cut on regime flip. Pair with momentum oscillators for overbought pullbacks. - Multi-asset/Multi-TF: Defaults suit forex/stocks on 15m–4H; for crypto, bump multiplier to 1.5 for volatility. Scale SMA length proportionally across timeframes (e.g., double for daily). Combine with structure tools like Fibonacci for confluence on event lines. Behavior, Constraints & Performance Live bars update lines and labels dynamically if repainting is allowed, but signals confirm on close for stability—flips only trigger post-bar. No higher timeframe calls, so no inherent lookahead, though volume weighting assumes continuous data. Resources cap at 1000 bars back, 50 lines/labels max; events prune old ones on new flips to stay under budget, with brief extensions for visibility. Arrays or loops absent, keeping it lightweight. Known limits include lag in extreme gaps (e.g., overnight opens) where bands may not adjust instantly, and VWAP sensitivity to sparse volume in illiquid sessions. Sensible Defaults & Quick Tuning Start with SMA 20, multiplier 1.0 for balanced response across majors. For choppy pairs: Lengthen SMA to 30, multiplier 0.8 to tighten bands and cut flips. For trending equities: Shorten to 14, multiplier 1.2 for quicker entries. If traps dominate, enable bands to inspect range compression; for sluggish signals, reduce extension bars to focus on recent events. What this indicator is—and isn’t This serves as a visualization and signal layer for trend regimes and breakouts, highlighting sustainment via annotations and risk cues through VWAP—ideal atop price action for confirmation. It is not a standalone system, predictive oracle, or risk calculator; always integrate with broader analysis, position sizing, and stops. Use responsibly as an educational tool. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
Pine Script® Indikator
von chervolino
ProScalper📊 ProScalper - Professional 1-Minute Scalping System 🎯 Overview ProScalper is a sophisticated, multi-confluence scalping indicator designed specifically for 1-minute chart trading. Combining advanced technical analysis with intelligent signal filtering, it provides high-probability trade setups with clear entry, stop loss, and take profit levels. ✨ Key Features 🔺 Smart Signal Detection Range Filter Technology: Fast-responding trend detection (25-period) optimized for 1-minute timeframe Medium-sized triangles appear above/below candles for clear buy/sell signals Only most recent signal shown - no chart clutter Automatically deletes old signals when new ones appear 📋 Real-Time Signal Table Top-center display shows complete trade breakdown Grade system: A+, A, B+, B, C+ ratings for every setup All confluence reasons listed with checkmarks Score and R:R displayed for instant trade quality assessment Color-coded: Green for LONG, Red for SHORT 📐 Multi-Confluence Analysis ProScalper combines 10+ technical factors: ✅ EMA Trend: 4 EMAs (200, 48, 13, 8) for multi-timeframe alignment ✅ VWAP: Dynamic support/resistance ✅ Fibonacci Retracement: Golden ratio (61.8%), 50%, 38.2%, 78.6% ✅ Range Filter: Adaptive trend confirmation ✅ Pivot Points: Smart reversal detection ✅ Volume Analysis: Spike detection and volume profile ✅ Higher Timeframe: 5-minute trend confirmation ✅ HTF Support/Resistance: Key levels from higher timeframes ✅ Liquidity Sweeps: Smart money detection ✅ Opening Range Breakout: First 15-minute range 💰 Complete Trade Management Entry Lines: Dashed green (LONG) or red (SHORT) showing exact entry Stop Loss: Red dashed line with price label Take Profit: Blue dashed line with price label and R:R Partial Exits: 1R level marked with orange dashed line All lines extend 10 bars for clean alignment with Fibonacci levels 📊 Dynamic Risk/Reward Adaptive R:R calculation based on market volatility Targets adjusted for pivot distances Minimum 1.2:1 to maximum 3.5:1 for scalping Position sizing based on account risk percentage 🎨 Professional Visualization Clean chart layout - no clutter, only essential information Custom EMA colors: Red (200), Aqua (48), Green (13), White (8) Gold VWAP line for key support/resistance Color-coded Fibonacci: Bright yellow (61.8%), white (50%), orange (38.2%), fuchsia (78.6%) No shaded zones - pure price action focus 📈 Performance Tracking Real-time statistics table (optional) Win rate, total trades, P&L tracking Average R:R and win/loss ratios Setup-specific performance metrics ⚙️ Settings & Customization Risk Management Adjustable account risk per trade (default: 0.5%) ATR-based stop loss multiplier (default: 0.8 for tight scalping) Dynamic position sizing Signal Sensitivity Confluence Score Threshold: 40-100 (default: 55 for balanced signals) Range Filter Period: 25 bars (fast signals for 1-min) Range Filter Multiplier: 2.2 (tighter bands for more signals) Visual Controls Toggle signal table on/off Show/hide Fibonacci levels Control EMA visibility Adjust table text size Partial Exits 1R: 50% (default) 2R: 30% (default) 3R: 20% (default) Fully customizable percentages Trailing Stops ATR-Based (best for scalping) Pivot-Based EMA-Based Breakeven trigger at 0.8R 🎯 Best Use Cases Ideal For: ✅ 1-minute scalping on liquid instruments ✅ Day traders looking for quick 2-8 minute trades ✅ High-frequency trading with 8-15 signals per session ✅ Trending markets where Range Filter excels ✅ Crypto, Forex, Futures - works on all liquid assets Trading Style: Timeframe: 1-minute (can work on 3-5 min with adjusted settings) Hold Time: 3-8 minutes average Target: 1.2-3R per trade Frequency: 8-15 signals per day Win Rate: 45-55% (with proper risk management) 📋 How to Use Step 1: Wait for Signal Watch for green triangle (BUY) or red triangle (SELL) Signal table appears at top center automatically Step 2: Review Confluence Check grade (prefer A+, A, B+ for best quality) Review all reasons listed in table Confirm score is above your threshold (55+ recommended) Note the R:R ratio Step 3: Enter Trade Enter at current market price Set stop loss at red dashed line Set take profit at blue dashed line Mark 1R level (orange line) for partial exit Step 4: Manage Trade Exit 50% at 1R (orange line) Move to breakeven after 0.8R Trail remaining position using your chosen method Exit fully at TP or opposite signal 🎨 Chart Setup Recommendations Optimal Display: Timeframe: 1-minute Chart Type: Candles or Heikin Ashi Background: Dark theme for best color visibility Volume: Enable volume bars below chart Complementary Indicators (optional): Order flow/Delta for institutional confirmation Market profile for key levels Economic calendar for news avoidance ⚠️ Important Notes Risk Disclaimer: Not financial advice - for educational purposes only Always use proper risk management (0.5-1% per trade max) Past performance doesn't guarantee future results Test on demo account before live trading Best Practices: ✅ Trade during high liquidity hours (9:30-11 AM, 2-4 PM EST) ✅ Avoid news events and market open/close (first/last 2 minutes) ✅ Use tight stops (0.8-1.0 ATR) for 1-minute scalping ✅ Take partial profits quickly (1R = 50% off) ✅ Respect max daily loss limits (3% recommended) ✅ Focus on A and B grade setups for consistency What Makes This Different: 🎯 Complete system - not just signals, but full trade management 📊 Multi-confluence - 10+ factors analyzed per trade 🎨 Professional visualization - clean, focused chart design ⚡ Optimized for 1-min - settings specifically tuned for fast scalping 📋 Transparent reasoning - see exactly why each trade was taken 🏆 Grade system - instantly know trade quality 🔧 Technical Details Pine Script Version: 5 Overlay: Yes (plots on price chart) Max Lines: 500 Max Labels: 100 Non-repainting: All signals confirmed on bar close Alerts: Compatible with TradingView alerts 📞 Support & Updates This indicator is actively maintained and optimized for 1-minute scalping. Settings can be adjusted for different timeframes and trading styles, but default configuration is specifically tuned for high-frequency 1-minute scalping. 🚀 Get Started Add ProScalper to your 1-minute chart Adjust settings to your risk tolerance Wait for signals (green/red triangles) Follow the signal table guidance Manage trades using provided levels Track performance with stats table Happy Scalping! 📊⚡💰
Pine Script® Indikator
von Prospecttrades
Ultimate Oscillator (ULTOSC)The Ultimate Oscillator (ULTOSC) is a technical momentum indicator developed by Larry Williams that combines three different time periods to reduce the volatility and false signals common in single-period oscillators. By using a weighted average of three Stochastic-like calculations across short, medium, and long-term periods, the Ultimate Oscillator provides a more comprehensive view of market momentum while maintaining sensitivity to price changes. The indicator addresses the common problem of oscillators being either too sensitive (generating many false signals) or too slow (missing opportunities). By incorporating multiple timeframes with decreasing weights for longer periods, ULTOSC attempts to capture both short-term momentum shifts and longer-term trend strength, making it particularly valuable for identifying divergences and potential reversal points. ## Core Concepts * **Multi-timeframe analysis:** Combines three different periods (typically 7, 14, 28) to capture various momentum cycles * **Weighted averaging:** Assigns higher weights to shorter periods for responsiveness while including longer periods for stability * **Buying pressure focus:** Measures the relationship between closing price and the true range rather than just high-low range * **Divergence detection:** Particularly effective at identifying momentum divergences that precede price reversals * **Normalized scale:** Oscillates between 0 and 100, with clear overbought/oversold levels ## Common Settings and Parameters | Parameter | Default | Function | When to Adjust | |-----------|---------|----------|---------------| | Fast Period | 7 | Short-term momentum calculation | Lower (5-6) for more sensitivity, higher (9-12) for smoother signals | | Medium Period | 14 | Medium-term momentum calculation | Adjust based on typical swing duration in the market | | Slow Period | 28 | Long-term momentum calculation | Higher values (35-42) for longer-term position trading | | Fast Weight | 4.0 | Weight applied to fast period | Higher weight increases short-term sensitivity | | Medium Weight | 2.0 | Weight applied to medium period | Adjust to balance medium-term influence | | Slow Weight | 1.0 | Weight applied to slow period | Usually kept at 1.0 as the baseline weight | **Pro Tip:** The classic 7/14/28 periods with 4/2/1 weights work well for most markets, but consider using 5/10/20 with adjusted weights for faster markets or 14/28/56 for longer-term analysis. ## Calculation and Mathematical Foundation **Simplified explanation:** The Ultimate Oscillator calculates three separate "buying pressure" ratios using different time periods, then combines them using weighted averaging. Buying pressure is defined as the close minus the true low, divided by the true range. **Technical formula:** ``` BP = Close - Min(Low, Previous Close) TR = Max(High, Previous Close) - Min(Low, Previous Close) BP_Sum_Fast = Sum(BP, Fast Period) TR_Sum_Fast = Sum(TR, Fast Period) Raw_Fast = 100 × (BP_Sum_Fast / TR_Sum_Fast) BP_Sum_Medium = Sum(BP, Medium Period) TR_Sum_Medium = Sum(TR, Medium Period) Raw_Medium = 100 × (BP_Sum_Medium / TR_Sum_Medium) BP_Sum_Slow = Sum(BP, Slow Period) TR_Sum_Slow = Sum(TR, Slow Period) Raw_Slow = 100 × (BP_Sum_Slow / TR_Sum_Slow) ULTOSC = 100 × / (Fast_Weight + Medium_Weight + Slow_Weight) ``` Where: - BP = Buying Pressure - TR = True Range - Fast Period = 7, Medium Period = 14, Slow Period = 28 (defaults) - Fast Weight = 4, Medium Weight = 2, Slow Weight = 1 (defaults) > 🔍 **Technical Note:** The implementation uses efficient circular buffers for all three period calculations, maintaining O(1) time complexity per bar. The algorithm properly handles true range calculations including gaps and ensures accurate buying pressure measurements across all timeframes. ## Interpretation Details ULTOSC provides several analytical perspectives: * **Overbought/Oversold conditions:** Values above 70 suggest overbought conditions, below 30 suggest oversold conditions * **Momentum direction:** Rising ULTOSC indicates increasing buying pressure, falling indicates increasing selling pressure * **Divergence analysis:** Divergences between ULTOSC and price often precede significant reversals * **Trend confirmation:** ULTOSC direction can confirm or question the prevailing price trend * **Signal quality:** Extreme readings (>80 or <20) indicate strong momentum that may be unsustainable * **Multiple timeframe consensus:** When all three underlying periods agree, signals are typically more reliable ## Trading Applications **Primary Uses:** - **Divergence trading:** Identify when momentum diverges from price for reversal signals - **Overbought/oversold identification:** Find potential entry/exit points at extreme levels - **Trend confirmation:** Validate breakouts and trend continuations - **Momentum analysis:** Assess the strength of current price movements **Advanced Strategies:** - **Multi-divergence confirmation:** Look for divergences across multiple timeframes - **Momentum breakouts:** Trade when ULTOSC breaks above/below key levels with volume - **Swing trading entries:** Use oversold/overbought levels for swing position entries - **Trend strength assessment:** Evaluate trend quality using momentum consistency ## Signal Combinations **Strong Bullish Signals:** - ULTOSC rises from oversold territory (<30) with positive price divergence - ULTOSC breaks above 50 after forming a base near 30 - All three underlying periods show increasing buying pressure **Strong Bearish Signals:** - ULTOSC falls from overbought territory (>70) with negative price divergence - ULTOSC breaks below 50 after forming a top near 70 - All three underlying periods show decreasing buying pressure **Divergence Signals:** - **Bullish divergence:** Price makes lower lows while ULTOSC makes higher lows - **Bearish divergence:** Price makes higher highs while ULTOSC makes lower highs - **Hidden bullish divergence:** Price makes higher lows while ULTOSC makes lower lows (trend continuation) - **Hidden bearish divergence:** Price makes lower highs while ULTOSC makes higher highs (trend continuation) ## Comparison with Related Oscillators | Indicator | Periods | Focus | Best Use Case | |-----------|---------|-------|---------------| | **Ultimate Oscillator** | 3 periods | Buying pressure | Divergence detection | | **Stochastic** | 1-2 periods | Price position | Overbought/oversold | | **RSI** | 1 period | Price momentum | Momentum analysis | | **Williams %R** | 1 period | Price position | Short-term signals | ## Advanced Configurations **Fast Trading Setup:** - Fast: 5, Medium: 10, Slow: 20 - Weights: 4/2/1, Thresholds: 75/25 **Standard Setup:** - Fast: 7, Medium: 14, Slow: 28 - Weights: 4/2/1, Thresholds: 70/30 **Conservative Setup:** - Fast: 14, Medium: 28, Slow: 56 - Weights: 3/2/1, Thresholds: 65/35 **Divergence Focused:** - Fast: 7, Medium: 14, Slow: 28 - Weights: 2/2/2, Thresholds: 70/30 ## Market-Specific Adjustments **Volatile Markets:** - Use longer periods (10/20/40) to reduce noise - Consider higher threshold levels (75/25) - Focus on extreme readings for signal quality **Trending Markets:** - Emphasize divergence analysis over absolute levels - Look for momentum confirmation rather than reversal signals - Use hidden divergences for trend continuation **Range-Bound Markets:** - Standard overbought/oversold levels work well - Trade reversals from extreme levels - Combine with support/resistance analysis ## Limitations and Considerations * **Lagging component:** Contains inherent lag due to multiple moving average calculations * **Complex calculation:** More computationally intensive than single-period oscillators * **Parameter sensitivity:** Performance varies significantly with different period/weight combinations * **Market dependency:** Most effective in trending markets with clear momentum patterns * **False divergences:** Not all divergences lead to significant price reversals * **Whipsaw potential:** Can generate conflicting signals in choppy markets ## Best Practices **Effective Usage:** - Focus on divergences rather than absolute overbought/oversold levels - Combine with trend analysis for context - Use multiple timeframe analysis for confirmation - Pay attention to the speed of momentum changes **Common Mistakes:** - Over-relying on overbought/oversold levels in strong trends - Ignoring the underlying trend direction - Using inappropriate period settings for the market being analyzed - Trading every divergence without additional confirmation **Signal Enhancement:** - Combine with volume analysis for confirmation - Use price action context (support/resistance levels) - Consider market volatility when setting thresholds - Look for convergence across multiple momentum indicators ## Historical Context and Development The Ultimate Oscillator was developed by Larry Williams and introduced in his 1985 article "The Ultimate Oscillator" in Technical Analysis of Stocks and Commodities magazine. Williams designed it to address the limitations of single-period oscillators by: - Reducing false signals through multi-timeframe analysis - Maintaining sensitivity to short-term momentum changes - Providing more reliable divergence signals - Creating a more robust momentum measurement tool The indicator has become a standard tool in technical analysis, particularly valued for its divergence detection capabilities and its balanced approach to momentum measurement. ## References * Williams, L. R. (1985). The Ultimate Oscillator. Technical Analysis of Stocks and Commodities, 3(4). * Williams, L. R. (1999). Long-Term Secrets to Short-Term Trading. Wiley Trading.
Pine Script® Indikator
von mihakralj
Luxy BIG beautiful Dynamic ORBThis is an advanced Opening Range Breakout (ORB) indicator that tracks price breakouts from the first 5, 15, 30, and 60 minutes of the trading session. It provides complete trade management including entry signals, stop-loss placement, take-profit targets, and position sizing calculations. The ORB strategy is based on the concept that the opening range of a trading session often acts as support/resistance, and breakouts from this range tend to lead to significant moves. What Makes This Different? Most ORB indicators simply draw horizontal lines and leave you to figure out the rest. This indicator goes several steps further: Multi-Stage Tracking Instead of just one ORB timeframe, this tracks FOUR simultaneously (5min, 15min, 30min, 60min). Each stage builds on the previous one, giving you multiple trading opportunities throughout the session. Active Trade Management When a breakout occurs, the indicator automatically calculates and displays entry price, stop-loss, and multiple take-profit targets. These lines extend forward and update in real-time until the trade completes. Cycle Detection Unlike indicators that only show the first breakout, this tracks the complete cycle: Breakout → Retest → Re-breakout. You can see when price returns to test the ORB level after breaking out (potential re-entry). Failed Breakout Warning If price breaks out but quickly returns inside the range (within a few bars), the label changes to "FAILED BREAK" - warning you to exit or avoid the trade. Position Sizing Calculator Built-in risk management that tells you exactly how many shares to buy based on your account size and risk tolerance. No more guessing or manual calculations. Advanced Filtering Optional filters for volume confirmation, trend alignment, and Fair Value Gaps (FVG) to reduce false signals and improve win rate. Core Features Explained ### 1. Multi-Stage ORB Levels The indicator builds four separate Opening Range levels: ORB 5 - First 5 minutes (fastest signals, most volatile) ORB 15 - First 15 minutes (balanced, most popular) ORB 30 - First 30 minutes (slower, more reliable) ORB 60 - First 60 minutes (slowest, most confirmed) Each level is drawn as a horizontal range on your chart. As time progresses, the ranges expand to include more price action. You can enable or disable any stage and assign custom colors to each. How it works: During the opening minutes, the indicator tracks the highest high and lowest low. Once the time period completes, those levels become your ORB high and low for that stage. ### 2. Breakout Detection When price closes outside the ORB range, a label appears: BREAK UP (green label above price) - Price closed above ORB High BREAK DOWN (red label below price) - Price closed below ORB Low The label shows which ORB stage triggered (ORB5, ORB15, etc.) and the cycle number if tracking multiple breakouts. Important: Signals appear on bar close only - no repainting. What you see is what you get. ### 3. Retest Detection After price breaks out and moves away, if it returns to test the ORB level, a "RETEST" label appears (orange). This indicates: The original breakout level is now acting as support/resistance Potential re-entry opportunity if you missed the first breakout Confirmation that the level is significant The indicator requires price to move a minimum distance away before considering it a valid retest (configurable in settings). ### 4. Failed Breakout Detection If price breaks out but returns inside the ORB range within a few bars (before the breakout is "committed"), the original label changes to "FAILED BREAK" in orange. This warns you: The breakout lacked conviction Consider exiting if already in the trade Wait for better setup Committed Breakout: The indicator tracks how many bars price stays outside the range. Only after staying outside for the minimum number of bars does it become a committed breakout that can be retested. ### 5. TP/SL Lines (Trade Management) When a breakout occurs, colored horizontal lines appear showing: Entry Line (cyan for long, orange for short) - Your entry price (the ORB level) Stop Loss Line (red) - Where to exit if trade goes against you TP1, TP2, TP3 Lines (same color as entry) - Profit targets at 1R, 2R, 3R These lines extend forward as new bars form, making it easy to track your trade. When a target is hit, the line turns green and the label shows a checkmark. Lines freeze (stop updating) when: Stop loss is hit The final enabled take-profit is hit End of trading session (optional setting) ### 6. Position Sizing Dashboard The dashboard (bottom-left corner by default) shows real-time information: Current ORB stage and range size Breakout status (Inside Range / Break Up / Break Down) Volume confirmation (if filter enabled) Trend alignment (if filter enabled) Entry and Stop Loss prices All enabled Take Profit levels with percentages Risk/Reward ratio Position sizing: Max shares to buy and total risk amount Position Sizing Example: If your account is $25,000 and you risk 1% per trade ($250), and the distance from entry to stop loss is $0.50, the calculator shows you can buy 500 shares (250 / 0.50 = 500). ### 7. FVG Filter (Fair Value Gap) Fair Value Gaps are price inefficiencies - gaps left by strong momentum where one candle's high doesn't overlap with a previous candle's low (or vice versa). When enabled, this filter: Detects bullish and bearish FVGs Draws semi-transparent boxes around these gaps Only allows breakout signals if there's an FVG near the breakout level Why this helps: FVGs indicate institutional activity. Breakouts through FVGs tend to be stronger and more reliable. Proximity setting: Controls how close the FVG must be to the ORB level. 2.0x means the breakout can be within 2 times the FVG size - a reasonable default. ### 8. Volume & Trend Filters Volume Filter: Requires current volume to be above average (customizable multiplier). High volume breakouts are more likely to sustain. Set minimum multiplier (e.g., 1.5x = 50% above average) Set "strong volume" multiplier (e.g., 2.5x) that bypasses other filters Dashboard shows current volume ratio Trend Filter: Only shows breakouts aligned with a higher timeframe trend. Choose from: VWAP - Price above/below volume-weighted average EMA - Price above/below exponential moving average SuperTrend - ATR-based trend indicator Combined modes (VWAP+EMA, VWAP+SuperTrend) for stricter filtering ### 9. Pullback Filter (Advanced) Purpose: Waits for price to pull back slightly after initial breakout before confirming the signal. This reduces false breakouts from immediate reversals. How it works: - After breakout is detected, indicator waits for a small pullback (default 2%) - Once pullback occurs AND price breaks out again, signal is confirmed - If no pullback within timeout period (5 bars), signal is issued anyway Settings: Enable Pullback Filter: Turn this filter on/off Pullback %: How much price must pull back (2% is balanced) Timeout (bars): Max bars to wait for pullback (5 is standard) When to use: - Choppy markets with many fake breakouts - When you want higher quality signals - Combine with Volume filter for maximum confirmation Trade-off: - Better signal quality - May miss some valid fast moves - Slight entry delay How to Use This Indicator ### For Beginners - Simple Setup Add the indicator to your chart (5-minute or 15-minute timeframe recommended) Leave all default settings - they work well for most stocks Watch for BREAK UP or BREAK DOWN labels to appear Check the dashboard for entry, stop loss, and targets Use the position sizing to determine how many shares to buy Basic Trading Plan: Wait for a clear breakout label Enter at the ORB level (or next candle open if you're late) Place stop loss where the red line indicates Take profit at TP1 (50% of position) and TP2 (remaining 50%) ### For Advanced Traders - Customized Setup Choose which ORB stages to track (you might only want ORB15 and ORB30) Enable filters: Volume (stocks) or Trend (trending markets) Enable FVG filter for institutional confirmation Set "Track Cycles" mode to catch retests and re-breakouts Customize stop loss method (ATR for volatile stocks, ORB% for stable ones) Adjust risk per trade and account size for accurate position sizing Advanced Strategy Example: Enable ORB15 only (disable others for cleaner chart) Turn on Volume filter at 1.5x with Strong at 2.5x Enable Trend filter using VWAP Set Signal Mode to "Track Cycles" with Max 3 cycles Wait for aligned breakouts (Volume + Trend + Direction) Enter on retest if you missed the initial break ### Timeframe Recommendations 5-minute chart: Scalping, very active trading, crypto 15-minute chart: Day trading, balanced approach (most popular) 30-minute chart: Swing entries, less screen time 60-minute chart: Position trading, longer holds The indicator works on any intraday timeframe, but ORB is fundamentally a day trading strategy. Daily charts don't make sense for ORB. DEFAULT CONFIGURATION ON by Default: • All 4 ORB stages (5/15/30/60) • Breakout Detection • Retest Labels • All TP levels (1/1.5/2/3) • TP/SL Lines (Detailed mode) • Dashboard (Bottom Left, Dark theme) • Position Size Calculator OFF by Default (Optional Filters): • FVG Filter • Pullback Filter • Volume Filter • Trend Filter • HTF Bias Check • Alerts Recommended for Beginners: • Leave all defaults • Session Mode: Auto-Detect • Signal Mode: Track Cycles • Stop Method: ATR • Add Volume Filter if trading stocks Recommended for Advanced: • Enable ORB15 + ORB30 only (disable 5 & 60) • Enable: Volume + Trend + FVG • Signal Mode: Track Cycles, Max 3 • Stop Method: ATR or Safer • Enable HTF Daily bias check ## Settings Guide The settings are organized into logical groups. Here's what each section controls: ### ORB COLORS Section Show Edge Labels: Display "ORB 5", "ORB 15" labels at the right edge of the levels Background: Fill the area between ORB high/low with color Transparency: How see-through the background is (95% is nearly invisible) Enable ORB 5/15/30/60: Turn each stage on or off individually Colors: Assign colors to each ORB stage for easy identification ### SESSION SETTINGS Section Session Mode: Choose trading session (Auto-Detect works for most instruments) Custom Session Hours: Define your own hours if needed (format: HHMM-HHMM) Auto-Detect uses the instrument's natural hours (stocks use exchange hours, crypto uses 24/7). ### BREAKOUT DETECTION Section Enable Breakout Detection: Master switch for signals Show Retest Labels: Display retest signals Label Size: Visual size for all labels (Small recommended) Enable FVG Filter: Require Fair Value Gap confirmation Show FVG Boxes: Display the gap boxes on chart Signal Mode: "First Only" = one signal per direction per day, "Track Cycles" = multiple signals Max Cycles: How many breakout-retest cycles to track (6 is balanced) Breakout Buffer: Extra distance required beyond ORB level (0.1-0.2% recommended) Min Distance for Retest: How far price must move away before retest is valid (2% recommended) Min Bars Outside ORB: Bars price must stay outside for committed breakout (2 is balanced) ### TARGETS & RISK Section Enable Targets & Stop-Loss: Calculate and show trade management TP1/TP2/TP3 checkboxes: Select which profit targets to display Stop Method: How to calculate stop loss placement - ATR: Based on volatility (best for most cases) - ORB %: Fixed % of ORB range - Swing: Recent swing high/low - Safer: Widest of all methods ATR Length & Multiplier: Controls ATR stop distance (14 period, 1.5x is standard) ORB Stop %: Percentage beyond ORB for stop (20% is balanced) Swing Bars: Lookback period for swing high/low (3 is recent) ### TP/SL LINES Section Show TP/SL Lines: Display horizontal lines on chart Label Format: "Short" = minimal text, "Detailed" = shows prices Freeze Lines at EOD: Stop extending lines at session close ### DASHBOARD Section Show Info Panel: Display the metrics dashboard Theme: Dark or Light colors Position: Where to place dashboard on chart Toggle rows: Show/hide specific information rows Calculate Position Size: Enable the position sizing calculator Risk Mode: Risk fixed $ amount or % of account Account Size: Your total trading capital Risk %: Percentage to risk per trade (0.5-1% recommended) ### VOLUME FILTER Section Enable Volume Filter: Require volume confirmation MA Length: Average period (20 is standard) Min Volume: Required multiplier (1.5x = 50% above average) Strong Volume: Multiplier that bypasses other filters (2.5x) ### TREND FILTER Section Enable Trend Filter: Require trend alignment Trend Mode: Method to determine trend (VWAP is simple and effective) Custom EMA Length: If using EMA mode (50 for swing, 20 for day trading) SuperTrend settings: Period and Multiplier if using SuperTrend mode ### HIGHER TIMEFRAME Section Check Daily Trend: Display higher timeframe bias in dashboard Timeframe: What TF to check (D = daily, recommended) Method: Price vs MA (stable) or Candle Direction (reactive) MA Period: EMA length for Price vs MA method (20 is balanced) Min Strength %: Minimum strength threshold for HTF bias to be considered - For "Price vs MA": Minimum distance (%) from moving average - For "Candle Direction": Minimum candle body size (%) - 0.5% is balanced - increase for stricter filtering - Lower values = more signals, higher values = only strong trends ### ALERTS Section Enable Alerts: Master switch (must be ON to use any alerts) Breakout Alerts: Notify on ORB breakouts Retest Alerts: Notify when price retests after breakout Failed Break Alerts: Notify on failed breakouts Stage Complete Alerts: Notify when each ORB stage finishes forming After enabling desired alert types, click "Create Alert" button, select this indicator, choose "Any alert() function call". ## Tips & Best Practices ### General Trading Tips ORB works best on liquid instruments (stocks with good volume, major crypto pairs) First hour of the session is most important - that's when ORB is forming Breakouts WITH the trend have higher success rates - use the trend filter Failed breakouts are common - use the "Min Bars Outside" setting to filter weak moves Not every day produces good ORB setups - be patient and selective ### Position Sizing Best Practices Never risk more than 1-2% of your account on a single trade Use the built-in calculator - don't guess your position size Update your account size monthly as it grows Smaller accounts: use $ Amount mode for simplicity Larger accounts: use % of Account mode for scaling ### Take Profit Strategy Most traders use: 50% at TP1, 50% at TP2 Aggressive: Hold through TP1 for TP2 or TP3 Conservative: Full exit at TP1 (1:1 risk/reward) After TP1 hits, consider moving stop to breakeven TP3 rarely hits - only on strong trending days ### Filter Combinations Maximum Quality: Volume + Trend + FVG (fewest signals, highest quality) Balanced: Volume + Trend (good quality, reasonable frequency) Active Trading: No filters or Volume only (many signals, lower quality) Trending Markets: Trend filter essential (indices, crypto) Range-Bound: Volume + FVG (avoid trend filter) ### Common Mistakes to Avoid Chasing breakouts - wait for the bar to close, don't FOMO into wicks Ignoring the stop loss - always use it, move it manually if needed Over-leveraging - the calculator shows MAX shares, you can buy less Trading every signal - quality > quantity, use filters Not tracking results - keep a journal to see what works for YOU ## Pros and Cons ### Advantages Complete all-in-one solution - from signal to position sizing Multiple timeframes tracked simultaneously Visual clarity - easy to see what's happening Cycle tracking catches opportunities others miss Built-in risk management eliminates guesswork Customizable filters for different trading styles No repainting - what you see is locked in Works across multiple markets (stocks, forex, crypto) ### Limitations Intraday strategy only - doesn't work on daily charts Requires active monitoring during first 1-2 hours of session Not suitable for after-hours or extended sessions by default Can produce many signals in choppy markets (use filters) Dashboard can be overwhelming for complete beginners Performance depends on market conditions (trends vs ranges) Requires understanding of risk management concepts ### Best For Day traders who can watch the first 1-2 hours of market open Traders who want systematic entry/exit rules Those learning proper position sizing and risk management Active traders comfortable with multiple signals per day Anyone trading liquid instruments with clear sessions ### Not Ideal For Swing traders holding multi-day positions Set-and-forget / passive investors Traders who can't watch market open Complete beginners unfamiliar with trading concepts Low volume / illiquid instruments ## Frequently Asked Questions Q: Why are no signals appearing? A: Check that you're on an intraday timeframe (5min, 15min, etc.) and that the current time is within your session hours. Also verify that "Enable Breakout Detection" is ON and at least one ORB stage is enabled. If using filters, they might be blocking signals - try disabling them temporarily. Q: What's the best ORB stage to use? A: ORB15 (15 minutes) is most popular and balanced. ORB5 gives faster signals but more noise. ORB30 and ORB60 are slower but more reliable. Many traders use ORB15 + ORB30 together. Q: Should I enable all the filters? A: Start with no filters to see all signals. If too many false signals, add Volume filter first (stocks) or Trend filter (trending markets). FVG filter is most restrictive - use for maximum quality but fewer signals. Q: How do I know which stop loss method to use? A: ATR works for most cases - it adapts to volatility. Use ORB% if you want predictable stop placement. Swing is for respecting chart structure. Safer gives you the most room but largest risk. Q: Can I use this for swing trading? A: Not really - ORB is fundamentally an intraday strategy. The ranges reset each day. For swing trading, look at weekly support/resistance or moving averages instead. Q: Why do TP/SL lines disappear sometimes? A: Lines freeze (stop extending) when: stop loss is hit, the last enabled take-profit is hit, or end of session arrives (if "Freeze at EOD" is enabled). This is intentional - the trade is complete. Q: What's the difference between "First Only" and "Track Cycles"? A: "First Only" shows one breakout UP and one DOWN per day maximum - clean but might miss opportunities. "Track Cycles" shows breakout-retest-rebreak sequences - more signals but busier chart. Q: Is position sizing accurate for options/forex? A: The calculator is designed for shares (stocks). For options, ignore the share count and use the risk amount. For forex, you'll need to adapt the lot size calculation manually. Q: How much capital do I need to use this? A: The indicator works for any account size, but practical day trading typically requires $25,000 in the US due to Pattern Day Trader rules. Adjust the "Account Size" setting to match your capital. Q: Can I backtest this strategy? A: This is an indicator, not a strategy script, so it doesn't have built-in backtesting. You can visually review historical signals or code a strategy script using similar logic. Q: Why does the dashboard show different entry price than the breakout label? A: If you're looking at an old breakout, the ORB levels may have changed when the next stage completed. The dashboard always shows the CURRENT active range and trade setup. Q: What's a good win rate to expect? A: ORB strategies typically see 40-60% win rate depending on market conditions and filters used. The strategy relies on positive risk/reward ratios (2:1 or better) to be profitable even with moderate win rates. Q: Does this work on crypto? A: Yes, but crypto trades 24/7 so you need to define what "session start" means. Use Session Mode = Custom and set your preferred daily reset time (e.g., 0000-2359 UTC). ## Credits & Transparency ### Development This indicator was developed with the assistance of AI technology to implement complex ORB trading logic. The strategy concept, feature specifications, and trading logic were designed by the publisher. The implementation leverages modern development tools to ensure: Clean, efficient, and maintainable code Comprehensive error handling and input validation Detailed documentation and user guidance Performance optimization ### Trading Concepts This indicator implements several public domain trading concepts: Opening Range Breakout (ORB): Trading strategy popularized by Toby Crabel, Mark Fisher and many more talanted traders. Fair Value Gap (FVG): Price imbalance concept from ICT methodology SuperTrend: ATR-based trend indicator using public formula Risk/Reward Ratio: Standard risk management principle All mathematical formulas and technical concepts used are in the public domain. ### Pine Script Uses standard TradingView built-in functions: ta.ema(), ta.atr(), ta.vwap(), ta.highest(), ta.lowest(), request.security() No external libraries or proprietary code from other authors. ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Past performance shown in examples is not indicative of future results. The indicator provides signals and calculations, but trading decisions are solely your responsibility. Always: Test strategies on paper before using real money Never risk more than you can afford to lose Understand that all trading involves risk Consider seeking advice from a licensed financial advisor The publisher makes no guarantees regarding accuracy, profitability, or performance. Use at your own risk. --- Version: 3.0 Pine Script Version: v6 Last Updated: October 2024 For support, questions, or suggestions, please comment below or send a private message. --- Happy trading, and remember: consistent risk management beats perfect entry timing every time.
Pine Script® Indikator
von orenluxy
45
iFVG Strategie by Futures.RobbyiFVG Strategy Checklist by Futures.Robby Updated: October 27, 2025 Description This script is a manual checklist designed to help traders evaluate their setups based on the iFVG (Fair Value Gap) strategy. It serves solely as a visual aid and does not perform automatic analysis, signal generation, or trade execution. How It Works The script creates an interactive checklist directly on the chart. Traders manually select which criteria are met, and the script calculates a percentage score, displaying it with color coding: Green (≥ 60%): Good fulfillment of criteria Orange (40–59%): Partial fulfillment Red (< 40%): Poor fulfillment Checklist Criteria The checklist is divided into two main sections: 1. Trade Criteria (8 Points) Eight manually selectable criteria to assess setup quality: Trade im Bias → Trade in Bias: Trade follows the higher timeframe trend (H1/H4/Daily). BE Level → BE Level: Swing point between entry and target. Sweep → Sweep: Price hits a key swing before reversing. Displacement → Displacement: iFVG broken by strong candles. Leg FVG geschlossen → Leg FVG Closed: No open m1 to m5 FVGs to target. FVG Reaktion → FVG Reaction: Reaction at FVG during sweep (HTF). FVG Größe → FVG Size: 6 to 10 points. Anzahl Kerzen → Number of Candles: Maximum of 6 candles. 2. Goals (1 Point) Six optional goal conditions, counted together as 1 point: Equal H / L → Equal High/Low Session H / L → Session High/Low News H / L → News High/Low HTF Swing Point → HTF Swing Point HTF OB → HTF Order Block HTF FVG → HTF FVG Settings and Customization The script’s settings are translated as follows: Group: Trade Criteria Trade im Bias → Trade in Bias Tooltip: Trendrichtung folgt HTF (H1/H4/Täglich) – Trend follows HTF direction BE Level → BE Level Tooltip: Swingpunkt zwischen Einstieg und Ziel – Swing point between entry and target Sweep → Sweep Tooltip: Kurs erreicht markanten Swing – Price hits key swing before inverse Displacement → Displacement Tooltip: iFVG durch starke Kerzen gebrochen – iFVG broken by strong candles Leg FVG geschlossen → Leg FVG Closed Tooltip: Keine offenen m1 bis m5 FVGs bis Ziel – No open m1 to m5 FVGs to target FVG Reaktion → FVG Reaction Tooltip: Reaktion an FVG beim Sweep (HTF) – Reaction at FVG during sweep (HTF) FVG Größe → FVG Size Tooltip: 6 bis 10 Punkte – 6 to 10 points Anzahl Kerzen → Number of Candles Tooltip: Maximal 6 Kerzen – Maximum of 6 candles Group: Goals Equal H / L → Equal High/Low Session H / L → Session High/Low News H / L → News High/Low HTF Swing Point → HTF Swing Point HTF OB → HTF Order Block HTF FVG → HTF FVG ℹ️ Ziele zählen gemeinsam als 1 Punkt → ℹ️ Goals count together as 1 point Window Position & Size Fensterposition → Window Position oben rechts → top right oben links → top left unten rechts → bottom right unten links → bottom left Tabellengröße → Table Size normal → normal small → small tiny → tiny Translation of Chart Table Contents The table headers and entries on the chart are translated as follows: Table Headers: Trade Checkliste → Trade Checklist Ziele → Goals Status Symbols: ✅ → ✅ (Fulfilled) ❌ → ❌ (Not fulfilled) Individual Criteria (Trade Criteria): Trade im Bias → Trade in Bias BE Level → BE Level Sweep → Sweep Displacement → Displacement Leg FVG geschlossen → Leg FVG Closed FVG Reaktion → FVG Reaction FVG Größe → FVG Size Anzahl Kerzen → Number of Candles Individual Criteria (Goals): Equal H / L → Equal High/Low Session H / L → Session High/Low News H / L → News High/Low HTF Swing Point → HTF Swing Point HTF OB → HTF Order Block HTF FVG → HTF FVG Note Line: Ziele zählen gemeinsam als 1 Punkt → Goals count together as 1 point Important Note This tool is not an automated indicator, but a visual decision aid for traders who want to apply their strategy in a structured and conscious way.
Pine Script® Indikator
von kp_eu_de
Ehlers Ultrasmooth Filter (USF)# USF: Ultrasmooth Filter ## Overview and Purpose The Ultrasmooth Filter (USF) is an advanced signal processing tool that represents the pinnacle of noise reduction technology for financial time series. Developed by John Ehlers, this filter implements a complex algorithm that provides exceptional smoothing capabilities while minimizing the lag typically associated with heavy filtering. USF builds upon the Super Smooth Filter (SSF) with enhanced noise suppression characteristics, making it particularly valuable for identifying clear trends in extremely noisy market conditions where even traditional smoothing techniques struggle to produce clean signals. ## Core Concepts * **Maximum noise suppression:** Provides the highest level of noise reduction among Ehlers' filter designs * **Optimized coefficient structure:** Uses carefully designed mathematical relationships to achieve superior filtering performance * **Market application:** Particularly effective for long-term trend identification and minimizing false signals in highly volatile market conditions The core innovation of USF is its second-order filter structure with optimized coefficients that create an exceptionally smooth frequency response. By careful mathematical design, USF achieves near-optimal noise suppression characteristics while minimizing the lag and waveform distortion that typically accompany such heavy filtering. This makes it especially valuable for identifying major market trends amid significant short-term volatility. ## Common Settings and Parameters | Parameter | Default | Function | When to Adjust | |-----------|---------|----------|---------------| | Length | 20 | Controls the cutoff period | Increase for smoother signals, decrease for more responsiveness | | Source | close | Price data used for calculation | Consider using hlc3 for a more balanced price representation | **Pro Tip:** USF is ideal for defining major market trends - try using it with a length of 40-60 on daily charts to identify dominant market direction and ignoring shorter-term noise completely. ## Calculation and Mathematical Foundation **Simplified explanation:** The Ultrasmooth Filter creates an extremely clean price representation by combining current and past price data with previous filter outputs using precisely calculated mathematical relationships. This creates a highly effective "averaging" process that removes virtually all market noise while still maintaining the essential trend information. **Technical formula:** USF = (1-c1)X + (2c1-c2)X₁ - (c1+c3)X₂ + c2×USF₁ + c3×USF₂ Where coefficients are calculated as: - a1 = exp(-1.414π/length) - b1 = 2a1 × cos(1.414 × 180/length) - c1 = (1 + c2 - c3)/4 - c2 = b1 - c3 = -a1² > 🔍 **Technical Note:** The filter combines both feed-forward (X terms) and feedback (USF terms) components in a second-order structure, creating a response with exceptional roll-off characteristics and minimal passband ripple. ## Interpretation Details The Ultrasmooth Filter can be used in various trading strategies: * **Major trend identification:** The direction of USF indicates the dominant market trend with minimal noise interference * **Signal generation:** Crossovers between price and USF generate high-reliability trade signals with minimal false positives * **Support/resistance levels:** USF can act as strong dynamic support during uptrends and resistance during downtrends * **Market regime identification:** The slope of USF helps identify whether markets are in trending or consolidation phases * **Multiple timeframe analysis:** Using USF across different chart timeframes creates a cohesive picture of nested trend structures ## Limitations and Considerations * **Significant lag:** The extreme smoothing comes with increased lag compared to lighter filters * **Initialization period:** Requires more bars than simpler filters to stabilize at the start of data * **Less suitable for short-term trading:** Generally too slow-responding for short-term strategies * **Parameter sensitivity:** Performance depends on appropriate length selection for the timeframe * **Complementary tools:** Best used alongside faster-responding indicators for timing signals ## References * Ehlers, J.F. "Cycle Analytics for Traders," Wiley, 2013 * Ehlers, J.F. "Rocket Science for Traders," Wiley, 2001
Pine Script® Indikator
von mihakralj
Ehlers Even Better Sinewave (EBSW)# EBSW: Ehlers Even Better Sinewave ## Overview and Purpose The Ehlers Even Better Sinewave (EBSW) indicator, developed by John Ehlers, is an advanced cycle analysis tool. This implementation is based on a common interpretation that uses a cascade of filters: first, a High-Pass Filter (HPF) to detrend price data, followed by a Super Smoother Filter (SSF) to isolate the dominant cycle. The resulting filtered wave is then normalized using an Automatic Gain Control (AGC) mechanism, producing a bounded oscillator that fluctuates between approximately +1 and -1. It aims to provide a clear and responsive measure of market cycles. ## Core Concepts * **Detrending (High-Pass Filter):** A 1-pole High-Pass Filter removes the longer-term trend component from the price data, allowing the indicator to focus on cyclical movements. * **Cycle Smoothing (Super Smoother Filter):** Ehlers' Super Smoother Filter is applied to the detrended data to further refine the cycle component, offering effective smoothing with relatively low lag. * **Wave Generation:** The output of the SSF is averaged over a short period (typically 3 bars) to create the primary "wave". * **Automatic Gain Control (AGC):** The wave's amplitude is normalized by dividing it by the square root of its recent power (average of squared values). This keeps the oscillator bounded and responsive to changes in volatility. * **Normalized Oscillator:** The final output is a single sinewave-like oscillator. ## Common Settings and Parameters | Parameter | Default | Function | When to Adjust | | ----------- | ------- | --------------------------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------- | | Source | close | Price data used for calculation. | Typically `close`, but `hlc3` or `ohlc4` can be used for a more comprehensive price representation. | | HP Length | 40 | Lookback period for the 1-pole High-Pass Filter used for detrending. | Shorter periods make the filter more responsive to shorter cycles; longer periods focus on longer-term cycles. Adjust based on observed cycle characteristics. | | SSF Length | 10 | Lookback period for the Super Smoother Filter used for smoothing the detrended cycle component. | Shorter periods result in a more responsive (but potentially noisier) wave; longer periods provide more smoothing. | **Pro Tip:** The `HP Length` and `SSF Length` parameters should be tuned based on the typical cycle lengths observed in the market and the desired responsiveness of the indicator. ## Calculation and Mathematical Foundation **Simplified explanation:** 1. Remove the trend from the price data using a 1-pole High-Pass Filter. 2. Smooth the detrended data using a Super Smoother Filter to get a clean cycle component. 3. Average the output of the Super Smoother Filter over the last 3 bars to create a "Wave". 4. Calculate the average "Power" of the Super Smoother Filter output over the last 3 bars. 5. Normalize the "Wave" by dividing it by the square root of the "Power" to get the final EBSW value. **Technical formula (conceptual):** 1. **High-Pass Filter (HPF - 1-pole):** `angle_hp = 2 * PI / hpLength` `alpha1_hp = (1 - sin(angle_hp)) / cos(angle_hp)` `HP = (0.5 * (1 + alpha1_hp) * (src - src )) + alpha1_hp * HP ` 2. **Super Smoother Filter (SSF):** `angle_ssf = sqrt(2) * PI / ssfLength` `alpha2_ssf = exp(-angle_ssf)` `beta_ssf = 2 * alpha2_ssf * cos(angle_ssf)` `c2 = beta_ssf` `c3 = -alpha2_ssf^2` `c1 = 1 - c2 - c3` `Filt = c1 * (HP + HP )/2 + c2*Filt + c3*Filt ` 3. **Wave Generation:** `WaveVal = (Filt + Filt + Filt ) / 3` 4. **Power & Automatic Gain Control (AGC):** `Pwr = (Filt^2 + Filt ^2 + Filt ^2) / 3` `EBSW_SineWave = WaveVal / sqrt(Pwr)` (with check for Pwr == 0) > 🔍 **Technical Note:** The combination of HPF and SSF creates a form of band-pass filter. The AGC mechanism ensures the output remains scaled, typically between -1 and +1, making it behave like a normalized oscillator. ## Interpretation Details * **Cycle Identification:** The EBSW wave shows the current phase and strength of the dominant market cycle as filtered by the indicator. Peaks suggest cycle tops, and troughs suggest cycle bottoms. * **Trend Reversals/Momentum Shifts:** When the EBSW wave crosses the zero line, it can indicate a potential shift in the short-term cyclical momentum. * Crossing up through zero: Potential start of a bullish cyclical phase. * Crossing down through zero: Potential start of a bearish cyclical phase. * **Overbought/Oversold Levels:** While normalized, traders often establish subjective or statistically derived overbought/oversold levels (e.g., +0.85 and -0.85, or other values like +0.7, +0.9). * Reaching above the overbought level and turning down may signal a potential cyclical peak. * Falling below the oversold level and turning up may signal a potential cyclical trough. ## Limitations and Considerations * **Parameter Sensitivity:** The indicator's performance depends on tuning `hpLength` and `ssfLength` to prevailing market conditions. * **Non-Stationary Markets:** In strongly trending markets with weak cyclical components, or in very choppy non-cyclical conditions, the EBSW may produce less reliable signals. * **Lag:** All filtering introduces some lag. The Super Smoother Filter is designed to minimize this for its degree of smoothing, but lag is still present. * **Whipsaws:** Rapid oscillations around the zero line can occur in volatile or directionless markets. * **Requires Confirmation:** Signals from EBSW are often best confirmed with other forms of technical analysis (e.g., price action, volume, other non-correlated indicators). ## References * Ehlers, J. F. (2002). *Rocket Science for Traders: Digital Signal Processing Applications*. John Wiley & Sons. * Ehlers, J. F. (2013). *Cycle Analytics for Traders: Advanced Technical Trading Concepts*. John Wiley & Sons.
Pine Script® Indikator
von mihakralj
Ehlers Phasor Analysis (PHASOR)# PHASOR: Phasor Analysis (Ehlers) ## Overview and Purpose The Phasor Analysis indicator, developed by John Ehlers, represents an advanced cycle analysis tool that identifies the phase of the dominant cycle component in a time series through complex signal processing techniques. This sophisticated indicator uses correlation-based methods to determine the real and imaginary components of the signal, converting them to a continuous phase angle that reveals market cycle progression. Unlike traditional oscillators, the Phasor provides unwrapped phase measurements that accumulate continuously, offering unique insights into market timing and cycle behavior. ## Core Concepts * **Complex Signal Analysis** — Uses real and imaginary components to determine cycle phase * **Correlation-Based Detection** — Employs Ehlers' correlation method for robust phase estimation * **Unwrapped Phase Tracking** — Provides continuous phase accumulation without discontinuities * **Anti-Regression Logic** — Prevents phase angle from moving backward under specific conditions Market Applications: * **Cycle Timing** — Precise identification of cycle peaks and troughs * **Market Regime Analysis** — Distinguishes between trending and cycling market conditions * **Turning Point Detection** — Advanced warning system for potential market reversals ## Common Settings and Parameters | Parameter | Default | Function | When to Adjust | |-----------|---------|----------|----------------| | Period | 28 | Fixed cycle period for correlation analysis | Match to expected dominant cycle length | | Source | Close | Price series for phase calculation | Use typical price or other smoothed series | | Show Derived Period | false | Display calculated period from phase rate | Enable for adaptive period analysis | | Show Trend State | false | Display trend/cycle state variable | Enable for regime identification | ## Calculation and Mathematical Foundation **Technical Formula:** **Stage 1: Correlation Analysis** For period $n$ and source $x_t$: Real component correlation with cosine wave: $$R = \frac{n \sum x_t \cos\left(\frac{2\pi t}{n}\right) - \sum x_t \sum \cos\left(\frac{2\pi t}{n}\right)}{\sqrt{D_{cos}}}$$ Imaginary component correlation with negative sine wave: $$I = \frac{n \sum x_t \left(-\sin\left(\frac{2\pi t}{n}\right)\right) - \sum x_t \sum \left(-\sin\left(\frac{2\pi t}{n}\right)\right)}{\sqrt{D_{sin}}}$$ where $D_{cos}$ and $D_{sin}$ are normalization denominators. **Stage 2: Phase Angle Conversion** $$\theta_{raw} = \begin{cases} 90° - \arctan\left(\frac{I}{R}\right) \cdot \frac{180°}{\pi} & \text{if } R \neq 0 \\ 0° & \text{if } R = 0, I > 0 \\ 180° & \text{if } R = 0, I \leq 0 \end{cases}$$ **Stage 3: Phase Unwrapping** $$\theta_{unwrapped}(t) = \theta_{unwrapped}(t-1) + \Delta\theta$$ where $\Delta\theta$ is the normalized phase difference. **Stage 4: Ehlers' Anti-Regression Condition** $$\theta_{final}(t) = \begin{cases} \theta_{final}(t-1) & \text{if regression conditions met} \\ \theta_{unwrapped}(t) & \text{otherwise} \end{cases}$$ **Derived Calculations:** Derived Period: $P_{derived} = \frac{360°}{\Delta\theta_{final}}$ (clamped to ) Trend State: $$S_{trend} = \begin{cases} 1 & \text{if } \Delta\theta \leq 6° \text{ and } |\theta| \geq 90° \\ -1 & \text{if } \Delta\theta \leq 6° \text{ and } |\theta| < 90° \\ 0 & \text{if } \Delta\theta > 6° \end{cases}$$ > 🔍 **Technical Note:** The correlation-based approach provides robust phase estimation even in noisy market conditions, while the unwrapping mechanism ensures continuous phase tracking across cycle boundaries. ## Interpretation Details * **Phasor Angle (Primary Output):** - **+90°**: Potential cycle peak region - **0°**: Mid-cycle ascending phase - **-90°**: Potential cycle trough region - **±180°**: Mid-cycle descending phase * **Phase Progression:** - Continuous upward movement → Normal cycle progression - Phase stalling → Potential cycle extension or trend development - Rapid phase changes → Cycle compression or volatility spike * **Derived Period Analysis:** - Period < 10 → High-frequency cycle dominance - Period 15-40 → Typical swing trading cycles - Period > 50 → Trending market conditions * **Trend State Variable:** - **+1**: Long trend conditions (slow phase change in extreme zones) - **-1**: Short trend or consolidation (slow phase change in neutral zones) - **0**: Active cycling (normal phase change rate) ## Applications * **Cycle-Based Trading:** - Enter long positions near -90° crossings (cycle troughs) - Enter short positions near +90° crossings (cycle peaks) - Exit positions during mid-cycle phases (0°, ±180°) * **Market Timing:** - Use phase acceleration for early trend detection - Monitor derived period for cycle length changes - Combine with trend state for regime-appropriate strategies * **Risk Management:** - Adjust position sizes based on cycle clarity (derived period stability) - Implement different risk parameters for trending vs. cycling regimes - Use phase velocity for stop-loss placement timing ## Limitations and Considerations * **Parameter Sensitivity:** - Fixed period assumption may not match actual market cycles - Requires cycle period optimization for different markets and timeframes - Performance degrades when multiple cycles interfere * **Computational Complexity:** - Correlation calculations over full period windows - Multiple mathematical transformations increase processing requirements - Real-time implementation requires efficient algorithms * **Market Conditions:** - Most effective in markets with clear cyclical behavior - May provide false signals during strong trending periods - Requires sufficient historical data for correlation analysis Complementary Indicators: * MESA Adaptive Moving Average (cycle-based smoothing) * Dominant Cycle Period indicators * Detrended Price Oscillator (cycle identification) ## References 1. Ehlers, J.F. "Cycle Analytics for Traders." Wiley, 2013. 2. Ehlers, J.F. "Cybernetic Analysis for Stocks and Futures." Wiley, 2004.
Pine Script® Indikator
von mihakralj
Reactive Curvature Smoother Moving Average IndicatorSummary in one paragraph RCS MA is a reactive curvature smoother for any liquid instrument on intraday through swing timeframes. It helps you act only when context strengthens by adapting its window length with a normalized path energy score and by smoothing with robust residual weights over a quadratic fit, then optionally blending a capped one step forecast. Add it to a clean chart and watch the single colored line. Shapes can shift while a bar forms and settle on close. For conservative use, judge on bar close. Scope and intent • Markets: major FX pairs, index futures, large cap equities, liquid crypto • Timeframes: one minute to daily • Purpose: reduce lag in trends while resisting chop and outliers • Limits: indicator only, no orders Originality and usefulness • Novelty: adaptive window selection by minimizing normalized path energy with directionality bias, plus Huber weighted residuals and curvature aware penalty, finished with a mintick capped forecast blend • Failure modes addressed: whipsaws from fixed length MAs and outlier spikes that pull means • Testable: Inputs expose all components and optional diagnostics show chosen length, directionality, and energy • Portable yardstick: forecast cap uses mintick to stay symbol aware Method overview in plain language Base measures • Range span of the tested window and a path energy defined as the sum of squared price increments, normalized by span Components Adaptive window chooser: scans L between Min and Max using an energy over trend score and picks the lowest score Robust smoother: fits a quadratic to the last L bars, computes residuals, applies Huber weights and an exponential residual penalty scaled down when curvature is high Forecast blend: projects one step ahead from the quadratic, caps displacement by a multiple of mintick, blends by user weight Fusion rule • Final line equals robust mean plus optional capped forecast blend Signal rule • Visual bias only: color turns lime when close is above the line, red otherwise What you will see on the chart • One colored line that tightens in trends and relaxes in chop • Optional debug overlays for core value, chosen L, directionality, and energy • Optional last bar label with L, directionality, and energy • Reminder: drawings can move intrabar and settle on close Inputs with guidance Setup • Source: price series to smooth Logic • Min window l_min. Typical 5 to 21. Higher increases stability, adds lag • Max window l_max. Typical 40 to 128. Higher reduces noise, adds lag ceiling • Length step grid_step. Typical 1 to 8. Smaller is finer and heavier • Trend bias trend_bias. Typical 0.50 to 0.80. Higher favors trend persistence • Residual penalty lambda_base. Typical 0.8 to 2.0. Higher downweights large residuals more • Huber threshold huber_k. Typical 1.5 to 3.0. Higher admits more outliers • Curvature guard curv_guard. Typical 0.3 to 1.0. Higher reduces influence when curve is tight • Forecast blend lead_blend. 0 disables. Typical 0.10 to 0.40 • Forecast cap lead_limit. Typical 1 to 5 minticks • Show chosen L and metrics show_debug. Diagnostics toggle Optional: enable diagnostics to see length, direction, and energy Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while bars are open and settle on close • Use on standard candles for analysis and combine with your own risk process Honest limitations and failure modes • Very quiet regimes can reduce energy contrast, length selection may hover near the bounds • Gap heavy symbols can disrupt quadratic fit on the window edges • Excessive forecast blend may look anticipatory; use low values and the cap
Pine Script® Indikator
von exlux
DayFlow VWAP Relay Forex Majors StrategySummary in one paragraph DayFlow VWAP Relay is a day-trading strategy for major FX pairs on intraday timeframes, demonstrated on EURUSD 15 minutes. It waits for alignment between a daily anchored VWAP regime check, residual percentiles, and lower-timeframe micro flow before suggesting trades. The originality is the fusion of daily VWAP residual percentiles with a live micro-flow score from 1 minute data to switch between fade and breakout behavior inside the same session. Add it to a clean chart and use the markers and alerts. Scope and intent • Markets: Major FX pairs such as EURUSD, GBPUSD, USDJPY, AUDUSD, USDCHF, USDCAD • Timeframes: One minute to one hour • Default demo in this publication: EURUSD on 15 minutes • Purpose: Reduce false starts by acting only when context, location and micro flow agree • Limits: This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Core novelty: Residual percentiles to daily anchored VWAP decide “balanced versus expanding day”. A separate 1 minute micro-flow score confirms direction, so the same model fades extremes in balance and rides range breaks in expansion • Failure modes addressed: Chop fakeouts and unconfirmed breakouts are filtered by the expansion gate and micro-flow threshold • Testability: Every input is exposed. Bands, background regime color, and markers show why a suggestion appears • Portable yardstick: Stops and targets are ATR multiples converted to ticks, which transfer across symbols • Open source status: No reused third-party code that requires attribution Method overview in plain language The day is anchored with a VWAP that updates from the daily session start. Price minus VWAP is the residual. Percentiles of that residual measured over a rolling window define location extremes for the current day. A regime score compares residual volatility to price volatility. When expansion is low, the day is treated as balanced and the model fades residual extremes if 1 minute micro flow points back to VWAP. When expansion is high, the model trades breakouts outside the VWAP bands if slope and micro flow agree with the move. Base measures • Range basis: True Range smoothed by ATR for stops and targets, length 14 • Return basis: Not required for signals; residuals are absolute price distance to VWAP Components • Daily Anchor VWAP Bands. VWAP with standard-deviation bands. Slope sign is used for trend confirmation on breakouts • Residual Percentiles. Rolling percentiles of close minus VWAP over Signal length. Identify location extremes inside the day • Expansion Ratio. Standard deviation of residuals divided by standard deviation of price over Signal length. Classifies balanced versus expanding day • Micro Flow. Net up minus down closes from 1 minute data across a short span, normalized to −1..+1. Confirms direction and avoids fades against pressure • Session Window optional. Restricts trading to your configured hours to avoid thin periods • Cooldown optional. Bars to wait after a position closes to prevent immediate re-entry Fusion rule Gating rather than weighting. First choose regime by Expansion Ratio versus the Expansion gate. Inside each regime all listed conditions must be true: location test plus micro-flow threshold plus session window plus cooldown. Breakouts also require VWAP slope alignment. Signal rule • Long suggestion on balanced day: residual at or below the lower percentile and micro flow positive above the gate while inside session and cooldown is satisfied • Short suggestion on balanced day: residual at or above the upper percentile and micro flow negative below the gate while inside session and cooldown is satisfied • Long suggestion on expanding day: close above the upper VWAP band, VWAP slope positive, micro flow positive, session and cooldown satisfied • Short suggestion on expanding day: close below the lower VWAP band, VWAP slope negative, micro flow negative, session and cooldown satisfied • Positions flip on opposite suggestions or exit by brackets What you will see on the chart • Markers on suggestion bars: L for long, S for short • Exit occurs on reverse signal or when a bracket order is filled • Reference lines: daily anchored VWAP with upper and lower bands • Optional background: teal for balanced day, orange for expanding day Inputs with guidance Setup • Signal length. Residual and regime window. Typical 40 to 100. Higher smooths, lower reacts faster Micro Flow • Micro TF. Lower timeframe used for micro flow, default 1 minute • Micro span bars. Count of lower-TF bars. Typical 5 to 20 • Micro flow gate 0..1. Minimum absolute flow. Raising it demands stronger confirmation and reduces trade count VWAP Bands • VWAP stdev multiplier. Band width. Typical 0.8 to 1.6. Wider bands reduce breakout frequency and increase fade distance • Expansion gate 0..3. Threshold to switch from fades to breakouts. Raising it favors fades, lowering it favors breakouts Sessions • Use session filter. Enable to trade only inside your window • Trade window UTC. Default 07:00 to 17:00 Risk • ATR length. Stop and target basis. Typical 10 to 21 • Stop ATR x. Initial stop distance in ATR multiples • Target ATR x. Profit target distance in ATR multiples • Cooldown bars after close. Wait bars before a new entry • Side. Both, long only, or short only View • Show VWAP and bands • Color bars by residual regime Properties visible in this publication • Initial capital 10000 • Base currency Default • request.security uses lookahead off everywhere • Strategy: Percent of equity with value 3. Pyramiding 0. Commission cash per order 0.0001 USD. Slippage 3 ticks. Process orders on close ON. Bar magnifier ON. Recalculate after order is filled OFF. Calc on every tick OFF. Using standard OHLC fills ON. Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategies must run on standard candles for signals and orders. Honest limitations and failure modes High impact news, session opens, and thin liquidity can invalidate assumptions. Very quiet days can reduce contrast between residuals and price volatility. Session windows use the chart exchange time. If both stop and target are touched within a single bar, TradingView’s standard OHLC price-movement model decides the outcome. Expect different behavior on illiquid pairs or during holidays. The model is sensitive to session definitions and feed time. Past results never guarantee future outcomes. Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script® Strategie
von exlux