Time Line Indicator - by LMTime Line Indicator – by LM
Description:
The Time Line Indicator is a simple, clean, and customizable tool designed to visualize specific time periods within each hour directly in a dedicated indicator pane. It allows traders to mark important intraday minute ranges across multiple past hours, providing a clear visual reference for time-based analysis. This indicator is perfect for identifying recurring hourly windows, session patterns, or custom time-based events in your charts.
Unlike traditional overlays, this indicator does not interfere with price candles and draws its lines in a separate pane at the bottom of your chart for clarity.
Key Features:
Custom Hourly Lines:
Draw horizontal lines for a specific minute range within each hour, e.g., from the 45th minute to the 15th minute of the next hour.
Multi-Hour Support:
Choose how many past hours to display. The indicator will replicate the line for each selected hourly period, following the same minute logic.
Automatic Start/End Logic:
If your chosen start minute is in the previous hour, the line correctly begins at that time.
The end minute can cross into the next hour when applicable.
If the selected end minute does not yet exist in the current chart data, the line will extend to the latest available bar.
Dedicated Indicator Pane:
Lines appear in a fixed, non-intrusive y-axis within the indicator pane (overlay=false), keeping your price chart clean.
Customizable Appearance:
Line Color: Choose any color to match your chart theme.
Line Thickness: Adjust the width of the lines for better visibility.
Inputs:
Input Name Type Default Description
Line Color Color Orange The color of the horizontal lines.
Line Thickness Integer 2 The thickness of each line (1–5).
Start Minute Integer 5 The minute within the hour where the line begins (0–59).
End Minute Integer 25 The minute within the hour where the line ends (0–59).
Hours Back Integer 3 Number of past hours to display lines for.
Use Cases:
Intraday Analysis: Quickly visualize recurring minute ranges across multiple hours.
Session Tracking: Mark critical time windows for trading sessions or market events.
Pattern Recognition: Easily identify time-based patterns or setups without cluttering the price chart.
How It Works:
The indicator calculates the nearest bars corresponding to your start and end minutes.
It draws horizontal lines at a fixed y-axis value within the indicator pane.
Lines are drawn for each selected past hour, replicating the chosen minute span.
All logic respects the actual chart data; lines never extend into the future beyond the most recent bar.
Notes:
Overlay is set to false, so lines appear in a dedicated pane below the price chart.
The indicator is fully compatible with any timeframe. Lines adjust automatically to match the chart’s bar spacing.
You can change the number of hours displayed at any time without affecting existing lines.
If you want, I can also draft a shorter “TradingView Store / Public Library description” version under 500 characters for the “Short Description” field — concise and punchy for users scrolling through indicators.
In den Scripts nach "英国央行降息25个基点" suchen
QUANTUM MOMENTUMOverview
Quantum Momentum is a sophisticated technical analysis tool designed to help traders identify relative strength between assets through advanced momentum comparison. This cyberpunk-themed indicator visualizes momentum dynamics between your current trading symbol and any comparison asset of your choice, making it ideal for pairs trading, crypto correlation analysis, and multi-asset portfolio management.
Key Features
📊 Multi-Asset Momentum Comparison
Dual Symbol Analysis: Compare momentum between your chart symbol and any other tradable asset
Real-Time Tracking: Monitor relative momentum strength as market conditions evolve
Difference Visualization: Clear histogram display showing which asset has stronger momentum
🎯 Multiple Momentum Calculation Methods
Choose from four different momentum calculation types:
ROC (Rate of Change): Traditional percentage-based momentum measurement
RSI (Relative Strength Index): Oscillator-based momentum from 0-100 range
Percent Change: Simple percentage change over the lookback period
Raw Change: Absolute price change in native currency units
📈 Advanced Trend Filtering System
Enable optional trend filters to align momentum signals with prevailing market direction:
SMA (Simple Moving Average): Classic trend identification
EMA (Exponential Moving Average): Responsive trend detection
Price Action: Identifies trends through higher highs/lows or lower highs/lows patterns
ADX (Average Directional Index): Measures trend strength with customizable threshold
🎨 Futuristic Cyberpunk Design
Neon Color Scheme: Eye-catching cyan, magenta, and matrix green color palette
Glowing Visual Effects: Enhanced visibility with luminescent plot lines
Dynamic Background Shading: Subtle trend state visualization
Real-Time Data Table: Sleek information panel displaying current momentum values and trend status
How It Works
The indicator calculates momentum for both your current chart symbol and a comparison symbol (default: BTC/USDT) using your selected method and lookback period. The difference between these momentum values reveals which asset is exhibiting stronger momentum at any given time.
Positive Difference (Green): Your chart symbol has stronger momentum than the comparison asset
Negative Difference (Pink/Red): The comparison asset has stronger momentum than your chart symbol
When the trend filter is enabled, the indicator will only display signals that align with the detected market trend, helping filter out counter-trend noise.
Settings Guide
Symbol Settings
Compare Symbol: Choose any tradable asset to compare against (e.g., major indices, cryptocurrencies, forex pairs)
Momentum Settings
Momentum Length: Lookback period for momentum calculations (default: 14 bars)
Momentum Type: Select your preferred momentum calculation method
Display Options
Toggle visibility of current symbol momentum line
Toggle visibility of comparison symbol momentum line
Toggle visibility of momentum difference histogram
Optional zero line reference
Trend Filter Settings
Use Trend Filter: Enable/disable trend-based signal filtering
Trend Method: Choose from SMA, EMA, Price Action, or ADX
Trend Length: Period for trend calculations (default: 50)
ADX Threshold: Minimum ADX value to confirm trend strength (default: 25)
Best Use Cases
✅ Pairs Trading: Identify divergences in momentum between correlated assets
✅ Crypto Market Analysis: Compare altcoin momentum against Bitcoin or Ethereum
✅ Stock Market Rotation: Track sector or index relative strength
✅ Forex Strength Analysis: Monitor currency pair momentum relationships
✅ Multi-Timeframe Confirmation: Use alongside other indicators for confluence
✅ Mean Reversion Strategies: Spot extreme momentum divergences for potential reversals
Visual Indicators
⚡ Cyan Line: Your chart symbol's momentum
⚡ Magenta Line: Comparison symbol's momentum
📊 Green/Pink Histogram: Momentum difference (positive = green, negative = pink)
▲ Green Triangle: Bullish trend detected (when filter enabled)
▼ Red Triangle: Bearish trend detected (when filter enabled)
◈ Yellow Diamond: Neutral/sideways trend (when filter enabled)
Pro Tips
💡 Look for crossovers between the momentum lines as potential trade signals
💡 Combine with volume analysis for stronger confirmation
💡 Use momentum divergence (price making new highs/lows while momentum doesn't) for reversal signals
💡 Enable trend filter during ranging markets to reduce false signals
💡 Experiment with different momentum types to find what works best for your trading style
Technical Requirements
TradingView Pine Script Version: v6
Chart Type: Works on all chart types
Indicator Placement: Separate pane (overlay=false)
Data Requirements: Needs access to comparison symbol data
Z-Score Momentum | MisinkoMasterThe Z-Score Momentum is a new trend analysis indicator designed to catch reversals, and shifts in trends by comparing the "positive" and "negative" momentum by using the Z-Score.
This approach helps traders and investors get unique insight into the market of not just Crypto, but any market.
A deeper dive into the indicator
First, I want to cover the "Why?", as I believe it will ease of the part of the calculation to make it easier to understand, as by then you will understand how it fits the puzzle.
I had an attempt to create a momentum oscillator that would catch reversals and provide high tier accuracy while maintaining the main part => the speed.
I thought back to many concepts, divergences between averages?
- Did not work
Maybe a MACD rework?
- Did not work with what I tried :(
So I thought about statistics, Standard Deviation, Z-Score, Sharpe/Sortino/Omega ratio...
Wait, was that the Z-Score? I only tried the For Loop version of it :O
So on my way back from school I formulated a concept (originaly not like this but to that later) that would attempt to use the Z-Score as an accurate momentum oscillator.
Many ideas were falling out of the blue, but not many worked.
After almost giving up on this, and going to go back to developing my strategies, I tried one last thing:
What if we use divergences in the average, formulated like a Z-score?
Surprise-surprise, it worked!
Now to explain what I have been so passionately yapping about, and to connect the pieces of the puzzle once and for all:
The indicator compares the "strength" of the bullish/bearish factors (could be said differently, but this is my "speach bubble", and I think this describes it the best)
What could we use for the "bullish/bearish" factors?
How about high & low?
I mean, these are by definitions the highest and lowest points in price, which I decided to interpret as: The highest the bull & bear "factors" achieved that bar.
The problem here is comparison, I mean high will ALWAYS > low, unless the asset decided to unplug itself and stop moving, but otherwise that would be unfair.
Now if I use my Z-score, it will get higher while low is going up, which is the opposite of what I want, the bearish "factor" is weaker while we go up!
So I sat on my ret*rded a*s for 25 minutes, completly ignoring the fact the number "-1" exists.
Surprise surprise, multiplying the Z-Score of the low by -1 did what I wanted!
Now it reversed itself (magically). Now while the low keeps going down, the bear factor increases, and while it goes up the bear factor lowers.
This was btw still too noisy, so instead of the classic formula:
a = current value
b = average value
c = standard deviation of a
Z = (a-b)/c
I used:
a = average value over n/2 period
b = average value over n period
c = standard deviation of a
Z = (a-b)/c
And then compared the Z-Score of High to the Z-Score of Low by basic subtraction, which gives us final result and shows us the strength of trend, the direction of the trend, and possibly more, which I may have not found.
As always, this script is open source, so make sure to play around with it, you may uncover the treasure that I did not :)
Enjoy Gs!
Porsched Indicator🔧 Core Components:
1. Moving Averages with Clouds
EMA 25, 50, 75, and 150 with standard deviation bands
Visual clouds representing volatility around each EMA
Customizable colors for each average and its cloud
2. Dual Hull Bands
Two separate Hull bands with different periods (20 and 110)
Multiple variations: HMA, THMA, EHMA
Colored filling between Hull lines
Option to use higher timeframes for multi-timeframe analysis
3. Swing High/Low Detector
Identifies significant price reversal points
Configurable swing strength (default: 5 bars)
Solid lines for current swings and dotted for past ones
Alerts when swing levels are broken
4. Volume Analysis (PVSRA)
Vector Candles that change color based on volume:
Red/Green: Volume ≥ 200% of average or highest spread×volume
Blue/Violet: Volume ≥ 150% of average
Gray: Normal conditions
Vector Candle Zones (VCZ): Key areas based on volume candles
5. Daily & Weekly Levels
Previous day's high and low
Previous week's high and low
Stepline display with optional labels
6. UT Bot - Trailing Stop
Dynamic ATR-based stop loss
Bar coloring based on trend direction
Adjustable sensitivity via "Key Value"
7. Session Detector
Identifies session highs/lows (Sydney, Asia, Europe, etc.)
Visual boxes marking each trading session
⚙️ Customization Features:
Individual color schemes for all elements
Adjustable line thickness
Custom transparency settings
Flexible calculation periods
Multiple timeframe options
🎯 Trading Applications:
Trend Identification (EMAs + Hull)
Entry/Exit Points (Swings + Volume)
Risk Management (Trailing Stop)
Support/Resistance (VCZ + Highs/Lows)
Market Timing (Sessions + Volume)
💡 Key Benefits:
All-in-One Solution: Eliminates indicator clutter
Multi-Timeframe Analysis: Built-in higher timeframe data
Visual Clarity: Clean, organized display with color coding
Customizable Alerts: Swing break and trend change notifications
Professional Grade: Institutional-level volume analysis
This indicator is designed for traders who want a comprehensive market analysis tool without the complexity of managing multiple separate indicators, providing holistic market insight through different technical perspectives.
Octopus Indicator 🐙 Octopus Indicator - Technical Analysis Description
Overview
The Octopus Indicator is a comprehensive TradingView technical analysis tool that combines multiple trading methodologies into a single, powerful script. It provides a complete market analysis framework through seven integrated components.
🔧 Core Components:
1. Moving Averages with Clouds
EMA 25, 50, 75, and 150 with standard deviation bands
Visual clouds representing volatility around each EMA
Customizable colors for each average and its cloud
2. Dual Hull Bands
Two separate Hull bands with different periods (20 and 110)
Multiple variations: HMA, THMA, EHMA
Colored filling between Hull lines
Option to use higher timeframes for multi-timeframe analysis
3. Swing High/Low Detector
Identifies significant price reversal points
Configurable swing strength (default: 5 bars)
Solid lines for current swings and dotted for past ones
Alerts when swing levels are broken
4. Volume Analysis (PVSRA)
Vector Candles that change color based on volume:
Red/Green: Volume ≥ 200% of average or highest spread×volume
Blue/Violet: Volume ≥ 150% of average
Gray: Normal conditions
Vector Candle Zones (VCZ): Key areas based on volume candles
5. Daily & Weekly Levels
Previous day's high and low
Previous week's high and low
Stepline display with optional labels
6. UT Bot - Trailing Stop
Dynamic ATR-based stop loss
Bar coloring based on trend direction
Adjustable sensitivity via "Key Value"
7. Session Detector
Identifies session highs/lows (Sydney, Asia, Europe, etc.)
Visual boxes marking each trading session
⚙️ Customization Features:
Individual color schemes for all elements
Adjustable line thickness
Custom transparency settings
Flexible calculation periods
Multiple timeframe options
🎯 Trading Applications:
Trend Identification (EMAs + Hull)
Entry/Exit Points (Swings + Volume)
Risk Management (Trailing Stop)
Support/Resistance (VCZ + Highs/Lows)
Market Timing (Sessions + Volume)
💡 Key Benefits:
All-in-One Solution: Eliminates indicator clutter
Multi-Timeframe Analysis: Built-in higher timeframe data
Visual Clarity: Clean, organized display with color coding
Customizable Alerts: Swing break and trend change notifications
Professional Grade: Institutional-level volume analysis
This indicator is designed for traders who want a comprehensive market analysis tool without the complexity of managing multiple separate indicators, providing holistic market insight through different technical perspectives.
Premarket Power Bar StrategyStep 1: Mark Your Levels Before the Open
When: Between 9:00–9:25 AM ET
Premarket High – the highest price before 9:30 AM
Premarket Low – the lowest price before 9:30 AM
Use extended hours view on your chart platform.
These levels act as magnets and turning points once the market opens. They form the foundation for your first trade of the day.
Step 2: Let Price Come to the Level
Do not chase early price action.
Wait for price to approach either the premarket high or low during regular market hours.
Look for a pause, hesitation, or test near the level.
This keeps you from overtrading and forces you to wait for structure to form.
Step 3: Watch for the Power Bar
A power bar is a large-bodied candle with strong momentum and little to no wick on the opposite side.
It should form directly at the premarket level—not near it, not after a breakout.
At the premarket low, a bullish power bar is your buy trigger.
At the premarket high, a bearish power bar signals a short opportunity.
No power bar? No trade. The level and the candle must come together to create the edge.
(BONUS: As you identify specific patterns, eg, double bottoms, double tops, etc. look for those patterns near the premarket high or low)
Step 4: Entry, Stop, and Target
Entry:
For longs: place your order just above the high of the bullish power bar
For shorts: enter just below the low of the bearish power bar
Stop:
Long trade: just under the low of the power bar
Short trade: just above the high of the power bar
Profit Target Options:
VWAP
Prior day’s close
Key support/resistance levels
Keep your trade logic mechanical and consistent.
Execution Guidelines
Only trade when price reacts at your marked level
Wait for the power bar to fully form before entering
Do not jump in early or chase candles that form away from your levels
特典インジケーター (ボリンジャーバンド+移動平均線)BTCやSP500向けのチャート解析ツールです。
- ボリンジャーバンド(オレンジ上下線、水色中央線)
- EMA5(青線)、EMA25(黄色線)、EMA200(赤線)
使い方のポイント
- トレンド判定: EMA200(赤)より上なら上昇基調、下なら下降基調が優勢。
- 短中期の勢い: EMA5(青)とEMA25(黄)のゴールデンクロス/デッドクロスで勢いの変化を確認。
- ボラティリティと逆張り: ボリンジャーバンドの上限/下限タッチは伸びの継続か反転の初動かを、中央線(基準・水色)復帰でフォロー確認。
- 時間軸: 1時間~4時間は短期、日足は中期のトレンド確認に適合。複数時間軸で整合性を取ると精度が上がります。
ツールの解説
ボリンジャーバンド(Bollinger Bands)
ボリンジャーバンドは、20期間の単純移動平均(SMA)を中央線とし、その上下に標準偏差×2のバンドを配置します。
- 上限バンド:相場の上振れが過熱している可能性を示すレジスタンスライン
- 下限バンド:相場の下振れが過冷却している可能性を示すサポートライン
- バンド幅の拡大:ボラティリティ上昇局面を示唆
- バンド幅の収縮:レンジ相場や転換前の低ボラティリティを示唆
---------------------
EMA5(Exponential Moving Average 5)
EMA5は直近5本の価格により重み付けされた指数移動平均です。
- 非常に短期的な価格の変化を捉え、エントリーや還流のタイミングに敏感
- EMA25とのクロスオーバーで、短期モメンタムの変化を判断
EMA25(Exponential Moving Average 25)
EMA25は中期的なトレンドを表す指数移動平均です。
- EMA5との位置関係でトレンドの強さや方向性を評価
- 価格がEMA25を上回れば短期的な買い優勢、下回れば売り優勢
EMA200(Exponential Moving Average 200)
EMA200は長期トレンドの大局を示す指数移動平均です。
- プロのトレーダーにも重要視されるサポート/レジスタンスライン
- 価格がEMA200を上回ると長期的に強気、市場全体のセンチメント確認に利用
Chart Analysis Tool for BTC and S&P500
- Bollinger Bands (orange upper/lower lines, light blue middle line)
- EMA5 (blue line), EMA25 (yellow line), EMA200 (red line)
Cycle VTLs – with Scaled Channels "Cycle VTLs – with Scaled Channels" for TradingView plots Valid Trend Lines (VTLs) based on Hurst's Cyclic Theory, connecting consecutive price peaks (downward VTLs) or troughs (upward VTLs) for specific cycles. It uses up to eight Simple Moving Averages (SMAs) (default lengths: 25, 50, 100, 200, 400, 800, 1600, 1600 bars) with customizable envelope bands to detect pivots and draw VTLs, enhanced by optional parallel channels scaled to envelope widths.
Key Features:
Valid Trend Lines (VTLs):
Upward VTLs: Connect consecutive cycle troughs, sloping upward.
Downward VTLs: Connect consecutive cycle peaks, sloping downward.
Hurst’s Rules:
Connects consecutive cycle peaks/troughs.
Must not cross price between points.
Downward VTLs:
No longer-cycle trough between peaks.
Invalid if slope is incorrect (upward VTL not up, downward VTL not down).
Expired VTLs: Historical VTLs (crossed by price) from up to three prior cycle waves.
SMA Cycles:
Eight customizable SMAs with envelope bands (offset × multiplier) for pivot detection.
Channels:
Optional parallel lines around VTLs, width set by channelFactor × envelope half-width.
Pivot Detection:
Fractal-based (pivotPeriod) on envelopes or price (usePriceFallback).
Customization:
Toggle cycles, VTLs, and channels.
Adjust SMA lengths, offsets, colors, line styles, and widths.
Enable centered envelopes, slope filtering, and limit stored lines (maxStoredLines).
Usage in Hurst’s Cyclic TheoryAnalysis:
VTLs identify cycle trends; upward VTLs suggest bullish momentum, downward VTLs bearish.
Price crossing below an upward VTL confirms a peak in the next longer cycle; crossing above a downward VTL confirms a trough.
Trading:
Buy: Price bounces off upward VTL or breaks above downward VTL.
Sell: Price rejects downward VTL or breaks below upward VTL.
Use channels for support/resistance, breakouts, or stop-loss/take-profit levels.
Workflow:
Add indicator on TradingView.
Enable desired cycles (e.g., 50-bar, 1600-bar), adjust pivotPeriod, channelFactor, and showOnlyCorrectSlope.
Monitor VTL crossings and channels for trade signals.
NotesOptimized for performance with line limits.
Ideal for cycle-based trend analysis across markets (stocks, forex, crypto).
Debug labels show pivot counts and VTL status.
This indicator supports Hurst’s Cyclic Theory for trend identification and trading decisions with flexible, cycle-based VTLs and channels.
Use global variable to scale to chart. best results use factors of 2 and double. try 2, 4, 8, 16...128, 256, etc until price action fits 95% in smallest cycle.
MNQ Morning Indicator | Clean SignalsMNQ Morning Trading Indicator Summary
What It Does
This is a TradingView indicator designed for day trading MNQ (Micro Nasdaq-100 futures) during morning sessions. It generates BUY and SELL signals only when multiple technical conditions align, helping traders identify high-probability trade setups.
Core Strategy
BUY Signal Requirements (All must be true):
✅ Price above VWAP (volume-weighted average price)
✅ Fast EMA (9) above Slow EMA (21) - uptrend confirmation
✅ Price above 15-minute 50 EMA - higher timeframe confirmation
✅ MACD histogram positive - momentum confirmation
✅ RSI above 55 - strength confirmation
✅ ADX above 25 - trending market (not choppy)
✅ Volume 1.5x above average - strong participation
SELL Signal (opposite conditions)
Key Features
🎯 Risk Management
Stop Loss: 2× ATR (Average True Range)
Take Profit 1: 2× ATR (1:2 risk-reward)
Take Profit 2: 3× ATR (1:3 risk-reward)
Dollar values: Calculates P&L based on MNQ's $2/point value
⏰ Session Filter
Default: 9:30 AM - 11:30 AM ET (customizable)
Safety feature: Avoids first 15 minutes (high volatility period)
Won't generate signals outside trading hours
🛡️ Signal Quality
Rates each signal: 🔥 STRONG, ⚡ MEDIUM, or ⚠️ WEAK
Requires minimum 15 bars between signals (prevents overtrading)
📊 Visual Dashboard
Shows real-time metrics:
ATR values
ADX (trend strength)
RSI (momentum)
Market condition (TREND/CHOP)
Session status
Volume status
Signal cooldown timer
Visual Elements
📈 VWAP with standard deviation bands (1σ, 2σ, 3σ)
📉 Multiple EMAs with trend-based coloring
🟢/🔴 Buy/Sell arrows on chart
📋 Detailed trade labels showing entry, SL, TPs, and risk-reward ratios
🎨 Background highlighting for market conditions
Safety Features
Cooldown period between signals
Session restrictions (no trading outside set hours)
First 15-minute avoidance (post-open volatility)
Multi-confirmation requirement (all 7 conditions must align)
Trend filter (ADX minimum to avoid choppy markets)
Best For
Day traders focused on morning sessions
MNQ futures traders
Traders who prefer systematic, rule-based entries
Those wanting pre-calculated risk management levels
Customization
All parameters are adjustable:
EMA periods
MACD settings
RSI thresholds
ADX minimum
ATR multipliers
Session times
Visual preferences
This indicator is designed to be conservative — it waits for strong confirmation before signaling, which means fewer but potentially higher-quality trades.
1m Scalping ATR (with SL & Zones)A universal ATR indicator that anchors volatility to your stop-loss.
Read any market (FX, JPY pairs, Gold/Silver, indices, crypto) consistently—regardless of pip/point conventions and timeframe.
Why this indicator?
Classic ATR is absolute (pips/points) and feels different across markets/TFs. ATR Takeoff normalizes ATR to your stop-loss in pips and highlights clear zones for “quiet / ideal / too volatile,” so you instantly know if a 10-pip SL fits current conditions.
Key features
Auto pip detection (FX, JPY, XAU/XAG, indices, BTC/ETH).
Selectable ATR source: chart timeframe or fixed ATR TF (e.g., “15”, “30”, “60”).
Display modes:
Percent of SL – ATR relative to SL in %, great for M1 (typical 10–30%).
Multiple of SL – ATR as a multiple of SL (e.g., 0.6× / 1.0× / 1.2×).
Panel zones:
Green = “Ready for takeoff” (≤ Low), Yellow = reference (Mid), Red = too volatile (≥ High).
Status badge (top-right): Quiet / ATR ok / Wild, current ATR/SL value, ATR TF used.
Direction-agnostic: Works the same for longs and shorts.
Inputs (at a glance)
Length / Smoothing (RMA/SMA/EMA/WMA): ATR base settings.
Your Stop-Loss (Pips): Reference SL (e.g., 10).
ATR Timeframe (empty = chart): Use chart TF or a fixed TF.
Display Mode: “Percent of SL” or “Multiple of SL.”
Low/Mid/High (Percent Mode): Zone thresholds in % of SL.
Low/Mid/High (Multiple Mode): Zone thresholds in ×SL.
Recommended defaults
Length 14, Smoothing RMA, SL 10 pips
Display Mode: Percent of SL
Low/Mid/High (%): 15 / 20 / 25
ATR Timeframe: empty (= chart) for reactive, or “30” for smoother M30 context with M1 entries.
How to use
Set SL (pips). 2) Choose display mode. 3) Optionally pick ATR TF.
Interpretation:
≤ Low (green): setups allowed.
≈ Mid (yellow): neutral reference.
≥ High (red): too volatile → adjust SL/size or wait.
Note: Auto-pip relies on common ticker naming; verify on exotic symbols.
Disclaimer: For research/education. Not financial advice.
Trend Pivots Profile [BigBeluga]🔵 OVERVIEW
The Trend Pivots Profile is a dynamic volume profile tool that builds profiles around pivot points to reveal where liquidity accumulates during trend shifts. When the market is in an uptrend , the indicator generates profiles at low pivots . In a downtrend , it builds them at high pivots . Each profile is constructed using lower timeframe volume data for higher resolution, making it highly precise even in limited space. A colored trendline helps traders instantly recognize the prevailing trend and anticipate which type of profile (bullish or bearish) will form.
🔵 CONCEPTS
Pivot-Driven Profiles : Profiles are only created when a new pivot forms, aligning liquidity analysis with market structure shifts.
Trend-Contextual : Profiles form at low pivots in uptrends and at high pivots in downtrends.
Lower Timeframe Data : Volume and close values are pulled from smaller timeframes to provide detailed, high-resolution profiles inside larger pivot windows.
Adaptive Bin Sizing : Bin size is automatically calculated relative to ATR, ensuring consistent precision across different markets and volatility conditions.
Point of Control (PoC) : The highest-volume level within each profile is marked with a PoC line that extends until the next pivot forms.
Trendline Visualization : A wide, semi-transparent line follows the rolling average of highs and lows, colored blue in uptrends and orange in downtrends.
🔵 FEATURES
Pivot Length Control : Adjust how far back the script looks to detect pivots (e.g., length 5 → profiles cover 10 bars after pivot).
Pivot Profile toggle :
On → draw the filled pivot profile + PoC + pivot label.
Off → hide profiles; show only PoC level (clean S/R mode).
Trend Length Filter : Smooths trendline detection to ensure reliable up/down bias.
Precise Volume Distribution : Volume is aggregated into bins, creating a smooth volume curve around the pivot range.
PoC Extension : Automatically extends the most active price level until a new pivot is confirmed.
Profile Visualization : Profiles appear as filled shapes anchored at the pivot candle, colored based on trend.
Trendline Overlay : Thick, semi-transparent trendline provides visual guidance on directional bias.
Automatic Cleanup : Old profiles are deleted once they exceed the chart’s capacity (default 25 stored profiles).
🔵 HOW TO USE
Spotting Trend Liquidity : In an uptrend, monitor profiles at low pivots to see where buyers concentrated. In downtrends, use high-pivot profiles to spot sell-side pressure.
Watch the PoC : The PoC line highlights the strongest traded level of the pivot structure—expect reactions when price retests it.
Anticipate Trend Continuation/Reversal : Use the trendline (blue = bullish, orange = bearish) together with pivot profiles to forecast directional momentum.
Combine with HTF Context : Overlay with higher timeframe structure (order blocks, liquidity zones, or FVGs) for confluence.
Fine-Tune with Inputs : Adjust Pivot Length for sensitivity and Trend Length for smoother or faster trend shifts.
🔵 CONCLUSION
The Trend Pivots Profile blends pivot-based structure with precise volume profiling. By dynamically plotting profiles on pivots aligned with the prevailing trend, highlighting PoCs, and overlaying a directional trendline, it equips traders with a clear view of liquidity clusters and directional momentum—ideal for anticipating reactions, pullbacks, or breakouts.
FirstStrike Long 200 - Daily Trend Rider [KedArc Quant]Strategy Description
FirstStrike Long 200 is a disciplined, long-only momentum strategy designed for daily "strike-first" entries in trending markets. It scans for RSI momentum above a customizable trigger (default 50), confirmed by EMA trend filters, and limits you to *exactly one trade per day* to avoid overtrading. It uses ATR for dynamic risk management (1.5x stop, 2:1 RR target) and optional trailing stops to ride winners. Backtested with realistic commissions and sizing, it prioritizes low drawdowns (<1% max in tests) over aggressive gains—ideal for swing traders seeking quality setups in bull runs.
Why It's Different from Other Strategies
Unlike generic RSI crossover bots or EMA ribbon mashups that spam signals and bleed in chop, FirstStrike enforces a "one-and-done" daily gate, blending precision momentum (RSI modes with grace/sustain) with robust filters (volume, sessions, rearm dips).
How It Helps Traders
- Reduces Emotional Trading: One entry/day forces discipline—miss a setup? Wait for tomorrow. Perfect for busy pros avoiding screen fatigue.
- Adapts to Regimes: Switch modes for trends ("Cross+Grace") vs. ranges ("Any bar")—boosts win rates 5-10% in backtests on high-beta names like .
- Risk-First Design: ATR scales stops to vol capping DD at 0.2% while targeting 2R winners. Trailing option locks +3-5% runs without early exits.
- Quick Insights: Labels/alerts flag entries with RSI values; bgcolor highlights signals for visual scanning. Helps spot "first-strike" edges in uptrends, filtering ~60% noise.
Why This Is Not a Mashup
This isn't a Frankenstein of off-the-shelf indicators—while it uses standard RSI/EMA/ATR (core Pine primitives), the innovation lies in:
- Custom Trigger Engine: Switchable modes (e.g., "Cross+Grace+Sustain" requires post-cross hold) prevent perpetual signals, unlike basic `ta.crossover()`.
- Daily Rearm Gate: Resets eligibility only after a dip (if enabled), tying momentum to mean-reversion—original logic not found in common scripts.
- Per-Day Isolation: `var` vars + `ta.change(time("D"))` ensure zero pyramiding/overlaps, beyond simple session filters.
All formulae are derived in-house for "first-strike" (early RSI pops in trends), not copied from public repos.
Input Configurations
Let's break down every input in the FirstStrike Long 200 strategy. These settings let you tweak the strategy like a dashboard—start with defaults for quick testing,
then adjust based on your asset or timeframe (5m for intraday). They're grouped logically to keep things organized, and most have tooltips in the script for quick reminders.
RSI / Trigger Group: The Heart of Momentum Detection
This is where the magic starts—the strategy hunts for "upward energy" using RSI (Relative Strength Index), a tool that measures if a stock is overbought (too hot) or oversold (too cold) on a 0-100 scale.
- RSI Length: How many bars (candles) back to calculate RSI. Default is 14, like a 14-day window for daily charts. Shorter (e.g., 9) makes it snappier for fast markets; longer (21) smooths out noise but misses quick turns.
- Trigger Level (RSI >= this): The key RSI value where the strategy says, "Go time!" Default 50 means enter when RSI crosses or holds above the neutral midline. Why is this trigger required? It acts as your "green light" filter—without it, you'd enter on every tiny price wiggle, leading to endless losers. RSI above this shows building buyer power, avoiding weak or sideways moves. It's essential for quality over quantity, especially in one-trade-per-day setups.
- Trigger Mode: Picks how strict the RSI signal must be. Options: "Cross only" (exact RSI crossover above trigger—super precise, fewer trades); "Cross+Grace" (crossover or within a grace window after—gives a second chance); "Cross+Grace+Sustain" (crossover/grace plus RSI holding steady for bars—best for steady climbs); "Any bar >= trigger" (looser, any bar above—more opportunities but riskier in chop). Start with "Any bar" for trends, switch to "Cross only" for caution.
- Grace Window (bars after cross): If mode allows, how many bars post-RSI-cross you can still enter if RSI dips but recovers. Default 30 (about 2.5 hours on 5m). Zero means no wiggle room—pure precision.
- Sustain Bars (RSI >= trigger): In sustain mode, how many straight bars RSI must stay above trigger. Default 3 ensures it's not a fluke spike.
- Require RSI Dip Below Rearm Before Any Entry?: A yes/no toggle. If on, the strategy "rearms" only after RSI dips below a low level (like a breather), preventing back-to-back signals in overextended rallies.
- Rearm Level (if requireDip=true): The dip threshold for rearming. Default 45—RSI must go below this to reset eligibility. Lower (30) for deeper pullbacks in volatile stocks.
For the trigger level itself, presets matter a lot—default 50 is neutral and versatile for broad trends. Bump to 55-60 for "strong momentum only" (fewer but higher-win trades, great in bull runs like tech surges); drop to 40-45 for "early bird" catches in recoveries (more signals but watch for fakes in ranges). The optimize hint (40-60) lets you test these in TradingView to match your risk—higher presets cut noise by 20-30% in backtests.
Trend / Filters Group: Keeping You on the Right Side of the Market
These EMAs (Exponential Moving Averages) act like guardrails, ensuring you only long in uptrends.
- EMA (Fast) Confirmation: Short-term EMA for price action. Default 20 periods—price must be above this for "recent strength." Shorter (10) reacts faster to intraday pops.
- EMA (Trend Filter): Long-term EMA for big-picture trend. Default 200 (classic "above the 200-day" rule)—price above it confirms bull market. Minimum 50 to avoid over-smoothing.
Optional Hour Window Group: Timing Your Strikes
Avoid bad hours like lunch lulls or after-hours tricks.
- Restrict by Session?: Yes/no for using exact market hours. Default off.
- Session (e.g., 0930-1600 for NYSE): Time string like "0930-1600" for open to close. Auto-skips pre/post-market noise.
- Restrict by Hour Range?: Fallback yes/no for simple hours. Default off.
- Start Hour / End Hour: Clock times (0-23). Defaults 9-15 ET—focus on peak volume.
Volume Filter Group: No Volume, No Party
Confirms conviction—big moves need big participation.
- Require Volume > SMA?: Yes/no toggle. Default off—only fires on above-average volume.
- Volume SMA Length: Periods for the average. Default 20—compares current bar to recent norm.
Risk / Exits Group: Protecting and Profiting Smartly
Dynamic stops based on volatility (ATR = Average True Range) keep things realistic.
- ATR Length: Bars for ATR calc. Default 14—measures recent "wiggle room" in price.
- ATR Stop Multiplier: How far below entry for stop-loss. Default 1.5x ATR—gives breathing space without huge risk
- Take-Profit R Multiple: Reward target as multiple of risk. Default 2.0 (2:1 ratio)—aims for twice your stop distance.
- Use Trailing Stop?: Yes/no for profit-locking trail. Default off—activates after entry.
- Trailing ATR Multiplier: Trail distance. Default 2.0x ATR—looser than initial stop to let winners run.
These inputs make the strategy plug-and-play: Defaults work out-of-box for trending stocks, but tweak RSI trigger/modes first for your style.
Always backtest changes—small shifts can flip a 40% win rate to 50%+!
Outputs (Visuals & Alerts):
- Plots: Blue EMA200 (trend line), Orange EMA20 (price filter), Green dashed entry price.
- Labels: Green "LONG" arrow with RSI value on entries.
- Background: Light green highlight on signal bars.
- Alerts: "FirstStrike Long Entry" fires on conditions (integrates with TradingView notifications).
Entry-Exit Logic
Entry (Long Only, One Per Day):
1. Daily Reset: New day clears trade gate and (if required) rearm status.
2. Filters Pass: Time/session OK + Close > EMA200 (trend) + Close > EMA20 (price) + Volume > SMA (if enabled) + Rearmed (dip below rearm if toggled).
3. Trigger Fires: RSI >= trigger via selected mode (e.g., crossover + grace window).
4. Execute: Enter long at close; set daily flag to block repeats.
Exit:
- Stop-Loss: Entry - (ATR * 1.5) – dynamic, vol-scaled.
- Take-Profit: Entry + (Risk * 2.0) – fixed RR.
- Trailing (Optional): Activates post-entry; trails at Close - (ATR * 2.0), updating on each bar for trend extension.
No shorts or hedging—pure long bias.
Formulae Used
- RSI: `ta.rsi(close, rsiLen)` – Standard 14-period momentum oscillator (0-100).
- EMAs: `ta.ema(close, len)` – Exponential moving averages for trend/price filters.
- ATR: `ta.atr(atrLen)` – True range average for stop sizing: Stop = Entry - (ATR * mult).
- Volume SMA: `ta.sma(volume, volLen)` – Simple average for relative strength filter.
- Grace Window: `bar_index - lastCrossBarIndex <= graceBars` – Counts bars since RSI crossover.
- Sustain: `ta.barssince(rsi < trigger) >= sustainBars` – Consecutive bars above threshold.
- Session Check: `time(timeframe.period, sessionStr) != 0` – TradingView's built-in session validator.
- Risk Distance: `riskPS = entry - stop; TP = entry + (riskPS * RR)` – Asymmetric reward calc.
FAQ
Q: Why only one trade/day?
A: Prevents revenge trading in volatile sessions . Backtests show it cuts losers by 20-30% vs. multi-entry bots.
Q: Does it work on all assets/timeframes?
A: Best for trending stocks/indices on 5m-1H. Test on crypto/forex with wider ATR mult (2.0+).
Q: How to optimize?
A: Use TradingView's optimizer on RSI trigger (40-60) and EMA fast (10-30). Aim for PF >1.0 over 1Y data.
Q: Alerts don't fire—why?
A: Ensure `alertcondition` is enabled in script settings. Test with "Any alert() function calls only."
Q: Trailing stop too loose?
A: Tune `trailMult` to 1.5 for tighter; it activates alongside fixed TP/SL for hybrid protection.
Glossary
- Grace Window: Post-RSI-cross period (bars) where entry still allowed if RSI holds trigger.
- Rearm Dip: Optional pullback below a low RSI level (e.g., 45) to "reset" eligibility after signals.
- Profit Factor (PF): Gross profit / gross loss—>1.0 means winners outweigh losers.
- R Multiple: Risk units (e.g., 2R = 2x stop distance as target).
- Sustain Bars: Consecutive bars RSI stays >= trigger for mode confirmation.
Recommendations
- Backtest First: Run on your symbols (/) over 6-12M; tweak RSI to 55 for +5% win rate.
- Live Use: Start paper trading with `useSession=true` and `useVol=true` to filter noise.
- Pairs Well With: Higher TF (daily) for bias; add ADX (>25) filter for strong trends (code snippet in prior chats).
- Risk Note: 10% sizing suits $100k+ accounts; scale down for smaller. Not financial advice—past performance ≠ future.
- Publish Tip: Add tags like "momentum," "RSI," "long-only" on TradingView for visibility.
Strategy Properties & Backtesting Setup
FirstStrike Long 200 is configured with conservative, realistic backtesting parameters to ensure reliable performance simulations. These settings prioritize capital preservation and transparency, making it suitable for both novice and experienced traders testing on stocks.
Initial Capital
$100,000 Standard starting equity for portfolio-level testing; scales well for retail accounts. Adjust lower (e.g., $10k) for smaller simulations.
Base Currency
Default (USD) Aligns with most US equities (e.g., NASDAQ symbols); auto-converts for other assets.
Order Size
1 (Quantity) Fixed share contracts for simplicity—e.g., buys 1 share per trade. For % of equity, switch to "Percent of Equity" in strategy code.
Pyramiding
0 Orders No additional entries on open positions; enforces strict one-trade-per-day discipline to avoid overexposure.
Commission
0.1% Realistic broker fee (e.g., Interactive Brokers tier); factors in round-trip costs without over-penalizing winners.
Verify Price for Limit Orders
0 Ticks No slippage delay on TPs—assumes ideal fills for historical accuracy.
Slippage
0 Ticks Zero assumed slippage for clean backtests; real-world trading may add 1-2 ticks on volatile opens.
These defaults yield low drawdowns (<0.3% max in tests) while capturing trend edges. For live trading, enable slippage (1-3 ticks) to mimic execution gaps. Always forward-test before deploying!
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
MARA / mNAV=1 (x)What it does
This script overlays two signals on the MARA chart:
mNAV=1 fair-value line — the MARA price implied by Bitcoin NAV:
mNAV1 = (BTC price × BTC holdings) / MARA shares
Premium/Discount ratio — how far MARA trades vs. its NAV fair value:
Ratio = Close / mNAV1 (1.00 = fair; >1 = premium; <1 = discount)
Inputs
Shares outstanding (default: 370,460,000)
BTC holdings (official or estimated; you can roll forward +25 BTC/day if you want)
BTC symbol used for pricing (e.g., BTCUSD, BTCUSDT, BTCUSDTPERP)
How to use
When Price < mNAV=1 and Ratio < 1.00 → MARA trades at a discount to BTC NAV (potential mean-reversion if BTC is stable).
When Price > mNAV=1 and Ratio > 1.00 → premium (premium often compresses during BTC chop/weakness).
Rule of thumb (with ~53k BTC and 370.46M shares): +$1,000 BTC ≈ +$0.14 on the mNAV=1 line.
Visuals
Blue line = mNAV=1 (fair value) plotted directly on the MARA chart.
Purple line = Ratio (×) on a separate right-hand scale centered around 1.00.
Optional shading: green when Ratio > 1.05 (+5% premium), red when Ratio < 0.95 (−5% discount).
Alerts (suggested)
Premium > +5%: Ratio > 1.05
Discount < −5%: Ratio < 0.95
Notes
This is a proxy for NAV parity; it assumes your BTC holdings input is correct (official last report or your estimate).
Choice of BTC symbol matters; use the feed that best matches your workflow (spot, perp, or index).
The ratio is most informative when BTC is range-bound; during fast BTC moves MARA can overshoot temporarily.
Extreme Pressure Zones Indicator (EPZ) [BullByte]Extreme Pressure Zones Indicator(EPZ)
The Extreme Pressure Zones (EPZ) Indicator is a proprietary market analysis tool designed to highlight potential overbought and oversold "pressure zones" in any financial chart. It does this by combining several unique measurements of price action and volume into a single, bounded oscillator (0–100). Unlike simple momentum or volatility indicators, EPZ captures multiple facets of market pressure: price rejection, trend momentum, supply/demand imbalance, and institutional (smart money) flow. This is not a random mashup of generic indicators; each component was chosen and weighted to reveal extreme market conditions that often precede reversals or strong continuations.
What it is?
EPZ estimates buying/selling pressure and highlights potential extreme zones with a single, bounded 0–100 oscillator built from four normalized components. Context-aware weighting adapts to volatility, trendiness, and relative volume. Visual tools include adaptive thresholds, confirmed-on-close extremes, divergence, an MTF dashboard, and optional gradient candles.
Purpose and originality (not a mashup)
Purpose: Identify when pressure is building or reaching potential extremes while filtering noise across regimes and symbols.
Originality: EPZ integrates price rejection, momentum cascade, pressure distribution, and smart money flow into one bounded scale with context-aware weighting. It is not a cosmetic mashup of public indicators.
Why a trader might use EPZ
EPZ provides a multi-dimensional gauge of market extremes that standalone indicators may miss. Traders might use it to:
Spot Reversals: When EPZ enters an "Extreme High" zone (high red), it implies selling pressure might soon dominate. This can hint at a topside reversal or at least a pause in rallies. Conversely, "Extreme Low" (green) can highlight bottom-fish opportunities. The indicator's divergence module (optional) also finds hidden bullish/bearish divergences between price and EPZ, a clue that price momentum is weakening.
Measure Momentum Shifts: Because EPZ blends momentum and volume, it reacts faster than many single metrics. A rising MPO indicates building bullish pressure, while a falling MPO shows increasing bearish pressure. Traders can use this like a refined RSI: above 50 means bullish bias, below 50 means bearish bias, but with context provided by the thresholds.
Filter Trades: In trend-following systems, one could require EPZ to be in the bullish (green) zone before taking longs, or avoid new trades when EPZ is extreme. In mean-reversion systems, one might specifically look to fade extremes flagged by EPZ.
Multi-Timeframe Confirmation: The dashboard can fetch a higher timeframe EPZ value. For example, you might trade a 15-minute chart only when the 60-minute EPZ agrees on pressure direction.
Components and how they're combined
Rejection (PRV) – Captures price rejection based on candle wicks and volume (see Price Rejection Volume).
Momentum Cascade (MCD) – Blends multiple momentum periods (3,5,8,13) into a normalized momentum score.
Pressure Distribution (PDI) – Measures net buy/sell pressure by comparing volume on up vs down candles.
Smart Money Flow (SMF) – An adaptation of money flow index that emphasizes unusual volume spikes.
Each of these components produces a 0–100 value (higher means more bullish pressure). They are then weighted and averaged into the final Market Pressure Oscillator (MPO), which is smoothed and scaled. By combining these four views, EPZ stands out as a comprehensive pressure gauge – the whole is greater than the sum of parts
Context-aware weighting:
Higher volatility → more PRV weight
Trendiness up (RSI of ATR > 25) → more MCD weight
Relative volume > 1.2x → more PDI weight
SMF holds a stable weight
The weighted average is smoothed and scaled into MPO ∈ with 50 as the neutral midline.
What makes EPZ stand out
Four orthogonal inputs (price action, momentum, pressure, flow) unified in a single bounded oscillator with consistent thresholds.
Adaptive thresholds (optional) plus robust extreme detection that also triggers on crossovers, so static thresholds work reliably too.
Confirm Extremes on Bar Close (default ON): dots/arrows/labels/alerts print on closed bars to avoid repaint confusion.
Clean dashboard, divergence tools, pre-alerts, and optional on-price gradients. Visual 3D layering uses offsets for depth only,no lookahead.
Recommended markets and timeframes
Best: liquid symbols (index futures, large-cap equities, major FX, BTC/ETH).
Timeframes: 5–15m (more signals; consider higher thresholds), 1H–4H (balanced), 1D (clear regimes).
Use caution on illiquid or very low TFs where wick/volume geometry is erratic.
Logic and thresholds
MPO ∈ ; 50 = neutral. Above 50 = bullish pressure; below 50 = bearish.
Static thresholds (defaults): thrHigh = 70, thrLow = 30; warning bands 5 pts inside extremes (65/35).
Adaptive thresholds (optional):
thrHigh = min(BaseHigh + 5, mean(MPO,100) + stdev(MPO,100) × ExtremeSensitivity)
thrLow = max(BaseLow − 5, mean(MPO,100) − stdev(MPO,100) × ExtremeSensitivity)
Extreme detection
High: MPO ≥ thrHigh with peak/slope or crossover filter.
Low: MPO ≤ thrLow with trough/slope or crossover filter.
Cooldown: 5 bars (default). A new extreme will not print until the cooldown elapses, even if MPO re-enters the zone.
Confirmation
"Confirm Extremes on Bar Close" (default ON) gates extreme markers, pre-alerts, and alerts to closed bars (non-repainting).
Divergences
Pivot-based bullish/bearish divergence; tags appear only after left/right bars elapse (lookbackPivot).
MTF
HTF MPO retrieved with lookahead_off; values can update intrabar and finalize at HTF close. This is disclosed and expected.
Inputs and defaults (key ones)
Core: Sensitivity=1.0; Analysis Period=14; Smoothing=3; Adaptive Thresholds=OFF.
Extremes: Base High=70, Base Low=30; Extreme Sensitivity=1.5; Confirm Extremes on Bar Close=ON; Cooldown=5; Dot size Small/Tiny.
Visuals: Heatmap ON; 3D depth optional; Strength bars ON; Pre-alerts OFF; Divergences ON with tags ON; Gradient candles OFF; Glow ON.
Dashboard: ON; Position=Top Right; Size=Normal; MTF ON; HTF=60m; compact overlay table on price chart.
Advanced caps: Max Oscillator Labels=80; Max Extreme Guide Lines=80; Divergence objects=60.
Dashboard: what each element means
Header: EPZ ANALYSIS.
Large readout: Current MPO; color reflects state (extreme, approaching, or neutral).
Status badge: "Extreme High/Low", "Approaching High/Low", "Bullish/Neutral/Bearish".
HTF cell (when MTF ON): Higher-timeframe MPO, color-coded vs extremes; updates intrabar, settles at HTF close.
Predicted (when MTF OFF): Simple MPO extrapolation using momentum/acceleration—illustrative only.
Thresholds: Current thrHigh/thrLow (static or adaptive).
Components: ASCII bars + values for PRV, MCD, PDI, SMF.
Market metrics: Volume Ratio (x) and ATR% of price.
Strength: Bar indicator of |MPO − 50| × 2.
Confidence: Heuristic gauge (100 in extremes, 70 in warnings, 50 with divergence, else |MPO − 50|). Convenience only, not probability.
How to read the oscillator
MPO Value (0–100): A reading of 50 is neutral. Values above ~55 are increasingly bullish (green), while below ~45 are increasingly bearish (red). Think of these as "market pressure".
Extreme Zones: When MPO climbs into the bright orange/red area (above the base-high line, default 70), the chart will display a dot and downward arrow marking that extreme. Traders often treat this as a sign to tighten stops or look for shorts. Similarly, a bright green dot/up-arrow appears when MPO falls below the base-low (30), hinting at a bullish setup.
Heatmap/Candles: If "Pressure Heatmap" is enabled, the background of the oscillator pane will fade green or red depending on MPO. Users can optionally color the price candles by MPO value (gradient candles) to see these extremes on the main chart.
Prediction Zone(optional): A dashed projection line extends the MPO forward by a small number of bars (prediction_bars) using current MPO momentum and acceleration. This is a heuristic extrapolation best used for short horizons (1–5 bars) to anticipate whether MPO may touch a warning or extreme zone. It is provisional and becomes less reliable with longer projection lengths — always confirm predicted moves with bar-close MPO and HTF context before acting.
Divergences: When price makes a higher high but EPZ makes a lower high (bearish divergence), the indicator can draw dotted lines and a "Bear Div" tag. The opposite (lower low price, higher EPZ) gives "Bull Div". These signals confirm waning momentum at extremes.
Zones: Warning bands near extremes; Extreme zones beyond thresholds.
Crossovers: MPO rising through 35 suggests easing downside pressure; falling through 65 suggests waning upside pressure.
Dots/arrows: Extreme markers appear on closed bars when confirmation is ON and respect the 5-bar cooldown.
Pre-alert dots (optional): Proximity cues in warning zones; also gated to bar close when confirmation is ON.
Histogram: Distance from neutral (50); highlights strengthening or weakening pressure.
Divergence tags: "Bear Div" = higher price high with lower MPO high; "Bull Div" = lower price low with higher MPO low.
Pressure Heatmap : Layered gradient background that visually highlights pressure strength across the MPO scale; adjustable intensity and optional zone overlays (warning / extreme) for quick visual scanning.
A typical reading: If the oscillator is rising from neutral towards the high zone (green→orange→red), the chart may see strong buying culminating in a stall. If it then turns down from the extreme, that peak EPZ dot signals sell pressure.
Alerts
EPZ: Extreme Context — fires on confirmed extremes (respects cooldown).
EPZ: Approaching Threshold — fires in warning zones if no extreme.
EPZ: Divergence — fires on confirmed pivot divergences.
Tip: Set alerts to "Once per bar close" to align with confirmation and avoid intrabar repaint.
Practical usage ideas
Trend continuation: In positive regimes (MPO > 50 and rising), pullbacks holding above 50 often precede continuation; mirror for bearish regimes.
Exhaustion caution: E High/E Low can mark exhaustion risk; many wait for MPO rollover or divergence to time fades or partial exits.
Adaptive thresholds: Useful on assets with shifting volatility regimes to maintain meaningful "extreme" levels.
MTF alignment: Prefer setups that agree with the HTF MPO to reduce countertrend noise.
Examples
Screenshots captured in TradingView Replay to freeze the bar at close so values don't fluctuate intrabar. These examples use default settings and are reproducible on the same bars; they are for illustration, not cherry-picking or performance claims.
Example 1 — BTCUSDT, 1h — E Low
MPO closed at 26.6 (below the 30 extreme), printing a confirmed E Low. HTF MPO is 26.6, so higher-timeframe pressure remains bearish. Components are subdued (Momentum/Pressure/Smart$ ≈ 29–37), with Vol Ratio ≈ 1.19x and ATR% ≈ 0.37%. A prior Bear Div flagged weakening impulse into the drop. With cooldown set to 5 bars, new extremes are rate-limited. Many traders wait for MPO to curl up and reclaim 35 or for a fresh Bull Div before considering countertrend ideas; if MPO cannot reclaim 35 and HTF stays weak, treat bounces cautiously. Educational illustration only.
Example 2 — ETHUSD, 30m — E High
A strong impulse pushed MPO into the extreme zone (≥ 70), printing a confirmed E High on close. Shortly after, MPO cooled to ~61.5 while a Bear Div appeared, showing momentum lag as price pushed a higher high. Volume and volatility were elevated (≈ 1.79x / 1.25%). With a 5-bar cooldown, additional extremes won't print immediately. Some treat E High as exhaustion risk—either waiting for MPO rollover under 65/50 to fade, or for a pullback that holds above 50 to re-join the trend if higher-timeframe pressure remains constructive. Educational illustration only.
Known limitations and caveats
The MPO line itself can change intrabar; extreme markers/alerts do not repaint when "Confirm Extremes on Bar Close" is ON.
HTF values settle at the close of the HTF bar.
Illiquid symbols or very low TFs can be noisy; consider higher thresholds or longer smoothing.
Prediction line (when enabled) is a visual extrapolation only.
For coders
Pine v6. MTF via request.security with lookahead_off.
Extremes include crossover triggers so static thresholds also yield E High/E Low.
Extreme markers and pre-alerts are gated by barstate.isconfirmed when confirmation is ON.
Arrays prune oldest objects to respect resource limits; defaults (80/80/60) are conservative for low TFs.
3D layering uses negative offsets purely for drawing depth (no lookahead).
Screenshot methodology:
To make labels legible and to demonstrate non-repainting behavior, the examples were captured in TradingView Replay with "Confirm Extremes on Bar Close" enabled. Replay is used only to freeze the bar at close so plots don't change intrabar. The examples use default settings, include both Extreme Low and Extreme High cases, and can be reproduced by scrolling to the same bars outside Replay. This is an educational illustration, not a performance claim.
Disclaimer
This script is for educational purposes only and does not constitute financial advice. Markets involve risk; past behavior does not guarantee future results. You are responsible for your own testing, risk management, and decisions.
Atlantean Sideways / Range Regime DetectorPurpose
When using trend based indicators, you can skip the false signals when there is a sideways action, protecting you from the false signals.
Flags likely sideways/range phases using three checks:
Weak trend (ADX from DMI)
Price compression (Bollinger Band Width, normalized)
Low volatility (NATR = ATR/Price%)
Logic
isSideways = (ADX < adxThresh) AND (bbNorm < 0.25) AND (NATR < natrMax)
When true: bars + background turn teal and a provisional Range High/Low (rolling rangeWin) is drawn.
Key Inputs
DMI: diLen(22)
Optimized for 15 mins Bitcoin, could change it to 14 for more general approach
ADX: adxSmooth(14), adxThresh(18)
Volatility: lenATR(14), natrMax(1.8)
Visuals: rangeWin(20), bar/range toggles
Quick Tuning
More signals: raise adxThresh to 20–25, raise natrMax to 2.5–4.0, increase BB cutoff by editing bbNorm < 0.25 --> 0.35–0.50.
Smoother range lines: increase rangeWin to 30–40.
Use Cases
Mean reversion inside teal ranges.
Breakout prep when price closes outside the drawn range after teal ends. Could be used as a signal although not suggested.
Filter trend systems: skip trades when sidewaysCond is true. This is the main purpose, for it to be combined with trend based indicators, like Supertrend.
Alert
“Sideways Detected” triggers when isSideways is true.
Script could be expanded upon your requests.
FibPulse144 [CHE] FibPulse144 — ADX-gated 13/21 crossover with 144-trend regime and closed-bar labels
Summary
FibPulse144 combines a fast moving-average crossover with a 144-period trend regime and an ADX strength gate. Signals are confirmed on closed bars only and drawn as labels on the price chart, while an ADX line in a separate pane provides context. Color gradients are derived from normalized ADX, so visual intensity reflects trend strength without changing the underlying logic. The approach reduces false flips during weak conditions and keeps entries aligned with the dominant trend.
Motivation: Why this design?
Traditional crossover signals can flip repeatedly during sideways phases and often trigger against the higher-time regime. By requiring alignment with a slower trend proxy and by gating entries through a rising ADX condition, FibPulse144 favors structurally cleaner transitions. Gradient coloring communicates strength visually, helping users temper aggressiveness without additional indicators.
What’s different vs. standard approaches?
Baseline: Classic dual-MA crossover with unconditional signals.
Architecture differences:
Two-bar regime confirmation against a 144-period trend average.
Pending-signal logic that waits for regime and optional ADX approval.
ADX strength gate using the prior reading relative to a user threshold and earlier value.
Gradient colors scaled by an ADX window with gamma controls.
Price-chart labels enforced via overlay on an otherwise pane-based indicator.
Practical effect: Fewer signals during weak or choppy conditions, labels that appear only after a bar closes, and color intensity that mirrors trend quality.
How it works (technical)
The script computes fast and slow moving averages using the selected method and lengths. A separate 144-length average defines the regime using a two-bar confirmation above or below it. Crossovers are observed on the previous bar to avoid intrabar ambiguity; once a prior crossover is detected, it is stored as pending. A pending long requires regime alignment and, if enabled, an ADX condition based on the previous reading being above the threshold and greater than an earlier reading. The state machine holds neutral, long, or short until an exit condition or ADX reset is met. ADX is normalized within a user window, scaled with gamma, and mapped to up and down color palettes to render gradients. Labels on the price panel are forced to overlay, while the ADX line and threshold guide remain in a separate pane.
Parameter Guide
Source — Input data for all calculations. Default: close. Tip: keep consistent with your chart.
MA Type — EMA or SMA. Default: EMA. EMA reacts faster; SMA is smoother.
Fast / Slow — Fast and slow lengths for crossover. Defaults: 13 and 21. Shorter reacts earlier; longer reduces noise.
Trend — Regime average length. Default: 144. Larger values stabilize regime; smaller values increase sensitivity.
Use 144 as trend filter — Enables regime gating. Default: true. Disable to allow raw crossovers.
Use ADX filter — Requires ADX strength. Default: true. Disable to allow signals regardless of strength.
ADX Len — DI and ADX smoothing length. Default: 14. Higher values smooth strength; lower values react faster.
ADX Thresh — Minimum strength for signals. Default: 25. Raise to reduce flips; lower to capture earlier moves.
Entry/Exit labels (price) — Price-panel labels on state changes. Default: true.
Signal labels in ADX pane — Small markers at the ADX value on entries. Default: true.
Label size — tiny, small, normal, large. Default: normal.
Enable barcolor — Optional candle tint by regime and gradient. Default: false.
Enable gradient — Turns on ADX-driven color blending. Default: true.
Window — Bars used to normalize ADX for colors. Default: 100; minimum: 5.
Gamma bars / Gamma plots — Nonlinear scaling for bar and line intensities. Default: 0.80; between 0.30 and 2.00.
Gradient transp (0–90) — Transparency for gradient colors. Default: 0.
MA fill transparency (0–100) — Fill opacity between fast and slow lines. Default: 65.
Palette colors (Up/Down) — Dark and neon endpoints for up and down gradients. Defaults as in the code.
Reading & Interpretation
Fast/Slow lines: When the fast line is above the slow line, the line and fill use the long palette; when below, the short palette is used.
Trend MA (144): Neutral gray line indicating the regime boundary.
Labels on price: “LONG” appears when the state turns long; “SHORT” when it turns short. Labels appear only after the bar closes and conditions are satisfied.
ADX pane: The ADX line shows current strength. The dotted threshold line is the user level for gating. Optional small markers indicate entries at the ADX value.
Bar colors (optional): Candle tint intensity reflects normalized ADX. Higher intensity implies stronger conditions.
Practical Workflows & Combinations
Trend following: Use long entries when fast crosses above slow and price has held above the trend average for two bars, with ADX above threshold. Mirror this for shorts below the trend average.
Exits and stops: Consider reducing exposure when price closes on the opposite side of the trend average for two consecutive bars or when ADX fades below the threshold if the ADX filter is enabled.
Structure confirmation: Combine with higher-timeframe structure such as swing highs and lows or a simple market structure overlay for confirmation.
Multi-asset/Multi-TF: Works across liquid assets. For lower timeframes, consider a slightly lower ADX threshold; for higher timeframes, maintain or raise the threshold to avoid unnecessary flips.
Behavior, Constraints & Performance
Repaint/confirmation: Signals are based on previous-bar crossovers and are confirmed on bar close. No higher-timeframe or security calls are used. Intrabar markers are not relied upon.
Resources: The script declares `max_bars_back` of 2000, uses no loops or arrays, and employs persistent variables for pending signals and state.
Known limits: Crossover systems can lag after sudden reversals. During tight ranges, disabling the ADX filter may increase flips; keeping it enabled may skip early transitions.
Sensible Defaults & Quick Tuning
Starting point: EMA, 13/21/144, ADX length 14, ADX threshold 25, gradients on, barcolor off.
Too many flips: Increase ADX threshold or length; increase trend length; consider SMA instead of EMA.
Too sluggish: Lower ADX threshold slightly; shorten fast and slow lengths; reduce the trend length.
Colors overpowering: Increase gradient transparency or reduce gamma values toward one.
What this indicator is—and isn’t
This is a visualization and signal layer that combines crossover, regime, and strength gating. It does not predict future movements, manage risk, or execute trades. Use it alongside clear structure, risk controls, and a defined position management plan.
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
Hurst‑Millard FLD Normalized 2.0 – Signals "Hurst-Millard FLD Normalized 2.0 – Signals" indicator. It analyzes price data using a combination of moving averages (MAs) and the Hurst exponent to decompose price movements into trend, swing, and noise components, generating buy and sell signals. Here's a brief overview of its functionality:Inputs and Modes:Offers Auto Mode (cycle-based) and Manual Mode for configuring three moving averages: Long-Term (LT), Mid-Term (MT), and Short-Term (ST).
Auto Mode calculates MA lengths and offsets based on user-defined target cycle lengths (e.g., LT: 400 bars, MT: 100 bars, ST: 25 bars) with predefined offset ratios (0.2, 0.333, 0.5 respectively).
Manual Mode allows direct input of MA lengths and offsets.
Moving Averages:Computes Simple Moving Averages (SMAs) for LT, MT, and ST based on the closing price.
Applies forward-shifting to simulate future price behavior (e.g., maLongFwd shifts the LT MA by the specified offset).
Decomposition:Trend: Derived from the forward-shifted LT MA (maLongFwd).
Swing: Calculated as the difference between MT and LT MAs, scaled as a percentage of the closing price and amplified (using ATR or a manual factor).
Noise: Calculated as the difference between ST and MT MAs, similarly scaled and amplified.
Hurst Exponent:Estimates the Hurst exponent to measure the persistence or mean-reversion of the noise component.
Uses a 50-bar lookback period, smoothed with a 5-period SMA.
Signal Generation:Generates buy signals when the noise component is less than the swing component and their difference is within a user-defined proximity threshold (default: 25% of swing).
Generates sell signals when noise exceeds swing within the same threshold.
Signals are plotted as diamond shapes at the calculated proximity price level.
Visualization:Plots the trend, swing, and noise components as lines with customizable colors and gradient intensity based on their relative strength.
Optional debugging plots for raw forward-shifted MAs and proximity thresholds.
Displays a periodic debug table (every 100 bars) showing key metrics like close price, MAs, trend, swing, noise, Hurst exponent, and more.
Additional Features:Supports ATR-based amplification for scaling swing and noise.
Allows customization of signal colors, diamond offsets, and proximity thresholds.
Includes debugging options to visualize raw MAs and proximity bands.
In summary, this indicator uses cycle-based or manually configured MAs to break down price action into trend, swing, and noise, calculates the Hurst exponent for noise analysis, and generates buy/sell signals based on the relationship between swing and noise within a proximity threshold. It’s designed for traders to identify potential trend reversals or continuations.
Dynamic Volume Trace Profile [ChartPrime]⯁ OVERVIEW
Dynamic Volume Trace Profile is a reimagined take on volume profile analysis. Instead of plotting a static horizontal histogram on the side of your chart, this indicator projects dynamic volume trace lines directly onto the price action. Each bin is color-graded according to its relative strength, creating a living “volume skeleton” of the market. The orange trace highlights the current Point of Control (POC)—the price level with maximum historical traded volume within the lookback window. On the right side, the tool builds a mini profile, showing absolute volume per bin alongside its percentage share, where the POC always represents 100% strength .
⯁ KEY FEATURES
Dynamic On-Chart Bins:
The range between highest high and lowest low is split into 25 bins. Each bin is drawn as a horizontal trace line across the lookback chart period.
Gradient Color Encoding:
Trace lines fade from transparent to teal depending on relative volume size. The more intense the teal, the stronger the historical traded activity at that level.
Automatic POC Highlight:
The bin with the highest aggregated volume is flagged with an orange line . This POC adapts bar-by-bar as volume distribution shifts.
Right-Side Volume Profile:
At the chart’s right edge, the script prints a box-style profile. Each bin shows:
• Total volume (absolute units).
• Percentage of max volume, in parentheses (POC bin = 100%).
This gives both raw and normalized context at a glance.
Adjustable Lookback Window:
The lookback defines how many bars feed the profile. Increase for stable HTF zones or decrease for responsive intraday distributions.
POC Toggle & Styling:
Optionally toggle POC highlighting on/off, adjust colors, and set line thickness for better integration with your chart theme.
⯁ HOW IT WORKS (UNDER THE HOOD)
Step Sizing:
over last 100 bars is divided by to calculate bin height.
Volume Aggregation:
For each bar in the , the script checks which bin the close falls into, then adds that bar’s volume to the bin’s counter.
Gradient Mapping:
Bin volume is normalized against the max volume across all bins. That value is mapped onto a gradient from transparent → teal.
POC Logic:
The bin with highest volume is colored orange both on the dynamic trace and in the right-side profile.
Right-Hand Profile:
Boxes are drawn for each bin proportional to volume / maxVolume × 50 units, with text labels showing both absolute volume and normalized %.
⯁ USAGE
Use the orange trace as the dominant “magnet” level—price often gravitates to the POC.
Watch for clusters of strong teal traces as areas of high acceptance; thin or faint zones mark low-liquidity gaps prone to fast moves.
On intraday charts, tighten lookback to reveal session-based distributions . For swing or position trading, expand lookback to surface more durable volume shelves.
Compare the right-side profile % to judge how “top-heavy” or “bottom-heavy” the current distribution is.
Use bright, intense color traces as context for confluence with structure, OBs, or liquidity hunts.
⯁ CONCLUSION
Dynamic Volume Trace Profile takes the traditional volume profile and fuses it into the body of price itself. Instead of a fixed sidebar, you see gradient traces layered directly on the chart, giving real-time context of where volume concentrated and where price may be drawn. With built-in POC highlighting, normalized % readouts, and an adaptive right-side profile, it offers both precision levels and market structure awareness in a cleaner, more intuitive form.
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System
## WHAT THIS INDICATOR DOES:
This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center.
## INDICATOR VS STRATEGY - KEY DISTINCTION:
**This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it:
- Displays visual signals on your chart when entry conditions are met
- Sends customizable alerts to your device/email when opportunities arise
- Shows TP/SL levels for reference but does not place orders
- Requires you to manually enter and exit positions based on signals
- Works with all TradingView subscription levels (alerts included on all plans)
**For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version.
## ALERT CAPABILITIES:
This indicator includes four distinct alert conditions that can be configured independently:
**1. New Channel Formation Alert**
- Triggers when a fresh BOCS channel is identified
- Message: "New BOCS channel formed - potential scalp setup ready"
- Use this to prepare for upcoming trading opportunities
**2. Long Scalp Entry Alert**
- Fires when price touches the long entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5"
**3. Short Scalp Entry Alert**
- Fires when price touches the short entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75"
**4. Any Entry Signal Alert**
- Combined alert for both long and short entries
- Use this if you want a single alert stream for all opportunities
- Message: "BOCS Scalp Entry: at "
**Setting Up Alerts:**
1. Add indicator to chart and configure settings
2. Click the Alert (⏰) button in TradingView toolbar
3. Select "BOCS Channel Scalper" from condition dropdown
4. Choose desired alert type (Long, Short, Any, or Channel Formation)
5. Set "Once Per Bar Close" to avoid false signals during bar formation
6. Configure delivery method (popup, email, webhook for automation platforms)
7. Save alert - it will fire automatically when conditions are met
**Alert Message Placeholders:**
Alerts use TradingView's dynamic placeholder system:
- {{ticker}} = Symbol name (e.g., NQ1!)
- {{close}} = Current price at signal
- {{plot_1}} = Calculated take profit level
- {{plot_2}} = Calculated stop loss level
These placeholders populate automatically, creating detailed notification messages without manual configuration.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Alerts enabled
- If ATR < threshold: No alerts fire
This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗).
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders.
### Stop Loss Placement:
Stop losses are calculated just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
## INPUT PARAMETERS:
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long alert generation on/off
- **Enable Short Scalps**: Toggle short alert generation on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time indicator status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Long Color**: Customize long signal color (default: darker green for readability)
- **Short Color**: Customize short signal color (default: red)
- **TP/SL Colors**: Customize take profit and stop loss line colors
- **Line Length**: Visual length of TP/SL reference lines (5-200 bars)
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short alerts
- **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status
- **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications
## HOW TO USE:
### For 1-3 Minute Scalping with Alerts (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars to reduce alert spam
- **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications
- **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels
### For 5-15 Minute Day Trading with Alerts:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias
- **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually
### For 30-60 Minute Swing Scalping with Alerts:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts
- **Execution**: Larger timeframes allow more analysis time between alert and entry
### Webhook Integration for Semi-Automation:
- Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation
- Alert message includes all necessary order parameters (direction, entry, TP, SL)
- Webhook receives structured data when signal fires
- External platform can auto-execute based on alert payload
- Still maintains manual oversight vs full strategy automation
## USAGE CONSIDERATIONS:
- **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality
- **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation
- **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation
- **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume
- **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts
- **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe.
## KNOWN LIMITATIONS:
- **Indicator does not execute trades** - alerts are informational only; you must manually place all orders
- **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues
- **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently
- **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders
- **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown
- **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size
- **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security()
- **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops
- **No partial closing capability** - full position management is manual; you determine scaling out
- **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale
## RISK DISCLOSURE:
Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually.
## ACKNOWLEDGMENT & CREDITS:
This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System
## WHAT THIS STRATEGY DOES:
This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Version**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Trading enabled
- If ATR < threshold: No signals fire
This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement.
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge.
### Stop Loss Placement:
Stop losses are placed just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits.
### Trade Execution Logic:
When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position):
1. Calculate entry price at zone boundary
2. Calculate TP and SL based on selected method
3. Execute strategy.entry() with calculated position size
4. Place strategy.exit() with TP limit and SL stop orders
5. Update info table with active trade details
The strategy enforces one position at a time by checking strategy.position_size == 0 before entry.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
### Position Sizing System:
Three methods calculate position size:
**Fixed Contracts**:
- Uses exact contract quantity specified in settings
- Best for futures traders (e.g., "trade 2 NQ contracts")
**Percentage of Equity**:
- position_size = (strategy.equity × equity_pct / 100) / close
- Dynamically scales with account growth
**Cash Amount**:
- position_size = cash_amount / close
- Maintains consistent dollar exposure regardless of price
## INPUT PARAMETERS:
### Position Sizing:
- **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount
- **Number of Contracts**: Fixed quantity per trade (1-1000)
- **% of Equity**: Percentage of account to allocate (1-100%)
- **Cash Amount**: Dollar value per position ($100+)
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long entries on/off
- **Enable Short Scalps**: Toggle short entries on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time strategy status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Color Settings**: Customize long/short/TP/SL colors
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short entries
- **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status
## HOW TO USE:
### For 1-3 Minute Scalping (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars
- Position Size: 1-2 contracts
### For 5-15 Minute Day Trading:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- Position Size: Fixed contracts or 5-10% equity
### For 30-60 Minute Swing Scalping:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- Position Size: % of equity recommended
## BACKTEST CONSIDERATIONS:
- Strategy performs best in ranging, mean-reverting markets
- Strong trending markets produce more stop losses as price breaks channels
- ATR filter significantly reduces trade count but improves quality during low volatility
- Cooldown period trades signal quantity for signal quality
- Commission and slippage materially impact sub-5-minute timeframe performance
- Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions
- % of Channel TP adapts better to varying channel sizes than fixed points
- Fixed contract sizing recommended for consistent risk per trade in futures
**Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability.
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality.
## KNOWN LIMITATIONS:
- Immediate touch entry can fire multiple times in choppy zones without adequate cooldown
- Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size
- ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation)
- Mean reversion logic fails in strong breakout scenarios leading to stop loss hits
- Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price
- No partial closing capability - full position exits at TP or SL only
- Strategy does not account for gap openings or overnight holds
## RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively.
## ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
BNF 25/50 MA Pullback Screener (Uptrend-Below / Downtrend-Above)Buy candidates: stocks in an uptrend (25MA > 50MA, optional rising slopes) that are currently pulled back below the MAs.
• Sell/short candidates: stocks in a downtrend (25MA < 50MA, optional falling slopes) that are currently pushed above the MAs.
It plots the MAs, paints the background for trend context, drops signals on the chart, shows a status panel, and exposes alert conditions so you can screen your watchlist via alerts.
Kalman Ema Crosses - [JTCAPITAL]Kalman EMA Crosses - is a modified way to use Kalman Filters applied on Exponential Moving Averages (EMA Crosses) for Trend-Following.
The Kalman filter is a recursive smoothing algorithm that reduces noise from raw price or indicator data, and in this script it is applied both directly to price and on top of EMA calculations. The goal is to create cleaner, more reliable crossover signals between two EMAs that are less prone to false triggers caused by volatility or market noise.
The indicator works by calculating in the following steps:
Source Selection
The script starts by selecting the price input (default is Close, but can be adjusted). This chosen source is the foundation for all further smoothing and EMA calculations.
Kalman Filtering on Price
Depending on user settings, the selected source is passed through one of two independent Kalman filters. The filter takes into account process noise (representing expected market randomness) and measurement noise (representing uncertainty in the price data). The Kalman filter outputs a smoothed version of price that minimizes noise and preserves underlying trend structure.
EMA Calculation
Two exponential moving averages (EMA 1 and EMA 2) are then computed on the Kalman-smoothed price. The lengths of these EMAs are fully customizable (default 15 and 25).
Kalman Filtering on EMA Values
Instead of directly using raw EMA curves, the script applies a second layer of Kalman filtering to the EMA values themselves. This step significantly reduces whipsaw behavior, creating smoother crossovers that emphasize real momentum shifts rather than temporary volatility spikes.
Trend Detection via EMA Crossovers
-A bullish trend is detected when EMA 1 (fast) crosses above EMA 2 (slow).
-A bearish trend is detected when EMA 1 crosses below EMA 2.
The detected trend state is stored and used to dynamically color the plots.
Visual Representation
Both EMAs are plotted on the chart. Their colors shift to blue during bullish phases and purple during bearish phases. The area between the two EMAs is filled with a shaded region to clearly highlight trending conditions.
Buy and Sell Conditions :
- Buy Condition : When the Kalman-smoothed EMA 1 crosses above the Kalman-smoothed EMA 2, a bullish crossover is confirmed.
- Sell Condition : When EMA 1 crosses below EMA 2, a bearish crossover is confirmed.
Users may enhance the robustness of these signals by adjusting process noise, measurement noise, or EMA lengths. Lower measurement noise values make the filter react faster (but potentially noisier), while higher values make it smoother (but slower).
Features and Parameters :
- Source : Selectable price input (Close, Open, High, Low, etc.).
- EMA 1 Length : Defines the fast EMA period.
- EMA 2 Length : Defines the slow EMA period.
- Process Noise : Controls how much randomness the Kalman filter assumes in price dynamics.
- Measurement Noise : Controls how much uncertainty is assumed in raw input data.
- Kalman Usage : Option to apply Kalman filtering either before EMA calculation (on price) or after (on EMA values).
Specifications :
Kalman Filter
The Kalman filter is an optimal recursive algorithm that estimates the state of a system from noisy measurements. In trading, it is used to smooth prices or indicator values. By balancing process noise (expected volatility) with measurement noise (data uncertainty), it generates a smoothed signal that reacts adaptively to market conditions.
Exponential Moving Average (EMA)
An EMA is a weighted moving average that emphasizes recent data more heavily than older data. This makes it more responsive than a simple moving average (SMA). EMAs are widely used to identify trends and momentum shifts.
EMA Crossovers
The crossing of a fast EMA above a slow EMA suggests bullish momentum, while the opposite suggests bearish momentum. This is a cornerstone technique in trend-following systems.
Dual Kalman Filtering
Applying Kalman both to raw price and to the EMAs themselves reduces whipsaws further. It creates crossover signals that are not only smoothed but also validated across two levels of noise reduction. This significantly enhances signal reliability compared to traditional EMA crossovers.
Process Noise
Represents the filter’s assumption about how much the underlying market can randomly change between steps. Higher values make the filter adapt faster to sudden changes, while lower values make it more stable.
Measurement Noise
Represents uncertainty in price data. A higher measurement noise value means the filter trusts the model more than the observed data, leading to smoother results. A lower value makes the filter more reactive to observed price fluctuations.
Trend Coloring & Fill
The use of dynamic colors and filled regions provides immediate visual recognition of trend states, helping traders act faster and with greater clarity.
Enjoy!
Stochastic [Paifc0de]Stochastic — clean stochastic oscillator with visual masking, neutral markers, and basic filters
What it does
This indicator plots a standard stochastic oscillator (%K with smoothing and %D) and adds practical quality-of-life features for lower timeframes: optional visual masking when %K hugs overbought/oversold, neutral K–D cross markers, session-gated edge triangles (K crossing 20/80), and simple filters (minimum %K slope, minimum |K–D| gap, optional %D slope agreement, mid-zone mute, and a cooldown between markers). Display values are clamped to 0–100 to keep the panel scale stable. The tool is for research/education and does not generate entries/exits or financial advice.
Default preset: 20 / 10 / 10
K Length = 20
Classic lookback used in many textbooks. On intraday charts it balances responsiveness and stability: short enough to react to momentum shifts, long enough to avoid constant whipsaws. In practice it captures ~the last 20 bars’ position of close within the high–low range.
K Smoothing = 10
A 10-period SMA applied to the raw %K moderates the “saw-tooth” effect that raw stochastic can exhibit in choppy phases. The smoothing reduces over-reaction to micro spikes while preserving the main rhythm of swings; visually, %K becomes a continuous path that is easier to read.
D Length = 10
%D is the moving average of smoothed %K. With 10, %D becomes a clearly slower guide line. The larger separation between %K(10-SMA) and %D(10-SMA of %K) produces cleaner crosses and fewer spurious toggles than micro settings (e.g., 3/3/3). On M5–M15 this pair often yields readable cross cycles without flooding the chart.
How the 20/10/10 trio behaves
In persistent trends, %K will spend more time near 20 or 80; the 10-period smoothing delays flips slightly and emphasizes only meaningful turn attempts.
In ranges, %K oscillates around mid-zone (40–60). With 10/10 smoothing, cross signals cluster less densely; combining with the |K–D| gap filter helps keep only decisive crosses.
If your symbol is unusually volatile or illiquid, reduce K Length (e.g., 14) or reduce K Smoothing (e.g., 7) to keep responsiveness. If crosses feel late, decrease D Length (e.g., 7). If noise is excessive, increase K Smoothing first, then consider raising D Length.
Visuals
OB/OS lines: default 80/20 reference levels and a midline at 50.
Masking near edges: %K can be temporarily hidden when it is pressing an edge, approaching it with low slope, or going nearly flat near the boundary. This keeps the panel readable during “stuck at the edge” phases.
Soft glow (optional): highlights %K’s active path; can be turned off.
Light/Dark palette: quick toggle to match your chart theme.
Scale safety: all plotted values (lines, fills, markers) are clamped to 0–100 to prevent the axis from expanding beyond the stochastic range.
Markers and filters
Neutral K–D cross markers: circles in the mid-zone when %K crosses %D.
Edge triangles: show when %K crosses 20 or 80; can be restricted to a session window (02:00–12:00 ET).
Filters (optional):
Min %K slope: require a minimum absolute slope so very flat crosses are ignored.
Min |K–D| gap: demand separation between lines at the cross moment.
%D slope agreement: keep crosses that align with %D’s direction.
Mid-zone mute: suppress crosses inside a user-defined 40–60 band (defaults).
Cooldown: minimum bars between successive markers.
Parameters (quick guide)
K Length / K Smoothing / D Length: core stochastic settings. Start with 20/10/10; tune K Smoothing first if you see too much jitter.
Overbought / Oversold (80/20): adjust for assets that tend to trend (raise to 85/15) or mean-revert (lower to 75/25).
Slope & gap filters: increase on very noisy symbols; reduce if you miss too many crosses.
Session window (triangles only): use if you want edge markers only during active hours.
Marker size and offset: cosmetic; they do not affect calculations.
Alerts
K–D Cross Up (filtered) and K–D Cross Down (filtered): fire when a cross passes your filters/cooldown.
Edge Up / Edge Down: fire when %K crosses the 20/80 levels.
All alerts confirm on bar close.
Notes & attribution
Original implementation and integration by Paifc0de; no third-party code is copied.
This indicator is for research/education and does not provide entries/exits or financial advice.