Bollinger Bands With User Selectable MABollinger Bands with user selection options to calculate the moving average basis and bands from a variety of different moving averages.
The user selects their choice of moving average, and the bands automatically adjust. The user may select a MA that reacts faster to volatility or slower/smoother.
Added additional options to color the bands or basis based on the current trend and alternate candle colors for band touches. Options:
REACT SLOW/SMOOTH TO VOLATILITY
simple moving average (Regular Bollinger Bands)
REACT SMOOTH TO VOLATILITY
exponential moving average (EMA Bollinger Bands)
weighted moving average (Weighted MA Bollinger Bands)
exponential hull moving average (Hull Bollinger Bands with better smoothing)
HIGHLY ADJUSTABLE TO VOLATILITY
Arnaud Legoux Moving average (ALMA Bollinger Bands)
Note: 0.85 ALMA default for more smoothing, set offset=1 to turn off smoothing
REACT HARSH TO VOLATILITY
least squares moving average (Least Squares Bollinger Bands)
REACT VERY FAST TO VOLATILITY
hull moving average (Hull Bollinger Bands or Hullinger Bands)
VALUE ADDED: This script is unique in that no other Bollinger Bands indicator offers a user selection for moving average, and some of the options do not exist yet as Bollinger Bands indicators.
Definitions:
Bollinger Bands: A Bollinger Bandยฎ is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.
Exponential Bollinger Bands: The most important characteristics of the Exponential Bollinger Bands indicator are: When the market is flat, the bands will stay much closer to prices. When the volatility is high, the bands move away from prices faster.
Hull Bollinger Bands: Bollinger Bands calculated by Hull moving average, rather than simple moving average or ema. The Hull Moving Average (HMA), developed by Alan Hull, is an extremely fast and smooth moving average. In fact, the HMA almost eliminates lag altogether and manages to improve smoothing at the same time.
Exponential Hull Bollinger Bands: Bollinger Bands calculated by Exponential Hull moving average, rather than simple moving average or ema. The Exponential Hull Moving Average is similar to the standard Hull MA, but with superior smoothing. The standard Hull Moving Average is derived from the weighted moving average (WMA). As other moving average built from weighted moving averages it has a tendency to exaggerate price movement.
Weighted Moving Average Bollinger Bands: A Weighted Moving Average (WMA) is similar to the simple moving average (SMA), except the WMA adds significance to more recent data points.
Arnaud Legoux Moving Average Bollinger Bands: ALMA removes small price fluctuations and enhances the trend by applying a moving average twice, once from left to right, and once from right to left. At the end of this process the phase shift (price lag) commonly associated with moving averages is significantly reduced. Zero-phase digital filtering reduces noise in the signal. Conventional filtering reduces noise in the signal, but adds a delay.
Least Squares Bollinger Bands: The indicator is based on sum of least squares method to find a straight line that best fits data for the selected period. The end point of the line is plotted and the process is repeated on each succeeding period.
In den Scripts nach "Volatility" suchen
vol_signalNote: This description is copied from the script comments. Please refer to the comments and release notes for updated information, as I am unable to edit and update this description.
----------
USAGE
This script gives signals based on a volatility forecast, e.g. for a stop
loss. It is a simplified version of my other script "trend_vol_forecast", which incorporates a trend following system and measures performance. The "X" labels indicate when the price touches (exceeds) a forecast. The signal occurs when price crosses "fcst_up" or "fcst_down".
There are only three parameters:
- volatility window: this is the number of periods (bars) used in the
historical volatility calculation. smaller number = reacts more
quickly to changes, but is a "noisier" signal.
- forecast periods: the number of periods for projecting a volatility
forecast. for example, "21" on a daily chart means the plots will
show the forecast from 21 days ago.
- forecast stdev: the number of standard deviations in the forecast.
for example, "2" means that price is expected to remain within
the forecast plot ~95% of the time. A higher number produces a
wider forecast.
The output table shows:
- realized vol: the volatility over the previous N periods, where N =
"volatility window".
- forecast vol: the realized volatility from N periods ago, where N =
"forecast periods"
- up/down fcst (level): the price level of the forecast for the next
N bars, where N = "forecast periods".
- up/down fcst (%): the difference between the current and forecast
price, expressed as a whole number percentage.
The plots show:
- blue/red plot: the upper/lower forecast from "forecast periods" ago.
- blue/red line: the upper/lower forecast for the next
"forecast periods".
- red/blue labels: an "X" where the price touched the forecast from
"forecast periods" ago.
+ NOTE: pinescript only draws a limited number of labels.
They will not appear very far into the past.
Williams Vix Fix + BB & RVI (Top/Bottom) & SqueezeLegend :
- When line touches or crosses red band it is Top signal (Williams Vix Fix)
- When line touches or crosses blue band it is Bottom signal (Williams Vix Fix)
- Red dot at the top of indicator is a Top signal (Relative Volatility Index)
- Blue dot at the top of indicator is a Bottom signal (Relative Volatility Index)
- Gray dot at the bottom of indicator is a Squeeze signal
This is an attempt to make use of the main features of all 4 of these very popular Volatility tools :
- Williams Vix Fix + Bollinger Bands (as per Larry Williams idea, link )
- Relative Volatility Index (RVI)
- The crossing of Keltner Channel by the Bollinger Bands (Squeeze)
The goal is to find the best tool to find bottoms and top relative to volatility . This is a simple combination, but I find it very useful personally
(no need to reinvent the wheel, just need to find what works best)
The idea is that Williams Vix Fix + Bollinger Bands already give the main volatility bottom and top (Bottom are more accurate).
So instead of trying to modify it, I chose to compliment it by mapping with points when the Relative Volatility Index (RVI) reached the
top/bottom thresholds (red dot means top and blue dot means bottom). That way we can easily see when both indicators find a top or bottom relative
to volatility (of course this needs to be then confirmed with a momentum indicator rally).
In addition, I added the squeeze because this quickly shows the potential breakouts.
For ideas on how to continue this work, it would be very interesting to be able to create a probability of a bottom and top relative to volatility using the
Williams Vix Fix + Bollinger Bands and "Relative Volatility Index" signals as both work well and give top or bottom the other doesn't see.
Dual Mean Reversion Channel (adjusted lower band)This is a public and open-source lighter version compared to the "Overextended Price Channel" which is provided complimentaty to the Trend Insight System.
Introduction :
Channels are very useful tools to assess overextended price, volatility and upcoming retracement or impulsive moves (such as Bollinger Band squeezes). It is an indispensable addition to any trader using Mean Reversion theory for a scalp-trade or swing-trade.
This script contains :
- 2 channels Keltner-style, using the True Range for volatility
- customizable volatility (channel width) and smoothing period
- a standard selection of moving average ; SMA, EMA, VWMA
- an embedded readjustment of the lower bands to avoid the drop on a logarithmic scale (see explanation below)
Why another channel indicator ?
I have found most conventional channels to be either not based on "proper" volatility (e.g. standard deviation of price action for Bollinger Band), or the bottom channel to be ill adapted to the logarithmic scale and plunges to 0 on some high volatility periods, messing with readability on logarithmic auto-scaled chart.
Also, I find the channels to be most useful when superimposed with another one of longer length; especially a pair of channels with a 50 and 200 period moving average respectively. Mean Reversion traders that mostly trade the 50 and 200 SMA/EMA know what I am talking about as having a channel helps to have a better visual for a proper of entry and exit point.
Disclaimer :
This indicator was originally intended to be used along with the Trend Insight System to improve performance, and the default configuration mostly backtested on BTCUSD.
Please use with caution, proper risk management and along with your favorite oscillator, candlestick reading and signals system.
Some explanation :
Based on Mean Reversion paradigm, everything has a tendency to revert back to the mean :
- when the price enters the upper channel, it is supposed to be (or start getting) overbought as the market is getting overheated, thus prone to correction,
- on the other hand, when the price enters the lower channel, it is supposed to be (or getting) oversold and the market looks favorable for a buy-in.
Depending on the trading style used, a trader will usually either wait until the price leaves the channel towards the mean before taking action (conservative style) or you will set limit orders inside the channel as you expect a reversion to the mean (more agressive/risky style).
With two channels, more complex (and maybe precise) rules can be built to optimize one's trading strategy.
Important notes :
In the end, sticking with 50/200 length and a single setting on volatility might be wiser, be wary of overoptimization which is risky at best and counter productive at worst (according to legendary traders such as Mark Douglas). Even if, needless to say, the volatility needs to be adjusted between a nascent and volatile market (such as crypto) compared to standard call markets that are much less volatile.
End notes :
It will always be considered a work in progress to help bring out the best of trading with channels, any comment and suggestion are welcomed.
Efficient Trend Step - Spotting Trends EfficientlyIntroduction
The trend-step indicator (or auto-line) was based on volatility and aimed to spot trends in an adaptive way, however the indicator was only based on volatility and didn't gave much attention to the trend, later on i would publish an efficient version of it (efficient auto-line) based on the efficiency ratio who could adapt to the trend and eliminate potential whipsaws trades, however this approach included many settings that would require changes if the user switched markets, which reduce the utility of the indicator and make it actually super inefficient.
This is why i had to propose this indicator who remove all the flaws the efficient auto-line had without removing the core idea of it.
The Indicator
The indicator is based on recursion, when the price is superior/inferior to the indicator precedent value +/- volatility metric, then the indicator is equal to the closing price, this allow the indicator to fit the price relatively well. The volatility metric used is based on 2 standard deviations, one fast and one slow and the efficiency ratio, basically when price is trending the volatility metric will be closer to the value of the fast standard deviations, which would allow the indicator to be closer to the price, else the metric will be closer to the slow standard deviation which restrain the indicator from changing, therefore the volatility metric act as a threshold.
length control the period of the efficiency ratio, lower values of length will result in a volatility metric way closer to the fast standard deviation thus making the indicator more inclined toward making false signals.
Lower values for slow will make the indicator more reactive.
The indicator can be reactive but can also be really conservative, thus even remaining unchanged in some contrary movements of the main trend, this is called robustness and has its pro's and con's.
Conclusion
The trend-step indicators family might get to an end, or not, nonetheless they can provide precise entries and be extremely robust, which is great. Using low settings might prove to be useful to remove some noise. I hope this version find its use amongst the community. Thanks for reading !
IV/HV ratio 1.0 [dime]This script compares the implied volatility to the historic volatility as a ratio.
The plot indicates how high the current implied volatility for the next 30 days is relative to the actual volatility realized over the set period. This is most useful for options traders as it may show when the premiums paid on options are over valued relative to the historic risk.
The default is set to one year (252 bars) however any number of bars can be set for the lookback period for HV.
The default is set to VIX for the IV on SPX or SPY but other CBOE implied volatility indexes may be used. For /CL you have OVX/HV and for /GC you have GVX/HV.
Note that the CBOE data for these indexes may be delayed and updated EOD
and may not be suitable for intraday information. (Future versions of this script may be developed to provide a realtime intraday study. )
There is a list of many volatility indexes from CBOE listed at:
www.cboe.com
(Some may not yet be available on Tradingview)
RVX Russell 2000
VXN NASDAQ
VXO S&P 100
VXD DJIA
GVX Gold
OVX OIL
VIX3M 3-Month
VIX6M S&P 500 6-Month
VIX1Y 1-Year
VXEFA Cboe EFA ETF
VXEEM Cboe Emerging Markets ETF
VXFXI Cboe China ETF
VXEWZ Cboe Brazil ETF
VXSLV Cboe Silver ETF
VXGDX Cboe Gold Miners ETF
VXXLE Cboe Energy Sector ETF
EUVIX FX Euro
JYVIX FX Yen
BPVIX FX British Pound
EVZ Cboe EuroCurrency ETF Volatility Index
Amazon VXAZN
Apple VXAPL
Goldman Sachs VXGS
Google VXGOG
IBM VXIBM
Minervini Ultimate +VCPMinervini Ultimate Suite (SEPA Dashboard)
This indicator implements Mark Minervini's "Trend Template" criteria combined with a Volatility Contraction Pattern (VCP) detector and a custom Relative Strength rating. It is designed to help traders visualize the technical health of a stock based on stage analysis concepts.
This indicator serves as a complete Control System (Dashboard) for Mark Minervini's SEPA trading strategy. Instead of manually checking five different metrics on every chart, this indicator performs the mathematical calculations and presents the "bottom line" in a single, organized table.
1. What This Indicator Does
The goal is to ensure you never enter a trade blindly. It verifies the stock against Minervini's strict requirements:
Trend: Is the stock in a healthy Stage 2 Uptrend?
Relative Strength: Is it stronger than the general market?
Buy Risk: Is it the right time to buy, or is the price extended?
Pressure: Are institutions accumulating or distributing?
VCP: Is there a breakout opportunity (volatility contraction) right now?
2. Key Benefits
Time-Saving: Instead of drawing lines and calculating percentages manually, you get immediate visual feedback (Green/Red).
Discipline: The indicator will flag "Extended" (Red) if you attempt to buy a stock that has run up too much, saving you from late entries and unnecessary losses.
Precision Timing: The VCP feature (Blue Dots) helps you identify the "calm before the storm"โthe exact moment volatility contracts, which often precedes a major breakout.
3. Indicator Parameters & Features
A. Minervini Pressure (Buying vs. Selling)
What it checks: Money flow over the last 20 days.
Calculation: Sums up volume on "Up Days" (Green) versus volume on "Down Days" (Red).
Meaning:
๐ข Buying: More money is entering than leaving. A sign of institutional accumulation.
๐ด Selling: Selling pressure dominates. The price may be rising, but without strong volume backing.
B. Buy Risk (Price Extension)
What it checks: The distance of the current price from the 50-Day Moving Average. Minervini strictly warns against "chasing" stocks.
Signals:
๐ข Low Risk: Price is within 0% โ 15% of the 50MA. This is the ideal "Buy Zone".
๐ก Caution: Price is 15% โ 25% away. Buy with increased caution.
๐ด Extended: Price is >25% from the MA. Do not buy. The probability of a pullback is high.
โช Broken: Price is below the 50MA. The short-term trend is damaged.
C. TPR - Trend Template (Trend Power Rating)
What it checks: Is the stock in a Stage 2 Uptrend?
Strict Rules (All must be true for a PASS):
Price > 50MA > 150MA > 200MA.
The 200MA is trending UP (positive slope).
Price is near the 52-Week High (within 25%).
Price is above the 52-Week Low (at least 25%).
Meaning:
๐ข PASSED: Technically healthy and ready to move.
๐ด FAILED: The trend structure is broken (e.g., MAs are entangled).
D. RPR Score (Relative Performance Rating)
What it checks: How strong the stock is compared to the general market (S&P 500 / SPY).
Calculation: Weighted performance over 3, 6, 9, and 12 months vs. the SPY. The score ranges from 1 to 99.
Meaning:
๐ข 80-99: Market Leader. These are the stocks Minervini targets.
๐ก 70-80: Good, but not elite.
โช Below 70: Laggard (weaker than the market).
E. VCP Action (Volatility Contraction Pattern)
What it checks: Monitors price tightness. It calculates the range between the highest close and lowest close over the last 5 days.
Meaning:
๐ต SQUEEZE (Blue Text + Blue Dot on Chart): The price range has contracted to less than 2.5%.
Why it matters: When a stock stops moving wildly and trades in a tight range ("Flat Line"), it indicates supply has dried up. A high-volume breakout often follows immediately.
MMM Fear & Greed Meter - Multi-Asset @MaxMaseratiMMM Fear & Greed Meter - Multi-Asset Edition
Professional Sentiment Analysis for Futures, Stocks, and Crypto
The MMM Fear & Greed Meter is an advanced market sentiment indicator that transforms CNN's Fear & Greed methodology into an actionable trading tool. Unlike generic sentiment gauges, this indicator provides specific trading recommendations with position sizing guidance and institutional context - turning vague market mood readings into clear trading decisions.
๐ฏ Three Optimized Market Modes
FUTURES (ES/NQ) MODE - Default configuration weighted for index futures trading
VIX: 20% (highest weight - volatility drives futures)
Put/Call Ratio: 18% (institutional hedging behavior)
Safe Haven Demand: 18% (risk-on/risk-off capital flows)
Ideal for: ES1!, NQ1! futures traders, London Open preparation, intraday bias
STOCKS (EQUITIES) MODE - Optimized for stock picking and swing trading
52-Week High/Low: 20% (market breadth matters most)
Volume Breadth: 18% (sector rotation and participation)
SPX Momentum: 18% (trend confirmation)
Ideal for: Individual stocks, ETFs, portfolio management
CRYPTO (BTC/ETH) MODE - Calibrated for cryptocurrency's correlation to equity sentiment
Safe Haven: 25% (crypto moves inverse to risk-off)
SPX Momentum: 20% (crypto follows tech/equities)
VIX: 20% (crypto crashes when volatility spikes)
Ideal for: Bitcoin, Ethereum, major altcoins
CUSTOM MODE - Manually adjust all seven component weights to your preference
๐ฅ What Makes This Unique?
1. ACTIONABLE INTELLIGENCE
Not just a number - get specific recommendations:
"โ
PRIORITIZE LONGS @ Key Support - Size up 1.5x"
"FAVOR SHORTS @ Resistance - Watch Distribution"
"TRADE YOUR EDGE - No Sentiment Bias"
2. INSTITUTIONAL FRAMING
Understand WHY the market feels this way:
"Institutions defending levels aggressively"
"Retail chasing, institutions distributing"
"Market stretched and vulnerable - violent turn coming"
3. POSITION SIZING GUIDANCE
Know HOW MUCH to risk:
Extreme zones (0-24, 76-100) + order flow confirmation = 1.5x size
Normal zones = standard position sizing
Neutral zone (45-55) = no sentiment edge, pure price action
4. DIRECTION-BASED COLOR CODING
Green action column = Bullish recommendations
Red action column = Bearish recommendations
Gray action column = No directional bias
5. GRANULAR DISPLAY CONTROLS
Configure exactly what you need:
Show/hide index display section
Show/hide component breakdown
Show/hide live action column
Show/hide decision matrix
27 possible layout combinations
๐ Seven Market Components
Based on CNN Fear & Greed methodology with market-specific weighting:
Market Momentum - S&P 500 vs 125-day moving average
Stock Price Strength - 52-week highs vs lows (NYSE breadth)
Stock Price Breadth - Advancing vs declining volume
Put/Call Options - Options market sentiment (calculated proxy)
Market Volatility (VIX) - CBOE Volatility Index
Safe Haven Demand - Stocks vs bonds 20-day performance
Junk Bond Demand - High yield vs investment grade spread
All components normalized to 0-100 scale, weighted by market relevance, combined into single sentiment index.
๐จ Trading Decision Matrix
EXTREME FEAR (0-24) + Bullish Order Flow @ Support
โ โ
PRIORITIZE LONGS | Size up 1.5x | Strong bounce expected
FEAR (25-44) + Bullish Order Flow @ Support
โ FAVOR LONGS | Normal size | Good reversal context
NEUTRAL (45-55) + Any Setup
โ TRADE YOUR EDGE | Standard approach | No macro bias
GREED (56-75) + Bearish Order Flow @ Resistance
โ FAVOR SHORTS | Watch distribution | Fake breakouts likely
EXTREME GREED (76-100) + Bearish Order Flow @ Resistance
โ โ
AGGRESSIVE SHORTS | Size up 1.5x | Rapid reversals expected
๐ก How To Use
Daily Workflow (Recommended):
Check indicator once per morning (pre-session)
Note the sentiment zone and action recommendation
Apply bias filter to your technical setups throughout the day
Size up positions at extremes when order flow confirms
For Futures Traders:
Use bar close mode (default) for stable daily bias
However, try and test live candle option , it might give you early insights
Check before London Open (6:00 AM ET)
Combine with order flow analysis (Body Close, sweeps, institutional levels)
For Stock Traders:
Use for sector rotation decisions
Extreme Fear = buy quality at your edge support level
Extreme Greed = trim positions, raise cash
For Crypto Traders:
Crypto mode captures equity risk sentiment spillover
VIX spikes = crypto dumps (size shorts)
Safe haven demand = BTC correlation tracking
๐ง Technical Details
Data Sources: Universal TradingView symbols (SP:SPX, TVC:VIX, TVC:US10Y, AMEX:HYG, AMEX:LQD, INDEX breadth data with fallback proxies)
Calculation: Seven components normalized over 252-day period, weighted by market mode, combined into 0-100 composite index
Accuracy: 85-90% zone correlation to CNN Fear & Greed Index (zones matter more than exact numbers for trading bias)
Update Frequency: User-controlled - bar close (stable) or live (real-time)
Compatibility: Works on any chart timeframe (recommend daily for bias context)
๐ Best Practices
DO:
Use as bias filter for your existing strategy
Check once per session for daily context
Size up at extremes with order flow confirmation
Pay attention to ZONES (Extreme Fear/Greed) not exact numbers
Combine with technical analysis and price action
DON'T:
Use as standalone entry/exit signals
Overtrade or force setups when neutral
Ignore price action because sentiment contradicts
Check constantly (designed for daily bias, not tick-by-tick)
Expect exact CNN number match (focus on zones)
๐ Who Is This For?
Futures Traders - ES/NQ intraday traders needing daily bias context
Stock Traders - Equity swing traders and stock pickers
Crypto Traders - BTC/ETH traders following equity risk sentiment
Position Traders - Anyone wanting institutional sentiment context
Systematic Traders - Adding sentiment filter to mechanical systems
๐ Based On CNN Fear & Greed Methodology
This indicator builds upon CNN Business's proven Fear & Greed Index framework, enhancing it with:
Market-specific component weighting (Futures/Stocks/Crypto)
Actionable trading recommendations with position sizing
Institutional market context and framing
Flexible display options for different trading workflows
Universal data compatibility for all TradingView users
Adaptive Gaussian AFR# Adaptive Gaussian AFR (Average Filtering Range)
The **Adaptive Gaussian AFR** is a sophisticated trend-following overlay designed to provide a "cleaner" perspective on market structure. It synthesizes advanced signal processing with volatility-adjusted trailing logic to create a perpetual trend indicator that filters noise while maintaining extreme responsiveness during momentum breakouts.
## How It Works
This indicator combines three distinct mathematical principles to analyze and visualize price action:
### 1. 4-Pole Gaussian Smoothing
Standard moving averages often suffer from a trade-off between smoothness and lag. By employing a **4-pole Gaussian filter**, the indicator applies a bell-curve weighting to price data. This results in a curve that is mathematically smoother than an EMA but reacts more sharply to significant price shocks.
### 2. Adaptive Volatility Scaling
Unlike static indicators, this script utilizes a **Volatility Ratio** (comparing short-term ATR to long-term ATR).
- **Expansion:** When volatility spikes, the Gaussian filter automatically shortens its lookback to "catch" the breakout.
- **Contraction:** When the market consolidates, it lengthens the lookback to prevent "whipsaws" and false signals.
### 3. AFR (Average Filtering Range) Logic
The "step-ladder" behavior is driven by the AFR logic. It calculates volatility-based boundaries (using an ATR factor). The trend line only moves higher if the price exceeds the current floor, and only moves lower if the price breaks the ceiling, creating a "perpetual" support and resistance level.
## Visual Interface & Branding
The script features a high-visibility sentiment map using a custom brand color scheme:
- **Bullish State (Blue - rgb(45, 162, 252)):** Triggered when price is trading above the Adaptive Gaussian mean and the AFR floor.
- **Bearish State (Purple - rgb(113, 59, 249)):** Triggered when price breaks below the mean and the AFR ceiling.
- **Brand Candles:** Price bars are automatically colored to match the trend state for immediate visual confirmation.
## Why This is Unique
Most trend followers are "fixed"โthey perform well in trending markets but fail in sideways chop. The uniqueness of the **Adaptive Gaussian AFR** lies in its ability to "breathe." Because the Gaussian engine is adaptive, it attempts to solve the "lag vs. noise" problem by becoming more rigid when the market is indecisive and more fluid when a trend is confirmed.
## Great inventions require great Care
**This is not a standalone trading system.** While the Adaptive Gaussian AFR provides a highly refined view of the trend, it should be used in conjunction with other analysis tools.
- **Lag:** Like all indicators based on historical data, the filter is inherently lagging and cannot predict future price movements.
- **No Standalone Use:** Do not use this as your sole reason for entering or exiting a trade. It is best used as a **Trend Filter** or a **Volatility-Adjusted Entry/Exit Strategy in confluence with other tools**.
- **Context Matters:** It does not account for fundamental news, higher-timeframe resistance, or volume profiles.
Enjoy!
SD-Range Oscillator | QuantEdgeBSD-Range Oscillator | QuantEdgeB
๐ Overview
SD-Range Oscillator | QuantEdgeB (SDRO) is a normalized momentum oscillator that compresses a low-lag trend core into a 0โ100 style range using standard-deviation (SD) bands. It builds a smooth baseline from a fast triple-smoothed average, wraps it with ยฑ2รSD volatility bounds, then normalizes the core value inside that envelope. Clear Long/Short regimes trigger when the normalized value crosses user-defined thresholds, with optional labels, regime-colored candles, and intuitive filled zones.
โจ Key Features
1.โก Low-Lag Core (Triple-Smooth Engine)
- Uses a fast, low-lag triple-smoothed average as the oscillatorโs primary signal input.
- Helps keep momentum readings responsive while filtering noise.
2. ๐ SD Volatility Envelope (ยฑ2รSD)
- Builds a volatility channel around a smoothed baseline using standard deviation.
- Automatically adapts to changing market turbulence.
3. ๐งฎ Normalized Range Output
- Converts the core signal into a normalized value by mapping it between the upper/lower SD bounds.
- Makes readings consistent across assets and timeframes.
4. ๐ฏ Threshold-Based Regimes
- Long when the normalized value exceeds the Long threshold.
- Short when it falls below the Short threshold.
- Includes an additional safety filter to reduce โforcedโ longs when price is already extended near the upper envelope.
5. ๐จ Visual Clarity & Zones
- Regime-colored oscillator line and candles.
- Filled SD bands around the baseline for quick volatility context.
- Optional highlight fills between the oscillator and thresholds to show active long/short phases.
- Extra OB/OS background zones for quick overextension awareness.
6. ๐ Signals & Alerts
- Optional โLong/Shortโ labels on confirmed regime flips.
- Alert conditions fire on long/short regime crossovers.
๐ผ Use Cases
โข Momentum Confirmation: Validate breakouts by requiring SDRO to hold above the Long threshold.
โข Mean-Reversion Awareness: Watch for extreme normalized readings near upper/lower bounds.
โข Regime Filtering: Use SDRO state (Long/Short/Neutral) to filter trades from other systems.
โข Cross-Market Comparison: Normalization makes it easier to compare momentum across different tickers.
๐ฏ For Who
โข Trend traders who want a clean momentum filter with adaptive volatility context.
โข System builders needing a simple regime variable (1 / -1 / neutral) to gate entries.
โข Discretionary traders who like visual confirmation (fills, candle coloring, threshold zones).
โข Multi-asset traders who benefit from normalized, comparable oscillator readings.
โ๏ธ Default Settings
โข TEMA Period: 7
โข Base Length (SMMA): 25
โข Long Threshold: 55
โข Short Threshold: 45
โข SD Multiplier: 2ร (fixed in code)
โข Color Mode: Alpha
โข Color Transparency: 60
โข Labels: Off by default
๐ Conclusion
SD-Range Oscillator | QuantEdgeB blends a low-lag triple-smoothed core with an adaptive SD envelope to produce a normalized, easy-to-read momentum signal. With clear threshold regimes, volatility-aware context, and strong visuals (fills + candle coloring), SDRO helps separate meaningful momentum shifts from noise across any asset or timeframe.
๐น Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
๐น Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
TwinSmooth ATR Bands | QuantEdgeBTwinSmooth ATR Bands | QuantEdgeB
๐ Overview
TwinSmooth ATR Bands | QuantEdgeB is a dual-smoothing, ATR-adaptive trend filter that blends two complementary smoothing engines into a single baseline, then builds dynamic ATR bands around it to detect decisive breakouts. When price closes above the upper band it triggers a Long regime; when it closes below the lower band it flips to Shortโotherwise it stays neutral. The script enhances clarity with regime-colored candles, an active-band fill, and an optional on-chart backtest table.
โจ Key Features
1. ๐ง Twin-Smooth Baseline (Dual Engine Blend)
- Computes two separate smoothed baselines (a slower โsmoothโ leg + a faster โresponsiveโ leg).
- Blends them into a single midpoint baseline for balanced stability + speed.
- Applies an extra EMA smoothing pass to produce a clean trend_base.
2. ๐ ATR Volatility Bands
- Builds upper/lower bands using ATR ร multiplier around the trend_base.
- Bands expand in volatile conditions and contract when markets quiet downโauto-adapting without manual tweaks.
3. โก Clear Breakout Regime Logic
- Long when close > upperBand.
- Short when close < lowerBand.
- Neutral otherwise (no forced signals inside the band zone).
4. ๐จ Visual Clarity
- Plots only the active band (lower band in long regime, upper band in short regime).
- Fills between active band and price for instant regime context.
- Colors candles to match the current state (bullish / bearish / neutral).
- Multiple color palettes + transparency control.
๐ผ Use Cases
โข Trend Confirmation Filter: Use the regime as a higher-confidence trend gate for entries from other indicators.
โข Breakout/Breakdown Trigger: Trade closes outside ATR bands to catch momentum expansions.
โข Volatility-Aware Stops/Targets: Bands naturally reflect volatility, making them useful as adaptive reference levels.
โข Multi-Timeframe Alignment: Confirm higher-timeframe regime before executing on lower timeframes.
๐ฏ For Who
โข Trend Traders who want clean regime shifts without constant whipsaw.
โข Breakout Traders who prefer confirmation via ATR expansion rather than raw MA crossovers.
โข System Builders needing a simple, robust โstate engineโ (Long / Short / Neutral) to plug into larger strategies.
โข Analysts who want quick on-chart validation with a backtest table.
โ๏ธ Default Settings
โข SMMA Length (Base Smooth Leg): 24
โข TEMA Length (Base Responsive Leg): 8
โข EMA Extra Smoothing: 14
โข ATR Length: 14
โข ATR Multiplier: 1.1
โข Color Mode: Alpha
โข Color Transparency: 30
โข Backtest Table: On (toggleable)
โข Backtest Start Date: 09 Oct 2017
โข Labels: Off by default
๐ Conclusion
TwinSmooth ATR Bands | QuantEdgeB merges a dual-speed smoothing core into a single trend baseline, then wraps it with ATR-based bands to deliver clean, volatility-adjusted breakout signals. With regime coloring, active-band plotting, and optional backtest stats, itโs a compact, readable tool for spotting momentum shifts and trend continuation across any market and timeframe.
๐น Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
๐น Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Volatility High/Low Projection (PHOD / PLOD)AP Capital โ Volatility + High/Low Projection
This indicator is designed to identify high-probability intraday turning points by combining daily range statistics, session behaviour, and volatility context into a single clean framework.
It is built for index, forex, and metals traders who want structure, not noise.
๐น Core Features
1๏ธโฃ Potential High of Day (PHOD) & Potential Low of Day (PLOD)
The indicator highlights likely intraday extremes based on:
Session timing (Asia, London, New York)
Current day volatility vs historical averages
Prior day expansion or compression behaviour
Each level is displayed with:
A clear label (PHOD / PLOD)
A forward-extending box acting as a live Point of Interest (POI)
Automatic invalidation when price breaks the zone
2๏ธโฃ Volatility & Range Context (Info Panel)
A compact information panel in the top-right corner provides real-time context without cluttering the chart:
20-Day Average Range
% of the average range already used today
Range status (NORMAL / EXHAUSTED)
Average session ranges for:
Asia
London
New York
This allows traders to immediately assess whether price is:
Early in the day with room to trend
Statistically stretched and prone to reversal
Over-extended where breakout chasing is risky
3๏ธโฃ Session-Aware Logic
The model respects how markets behave across the trading day:
Asia favours accumulation and potential lows
London provides expansion
New York often delivers distribution or exhaustion
This prevents random high/low marking and focuses only on structurally meaningful levels.
๐ง How to Use
Use PHOD / PLOD boxes as reaction zones, not blind entries
Combine with your own confirmation (structure break, momentum, volume, EMA reclaim, etc.)
Avoid chasing trades when the Range Status = EXHAUSTED
Particularly effective on 15m โ 1h timeframes
โ ๏ธ Important Notes
This indicator does not repaint
It is contextual, not a buy/sell signal generator
Best used as part of a complete trading plan
๐ Suitable Markets
XAUUSD (Gold)
Indices (NASDAQ, S&P 500, DAX)
Major FX pairs
๐ Disclaimer
This indicator is for educational and analytical purposes only.
It does not constitute financial advice. Trading involves risk.
Dark Vector ScalpingThe Dark Vector Scalping indicator is a high-frequency trend-following system designed specifically to capture rapid momentum shifts in the market. It combines a staircase-style breakout logic with volatility-adjusted trailing stops to define market direction.
While the underlying math is robust enough for various asset classes, this specific configuration is optimized for scalping operations on 1-minute and 5-minute timeframes. It aims to filter out the "noise" common in lower timeframes while reacting quickly to genuine breakouts.
Core Components
1. The Apex Engine (Staircase Logic) Unlike traditional moving averages that curve with price, this engine uses a "hard" breakout logic. It looks back at a specific number of bars (Sensitivity) to find the highest highs and lowest lows.
Bullish Flip: Occurs when the price closes below the calculated low of the previous trend.
Bearish Flip: Occurs when the price closes above the calculated high of the previous trend.
Trailing Stop: Once a trend is established, a trailing stop line is drawn. This line only moves in the direction of the trend (up for bullish, down for bearish) and never retraces, acting as a ratchet to lock in paper profits.
2. Volatility Normalization To prevent getting stopped out by random market noise (scam wicks), the indicator calculates the Average True Range (ATR). It multiplies this volatility metric by a user-defined deviation factor to determine exactly how far the stop line should be from the current price action.
3. The Hull Moving Average (HMA) Filter The script includes an optional 50-period Hull Moving Average. The HMA is known for being extremely fast and smooth, reducing lag compared to standard moving averages.
Visual Reference: You can plot the line to see the overall macro trend.
Hard Filter: You can enable a "Safety Filter" in the settings. If enabled, the system will only generate Buy signals if the price is above the HMA, and Sell signals if the price is below the HMA.
4. The Dashboard A data panel is located on the chart (customizable position) to provide instant numerical data without needing to calculate levels manually. It displays the current trend state, the exact price of the trailing stop, and the status of the HMA filter.
Settings & Configuration
Sensitivity (Lookback)
Default: 5
This is the primary setting for the Apex Engine. A setting of 5 is the "sweet spot" for 1-minute and 5-minute charts. It allows the system to react very quickly to sudden volume spikes. Increasing this number (e.g., to 10) will make the signals slower and more conservative.
Stop Deviation
Default: 3.0
This controls the "breathing room" for the trade. A value of 3.0 allows for standard volatility on minute charts without triggering a premature exit. Lowering this to 2.0 will result in tighter stops but more false signals.
HMA Filter
Use HMA as Filter? (Default: OFF):
When OFF, the system signals purely on price action breakouts (fastest).
When ON, the system waits for the price to align with the 50-period HMA before signaling (safest, but may delay entry).
How to Interpret Visuals
Candle Colors
Teal/Green: The market is in a Bullish regime.
Red/Pink: The market is in a Bearish regime.
The Line
The solid stepped line represents the hard invalidation point. If price closes beyond this line, the trend is considered over.
Diamond Signals
Light Green Diamond (Below Bar): Confirmed Buy Signal. A new bullish trend has started.
Light Red/Pink Diamond (Above Bar): Confirmed Sell Signal. A new bearish trend has started.
Trading Strategy Guide
The Scalp Entry
Ensure you are on a 1-minute or 5-minute timeframe.
Wait for a signal Diamond to close. Do not enter while the bar is still forming, as the signal may repaint (disappear) if the price retraces before the close.
Long Entry: Enter when a Green Diamond appears and the candle turns Teal.
Short Entry: Enter when a Red Diamond appears and the candle turns Red.
Risk Management
Stop Loss: Your invalidation level is the "Apex Stop" line. You can place your hard stop loss slightly beyond this line.
Take Profit: Because this is a trend-following system, it is often best to hold until the candle color changes, or to take profit at fixed Risk:Reward ratios (e.g., 1:1.5 or 1:2).
The HMA Nuance If you find the market is "choppy" (moving sideways), enable the "Use HMA as Filter" option in the settings. This will force the system to ignore signals that are counter-trend to the longer-term momentum.
Disclaimer
The information provided by the "Dark Vector Scalping" indicator and this accompanying guide is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Trading cryptocurrencies, stocks, and forex involves a high level of risk and may not be suitable for all investors. You could lose some or all of your initial investment.
Liquidity Void Zone Detector [PhenLabs]๐ Liquidity Void Zone Detector
Version: PineScriptโขv6
๐ Description
The Liquidity Void Zone Detector is a sophisticated technical indicator designed to identify and visualize areas where price moved with abnormally low volume or rapid momentum, creating "voids" in market liquidity. These zones represent areas where insufficient trading activity occurred during price movement, often acting as magnets for future price action as the market seeks to fill these gaps.
Built on PineScript v6, this indicator employs a dual-detection methodology that analyzes both volume depletion patterns and price movement intensity relative to ATR. The revolutionary 3D visualization system uses three-layer polyline rendering with adaptive transparency and vertical offsets, creating genuine depth perception where low liquidity zones visually recede and high liquidity zones protrude forward. This makes critical market structure immediately apparent without cluttering your chart.
๐ Points of Innovation
Dual detection algorithm combining volume threshold analysis and ATR-normalized price movement sensitivity for comprehensive void identification
Three-layer 3D visualization system with progressive transparency gradients (85%, 78%, 70%) and calculated vertical offsets for authentic depth perception
Intelligent state machine logic that tracks consecutive void bars and only renders zones meeting minimum qualification requirements
Dynamic strength scoring system (0-100 scale) that combines inverted volume ratios with movement intensity for accurate void characterization
Adaptive ATR-based spacing calculation that automatically adjusts 3D layering depth to match instrument volatility
Efficient memory management system supporting up to 100 simultaneous void visualizations with automatic array-based cleanup
๐ง Core Components
Volume Analysis Engine: Calculates rolling volume averages and compares current bar volume against dynamic thresholds to detect abnormally thin trading conditions
Price Movement Analyzer: Normalizes bar range against ATR to identify rapid price movements that indicate liquidity exhaustion regardless of instrument or timeframe
Void Tracking State Machine: Maintains persistent tracking of void start bars, price boundaries, consecutive bar counts, and cumulative strength across multiple bars
3D Polyline Renderer: Generates three-layer rectangular polylines with precise timestamp-to-bar index conversion and progressive offset calculations
Strength Calculation System: Combines volume component (inverted ratio capped at 100) with movement component (ATR intensity ร 30) for comprehensive void scoring
๐ฅ Key Features
Automatic Void Detection: Continuously scans price action for low volume conditions or rapid movements, triggering void tracking when thresholds are exceeded
Real-Time Visualization: Creates 3D rectangular zones spanning from void initiation to termination, with color-coded depth indicating liquidity type
Adjustable Sensitivity: Configure volume threshold multiplier (0.1-2.0x), price movement sensitivity (0.5-5.0x), and minimum qualifying bars (1-10) for customized detection
Dual Color Coding: Separate visual treatment for low liquidity voids (receding red) and high liquidity zones (protruding green) based on 50-point strength threshold
Optional Compact Labels: Toggle LV (Low Volume) or HV (High Volume) circular labels at void centers for quick identification without visual clutter
Lookback Period Control: Adjust analysis window from 5 to 100 bars to match your trading timeframe and market volatility characteristics
Memory-Efficient Design: Automatically manages polyline and label arrays, deleting oldest elements when user-defined maximum is reached
Data Window Integration: Plots void detection binary, current strength score, and average volume for detailed analysis in TradingView's data window
๐จ Visualization
Three-Layer Depth System: Each void is rendered as three stacked polylines with progressive transparency (85%, 78%, 70%) and calculated vertical offsets creating authentic 3D appearance
Directional Depth Perception: Low liquidity zones recede with back layer most transparent; high liquidity zones protrude with front layer most transparent for instant visual differentiation
Adaptive Offset Spacing: Vertical separation between layers calculated as ATR(14) ร 0.001, ensuring consistent 3D effect across different instruments and volatility regimes
Color Customization: Fully configurable base colors for both low liquidity zones (default: red with 80 transparency) and high liquidity zones (default: green with 80 transparency)
Minimal Chart Clutter: Closed polylines with matching line and fill colors create clean rectangular zones without unnecessary borders or visual noise
Background Highlight: Subtle yellow background (96% transparency) marks bars where void conditions are actively detected in real-time
Compact Labeling: Optional tiny circular labels with 60% transparent backgrounds positioned at void center points for quick reference
๐ Usage Guidelines
Detection Settings
Lookback Period: Default: 10 | Range: 5-100 | Number of bars analyzed for volume averaging and void detection. Lower values increase sensitivity to recent changes; higher values smooth detection across longer timeframes. Adjust based on your trading timeframe: short-term traders use 5-15, swing traders use 20-50, position traders use 50-100.
Volume Threshold: Default: 1.0 | Range: 0.1-2.0 (step 0.1) | Multiplier applied to average volume. Bars with volume below (average ร threshold) trigger void conditions. Lower values detect only extreme volume depletion; higher values capture more moderate low-volume situations. Start with 1.0 and decrease to 0.5-0.7 for stricter detection.
Price Movement Sensitivity: Default: 1.5 | Range: 0.5-5.0 (step 0.1) | Multiplier for ATR-normalized price movement detection. Values above this threshold indicate rapid price changes suggesting liquidity voids. Increase to 2.0-3.0 for volatile instruments; decrease to 0.8-1.2 for ranging or low-volatility conditions.
Minimum Void Bars: Default: 10 | Range: 1-10 | Minimum consecutive bars exhibiting void conditions required before visualization is created. Filters out brief anomalies and ensures only sustained voids are displayed. Use 1-3 for scalping, 5-10 for intraday trading, 10+ for swing trading to match your time horizon.
Visual Settings
Low Liquidity Color: Default: Red (80% transparent) | Base color for zones where volume depletion or rapid movement indicates thin liquidity. These zones recede visually (back layer most transparent). Choose colors that contrast with your chart theme for optimal visibility.
High Liquidity Color: Default: Green (80% transparent) | Base color for zones with relatively higher liquidity compared to void threshold. These zones protrude visually (front layer most transparent). Ensure clear differentiation from low liquidity color.
Show Void Labels: Default: True | Toggle display of compact LV/HV labels at void centers. Disable for cleaner charts when trading; enable for analysis and review to quickly identify void types across your chart.
Max Visible Voids: Default: 50 | Range: 10-100 | Maximum number of void visualizations kept on chart. Each void uses 3 polylines, so setting of 50 maintains 150 total polylines. Higher values preserve more history but may impact performance on lower-end systems.
โ
Best Use Cases
Gap Fill Trading: Identify unfilled liquidity voids that price frequently returns to, providing high-probability retest and reversal opportunities when price approaches these zones
Breakout Validation: Distinguish genuine breakouts through established liquidity from false breaks into void zones that lack sustainable volume support
Support/Resistance Confluence: Layer void detection over key horizontal levels to validate structural integrityโlevels within high liquidity zones are stronger than those in voids
Trend Continuation: Monitor for new void formation in trend direction as potential continuation zones where price may accelerate due to reduced resistance
Range Trading: Identify void zones within consolidation ranges that price tends to traverse quickly, helping to avoid getting caught in rapid moves through thin areas
Entry Timing: Wait for price to reach void boundaries rather than entering mid-void, as voids tend to be traversed quickly with limited profit-taking opportunities
โ ๏ธ Limitations
Historical Pattern Indicator: Identifies past liquidity voids but cannot predict whether price will return to fill them or when filling might occur
No Volume on Forex: Indicator uses tick volume for forex pairs, which approximates but doesn't represent true trading volume, potentially affecting detection accuracy
Lagging Confirmation: Requires minimum consecutive bars (default 10) before void is visualized, meaning detection occurs after void formation begins
Trending Market Behavior: Strong trends driven by fundamental catalysts may create voids that remain unfilled for extended periods or permanently
Timeframe Dependency: Detection sensitivity varies significantly across timeframes; settings optimized for one timeframe may not perform well on others
No Directional Bias: Indicator identifies liquidity characteristics but provides no predictive signal for price direction after void detection
Performance Considerations: Higher max visible void settings combined with small minimum void bars can generate numerous visualizations impacting chart rendering speed
๐ก What Makes This Unique
Industry-First 3D Visualization: Unlike flat volume or liquidity indicators, the three-layer rendering with directional depth perception provides instant visual hierarchy of liquidity quality
Dual-Mode Detection: Combines both volume-based and movement-based detection methodologies, capturing voids that single-approach indicators miss
Intelligent Qualification System: State machine logic prevents premature visualization by requiring sustained void conditions, reducing false signals and chart clutter
ATR-Normalized Analysis: All detection thresholds adapt to instrument volatility, ensuring consistent performance across stocks, forex, crypto, and futures without constant recalibration
Transparency-Based Depth: Uses progressive transparency gradients rather than colors or patterns to create depth, maintaining visual clarity while conveying information hierarchy
Comprehensive Strength Metrics: 0-100 void strength calculation considers both the degree of volume depletion and the magnitude of price movement for nuanced zone characterization
๐ฌ How It Works
Phase 1: Real-Time Detection
On each bar close, the indicator calculates average volume over the lookback period and compares current bar volume against the volume threshold multiplier
Simultaneously measures current bar's high-low range and normalizes it against ATR, comparing the result to price movement sensitivity parameter
If either volume falls below threshold OR movement exceeds sensitivity threshold, the bar is flagged as exhibiting void characteristics
Phase 2: Void Tracking & Qualification
When void conditions first appear, state machine initializes tracking variables: start bar index, initial top/bottom prices, consecutive bar counter, and cumulative strength accumulator
Each subsequent bar with void conditions extends the tracking, updating price boundaries to envelope all bars and accumulating strength scores
When void conditions cease, system checks if consecutive bar count meets minimum threshold; if yes, proceeds to visualization; if no, discards the tracking and resets
Phase 3: 3D Visualization Construction
Calculates average void strength by dividing cumulative strength by number of bars, then determines if void is low liquidity (>50 strength) or high liquidity (โค50 strength)
Generates three polyline layers spanning from start bar to end bar and from top price to bottom price, each with calculated vertical offset based on ATR
Applies progressive transparency (85%, 78%, 70%) with layer ordering creating recession effect for low liquidity zones and protrusion effect for high liquidity zones
Creates optional center label and pushes all visual elements into arrays for memory management
Phase 4: Memory Management & Display
Continuously monitors polyline array size (each void creates 3 polylines); when total exceeds max visible voids ร 3, deletes oldest polylines via array.shift()
Similarly manages label array, removing oldest labels when count exceeds maximum to prevent memory accumulation over extended chart history
Plots diagnostic data to TradingViewโs data window (void detection binary, current strength, average volume) for detailed analysis without cluttering main chart
๐ก Note:
This indicator is designed to enhance your market structure analysis by revealing liquidity characteristics that arenโt visible through standard price and volume displays. For best results, combine void detection with your existing support/resistance analysis, trend identification, and risk management framework. Liquidity voids are descriptive of past market behavior and should inform positioning decisions rather than serve as standalone entry/exit signals. Experiment with detection parameters across different timeframes to find settings that align with your trading style and instrument characteristics.
ATR / Price RatioDescription:
This indicator plots the ratio of the Average True Range (ATR) to the current price, showing volatility as a percentage of price rather than in absolute terms. It helps compare volatility across assets and timeframes by normalizing for price level.
A higher ATR/Price ratio means the market is moving a larger percentage of its value each bar (high relative volatility). A lower ratio indicates tighter, quieter price action (low relative volatility).
Traders can use this ratio to:
โข Compare volatility between instruments
โข Identify shifts into high or low volatility regimes
โข Adjust position sizing and stop distances relative to risk
Volatility Trend Indicator+Overview:
This indicator measures short-term volatility relative to its smoothed average. It helps visualize whether volatility is increasing or decreasing over time. The indicator is displayed in a separate pane below the main price chart for clarity
Visualization:
Line plot of V
Zero line for reference
Background color highlights trend:
Green โ rising volatility
Red โ falling volatility
Yellow โ neutral
Adaptive Vol Gauge [ParadoxAlgo]This is an overlay tool that measures and shows market ups and downs (volatility) based on daily high and low prices. It adjusts automatically to recent price changes and highlights calm or wild market periods. It colors the chart background and bars in shades of blue to cyan, with optional small labels for changes in market mood. Use it for info onlyโcombine with your own analysis and risk controls. It's not a buy/sell signal or promise of results.Key FeaturesSmart Volatility Measure: Tracks price swings with a flexible time window that reacts to market speed.
Market Mood Detection: Spots high-energy (wild) or low-energy (calm) phases to help see shifts.
Visual Style: Uses smooth color fades on the background and barsโcyan for calm, deep blue for wildโto blend nicely on your chart.
Custom Options: Change settings like time periods, sensitivity, colors, and labels.
Chart Fit: Sits right on your main price chart without extra lines, keeping things clean.
How It WorksThe tool figures out volatility like this:Adjustment Factor:Looks at recent price ranges compared to longer ones.
Tweaks the time window (between 10-50 bars) based on how fast prices are moving.
Volatility Calc:Adds up logs of high/low ranges over the adjusted window.
Takes the square root for the final value.
Can scale it to yearly terms for easy comparison across chart timeframes.
Mood Check:Compares current volatility to its recent average and spread.
Flags "high" if above your set level, "low" if below.
Neutral in between.
This setup makes it quicker in busy markets and steadier in quiet ones.Settings You Can ChangeAdjust in the tool's menu:Base Time Window (default: 20): Starting point for calculations. Bigger numbers smooth things out but might miss quick changes.
Adjustment Strength (default: 0.5): How much it reacts to price speed. Low = steady; high = quick changes.
Yearly Scaling (default: on): Makes values comparable across short or long charts. Turn off for raw numbers.
Mood Sensitivity (default: 1.0): How strict for calling high/low moods. Low = more shifts; high = only big ones.
Show Labels (default: on): Adds tiny "High Vol" or "Low Vol" tags when moods change. They point up or down from bars.
Background Fade (default: 80): How see-through the color fill is (0 = invisible, 100 = solid).
Bar Fade (default: 50): How much color blends into your candles or bars (0 = none, 100 = full).
How to Read and Use ItColor Shifts:Background and bars fade based on mood strength:Cyan shades mean calm markets (good for steady, back-and-forth trades).
Deep blue shades mean wild markets (watch for big moves or turns).
Smooth changes show volatility building or easing.
Labels:"High Vol" (deep blue, from below bar): Start of wild phase.
"Low Vol" (cyan, from above bar): Start of calm phase.
Only shows at changes to avoid clutter. Use for timing strategy tweaks.
Trading Ideas:Mood-Based Plays: In wild phases (deep blue), try chase-momentum or breakout trades since swings are bigger. In calm phases (cyan), stick to bounce-back or range trades.
Risk Tips: Cut trade sizes in wild times to handle bigger losses. Use calm times for longer holds with close stops.
Chart Time Tips: Turn on yearly scaling for matching short and long views. Test settings on past dataโloosen for quick trades (more alerts), tighten for longer ones (fewer, stronger).
Mix with Others: Add trend lines or averagesโbuy in calm up-moves, sell in wild down-moves. Check with volume or key levels too.
Special Cases: In big news events, it reacts faster. On slow assets, it might overstate swingsโease the adjustment strength.
Limits and TipsIt looks back at past data, so it trails real-time action and can't predict ahead.
Results differ by stock or timeframeโtest on history first.
Colors and tags are just visuals; set your own alerts if needed.
Follows TradingView rules: No win promises, for learning only. Open for sharing; share thoughts in forums.
With this, you can spot market energy and tweak your trades smarter. Start on practice charts.
Bollinger Bands Squeeze๐ Bollinger Bands Squeeze
This indicator enhances traditional Bollinger Bands by integrating Keltner Channel layers to visualize market compression and volatility expansion โ allowing traders to easily identify when a squeeze is building or releasing.
๐ Overview
This is a refined version of the classic Bollinger Bands, designed to detect volatility squeezes using multiple Keltner Channel thresholds.
The script plots standard Bollinger Bands and dynamically colors the bands according to the degree of compression relative to the Keltner Channels.
โ๏ธ How It Works
Bollinger Bands are calculated from a selected moving average (SMA, EMA, SMMA, WMA, or VWMA) and standard deviation multiplier.
Keltner Channels are derived from ATR (True Range) using three sensitivity levels (1.0, 1.5, and 2.0ร multipliers).
When Bollinger Bands contract inside a Keltner Channel, the script marks a squeeze state:
๐ High Compression (Orange): Very tight volatility โ expect breakout soon.
๐ด Mid Compression (Red): Moderate contraction โ volatility is building.
โซ Low Compression (Gray/Black): Early compression phase.
๐งฉ Inputs & Customization
Length : Period for both Bollinger and Keltner calculations.
Basis MA Type: Choose from SMA, EMA, SMMA (RMA), WMA, or VWMA.
StdDev Multiplier : Controls Bollinger Bandwidth.
Keltner Multipliers (1.0 / 1.5 / 2.0) : Adjust compression thresholds.
Offset : Shifts the bands visually on the chart.
๐น๏ธ Best Use Cases
Identify pre-breakout conditions before volatility expansion.
Combine with volume, momentum, or trend indicators (e.g., RSI) for confirmation.
Ideal for scalping, breakout trading, or volatility-based entries during session opens.
Bollinger Keltner Squeeze Indicator (BBKC)Bollinger Keltner Squeeze Indicator (BBKC)This single-pane indicator combines the power of Bollinger Bands (BB) and Keltner Channels (KC) to accurately identify periods of low volatility compressionโthe famous Squeezeโwhich often precedes large, directional moves.Designed for traders utilizing Accumulation, Manipulation, Distribution (AMD) strategies, this tool makes spotting the 'Accumulation' phase simple and visually clear, perfect for high BTC Beta equities or futures markets like MES and MNQ.Key Features:Clear Squeeze Visualization:The background of the main chart is shaded Orange when the Squeeze is active (BB is inside KC). This immediately highlights periods of extreme compression.A simple Red/Green Dot below the chart confirms the Squeeze state (Red = Squeeze ON, Green = Squeeze OFF).Momentum Histogram:A built-in momentum oscillator smooths price action and guides the anticipated direction of the breakout.Teal/Orange Bars: Indicate momentum direction while the Squeeze is active (building pressure).Bright Green/Red Bars: Indicate momentum direction after the Squeeze has broken (expansion/breakout).How to Find Maximum Volatility Compression (The "Tightest" Squeeze)To align this indicator with a strategy focused on catching only the most extreme volatility compressionโthe key to those explosive movesโtraders should adjust the Keltner Channel Multiplier setting.Setting Name: KC Multiplier (ATR)Default Value: 1.5Recommended Adjustment: To filter for only the absolute tightest squeezes (where price is least volatile), decrease this multiplier value, typically down to 1.25 or even 1.0.By lowering the KC Multiplier (ATR), you narrow the Keltner Channel boundaries. This requires the Bollinger Bands to compress even further to fit inside, ensuring the indicator only signals the Squeeze state during moments of truly minimal volatility, setting you up for maximum opportunity.
Mongoose Global Conflict Risk Index v1Overview
The Mongoose Global Conflict Risk Index v1 is a multi-asset composite indicator designed to track the early pricing of geopolitical stress and potential conflict risk across global markets. By combining signals from safe havens, volatility indices, energy markets, and emerging market equities, the index provides a normalized 0โ10 score with clear bias classifications (Neutral, Caution, Elevated, High, Shock).
This tool is not predictive of headlines but captures when markets are clustering around conflict-sensitive assets before events are widely recognized.
Methodology
The indicator calculates rolling rate-of-change z-scores for eight conflict-sensitive assets:
Gold (XAUUSD) โ classic safe haven
US Dollar Index (DXY) โ global reserve currency flows
VIX (Equity Volatility) โ S&P 500 implied volatility
OVX (Crude Oil Volatility Index) โ energy stress gauge
Crude Oil (CL1!) โ WTI front contract
Natural Gas (NG1!) โ energy security proxy, especially Europe
EEM (Emerging Markets ETF) โ global risk capital flight
FXI (China ETF) โ Asia/China proxy risk
Rules:
Safe havens and vol indices trigger when z-score > threshold.
Energy triggers when z-score > threshold.
Risk assets trigger when z-score < โthreshold.
Each trigger is assigned a weight, summed, normalized, and scaled 0โ10.
Bias classification:
0โ2: Neutral
2โ4: Caution
4โ6: Elevated
6โ8: High
8โ10: Conflict Risk-On
How to Use
Timeframes:
Daily (1D) for strategic signals and early warnings.
4H for event shocks (missiles, sanctions, sudden escalations).
Weekly (1W) for sustained trends and macro build-ups.
What to Look For:
A single trigger (for example, Gold ON) may be noise.
A cluster of 2โ3 triggers across Gold, USD, VIX, and Energy often marks early stress pricing.
Elevated readings (>4) = caution; High (>6) = rotation into havens; Shock (>8) = market conviction of conflict risk.
Practical Application:
Monitor as a heatmap of global stress.
Combine with fundamental or headline tracking.
Use alert conditions at โฅ4, โฅ6, โฅ8 for systematic monitoring.
Notes
This indicator is for informational and educational purposes only.
It is not financial advice and should be used in conjunction with other analysis methods.
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ํ๋ ์ ๋ต์
๋๋ค.
EMA ๋ฆฌ๋ณธ์ผ๋ก ์ถ์ธ ๋ฐฉํฅ์ ํ์ธํ๊ณ , ๋ณผ๋ฆฐ์ ๋ฐด๋ ์์ถ/ํ์ฅ์ผ๋ก ๋ณ๋์ฑ ๋ํ๋ฅผ ํฌ์ฐฉํ๋ฉฐ, OBV๋ก ๊ฑฐ๋๋ ํ์ธ์ ํตํด ๊ฐ์ง ๋ํ๋ฅผ ํํฐ๋งํฉ๋๋ค.
์ ๋ต ๋ก์ง
๋งค์ ์กฐ๊ฑด (๋กฑ)
20EMA > 50EMA (์์น ์ถ์ธ)
๋ฐด๋ํญ ์์ถ ํ ํ์ฅ ์์
์ข
๊ฐ๊ฐ ์๋จ ๋ฐด๋ ๋ํ
OBV ์์น ํ๋ฆ ์ ์ง
๋งค๋ ์กฐ๊ฑด (์)
20EMA < 50EMA (ํ๋ฝ ์ถ์ธ)
๋ฐด๋ํญ ์์ถ ํ ํ์ฅ ์์
์ข
๊ฐ๊ฐ ํ๋จ ๋ฐด๋ ์ดํ
OBV ํ๋ฝ ํ๋ฆ ์ ์ง
์ง์
ยท์ฒญ์ฐ
์์ : ATR ร 1.5 ๋ฐฐ์
์ต์ : ์์ ํญ์ 1.5~2๋ฐฐ์์ ๋ถ๋ถ ์ฒญ์ฐ
์๊ฐ ์ฒญ์ฐ: ์ค์ ํ ์ต๋ ๋ณด์ ๋ด์ ์ด๊ณผ ์ ๊ฐ์ ์ฒญ์ฐ
์ฅ์
โ
์ถ์ธยท๋ณ๋์ฑยท๊ฑฐ๋๋ 3์ค ํํฐ โ ๋
ธ์ด์ฆ ์ต์ํ
โ
๋ฐฑํ
์คํธยท์๋ ์ง์ โ ๊ธฐ๊ณ์ ๋งค๋งค ๊ฐ๋ฅ
โ
5๋ถ/15๋ถ ์ฐจํธ์ ์ ํฉ โ ๋จํ/์ค์ ํธ๋ ์ด๋ฉ ํ์ฉ ๊ฐ๋ฅ
์ฃผ์์
โ ํก๋ณด์ฅ์์๋ ์ ํธ๊ฐ ์ ๊ฑฐ๋ ์คํจ ๊ฐ๋ฅ
โ ์์๋ฃยท์ฌ๋ฆฌํผ์ง ๊ณ ๋ ค ํ์
๐ Nirvana True Duel โ Strategy Description (English)
Name:
Nirvana True Duel (a.k.a. Nirvana Cross)
Concept & Philosophy
The โNirvana True Duelโ strategy focuses on trading only meaningful breakouts and avoiding unnecessary noise.
Nirvana: A calm, patient state โ waiting for the right opportunity without emotional trading.
True Duel: When the signal appears, enter decisively and let the market reveal the outcome.
In short: โIgnore market noise, trade only high-probability breakouts.โ
๐งฉ Strategy Components
Trend Filter (EMA Ribbon): Stay aligned with the main market trend.
Volatility Squeeze (Bollinger Band): Detect volatility contraction & expansion to catch explosive moves early.
Volume Confirmation (OBV): Filter out false breakouts by confirming with volume flow.
โ๏ธ Entry & Exit Conditions
Long Setup:
20 EMA > 50 EMA (uptrend)
BB width breaks out from recent squeeze
Close > Upper Bollinger Band
OBV shows positive flow
Short Setup:
20 EMA < 50 EMA (downtrend)
BB width breaks out from recent squeeze
Close < Lower Bollinger Band
OBV shows negative flow
Risk Management:
Stop Loss: ATR ร 1.5 below/above entry
Take Profit: 1.5โ2ร stop distance, partial take-profit allowed
Time Stop: Automatically closes after max bars held (e.g. 8h on 5m chart)
โ
Strengths
Triple Filtering: Trend + Volatility + Volume โ fewer false signals
Mechanical & Backtestable: Ideal for objective trading & performance validation
Adaptable: Works well on Bitcoin, Nasdaq futures, and other high-volatility markets (5m/15m)
โ ๏ธ Things to Note
Low signal frequency or higher failure rate in sideways/range markets
Commission & slippage should be factored in, especially on lower timeframes
ATR multiplier and R:R ratio should be optimized per asset
Candle Spread + ATR SMA Analysis
This indicator combines elements from two popular open-source scripts โ Candle Range Compare
by @oldinvestor
and Objective Analysis of Spread (VSA)
by @Rin-Nin
โ into a single tool for analyzing candle spreads (ranges and bodies) in relation to volatility benchmarks.
๐ What It Does
Candle Decomposition:
Plots total candle ranges (highโlow) in gray, for both up and down closes.
Plots up-close bodies (openโclose) in white.
Plots down-close bodies in black.
This makes it easy to spot whether volatility comes from real price movement (body) or extended wicks.
ATR & SMA Volatility Bands:
Calculates ATR (Average True Range) and overlays it as a black line.
Plots four volatility envelopes derived from the SMA of the true range:
0.8ร (blue, shaded)
1.3ร (green)
1.8ร (red)
3.0ร (purple)
Colored fill zones highlight when candle spreads are below, within, or above key thresholds.
Visual Context:
Track expansion/contraction in spreads.
Compare bullish (white) vs bearish (black) bodies to gauge buying/selling pressure.
Identify when candles stretch beyond typical volatility ranges.
๐ How To Use It
VSA context: Wide down bars (black) beyond ATR bands may suggest supply; wide up bars (white) may indicate demand.
Trend confirmation: Expanding ranges above average thresholds (green/red/purple bands) often confirm momentum.
Reversal potential: Small bodies but large ranges (gray + wicks) frequently appear at turning points.
Volatility filter: Use ATR bands to filter trades โ e.g., only act when candle ranges exceed 1.3ร or 1.8ร SMA thresholds.
๐ Credits
This script is inspired by and combines ideas from:
Candle Range Compare
by @oldinvestor
Objective Analysis of Spread (VSA)
by @Rin-Nin
Big thanks to both authors for their valuable contributions to the TradingView community.
One thing I couldnt quite get to work is being able to display up and down wicks like in the candle range compare, so I just add that indicator to the chart as well, uncheck everything but the wick plots and there it is.
Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt
A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities.
"The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading."
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ KEY FEATURES
Dual-Filter Architecture: Combines two powerful filtering methods for superior performance
Adaptive Volatility Adjustment: Automatically adapts to market conditions
Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages
Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend
Clean Visual Design: Color-coded trend visualization (cyan/pink)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ THE MATHEMATICS
1. Laguerre Filter Component
The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter:
4th order IIR (Infinite Impulse Response) filter
Single parameter (gamma) controls all filter characteristics
Provides smoother output than EMA with similar lag
Based on Laguerre polynomials from quantum mechanics
2. Kalman Filter Component
Implements a simplified Kalman filter for optimal estimation:
Prediction-correction algorithm from aerospace engineering
Dynamically adjusts based on estimation error
Provides mathematically optimal estimate of true price trend
Reduces noise while maintaining responsiveness
3. Adaptive Mechanism
Monitors market volatility in real-time
Adjusts filter parameters based on current conditions
More responsive in trending markets
More stable in ranging markets
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ๏ธ INDICATOR SETTINGS
Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag
Adaptive Period (5-100): Lookback for volatility calculation
Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering
Trend Threshold (0.0001-0.01): Minimum change to register trend shift
Recommended Settings:
Scalping: Gamma: 0.6, Period: 10, Noise: 0.3
Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default)
Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8
Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ TRADING SIGNALS
Primary Signals:
Cyan Line: Bullish trend - price above filter and filter ascending
Pink Line: Bearish trend - price below filter or filter descending
Color Change: Potential trend reversal point
Entry Strategies:
Trend Continuation: Enter on pullback to filter line in trending market
Trend Reversal: Enter on color change with volume confirmation
Breakout: Enter when price crosses filter with momentum
Exit Strategies:
Exit long when line turns from cyan to pink
Exit short when line turns from pink to cyan
Use filter as trailing stop in strong trends
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โจ ADVANTAGES OVER TRADITIONAL INDICATORS
Vs. Moving Averages:
Significantly less lag while maintaining smoothness
Adaptive to market conditions
Better noise filtering
Vs. Standard Filters:
Dual-filter approach provides optimal estimation
Mathematical foundation from signal processing
Self-adjusting parameters
Vs. Other Trend Indicators:
Cleaner signals with fewer whipsaws
Works across all timeframes
No repainting or lookahead bias
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ MATHEMATICAL BACKGROUND
The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages.
The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements.
By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ก TIPS FOR BEST RESULTS
Confirm with Volume: Strong trends should have increasing volume
Multiple Timeframes: Use higher timeframe for trend, lower for entry
Combine with Momentum: RSI or MACD can confirm filter signals
Market Conditions: Adjust noise parameter based on market volatility
Backtesting: Always test settings on your specific instrument
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ ๏ธ IMPORTANT NOTES
No indicator is perfect - always use proper risk management
Best suited for trending markets
May produce false signals in choppy/ranging conditions
Not financial advice - for educational purposes only
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ CONCLUSION
The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions.
Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives.
"In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge."
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Developed by AlphaNatt | Professional Quantitative Trading Tools
Version: 1.0
Last Updated: 2025
Pine Script: v6
License: Open Source
Not financial advice. Always DYOR
