Auf geht's

Volatilität

Trinity Real Move Detector DashboardRelease Notes (critical) 1. This code "will" require tweaks for different timeframes to the multiplier, do not assume the data in the table is accurate, cross check it with the Trinity Real Move Detector or another ATR tool, to validate the values in the table and ensure you have set the correct values. 2. I mention this below. But please understand that pine code has a limitation in the number of security calls (40 request.security() calls per script). This code is on the limit of that threshold and I would encourage developers to see if they can find a way around this to improve the script and release further updates. What do we have... The Trinity Real Move Detector Dashboard is a powerful TradingView indicator designed to scan multiple assets at once and show when each one has genuine short-term volatility "energy" — the kind that makes directional options trades (especially 0DTE or short-dated) have a high probability of follow-through, and can be used for swing trading as well. It combines a simple ATR-based volatility filter with a SuperTrend-style bias to tell you not only if the market is "awake" but also in which direction the momentum is leaning. At its core, the indicator calculates the current ATR on your chosen timeframe and compares it to a user-defined percentage of the asset's daily ATR. When the short-term ATR spikes above that threshold, it signals "enough energy" — meaning the underlying is moving with real force rather than choppy noise. The SuperTrend logic then determines bullish or bearish bias, so the status shows "BULLISH ENERGY" (green) or "BEARISH ENERGY" (red) when energy is on, or "WAIT" when it's not. It also counts how many bars the energy has been active and shows the current ATR vs threshold for quick visual confirmation. The dashboard displays all this in a clean table with columns for Symbol, Multiplier, Current ATR, Threshold, Status, Bars Active, and Bias (UP/DOWN). It's perfect for 3-minute charts but works on any timeframe — just adjust the multiplier based on the hints in the settings. Editing symbols and multipliers is straightforward and user-friendly. In the indicator settings, you'll see numbered inputs like "1. Symbol - NVDA" and "1. Multiplier". To change an asset, simply type the new ticker in the symbol field (e.g., replace "NVDA" with "TSLA", "AVGO", or "ADAUSD"). You can also adjust the multiplier for each asset individually in the corresponding "Multiplier" field to make it more or less sensitive — lower numbers give more signals, higher numbers give stricter, higher-quality ones. This lets you customize the dashboard to your watchlist without any coding. For example, if you switch to a 4-hour chart or a slower-moving stock like AVGO, you may need to raise the multiplier (e.g., to 0.3–0.4) to avoid false "bullish" signals during minor bounces in a larger downtrend. One important note about the multiplier and timeframes: the default values are optimized for fast intraday charts (like 3-minute or 5-minute). On higher timeframes (15-minute, 1-hour, 4-hour, or daily), the SuperTrend bias can be too sensitive with low multipliers (1.0 default in the code), leading to situations like the AVGO 4-hour example — where price is clearly downtrending, but the dashboard shows "BULLISH ENERGY" because the tight bands flip on small bounces. To fix this, you need to manually increase the multiplier for that asset (or all assets) in the settings. For 4-hour or daily charts, 0.25–0.35 is often better to match smoother SuperTrend indicators like Trinity. Always test on your timeframe and asset — crypto usually needs slightly lower multipliers than stocks due to higher volatility. TradingView has a hard limit of 40 request.security() calls per script. Each asset in the dashboard requires several calls (current ATR, daily ATR, SuperTrend components, etc.), so with the full ATR-based bias, you can safely monitor about 6–8 assets before hitting the limit. Adding more symbols increases the number of calls and will trigger the "too many securities" error. This is a platform restriction to prevent excessive server load, and there's no official way around it in a single script. Some advanced coders use tricks like caching or lower-timeframe requests to squeeze in a few more, but for reliability, sticking to 6–8 assets is recommended. If you need more, the common workaround is to create two separate indicators (e.g., one for stocks, one for crypto) and add both to the same chart. Overall, this dashboard gives you a professional-grade multi-asset scanner that filters out low-energy noise and highlights real momentum opportunities across stocks and crypto — all in one glance. It's especially valuable for options traders who want to avoid theta decay on weak moves and only strike when the market has true fuel. By tweaking the per-symbol multipliers in the settings, you can perfectly adapt it to any timeframe or asset behavior, avoiding issues like the AVGO false bullish signal on higher timeframes.
Pine Script® Indikator
von EMA34TRADER
MARAL - Ultra Filtered Execution Master EngineMARAL — Super Premium Execution Intelligence Ultra-Filtered Master Engine + Signals + Entry Checklist + Live Execution Board What “MARAL” Means MARAL = Market Awareness + Risk Alignment + Action Logic Built to align context → risk → decision clearly on the chart. ________________________________________ What MARAL MARAL is a super-premium TradingView framework that provides: • ✅ Sharp Buy/Sell signals • ✅ Pre-entry permission using a visual checklist • ✅ Post-entry trade management guidance via a live execution board • ✅ Probability/score readability to support decisions under pressure Most indicators stop at: “Buy/Sell.” MARAL goes further: “Should I take it? Should I stay? Should I protect? Should I partially exit? Should I exit?” ________________________________________ Built From Real Trading (Loss → Discipline → System) MARAL was developed from 3–4 years of live market study, including my own losses and wins. It’s built for real execution reliability, not “perfect marketing backtests.” ________________________________________ Why MARAL Is Super Premium Retail traders don’t fail only because of entries. They fail because of execution mistakes: • entering without context (bias/structure/volatility mismatch) • trading inside chop/range repeatedly • holding losers + cutting winners (emotion exits) • no partial-profit structure • revenge trading • late entries/late exits in overextended moves MARAL is designed to reduce these execution errors with a structured workflow. ________________________________________ MARAL Architecture & “8-Layer” Intelligence Many premium tools give 1–3 layers (signals + a couple confirmations). MARAL is built as a multi-layer execution framework (~8 layers): 1. Signal Layer (Buy/Sell triggers) 2. Higher-Timeframe Bias Layer (directional alignment) 3. Structure Layer (bull/bear structure context) 4. Momentum Layer (RSI + Ultra-Filtered RSI confirmation) 5. Volatility Layer (ATR% tradability) 6. Trend-Strength Layer (ADX environment) 7. Scoring & Probability Layer (Long/Short score + trend vs reversal pressure) 8. Execution Layer (post-entry board: hold/protect/partial exit/exit) This is why MARAL behaves like an execution intelligence system, not just an arrow tool. ________________________________________ Panel 1 — Ultra-Filtered Master Engine (The Brain) The Ultra-Filtered Master Engine powers MARAL’s signals + context + scoring. It continuously evaluates: • Multi-timeframe bias agreement • Structure confirmation • Momentum quality (noise-filtered) • Volatility & trend strength (tradability) • Score & probability readability (trend vs reversal pressure) Result: signals + context, not blind arrows. ________________________________________ Panel 2 — Entry Checklist (Pre-Entry Permission — No Signal Blocking) Instead of hiding signals, MARAL shows a permission checklist that evaluates context and displays: ENTRY / WAIT / SKIP ✅ Signals remain visible ✅ Reduces impulsive trades ✅ Trader stays in control ________________________________________ Panel 3 — Execution Board (Post-Entry Decision Support — Premium Edge) A live execution board guides management decisions: • Trade Status • Market Phase (trend/range awareness) • TP Probability • Obstacle Ahead (nearby friction/risk) • Exit Pressure • Structure State • Momentum Health • Score Trend • Risk State (includes Overextended) • Trade Age • Action: Hold / Protect / Partial Exit / Exit / Wait ________________________________________ Where MARAL Works (Clear & Honest) MARAL is designed for liquid, directional instruments: ✅ Crypto: BTC/ETH + major liquid pairs ✅ Forex: major pairs ✅ Gold: XAUUSD ✅ Indices: major global indices ________________________________________ Important Note for Options Traders — Please Read Before Buying MARAL is NOT recommended for options premium trading (especially short-dated/OTM), because option pricing is strongly affected by IV, Theta decay, Gamma, spreads, and expiry behavior. Even if the underlying chart direction is correct, options can lose due to IV crush / time decay. Options require an options-specific model. If your main trading is options buying/selling, please do not purchase. ________________________________________ MARAL in One Screenshot: How the System Thinks (XAUUSD Example).. Live chart examples and screenshots i will share TradingView posts for the below below example. MARAL is not a “BUY/SELL arrow” indicator. It is an Execution Intelligence Engine that gives you: 1. Direction (Bias) 2. Permission (Score + Filters) 3. Execution Guidance (Hold / Exit / Wait) This is exactly why MARAL is premium: it tells you when to trade and when NOT to trade. ________________________________________ 1) Direction Engine: Multi-Timeframe Bias (Trade ONLY with the flow) In your screenshot, the info panel clearly shows: • Last Signal: LONG • Direction: Bullish • H1 Bias: Bullish • H4 Bias: Bullish • Daily Bias: Bullish • Structure: Bull Struct ✅ Meaning: MARAL is not randomly buying. It first confirms the market is aligned across timeframes, then it allows only LONG execution logic. This alone filters out a huge number of low-quality trades. ________________________________________ 2) Strength & Volatility Filter: “Is the move healthy or dangerous?” From the same panel: ✅ Meaning: MARAL is measuring whether the move has real trend strength, not just “green candles”. ________________________________________ 3) Score Engine: MARAL enters only when confirmations stack This is the core premium layer: ✅ Meaning: • MARAL gives a high-quality Long rating • And it explicitly blocks shorts (“No-Trade”) even if a candle looks tempting. So buyers understand: MARAL doesn’t overtrade. It filters. ________________________________________ 4) Execution Board: The “Professional Dashboard” (why this is premium) Your left panel says: • TRADE STATUS: ✅ VALID • MARKET PHASE: CONTINUATION • TP PROBABILITY: HIGH • OBSTACLE AHEAD: NO • EXIT PRESSURE: LOW • STRUCTURE: Bull Struct • MOMENTUM HEALTH: STRONG • RISK STATE: NORMAL • ACTION: HOLD ✅ Meaning (simple for buyers): MARAL is telling you: “This is a continuation long. Probability is high. Risk is normal. Don’t panic. Hold the position.” This is what most indicators never do. They give a signal and disappear. MARAL stays with the trade and guides execution. ________________________________________ 5) Signals on the chart: Why multiple BUY labels appear You can see multiple BUY labels during the uptrend. That is not “spam signals”. It’s continuation entries: • After trend confirmation, • MARAL allows re-entries/pyramiding opportunities only when the filters stay valid. So the buyer sees: ✅ one system catching an entire move, not just one random entry. ________________________________________ 6) The “WAIT” feature (this is a super-premium selling point) On the right panel (Entry Checklist) you have: • SETUP: WAIT • ENTRY PERMISSION: WAIT ✅ Meaning: Even in a bullish market, MARAL will say WAIT when conditions are not perfect (chop / uncertainty / missing confirmation). This is the premium story: “MARAL is not just signals. It tells you when NOT to trade.” That prevents: • revenge trades • overtrading • entries in messy candles after a spike Pricing & Early Access (First 100 Users Only) Special early access pricing applies only for the first 100 users. After 100 users, pricing will increase. Early Access Pricing (First 100 Users): • Monthly: $99 • Quarterly: $249 • Annual: $899 Lifetime Plan (Limited): • $7500 USD — only 3 seats total (once sold out, lifetime will be closed permanently) ________________________________________ How to Buy ✅ Purchase, Access & Support 📌 Payment & Access MARAL is an invite-only premium indicator. Access is granted via direct approval. MARAL is a premium Trading View indicator with manual access control. To purchase MARAL, please email us first with your Trading View username. Payment instructions will be shared by email based on your country. 📧 Email: ksharish0468@gmail.com Access Delivery Invite-only TradingView access will be granted within 12–24 hours after verification. A full user manual will be provided along with activation . One Trading View username per purchase. Support For technical doubts/support: ksharish0468@gmail.com Response time: within maximum 12 hours. Updates MARAL will be updated with new features over time. You will receive email notifications if when updates are released. ________________________________________ Terms & Conditions By purchasing, accessing, or using MARAL, you agree: 1) Nature of Product / No Financial Advice • MARAL is a decision-support indicator for discretionary traders. • It is not financial advice, not a recommendation, and not a guarantee of results. 2) No Guarantees / User Responsibility • Trading involves risk and may result in losses. • You are solely responsible for entries, exits, position sizing, and risk management. • Examples shown in screenshots are illustrative and not a promise of performance. 3) License & Access • Access is licensed to one TradingView account (single user). • The license is non-transferable unless explicitly approved in writing. • Access is provided via TradingView invite-only / protected script mechanism. 4) Strict Anti-Piracy / Prohibited Use You may NOT: • share access, resell access, or provide it to anyone else • copy, replicate, reverse engineer, decompile, or attempt to recreate the indicator logic • publish “clone” indicators derived from MARAL’s workflow • distribute screenshots/videos intended to reveal proprietary logic or reproduce the system • use group-sharing, “signal forwarding,” or shared accounts Violation may result in: ✅ immediate access termination without refund ✅ permanent ban from future access 5) Service Availability / Platform Dependency • Functionality depends on TradingView uptime, data feeds, Pine limitations, and symbol differences. • Temporary issues can occur due to platform updates or broker feed variance. 6) Updates / Changes • Features may be improved, refined, added, or adjusted over time. • Visual layout may change while preserving core framework. 7) Refund Policy (Digital Access Standard) • Because this is a digital product with immediate access, refunds are generally not available after access is granted. • Refund requests due to trading losses, profitability, or user execution choices are not eligible. • Exceptional cases (duplicate payment / access failure) must be reported within 48 hours for review. 8) Limitation of Liability • The creator is not liable for trading losses, missed entries, data feed discrepancies, platform downtime, or indirect damages. • Use is at your own risk. ________________________________________ Disclaimer MARAL does not guarantee profits. Trade responsibly. ________________________________________
Pine Script® Indikator
von sandeep04682
Session ATR Progression Tracker📊 Session ATR Progression Tracker - SIYL Regression Trading Tool Track how much of your instrument's 7-day Average True Range (ATR) has been covered during the current trading session. This indicator is specifically designed for regression traders who follow the "Stay In Your Lane" (SIYL) methodology, helping you identify when the probability of mean reversion significantly increases. If you are interested in more on that check out Rod Casselli and tradersdevgroup.com. 🎯 Key Features: • Real-time ATR Coverage Percentage - See at a glance what percentage of the 7-day ATR has been covered in the current session • SIYL-Optimized Thresholds - See at a glance when the instrument has achieved 80% and 100% ATR coverage, the proven thresholds where mean reversion probability increases (customizable) • Flexible Session Modes: - Daily: Resets at calendar day change - Session: Uses exchange-defined trading sessions - Custom Session: Set your exact session start/end times (perfect for futures traders and international markets) • Visual Alerts - Color-coded display (gray → orange → red) and optional background highlighting • Repositionable Display - Choose from 9 screen positions to avoid chart clutter • Session Markers - Green triangles mark the start of each new session • Detailed Stats - View current range, ATR value, session high/low, and session status 💡 Why Use This Indicator? This tool is built around a proven concept: regression trading becomes significantly more effective once a session has achieved at least 80% of its 7-day ATR. At this threshold, the probability of price reverting to mean increases substantially, creating higher-probability trade setups for SIYL practitioners. Benefits for regression traders: - Identify optimal entry points when mean reversion probability is highest (≥80% ATR coverage) - Avoid premature regression entries before adequate range has been established - Recognize when daily moves have "earned their range" and are ripe for reversal - Time fade-the-move and counter-trend strategies with statistical backing - Improve win rates by trading only after proven probability thresholds are met ⚙️ Setup Instructions: 1. Add the indicator to your chart 2. Select your preferred "Reset Mode" (recommend "Custom Session" for futures/international markets) 3. If using Custom Session, enter your session times in 24-hour format (e.g., 0930-1600 for US stocks, 1700-1600 for CME futures) 4. Adjust alert thresholds if desired (default: 80% and 100% - proven SIYL thresholds) 5. Position the display where it's most visible on your chart 📈 Works Across All Markets: Stocks • Futures • Forex • Indices • Crypto • Commodities Perfect for regression traders, mean reversion specialists, and SIYL practitioners who want to trade with probability on their side by entering only after the session has "earned its range." --- Tip: For futures contracts with overnight sessions that span calendar days (like MES, MNQ, MYM), use "Custom Session" mode with your exchange's official session times for accurate tracking.
Pine Script® Indikator
von jmaybe
VolatilityCone by ImpliedVolatility ProVolatilityCone by ImpliedVolatility Pro VolatilityCone by ImpliedVolatility Pro is a forward-looking volatility projection tool that visualizes expected price ranges based on implied volatility. It draws a volatility cone starting from a user-defined date and projects statistically expected price boundaries into the future using standard deviation theory. 🔍 What does this indicator do? This indicator calculates and plots price ranges that represent ±1, ±2, and ±3 standard deviations from a starting price, based on implied volatility. The result is a cone-shaped projection that shows where price is statistically likely to move over time. In addition, the indicator calculates a Z-Score, showing how far the current price deviates from the expected mean in volatility terms. 📐 Key Features → Forward projection based on implied volatility → Supports up to 3 standard deviation levels → Optional display of half standard deviation levels → Manually enter implied volatility or automatically fetch IV from another symbol (e.g. VIX) → Custom Start Date → The cone starts exactly at the selected date → Ideal for earnings, events, or cycle-based analysis → Displays the statistical mean price → Z-Score indicates how extreme the current price is relative to the cone 📊 How to Use Price inside the cone → Normal volatility behavior Price near ±1σ → Typical volatility range Price near ±2σ or ±3σ → Statistically stretched or extreme conditions Positive Z-Score → Price trading above the mean Negative Z-Score → Price trading below the mean This makes the indicator useful for: → Volatility analysis → Mean reversion strategies → Risk assessment → Event-based forecasting → Options-related analysis ⚙️ Notes & Disclaimer This indicator is not a prediction tool, but a statistical projection It assumes volatility follows a square-root-of-time model Best used as a context tool, not as a standalone trading signal
Pine Script® Indikator
von bronko791
Put Call Relative StrengthPut–Call Relative Strength (PE/CE RS) Description Put–Call Relative Strength compares the premium movement of a Put Option (PE) against a Call Option (CE) to detect bearish pressure in the market. It uses the ratio: RS = PE / CE – 1 If Puts gain strength faster than Calls, RS turns positive — indicating bearish dominance. A moving average line helps you understand trend strength and filter noise. This is an ideal tool for traders wanting a clear, fast view of downside momentum and Put-led trend shifts. How to Use 1️⃣ Select PE and CE Symbols In settings → manually enter: Put Option (PE) Call Option (CE) Same strike + same expiry recommended. 2️⃣ Interpret RS RS > 0 (Green) → Puts stronger → Bearish bias RS < 0 (Red) → Calls stronger → Bullish bias 3️⃣ Use RS MA to Confirm Trend RS MA rising (Green) → Bearish strength increasing RS MA falling (Red) → Bearish strength weakening RS MA sideways (Gray) → Indecision / range 4️⃣ Best Use Cases Intraday short setups PE scalping Confirmation for breakdowns Identifying Put-led strength surges Best for 1m–10m timeframes
Pine Script® Indikator
von vijendersb
Ghost Scalp Protocol By [@Ash_TheTrader] # 👻 GHOST SCALP PROTOCOL ### 💀 Stop Getting Trapped. Start Tracking the Banks. Most retail traders lose because they enter exactly where institutions are exiting. They get caught in **"Stop Hunts"** and **"Fake-Outs."** The **Ghost Scalp Protocol** is not just an indicator; it is a complete institutional trading system designed for **M1 & M5 Scalpers**. It combines **Smart Money Concepts (SMC)** with a **Physics-Based Momentum Engine ($p=mv$)** to detect high-probability reversals. --- ### ⚛️ THE LOGIC: 3-STAGE CONFIRMATION This algorithm does not rely on lagging indicators. It uses a 3-step "Protocol" to validate every trade: **1. THE GHOST TRAP (Liquidity Sweeps)** * The script automatically draws "Ghost Lines" at key Swing Highs/Lows where retail Stop Losses are hiding. * It waits for price to **sweep** these levels (Stop Hunt). * **The Signal:** A Neon **Skull (☠️)** appears *only* if price aggressively rejects the level with high volume. This is the "Turtle Soup" pattern. **2. THE PHYSICS ENGINE ($p = mv$)** * Momentum is not just price speed; it is **Mass (Volume) x Velocity (Range)**. * The dashboard calculates the "Force" of every candle. * **The Signal:** An **Arrow (⬆/⬇)** appears when momentum surges **5x** above the average. This confirms the banks are pushing the move. **3. BANK BIAS (Elasticity Filter)** * Markets move like a rubber band. * The script calculates a hidden "Fair Value" baseline. * It creates a **Bias**: It only looks for Shorts in **PREMIUM (Shorting)** zones and Longs in **DISCOUNT (Accumulating)** zones. --- ### 📊 THE SMART DASHBOARD (HUD) A futuristic, non-intrusive Heads-Up Display keeps you focused on the data that matters: * **🏦 BANK BIAS:** Tells you if Institutions are likely **Accumulating** or **Shorting**. * **📈 HTF TREND:** Automatically checks the **1-Hour Trend**. Don't fight the tide. * **🚀 MOMENTUM:** Real-time Physics calculation. * **Green Text:** Acceleration (Move is getting stronger). * **Red Text:** Deceleration (Move is dying). * **🌍 SESSION:** Shows active Bank Sessions (Tokyo, London, NY). * **⚠️ OVERLAP ALERT:** Flashes GOLD when London & New York are open simultaneously (Peak Volatility). --- ### 🔥 STRATEGY: HOW TO TRADE Use this checklist to execute high-probability scalps: #### 📉 SHORT SETUP (SELL) 1. **Liquidity:** Wait for price to break above a **Red Ghost Line** (Sweep Highs). 2. **Signal:** Wait for the **Pink Skull ☠️** (Trap Detected). 3. **Confluence:** * Dashboard Bias says: **"SHORTING"** * HTF Trend says: **"BEARISH 📉"** (Optional but recommended). 4. **Entry:** On the Close of the Skull candle. 5. **Stop Loss:** Just above the wick swing high. #### 📈 LONG SETUP (BUY) 1. **Liquidity:** Wait for price to break below a **Blue Ghost Line** (Sweep Lows). 2. **Signal:** Wait for the **Blue Skull ☠️** (Trap Detected). 3. **Confluence:** * Dashboard Bias says: **"ACCUMULATING"** * HTF Trend says: **"BULLISH 📈"** (Optional but recommended). 4. **Entry:** On the Close of the Skull candle. 5. **Stop Loss:** Just below the wick swing low. --- ### 🏆 RECOMMENDED PAIRS & TIMEFRAMES * **⚡ Best Timeframes:** * **1 Minute (M1):** For aggressive "Sniper" entries (High Frequency). * **5 Minute (M5):** The "Gold Standard" for balanced Scalping. * **15 Minute (M15):** Safer, higher win-rate Day Trading. * **💎 Best Assets:** * **Gold (XAUUSD):** Highly effective on liquidity sweeps. * **Indices:** US100 (Nasdaq), US30 (Dow Jones). * **Crypto:** BTCUSD, ETHUSD (High volatility). * **Forex:** GBPUSD, EURUSD (London/NY Session). --- ### 🛠️ SETTINGS & CUSTOMIZATION * **Surge Factor:** Default is **5.0x**. Lower this to 3.0 if you want more aggressive Momentum Arrows. * **Smart Sessions:** Automatically converts to **New York Time** (EST) regardless of your location. No more time zone math. * **Visuals:** Designed with "Ghost Glow" technology—97% transparent backgrounds that look classy and don't clutter your chart. --- **"The Ghost Algo sees what you can't."** *Trade Safe. Trade Smart.* **~ Ash_TheTrader**
Pine Script® Indikator
von Ash_TheTrader
Call Put Relative Strength Call–Put Relative Strength compares the premium movement of a selected Call Option (CE) against a selected Put Option (PE) to reveal the underlying market’s bullish strength. It calculates a clean ratio: RS = CE / PE – 1 When Calls are gaining strength faster than Puts, the RS turns positive — signaling bullish momentum. A smoothing moving average adds clarity and filters intraday noise. This is a powerful tool for intraday traders who want to quickly identify whether buyers or sellers are dominating the market. How to Use 1) Select CE and PE Symbols Open indicator settings → manually enter: Call Option (CE) Put Option (PE) Use same strike + same expiry. 2) Interpret RS RS > 0 (Green) → Calls stronger → Bullish bias RS < 0 (Red) → Puts stronger → Bearish bias 3) Use RS MA for Trend Confirmation RS MA rising (Green) → Strength increasing RS MA falling (Red) → Strength weakening RS MA flat (Gray) → Market neutral 4) Best Use Cases Intraday trend confirmation Scalping CE trades Avoiding false long entries Tracking CE/PE rotation strength Works best on 1m–10m charts
Pine Script® Indikator
von vijendersb
Session Volume Profile Sniffer: HVN & Rejection ZonesA simple tool built for traders who rely on intraday volume structure. What this script does This script tracks volume distribution inside a selected session and highlights two key price levels: High Volume Nodes (HVNs) — areas where price spent time building heavy participation. Low Volume Nodes (LVNs) — thin zones where price moved quickly with very little interest. Instead of plotting a full profile, this tool gives you the exact rejection-level lines you usually hunt manually. Why these levels matter HVN → price tends to react, stall, or flip direction LVN → price often rejects strongly since liquidity is thin Rejection patterns around these areas give clean entry signals Positioning trades around HVN/LVN helps filter noise in choppy sessions This script removes the trouble of drawing profiles, counting bins, or guessing node levels. Everything is calculated inside the session you choose. How the detection works Inside your session window, the script: 1. Tracks each tick-based price bucket 2. Accumulates raw volume for every bucket Identifies: HVNs = buckets with volume above a tier LVNs = buckets with volume below a tier 3. Prints each level as a single clean line 4. Generates: Long signal → bounce from LVN Short signal → rejection from HVN Built-in exits use ATR-based conditions for quick testing. Features Session-based volume mapping HVN + LVN levels drawn automatically Entry triggers based on rejection ATR exits for experimental backtests Clean, minimal visual output Best use cases Intraday futures Index scalping FX sessions (London / NY) Crypto sessions (user-timed) Anyone who trades around volume structure Adjustable settings Session window Volume bin size HVN multiplier LVN multiplier Enable/disable zone lines This keeps it flexible enough for both scalpers and slow-paced intraday setups. Important note This script is built for study + idea testing. It is not intended as a final system. Once you identify how price behaves around these nodes, you can blend this tool into your own setup.
Pine Script® Strategie
von AIScripts
KC Multi-TF ATR TableThis indicator is a comprehensive risk management tool designed to help traders gauge market volatility and determine rational Take Profit (TP) and Stop Loss (SL) levels. It allows you to analyze both the current timeframe and higher timeframes (15m, 1H, 4H, Daily) at a single glance. Key Features: Multi-Timeframe (MTF) Dashboard: Displays ATR (Average True Range) values for fixed periods: 15 Minutes, 1 Hour, 4 Hours, and Daily, alongside your current chart timeframe. Allows you to monitor whether general market volatility is expanding or contracting from a single panel. Auto TP & SL Calculation: Lists potential Long and Short targets for each timeframe based on your custom ATR multipliers. Logic: Buy TP: Close Price + (ATR x TP Multiplier) Buy SL: Close Price - (ATR x SL Multiplier) (Inverted logic applies for Sell setups.) Dynamic On-Chart Lines: Draws the calculated TP and SL levels directly on the chart for the current timeframe. Lines extend 10 bars into the future, providing a visual reference for how close the price is to your targets. Full Customization: Calculation: You can adjust the ATR period and TP/SL multipliers to fit your strategy. Visuals: Table position, text size, and all colors (buy, sell, background) can be personalized via the settings menu. How to Use: Trend Following: If ATR values on higher timeframes are increasing, it may indicate a strengthening trend. Risk Management: Check the SL levels in the table before entering a trade to adjust your stop loss dynamically based on volatility. Scalping: Use the on-chart lines as dynamic targets during support/resistance breakouts.
Pine Script® Indikator
von forexhocasi
Ghost Protocol: Smart Money HUD [Ash_TheTrader]👻 GHOST PROTOCOL: The Institutional HUD "Stop trading blind. Start seeing where the Smart Money is hiding." Most indicators lag. They tell you what happened. Ghost Protocol tells you what is happening right now by combining two powerful concepts: Volume Absorption (Whale Defense) and Kinematic Physics (Price Velocity). This is not just an indicator; it is a complete Heads-Up Display (HUD) for scalpers and day traders on NQ, ES, Gold, and Crypto. 🧠 The Concept: Why It Works Retail traders lose money for two reasons: Selling into a bottom (where Whales are absorbing orders). Buying a fake breakout (where price lacks the energy to continue). Ghost Protocol solves both by visualizing the invisible battle between aggressive orders (Retail) and passive limit orders (Institutions). 🛠️ The 3 Core Features 1. The "Ghost Walls" (Reversal Detector) 🛡️ What it is: Detects when massive volume hits the market but Price fails to progress. This is Absorption. A "Whale" is using a Limit Order Wall to absorb panic selling or FOMO buying. The Visual: 🟢 Green Ghost Bubble + Beam: Buyers are absorbing sellers. (Bullish Wall). 🔴 Red Ghost Bubble + Beam: Sellers are absorbing buyers. (Bearish Wall). Sticky Tech: The bubbles "stick" to the wicks perfectly, regardless of zoom level. 2. The "Velocity Terminal" (Breakout Validator) 🚀 What it is: A Physics Engine for price. It calculates Jerk (Change in Acceleration). Standard breakouts often fail, but a breakout with high "Jerk" (Surge) rarely comes back. The Visual: 🟣 Plasma Purple Candle: Valid Breakout. Price is moving with high physical energy. Safe to follow. ⚪ Grey/Dull Candle: Fakeout. Price broke a level but lacks energy. The move is likely a trap. 3. The Smart Money Dashboard 💻 A sleek, "Classy" panel in the bottom right corner. Monitors both engines simultaneously: GHOST WALL: Scans for Reversals (Buy/Sell Walls). VELOCITY: Scans for Momentum (Surge/Fakeout). 🎯 How to Trade This Script Strategy A: The "Whale Reversal" (Scalping) Step 1: Wait for price to push hard into a level. Step 2 : A Ghost Wall (Ghost Icon 👻) appears. Step 3 : A vertical Neon Beam lights up the background. Action: Take the reversal immediately. Place stop loss just behind the bubble. Strategy B: The "Physics Breakout" (Trend Following) Step 1: Price breaks a key resistance or support level. Step 2: Look at the candle color. If it is Plasma Purple: ENTER. The physics engine confirms true momentum. If it is Grey: WAIT. It is likely a fakeout designed to trap you. ⚙️ Settings & Customization Bubble Distance: Adjust how close the Ghost bubbles sit to the candles. Sensitivity: Tune the "Jerk Threshold" for the physics engine. Visuals: Toggle the Background Beams, Dashboard size, and Neon colors to fit your dark/light mode setup. Created by @Ash_TheTrader Trade with the Whales, not against them.
Pine Script® Indikator
von Ash_TheTrader
SPX 0DTE Structured Chaos: UnHinged SPX 0DTE Structured Chaos: UnHinged ⚠️ v7.0 is an intraday momentum indicator designed exclusively for SPX 0DTE trading. It evaluates trades using price momentum, VWAP alignment, ADX trend strength, pivots, opening-range breakout levels, and gamma regime conditions, triggering signals only when confidence thresholds are met. ATR-based trailing stops and VWAP filters manage exits, and optional debug tables provide clear insight into the scoring behind each trade.
Pine Script® Indikator
von radiowooky
AlgoIndex NQ/MNQ FuturesAlgoIndex Futures v3.15 - NQ/MNQ (10-Minute RTH) This strategy is specifically tailored for trading CME Nasdaq futures - NQ and MNQ, including continuous symbols such as NQ1!/MNQ1!. It is optimized for a 10-minute chart during U.S. Regular Trading Hours (RTH), utilizing session settings defined in the Inputs. This strategy is not intended for other futures contracts or markets. Core Concept The strategy employs an ATR-based trend-band model similar to Supertrend for identifying directional mechanism changes in NQ/MNQ. Trade signals are evaluated at the bar close, incorporating session and time-based safety techniques to mitigate lower-quality trading opportunities near session boundaries. Recommended Use (Optimized Defaults) The default input parameters are fine-tuned for NQ/MNQ on the 10-minute chart. Users are encouraged to utilize these defaults initially and to make incremental adjustments to one variable at a time to understand the impact on the strategy's performance, trading frequency, and risk profile. Configurable Inputs - Take Profit / Stop Loss Settings: - Enable Stop Loss and define Stop Loss (Points) - Enable Take Profit and define Take Profit (Points) - Enable Trailing Stop and set both Trailing Stop (Points) and Trailing Offset (Points) - Time Avoidance Filter: - Enable Time Avoidance - Avoid First X Minutes - Avoid Last X Minutes - Display Avoidance Zones (visual overlay) - Session Filter and End-of-Day Management: - Enable Session Filter - Define Trading Session (default: 09:30-16:00) - Select Session Timezone - Option to Close Positions at Session End - Specify EOD Close Minutes Before (default: 20) - Safety Controls: - Option to Close Before Holidays (when enabled, this feature allows the strategy to flatten positions prior to holiday or early close conditions) - Automation Settings (Optional): - Ticker Override (optional) - Define Contracts (position size) - Strategy Configuration: - Trade Direction: Both / Long Only / Short Only - Visual Configuration: - Option to Show Buy/Sell Signals - Highlight Trend Zones - Display Info Table - Customizable Bull/Bear Colors Alerts and Automation (Optional) This strategy can generate order-fill alert payloads for hooking into webhook-based automation solutions. Keep in mind to validate your alert type and your bridge/broker configuration during Replay and paper trading. Note that reversals may trigger two sequential actions (e.g., exit followed by new entry). Backtest Notes (Optional) For more precise historical fill data, consider enabling TradingView’s Bar Magnifier in Strategy Properties. Always apply consistent assumptions for commission and slippage when comparing backtest results. Disclaimer This script is intended for informational and educational purposes only and does not constitute investment advice. Trading futures carries significant risk and may result in losses that exceed the initial deposit. Backtested results are hypothetical and do not guarantee future performance.
Pine Script® Strategie
von MyAlgoIndex
TSLA 15min EntryTSLA 15min Entry Indicator Type: Market Structure Breakout & Momentum Confirmation Tool Timeframe: Optimized for 15-minute charts The TSLA 15min Entry indicator is designed to identify high-probability directional setups based on structural breakout behavior combined with volume-weighted momentum confirmation. It highlights potential entry zones where price is showing a decisive break from short-term equilibrium, then provides dynamic stop-loss and tiered take-profit targets to help manage trades systematically. Key features include: ✅ Automatic Entry Signals: Generates clear LONG or SHORT entries when price confirms a structural breakout pattern. 🟡 Dynamic Stop-Loss: Optional “Tight SL” mode for active day traders, or a balanced default mode for smoother setups. 🔵 Tiered Take-Profit Lines: Displays up to three adjustable TP levels (TP1, TP2, TP3) directly on the chart. ⚙️ Clean Chart Options: Each line (SL, TP1–3) can be toggled on or off individually for a customizable view. 📊 Squeeze & Trend Panel: Helps visualize contraction and expansion phases in momentum — useful for timing entries during volatility shifts. 🕒 Session-Based Logic: All signals and lines reset daily, making it ideal for intraday traders focused on short-term market structure. This indicator was specifically built and optimized for trading TSLA on the 15-minute timeframe. Other tickers or timeframes are not recommended, as the logic and signal timing are tuned exclusively for TSLA’s price behavior and volatility. Extended Hours must be turned on in your TradingView chart settings for the indicator to function properly. ⚠️ Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Always perform your own analysis and trade responsibly.
Pine Script® Indikator
von T_I_M_E
Momentum Turtle Swing StrategyMomentum Breakout Swing Tool — Overview This indicator is built for traders who like breakout-style swing entries with a simple, disciplined structure. It blends trend context + momentum confirmation to highlight moments when price is more likely to continue rather than chop. Core idea Focus on directional expansion: it looks for points where price starts moving decisively after a period of structure building. Signals are filtered so they appear primarily when the market is showing a clear directional bias, not when it’s indecisive. Confirmation concept Uses a trend context filter to stay aligned with the dominant market direction. Adds a momentum sanity check so signals are less likely to trigger when strength is fading. Position logic (unique signals) Designed to keep signals clean and non-spammy: it produces distinct entry markers instead of repeated triggers in the same direction. The internal flow treats market states as “in-trade / out-of-trade” to keep the chart readable. Exit philosophy Exits are based on a reactive market reference (to adapt when momentum cools or structure shifts), rather than fixed targets. The goal is to stay in the move while it’s healthy and step aside when conditions degrade. Best conditions Works best in markets with clear swings and breakout continuation behavior. Less effective in tight ranges or noisy sideways phases, where breakouts can fail more often. For educational and analytical purposes only. Always forward-test on different markets and timeframes.
Pine Script® Indikator
von alblanz
Confluence Signal Intelligence Indicators (CSI Indicators)CSI - Confluence Signal Intelligence is a dual-oscillator analysis tool that combines two specialized indicators in a single pane. It provides visibility into cycle exhaustion and statistical deviation conditions to help identify potential turning points. The Two Oscillators CEI - Cycle Exhaustion Index (Upper Section) CEI measures where price sits within its recent cycle range and detects momentum depletion states. It identifies moments when a move has stretched beyond typical levels, which historically have preceded mean-reversion. Normalized range from -1.0 to +1.0 Configurable exhaustion thresholds Reversal signals (REV) when extreme zones begin turning Cycle wave overlay showing peak/trough phases Stepped confluence indicator between sections PRG - PDF Reversal Gauge (Lower Section) PRG applies statistical transforms across multiple timeframes to measure deviation from price norms. It combines readings from primary and secondary periods to create a confluence assessment. Multi-period analysis for timing and confirmation Strong Confluence (SC) signals at statistical extremes Confluence scoring when multiple periods align Deviation bars showing distance from mean Signal Types CEI Signals: REV - Reversal signal when exhaustion zone begins turning Triangle markers - Entry into exhaustion zones X markers - Extreme exhaustion levels PRG Signals: SC - Strong Confluence signal when threshold met Triangle markers - Standard reversal signals Diamond markers - Multi-period confluence alignment Visual Design The pane is divided into two distinct sections with a separator line: Upper Section (CEI) - Cycle analysis with area fill and confluence stepping Lower Section (PRG) - Statistical gauge with deviation bars Color Coding - Gold for strong confluence, Green/Red for direction, Gray for neutral Zone Backgrounds - Shaded areas marking overbought/oversold regions Information Table - Real-time values, zones, confluence scores, and signals for both oscillators Configuration CEI Settings: Cycle period and exhaustion lookback Signal smoothing and sensitivity Upper/lower exhaustion thresholds Extreme level definition PRG Settings: Primary and secondary periods Smoothing and extreme threshold Confluence sensitivity Strong confluence threshold Multi-period confluence toggle Layout Settings: Adjustable vertical positioning Independent scale factors for each oscillator Separator position control Alert Conditions CEI Alerts - Bull/Bear reversals, extreme exhaustion levels PRG Alerts - Strong confluence buy/sell, standard reversals Combined Alerts - Both oscillators signaling together, strong combined confluence Companion Indicator CSI - Confluence Signal Intelligence is the main chart overlay that generates BUY/SELL signals with confidence classifications (HIGH/MEDIUM/LOW). This oscillator pane is designed to work alongside it, showing the cycle and statistical dynamics that contribute to signal generation. When using both together: Main CSI provides analytical signals directly on the price chart This pane reveals the underlying CEI and PRG oscillator states Aligned readings across both indicate stronger confluence Reading the Pane For potential long setups: CEI in lower exhaustion zone (OS) and rising PRG in oversold territory and turning up REV or SC labels appearing Both oscillators showing elevated confluence scores For potential short setups: CEI in upper exhaustion zone (OB) and falling PRG in overbought territory and turning down REV or SC labels appearing Both oscillators showing elevated confluence scores The oscillators may not signal on the exact same bar. When readings cluster within a few bars, this suggests developing conditions that warrant attention. Risk Disclosure This indicator measures technical conditions—not future price direction. Confluence scores represent analytical assessments based on statistical deviation and cycle position, not guarantees of market movement. All trading involves substantial risk of loss. Use this tool alongside your own analysis and proper risk management. No indicator can predict future price movements with certainty. --- ## AUTHOR'S INSTRUCTIONS: ``` To request access to CSI - Confluence Signal Intelligence , please send a private message or visit frontieralgo.com/tradingview. For best results, use alongside the main CSI overlay on the price chart.
Pine Script® Indikator
von FrontierAlgo
Confluence Signal Intelligence (CSI)CSI - Confluence Signal Intelligence is a professional-grade analytical overlay that evaluates market conditions across multiple dimensions simultaneously. Rather than relying on a single indicator, CSI synthesizes multiple evidence factors and classification models into unified BUY/SELL signals with confidence classifications. What It Does CSI identifies potential reversal zones by detecting when multiple independent analytical components align in the same direction. Each signal displays a confidence classification: HIGH - Strong multi-factor alignment (Gold labels) MEDIUM - Moderate factor alignment LOW - Limited factor alignment Important : The confidence level measures analytical consensus—not a prediction of trade outcome. A HIGH reading means multiple components agree on directional bias at that moment, not that the trade will be profitable. Multi-Factor Analysis The classification system evaluates conditions across several categories: Statistical Extremes - Normalized price transforms that identify stretched conditions Momentum Indicators - Multiple oscillators confirming oversold/overbought states Cycle Analysis - Gauges measuring exhaustion and potential turning points Trend Alignment - Multi-timeframe directional agreement Market Structure - Break of Structure events and swing point analysis Pattern Classification - Models comparing current conditions to historical setups Volume Analysis - Confirming directional moves with participation Divergence Detection - Price/momentum disagreements across multiple oscillators Classification Components CSI incorporates multiple classification models (KNN, gradient boosting approximation, perceptron) that analyze current market conditions against historical patterns. These models contribute to the overall confidence assessment by identifying setups with characteristics similar to past formations. Smart Money Concepts The indicator includes institutional trading concepts: Break of Structure (BOS) - Markers when price violates significant swing points Order Blocks - Potential support/resistance zones based on price structure Fair Value Gaps (FVG) - Price imbalances that may act as future reference points Regime Detection - Background coloring distinguishing trending vs. ranging conditions Key Features Non-Repainting Mode - Optional bar-close confirmation prevents signal changes on the current bar Adaptive Thresholds - Automatically adjusts sensitivity based on market volatility Signal Filtering - Option to hide LOW confidence signals to reduce noise Configurable Cooldown - Minimum bars between signals to prevent overtrading Comprehensive Dashboard - Real-time display of key metrics and states Trend EMAs - 20/50/200 period moving averages for context Extensive Alerts - Conditions for signals, structure breaks, divergences, and more Intended Use CSI is designed as a decision-support tool for traders conducting their own analysis. It identifies moments of technical alignment that may warrant further investigation—it does not guarantee profitable outcomes. Market results depend on numerous variables beyond any single analytical tool. The indicator works across all markets and timeframes. Companion Indicator CSI - Confluence Signal Intelligence is published separately and displays the underlying oscillators in their own pane: CEI (Cycle Exhaustion Index) - Cycle position and momentum depletion measurement PRG (PDF Reversal Gauge) - Statistical deviation scoring When used together, the main CSI overlay provides signals on the chart while the oscillator pane offers visibility into the cycle and reversal dynamics contributing to those signals. Risk Disclosure This indicator is an analytical tool—not financial advice. Past performance does not guarantee future results. All trading involves substantial risk of loss. Confidence levels reflect internal model agreement only and should be considered alongside broader market context, your own analysis, and sound risk management practices. No indicator can predict future price movements with certainty. --- ## AUTHOR'S INSTRUCTIONS: ``` To request access to CSI - Confluence Signal Intelligence, please visit frontieralgo.com/tradingview or send a private message.
Pine Script® Indikator
von FrontierAlgo
Vhenom ORB A+ (Professional)Vhenom ORB A+ (Professional) Advanced Opening Range Breakout System with A+ Momentum & Failure Detection What This Indicator Is Vhenom ORB A+ (Professional) is a precision-built Opening Range Breakout system designed for active index futures traders who want early entries, objective confirmation, and protection against false breakouts. This is not a generic ORB clone. It is a multi-session, momentum-aware, reversal-aware trading framework built specifically to handle: Explosive breakouts Failed breakouts Intraday continuation Reversals back into range Real-time decision-making (not just candle-close hindsight) Core Philosophy Most ORB indicators fail because they: Only work at candle close Treat all breakouts the same Ignore volatility context Provide no framework for failed moves Vhenom ORB A+ solves all of that. It does not tell you what to trade. It tells you when conditions are objectively favorable. 🔹 Key Features 1️⃣ Multi-Session ORB Engine (NY Time) Define ORBs across multiple intraday windows, not just the cash open: NY Cash Open (09:30–09:45) Midday Expansion Power Hour Evening Session Overnight Sessions Fully customizable ORB windows Each ORB: Draws High / Low / Midline in real time Freezes when complete Automatically rolls forward into the next session No repainting of historical ORBs. 2️⃣ Real-Time Breakout Detection (Live Preview) Unlike most indicators, Vhenom ORB A+ can signal intrabar: Signals flicker live as price breaks the ORB Signals confirm on candle close If price re-enters the range, the signal disappears This allows: Earlier entries for aggressive traders Confirmed entries for conservative traders You choose. 3️⃣ A+ Momentum Engine (ATR-Based) Not all breakouts are equal. The A+ Engine measures candle expansion relative to ATR to identify true momentum breakouts. When an A+ breakout occurs: The candle is highlighted The label upgrades to A+ Buy / A+ Sell Optional filtering: require A+ for signals or use it as a visual upgrade This helps eliminate: Chop Low-energy fake moves Weak breakouts that stall immediately 4️⃣ Failure Mode (Reversal Detection) This is where most ORB tools fall apart. Vhenom ORB A+ actively monitors failed breakouts. If price: Breaks out of the ORB Fails to hold Re-enters the range within a defined window The indicator generates: R Buy (failed downside breakout) R Sell (failed upside breakout) With: Acceptance-by-close logic Minimum bar delay (no same-candle chaos) Optional live preview This allows traders to: Capture reversals Avoid chasing failed breakouts Trade against trapped participants 5️⃣ Conflict Protection (No Mixed Signals) The logic explicitly prevents: Buy and Sell on the same candle Breakout and reversal on the same bar Overlapping signal noise If a conflict ever exists: Sell wins (conservative bias) The system is intentionally opinionated to reduce indecision. 6️⃣ Candle Coloring for Immediate Context Candle colors provide instant visual feedback: A+ Breakout candles Failed breakout reversal candles Priority rules ensure clarity (Reversal > A+) You can glance at the chart and know what just happened. 🔹 Designed For This indicator is ideal for: NQ / ES / MNQ / MES traders GC / MGC traders ORB, momentum, and reversal traders Traders who scale quickly and manage stops tightly Traders who want structure, not guesses It works on any symbol or timeframe, but is optimized for index futures. 🔹 What This Is NOT ❌ Not a signal bot ❌ Not a “win every trade” system ❌ Not meant for set-and-forget trading This tool gives high-quality decision points — execution is up to you. 🔹 Basic vs Professional Basic Version NY Cash Session ORB only ORB lines only No momentum logic No reversals Professional Version (This) Multiple ORB sessions Live breakout preview A+ momentum detection Failure / reversal detection Advanced filtering & controls Designed for real trading, not hindsight 🔹 Final Notes This indicator was built by a trader, refined through real market behavior, and designed to expose opportunity and risk at the same time. If you understand: Opening ranges Volatility Acceptance vs rejection Risk management Vhenom ORB A+ gives you an edge — not a crutch.
Pine Script® Indikator
von christopher_hall5903
VWAP Market FlowVWAP Flow Model VWAP Flow Model is a VWAP-anchored market context indicator designed to help traders understand how price is behaving relative to fair value. It evaluates the interaction between price, VWAP (Volume-Weighted Average Price), volatility, and momentum to classify prevailing market conditions such as trend continuation, expansion, mean reversion, and momentum decay. Rather than issuing trade signals, the indicator focuses on identifying market state and execution quality. Core framework: -Adaptive VWAP with slope-based colouring -VWAP acts as the central fair-value reference. The VWAP line dynamically changes colour based on its slope: -Rising VWAP → bullish pressure -Falling VWAP → bearish pressure -Flattening VWAP → balance, compression, or rotation This allows traders to quickly assess directional bias and determine whether price movement is supported by underlying flow or occurring in a lower-quality environment. Signal labels: The indicator annotates key behavioural transitions to support visual interpretation of market state: -IGN (Ignition) — Momentum expansion emerging from compression or balance, often marking the start of a directional move. -CON (Continuation) — Price sustaining directional behaviour in alignment with VWAP slope. -REV (Reversion) — Mean-reversion behaviour as price returns toward VWAP after extension. -EXH (Exhaustion) — Loss of momentum or absorption after an extended move, often preceding rotation or regime change. -MON (Displacement) — High-energy expansion bars indicating strong participation and structural shift. These labels describe market behaviour, not trade instructions, and should be interpreted within the broader VWAP context. Market behaviour classification: The model continuously evaluates how price interacts with VWAP to determine whether the market is: -directional and trending -rotating around fair value -accelerating away from value (expansion) -losing momentum or showing signs of exhaustion Classifications are derived from price displacement, volatility conditions, and momentum quality, rather than simple crossovers. Filtering and control logic: -Trend / Volatility Filter Conditions market-state classification on the prevailing volatility and structural regime, helping prevent unstable or low-quality environments from producing misleading context shifts. -Cooldown Filter Enforces a minimum number of bars between classification updates to reduce rapid state-flipping in choppy conditions and keep context stable. -Minimum Bars Between Signals Controls the strictness of the cooldown logic. Lower values increase responsiveness; higher values favour cleaner, more stable context changes. -Tape Dominance Requirement (IGN) Optional confirmation that requires directional signed-volume pressure to align with price behaviour before ignition-style classifications are allowed, helping distinguish genuine impulsive moves from weak or mechanically driven spikes. -Tape Dominance Lookback Defines the evaluation window used by the tape dominance filter. Shorter lookbacks react faster; longer lookbacks require sustained participation. Sensitivity and session controls: Sensitivity modes adjust how responsive the model is to changing conditions: -Aggressive — faster, more reactive (lower timeframes) -Balanced — default intraday calibration -Sniper — stricter thresholds, fewer but higher-quality classifications Optional session filters allow the model to operate only during selected trading sessions, helping traders focus on higher-liquidity periods and avoid low-efficiency hours. How to use it: VWAP Flow Model is used as a context and confirmation layer, not a signal generator: -Trade in the direction of VWAP slope during directional phases -Expect mean reversion when price extends far from VWAP in balanced conditions -Treat strong acceleration away from VWAP as expansion rather than chop -Use flattening VWAP as an early warning of rotation or momentum loss It integrates naturally with price action, structure-based analysis, and volume-aware workflows. Indicator scope: VWAP Flow Model provides objective market context and behavioural classification. It does not generate direct trade signals and is designed to support discretionary decision-making. Important notes: Market classifications are probabilistic, not guarantees Past behaviour does not imply future results This indicator is a decision-support tool, not an automated trading system
Pine Script® Indikator
von traderaven91
GARCH Volume Volatility [MarkitTick]Title: GARCH Volume Volatility Description Overview The GARCH Volume Volatility (GV) indicator is a sophisticated quantitative tool designed to analyze the rate of change in market participation. While the vast majority of technical indicators focus on Price Volatility (how much price moves), this script focuses on Volume Volatility (how unstable the participation is). Market volume is rarely distributed evenly; it tends to cluster. Periods of high activity are often followed by more high activity, and periods of calm tend to persist. This behavior is known as "heteroskedasticity." This script utilizes an Exponentially Weighted Moving Average (EWMA) model—a core component of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) frameworks—to model these changing variance regimes. By isolating volume volatility from raw volume data, this tool helps traders distinguish between sustainable liquidity flows and erratic, unsustainable volume shocks that often precede market reversals or breakouts. Methodology and Calculations 1. Logarithmic vs. Percentage Returns The foundation of this indicator is the calculation of "Volume Returns"—the period-over-period change in volume. - The script defaults to Logarithmic Returns. In financial statistics, log returns are preferred because they normalize data that can vary wildly in magnitude (such as cryptocurrency volume spikes), providing a more symmetric view of changes. - Users can opt for standard percentage changes if they prefer a linear approach. 2. Variance Proxy (Squared Returns) To measure volatility, the direction of the volume change (up or down) matters less than the magnitude. The script squares the returns to create a "Variance Proxy." This ensures that a massive drop in volume is treated with the same statistical weight as a massive spike in volume—both represent a significant change in the volatility of participation. 3. GARCH-Style Smoothing (EWMA) Standard Moving Averages (SMA) treat all data points in the lookback period equally. However, volatility is dynamic. This script uses an EWMA model with a tunable "Lambda" (Decay Factor). - The Recursive Formula: The current calculation relies on a weighted average of the current variance and the previous period's smoothed variance. - Memory Effect: This allows the indicator to "remember" recent volatility shocks while gradually letting their influence fade. This mimics the GARCH process of conditional variance. 4. Dynamic Statistical Thresholds The final output is the Volatility (square root of variance). To make this data actionable, the script calculates a dynamic upper and lower limit based on the standard deviation (Z-Score) of the volatility itself over a user-defined lookback period. How to Use The indicator plots a histogram that categorizes the market into four distinct volatility regimes: 1. High Volatility (Red Histogram) Trigger: Volatility > High Band (Upper Standard Deviation). Interpretation: This signals an extreme anomaly in volume stability. This is not just "high volume," but "erratic volume behavior." This often occurs at: - Capitulation bottoms (panic selling). - Euphoric tops (blow-off tops). - Major news events or earnings releases. 2. Elevated Volatility (Maroon Histogram) Trigger: Volatility > Mean Average. Interpretation: The market is in an active state. Participation is changing rapidly, but within statistically normal bounds. This is common during healthy, trending moves where new participants are entering the market steadily. 3. Normal/Low Volatility (Green Histogram) Trigger: Volatility is within the lower bands. Interpretation: The market volume is stable. There are no sudden shocks in participation. This is typical of consolidation phases or "creeping" trends where the price drifts without significant volume conviction. 4. Extremely Low Volatility (Bright Green/Transparent) Trigger: Volatility < Low Band. Interpretation: The "calm before the storm." When volume volatility collapses to near-zero, it implies that the market has reached a state of equilibrium or disinterest. Historically, volatility is cyclical; periods of extreme compression often lead to violent expansion. Settings and Configuration Core Settings - Use EWMA: When checked (Default), uses the recursive GARCH-style calculation. If unchecked, it reverts to a simple SMA of variance, which is less sensitive to recent shocks but more stable. - Log Returns: Uses natural log for calculations. Highly recommended for assets with exponential growth or large volume ranges. - Length: The baseline period for the calculation. - Threshold Lookback: The number of bars used to calculate the Mean and Standard Deviation bands. - EWMA Lambda: The decay factor (0.0 to 1.0). A value of 0.94 is standard for risk metrics. -- Higher Lambda (e.g., 0.98): The indicator reacts slower and is smoother (long memory). -- Lower Lambda (e.g., 0.80): The indicator reacts very fast to new data (short memory). Visuals - Show Thresholds: Toggles the visibility of the statistical bands on the chart. - High Band (StdDev): The multiplier for the upper warning zone. Default is 1.5 deviations. Increasing this to 2.0 or 3.0 will filter for only the most extreme events. Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
Pine Script® Indikator
von MarkitTick