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Uptrick: Portfolio Allocation DiversificationIntro The Uptrick: Portfolio Allocation Diversification script is designed to help traders and investors manage multiple assets simultaneously. It generates signals based on various trading systems, allocates capital using different diversification methods, and displays real-time metrics and performance tables on the chart. The indicator compares active trading strategies with a separate long-term holding (HODL) simulation, allowing you to see how a systematic trading approach stacks up against a simple buy-and-hold strategy. ------------------------------------------------------------------------ Trading System Selection 1. No signals (none) In this mode, the script does not produce bullish or bearish indicators; every asset stays in a neutral stance. This setup is useful if you prefer to observe how capital might be distributed based solely on the chosen diversification method, with no influence from directional signals. 2. rsi – neutral This mode uses an index-based measure of whether an asset appears overbought or oversold. It generates a bearish signal if market conditions point to overbought territory, and a bullish signal if they indicate oversold territory. If neither extreme surfaces, it remains neutral. Some traders apply this in sideways or range-bound conditions, where overbought and oversold levels often hint at possible turning points. It does not specifically account for divergence patterns. 3. rsi – long only In this setting, the system watches for instances where momentum readings strengthen even if the asset’s price is still under pressure or setting new lows. It also considers oversold levels as potential signals for a bullish setup. When such conditions emerge, the script flags a possible move to the upside, ignoring indications that might otherwise suggest a bearish trend. This approach is generally favored by those who want to concentrate exclusively on identifying price recoveries. 4. rsi – short only Here, the script focuses on spotting signs of deteriorating momentum while an asset’s price remains relatively high or attempts further gains. It also checks whether the market is drifting into overbought territory, suggesting a potential decline. Under such conditions, it issues a bearish signal. It provides no bullish alerts, making it particularly suitable for traders who look to take advantage of overvalued scenarios or protect themselves against sudden downward moves. 5. Deviation from fair value Under this system, the script judges how far the current price may have strayed from what is considered typical, taking into account normal fluctuations. If the asset appears to be trading at an unusually low level compared to that reference, it is flagged as bullish. If it seems abnormally high, a bearish signal is issued. This can be applied in various market environments to seek opportunities that arise from perceived mispricing. 6. Percentile channel valuation In this mode, the script determines where an asset's price stands within a historical distribution, highlighting whether it has reached unusually high or low territory compared to its recent past. When the price reaches what is deemed an extreme reading, it may indicate that a reversal is more likely. This approach is often used by traders who watch for statistical outliers and potential reversion to a more typical trading range. 7. ATH valuation This technique involves comparing an asset's current price with its previously recorded peak values. The script then interprets whether the price is positioned so far below the all-time high that it looks discounted, or so close to that high that it could be overextended. Such perspective is favored by market participants who want to see if an asset still has ample room to climb before matching historic extremes, or if it is nearing a possible ceiling. 8. Z-score system Here, the script measures how far above or below a standard reference average an asset's price may be, translated into standardized units. Substantial negative readings can suggest a price that might be unusually weak, prompting a bullish indication, while large positive readings could signal overextension and lead to a bearish call. This method is useful for traders watching for abrupt deviations from a norm that often invite a reversion to more balanced levels. RSI Divergence Period This input is particularly relevant for the RSI - Long Only and RSI - Short Only modes. The period determines how many bars in the past you compare RSI values to detect any divergences. ------------------------------------------------------------------------ Diversification Method Once the script has determined a bullish, bearish, or neutral stance for each asset, it then calculates how to distribute capital among all included assets. The diversification method sets the weighting logic. 1. None Gives each asset an equal weight. For example, if you have five included assets, each might get 20 percent. This is a simple baseline. 2. Risk-Adjusted Expected Return Using Volatility Clustering Emphasizes each asset’s average returns relative to its observed risk or volatility tendencies. Assets that exhibit good risk-adjusted returns combined with moderate or lower volatility may receive higher weights than more volatile or less appealing assets. This helps steer capital toward assets that have historically provided a better ratio of return to risk. 3. Relative Strength Allocates more capital to assets that show stronger price strength compared to a reference (for example, price above a long-term moving average plus a higher RSI). Assets in clear uptrends may be given higher allocations. 4. Trend-Following Indicators Examines trend-based signals, like positive momentum measurements or upward-trending strength indicators, to assign more weight to assets demonstrating strong directional moves. This suits those who prefer to latch onto trending markets. 5. Volatility-Adjusted Momentum Looks for assets that have strong price momentum but relatively subdued volatility. The script tends to reward assets that are trending well yet are not too volatile, aiming for stable upward performance rather than massive swings. 6. Correlation-Based Risk Parity Attempts to weight assets in such a way that the overall portfolio risk is more balanced. Although it is not an advanced correlation matrix approach in a strict sense, it conceptually scales each asset’s weight so no single outlier heavily dominates. 7. Omega Ratio Maximization Gives preference to assets with higher omega ratios. This ratio can be interpreted as the probability-weighted gains versus losses. Assets with a favorable skew are given more capital. 8. Liquidity-Weighted Valuation Considers each asset’s average trading liquidity, such as the combination of volume and price. More liquid assets typically receive a higher allocation because they can be entered or exited with lower slippage. If the trading system signals bullishness, that can further boost the allocation, and if it signals bearishness, the allocation might be set to zero or reduced drastically. 9. Drawdown-Controlled Allocation (DCA) Examines each asset’s maximum drawdown over a recent window. Assets experiencing lighter drawdowns (thus indicating somewhat less downside volatility) receive higher allocations, aiming for a smoother overall equity curve. ------------------------------------------------------------------------ Portfolio and Allocation Settings Portfolio Value Defines how much total capital is available for the strategy-based investment portion. For example, if set to 10,000, then each asset’s monetary allocation is determined by the percentage weighting times 10,000. Use Fixed Allocation When enabled, the script calculates the initial allocation percentages after 50 bars of data have passed. It then locks those percentages for the remainder of the backtest or real-time session. This feature allows traders to test a static weighting scenario to see how it differs from recalculating weights at each bar. ------------------------------------------------------------------------ HODL Simulator The script has a separate simulation that accumulates positions in an asset whenever it appears to be recovering from an undervalued state. This parallel tracking is intended to contrast a simple buy-and-hold approach with the more adaptive allocation methods used elsewhere in the script. HODL Buy Quantity Each time an asset transitions from an undervalued state to a recovery phase, the simulator executes a purchase of a predefined quantity. For example, if set to 0.5 units, the system will accumulate this amount whenever conditions indicate a shift away from undervaluation. HODL Buy Threshold This parameter determines the level at which the simulation identifies an asset as transitioning out of an undervalued state. When the asset moves above this threshold after previously being classified as undervalued, a buy order is triggered. Over time, the performance of these accumulated positions is tracked, allowing for a comparison between this passive accumulation method and the more dynamic allocation strategy. ------------------------------------------------------------------------ Asset Table and Display Settings The script displays data in multiple tables directly on your chart. You can toggle these tables on or off and position them in various corners of your TradingView screen. Asset Info Table Position This table provides key details for each included asset, displaying: Symbol – Identifies the trading pair being monitored. This helps users keep track of which assets are included in the portfolio allocation process. Current Trading Signal – Indicates whether the asset is in a bullish, bearish, or neutral state based on the selected trading system. This assists in quickly identifying which assets are showing potential trade opportunities. Volatility Approximation – Represents the asset’s historical price fluctuations. Higher volatility suggests greater price swings, which can impact risk management and position sizing. Liquidity Estimate – Reflects the asset’s market liquidity, often based on trading volume and price activity. More liquid assets tend to have lower transaction costs and reduced slippage, making them more favorable for active strategies. Risk-Adjusted Return Value – Measures the asset’s returns relative to its risk level. This helps in determining whether an asset is generating efficient returns for the level of volatility it experiences, which is useful when making allocation decisions. 2. Strategy Allocation Table Position Displays how your selected diversification method converts each asset into an allocation percentage. It also shows how much capital is being invested per asset, the cumulative return, standard performance metrics (for example, Sharpe ratio), and the separate HODL return percentage. Symbol – Displays the asset being analyzed, ensuring clarity in allocation distribution. Allocation Percentage – Represents the proportion of total capital assigned to each asset. This value is determined by the selected diversification method and helps traders understand how funds are distributed within the portfolio. Investment Amount – Converts the allocation percentage into a dollar value based on the total portfolio size. This shows the exact amount being invested in each asset. Cumulative Return – Tracks the total return of each asset over time, reflecting how well it has performed since the strategy began. Sharpe Ratio – Evaluates the asset’s return in relation to its risk by comparing excess returns to volatility. A higher Sharpe ratio suggests a more favorable risk-adjusted performance. Sortino Ratio – Similar to the Sharpe ratio, but focuses only on downside risk, making it more relevant for traders who prioritize minimizing losses. Omega Ratio – Compares the probability of achieving gains versus losses, helping to assess whether an asset provides an attractive risk-reward balance. Maximum Drawdown – Measures the largest percentage decline from an asset’s peak value to its lowest point. This metric helps traders understand the worst-case loss scenario. HODL Return Percentage – Displays the hypothetical return if the asset had been bought and held instead of traded actively, offering a direct comparison between passive accumulation and the active strategy. 3. Profit Table If the Profit Table is activated, it provides a summary of the actual dollar-based gains or losses for each asset and calculates the overall profit of the system. This table includes separate columns for profit excluding HODL and the combined total when HODL gains are included. As seen in the image below, this allows users to compare the performance of the active strategy against a passive buy-and-hold approach. The HODL profit percentage is derived from the Portfolio Value input, ensuring a clear comparison of accumulated returns. 4. Best Performing Asset Table Focuses on the single highest-returning or highest-profit asset at that moment. It highlights the symbol, the asset’s cumulative returns, risk metrics, and other relevant stats. This helps identify which asset is currently outperforming the rest. 5. Most Profitable Asset A simpler table that underscores the asset producing the highest absolute dollar profit across the portfolio. ------------------------------------------------------------------------ Multi Asset Selection You can include up to ten different assets (such as BTCUSDT, ETHUSDT, ADAUSDT, and so on) in this script. Each asset has two inputs: one to enable or disable its inclusion, and another to select its trading pair symbol. Once you enable an asset, the script requests the relevant market data from TradingView. ------------------------------------------------------------------------ Uniqness and Features 1. Multiple Data Fetches Each asset is pulled from the chart’s timeframe, along with various metrics such as RSI, volatility approximations, and trend indicators. 2. Various Risk and Performance Metrics The script internally keeps track of different measures, like Sharpe ratio (a measure of average return adjusted for risk), Sortino ratio (which focuses on downside volatility), Omega ratio, and maximum drawdown. These metrics feed into the strategy allocation table, helping you quickly assess the risk-and-return profile of each asset. 3. Real-Time Tables Instead of having to set up complex spreadsheets or external dashboards, the script updates all tables on every new bar. The color schemes in these tables are designed to draw attention to bullish or bearish signals, positive or negative returns, and so forth. 4. HODL Comparison You can visually compare the active strategy’s results to a separate continuous buy-on-dips accumulation strategy. This allows for insight into whether your dynamic approach truly beats a simpler, more patient method. 5. Locking Allocations The Use Fixed Allocation input is convenient for those who want to see how holding a fixed distribution of capital performs over time. It helps in distinguishing between constant rebalancing vs a fixed, set-and-forget style. ------------------------------------------------------------------------ How to use 1. Add the Script to Your Chart Once added, open the settings panel to configure your asset list, choose a trading system, and select the diversification approach. 2. Select Assets Pick up to ten symbols to monitor. Disable any you do not want included. Each included asset is then handled for signals, diversification, and performance metrics. 3. Choose Trading System Decide if you prefer RSI-based signals, a fair-value approach, or a percentile-based method, among others. The script will then flag assets as bullish, bearish, or neutral according to that selection. 4. Pick a Diversification Method For example, you might choose Trend-Following Indicators if you believe momentum stocks or cryptocurrencies will continue their trends. Or you could use the Omega Ratio approach if you want to reward assets that have had a favorable upside probability. 5. Set Portfolio Value and HODL Parameters Enter how much capital you want to allocate in total (for the dynamic strategy) and adjust HODL buy quantities and thresholds as desired. (HODL Profit % is calculated from the Portfolio Value) 6. Inspect the Tables On the chart, the script can display multiple tables showing your allocations, returns, risk metrics, and which assets are leading or lagging. Monitor these to make decisions about capital distribution or see how the strategy evolves. ------------------------------------------------------------------------ Additional Remarks This script aims to simplify multi-asset portfolio management in a single tool. It emphasizes user-friendliness by color-coding the data in tables, so you do not need extra spreadsheets. The script is also flexible in letting you lock allocations or compare dynamic updates. Always remember that no script can guarantee profitable outcomes. Real markets involve unpredictability, and real trading includes fees, slippage, and liquidity constraints not fully accounted for here. The script uses real-time and historical data for demonstration and educational purposes, providing a testing environment for various systematic strategies. Performance Considerations Due to the complexity of this script, users may experience longer loading times, especially when handling multiple assets or using advanced allocation methods. In some cases, calculations may time out if too many settings are adjusted simultaneously. If this occurs, removing and reapplying the indicator to the chart can help reset the process. Additionally, it is recommended to configure inputs gradually instead of adjusting all parameters at once, as excessive changes can extend the script’s loading duration beyond TradingView’s processing limits. ------------------------------------------------------------------------ Originality This script stands out by integrating multiple asset management techniques within a single indicator, eliminating the need for multiple scripts or external portfolio tools. Unlike traditional single-asset strategies, it simultaneously evaluates multiple assets, applies systematic allocation logic, and tracks risk-adjusted performance in real time. The script is designed to function within TradingView’s script limitations while still allowing for complex portfolio simulations, making it an efficient tool for traders managing diverse holdings. Additionally, its combination of systematic trading signals with allocation-based diversification provides a structured approach to balancing exposure across different market conditions. The dynamic interplay between adaptive trading strategies and passive accumulation further differentiates it from conventional strategy indicators that focus solely on directional signals without considering capital allocation. Conclusion Uptrick: Portfolio Allocation Diversification pulls multiple assets into one efficient workflow, where each asset’s signal, volatility, and performance is measured, then assigned a share of capital according to your selected diversification method. The script accommodates both dynamic rebalancing and a locked allocation style, plus an ongoing HODL simulation for passive accumulation comparison. It neatly visualizes the entire process through on-chart tables that are updated every bar. Traders and investors looking for ways to manage multiple assets under one unified framework can explore the different modules within this script to find what suits their style. Users can quickly switch among trading systems, vary the allocation approach, or review side-by-side performance metrics to see which method aligns best with their risk tolerance and market perspective.
Pine Script™ Indikator
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BuySell3BuySell3: Advanced Trend Trading Indicator Adaptive signals, real-time stats, and precise exits for smarter trading. Elevate your trading with BuySell3, a powerful tool blending customizable moving averages with sophisticated signal confirmation. Key features: Flexible MA types (SMA, EMA, WMA, HMA) with adjustable periods. Multi-layered filters: Volume, RSI, ADX, and candlestick patterns. Multi-timeframe trend alignment for smarter entries (from a higher timeframe). Clear buy/sell and exit signals with real-time stats and backtesting (signals, win rate, avg win/loss). Real-time alerts for buy, sell and exit signals. Unlike basic MA crossovers, BuySell3 integrates multi-timeframe analysis, exit signals, and live stats for a complete trading system. Designed for traders seeking precision and insight across daily and intraday charts.
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ZEMA Crossover Strategy with Volume & ATR FiltersThis strategy is based on the crossover of two ZEMAs (Zero-Lag Exponential Moving Averages) with additional filters for volume and ATR to confirm signals. It automatically opens long ("Long") and short ("Short") positions and sets stop-loss and take-profit levels based on ATR. Long Position ("Long"): Opens when ZEMA1 crosses above ZEMA2, volume exceeds the threshold (if filter is enabled), and ATR is above its SMA (if filter is enabled). Short Position ("Short"): Opens when ZEMA1 crosses below ZEMA2, with the same filter conditions. Stop-Loss and Take-Profit: Automatically set based on the current ATR value. For example, with a multiplier of 2.0, the stop-loss is 2×ATR from the entry price. ZEMA lines are plotted on the chart: green (ZEMA1) and red (ZEMA2). The area between them is filled with color (green for bullish, red for bearish).
Pine Script™ Strategie
von WinTechLab
ZEMA Crossover with Volume & ATR FiltersThis indicator uses the crossover of two ZEMAs (Zero-Lag Exponential Moving Averages) with additional filters based on volume and ATR to confirm trading signals. It displays "BUY" and "SELL" entry/exit points on the chart. "BUY" Signal: Appears when ZEMA1 crosses above ZEMA2, volume exceeds the threshold (if filter is enabled), and ATR is above its SMA (if filter is enabled). "SELL" Signal: Appears when ZEMA1 crosses below ZEMA2, with the same filter conditions. ZEMA lines are plotted on the chart: green (ZEMA1) and red (ZEMA2). The area between them is filled with color (green for bullish, red for bearish).
Pine Script™ Indikator
von WinTechLab
BigBarChaser 1 MIN TrailingBigBarCahser 1MIN Trailing (ES & YM) The BigBarChaser 1MIN is an adaptive breakout and trend-following strategy designed for the E-mini S&P 500 (ES) and Dow Jones (YM) on a 1-minute chart. Unlike rigid breakout systems, this strategy allows trades to develop and run as long as the trend remains intact, maximizing profit potential while accepting a higher number of losing trades. How It Works ✅ Momentum-Based Entries: Uses a more flexible set of conditions to identify breakout and trend continuation opportunities. ✅ Trend Following: Instead of setting a fixed take-profit level, trades are managed dynamically, staying open as long as the trend remains strong. ✅ Trailing Stop-Loss on SMA12: Risk is managed through a 12-period simple moving average (SMA12) trailing stop, ensuring trades stay open during strong trends and exit when momentum weakens. ✅ Higher Risk, Higher Reward: Accepts a greater number of small losses but relies on long-running profitable trades to cover and exceed them. ✅ Multi-Market Application: Optimized for both ES (S&P 500 E-mini) and YM (Dow Jones E-mini), making it versatile across major indices. ✅ Position Sizing: Backtesting results are based on trading 1 ES contract, demonstrating realistic performance over longer periods. Performance ✅ The strategy has shown strong profitability over extended backtesting periods, even with more frequent losing trades. ✅ Trend-capturing ability allows for major winners that significantly outweigh smaller losses. ✅ Designed for traders who prefer to let winners run rather than take fixed profit targets. How to Use It ✅ The script automatically executes trades based on trend confirmation—no manual input is required. ✅ No fixed take-profit levels—trades are exited when the SMA12 trailing stop is hit. ✅ Best suited for traders comfortable with higher risk and trade frequency in exchange for higher reward potential. Disclaimer "This strategy is a trading tool designed for traders seeking structured breakout and trend-following setups. While it follows a defined approach, trading involves risk, and there are no guarantees of profitability. Past performance does not guarantee future results. Users are responsible for their own trading decisions and should conduct thorough research before using this strategy in live markets. This is not financial advice."
Pine Script™ Strategie
von bigbarchaser
VCP-Tightness-V2Functionality and Understanding A. Tightness Indicator • Uses ATR-based calculations to determine tightness. • Averages short-term (3,5,8) and long-term (55,89,144) ATR values. • Normalizes ATR values over a lookback period to derive a tightness score. • Highlights bars where tightness is below a low value threshold. B. Relative Strength (RS) Calculation • Compares stock price with an index benchmark (default: NSE NIFTY MID SMALL 400). • Uses SMA and ROC (Rate of Change) for RS calculations. • Implements JDK RS Ratio & JDK RM Ratio to color bars based on RS conditions. C. Coil Formation • Identifies tight price range within a given lookback period. • Checks if price movement is within a certain percentage threshold. • Optional line indicators and labels to highlight valid patterns. D. Burst • Detects strong upward price movements based on: o Price change (%) o Candle close % within range o Volume spike compared to moving average • Bars are colored if a momentum burst is detected. E. Opening RVOL (Relative Volume) • Calculates first bar volume relative to historical averages. • Compares first candle price with previous day’s close to check for gap-ups. • Labels and highlights bars meeting high relative volume criteria. F. Pivot Detection • Identifies pocket pivots based on volume patterns. • Requires price to close higher with volume greater than previous down days. • Uses an array-based approach to store past volumes. G. High/Low Volume Days • Flags high/low volume days based on: o Price change exceeding a percentage threshold. o Volume crossing a minimum threshold. • Colors bars red/green for high volume down/up days. • Identifies lowest volume in a quarter & highest volume in a year. H. 52-Week High/Low • Uses request.security() to fetch the highest and lowest prices in 252 days. • Labels new 52-week highs and lows on the chart.
Pine Script™ Indikator
von Saurabh_Trade007
Crypto Market Session Guide with Local TimeMaster the Markets with the Ultimate Trading Session Indicator Timing is everything in trading. Knowing when liquidity is at its peak and when market sessions overlap can make all the difference in your strategy. This Market Session Guide Indicator helps you navigate the trading day with real-time session tracking, countdown timers, and local time adjustments—giving you a clear edge in the market. Key Features Live Session Tracking – Instantly see which trading session is active: Asian, European, US, or the high-volatility EU-US overlap. Automatic Local Time Conversion – No need to convert UTC manually—session times adjust automatically based on your TradingView exchange settings. Daylight Saving Time Adjustments – The US market opening and closing times are automatically adjusted for summer and winter shifts. Countdown Timer for Session Close – Know exactly when the current session will end so you can time your trades effectively. Next Market Opening Display – Always be prepared by knowing which market opens next and at what exact time in your local timezone. Clear Visual Guide – A structured table in the top-right of your chart provides all essential session details without cluttering your screen. How It Works This indicator tracks the three main trading sessions: Asian Session (Tokyo, Sydney): 00:00 - 09:00 UTC European Session (London, Frankfurt): 07:00 - 16:00 UTC US Session (New York, Chicago): 13:30 - 22:00 UTC (adjusts automatically for Daylight Saving Time) EU-US Overlap: 12:00 - 16:00 UTC, the most volatile period of the trading day It also highlights when a session is about to close and when the next one will begin, ensuring you are always aware of liquidity shifts in the market. Why You Need This Indicator Optimized for Forex, Crypto, and Indices – Helps traders align their strategies with the most active market hours. Ideal for Scalping and Day Trading – Enter trades during peak volatility to maximize opportunities. Eliminates Guesswork – Stop manually tracking time zones and market schedules—everything updates dynamically for you. Upgrade Your Trading Strategy Today This indicator simplifies market timing, ensuring you're always trading when liquidity and volatility are at their highest. Whether you're trading Forex, Crypto, or Stocks, knowing when markets open and close is essential for making informed decisions. Try it out, and if you find it useful, consider sharing it with other traders. Your feedback is always welcome!
Pine Script™ Indikator
von Waqas_Khalid
Flow Optimized Moving AverageOverview The Flow Optimized Moving Average (Flow OMA) is an advanced adaptive moving average designed to dynamically adjust smoothing factors based on market efficiency and volatility. By integrating the Efficiency Ratio (ER) with an Adaptive Moving Average (AMA) and leveraging ATR-based bands, this indicator provides traders with a refined tool for identifying trend direction, strength, and potential reversal zones. Key Features Adaptive Moving Average (AMA) Adjusts to price action based on the Efficiency Ratio (ER), reducing lag in trending markets while smoothing noise in ranging conditions. Efficiency Ratio (ER) Measures the effectiveness of price movement over a defined lookback period. Helps in dynamically adjusting the smoothing constant of the AMA. ATR-Based Volatility Bands Creates upper and lower dynamic bands based on the Average True Range (ATR). Expands in high volatility and contracts in low volatility, providing traders with a contextual understanding of price action. Slope-Based Trend Strength Normalizes the moving average slope relative to ATR. Generates a trend strength score, which influences band opacity, making strong trends visually distinguishable. Dynamic Color Coding Bullish Trends: Cyan/Turquoise (#00e2ff) Bearish Trends: Blue (#003ff5) Neutral Trends: Gray The transparency of the bands dynamically adjusts based on trend strength. Fill Zone Effect The area between the ATR bands is filled with a gradient-like effect, giving a clear visual representation of trend strength and transitions. Indicator Components Inputs (User Settings) ER Lookback Period: Defines how many bars are used in the Efficiency Ratio calculation (default: 10). Fast & Slow Periods: Control the sensitivity of the Adaptive Moving Average (default: 2 & 30). ATR Period: Defines the lookback for Average True Range (default: 14). Band Multiplier: Determines the width of ATR-based bands (default: 1.5). Slope Average Period: Smooths trend slope for more stable trend assessment (default: 5). Efficiency Ratio Calculation Measures how effectively price moves in a straight line compared to its total movement. A higher ER value suggests strong trend momentum, while a lower value implies consolidation. Adaptive Moving Average (AMA) Dynamically adjusts its smoothing factor based on ER. Uses a smoothing constant that ranges between the fastest and slowest specified values. Volatility-Based Bands Constructed using the ATR multiplier. Expand and contract dynamically in response to market volatility. Trend Strength & Direction Computed using the normalized slope of AMA against ATR. Positive slope = Bullish trend, Negative slope = Bearish trend. Visual Enhancements Colored Adaptive MA Line: Changes based on trend direction. ATR Bands with Gradient Fill: Visual representation of market conditions. Dynamic Opacity: Highlights trend strength through transparency. How to Use the Flow OMA Indicator Trend Identification When the Adaptive MA is rising and colored cyan, a bullish trend is in play. When the Adaptive MA is falling and colored blue, a bearish trend is present. Trend Strength Assessment A stronger trend results in more opaque band fills, indicating a clear directional bias. Weaker trends or consolidations result in fainter fills, signaling a loss of momentum. Reversal Signals If price touches the upper band in a bullish move and starts reversing, it can indicate potential profit-taking areas. If price approaches the lower band in a bearish move and rebounds, a short-term reversal may be imminent. Volatility Insights Narrow bands indicate low volatility and possible breakout conditions. Wider bands suggest increased volatility, warning traders of potential price swings. Best Practices ✅ Combine with Other Indicators Use RSI, MACD, or Volume Profile for confirmation before executing trades. ✅ Apply to Multiple Timeframes Works effectively in higher timeframes (1H, 4H, Daily) for trend trading. Can be utilized in lower timeframes (5m, 15m) for scalping setups. ✅ Adjust Parameters Based on Asset Volatility Increase ATR Period for stocks with high volatility. Reduce ATR Multiplier for forex pairs to avoid excessive band width. The Flow Optimized Moving Average (Flow OMA) is a powerful trend-following tool designed for both swing and intraday traders. Its adaptive nature allows it to efficiently track trends while minimizing false signals. By incorporating dynamic volatility bands and trend-sensitive color coding, this indicator enhances traders' ability to read price action effectively. Whether used standalone or in combination with other indicators, Flow OMA provides a significant edge in trend analysis.
Pine Script™ Indikator
von paradoxalgo
Volatility Based Momentum by QTX Algo SystemsVolatility Based Momentum by QTX Algo Systems Overview This indicator is designed to determine whether a market trend is genuinely supported by both momentum and volatility. It produces per-candle signals when a smoothed momentum oscillator is above its moving average, a Price – Moving Average Ratio confirms overall trend strength by remaining above a preset level with a positive slope, and when at least one of two distinct volatility metrics is rising. This integrated approach offers traders a consolidated and dynamic view of market energy, delivering more actionable insights than a simple merger of standard indicators. How It Works The indicator fuses two complementary volatility measures with dual momentum assessments to ensure robust signal generation. One volatility metric evaluates long-term market behavior by analyzing the dispersion of logarithmic price changes, while the other—derived from a Bollinger Band Width Percentile—captures recent price variability and confirms that market volatility remains above a minimum threshold. A trading signal is generated only when at least one of these volatility measures shows a sustained upward trend over several candles. For momentum, a double‐smoothed Stochastic Momentum Index provides a refined, short-term view of price action, filtering out market noise. In addition, the PMARP serves as a confirmation tool by comparing the current price to its moving average, requiring that its value remains above a defined level with a positive slope to indicate a strong trend. Together, these elements ensure that a signal is only produced when both the market’s momentum and volatility are in alignment. Although the components used are based on well-known technical analysis methods, the thoughtful integration of these elements creates a tool that is more than the sum of its parts. By combining long-term volatility assessment with a real-time measure of recent price variability—and by merging short-term momentum analysis with a confirmation of overall trend strength—the indicator delivers a more reliable and comprehensive view of market energy. This holistic approach distinguishes it from standard indicators. How to Use Traders can adjust the volatility threshold setting to tailor the indicator to their preferred market or timeframe. The indicator displays per-candle signals when both the refined momentum criteria and the dynamic volatility conditions are met. These signals are intended to be used as part of a broader trading strategy, in conjunction with other technical analysis tools for confirming entries and exits. Disclaimer This indicator is for educational purposes only and is intended to support your trading strategy. It does not guarantee performance, and past results are not indicative of future outcomes. Always use proper risk management and perform your own analysis before trading.
Pine Script™ Indikator
von QTXAlgoSystems
Continuation Opportunity Indicator by QTX Algo SystemsContinuation Opportunity Indicator by QTX Algo Systems Overview This indicator is designed to pinpoint key moments within an established trend when a pullback is likely just a temporary consolidation rather than a reversal. It distinguishes phases of reduced volatility—suggesting a pause or consolidation—from moments when volatility subsequently increases, confirming that the prevailing trend is resuming. This integrated approach combines multiple classical elements into a unique tool that offers traders clear insight into trend continuity. How It Works The indicator marries two types of volatility measurements with dual momentum assessments and a trend filter to generate continuation signals. Two complementary volatility metrics are used: one assesses long-term price dispersion to gauge overall market behavior, while the other employs a percentile-based method to capture recent variability and ensure that overall market volatility meets a minimum threshold. A critical part of the signal generation is that the pullback must occur during a period of reduced volatility, indicating consolidation, and then be followed by an increase in volatility, which confirms the resumption of the trend. For momentum analysis, a double‐smoothed oscillator provides a refined, short-term view of price action, and a Price – Moving Average Ratio (PMARP) confirms the trend’s strength by requiring that it remains above or below a set threshold with a positive or negative slope, respectively. Signals are produced based on crossover events in the momentum oscillator that occur after a pullback, with the subsequent rise in volatility validating the trend continuation. A moving average-based trend filter further ensures that these signals align with the broader market direction. While the individual components—volatility measures, momentum oscillators, and trend filters—are standard in technical analysis, their deliberate integration in this script results in a tool that is greater than the sum of its parts. Rather than merely merging indicators, this system is crafted to filter out false signals and clearly differentiate between temporary consolidations and genuine trend continuations. By providing a holistic view of market behavior, it offers traders actionable insight into when a pullback is simply a pause before the trend resumes. How to Use Traders should monitor the chart for opportunity signals. These signals indicate that a consolidation phase is ending and that the overall trend is likely to continue. Adjust the volatility parameters as needed to suit your market or timeframe, and use these signals in conjunction with other technical analysis tools to confirm optimal entry and exit points. Disclaimer This indicator is for educational purposes only and is intended to support your trading strategy. It does not guarantee performance, and past results are not indicative of future outcomes. Always use proper risk management and perform your own analysis before trading.
Pine Script™ Indikator
von QTXAlgoSystems
Volume Candle(alerts)This indicator highlights candles with unusually high trading volume by comparing the current volume to an EMA-based threshold. It helps identify significant volume spikes, which may indicate strong market movements. Big Volume Detection Compares the current volume to an EMA of past volume. A candle is marked as "Big Volume" if the current volume exceeds the EMA by a specified multiple. Color-Coded Candles Big Volume & Bullish → Lime Green Big Volume & Bearish → Red Regular Bullish → Faded Lime (80% transparent) Regular Bearish → Faded Red (80% transparent) Alert System Big Up or Down Volume → Triggers an alert when high volume occurs. Big Up Volume → Triggers an alert for high-volume bullish candles. Big Down Volume → Triggers an alert for high-volume bearish candles. Customizable Settings Period → EMA period for volume comparison (Default: 30) Big Volume Multiple → Volume multiplier threshold for detection (Default: 3) Use Cases Spot unusual volume surges before major price moves Confirm strong buying or selling pressure Identify potential breakout zones
Pine Script™ Indikator
von sanbangaje
ATR Multiples from LOD/HODAn indicator that plots ATR (Average True Range) multiples from the current Low of Day (LOD) and High of Day (HOD). The indicator should: Calculate the Low of Day (LOD) and High of Day (HOD) dynamically for the current trading session. Use the ATR (Average True Range), with a customizable length, as the base measurement. Plot multiple levels above the LOD and below the HOD, based on user-defined ATR multiples (e.g., 1x ATR, 2x ATR, 3x ATR, etc.). Customizable Inputs: ATR Length ATR Multiples (Up to 5 levels) Line color and style for each level Display the ATR multiples on the chart as horizontal lines extending throughout the trading session.
Pine Script™ Indikator
von Giac94
1
WAVE시그널(추세)WAVE 시그널(추세) - SuperTrend 기반 트렌드 지표 🔹 개요 WAVE 시그널(추세)은 ATR(평균 진폭)과 SuperTrend 알고리즘을 기반으로 시장의 상승 및 하락 추세를 분석하는 지표입니다. ATR을 활용한 변동성 조절 기능과 매수/매도 신호를 제공하여 트레이더들이 보다 정확한 진입 및 청산을 결정할 수 있도록 돕습니다. 🔹 주요 기능 ✅ SuperTrend 기반 추세 감지: 상승/하락 추세를 ATR을 이용하여 효과적으로 탐지 ✅ 매수/매도 신호 표시: 추세 전환 시 매수(초록) 및 매도(빨강) 라벨을 표시하여 진입 타이밍 제공 ✅ 변동성 반영 가능: ATR 계산 방식을 선택하여 사용자 맞춤형 조정 가능 ✅ 시각적 강조 효과: 상승/하락 추세에 따른 차트 하이라이팅 기능 ✅ 알림(Alert) 기능: 추세 전환 및 매수/매도 신호 발생 시 알람 전송 🔹 활용 방법 📌 추세 매매: SuperTrend 선이 상승할 때 매수, 하락할 때 매도 신호로 활용 📌 변동성 매매: ATR 값을 조절하여 변동성이 높은 구간에서도 대응 가능 📌 알림 설정: 매매 신호 또는 추세 변화를 감지하는 자동화된 트레이딩 전략에 적용 💡 본 스크립트는 단독으로 사용하기보다 다른 보조 지표와 함께 활용하면 더욱 효과적입니다.
Pine Script™ Indikator
von WAVELABS
2