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Volatilityindex

VIX-VIXEQ Regime DetectorThe VIX-VIXEQ Regime Detector is an market structure indicator that compares the CBOE Volatility Index (VIX) with the CBOE S&P 500 Equal Weight Volatility Index (VIXEQ) to identify distinct market volatility regimes. It analyses the relationship between index-level and constituent-level volatility, and helps investors to detect regime changes that often precede major market moves. Credits: Idea suggested by @m_chromatic Thanks a lot! What It Measures VIX measures implied volatility of S&P 500 index options (cap-weighted, dominated by mega-cap stocks) VIXEQ measures implied volatility of equal-weighted S&P 500 constituents (reflects broader market volatility) The ratio between these two metrics reveals whether volatility is concentrated in mega-caps or dispersed across the broader market. When VIXEQ rises faster than VIX (ratio > 1.0), it indicates that constituent stocks are experiencing higher volatility than the index itself. This divergence often signals: Increased market stress Breakdown in correlation Potential regime transitions Mean reversion opportunities Five Market Regimes in the Indicator The indicator uses adaptive thresholds based on rolling statistics to classify markets into five distinct regimes: 🔵 CONCENTRATION (Ratio < threshold): Mega-cap dominance, Low dispersion, Healthy market structure 🟢 NORMAL (Ratio near mean): Balanced volatility, Healthy market conditions, Standard risk environment 🟡 ELEVATED (Ratio moderately above mean), Early warning signal, Rising constituent stress, Watch for deterioration 🟠 DISPERSION (Ratio significantly above mean), Broad market stress, Elevated constituent volatility, Defensive positioning warranted 🔴 SYSTEMIC (Ratio > 1.5σ above mean), Crisis conditions, Extreme constituent stress, High mean reversion potential The indicator includes z-score calculations to measure how extreme the current spread is relative to historical norms. Recommended Timeframe Daily (1D): Optimal for most use cases - balances signal quality with responsiveness Weekly (1W): For macro positioning and long-term regime context 4-Hour: Not recommended - too noisy for structural regime analysis Technical Notes Uses request.security() to fetch VIX and VIXEQ data Ratio is scaled by (ratio - 1) × 10 for chart visibility alongside spread Actual ratio values are displayed in the table and labels Adaptive thresholds recalculate on every bar based on rolling statistics All regime classifications update in real-time
Pine Script® Indikator
von HenriqueCentieiro
3
Adaptive Channel Breakout [MarkitTick]💡 This script is a trend-following system designed to identify high-probability breakout opportunities while rigorously filtering out market noise. By synthesizing volatility (ATR), trend strength (ADX), and price extremes (Donchian logic), this indicator attempts to solve the classic problem of false breakouts in ranging markets. It features a regime-detection engine that dynamically adjusts the visual feedback and signal generation based on whether the market is trending or consolidating. ✨ Originality and Utility Most breakout indicators rely solely on price crossing a fixed threshold (like a 20-day High). However, these systems often fail in "choppy" markets where price seeks liquidity above highs before reversing. This script innovates by: Volatility-Adjusted Bounds: It does not simply track the Highest High or Lowest Low. Instead, it retracts the channel bounds by a multiple of the Average True Range (ATR). This creates a "tightened" breakout requirement—price must not only make a new high but do so with enough momentum to overcome the volatility threshold. Regime Filtering: Integrated ADX/DMI logic categorizes the market into Bull, Bear, or Range. Signals are filtered to align with the dominant regime (e.g., no Longs are permitted if the internal structure is Bearish). Logarithmic Scaling: A unique feature allowing calculations to be performed on Logarithmic price data, making it highly suitable for parabolic assets like Crypto or small-cap stocks where linear percentage moves vary drastically. Time-Based Exits: Recognizes that "stale" trades—those that do not perform immediately—often turn into losses, and provides visual cues to exit if momentum stalls. 🔬 Methodology and Concepts The core logic operates on a three-stage pipeline: 1. Market Regime Classification The script utilizes the Directional Movement Index (DMI) and Average Directional Index (ADX) to determine the state of the market. Trending: Defined as ADX > Threshold (default 25). Range: Defined as ADX < Threshold. Direction: Determined by the relationship between DI+ and DI-. 2. Adaptive Channel Construction The channels are calculated using a modified Donchian/ATR hybrid approach: Upper Band: Highest High (N) minus (ATR × Multiplier) . Lower Band: Lowest Low (N) plus (ATR × Multiplier) . Note: By subtracting ATR from the High, the Upper Band acts as a trailing resistance level that gets closer to price as volatility decreases, allowing for earlier entries during volatility squeezes. 3. Signal Generation & Filtering Long Signal: Price crosses over the Upper Band, provided the market is in a Bull or Range regime. Short Signal: Price crosses under the Lower Band, provided the market is in a Bear or Range regime. Stale Exit: If a signal is generated but price fails to reverse or progress significantly within a user-defined bar limit (default 10), a "Time Exit" warning is triggered. 🎨 Visual Guide The indicator is designed for immediate visual interpretation through color-coding and dashboard analytics. ● Channel Bands Upper Line: Represents the dynamic resistance/breakout level. Lower Line: Represents the dynamic support/breakout level. Color Logic: Gray: Indicates the opposing side of the trend (e.g., Upper band is gray during a downtrend). Green: Active Upper Band during a Bullish phase. Red: Active Lower Band during a Bearish phase. ● Background Fills (Market Regime) The space between the channels is filled to indicate the current market state: Green Fill: Bullish Trend (ADX High, DI+ > DI-). Red Fill: Bearish Trend (ADX High, DI- > DI+). Yellow Fill: Range/Accumulation (ADX Low). Breakouts from Yellow zones are often the most explosive. ● Signal Shapes Green Triangle (Below Bar): Valid Long Breakout Signal. Red Triangle (Above Bar): Valid Short Breakout Signal. Orange "X" (Below Bar): Time Exit/Stale Trade. Indicates the trade has not progressed after N bars. ● Dashboard (Top Right) A table displaying real-time metrics: Market Regime: Explicitly states TREND (Bull/Bear) or RANGE. Volatility: Displays the current ATR value. ADX Strength: Shows the ADX value, highlighting it in white if it is above the trending threshold. 📖 How to Use For Trend Following Wait for the background color to transition from Yellow (Range) to Green (Bull) or Red (Bear). This signifies a volatility expansion from a consolidation period. Enter on the corresponding Triangle signal. For Risk Management Stop Loss: The script calculates suggested Stop Losses (SL) based on the opposite channel band. Stale Exits: If you see an Orange "X" appear after entering a trade, consider closing the position or tightening stops, as the momentum impulse has faded. For Crypto/Parabolic Assets Enable the "Use Logarithmic Scale" setting in the inputs. This normalizes the volatility calculations, preventing the bands from becoming too wide during exponential price increases. ⚙️ Inputs and Settings Adaptive Parameters Lookback Length (20): The period for High/Low and ATR calculations. ATR Multiplier (3.2): Determines the width of the channel. Higher values reduce false signals but delay entry. (3.2 is tuned for outlier detection). Use Logarithmic Scale: Toggles math.log() calculations for High, Low, and Close. Filters & Exits ADX Threshold (25): The level at which the market is considered "Trending." Time Exit (Bars) (10): The number of bars allowed for a trade to "work" before being flagged as stale. UI / Dashboard Show Analytics Dashboard: Toggles the on-screen information table. Size: Adjusts the text size of the dashboard (Tiny, Small, Normal). 🔍 Deconstruction of the Underlying Scientific and Academic Framework 1. Outlier Detection Theory The script uses an ATR Multiplier of 3.2. In normal statistical distributions, 3 standard deviations cover 99.7% of data points. While financial markets are leptokurtic (fat-tailed), a multiplier of 3.2 on the ATR effectively acts as an outlier filter. A breach of this band signifies a price movement that is statistically significant relative to recent noise, suggesting a structural shift in supply/demand rather than random variance. 2. Heteroscedasticity Handling By including a Logarithmic option, the script addresses heteroscedasticity—the phenomenon where the variability of a variable is unequal across the range of values. In simpler terms, a $100 move in Bitcoin at $1,000 is different from a $100 move at $60,000. Using log-returns (math.log) ensures the channel width remains proportionally relevant regardless of the asset's absolute price level. 3. Trend Efficiency (ADX) The integration of J. Welles Wilder’s ADX serves as a filter for "Trend Efficiency." Breakout systems suffer drawdown in mean-reverting markets. By mathematically requiring ADX > 25, the model attempts to trade only when the autocorrelation of price changes is positive (trending behavior), thereby increasing the expectancy of the breakout signal. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Pine Script® Indikator
von MarkitTick
2
Smart SafeZone Stops [MarkitTick]💡 This script represents a sophisticated evolution of volatility-based trailing stop methodologies. It is designed to assist traders in managing trend-following positions by dynamically adjusting stop-loss levels based on market noise, directional momentum, and volume flows. Unlike static trailing stops that move by a fixed percentage or simple ATR multiples, this tool calculates the "safe zone" by analyzing how far price has penetrated against the trend over a specific lookback period, offering a granular approach to risk management that adapts to changing market conditions. ✨ Originality and Utility The primary utility of this indicator lies in its ability to filter out market noise while remaining tight enough to protect profits during strong trends. While the classic SafeZone concept (popularized by Dr. Alexander Elder) is effective, this script introduces several modern enhancements that increase its robustness: ● Dynamic ADX Integration Standard SafeZone stops use a fixed multiplier. This script integrates the Average Directional Index (ADX) to gauge trend strength. When the trend is strong, the stop tightens (Aggressive Multiplier) to lock in profits rapidly. When the trend is weak or choppy, the stop widens (Conservative Multiplier) to prevent premature shakeouts. ● Volume-Weighted Noise Price movement on low volume is often considered "noise," while high-volume movement signifies conviction. This script optionally weights the noise calculation by Relative Volume. A downward spike on low volume will affect the stop level less than a downward spike on high volume. ● 3-Day Smoothing Mechanism To prevent the stop line from becoming too jagged or reacting to single-bar anomalies, the script applies a 3-day smoothing algorithm. It utilizes the "worst-case" scenario of the last three calculated stop levels, ensuring the stop only moves when the trend structure genuinely shifts. 🔬 Methodology and Concepts The underlying logic operates on a "Ratchet" mechanism, meaning the stop line can only move in the direction of the trade (up for longs, down for shorts) and never retraces until a trend reversal occurs. ● Directional Noise Calculation The script separates market noise into two components: Downside Penetration (for Longs): The distance the price dips below the previous bar's low. Upside Penetration (for Shorts): The distance the price spikes above the previous bar's high. The average of these penetrations is calculated over the Noise Lookback Period . ● The SafeZone Formula The raw stop level is derived as follows: Long Stop = Previous Low - (Average Downside Noise × Multiplier) Short Stop = Previous High + (Average Upside Noise × Multiplier) ● Adaptive Multiplier Logic If Dynamic ADX is enabled: If ADX > Strong Threshold: Use Aggressive Multiplier (e.g., 1.5x). If ADX < Weak Threshold: Use Conservative Multiplier (e.g., 3.5x). Otherwise: Use the Base Safety Coefficient. ● Exhaustion Detection The script calculates the distance between the current Close price and the Active Stop. If this distance exceeds a specific multiple of the ATR (Average True Range), it flags a "Mean Reversion" or "Exhaustion" warning, suggesting price has extended too far from equilibrium. 🎨 Visual Guide The indicator plots distinct visual elements to guide decision-making without cluttering the chart excessively. ● Trailing Stop Lines Green Line (Solid): Represents the SafeZone Long Stop. This line appears below price during an uptrend. As long as price closes above this line, the bullish bias is intact. Red Line (Solid): Represents the SafeZone Short Stop. This line appears above price during a downtrend. A close above this line signals a potential short exit or reversal. ● Trend Signals Green Triangle (Below Bar): Marks the "Bull Start." This occurs when the price crosses above the Trend Filter EMA and the trend logic flips to bullish. Red Triangle (Above Bar): Marks the "Bear Start." Indicates the start of a downtrend sequence. ● Exhaustion Warnings Yellow Labels (⚠️): These appear when price has extended significantly away from the stop line (based on the ATR Exhaustion Multiplier). This is not an immediate sell signal but a warning that the trend may be overextended and a pullback is probable. ● MTF Consensus Cloud Background Color: If enabled, the chart background changes color to reflect the Higher Timeframe (HTF) trend. Green Background: Current trend matches HTF Uptrend. Red Background: Current trend matches HTF Downtrend. Gray Background: Trends are mismatched (Consolidation/Conflict). ● Quantitative Dashboard A table located in the top-right corner displays real-time statistics: Trend: Current state (BULLISH/BEARISH). Age: Number of bars since the trend began. Stop Price: Exact price level of the trailing stop. Risk %: The percentage distance from the current Close to the Stop. If this exceeds 3%, the text turns red to highlight elevated risk. Active Mult: The current multiplier being used (Dynamic or Fixed). ADX State: Shows if the trend is Strong, Weak, or Normal. 📖 How to Use 1. Entry Timing Wait for a Trend Switch signal (Triangle). For a long entry (Green Triangle), ensure the price is above the Trend Baseline (EMA). Ideally, look for confluence with the MTF Cloud (Green Background). 2. Position Management Once in a trade, use the Trailing Stop Line as your hard exit or invalidation point. Do not manually move the stop away from price; the script automatically "ratchets" the stop tighter as the trend progresses. 3. Taking Profits Use the "Exhaustion Warnings" (⚠️) as opportunities to scale out of positions. When price moves parabolically away from the stop line, the probability of a snap-back increases. 4. Managing Chop If the dashboard shows "ADX State: WEAK," expect the stop line to remain wider. This allows the asset "room to breathe" without stopping you out on random volatility. ⚙️ Inputs and Settings The script is highly customizable to fit different asset classes (Crypto, Forex, Stocks). ● Trend Definitions Trend Filter (EMA Length): Determines the baseline trend bias (Default: 22). Price must be above this EMA to initiate a long calculation. ● Noise Calculation Noise Lookback Period: The number of bars used to calculate average penetration (Default: 10). Base Safety Coefficient: The standard multiplier applied to the noise average (Default: 2.5). Higher values = wider stops. Use Volume Weighting: Enables the volume-adjustment logic. Use 3-Day Smoothing: Recommended keeping this TRUE to avoid stop-hunts. ● Dynamic Multiplier (ADX) Enable Dynamic ADX: Toggles the adaptive multiplier. Strong/Weak Thresholds: The ADX levels that trigger aggressive or conservative multipliers. ● Multi-Timeframe Consensus Higher Timeframe: Select the TF for the cloud background (e.g., Daily or Weekly). ● Exhaustion Warning ATR Multiplier: Defines how far price must be from the stop to trigger a warning (Default: 3.0). 🔍 Deconstruction of the Underlying Scientific and Academic Framework The "Smart SafeZone" indicator is grounded in the statistical analysis of market noise versus signal. ● Theory of Noise Penetration Conventional stops often use Standard Deviation (Bollinger Bands) or Average True Range (Keltner Channels/Chandelier Stops). While effective, these measures assume volatility is symmetrical. This script adopts the view that directional volatility matters more. In an uptrend, upside volatility is "good" signal, while downside volatility is "noise." By explicitly calculating the average downside penetration (Low - Low), the script isolates the specific counter-trend force acting on the asset. ● Volume-Weighted Price Analysis (VWPA) The inclusion of volume weighting draws upon Dow Theory principles, which state that volume must confirm the trend. Math: Penetration × (Volume / AverageVolume) This formula asserts that a price drop on low volume is statistically less significant than a drop on high volume. By dampening the impact of low-volume moves, the stop becomes more resistant to liquidity vacuums and algorithmic stop-hunts. ● Trend Efficiency (ADX) The integration of J. Welles Wilder’s ADX (Average Directional Index) adds a dimension of Trend Efficiency. High ADX values indicate a highly efficient trend with little retracement. Mathematically, this justifies a lower standard deviation (or noise multiplier) for the stop, as the probability of a deep retracement without a trend change is lower in high-momentum environments. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Pine Script® Indikator
von MarkitTick
2
VIXO - VIX OscillatorVIXO (VIX Oscillator) is a volatility oscillator built from the CBOE Volatility Index (symbol: TVC:VIX). It helps visualize volatility regime shifts by combining a smoothed VIX RSI with a normalized VIX momentum component, plus a VIX histogram that becomes more/less prominent depending on how far VIX is from its moving average. It helps you assess whether market conditions may be approaching rare but powerful squeeze phases. WHAT THIS INDICATOR PLOTS 1) VIX RSI (cyan line) - RSI is calculated on the VIX close and then smoothed (SMA) to reduce noise. - Use it to observe short-term momentum in volatility rather than price. 2) VIX Normalized Momentum (gray line) - Momentum is measured as ROC (rate of change) of the VIX close. - That ROC is normalized to a 0–100 scale using a rolling lookback window: - 50 is the midpoint of the recent momentum range (neutral within the selected window). - Values near 0/100 indicate momentum near the low/high of that lookback window. 3) VIX Value Bars (histogram) - Histogram shows the raw VIX value. - Bar visibility is dynamically adjusted (transparency changes) based on the ratio of VIX to its 21-period SMA: - When VIX is close to its MA, bars are more transparent. - When VIX deviates more from its MA (within a capped range), bars become more visible. - If VIX High is below 30, the script intentionally keeps bars fully transparent to reduce visual clutter. LEVELS (REFERENCE ONLY) The horizontal levels are visual guides to help segment oscillator zones. They are not guarantees and should not be treated as standalone trade signals: - 80: “Panic of Market” - 60: “VIX says BUY” (label only; not financial advice) - 50: “Neutral / Momentum Mid” - 40: “Get Ready” HOW TO USE - Apply VIXO to any chart. The indicator always pulls TVC:VIX data, regardless of the chart symbol. - Typical interpretation: - Rising VIX RSI and/or rising normalized momentum can indicate increasing volatility pressure. - Falling readings can indicate volatility easing. - Compare changes in VIXO with your chart’s price structure, trend filters, or risk management framework. INPUTS - RSI Length: RSI period on VIX close (smoothed afterward). - Momentum Length: ROC period on VIX close. - Momentum Normalization Lookback: window used to scale ROC into 0–100. DATA & BEHAVIOR NOTES - Data source: request.security("TVC:VIX", timeframe.period, OHLC). - The script does not use lookahead to access future data. - On realtime bars, values can update while the current bar is forming; historical bars remain fixed once closed. - Availability of TVC:VIX data depends on your TradingView data access. IMPORTANT DISCLAIMER This indicator is provided for educational and informational purposes only and does not constitute financial, investment, or trading advice. It does not predict the future, does not guarantee results, and should not be used as the sole basis for any trading decision. Always validate signals with additional analysis and use appropriate risk management.
Pine Script® Indikator
von emreiletrade
Liquidity Strain Detector [MarkitTick]💡 This indicator provides a specialized method for detecting market anomalies where price movement becomes disconnected from typical volume profiles, signaling potential exhaustion events. By combining statistical analysis of liquidity (price impact) with a directional trend filter, the tool aims to highlight moments of extreme market stress, such as panic selling or euphoric buying, that often precede mean reversions or trend pauses. ● Originality and Utility Standard volume indicators often look at raw volume levels, which can be misleading during different times of the day or across different assets. This script calculates the efficiency of moving price (Illiquidity) and normalizes it statistically. This allows the trader to see when the market is becoming thin or stressed relative to recent history. It is particularly useful for contrarian traders looking for capitulation points within established trends, offering a unique perspective beyond standard RSI or MACD divergence. ● Methodology The core mechanism drives a custom Liquidity Engine that performs the following steps: Price Impact Calculation: It computes the ratio of the True Range to Volume. High values indicate that price is moving significant distances on relatively low volume or that volatility is extreme relative to participation. Normalization: The raw impact data is smoothed using a logarithmic scale to handle the wide variance in volume data. Statistical Scoring (Z-Score): The script calculates the Z-Score of this normalized data over a user-defined lookback period. This determines how many standard deviations the current liquidity stress is away from the mean. Trend Filtering: A standard Exponential Moving Average (EMA) determines the dominant market direction to contextualize the stress signal. ● How to Use The indicator plots labels on the chart when specific High Stress conditions are met during a trend: SE (Seller Exhaustion - Green Label): Appears when the market is in a downtrend (price below EMA), the current candle is bearish, and the liquidity stress Z-Score breaches the upper threshold. This suggests panic selling or a liquidity gap down, often marking a temporary bottom or reversal point. BE (Buyer Exhaustion - Red Label): Appears when the market is in an uptrend (price above EMA), the current candle is bullish, and the liquidity stress Z-Score breaches the upper threshold. This suggests a melt-up or buying climax into thin liquidity, often preceding a pullback. ● Inputs Trend Filter Length: The period for the EMA used to determine the baseline trend direction. Statistical Lookback: The number of bars used to calculate the mean and standard deviation for the Z-Score. Stress Threshold (Sigma): The Z-Score value required to trigger a high-stress signal. Higher values result in fewer, more extreme signals. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Pine Script® Indikator
von MarkitTick
The Abramelin Protocol [MPL]"Any sufficiently advanced technology is indistinguishable from magic." — Arthur C. Clarke 🌑 SYSTEM OVERVIEW The Abramelin Protocol is not a standard technical indicator; it is a "Technomantic" trading algorithm engineered to bridge the gap between 15th-century esoteric mathematics and modern high-frequency markets. This script is the flagship implementation of the MPL (Magic Programming Language) project—an open-source experimental framework designed to compile metaphysical intent into executable Python and Pine Script algorithms. Unlike traditional indicators that rely on arbitrary constants (like the 14-period RSI or 200 SMA), this protocol calculates its parameters using "Dynamic Entity Gematria." We utilize a custom Python backend to analyze the ASCII vibrational frequencies of specific metaphysical archetypes, reducing them via Tesla's 3-6-9 harmonic principles to derive market-responsive periods. 🧬 WHAT IS ? MPL (Magic Programming Language) is a domain-specific language and research initiative created to explore Technomancy—the art of treating code as a spellbook and the market as a chaotic entity to be tamed. By integrating the logic of ancient Grimoires (such as The Book of Abramelin) with modern Data Science, MPL aims to discover hidden correlations in price action that standard tools overlook. 🔗 CONNECT WITH THE PROJECT: If you are a developer, a trader, or a seeker of hidden knowledge, examine the source code and join the order: • 📂 Official Project Site: hakanovski.github.io • 🐍 MPL Source Code (GitHub): github.com • 👨‍💻 Developer Profile (LinkedIn): www.linkedin.com 🔢 THE ALGORITHM: 452 - 204 - 50 The inputs for this script are mathematically derived signatures of the intelligence governing the system: 1. THE PAIMON TREND (Gravity) • Origin: Derived from the ASCII summation of the archetype PAIMON (King of Secret Knowledge). • Function: This 452-period Baseline acts as the market's "Event Horizon." It represents the deep, structural direction of the asset. • Price > Line: Bullish Domain. • Price < Line: Bearish Void. 2. THE ASTAROTH SIGNAL (Trigger) • Origin: Derived from the ASCII summation of ASTAROTH (Knower of Past & Future), reduced by Tesla’s 3rd Harmonic. • Function: This is the active trigger line. It replaces standard moving averages with a precise, gematria-aligned trajectory. 3. THE VOLATILITY MATRIX (Scalp) • Origin: Based on the 9th Harmonic reduction. • Function: Creates a "Cloud" around the signal line to visualize market noise. 🛡️ THE MILON GATE (Matrix Filter) Unique to this script is the "MILON Gate" toggle found in the settings. • ☑️ Active (Default): The algorithm applies the logic of the MILON Magic Square. Signals are ONLY generated if Volume and Volatility align with the geometric structure of the move. This filters out ~80% of false signals (noise). • ⬜ Inactive: The algorithm operates in "Raw Mode," showing every mathematical crossover without the volume filter. ⚠️ OPERATIONAL USAGE • Timeframe: Optimized for 4H (The Builder) and Daily (The Architect) charts. • Strategy: Use the Black/Grey Line (452) as your directional bias. Take entries only when the "EXECUTE" (Long) or "PURGE" (Short) sigils appear. Use this tool wisely. Risk responsibly. Let the harmonics guide your entries. — Hakan Yorganci Technomancer & Full Stack Developer
Pine Script® Indikator
von hknyrgnc
FX OSINT - Institutional Midnight Intelligence For ForexFX OSINT — Institutional Midnight Intelligence For Forex See Your FX Charts Like an Intelligence Briefing, Not a Guess If you’ve ever stared at EURUSD or GBPJPY and thought: Where is the real liquidity? Is this move sponsored by smart money or just noise? Am I buying into premium or discount? …then FX OSINT is designed for you. FX OSINT (Forex Open Source Intelligence) treats the FX market the way an analyst treats an investigation: Collect open‑source signals from price, time, and volatility. Map out liquidity, structure, and sessions in a repeatable way. Present them in a clean, non‑cluttered dashboard so you can read context quickly. No rainbow spaghetti. No 12 indicators stacked on top of each other. Just structured information, midnight visuals, and a clear read on what the market is doing right now. Why FX OSINT Exists Many FX traders run into the same problems: Overloaded charts – multiple indicators fighting for space, none talking to each other. Signals with no context – arrows that ignore structure, sessions, and liquidity. Tools not tuned for FX – generic indicators that don’t care what pair you are on. FX OSINT brings this together into one FX‑focused framework that: Understands structure : BOS/CHOCH, swings, and trend across multiple timeframes. Respects liquidity : sweeps, order blocks, and FVGs with controlled visibility. Reads volatility & ADR : how far today’s range has developed. Knows the clock : London, New York, and key killzones. Scores confluence : a 0–100 engine that summarizes how much is lining up. FX OSINT is built for traders who want structured, institutional‑style logic with a disciplined, midnight‑themed UI —not flashing buy/sell buttons. 1. Midnight Dashboard — Top‑Right Intelligence Panel This panel acts as your compact “situation room”: CONFLUENCE — 0–100 score blending trend alignment, volatility regime, sessions, liquidity events, order blocks, FVGs, and ADR context. REGIME — Low / Building / Normal / Expansion / Extreme, driven by ATR relationships, so you know if you’re in chop, trend, or expansion. HTF / MTF / LTF TREND — Higher‑, medium‑, and current‑timeframe bias in one place, so you see if you are trading with or against the larger flow. ADR USED — How much of today’s typical range has already been consumed in percentage terms. PIP VALUE — Approximate pip size per pair, including JPY‑style pairs. Everything is bold, legible, and color‑coded, but the layout stays minimal so you can: Look once → understand the context. 2. Structure, BOS, CHOCH — Smart‑Money‑Style Skeleton FX OSINT tracks swing highs and lows, then shows how structure evolves: Trend logic based on evolving swings, not just a moving average cross. BOS (Break of Structure) when price expands in the direction of trend. CHOCH (Change of Character) when behavior flips and the market structure changes. Labels are selective, not spammy . You don’t get a tag on every minor wiggle—only when structure meaningfully shifts, so it’s easier to answer: "Are we continuing the current leg, or did something actually change here?" 3. Liquidity Sweeps, Order Blocks & FVGs — The OSINT Layer FX OSINT treats liquidity as a key information layer: Liquidity sweeps — Detects when price spikes through recent highs/lows and then snaps back, flagging potential stop runs. Order blocks — The last opposite candle before a displacement move, drawn as controlled boxes with limited lifespan to avoid clutter. Fair Value Gaps (FVGs) — Three‑candle imbalances rendered as precise zones with a cap on how many can exist at once. Under the hood, boxes are managed so your chart does not become a wall of old zones: // Draw Order Blocks with overlap prevention if isBullishOB and showOrderBlocks if array.size(obBoxes) >= maxBoxes oldBox = array.shift(obBoxes) box.delete(oldBox) newBox = box.new(bar_index , low , bar_index + obvLength, high , border_color = bullColor, bgcolor = bullColorTransp, border_width = 2, extend = extend.none) array.push(obBoxes, newBox) Box limits keep the number of zones under control. Borders and transparency are tuned so you still see price clearly. You end up with a curated liquidity map , rather than a chart buried under every level price has ever touched. 4. Volatility, ADR & Sessions — Time and Range Intelligence FX OSINT runs a Volatility Regime Analyzer and an ADR engine in the background: Volatility regime — Five states (Low → Extreme) derived from fast vs. slow ATR. ADR bands — Daily high/mid/low projected from the current daily open. ADR used % — How far today’s move has traveled relative to its typical range. On the time side: Asia, London, New York sessions are softly highlighted with a single active background to avoid overlapping colors. Killzones (e.g., London and New York opens) can be emphasized when you want to focus on where significant moves often begin. Together, this helps you answer: "What time is it in the trading day?" "How stretched are we?" "Is expansion just starting, or are we late to the move?" 5. ICT‑Style Add‑Ons — BOS/CHOCH, Premium/Discount, and Confluence For modern FX / ICT‑inspired workflows, FX OSINT includes: BOS / CHOCH labels — Clear structural shifts based on swings. Premium / Discount zones — 25%, 50%, 75% levels of the daily range, so you know if you are buying discount in an uptrend or selling premium in a downtrend. Confluence score — A single number summarizing how many conditions line up in the current context. Instead of replacing your plan, FX OSINT compresses your checklist into the chart: Structure Liquidity Session / Time Volatility / ADR Higher‑timeframe alignment When these agree, the dashboard reflects it. When they don’t, it stays neutral and lets you see the conflict. How To Use FX OSINT FX OSINT is not a signal bot. It is an information engine that organizes context so you can apply your own plan. A typical workflow might look like: Start on higher timeframes (e.g., H4/D1) to form directional bias from structure, volatility regime, and ADR context. Move to intraday timeframes (e.g., M15/H1) around your chosen sessions (London and/or New York). Look for confluence : HTF / MTF / LTF trends aligned. Price in discount for longs or premium for shorts. Recent liquidity sweep into a meaningful OB or FVG. Confluence score at or above a level you consider significant. Then refine entries using BOS/CHOCH on lower timeframes according to your own risk and execution rules. FX OSINT aims to make sure you do not enter a trade without seeing: Where you are in the day (ADR and sessions). Where you are in the volatility cycle (regime). Who currently appears in control (structure and trend). Which liquidity was just targeted (sweeps and zones). Design Choices and Scope FX OSINT was designed around a few clear constraints: FX‑focused — Logic and filters tuned for FX majors, minors, exotics, and metals. It is intended for FX markets, not for every possible asset class. Open‑source — The full Pine Script code is available so you can read it, learn from it, and adapt it to your own workflow if needed. Clear themes — Two main visual styles (e.g., dark institutional “midnight” and a lighter accent variant) with a focus on readability, not visual noise. Chart‑friendly — Panels use fixed areas, session highlights avoid overlapping, and boxes are capped/pruned so the chart remains usable. FX OSINT is for only Forex pairs, not anything else! Hope you enjoyed and remember your Open Source Intelligence Matters 😉! -officialjackofalltrades
Pine Script® Indikator
von officialjackofalltrades
Strategy: HMA 50 + Supertrend SniperHMA 50 + Supertrend Confluence Strategy (Trend Following with Noise Filtering) Description: Introduction and Concept This strategy is designed to solve a common problem in trend-following trading: Lag vs. False Signals. Standard Moving Averages often lag too much, while price action indicators can generate false signals during choppy markets. This script combines the speed of the Hull Moving Average (HMA) with the volatility-based filtering of the Supertrend indicator to create a robust "Confluence System." The primary goal of this script is not just to overlay two indicators, but to enforce a strict rule where a trade is only taken when Momentum (HMA) and Volatility Direction (Supertrend) are in perfect agreement. Why this combination? (The Logic Behind the Mashup) Hull Moving Average (HMA 50): We use the HMA because it significantly reduces lag compared to SMA or EMA by using weighted calculations. It acts as our primary Trend Direction detector. However, HMA can be too sensitive and "whipsaw" during sideways markets. Supertrend (ATR-based): We use the Supertrend (Factor 3.0, Period 10) as our Volatility Filter. It uses Average True Range (ATR) to determine the significant trend boundary. How it Works (Methodology) The strategy uses a boolean logic system to filter out low-quality trades: Bullish Confluence: The HMA must be rising (Slope > 0) AND the Close Price must be above the Supertrend line (Uptrend). Bearish Confluence: The HMA must be falling (Slope < 0) AND the Close Price must be below the Supertrend line (Downtrend). The "Choppy Zone" (Noise Filter): This is a unique feature of this script. If the HMA indicates one direction (e.g., Rising) but the Supertrend indicates the opposite (e.g., Downtrend), the market is considered "Choppy" or indecisive. In this state, the script paints the candles or HMA line Gray and exits all positions (optional setting) to preserve capital. Visual Guide & Signals To make the script easy to interpret for traders who do not read Pine Script, I have implemented specific visual cues: Green Cross (+): Indicates a LONG entry signal. Both HMA and Supertrend align bullishly. Red Cross (X): Indicates a SHORT entry signal. Both HMA and Supertrend align bearishly. Thick Line (HMA): The main line changes color based on the trend. Green: Bullish Confluence. Red: Bearish Confluence. Gray: Divergence/Choppy (No Trade Zone). Thin Step Line: This is the Supertrend line, serving as your dynamic Trailing Stop Loss. Strategy Settings HMA Length: Default is 50 (Mid-term trend). ATR Factor/Period: Default is 3.0/10 (Standard for trend catching). Exit on Choppy: A toggle switch allowing users to decide whether to hold through noise or exit immediately when indicators disagree. Risk Warning This strategy performs best in trending markets (Forex, Crypto, Indices). Like all trend-following systems, it may experience drawdown during prolonged accumulation/distribution phases. Please backtest with your specific asset before using it with real capital.
Pine Script® Strategie
von Gustav_Rex
3
Contango/Backwardation Monitor This is an indicator to display the spread difference between two products. I designed it around VX1! and VX2! but any other two products can be chosen. It is a simple subtraction of VX2-VX1. I will go through the options first and what they do followed by what contango/backwardation is in my own words. You will need the data package for VX futures for the default version to work. INPUTS -Apply Smoothing: choose to apply smoothing or not. -Smoothing Method: choose between SMA,EMA,WMA, etc. -Line Width: Width of line if line is chosen style(can be changed in style section) -Threshold 1-5: This is the level at which the line will change colors(defaults are for VX) -Color 1-5: The color the line will change to when crossing threshold. Towards Backwardation: Background color change when line is slanted down Towards Contango: Background color change when line is slanted up Bars to Confirm Trend: This is my method to cut down on background color changes. It is how many bars consecutive going back needed to change color. STYLE -All colors and whatnot can be changed here(threshold colors can be changed here or on the input page). T1 Line-T5 line: These are simple horizontal lines that can be used to denote threshold areas or whatever you want. Contango/Backwardation-These terms are used mostly with futures to define the calendar spread between two contracts. Contango is when that spread is is getting longer and backwardation is when that spread is closing. In terms of VIX futures, Contango would imply that volatility is stabilizing and the S and P will likely gain. Backwardation, woudl eb the opposite. The most simple way to read this indicator with default settings- If the line is up, red, and the background is red, then you can assume S and P prices are going down. And if the opposite is true, then prices are likely going up. Please feel free to ask any questions and I will do my best to answer them.
Pine Script® Indikator
von NoMorePaperTrading
4
RSI(Min-Max)RSI (Min-Max) is an enhanced version of Welles Wilder's Relative Strength Index, designed to offer greater analytical precision and dynamic insight into the behavior of the RSI within each candlestick.In addition to displaying the traditional RSI value, this script calculates the possible extreme values — the minimum and maximum RSI — based on the low and high prices of the current candle. This allows you to estimate how the RSI would react if the price moved to the extremes of the bar, providing a predictive and refined reading of momentum.
Pine Script® Indikator
von btdqdqwstrc
Volatility Cone Forecaster Lite [PhenLabs]📊 Volatility Cone Forecaster Version: PineScript™v6 📌Description The Volatility Cone Forecaster (VCF) is an advanced indicator designed to provide traders with a forward-looking perspective on market volatility. Instead of merely measuring past price fluctuations, the VCF analyzes historical volatility data to project a statistical “cone” that outlines a probable range for future price movements. Its core purpose is to contextualize the current market environment, helping traders to anticipate potential shifts from low to high volatility periods (and vice versa). By identifying whether volatility is expanding or contracting relative to historical norms, it solves the critical problem of preparing for significant market moves before they happen, offering a clear statistical edge in strategy development. This indicator moves beyond lagging measures by employing percentile analysis to rank the current volatility state. This allows traders to understand not just what volatility is, but how significant it is compared to the recent past. The VCF is built for discretionary traders, system developers, and options strategists who need a sophisticated understanding of market dynamics to manage risk and identify high-probability opportunities. 🚀Points of Innovation Forward-Looking Volatility Projection: Unlike standard indicators that only show historical data, the VCF projects a statistical cone of future volatility. Percentile-Based Regime Analysis: Ranks current volatility against historical data (e.g., 90th, 75th percentiles) to provide objective context. Automated Regime Detection: Automatically identifies and labels the market as being in a ‘High’, ‘Low’, or ‘Normal’ volatility regime. Expansion & Contraction Signals: Clearly indicates whether volatility is currently increasing or decreasing, signaling shifts in market energy. Integrated ATR Comparison: Plots an ATR-equivalent volatility measure to offer a familiar point of reference against the statistical model. Dynamic Visual Modeling: The cone visualization directly on the price chart provides an intuitive guide for future expected price ranges. 🔧Core Components Realized Volatility Engine: Calculates historical volatility using log returns over multiple user-defined lookback periods (short, medium, long) for a comprehensive view. Percentile Analysis Module: A custom function calculates the 10th, 25th, 50th, 75th, and 90th percentiles of volatility over a long-term lookback (e.g., 252 days). Forward Projection Calculator: Uses the calculated volatility percentiles to mathematically derive and draw the upper and lower bounds of the future volatility cone. Volatility Regime Classifier: A logic-based system that compares current volatility to the historical percentile bands to classify the market state. 🔥Key Features Customizable Lookback Periods: Adjust short, medium, and long-term lookbacks to fine-tune the indicator’s sensitivity to different market cycles. Configurable Forward Projection: Set the number of days for the forward cone projection to align with your specific trading horizon. Interactive Display Options: Toggle visibility for percentile labels, ATR levels, and regime coloring to customize the chart display. Data-Rich Information Table: A clean, on-screen table displays all key metrics, including current volatility, percentile rank, regime, and trend. Built-in Alert Conditions: Set alerts for critical events like volatility crossing the 90th percentile, dropping below the 10th, or switching between expansion and contraction. 🎨Visualization Volatility Cone: Shaded bands projected onto the future price axis, representing the probable price range at different statistical confidence levels (e.g., 75th-90th percentile). Color-Coded Volatility Line: The primary volatility plot dynamically changes color (e.g., red for high, green for low) to reflect the current volatility regime, providing instant context. Historical Percentile Bands: Horizontal lines plotted across the indicator pane mark the key percentile levels, showing how current volatility compares to the past. On-Chart Labels: Clear labels automatically display the current volatility reading, its percentile rank, the detected regime, and trend (Expanding/Contracting). 📖Usage Guidelines Setting Categories Short-term Lookback: Default: 10, Range: 5-50. Controls the most sensitive volatility calculation. Medium-term Lookback: Default: 21, Range: 10-100. The primary input for the current volatility reading. Long-term Lookback: Default: 63, Range: 30-252. Provides a baseline for long-term market character. Percentile Lookback Period: Default: 252, Range: 100-1000. Defines the period for historical ranking; 252 represents one trading year. Forward Projection Days: Default: 21, Range: 5-63. Determines how many bars into the future the cone is projected. ✅Best Use Cases Breakout Trading: Identify periods of deep consolidation when volatility falls to low percentile ranks (e.g., below 25th) and begins to expand, signaling a potential breakout. Mean Reversion Strategies: Target trades when volatility reaches extreme high percentile ranks (e.g., above 90th), as these periods are often unsustainable and lead to contraction. Options Strategy: Use the cone’s projected upper and lower bounds to help select strike prices for strategies like iron condors or straddles. Risk Management: Widen stop-losses and reduce position sizes when the indicator signals a transition into a ‘High’ volatility regime. ⚠️Limitations Probabilistic, Not Predictive: The cone represents a statistical probability, not a guarantee of future price action. Extreme, unpredictable news events can drive prices outside the cone. Lagging by Nature: All calculations are based on historical price data, meaning the indicator will always react to, not pre-empt, market changes. Non-Directional: The indicator forecasts the *magnitude* of future moves, not the *direction*. It should be paired with a directional analysis tool. 💡What Makes This Unique Forward Projection: Its primary distinction is projecting a data-driven, statistical forecast of future volatility, which standard oscillators do not do. Contextual Analysis: It doesn’t just provide a number; it tells you what that number means through percentile ranking and automated regime classification. 🔬How It Works 1. Data Calculation: The indicator first calculates the logarithmic returns of the asset’s price. It then computes the annualized standard deviation of these returns over short, medium, and long-term lookback periods to generate realized volatility readings. 2. Percentile Ranking: Using a 252-day lookback, it analyzes the history of the medium-term volatility and determines the values that correspond to the 10th, 25th, 50th, 75th, and 90th percentiles. This builds a statistical map of the asset’s volatility behavior. 3. Cone Projection: Finally, it takes these historical percentile values and projects them forward in time, calculating the potential upper and lower price bounds based on what would happen if volatility were to run at those levels over the next 21 days. 💡Note: The Volatility Cone Forecaster is most effective on daily and weekly charts where statistical volatility models are more reliable. For lower timeframes, consider shortening the lookback periods. Always use this indicator as part of a comprehensive trading plan that includes other forms of analysis.
Pine Script® Indikator
von PhenLabs
Relative Volatility Mass [SciQua]The ⚖️ Relative Volatility Mass (RVM) is a volatility-based tool inspired by the Relative Volatility Index (RVI) . While the RVI measures the ratio of upward to downward volatility over a period, RVM takes a different approach: It sums the standard deviation of price changes over a rolling window, separating upward volatility from downward volatility . The result is a measure of the total “volatility mass” over a user-defined period, rather than an average or normalized ratio. This makes RVM particularly useful for identifying sustained high-volatility conditions without being diluted by averaging. ──────────────────────────────────────────────────────────── ╭────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ How It Works ╰────────────╯ 1. Standard Deviation Calculation ‎ ‎ ‎ ‎ ‎ • Computes the standard deviation of the chosen `Source` over a `Standard Deviation Length` (`stdDevLen`). ‎ 2. Directional Separation ‎‎ ‎ ‎ ‎ • Volatility on up bars (`chg > 0`) is treated as upward volatility . ‎ ‎ ‎ ‎ ‎‎ • Volatility on down bars (`chg < 0`) is treated as downward volatility . 3. Rolling Sum ‎ ‎ ‎ ‎ ‎ • Over a `Sum Length` (`sumLen`), the upward and downward volatilities are summed separately using `math.sum()`. 4. Relative Volatility Mass ‎‎ ‎ ‎ ‎ • The two sums are added together to get the total volatility mass for the rolling window. Formula: RVM = Σ(σ up) + Σ(σ down) where σ is the standard deviation over `stdDevLen`. ╭────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ Key Features ╰────────────╯ Directional Volatility Tracking – Differentiates between volatility during price advances vs. declines. Rolling Volatility Mass – Shows the total standard deviation accumulation over a given period. Optional Smoothing – Multiple MA types, including SMA, EMA, SMMA (RMA), WMA, VWMA. Bollinger Band Overlay – Available when SMA is selected, with adjustable standard deviation multiplier. Configurable Source – Apply RVM to `close`, `open`, `hl2`, or any custom source. ╭─────╮ ‎ ‎ ‎ ‎ ‎ ‎ Usage ╰─────╯ Trend Confirmation: High RVM values can confirm strong trending conditions. Breakout Detection: Spikes in RVM often precede or accompany price breakouts. Volatility Cycle Analysis: Compare periods of contraction and expansion. RVM is not bounded like the RVI, so absolute values depend on market volatility and chosen parameters. Consider normalizing or using smoothing for easier visual comparison. ╭────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ Example Settings ╰────────────────╯ Short-term volatility detection: `stdDevLen = 5`, `sumLen = 10` Medium-term trend volatility: `stdDevLen = 14`, `sumLen = 20` Enable `SMA + Bollinger Bands` to visualize when volatility is unusually high or low relative to recent history. ╭───────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ Notes & Limitations ╰───────────────────╯ Not a directional signal by itself — use alongside price structure, volume, or other indicators. Higher `sumLen` will smooth short-term fluctuations but reduce responsiveness. Because it sums, not averages, values will scale with both volatility and chosen window size. ╭───────╮ ‎ ‎ ‎ ‎ ‎ ‎ Credits ╰───────╯ Based on the Relative Volatility Index concept by Donald Dorsey (1993). TradingView SciQua - Joshua Danford
Pine Script® Indikator
von JoshuaDanford
1
Fear Volatility Gate [by Oberlunar]The Fear Volatility Gate by Oberlunar is a filter designed to enhance operational prudence by leveraging volatility-based risk indices. Its architecture is grounded in the empirical observation that sudden shifts in implied volatility often precede instability across financial markets. By dynamically interpreting signals from globally recognized "fear indices", such as the VIX, the indicator aims to identify periods of elevated systemic uncertainty and, accordingly, restrict or flag potential trade entries. The rationale behind the Fear Volatility Gate is rooted in the understanding that implied volatility represents a forward-looking estimate of market risk. When volatility indices rise sharply, it reflects increased demand for options and a broader perception of uncertainty. In such contexts, price movements can become less predictable, more erratic, and often decoupled from technical structures. Rather than relying on price alone, this filter provides an external perspective—derived from derivative markets—on whether current conditions justify caution. The indicator operates in two primary modes: single-source and composite . In the single-source configuration, a user-defined volatility index is monitored individually. In composite mode, the filter can synthesize input from multiple indices simultaneously, offering a more comprehensive macro-risk assessment. The filtering logic is adaptable, allowing signals to be combined using inclusive (ANY), strict (ALL), or majority consensus logic. This allows the trader to tailor sensitivity based on the operational context or asset class. The indices available for selection cover a broad spectrum of market sectors. In the equity domain, the filter supports the CBOE Volatility Index ( CBOE:VIX VIX) for the S&P 500, the Nasdaq-100 Volatility Index ( CBOE:VXN VXN), the Russell 2000 Volatility Index ( CBOEFTSE:RVX RVX), and the Dow Jones Volatility Index ( CBOE:VXD VXD). For commodities, it integrates the Crude Oil Volatility Index ( CBOE:OVX ), the Gold Volatility Index ( CBOE:GVZ ), and the Silver Volatility Index ( CBOE:VXSLV ). From the fixed income perspective, it includes the ICE Bank of America MOVE Index ( OKX:MOVEUSD ), the Volatility Index for the TLT ETF ( CBOE:VXTLT VXTLT), and the 5-Year Treasury Yield Index ( CBOE:FVX.P FVX). Within the cryptocurrency space, it incorporates the Bitcoin Volmex Implied Volatility Index ( VOLMEX:BVIV BVIV), the Ethereum Volmex Implied Volatility Index ( VOLMEX:EVIV EVIV), the Deribit Bitcoin Volatility Index ( DERIBIT:DVOL DVOL), and the Deribit Ethereum Volatility Index ( DERIBIT:ETHDVOL ETHDVOL). Additionally, the user may define a custom instrument for specialized tracking. To determine whether market conditions are considered high-risk, the indicator supports three modes of evaluation. The moving average cross mode compares a fast Hull Moving Average to a slower one, triggering a signal when short-term volatility exceeds long-term expectations. The Z-score mode standardizes current volatility relative to historical mean and standard deviation, identifying significant deviations that may indicate abnormal market stress. The percentile mode ranks the current value against a historical distribution, providing a relative perspective particularly useful when dealing with non-normal or skewed distributions. When at least one selected index meets the condition defined by the chosen mode, and if the filtering logic confirms it, the indicator can mark the trading environment as “blocked”. This status is visually highlighted through background color changes and symbolic markers on the chart. An optional tabular interface provides detailed diagnostics, including raw values, fast-slow MA comparison, Z-scores, percentile levels, and binary risk status for each active index. The Fear Volatility Gate is not a predictive tool in itself but rather a dynamic constraint layer that reinforces discipline under conditions of macro instability. It is particularly valuable when trading systems are exposed to highly leveraged or short-duration strategies, where market noise and sentiment can temporarily override structural price behavior. By synchronizing trading signals with volatility regimes, the filter promotes a more cautious, informed approach to decision-making. This approach does not assume that all volatility spikes are harmful or that market corrections are imminent. Rather, it acknowledges that periods of elevated implied volatility statistically coincide with increased execution risk, slippage, and spread widening, all of which may erode the profitability of even the most technically accurate setups. Therefore, the Fear Volatility Gate acts as a protective mechanism. Oberlunar 👁️⭐
Pine Script® Indikator
von oberlunar_tr
VIX-Price Covariance MonitorThe VIX-Price Covariance Monitor is a statistical tool that measures the evolving relationship between a security's price and volatility indices such as the VIX (or VVIX). It can give indication of potential market reversal, as typically, volatility and the VIX increase before markets turn red, This indicator calculates the Pearson correlation coefficient using the formula: ρ(X,Y) = cov(X,Y) / (σₓ × σᵧ) Where: ρ is the correlation coefficient cov(X,Y) is the covariance between price and the volatility index σₓ and σᵧ are the standard deviations of price and the volatility index Enjoy! Features Dual Correlation Periods: Analyze both short-term and long-term correlation trends simultaneously Adaptive Color Coding: Correlation strength is visually represented through color intensity Market Condition Assessment: Automatic interpretation of correlation values into actionable market insights Leading/Lagging Analysis: Optional time-shift analysis to detect predictive relationships Detailed Information Panel: Real-time statistics including current correlation values, historical averages, and trading implications Interpretation Positive Correlation (Red): Typically bearish for price, as rising VIX correlates with falling markets. This is what traders should be looking for. Negative Correlation (Green): Typically bullish for price, as falling VIX correlates with rising markets How to use it Apply the indicator to any chart to see its correlation with the default VIX index Adjust the correlation length to match your trading timeframe (shorter for day trading, longer for swing trading) Enable the secondary correlation period to compare different timeframes simultaneously For advanced analysis, enable the Leading/Lagging feature to detect if VIX changes precede or follow price movements Use the information panel to quickly assess the current market condition and potential trading implications
Pine Script® Indikator
von HenriqueCentieiro
EWMA Volatility EstimatorThis script calculates EWMA Volatility (Exponentially Weighted Moving Average Volatility). Commonly used model in financial risk management. It estimates recent price volatility by applying more weight to the most recent returns, capturing volatility clustering while remaining responsive to fast market shifts. The method uses a decay factor (λ) of 0.94, the standard value used in models like RiskMetrics, and converts the variance estimate into annualized volatility in percentage terms. This is not a forecasting tool. It’s an estimator that reflects the magnitude of recent price moves in a statistically robust way. It can be helpful for: Understanding regime shifts in market behavior Designing position sizing rules based on recent volatility Filtering entries during high or low volatility phases How It Works Computes log returns of the closing price. Squares the returns to get a proxy for variance. Applies an exponential moving average to the squared returns using an equivalent EMA period based on λ = 0.94. Converts the result to volatility by taking the square root and scaling to a percentage. Key Characteristics Backward-looking estimator Reacts faster than standard rolling-window volatility Smooths noise while still being sensitive to recent spikes This script is educational and informational. It is not financial advice or a guarantee of performance. Always test any tool as part of a broader strategy before using it in live markets.
Pine Script® Indikator
von piirsalu
Jesus Vix Spike ComboThis script will: Show you vix spikes with your 4 different settings. Draw a white line at the start of each vix. Draw a dotted green line for 3 spikes in 6 minutes. Draw a dotted pink line for 3 spikes in 16 minutes. Draw a green line extending right if it takes out a past low in the last 200 bars plus a spike. It will also: Place a white dot on the 5th candle if the price rises past the vix starting point, a white omega sign on the 6th candle if price rises past the vix starting point, and a large white dot on the 7th candle past the vix starting point if the price is higher. It will also: Show higher time frame EMAs and other emas. Has some alerts added also. I have only been using this on the 1 minute chart with $OANDA:SPX500USD. Ill write about the strategy I use for this soon. But basically you wait for a drop and for some prominent lows to be taken out, then a vix, then your white dot, omega then the large white dot to enter, expect a 100% expansion from the vix low. More aggressive entry's would be the first white dot or 3 green candles in a row. Backtest to see. Thanks for checking it out. Let me know if it can be better. The original script is from Xxattaxx and Christ Moody I believe, thank you for sharing all your hard work.
Pine Script® Indikator
von PaperChains
2
Swing-Based Volatility IndexSwing-Based Volatility Index This indicator helps traders quickly determine whether the market has moved enough over the past few hours to justify scalping. It measures the percentage price swing (high to low) over a configurable time window (e.g., last 4–8 hours) and compares it to a minimum threshold (e.g., 1%). ✅ If the percent move exceeds the threshold → Market is volatile enough to scalp (green background). 🚫 If it's below the threshold → Market is too quiet (red background). Features: Adjustable lookback period in hours Custom threshold for volatility sensitivity Automatically adapts to the current chart timeframe This tool is ideal for scalpers and short-term traders who want to avoid entering trades in low-volatility environments.
Pine Script® Indikator
von crodl
MMRI Chart (Primary)The **Mannarino Market Risk Indicator (MMRI)** is a financial risk measurement tool created by financial strategist Gregory Mannarino. It’s designed to assess the risk level in the stock market and economy based on current bond market conditions and the strength of the U.S. dollar. The MMRI considers factors like the U.S. 10-Year Treasury Yield and the Dollar Index (DXY), which indicate investor confidence in government debt and the dollar's purchasing power, respectively. The formula for MMRI uses the 10-Year Treasury Yield multiplied by the Dollar Index, divided by a constant (1.61) to normalize the risk measure. A higher MMRI score suggests increased market risk, while a lower score indicates more stability. Mannarino has set certain thresholds to interpret the MMRI score: - **Below 100**: Low risk. - **100–200**: Moderate risk. - **200–300**: High risk. - **Above 300**: Extreme risk, indicating market instability and potential downturns. This tool aims to provide insight into economic conditions that may affect asset classes like stocks, bonds, and precious metals. Mannarino often updates MMRI scores and risk analyses in his public market updates.
Pine Script® Indikator
von Emilio2014
Trend Magic Enhanced [AlgoAlpha]🔥✨ Trend Magic Enhanced - Boost Your Trend Analysis! 🚀📈 Introducing the Trend Magic Enhanced indicator by AlgoAlpha, a powerful tool designed to help you identify market trends with greater accuracy. This advanced indicator combines the Commodity Channel Index (CCI) and Average True Range (ATR) to calculate dynamic support and resistance levels, known as the Trend Magic. By smoothing the Trend Magic with various moving average types, this indicator provides clearer trend signals and helps you make more informed trading decisions. Key Features : 🎯 Unique Trend Identification : Combines CCI and ATR to detect market trends and potential reversals. 🔄 Customizable Smoothing : Choose from SMA, EMA, SMMA, WMA, or VWMA to smooth the Magic Trend for clearer signals. 🎨 Flexible Appearance Settings : Customize colors for bullish and bearish trends to suit your charting preferences. ⚙️ Adjustable Parameters : Modify CCI period, ATR period, ATR multiplier, and smoothing length to align with your trading strategy. 🔔 Alert Notifications : Set alerts for trend shifts to stay ahead of market movements. 📈 Visual Signals : Displays trend direction changes directly on the chart with up and down arrows. Quick Guide to Using the Trend Magic Enhanced Indicator 🛠 Add the Indicator : Add the indicator to your chart by pressing the star icon to add it to favorites. Customize settings such as CCI period, ATR multiplier, ATR period, smoothing options, and colors to match your trading style. 📊 Analyze the Chart : Observe the Trend Magic line and the color-coded trend signals. When the Trend Magic line turns bullish (e.g., green), it indicates an upward trend, and when it turns bearish (e.g., red), it indicates a downward trend. Use the visual arrows to spot trend direction changes. 🔔 Set Alerts : Enable alerts to receive notifications when a trend shift is detected, so you can act promptly on trading opportunities without constantly monitoring the chart. How It Works: The Trend Magic Enhanced indicator integrates the Commodity Channel Index (CCI) and Average True Range (ATR) to calculate a dynamic Trend Magic line. By adjusting price levels based on CCI values—upward when CCI is positive and downward when negative—and factoring in ATR for market volatility, it creates adaptive support and resistance levels. Optionally smoothed with various moving averages to reduce noise, the indicator changes line color based on trend direction, highlights trend changes with arrows, and provides alerts for significant shifts, aiding traders in identifying potential entry and exit points. Enhancements Over the Original Trend Magic Indicator The Trend Magic Enhanced indicator significantly refines the trend identification method of the original Trend Magic script by introducing customizable smoothing options and additional analytical features. While the original indicator determines trend direction solely based on the Commodity Channel Index (CCI) crossing above or below zero and adjusts the Magic Trend line using the Average True Range (ATR), the enhanced version allows users to smooth the Magic Trend line with various moving average types (SMA, EMA, SMMA, WMA, VWMA). This smoothing reduces market noise and provides clearer trend signals. Additionally, the enhanced indicator incorporates price action analysis by detecting crossovers and crossunders of price with the Magic Trend line, and it visually marks trend changes with up and down arrows on the chart. These improvements offer a more responsive and accurate trend detection compared to the original method, enabling traders to identify potential entry and exit points more effectively. Enhance your trading strategy with the Trend Magic Enhanced indicator by AlgoAlpha and gain a clearer perspective on market trends! 🌟📈
Pine Script® Indikator
von AlgoAlpha
3
Zero Lag Trend Signals (MTF) [AlgoAlpha]Zero Lag Trend Signals 🚀📈 Ready to take your trend-following strategy to the next level? Say hello to Zero Lag Trend Signals , a precision-engineered Pine Script™ indicator designed to eliminate lag and provide rapid trend insights across multiple timeframes. 💡 This tool blends zero-lag EMA (ZLEMA) logic with volatility bands, trend-shift markers, and dynamic alerts. The result? Timely signals with minimal noise for clearer decision-making, whether you're trading intraday or on longer horizons. 🔄 🟢 Zero-Lag Trend Detection : Uses a zero-lag EMA (ZLEMA) to smooth price data while minimizing delay. ⚡ Multi-Timeframe Signals : Displays trends across up to 5 timeframes (from 5 minutes to daily) on a sleek table. 📊 Volatility-Based Bands : Adaptive upper and lower bands, helping you identify trend reversals with reduced false signals. 🔔 Custom Alerts : Get notified of key trend changes instantly with built-in alert conditions. 🎨 Color-Coded Visualization : Bullish and bearish signals pop with clear color coding, ensuring easy chart reading. ⚙️ Fully Configurable : Modify EMA length, band multiplier, colors, and timeframe settings to suit your strategy. How to Use 📚 ⭐ Add the Indicator : Add the indicator to favorites by pressing the star icon. Set your preferred EMA length and band multiplier. Choose your desired timeframes for multi-frame trend monitoring. 💻 Watch the Table & Chart : The top-right table dynamically updates with bullish or bearish signals across multiple timeframes. Colored arrows on the chart indicate potential entry points when the price crosses the ZLEMA with confirmation from volatility bands. 🔔 Enable Alerts : Configure alerts for real-time notifications when trends shift—no need to monitor charts constantly. How It Works 🧠 The script calculates the zero-lag EMA (ZLEMA) by compensating for data lag, giving traders more responsive moving averages. It checks for volatility shifts using the Average True Range (ATR), multiplied to create upper and lower deviation bands. If the price crosses above or below these bands, it marks the start of new trends. Additionally, the indicator aggregates trend data from up to five configurable timeframes and displays them in a neat summary table. This helps you confirm trends across different intervals—ideal for multi-timeframe analysis. The visual signals include upward and downward arrows on the chart, denoting potential entries or exits when trends align across timeframes. Traders can use these cues to make well-timed trades and avoid lag-related pitfalls.
Pine Script® Indikator
von AlgoAlpha
100
Larry Williams Valuation Index [tradeviZion]Larry Williams Valuation Index Welcome to the Larry Williams Valuation Index by tradeviZion! This script is an interpretation of Larry Williams' famous WillVal (Valuation) Index, originally developed in 1990 to help traders determine whether a market or asset is overvalued or undervalued. We've extended it to support multiple securities and offer alerts for different valuation levels, helping you make more informed trading decisions. What is the Valuation Index? The Valuation Index measures how a security's current price compares to its historical price action. It helps identify whether the security is overvalued (priced too high), undervalued (priced too low), or in a normal range. This version supports multiple securities and uses valuation parameters to help you assess the relative valuation of three securities simultaneously. It can help you determine the best times to enter (buy) or exit (sell) the market. Key Features Multi-Security Analysis: Analyze up to three securities simultaneously to get a broader view of market conditions. Valuation Levels: Automatically calculate overvaluation and undervaluation levels or set manual levels for consistent analysis. Custom Alerts: Create custom alerts when securities move between overvalued, undervalued, or normal ranges. Customizable Table Display: Display a table with valuation values and their status on the chart. Getting Started Step 1: Adding the Script to Your Chart First, add the Larry Williams Valuation Index script to your chart on TradingView. The script is designed to work with any timeframe, but for best results, use weekly or daily timeframes for a longer-term perspective. Step 2: Configuring Securities The script allows you to analyze up to three different securities : Security 1 (Default: DXY) Security 2 (Default: GC1!) Security 3 (Default: ZB1!) You can enable or disable each security individually. Custom Timeframe Option: You have the option to select a custom timeframe for analysis. This allows you to see whether the security is overvalued or undervalued in lower or higher timeframes. Note that this feature is experimental and has not been extensively tested. Larry Williams originally used the weekly timeframe to determine if a stock was overvalued or undervalued. By default, the indicator compares the current price with the security based on the selected timeframe, except if you choose to use a custom timeframe. Pro Tip : New users can start with the default securities to understand the concept before using other assets. Step 3: Valuation Index Settings Short EMA Length : This is the short-term average used for calculations. A lower value makes it more responsive to recent price changes. Long EMA Length : This is the long-term average, used to smooth the valuation over time. Valuation Length (Default: 156) : Represents approximately three years of daily bars (as recommended by Larry Williams). How is the Valuation Index Calculated? The valuation calculation is done using a method called WVI (WillVal Index), which compares the current price of a security to the price of another correlated security. Here’s a step-by-step explanation: 1. Data Collection: The script takes the closing price of the security you are analyzing and the closing price of the correlated security. 2. Ratio Calculation : The ratio of the two prices is calculated: Price Ratio = (Price of your security) / (Price of correlated security) * 100. This ratio helps determine how expensive or cheap your security is compared to the correlated one. 3. Exponential Moving Averages (EMAs) : The price ratio is used to calculate short-term and long-term EMAs (Exponential Moving Averages). EMAs are used to create smooth lines that represent the average price of a security over a specific period of time, with more weight given to recent data. By calculating both short-term and long-term EMAs, we can identify the trend direction and how the security is performing compared to its historical averages. 4. Valuation Index Calculation: The Valuation Index is calculated as the difference between the short-term EMA and the long-term EMA. This difference helps to determine if the security is currently overvalued or undervalued: A positive value indicates that the price is above its longer-term trend, suggesting potential overvaluation. A negative value indicates that the price is below its longer-term trend, suggesting potential undervaluation. 5. Normalization: To make the valuation easier to interpret, the calculated valuation index is then normalized using the highest and lowest values over the selected valuation length (e.g., 156 bars). This normalization process converts the index into a percentage between 0 and 100, where higher values indicate overvaluation and lower values indicate undervaluation. Step 4: Understanding Valuation Levels The valuation levels indicate whether a security is currently undervalued, overvalued, or in a normal range. Manual Levels : You can manually set the overvaluation and undervaluation thresholds (default is 85 for overvalued and 15 for undervalued). Auto Levels : The script can automatically calculate these levels based on recent price action, allowing you to adapt to changing market conditions. Auto Levels Calculation Explained: The Auto Levels are calculated by taking the average of the valuation indices for all three securities (e.g., index1, index2, and index3). The script then looks at the highest and lowest values of this average over a selected number of recent bars (e.g., 50 bars). The overvaluation level is determined by taking the highest value and multiplying it by a multiplier (e.g., 5). Similarly, the undervaluation level is calculated using the lowest value and the multiplier. These dynamic levels adjust according to recent price action, providing an adaptive approach to identifying overvalued and undervalued conditions. Step 5: How to Use the Script to Make Trading Decisions For new users, here's a step-by-step trading strategy you can use with the Valuation Index: 1. Identify Undervalued Opportunities When two or more securities are in the undervalued range (below 15 for manual or below automatically calculated undervalue levels), wait for at least two of these securities to turn from undervalued to normal . This transition indicates a potential buy opportunity . 2. Buying Signal When at least two securities transition from undervalued to normal, you can consider buying the asset. This indicates that the market may be recovering from undervalued conditions and could be moving into a growth phase. 3. Selling Signal Exit when the price high closes below the EMA 21 (21-day exponential moving average). Alternatively, if the valuation index reaches overvalued levels (above 85 manually or auto-calculated), wait for it to drop back to normal . This can be another point to exit the trade . You can also use any other sell condition based on your r isk management strategy . Alerts for Valuation Levels The script includes alerts to notify you of changing market conditions: To activate these alerts, follow these steps, referring to the provided screenshot with detailed steps: 1. Enable Alerts : Click on the settings gear icon on the script title in your chart. In the settings menu, scroll to the section labeled Alerts Settings . Enable Alerts by checking the Enable Alerts box. Set the Required Securities for Alert (default is 2 securities). Choose the Alert Frequency : Selecting Once Per Bar Close will trigger alerts only at the close of each bar, ensuring you receive confirmed signals rather than potentially noisy intermediate signals. 2. Select Alert Type : Choose the type of alert you want to activate, such as Alert on Overvalued, Alert on Undervalued, Alert on Over to Normal , or Alert on Under to Normal . 3. Save Settings : Click OK to save your alert settings. 4. Add Alert on Indicator : Click the "..." (More button) next to the indicator name on the chart and select " Add alert on tradeviZion - WillVal ". 5. Create Alert : In the Create Alert window: Set Condition to tradeviZion - WillVal . Ensure Any alert() function call is selected. Set the Alert Name and select your Expiration preferences. 6. Set Notification Preferences : Go to the Notifications tab and select how you want to receive notifications, such as via app notification, toast notification, email , or sound alert . Adjust these preferences to best suit your needs. 7. Click Create : Finally, click Create to activate the alert. These alerts will help you stay informed about key market conditions and take action accordingly, ensuring you do not miss critical trading opportunities. Understanding the Table Display The script includes an interactive table on the chart to show the valuation status of each security: Security : The name of the security being analyzed. Value : The current valuation index value. Status : Indicates whether the security is overvalued, undervalued , or in a normal range. Color: Displays a color code for easy identification of status: Red for overvalued. Green for undervalued. Other colors represent normal valuation levels. Empowering Messages : Motivational messages are displayed to encourage disciplined trading. These messages will change periodically, helping keep a positive trading mindset. Acknowledgment This tool builds upon the foundational work of Larry Williams, who developed the WillVal (Valuation) Index concept. It also incorporates enhancements to extend multi-security analysis, valuation normalization, and advanced alerting features, providing a more versatile and powerful indicator. The Larry Williams Valuation Index [ tradeviZion ] helps traders make informed decisions by assessing overvalued and undervalued conditions for multiple securities simultaneously. Note : Always practice proper risk management and thoroughly test the indicator to ensure it aligns with your trading strategy. Past performance is not indicative of future results. Trade smarter with TradeVizion—unlock your trading potential today!
Pine Script® Indikator
von TradeVizion
26
VIX Bars [CrossTrade]In simple terms, this indicator colors your chart bars based on the VIX levels. We know that high volatility is unstainable and will naturally regress to a calmer market, therefore highlighting the bars where VIX is at extreme highs can sometimes indicate a market turning point. Consider pairing this indicator with my VIX Heatmap indicator for a complete picture of volatility. Customizable VIX Levels: You can set your own thresholds for when the bars turn green or red. Green bars pop up when the VIX is above your set upper level (default is 30) - kind of like a heads-up that things might get bumpy. Red bars show up when the VIX dips below your lower threshold (default is 15), signaling calmer waters. ‍ Optional Donchian Channel Filter: The Donchian Channel filter looks at the highest highs and lowest lows over your chosen period (default's 52 days) and only colors the bars if they match the filter's criteria. This adds an extra layer of confirmation that the colored bars at at a major high or low. ‍ Visual Simplicity: The indicator keeps things visually straightforward. No cluttered screen, just colored bars telling you a story about market vibes. Alert come standard to signal those potential bottom or top bars based on the VIX being at your preferred extreme levels. In essence, "VIX Bars" is like having a volatility radar on your chart. It doesn't make predictions, but it sure gives you a neat, color-coded heads-up on market sentiment. Great for adding an extra dimension to your analysis without getting all tangled up in complex indicators!
Pine Script® Indikator
von CrossTradeTeam
1