OPEN-SOURCE SCRIPT
업데이트됨 RC Tools - Divergence Detector
RC Tools — Divergence Detector
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█ OVERVIEW
Most divergence tools pattern-match swing highs and lows, which is finicky and often technically repaints — pivots can un-confirm as new bars form. This tool instead measures rolling correlation between price and a momentum oscillator of your choice. When price and momentum stop agreeing, that disagreement is the divergence — measured continuously, not detected as a one-off pattern.
█ WHAT IT DOES
Plots the rolling correlation between price and a selectable oscillator (RSI, MACD line, Rate of Change, or a custom source) on a -1 to +1 scale. Classifies each confirmed bar into one of three states — Confirmed Trend, Bearish Divergence, Bullish Divergence — colours the chart background accordingly, and shows a table with the current state, how long price has been in it, and historical base rates (average forward return and win rate) for each divergence state.
█ THE THEORY BEHIND IT
A genuine trend has price and momentum moving together — new highs accompanied by strengthening momentum, new lows by weakening momentum. When that relationship breaks down — price continues in one direction while the oscillator stops confirming it — that is a divergence. Rather than searching for specific swing-point patterns (which depend on exactly which pivots you pick and can shift as price continues), this tool asks the more direct statistical question: over the last N bars, how closely have price and the oscillator actually moved together? A strong positive correlation means they agree. A correlation that has dropped toward zero or negative means they have stopped agreeing, regardless of what any single pivot looks like.
█ HOW IT IS CALCULATED
1. Compute the selected oscillator: RSI, MACD line (fast EMA minus slow EMA), Rate of Change %, or a custom source you provide.
2. Compute the rolling Pearson correlation between price (close) and the oscillator over a configurable window (default 14 bars).
3. If that correlation falls below a threshold (default 0.0), price and momentum are no longer confirming each other — a divergence state.
4. The divergence is labelled Bearish if price has been rising over a short lookback (momentum failing to confirm continued strength) or Bullish if price has been falling (momentum failing to confirm continued weakness).
Classification occurs ONLY on confirmed bar close — the state and the displayed correlation are computed and committed together, so they can never disagree mid-bar or flip back and forth as the current bar forms.
█ SETTINGS & CONFIGURATION
• Oscillator (default RSI) — RSI / MACD Line / Rate of Change % / Custom Source
• RSI / MACD / Rate of Change lookbacks (defaults 14 / 12+26 / 20)
• Correlation Window (default 14 bars) — how far back the co-movement is measured
• Divergence Threshold (default 0.0) — the correlation level below which price and momentum are considered to have stopped agreeing
• Price Direction Lookback (default 5 bars) — used only to label a divergence bullish or bearish
• Forward Return Window (default 20 bars) — the horizon used for the base-rate table
• Paint Main Chart Background — toggle off if you only want the correlation pane
█ HOW TO USE IT
Use it as a warning flag on an existing trend read, not as a standalone entry signal. Example: if you're long into a rally and the background flags Bearish Divergence, that's a cue to tighten risk management or look for confirmation elsewhere before assuming the move continues unchecked — it is not, by itself, a sell signal. Check the base-rate table's sample count before treating any single divergence reading as meaningfully predictive.
Works on any asset and timeframe with sufficient history for the correlation window.
█ LIMITATIONS
• Divergence describes a PRESENT disagreement between price and momentum. It does not predict a reversal, and any use of it as a forecast is a misuse.
• Correlation is measured over a rolling window and is noisy by nature — expect it to cross the threshold repeatedly in choppy, range-bound conditions.
• The oscillator itself is not plotted, only its correlation with price — this keeps the pane on one consistent scale regardless of which oscillator is selected (RSI is bounded 0-100, MACD line is unbounded, etc.).
• The bullish/bearish label depends on a short price-direction lookback, which can flip near genuine turning points independently of the correlation reading itself.
• Historical base-rate stats need a meaningful sample count (check N) before being trusted, especially for less common states.
• This script does NOT repaint. All classification updates on confirmed bar close only.
█ DISCLAIMER
For educational and informational purposes only. Nothing here is financial advice. Past behaviour of any divergence state does not indicate future results. Trade at your own risk.
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█ OVERVIEW
Most divergence tools pattern-match swing highs and lows, which is finicky and often technically repaints — pivots can un-confirm as new bars form. This tool instead measures rolling correlation between price and a momentum oscillator of your choice. When price and momentum stop agreeing, that disagreement is the divergence — measured continuously, not detected as a one-off pattern.
█ WHAT IT DOES
Plots the rolling correlation between price and a selectable oscillator (RSI, MACD line, Rate of Change, or a custom source) on a -1 to +1 scale. Classifies each confirmed bar into one of three states — Confirmed Trend, Bearish Divergence, Bullish Divergence — colours the chart background accordingly, and shows a table with the current state, how long price has been in it, and historical base rates (average forward return and win rate) for each divergence state.
█ THE THEORY BEHIND IT
A genuine trend has price and momentum moving together — new highs accompanied by strengthening momentum, new lows by weakening momentum. When that relationship breaks down — price continues in one direction while the oscillator stops confirming it — that is a divergence. Rather than searching for specific swing-point patterns (which depend on exactly which pivots you pick and can shift as price continues), this tool asks the more direct statistical question: over the last N bars, how closely have price and the oscillator actually moved together? A strong positive correlation means they agree. A correlation that has dropped toward zero or negative means they have stopped agreeing, regardless of what any single pivot looks like.
█ HOW IT IS CALCULATED
1. Compute the selected oscillator: RSI, MACD line (fast EMA minus slow EMA), Rate of Change %, or a custom source you provide.
2. Compute the rolling Pearson correlation between price (close) and the oscillator over a configurable window (default 14 bars).
3. If that correlation falls below a threshold (default 0.0), price and momentum are no longer confirming each other — a divergence state.
4. The divergence is labelled Bearish if price has been rising over a short lookback (momentum failing to confirm continued strength) or Bullish if price has been falling (momentum failing to confirm continued weakness).
Classification occurs ONLY on confirmed bar close — the state and the displayed correlation are computed and committed together, so they can never disagree mid-bar or flip back and forth as the current bar forms.
█ SETTINGS & CONFIGURATION
• Oscillator (default RSI) — RSI / MACD Line / Rate of Change % / Custom Source
• RSI / MACD / Rate of Change lookbacks (defaults 14 / 12+26 / 20)
• Correlation Window (default 14 bars) — how far back the co-movement is measured
• Divergence Threshold (default 0.0) — the correlation level below which price and momentum are considered to have stopped agreeing
• Price Direction Lookback (default 5 bars) — used only to label a divergence bullish or bearish
• Forward Return Window (default 20 bars) — the horizon used for the base-rate table
• Paint Main Chart Background — toggle off if you only want the correlation pane
█ HOW TO USE IT
Use it as a warning flag on an existing trend read, not as a standalone entry signal. Example: if you're long into a rally and the background flags Bearish Divergence, that's a cue to tighten risk management or look for confirmation elsewhere before assuming the move continues unchecked — it is not, by itself, a sell signal. Check the base-rate table's sample count before treating any single divergence reading as meaningfully predictive.
Works on any asset and timeframe with sufficient history for the correlation window.
█ LIMITATIONS
• Divergence describes a PRESENT disagreement between price and momentum. It does not predict a reversal, and any use of it as a forecast is a misuse.
• Correlation is measured over a rolling window and is noisy by nature — expect it to cross the threshold repeatedly in choppy, range-bound conditions.
• The oscillator itself is not plotted, only its correlation with price — this keeps the pane on one consistent scale regardless of which oscillator is selected (RSI is bounded 0-100, MACD line is unbounded, etc.).
• The bullish/bearish label depends on a short price-direction lookback, which can flip near genuine turning points independently of the correlation reading itself.
• Historical base-rate stats need a meaningful sample count (check N) before being trusted, especially for less common states.
• This script does NOT repaint. All classification updates on confirmed bar close only.
█ DISCLAIMER
For educational and informational purposes only. Nothing here is financial advice. Past behaviour of any divergence state does not indicate future results. Trade at your own risk.
릴리즈 노트
Removed Performance Table오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.