Rozpocznij

Średnie kroczące

Yuri Garcia Narrow State Strategy (YGILS)Overview The Yuri Garcia Institutional Liquidity Strategy (YGILS) is a trend-following and volatility-expansion methodology designed to identify high-probability trading opportunities during periods of market compression and directional momentum. The strategy combines trend analysis, volatility measurements, momentum confirmation, and risk management into a structured framework that helps traders identify potential institutional participation while maintaining disciplined execution. The primary objective is not to predict every market move, but rather to participate when multiple conditions align in favor of a directional expansion. --- Strategy Philosophy Markets alternate between periods of compression and expansion. During compression, price contracts, volatility decreases, and market participants become indecisive. During expansion, volatility increases, momentum accelerates, and directional opportunities emerge. The strategy is specifically designed to identify the transition from low-volatility environments to high-volatility environments. The Narrow State identifies compression. The Elephant Bar identifies expansion. The highest-quality opportunities typically occur when an Elephant Bar appears shortly after a period of compression and in the direction of the prevailing trend. --- Core Components Trend Identification The strategy uses: • 20 EMA (Short-Term Momentum) • 200 SMA (Long-Term Trend) Bullish Environment ✓ Price above 200 SMA ✓ 20 EMA above 200 SMA Bearish Environment ✓ Price below 200 SMA ✓ 20 EMA below 200 SMA This trend filter prevents traders from taking long positions against a bearish market and short positions against a bullish market. --- Narrow State A Narrow State occurs when the distance between the EMA 20 and SMA 200 contracts below a user-defined percentage threshold. Formula: Distance % = |EMA20 − SMA200| ÷ SMA200 × 100 The Narrow State represents a market compression phase. Historically, significant market moves frequently begin after periods of compression. The strategy seeks to participate during the transition from compression into expansion. Important The optimal Narrow State threshold depends on the instrument, timeframe, and market volatility. Lower values produce stricter setups and fewer signals. Higher values produce more signals but may increase market noise. Traders are encouraged to optimize this setting based on the specific market being traded. --- Elephant Bars An Elephant Bar represents a significant expansion in volatility and directional conviction. The candle body must exceed the Average True Range (ATR) multiplied by the Elephant Bar Multiplier selected by the user. Formula: Candle Body Size > ATR × Elephant Multiplier Example ATR = 20 points Elephant Multiplier = 1.5 Required Body Size = 30 points Any candle whose body exceeds 30 points is classified as an Elephant Bar. --- Bullish Elephant Bar Requirements: ✓ Bullish Candle ✓ Body exceeds ATR threshold ✓ Bullish Trend Active Bullish Elephant Bars suggest aggressive buying pressure and potential institutional participation. --- Bearish Elephant Bar Requirements: ✓ Bearish Candle ✓ Body exceeds ATR threshold ✓ Bearish Trend Active Bearish Elephant Bars suggest aggressive selling pressure and potential institutional participation. --- Why Elephant Bars Matter Institutional traders typically enter positions using significant volume and liquidity. This often creates unusually large candles relative to recent market activity. Elephant Bars help identify those moments where participation increases dramatically and may signal the beginning of a directional expansion phase. --- RBI and GBI Confirmation Patterns The strategy includes continuation confirmations. RBI (Red Bar Ignored) Bullish Continuation Pattern Requirements: • Previous candle closes bearish • Current candle closes bullish • Current candle closes above previous high • Bullish trend remains active This pattern suggests buyers have regained control. --- GBI (Green Bar Ignored) Bearish Continuation Pattern Requirements: • Previous candle closes bullish • Current candle closes bearish • Current candle closes below previous low • Bearish trend remains active This pattern suggests sellers have regained control. --- Entry Conditions Long Positions A BUY signal occurs when: ✓ Bullish Trend Active ✓ Narrow State Active ✓ Bullish Elephant Bar OR RBI Pattern ✓ No Existing Long Position --- Short Positions A SELL signal occurs when: ✓ Bearish Trend Active ✓ Narrow State Active ✓ Bearish Elephant Bar OR GBI Pattern ✓ No Existing Short Position --- Risk Management The strategy uses ATR-based stop loss calculations that automatically adapt to changing market volatility. Formula: Stop Loss = Entry ± ATR × Multiplier This helps maintain consistent risk management across different instruments and market conditions. --- Take Profit Logic The strategy uses configurable Risk-to-Reward ratios. Formula: Target = ATR × Multiplier × Risk Reward Ratio Example: Risk = 50 points Target = 100 points Reward Ratio = 2:1 This allows traders to maintain a structured and repeatable approach to position management. --- Inputs and Customization ATR Length Controls volatility calculations. Higher values create smoother signals. Lower values create faster reactions. --- ATR Multiplier Controls stop-loss distance. Higher values provide more room for volatility. Lower values create tighter risk control. --- Risk Reward Ratio (RRR) Controls profit target distance relative to stop-loss distance. Common values: • 2.0 • 3.0 • 4.0 --- Elephant Bar Multiplier Controls how large a candle must be before being classified as an Elephant Bar. Higher values: • Fewer signals • Stronger momentum requirements Lower values: • More signals • Faster entries --- Narrow State Percentage Controls how close the EMA 20 and SMA 200 must be before a compression phase is recognized. Smaller values: • Stricter setups • Higher selectivity Larger values: • More opportunities • Increased signal frequency --- Best Practice The strategy performs best when used as a confirmation tool rather than a prediction tool. Wait for trend alignment. Wait for compression. Wait for volatility expansion. Then execute according to the rules. Patience and discipline are often more important than prediction. The market rewards consistency more than excitement. --- Disclaimer This strategy is intended for educational and research purposes only. Past performance does not guarantee future results. Always perform your own testing, validation, and risk management before trading live capital.
Strategia
od YGD_CONSULTING_LLC
ASX 200 Breadth - % Above MAASX 200 Breadth - % Above MA Overview This indicator measures market breadth for the ASX 200 by tracking the percentage of a representative basket of 40 large- and mid-cap ASX-listed stocks trading above a chosen moving average. It helps gauge whether strength (or weakness) in the index is broad-based across the market or concentrated in just a handful of large stocks. How It Works - Pine Script limits a single indicator to 40, so true 200-stock breadth isn't possible directly. Instead, this script uses a diversified 40-stock sample spanning the major ASX sectors: - Financials: CBA, NAB, WBC, ANZ, MQG, SUN, QBE, IAG, ASX - Materials/Resources: BHP, RIO, FMG, S32, NEM, STO, WDS - Healthcare: CSL, RMD, COH, SHL, PME - Consumer: WES, WOW, COL, TWE, JHX, AMC - Industrials/Infrastructure: TCL, APA, BXB, CPU - Property (REITs): GMG, SCG, MGR, VCX - Tech/Other: XRO, REA, ALL, ORG - For each stock, the script checks whether the current closing price is above its 20-, 50-, 100-, and 200-period Simple Moving Average (SMA). - The indicator then plots the percentage of the basket trading above each selected MA, e.g. a reading of 75% on the 50-day line means 30 of the 40 sample stocks are above their 50-day SMA. Inputs - MA to Display: Choose which breadth line(s) to show - 20, 50, 100, 200, or All (shows all four together). Default: All - Overbought Level: Upper reference line - readings above this suggest broad-based strength / potential overextension. Default: 80 - Oversold Level: Lower reference line - readings below this suggest broad-based weakness / potential capitulation. Default: 20 Reading the Indicator - **Above 50%**: more than half the sample is trending above the selected MA — generally bullish breadth. - **Below 50%**: more than half the sample is trending below the selected MA — generally bearish breadth. - **Near 80%+ (Overbought)**: market strength is broad and stretched — watch for breadth divergences if price keeps rising but this line rolls over. - **Near 20% or below (Oversold)**: broad-based weakness — often associated with capitulation lows or the start of a recovery once breadth turns back up. - **Divergences**: if the ASX 200 index makes a new high/low but breadth fails to confirm (doesn't reach a corresponding extreme), it can signal weakening participation behind the move. - **Multiple timeframes ("All")**: comparing the 20-day line against the 100/200-day lines shows whether short-term moves are aligned with the longer-term trend — e.g., a sharp pop in the 20-day line while the 200-day line stays low suggests a short-term bounce within a longer downtrend. Notes & Limitations - This is a **sample-based proxy** for ASX 200 breadth, not an exact count across all 200 constituents — actual index breadth may differ, especially when small-caps move independently of large-caps. - All four MA lengths are calculated from a single data request per stock, so adding more MA options does not increase the symbol count or hit Pine's 40-symbol request limit. - Works on any timeframe — the moving averages are calculated on that chart's timeframe (e.g., daily MAs on a daily chart, weekly MAs on a weekly chart).
Wskaźnik
od TappingCapital
PULSE RAILS# PULSE RAILS PULSE RAILS is a hybrid market structure and energy visualization tool designed to combine trend context with internal market activity. The indicator consists of two complementary components: • A dynamic rail system that visualizes trend structure and directional context. • An Energy Matrix that combines multiple normalized market measurements into a single energy flow model. The Energy Matrix is built from: • On Balance Volume (OBV) Pressure • Momentum Acceleration • MACD Histogram Expansion • Volatility-Based Energy These components are blended into a unified wave designed to highlight changes in participation, momentum conditions and relative market activity. Key Features: • Dynamic Trend Rails • Trend Context Visualization • Energy Flow Wave • Support and Resistance Levels • Momentum Transition Detection • Market Activity Analysis • Clean Overlay Design The rail system focuses on market structure while the Energy Matrix provides additional context about the strength and quality of underlying price movement. PULSE RAILS is intended to assist chart analysis by presenting trend and energy information within a single workflow. This script is provided for educational and analytical purposes only. It does not provide financial advice and should not be used as the sole basis for trading decisions.
Wskaźnik
od onderarslantas107
EMA's, VWAP, Inside Day, SlingshotEMA's, VWAP, Slingshot & Inside Day An all-in-one price action overlay combining four tools: 🔹 4 Customizable EMAs — Default lengths 5, 8, 20 & 50. Adjust lengths in Settings, colors in the Style tab. 🔹 VWAP — Only displays on intraday timeframes. Auto-hides on daily and above. 🔹 Slingshot — Uses an EMA of highs rather than closes, making it a tougher level to break above. When price closes above it after 3 consecutive bars below, it signals a momentum shift — like a slingshot snapping back. Paints the bar, plots a marker, and includes an alert. 🔹 Inside Day — Highlights bars fully contained within the prior bar's range.
Wskaźnik
od Trxits
2
Momentum Conviction [HermesCore]WHAT THIS INDICATOR DOES Momentum Conviction watches two things at the same moment: where price momentum turns, and how much agreement stands behind that turn. The turn is an EMA crossover — the fast EMA (Exponential Moving Average) crossing the slow one — but only when the MACD histogram (Moving Average Convergence Divergence, a standard momentum gauge) is leaning the same way. A LONG fires when the fast EMA crosses above the slow EMA while MACD momentum is positive; a SHORT is the exact mirror. A cross with no momentum behind it is ignored. Every signal that does fire is then graded 0 to 5 by a conviction score, built from five independent checks the moment the signal prints. You decide how much conviction you require: show every signal, or raise the minimum and keep only the ones with weight behind them. WHY IT IS DIFFERENT Most moving-average tools print an arrow on every cross and leave you to separate the real ones from the noise by eye. My rules are: A cross is not a signal on its own. It has to happen while MACD momentum agrees. A large share of the crosses that fail are crosses that fired into flat or opposing momentum; gating on the histogram removes them before they ever reach the chart. The score is a filter, not decoration. It is not a confidence label added after the fact — it is five yes/no facts, known at signal time, summed. Set a minimum and the weak signals never appear. The higher timeframe gets a vote, not the final word. One of the five points is HTF agreement, so you can weigh it without being ruled by it. ADX is deliberately excluded. I tested it repeatedly on the charts this was built for and it did not earn a place. Everything updates on confirmed bars only. No intrabar flicker, no repainting, and the higher-timeframe reads use no look-ahead. HOW TO READ THE CHART LONG bubble (green, below the bar) and SHORT bubble (red, above it) mark each qualifying signal. Bubble size is adjustable. The gradient EMA cloud is aqua when the fast EMA sits above the slow one (uptrend lean) and magenta when below. The slow EMA carries a soft gold glow so the spine of the trend is always easy to find. A faint background tint colours the whole pane in the trend colour — a peripheral regime cue, nothing to act on by itself. A faint gold background band shows the previous day's and previous week's range, for context on where price sits inside the larger structure. THE CONVICTION SCORE Each check is worth one point, decided at signal time, and never changes afterwards: Momentum strength — the MACD histogram is larger than its own 50-bar average: the push is bigger than this market's normal push. +1 Slope agreement — the fast EMA is itself moving in the signal's direction, not merely crossing. +1 Higher-timeframe trend — the chosen HTF (4H by default) is trending the same way; its price and 50/200 EMAs agree. +1 Not over-extended — price is within a set ATR (Average True Range, a volatility measure) distance of the slow EMA, so you are not entering after the move has already run. +1 RSI room — RSI (Relative Strength Index, 0–100) is not already at an extreme in the signal's direction; there is room left to travel. +1 Five of five is a cross with bigger-than-normal momentum, sloping the right way, aligned with the higher timeframe, entered near value, with room to run. Zero is a bare cross with nothing behind it. The minimum-score input is where you set your own bar. HOW I USE IT The defaults are deliberately fast (EMA 2/12) — a low-timeframe, many-signals setting. Slow the lengths down for swing work and you get fewer, heavier signals. I treat a high-score signal that agrees with the higher timeframe as the one worth acting on, and a low-score signal as information about the tape rather than a trade. The honest part: this is trend and momentum logic. It earns its keep when the market trends and gives a good deal of it back in ranges. The regime tint and the HTF vote exist to keep you on the right side of that question, not to solve it — be honest with yourself about which regime you are actually in. SETTINGS THAT MATTER EMA fast/slow and MACD lengths — the engine. Defaults are fast; raise them for higher timeframes and fewer, heavier signals. Minimum score (0) — your conviction bar. 0 shows everything; raise it to thin the chart to signals with agreement behind them. Higher timeframe (4H) — the trend you check against. Match it to your horizon. Max distance to slow EMA (2.0 ATR) — how far from value still counts as "not over-extended." RSI overbought/oversold (72/28) — the "room left" thresholds. Each score component can be switched off individually if you want to see what it contributes on its own. ALERTS Momentum Conviction LONG and Momentum Conviction SHORT, both firing on the confirmed close of the signal bar, with ticker and timeframe in the message. CALCULATION DETAILS All logic evaluates on confirmed bars. A signal cannot appear or disappear inside a forming candle. The trigger is the fast/slow EMA cross; the gate is the sign of the MACD histogram on the same close. The higher-timeframe trend uses that timeframe's prior-bar close and 50/200 EMAs, requested with no look-ahead, so it does not repaint. The conviction score is computed once, at signal time, from the values listed above. HONEST LIMITATIONS This is trend-following momentum. In a range it will cross back and forth and hand gains back; no filter removes that, it only thins it. The score is a hypothesis about signal quality, not a measured edge. This indicator does not keep score for you. If you want to know whether higher scores actually perform better on your symbol, run the matching strategy version in the Strategy Tester with realistic costs and read the result yourself. The defaults trade often. On a live account, slippage and spread on frequent entries matter more than the chart suggests — cost everything before you believe anything. Signals are evaluated at the close; real fills happen later and worse. Treat the chart as the ideal case. It runs on any symbol and timeframe, but "runs" is not "has an edge" — whether it works on your market is yours to verify. Past behaviour is not the next signal. Not financial advice. It manages no positions and places no orders. ORIGINALITY The ingredients — EMA crosses, MACD, RSI, ATR — are as old as charting. The momentum-gated trigger, the five-factor conviction score and its use as a hard filter, the regime-aware visual language and the non-repaint construction are my own work in Pine v6. Every value the script uses is recomputable from the rules above. Questions and suggestions are welcome in the comments. Enjoy.
Wskaźnik
od hermescore
Fractal Regime Engine (FRPE)🚀 Fractal Regime Engine (FRPE) The FRPE (Fractal Regime Engine) is an advanced, quantitative market regime oscillator designed to identify structural transitions between trend expansion, mean reversion compression, and neutral market equilibrium in real time. Built on a multi-scale fractal scaling framework, volatility-normalized logarithmic relationships, and adaptive statistical compression, this indicator reconstructs market behavior through regime dynamics rather than price direction alone. Unlike conventional momentum oscillators that rely on lagging price derivatives, FRPE models the *structural complexity of market behavior* by comparing fractal scaling differences across multiple time horizons. This allows the detection of regime shifts that occur before they become visually apparent on price charts. The result is a bounded, adaptive regime signal that clearly distinguishes when the market is expanding directionally, compressing into equilibrium, or transitioning between structural phases of uncertainty. 💡 Key Features 🧠 Multi-Scale Fractal Engine: FRPE evaluates market structure across short, mid, and long-term windows simultaneously. By measuring fractal scaling divergence between these timeframes, the system isolates structural drift in market behavior rather than simple price movement. 📊 Fractal Drift Model: The core signal is derived from the differential relationship between short-term and long-term fractal scaling behavior. This creates a robust measure of regime imbalance that reflects the underlying geometry of market activity. 🔬 Volatility-Normalized Log Scaling: Price range behavior is normalized against ATR-based volatility scaling using logarithmic transformation. This ensures that the signal remains consistent across different asset classes and volatility regimes. ⚡ Adaptive Oscillator Compression: All raw outputs are transformed into a bounded oscillator (-100 to +100) using dynamic scaling logic. This enables consistent interpretation across all market conditions without recalibration. 🛡️ Percentile-Based Dynamic Thresholds: Instead of fixed levels, FRPE uses rolling percentile bands to define regime boundaries. This ensures that signal sensitivity adapts automatically to changing market environments. 📉 Three-State Regime Classification: FRPE categorizes market behavior into three structural phases: * Expansion Regime (Trend Continuation / Directional Imbalance) * Compression Regime (Mean Reversion / Liquidity Equilibrium) * Transition Regime (Structural Uncertainty / Regime Shift Zone) 🔬 Mathematical Logic and Structure FRPE is built on a multi-layer fractal decomposition model that transforms raw market data into a structured regime oscillator. The process begins by calculating a fractal scaling proxy based on the logarithmic relationship between price range expansion and volatility-adjusted ATR scaling. This creates a normalized measure of how efficiently price is expanding relative to its underlying volatility structure. To capture structural differences across time horizons, the system computes fractal scaling values across short, mid, and long windows. The divergence between short-term and long-term behavior forms the core “fractal drift” signal, which represents directional structural imbalance in market dynamics. This drift signal is then amplified and normalized into a bounded oscillator space (-100 to +100), allowing direct interpretation of regime intensity. Positive values indicate structural expansion and trending behavior, while negative values indicate compression and mean-reverting pressure. To eliminate noise and microstructure distortion, the signal is smoothed using exponential moving averaging, ensuring that only statistically relevant regime transitions are preserved. Finally, adaptive percentile-based thresholds dynamically define regime boundaries based on recent historical distribution. This removes dependency on static parameters and ensures robustness across different volatility environments. In essence, FRPE does not track price direction. It reconstructs the *structural evolution of market complexity across time scales* and translates it into a unified regime map of expansion, compression, and transition. 🛠️ How to Use 1. Expansion Regime (Positive Extremes): Indicates strong directional structure and increasing trend persistence. Breakout continuation strategies are statistically favored. 2. Compression Regime (Negative Extremes): Represents equilibrium or absorption phases where mean reversion behavior dominates. Range-bound strategies tend to perform better. 3. Transition Regime (Neutral Zone): Signals structural uncertainty and regime instability. Market conditions are non-directional and require caution. 🎛️ Settings * Short Window (10): High-frequency structural sensitivity * Mid Window (30): Core regime stability filter * Long Window (100): Macro structural reference baseline * Smoothing Length (5): Signal stabilization layer 📌 Credits and Origins FRPE is engineered by gunebak4n as a structural market regime framework built on multi-timeframe fractal scaling dynamics, volatility-normalized logarithmic relationships, and adaptive statistical compression. The model is designed to move beyond traditional momentum-based oscillators and instead reconstruct underlying market behavior through regime transitions driven by fractal divergence across time horizons. The model is optimized for discretionary traders, quantitative analysts, and systematic trading workflows that prioritize regime awareness over directional prediction. ⚠️ Disclaimer All outputs generated by FRPE are probabilistic and non-deterministic. This indicator does not predict market direction or guarantee outcomes. It is a structural analysis tool intended to support decision-making under uncertainty. Proper risk management remains essential at all times.
Wskaźnik
od gunebak4n
SuperTrend BB Strategy [STB]█ OVERVIEW SuperTrend BB Filter Strategy combines a standard SuperTrend with a Bollinger Bands SMA filter to reduce false signals in choppy markets. The core idea is simple — use the BB midline (SMA) to confirm trend direction first, then take SuperTrend signals only in that direction. █ HOW IT WORKS SuperTrend generates BUY/SELL signals based on ATR-derived trend lines. On its own, it tends to get whipsawed in ranging conditions. Bollinger Bands midline (SMA) acts as a trend filter: • Price above BB midline → long signals only • Price below BB midline → short signals only This filters out a large portion of counter-trend noise. █ ENTRY / EXIT CONDITIONS Long Entry • SuperTrend flips bullish (direction change) • Close is above the BB midline (SMA) Short Entry • SuperTrend flips bearish (direction change) • Close is below the BB midline (SMA) Stop Loss : ATR(14) × multiplier from entry price Take Profit: SL distance × Risk/Reward ratio All signals trigger on confirmed bars only. █ DEFAULT SETTINGS SuperTrend • ATR Length : 10 • Multiplier : 3.0 Bollinger Bands • BB Length (SMA Filter) : 50 • BB Multiplier : 2.0 Risk Management • Stop Loss ATR Multiplier : 1.5 • Risk/Reward Ratio : 1.5 █ ALERTS Three alert conditions are available: • STB BUY/SELL — triggers on either signal (saves one alert slot) • STB BUY — long signal only • STB SELL — short signal only Alert messages include ticker and timeframe automatically. █ NOTES — This strategy is a fully original implementation. No external scripts or third-party code were used. — Backtested with commission 0.05%. Adjust in the Properties tab to match your broker. — Performed well on XAUUSD (Gold) Daily and Weekly timeframes in backtests. — Results vary by symbol and timeframe. Always verify on your target pair before live trading. — For better accuracy, confirm trend direction on a higher timeframe before entering on your target timeframe.
Strategia
od Shiroi-
Day Trading (Indicator) - EMA/RSI/VWAP/Breakout Indicator Overview This script is a TradingView Indicator that generates Long (buy) entry signals based on the alignment of: Trend filter (EMA) Momentum filter (RSI) Entry trigger (either Breakout + Volume OR VWAP Retest) Chart visualization (labels + optional candle coloring) Alert condition for TradingView notifications 13 1) Trend Filter (EMA) The script calculates two exponential moving averages: EMA Fast EMA Slow A long setup requires: close > emaFast emaFast > emaSlow This means price is above the fast EMA and the fast EMA is above the slow EMA → bullish trend. 2) Momentum Filter (RSI) It calculates RSI and requires: RSI > rsiMid Default midline is 50, but you can adjust it in inputs. 3) Two Possible Entry Triggers The script allows entries using one of these two conditions (or both, depending on your settings): A) Breakout + Volume Filter It checks whether the current candle closes above the highest high of the previous brkLen bars: breakUp = close > highestPrev And it also requires a volume confirmation: volume > SMA(volume, volLen) * volMult You control this trigger using: useBreakout B) VWAP Retest Trigger It looks for a VWAP retest behavior: Candle low touches or goes below VWAP: low <= vwapVal Then candle closes above VWAP: close > vwapVal You control this trigger using: useVWAPRetest 4) Final Long Signal Logic A Long Entry signal is generated only when ALL trend + momentum conditions are true: trendUp AND rsiOkUp AND ( Breakout condition OR VWAP retest condition ) 5) Visual Output on the Chart When longEntry becomes true: The script draws a “دخول” (Entry) label on the chart It colors the candle black for the signal bar 6) Alerts (TradingView) The line below defines the alert trigger: pinescript alertcondition(longEntry, title="Long Entry", message="دخول LONG: شروط المضاربة اليومية متحققة") Important: To actually receive notifications, you must create an alert from TradingView: Alerts → Create Alert Choose this script’s “Long Entry” condition
Wskaźnik
od salvester
NORN WEAVE | THURISAZ# NORN WEAVE ᚦ THURISAZ --- ### Overview NORN WEAVE ᚦ THURISAZ is the third version of the NORN WEAVE series, built on URUZ as its foundation. The core logic is unchanged — EMA slope, Dow Theory swing structure, ADX trend confirmation. What changed is the entry filter. THURISAZ adds one question before every trade: *where are we standing on the daily chart?* URUZ was built to survive. THURISAZ is built to choose. Bad entries don't just lose money — they consume time, margin, and mental bandwidth. The goal of this version is to stop entering trades that look right on the current timeframe but are wrong on the bigger picture. The philosophy remains: survival first, profit second. THURISAZ adds a third principle — *don't enter where you shouldn't be standing.* --- ### What's New: Daily Fibonacci Filter THURISAZ introduces a daily timeframe Fibonacci filter as a structural context layer. When the current timeframe trend and the daily trend align, the strategy behaves exactly like URUZ — no additional friction. When they diverge, THURISAZ evaluates *where* price sits within the daily swing range using Fibonacci retracement levels (0.382 and 0.618): - **Mid zone (0.382–0.618)** — Price is in the middle of the daily range. This is the "landing zone": the most likely area for a pullback to stall and reverse, not complete. Entries are blocked. - **Shallow zone (below 0.382)** — The pullback is still early. Entry is allowed, but TP1 is adjusted to the 0.382 level rather than the standard ATR-based target. Partial profit is taken before the natural resistance zone. - **Deep zone (above 0.618)** — Price has retraced significantly. Potential reversal territory. Entry is allowed with standard targets. The daily swing detection period is independently configurable from the current timeframe's Focus Level, giving finer control over what constitutes a "daily swing." --- ### Entry Conditions **Long:** EMA rising AND Dow Theory trend up AND ADX above threshold AND Daily Fibo zone allows AND Footprint Delta bullish (if filter enabled) **Short:** EMA falling AND Dow Theory trend down AND ADX above threshold AND Daily Fibo zone allows AND Footprint Delta bearish (if filter enabled) --- ### Exit Conditions - TP1 — ATR × Factor × 1 → closes 30% (or Fibo 0.382 if shallow counter-trend entry) - TP2 — ATR × Factor × 2 → closes another 30% - TP3 — ATR × Factor × 3 → closes a further 30% - Stop Loss — fixed % from entry → closes full position - Break Even Stop — once floating profit reaches the BE trigger %, stop moves to entry price and closes on pullback - Trend Reversal — when Dow Theory swing flips → closes full position --- ### Focus Level & Auto Calibration Unchanged from URUZ. Focus Level is the primary knob — adjust it first when applying to a new symbol or timeframe. Auto Calibration computes ADX threshold, ATR factor, and Stop Loss from the chart's own volatility data. When enabled, no manual tuning is required. --- ### Break Even Stop Unchanged from URUZ. One parameter: how far price must move from entry before the stop activates. Stop is always placed at entry price. --- ### Footprint Delta Filter *(Premium plan required)* Unchanged from URUZ. Uses BTC or ETH footprint delta as a directional confirmation filter. Blocks entries when order flow contradicts the trade direction. --- ### Parameters - **Focus Level** (default 13) — Main knob. Controls swing detection and EMA scaling. - **EMA Scale Ratio** (default 5) — EMA length = Focus Level × this value. - **Daily Swing Length** (default 10) — Swing detection period for the daily timeframe. Independent from Focus Level. - **Show Daily Fibo Zone** (default ON) — Displays the 0.382 and 0.618 levels on the chart for visual reference. - **Auto Calibration** (default ON) — Computes ADX threshold, ATR factor, and SL automatically. - **BE Trigger %** (default 5.5%) — How far price must move before the BE stop activates. - **ATR Factor** — Manual mode only. Default 3.8. - **Stop Loss %** — Manual mode only. Default -10.0%. - **ADX Threshold** — Manual mode only. Default 20.5. - **Footprint SMA Period** (default 21) — Smoothing period for delta signal. --- ### On Overfitting One of the design principles of the NORN WEAVE series has been to minimize the number of configurable parameters. More parameters means more room to fit historical data — and less reason to trust that the results will hold going forward. THURISAZ adds one new parameter: Daily Swing Length. That's it. The Fibonacci levels themselves (0.382 and 0.618) are not parameters — they are fixed, widely recognized structural levels used by traders across markets and timeframes. They were not chosen by optimizing against backtest data. The Daily Fibonacci Filter was validated across six symbols (SOL, DOGE, ETH, SUI, NEAR, PEPE). Five of the six showed improvement in profit factor and drawdown. The one exception — PEPE — deteriorated, which is the expected behavior: PEPE's explosive, non-structural price action doesn't respect daily swing context the way trend-following instruments do. A filter that improves everything uniformly would be suspicious. This result is not. The filter works because the idea behind it is sound, not because it was tuned to work. --- ### Visual Guide - **EMA line** — 3-layer glow. Teal when rising, red when falling. - **Dow Theory zones** — gradient fill from current swing level to current price. - **Daily Fibo lines** — gold lines at 0.382 and 0.618 of the daily swing. Shaded zone between them marks where entries are blocked. - **TP lines** — semi-transparent. TP1 faintest, TP3 most visible. - **BE Stop line** — gold, appears only when active. - **Gray background** — ADX below threshold. No entries. - **Orange background** — Footprint Delta Filter blocking entry, or Daily Fibo mid zone active. - **Status table** — real-time display of all conditions. Japanese/English toggle included. Daily Fibo status shown as: Same Dir / Mid Zone (blocked) / Shallow (TP adjusted) / Deep (reversal watch). --- --- ### 概要 NORN WEAVE ᚦ THURISAZ は、URUZを土台とした NORN WEAVE シリーズ第3バージョンです。 コアロジックは変わっていません——EMAの傾き・ダウ理論のスイング構造・ADXトレンド確認。変わったのはエントリーフィルターです。THURISAZは、すべてのトレードの前に一つの問いを加えます。*日足でみたとき、今どこに立っているのか？* URUZは「生き残る」ために設計されました。THURISAZは「選ぶ」ために設計されています。悪いエントリーは資金を失うだけでなく、時間・証拠金・集中力を消費します。このバージョンの目標は、現在足ではシグナルが正しく見えても、大きな地形では立ってはいけない場所へのエントリーを止めることです。 哲学は変わっていません。まず生き残る、利益はその次。THURISAZは三つ目の原則を加えます——*立つべきでない場所には立たない。* --- ### 追加機能：日足フィボフィルター THURISAZは、相場の地形を把握するための「日足フィボナッチフィルター」を新たに導入しました。 現在足のトレンドと日足のトレンドが同じ方向の場合、ストラテジーはURUZとまったく同じ挙動をします——追加の制約はありません。 方向が逆の場合、THURISAZはフィボナッチリトレースメント水準（0.382・0.618）を使い、日足スイングのどの位置に価格があるかを評価します。 - **中間ゾーン（0.382〜0.618）** — 価格が日足レンジの真ん中にある状態。「踊り場」と呼ぶべき位置で、押し目・戻しが途中で止まって反転する可能性が最も高い。エントリーをブロックします。 - **浅いゾーン（0.382以下）** — 押し目・戻しがまだ浅い段階。エントリーは許可しますが、TP1を通常のATRベースから日足フィボ0.382水準に調整します。自然な抵抗ゾーンの手前で部分利確します。 - **深いゾーン（0.618以上）** — 大きく押し込まれた位置。反転の可能性がある水準として通常通りエントリーします。 日足のスイング検出期間は現在足のフォーカスレベルとは独立して設定できます。 --- ### エントリー条件 **ロング：** EMA上向き AND ダウ理論上昇 AND ADXしきい値以上 AND 日足フィボゾーン許可 AND フットプリントデルタ買い優勢（フィルター有効時） **ショート：** EMA下向き AND ダウ理論下降 AND ADXしきい値以上 AND 日足フィボゾーン許可 AND フットプリントデルタ売り優勢（フィルター有効時） --- ### イグジット条件 - TP1 — ATR×倍率×1 → 30%決済（逆張り・浅いゾーン時はフィボ0.382水準） - TP2 — ATR×倍率×2 → さらに30%決済 - TP3 — ATR×倍率×3 → さらに30%決済 - ストップロス — エントリーから設定%に達したら全決済 - ブレークイーブンストップ — 含み益がBE発動しきい値%に達したらストップが建値に移動。価格が戻ったら全決済 - トレンド反転 — ダウ理論スイングが逆転した時点で全決済 --- ### フォーカスレベルとオートキャリブレーション URUZから変更なし。フォーカスレベルが主軸ノブです。新しい銘柄・時間足に適用するときはここを最初に調整してください。 オートキャリブレーションをONにすると、ADXしきい値・ATR倍率・SLがチャートのボラティリティデータから自動算出されます。 --- ### ブレークイーブンストップ URUZから変更なし。設定項目は一つ——「何%動いたら発動するか」だけ。ストップ位置は常に建値です。 --- ### フットプリント・デルタフィルター *（Premiumプラン以上が必要）* URUZから変更なし。BTCまたはETHのフットプリントデルタを方向性確認フィルターとして使用します。 --- ### パラメーター - **フォーカスレベル**（デフォルト13）— 主軸ノブ。スイング検出・EMAスケールを制御。 - **EMAスケール倍率**（デフォルト5）— EMA期間 = フォーカスレベル × この値。 - **日足スイング検出期間**（デフォルト10）— 日足フィボ計算に使うスイング検出期間。フォーカスレベルとは独立。 - **日足フィボゾーン表示**（デフォルトON）— 0.382・0.618ラインをチャートに表示。 - **オートキャリブレーション**（デフォルトON）— ADXしきい値・ATR倍率・SLを自動算出。 - **BE発動しきい値%**（デフォルト5.5%）— エントリーからこの%動いたらBEストップが発動。 - **ATR倍率**（手動）— オートキャリブレーションOFF時に有効。デフォルト3.8。 - **損切り%**（手動）— オートキャリブレーションOFF時に有効。デフォルト-10.0%。 - **ADXしきい値**（手動）— オートキャリブレーションOFF時に有効。デフォルト20.5。 - **フットプリントSMA期間**（デフォルト21）— デルタシグナルの平滑化期間。 --- ### 過剰最適化について NORN WEAVE シリーズの設計方針の一つは、パラメーター数をできる限り減らすことでした。パラメーターが増えるほど過去データへの過剰適合が起きやすくなり、将来の結果を信頼する根拠が薄れるからです。 THURISAZで追加したパラメーターは「日足スイング検出期間」の一つだけです。 フィボナッチ水準（0.382・0.618）自体はパラメーターではありません——バックテストデータを最適化して選んだ値ではなく、多くのトレーダーが長年にわたって参照してきた普遍的な構造水準です。 日足フィボフィルターは6銘柄（SOL・DOGE・ETH・SUI・NEAR・PEPE）で検証しました。そのうち5銘柄でPFとDDが改善しました。唯一悪化したのはPEPEですが、これは想定内の結果です——PEPEの急騰急落型の値動きは日足スイング構造を参照するロジックとそもそも相性が悪い。すべての銘柄で一様に改善するフィルターの方が、むしろ過剰最適化を疑うべきです。 このフィルターが機能するのは、チューニングの結果ではなく、背後にある考え方が正しいからだと考えています。 --- ### チャートの見方 - **EMAライン** — 3層グロー効果。上向きはティール、下向きはレッド。 - **ダウ理論ゾーン** — 現在のスイングレベルから現在価格へのグラデーション。 - **日足フィボライン** — 日足スイングの0.382・0.618をゴールドラインで表示。その間のシェードが「踊り場ゾーン（エントリーブロック）」。 - **TPライン** — 半透明。TP1が最も薄く、TP3が最も濃い。 - **BEストップライン** — ゴールド。発動中のみ表示。 - **グレー背景** — ADXがしきい値以下。エントリーなし。 - **オレンジ背景** — フットプリントデルタフィルターがブロック中、または日足フィボ踊り場ゾーンが有効。 - **ステータステーブル** — 全条件・パラメーター値をリアルタイム表示。日英切り替え対応。日足フィボの状態は「同方向 / 踊り場（ブロック）/ 浅い（TP調整）/ 深い（反転狙い）」で表示。
Strategia
od mm_mitsuya
Stoch RSI Super BUY only indicator (SRS)Overview The Stoch RSI Super Strategy (SRS) Combined is a comprehensive, multi-layered momentum and trend-following indicator. It is designed to identify high-probability exhaustion zones, track price divergence, and validate potential entries using price action breakouts and dynamic Moving Average (MA) trend filtering. Instead of generating basic crossover signals, this indicator operates on a "state-tracking" logic system. It requires a specific sequence of momentum shifts before generating an actionable breakout line and subsequent buy signal, reducing false entries in choppy markets. How It Works (Under the Hood) The script is built on three primary components: Smoothed Stochastic RSI (%K): The script calculates a standard RSI, applies a Stochastic oscillator to that RSI, and then smooths it to create the %K line. State-Tracking Logic: The indicator looks for a specific sequence of events: Phase 1 (Overbought Setup): The %K must cross above the 80 level while the RSI is concurrently at or above 70. This plots a small Green Circle, indicating the market has reached extreme momentum. Phase 2 (Oversold Trigger): After Phase 1 is validated, the indicator waits for the %K line to cross below the 20 level. When this happens, a Red Circle is plotted, and the corresponding price candle is colored black. Price Action Breakout & Trend Filter: Once the black candle is established, a horizontal breakout line is drawn at its High. For a long signal to trigger, the closing price must break above this horizontal line AND close above the 21-period Simple Moving Average (SMA). Divergence Detection: The script records the low price and %K value at each "Red Circle" event. If a new setup forms with a lower price but a higher %K value, the script flags a Bullish Divergence ("D" label). Core Features Dynamic MA 21: Plotted directly on the main chart, this Moving Average changes color (Green/Red) based on whether the current close is above or below it, providing an immediate visual cue for the baseline trend. Smart Breakout Line: A dynamic horizontal line that tracks the high of the setup candle. It colors red while waiting for a breakout and locks to green once the price successfully closes above it. Exit Logic: Once a trade is active, the script tracks the %K line. An exit signal (Red Downward Triangle) is generated when %K pushes back above 70 and subsequently crosses under it, signaling fading bullish momentum. Built-in Alerts: Fully configured alertconditions for when the breakout line is generated and when a validated buy signal occurs. How to Use This Indicator Monitoring: Watch for the sequence to unfold in the sub-pane. A Green Circle followed by a Red Circle means the setup is actively being monitored. Entry Validation: Do not enter blindly on the Red Circle. Wait for the price to close above the dynamic horizontal line and the 21 SMA. If the Buy label includes a "D", it indicates the setup is backed by hidden bullish divergence, adding confluence. Trade Management: Use the dynamic 21 SMA as a potential trailing dynamic support, or utilize the built-in exit triangle as a signal to scale out or close the position. Disclaimer: This script is for educational and analytical purposes only. It is highly recommended to use this indicator in conjunction with broader market structure analysis, support/resistance levels, and strict risk management. Past performance is not indicative of future results.
Wskaźnik
od dr_sayedr83
Trend Structure Scale-In👋 What's up traders, Decided to finally share this one after a lot of testing, tweaking, and more chart staring than I'd like to admit. Trend Mitigation Scale-In Pro is built around a simple idea: trade with the trend, wait for quality pullbacks, and let probabilities do the heavy lifting. The strategy combines: • EMA200 trend filtering • Pivot structure detection • Engulfing candle confirmation • Mitigation-based entries • Controlled scale-ins on pullbacks • Fixed basket take-profit management The goal isn't to catch every move. It's to stay aligned with the bigger trend and focus on higher-quality setups while keeping execution simple. Like every strategy, it's not perfect and should always be tested thoroughly before being used on a live account. I'm constantly building, testing, and improving new ideas, so feedback is always appreciated. If you find it useful, a ⭐ Favorite, 👍 Like, or 🚀 Boost helps more than you think and motivates me to keep sharing. Wishing everyone green charts and disciplined trading. 🏆 Good luck out there. — Tomukasss
Strategia
od Tomukasss
3
Adaptive MTF Trend Fusion [AlgoPro]Adaptive MTF Trend Fusion is an advanced multi-timeframe trend modeling system. It is engineered to combine multi-timeframe moving average structure, multi-timeframe VWAP-based price weighting, volatility-adjusted trend bands, and adaptive visual confirmation into one clean decision framework. Rather than relying on a single moving average, fixed trendline, or static channel, this tool creates a dynamic fusion midline by blending multiple timeframe calculations together. The result is a smoother, more context-aware trend anchor that adapts to market structure, volatility, and directional pressure across different chart environments. 🔵 SYSTEM ARCHITECTURE & CORE TREND ENGINE Multi-Timeframe Fusion Engine Adaptive Timeframe Mapping: The system can automatically select lower, middle, or higher timeframe combinations based on the chart you are viewing. This allows the indicator to build a broader trend model without requiring manual timeframe adjustments every time you switch charts. Auto Higher / Auto Middle / Auto Lower Modes: Traders can choose whether the fusion engine should lean into higher-timeframe confirmation, balanced multi-timeframe structure, or lower-timeframe responsiveness. Manual mode is also available for full custom timeframe selection. Confirmed Higher-Timeframe Logic: Higher-timeframe values are handled with confirmation logic to help prevent future-leak behavior and keep the model grounded in completed higher-timeframe data. Advanced Moving Average Fusion Core Selectable Smoothing Models: The moving-average engine supports multiple smoothing types, including SMA, EMA, WMA, HMA, RMA, VWMA, DEMA, TEMA, THMA, and JMA. This allows the trader to tune the fusion line from slower institutional-style trend tracking to faster adaptive response. Weighted Calculation Control: The moving average component can be enabled, disabled, or weighted independently. This lets traders decide how much influence the selected moving average structure should have in the final fusion midline. Multi-Timeframe MA Blending: The script calculates the selected moving average across three chosen timeframes, then blends those values into a single adaptive trend anchor. VWAP-Based Price Alignment Engine Rolling VWAP Support: The VWAP engine can use a rolling VWAP calculation over a user-defined length, helping the system identify price positioning relative to recent volume-weighted value. Daily VWAP Support: A daily-reset VWAP mode is also included for traders who prefer a session/day-based value anchor. Weighted VWAP Influence: The VWAP component can be enabled, disabled, or weighted separately from the moving-average component. This allows the final fusion line to lean more toward volume-weighted value, moving-average structure, or a balanced blend of both. Volatility-Scaled Trend Confirmation Bands ATR-Based Volatility Framework: The fusion midline is surrounded by volatility-adjusted upper and lower confirmation thresholds. These bands expand and contract with market volatility, helping reduce false flips during noisy conditions. Trend Confirmation Candles: A trend state does not flip immediately from a single cross. The system requires a user-defined number of confirming candles above or below the volatility structure before locking into a bullish or bearish state. Directional State Machine: Once a bullish or bearish condition is confirmed, the indicator maintains that structural state until the opposite side earns confirmation. This helps traders avoid reacting to every minor pullback or midline test. 🔵 VISUAL TREND STRUCTURE & MARKET INTERPRETATION Adaptive Fusion Band Fusion Band Around the Midline: A separate internal band is plotted around the fusion midline to help define the core trend zone. This acts as a visual center-of-gravity area for the current market structure. Dynamic Color Behavior: The fusion band shifts color based on price position and trend state. When price is interacting with the band, the color can remain more neutral. As price pushes away from the band, the visual structure becomes stronger in the active trend color. Clean Trend Zone Visualization: The band is designed to make trend structure easy to read without overwhelming the chart. It gives traders a clear view of whether price is compressing near the midline or expanding away from it. Volatility Gradient Fill Trend Expansion Visualization: When price is moving in the direction of the confirmed trend, the script creates a gradient fill between price and the active volatility buffer. Volume-Based Brightness: The gradient fill responds to volume pressure. Stronger directional volume can make the fill appear more active, while weaker volume pressure fades the visual intensity. Directional Market Context: This helps traders quickly identify whether a move has supportive pressure behind it or whether price is simply drifting away from the midline without strong participation. Trend Flip Signals Confirmed Bullish Flip Signals: When the system confirms a bullish transition, a clean signal marker is printed near the lower volatility structure. Confirmed Bearish Flip Signals: When the system confirms a bearish transition, a clean signal marker is printed near the upper volatility structure. Glow-Based Signal Styling: The signal markers are designed with layered glow circles to make important trend shifts visible without cluttering the chart. Midline Retest Signals Bullish Retest Logic: During a bullish trend, if price pulls below the fusion midline and then crosses back above it, the script can print a bullish retest marker. Bearish Retest Logic: During a bearish trend, if price pushes above the fusion midline and then crosses back below it, the script can print a bearish retest marker. Continuation Setup Assistance: These retest markers are designed to help identify possible trend continuation opportunities after a pullback into the fusion structure. 🔵 SYSTEMATIC TRADING INTERPRETATION Trend Following Bias: Use the confirmed market state as the primary directional bias. Bullish states favor long-side planning, while bearish states favor short-side planning. Midline Pullback Continuations: During a confirmed trend, watch for price to pull back toward or through the fusion midline. A retest signal can help identify when price is attempting to reclaim trend direction. Volatility Buffer Confirmation: Strong trend flips occur only when price closes beyond the volatility structure for the required number of confirming candles. This helps filter weak crosses and reduce premature entries. Trend Strength Expansion: A rising trend strength value means price is moving farther away from the midline. This can indicate strong momentum, but it can also warn that price is becoming extended depending on market context. Volume Pressure Confirmation: Use the volume pressure reading to determine whether the current move is being supported by directional participation. Strong trend state plus matching volume pressure can suggest better continuation quality. Fusion Band Compression: When price is hovering near the fusion band, the market may be compressing, ranging, or preparing for a larger directional move. When price expands away from the band, the system helps visualize directional strength. 🔵 INTERFACE CONFIGURATION & PARAMETERS Multi-Timeframe Controls: Choose Auto Higher, Auto Middle, Auto Lower, or Manual mode depending on whether you want broader confirmation, balanced structure, lower-timeframe responsiveness, or full custom control. Moving Average Settings: Select from multiple moving average types and adjust the moving average length to control how responsive or smooth the fusion engine becomes. VWAP Settings: Choose between Rolling VWAP and Daily VWAP, then adjust the rolling length when using the rolling mode. Volatility Settings: Tune the ATR length, volatility multiplier, smoothing, and confirmation candle count to adjust how strict or responsive the trend engine should be. Fusion Band Settings: Control the internal band visibility, width, and multiplier to fit your preferred chart style. Visual Settings: Customize bull, bear, and neutral colors, signal sizes, dashboard position, dashboard size, and chart display options. Adaptive MTF Trend Fusion transforms a standard chart into a multi-timeframe trend modeling dashboard. By combining moving average structure, VWAP value, volatility confirmation, trend strength, and volume pressure into one unified system, it gives traders a cleaner way to read market direction, trend health, and pullback continuation opportunities.
Wskaźnik
od AlgoProTrading
14
TimeSMAThis is a GREAT SCRIPT. You can now easily view a daily moving average on ANY timeframe, - daily, 2h, 30m, 45sec, etc. The Problem with a Standard SMA A 20 SMA on a daily chart averages the last 20 trading days. Switch to a 30m chart and that same "20 SMA" now covers only 10 hours. It's no longer a 20-day SMA — it's just 20 candles of whatever timeframe you're on. The Fix Enable Time-Based mode and set Length to 20. Now it's a true 20-day SMA on every timeframe — daily, 2h, 30m, or 5m. The script automatically calculates how many bars are needed to represent exactly 20 trading days. Features Time-Based mode toggle — works as a standard SMA when disabled Vertical line marking the oldest bar included in the calculation Bull/bear background shading Edge case warnings for monthly timeframes
Wskaźnik
od DarkStarOptions