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波動率
Adaptive Supertrend [ForexCracked]🔷 OVERVIEW
Adaptive Supertrend is a trend-following tool that automatically adjusts its sensitivity to current market volatility. A classic Supertrend uses one fixed factor, which whipsaws in choppy conditions and lags in calm ones. This version measures the live volatility regime and scales the ATR factor between a low and a high setting, so the trail tightens when volatility is low and widens when volatility is high.
🔷 CONCEPTS
Supertrend trails price using an ATR band whose width is set by a "factor." Instead of one fixed factor, this script ranks the current ATR against its own recent range (a 0–100 volatility percentile) and maps that rank onto a factor between your Min and Max settings:
• Low volatility → smaller factor → tighter trail, earlier signals. • High volatility → larger factor → wider trail, fewer false flips.
🔷 HOW TO USE
• Stay with the trend while the line sits below price (up) or above price (down). • A flip of the line marks a potential trend change, shown with a Buy or Sell label. • Read the Info panel for the live trend and the current volatility regime (Low / Medium / High). • Combine it with structure or support and resistance for confirmation, and always use a stop. No single indicator is a complete system.
🔷 SETTINGS
• ATR Length — lookback for the ATR band. • Min Factor / Max Factor — the range the factor adapts between. • Volatility Lookback — bars used to rank the current volatility. • Style — Buy/Sell labels, gradient fill, info panel, bar coloring, and colors.
🔷 ALERTS
• Buy (flip up) and Sell (flip down).
Free and open-source. Educational tool, not financial advice.
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Position Size Calculator - Risk Manager, Risk/Reward & L[LunqFX]Risk Manager is an on-chart position size and risk/reward calculator for TradingView that turns proper risk management into one click. Set your account size and risk per trade %, and it instantly gives you the exact position size (units / lots / contracts / shares), your risk and reward in dollars, the risk/reward ratio, and the breakeven win rate you need to be profitable — all visualized as clean risk and reward zones right on the chart. It works out of the box with an auto ATR setup (Entry / Stop Loss / Take Profit placed for you), or type your own levels. Built in Pine Script v6, it works on forex, crypto, stocks, indices, futures, gold (XAUUSD) and Bitcoin (BTCUSD), on any timeframe — because it sizes risk, not signals. Keywords: position size, position sizing, risk management, risk reward, risk/reward ratio, lot size calculator, money management, stop loss, take profit, R multiple, risk per trade, breakeven win rate, Kelly criterion, day trading, swing trading, scalping.
◆ WHY THIS MATTERS
Most traders blow accounts not because of bad entries, but because of bad position sizing and inconsistent risk. Professionals risk a fixed small % per trade (commonly 0.5–2%) and know their risk/reward before they click buy. This tool enforces that discipline on every trade — no spreadsheets, no external calculators.
◆ WHAT IT DOES
Exact position size from your account balance and risk %, in units, lots, contracts, shares or coins.
Risk and reward in account currency and as a % of account.
Risk/reward ratio with a clean visual meter.
Breakeven win rate — the minimum win rate needed to be profitable at your current R:R (a metric most calculators skip).
Visual risk zone (red) and reward zone (green) drawn between Entry, Stop and Target.
Optional fractional Kelly suggested risk %.
A modern, colour-coded dashboard.
◆ HOW IT WORKS
Auto mode (default): Entry is set at price, Stop at a chosen ATR distance, and Target at your chosen R multiple — a valid setup appears instantly on any instrument.
Manual mode: turn Auto off and enter your own exact Entry / Stop / Target prices in the settings.
Position size = (account balance × risk %) ÷ (distance from entry to stop). This guarantees that if the stop is hit, you lose exactly your chosen risk %.
Reward = position size × distance to target; R:R = reward ÷ risk.
Breakeven win rate = 100 ÷ (1 + R:R) — e.g., at 2R you only need to win >33% of trades to break even.
Lots/contracts = units ÷ your contract size (100000 for a forex standard lot, 1 for stocks/crypto, your multiplier for futures).
◆ HOW TO USE IT
Set Account balance and Risk per trade % once (e.g., 1%).
Pick Auto direction (Long/Short) or switch to manual and place your real Entry/Stop/Target.
Read the Position size — that is exactly how much to trade so your loss at stop = your set risk.
Check the R:R meter and Breakeven — only take trades whose math fits your strategy’s win rate.
Use the red/green zones to see risk and reward visually before entering.
Adjust Contract size to match your instrument (forex lots, futures multiplier, etc.).
◆ SETTINGS
Trade Setup (auto ATR or manual prices, direction, ATR stop, target R), Account & Risk (balance, risk %, contract size, size label), Kelly (optional), Visuals (box length, neon candles), Panel (text size, position, colours).
◆ ALERTS
Price hit Entry · Price hit Stop · Price hit Target.
◆ ORIGINALITY
This is original work. The auto-ATR setup engine, the account-aware sizing, the visual risk/reward zones, the colour-coded dashboard with the R:R meter and the breakeven-win-rate readout are all my own implementation. No third-party code is used.
◆ LIMITATIONS
This is a planning and sizing tool, not a signal generator — it does not tell you when to buy or sell.
Position size assumes your account currency matches the quote currency; for cross-currency pairs or unusual contracts, set Contract size to match your broker’s lot/units.
The auto ATR setup is a starting template — always adjust Stop and Target to real structure.
Results depend on the inputs you provide (balance, risk %, contract size); double-check them for your broker.
◆ NON-REPAINTING
This is a calculator: it draws from your inputs and the current price and never alters historical bars.
Risk Manager is an educational tool, not financial advice. Trading involves risk of loss. Always do your own research and manage risk responsibly. © LunqFX.
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Trend Score For Loop | NickJoanTrend Score For Loop is a trend-classification indicator that evaluates the current source relative to a defined range of prior bars using a loop-based scoring process. The resulting score is compared against user-defined threshold levels to identify bullish and bearish state shifts, while the indicator simultaneously colors price candles to reflect the active directional bias.
Methodology
The indicator calculates a cumulative score by comparing the current source value to each historical value between the selected Start and End lookback points. A positive comparison contributes to upward bias, while a negative comparison contributes to downward bias, producing a simple but adaptive measure of directional strength across the selected range.
Signal logic
A bullish state is established when the score exceeds the Long Threshold, while a bearish state is established when the score falls below the Short Threshold. Once a state is confirmed, it remains active until an opposing threshold condition is triggered, allowing the indicator to behave as a persistent market-bias filter.
Visual output
The script plots the trend score in a separate pane and applies color-coded candle overlays on the main chart to improve visual interpretation of the active state.
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Multi-Indicator Confluence Strategy Automator [MarkitTick]💡 A comprehensive, multi-dimensional technical analysis suite engineered to evaluate market conditions through a rigorous synthesis of trend, momentum, volatility, and cross-asset correlation metrics. Designed for traders who require a systematic approach to market entry and risk management, this script aggregates signals from multiple proven indicators and applies advanced statistical filters to minimize false positives. By unifying foundational technical analysis with advanced mathematical concepts like the Hurst exponent and momentum inflation, this tool provides a highly objective, data-driven environment for evaluating market structure and defining structured trade parameters.
✨ Originality and Utility
Standard trading methodologies often rely on isolated indicators, which can lead to high failure rates in dynamic market environments. The originality of this script lies in its robust confluence engine, which demands simultaneous alignment across multiple independent market dimensions before generating a signal.
Instead of merely stacking moving averages, this suite integrates a strict Boolean gating system that evaluates:
A primary directional baseline derived from a Hull Moving Average combined with an Average True Range volatility buffer.
A directional movement and momentum confirmation matrix utilizing the Average Directional Index and Commodity Channel Index.
Dynamic volume filtering to ensure market participation supports the price action.
Advanced statistical gating mechanisms, including confluence decay, regime detection, and cross-asset correlation analysis.
This utility is exceptionally valuable for systematic traders, as it translates complex, multidimensional market data into a highly legible, unified dashboard while automatically projecting risk-adjusted stop-loss and take-profit levels dynamically based on current market volatility.
🔬 Methodology and Concepts
● The Confluence Engine
The core of this strategy revolves around a scoring system that evaluates bullish or bearish alignment. A valid signal requires a minimum confluence score, calculated by assessing the following core components:
• Baseline Trend
The script utilizes a Hull Moving Average to determine the primary market bias. To eliminate noise, a volatility buffer equivalent to a fraction of the Average True Range is applied, ensuring that only definitive breakouts beyond the baseline are considered valid directional shifts.
• Directional Movement (ADX/DMI)
The first confirmation layer relies on the Average Directional Index alongside the Directional Movement Indicators. A trend is only considered active if the ADX exceeds a user-defined threshold, and the relationship between the positive and negative directional indicators defines the bias.
• Momentum Oscillators (CCI)
The second confirmation layer employs the Commodity Channel Index to measure the current price level relative to an average price level over a given period. Bullish or bearish confirmation requires the CCI to pierce specific upper or lower thresholds.
• Volume Validation
A volume filter ensures that signals are backed by significant market interest. The current period's volume must exceed a rolling exponential moving average of historical volume, multiplied by a strict sensitivity factor.
• Advanced Gating Filters
Confluence Decay: A time-based penalty system that degrades the value of a signal if the confluence state persists for too long without triggering an entry, preventing late entries into exhausted trends.
Hurst Regime Detector: Classifies the market as trending or mean-reverting, gating signals that conflict with the overarching statistical regime.
Momentum Inflation Ratio: Normalizes current price velocity against historical volatility to detect and filter out exhaustion spikes.
Cross-Asset Lead-Lag: Computes the Pearson correlation against a secondary asset to confirm macroeconomic or sector-wide alignment before entry.
🎨 Visual Guide
The script employs a highly intuitive visual hierarchy designed to keep the chart clean while providing maximum data density.
● Chart Elements
• Heatmap Candles
The standard price candles are color-coded based on the baseline trend state. Bullish bars are colored a vibrant teal, bearish bars are marked in a distinct red, and neutral states default to a muted slate blue. This visual heuristic allows traders to instantly recognize the dominant market regime without processing raw numerical data.
• Signal Markers
When all confluence conditions and advanced gates are met, the script plots distinct entry markers: small upward-pointing triangles below the bar for long signals, and downward-pointing triangles above the bar for short signals.
• Risk Management Levels
Upon a confirmed signal, the script dynamically draws horizontal lines representing the trade parameters:
Entry Line: A dashed, neutral-colored line projecting the exact trigger price.
Stop Loss (SL): A dashed, red line projected against the trend based on a multiple of the Average True Range.
Take Profit (TP1, TP2, TP3): Three dotted, green lines representing scaled exit targets, dynamically calculated using expanding volatility multiples.
Each line is accompanied by a precise price label anchored to the right side of the chart.
● The Information Dashboard
A comprehensive table is anchored to the top right of the screen. It displays the real-time status of the Baseline, Confirm 1, Confirm 2, Volume, Exit status, and the aggregate Score. Furthermore, it outputs the exact values for ADX, ATR, Decay Age, Hurst Exponent, Momentum Inflation, Baseline Distance-Integral, and Lead-Lag Correlation, using a color-coded text system (Green for bullish/favorable, Red for bearish/unfavorable, Yellow for warnings).
📌 Note : the best way to resolve visual overlap is to navigate to the Object Tree and drag the indicator above the main chart layer, or simply hide the native candles in your chart settings.
📖 How to Use
● Interpreting Signals
Traders should monitor the chart for the appearance of the signal triangles. Because the script utilizes a strict minimum gap requirement between signals, traders will not be overwhelmed by repetitive alerts during a sustained trend.
● Executing Trades
Once a signal appears, the script automatically projects the optimal Entry, Stop Loss, and three Take Profit levels on the chart. Traders can use these exact price labels to populate their exchange order tickets or algorithmic routing software.
● Managing Positions
The built-in Exit Indicator, driven by a faster CCI calculation, will trigger an alert when counter-trend momentum builds, providing an objective reason to manually close or trail stops on an active position before the hard stop loss is hit.
● Dashboard Monitoring
Use the dashboard table to gauge the overall health of the trend. If the Confluence Score drops or the Confluence Decay percentage reaches high levels, it is highly advisable to tighten stops on existing positions, as the mathematical probability of trend continuation has diminished.
⚙️ Inputs and Settings
● Core Indicator Tuning
Baseline HMA Length: Adjusts the sensitivity of the primary trend filter.
ADX/DMI Length & Threshold: Defines how strong a trend must be to pass the first confirmation gate.
CCI Length & Threshold: Sets the momentum required for the second confirmation gate.
Volume RMA Length & Multiplier: Configures the strictness of the volume participation filter.
● Risk Parameters
ATR Length: The lookback period for volatility measurement.
SL ATR Mult: The multiplier applied to the ATR to define the stop-loss distance.
TP1, TP2, TP3 ATR Mult: The multipliers defining the three scale-out profit targets.
● Advanced Filter Settings
Confluence Decay: Toggles the time penalty system and defines the maximum bars before full decay.
Hurst Regime Detector: Toggles regime filtering and sets the threshold for trending vs. mean-reverting environments.
Momentum Inflation Ratio: Toggles velocity normalization and sets the threshold ratio for exhaustion alerts.
Cross-Asset Lead-Lag: Defines the correlation ticker, correlation lookback window, and minimum Pearson threshold.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Rescaled Range Analysis and the Hurst Exponent
This script integrates a specialized implementation of the Hurst Exponent, a statistical measure originally developed in hydrology, to classify financial time series data. It calculates the cumulative deviation of the asset's price from its Simple Moving Average over a defined rolling window. By identifying the maximum and minimum cumulative deviations, the script establishes the range, which is then normalized against the standard deviation of the price series to compute the rescaled range ratio. The final Hurst value is derived logarithmically. A value significantly greater than 0.5 mathematically confirms a persistent, trending regime, while a value below 0.5 indicates an anti-persistent, mean-reverting environment.
● Momentum Inflation via Volatility Normalization
The script tackles the academic problem of momentum illusion, where sheer point movement is mistaken for structural momentum, by normalizing absolute price speed against the Average True Range. It then compares this normalized current velocity against a rolling historical average of normalized velocity. If the resulting ratio exceeds the user-defined threshold, the script identifies the movement as mathematically over-extended, gating further entries to prevent buying the top or selling the bottom of a volatility spike.
● Cross-Asset Correlation Dynamics
To account for macroeconomic interconnectedness, the script employs a rolling Pearson correlation coefficient between the primary asset and a defined leading indicator. By analyzing the covariance of the two assets relative to the product of their standard deviations over a specific window, it mathematically verifies if the broader sector or macroeconomic environment supports the localized signal.
● Distance-Integral Calculations
The Baseline Distance-Integral utilizes a rolling mathematical sum of the spatial delta between the closing price and the moving average. This integral provides a quantifiable area-under-the-curve measurement, offering deeper insight into the cumulative kinetic energy of a trend rather than relying solely on point-in-time cross 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. We 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.
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Bollinger Squeeze Breakout + VolumeA volatility contraction often precedes a volatility expansion. When Bollinger Bands narrow significantly, it signals that the market has entered a period of low energy, and low energy rarely lasts. This strategy is built around that principle: it waits for a genuine squeeze, then enters only when price breaks out of the bands with volume confirming that the move has real participation behind it, not just noise.
The logic
A squeeze is identified when the Bollinger Band width (the distance between the upper and lower bands relative to price) falls below its own recent average,meaning volatility is unusually compressed compared to the recent past. Once that condition is met, the strategy watches for price to close outside either band. A long entry triggers when price closes above the upper band during a squeeze, confirmed by volume exceeding its 20-period average. A short entry triggers under the mirrored condition on the lower band. Stops and targets are based on ATR, since the appropriate distance for both should scale with the market's actual movement at the time of entry, not a fixed number.
This approach tends to filter out the false breakouts that occur during already-volatile, choppy conditions, since the entry only fires after a genuine period of compression, which is when breakouts have historically had more follow-through.
Notes on use
The squeeze threshold and lookback length are the two inputs worth tuning per instrument, a 50-period lookback works reasonably well on daily and 4-hour charts, but lower timeframes may benefit from a shorter lookback to react faster to genuine volatility shifts. As with any breakout strategy, backtest across both trending and range-bound periods before drawing conclusions, since this approach is built specifically to perform during regime transitions and may underperform in markets that stay range-bound for extended periods without ever truly compressing.
This is shared for educational and discussion purposes. As always, backtest thoroughly on your own instruments and timeframes, and treat this as a starting framework rather than a finished system. Feedback and variations are welcome in the comments.
策略
Domination 2 ... MTF Stoch RSI Cross Background**Domination 2 — MTF Stoch RSI Background**
Domination 2 is a clean multi-timeframe Stoch RSI background indicator designed to show bullish and bearish momentum directly on the price chart.
The indicator uses the selected Stoch RSI timeframe and colours the chart background based on the relationship between the Stoch RSI K and D lines.
**Core Background Rules**
* **Green background** = Stoch RSI K is above D
* **Red background** = Stoch RSI K is below D
This allows traders to quickly see whether the selected timeframe Stoch RSI momentum is bullish or bearish without needing to constantly check the oscillator panel.
**Main Features**
* Multi-timeframe Stoch RSI background
* Selectable Stoch RSI timeframe
* Green background when K is above D
* Red background when K is below D
* Adjustable background transparency
* Optional K/D cross markers
* Optional Stoch RSI table
* Optional ATR trend system
* ATR system is turned off by default
* Clean default setup with only the background colours enabled
**How It Works**
Domination 2 calculates the Stoch RSI K and D values from the selected timeframe. The chart background then follows the current K/D relationship:
* If K is above D, the background turns green.
* If K is below D, the background turns red.
This creates a simple visual momentum map directly behind price action.
**Suggested Use**
This indicator can be used to monitor higher-timeframe or selected-timeframe Stoch RSI momentum while trading on any chart timeframe.
For example, traders may use a 1D Stoch RSI background on a lower timeframe chart to stay aware of the broader momentum condition.
**Optional Tools**
The indicator also includes optional features that can be enabled manually:
* K/D cross labels
* Stoch RSI information table
* ATR trend line system
* ATR trend flip markers
* ATR bar colouring and highlighting
These are turned off by default so the indicator starts as a clean background-only tool.
**Disclaimer**
This indicator is designed as a visual momentum aid only. It is not financial advice and should not be used by itself for trade entries or exits. Always combine it with your own analysis, risk management, market structure, and trading plan.
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GBR Micro Kernel Trend [Laplace Smoothing]The GBR Micro Kernel Trend is the ultimate solution for lower-timeframe scalpers (1m-5m) who are tired of traditional moving averages whipping them out of trades.
Instead of basic averaging, this indicator utilizes a Nadaraya-Watson Kernel Regression (with a Laplace probability distribution) to dynamically smooth out market noise. The result is a buttery-smooth trend line that doesn't blindly hug the candles, allowing the price to breathe during minor pullbacks.
🔥 Core Features:
Laplace Smoothing Engine: Filters out erratic wicks and micro-chop, focusing strictly on the true directional momentum.
Adjustable Bandwidth (h): Fully customizable. Increase the 'h' value to distance the line from the price for longer holds, or decrease it for hyper-sensitive scalp entries.
Minimalist Sniper Signals: Stripped of all retail clutter. Provides elegant, low-opacity UV Green ▲ and UV Red ▼ markers exclusively at trend reversal points.
Strictly Non-Repainting: Operates strictly on closed bar data. Once a signal is printed, it stays there.
🎯 How to execute:
Wait for the noise to settle. Enter your trade when the Kernel line shifts color and prints the reversal marker. For the highest win rate, ensure your entries align with a higher timeframe macro trend.
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Advanced Volatility1. Normalized ATR (%) - The Blue Line
What it is: The standard Average True Range (ATR) divided by the current closing price.
Why it matters: It tells you exactly what percentage the asset moves on an average bar. If the nATR is 2.0%, you know the asset swings roughly 2% per candle. This is incredibly useful for setting dynamic stop losses and take profits that scale mathematically with the asset's price, rather than guessing arbitrary dollar amounts.
2. BB Width (%) - The Orange Line
What it is: The distance between the Upper and Lower Bollinger Bands, divided by the Middle Band.
Why it matters: This acts as a highly effective "Squeeze" proxy. Volatility is cyclical; it contracts, then it expands. When you see the Orange line drop to extremely low historical levels, it means the Bollinger Bands are pinching tight. This contraction indicates that energy is building up, and a massive breakout/expansion move is imminent.
3. Historical Volatility (%) - The Fuchsia Line
What it is: A strict statistical calculation heavily used in options pricing (often referred to as HV or Realized Volatility). It calculates the standard deviation of logarithmic returns over a period, and annualizes it (multiplying by √252 trading days).
Why it matters: It gives you the "true" statistical variance of the asset. A rising Fuchsia line means the market is becoming highly chaotic and unpredictable, while a falling line means the market is returning to a stable, directional grind.
By layering all three of these metrics on one panel, you can easily spot when a market has compressed to zero (all lines dropping near the Zero Base) right before a massive trend erupts!
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Parabolic Move Detector
It achieves this by combining two completely different mathematical concepts: Momentum Acceleration and Mean Reversion Overextension.
Here is how the script works under the hood:
1. Momentum Acceleration (Parabolic SAR)
First, the script calculates the standard Parabolic SAR (Stop and Reverse).
PSAR prints small dots above or below the price candles.
It is designed to trail the price and physically "accelerate" (move closer to the price) the longer a trend goes on.
When the price finally hits the PSAR dots, the dots flip to the other side. This generates the baseline BUY (bullish momentum shift) and SELL (bearish momentum shift) signals you see on the chart.
2. Overextension (VWAP + ATR Stretch)
A momentum flip alone isn't enough to call a "parabolic reversal"—you need to know if the asset is historically overextended.
The script calculates the VWAP (Volume Weighted Average Price), which acts as the asset's "fair value" mean for the day/session.
It then calculates the ATR (Average True Range) to measure the current volatility.
It draws an Upper Stretch Limit and a Lower Stretch Limit. These are created by adding/subtracting a multiple of the ATR (default 2.0x) from the VWAP. If the price travels outside these bands, the script flags the asset as isStretched (officially in a parabolic/overextended state).
3. The Reversal Detection (The "Blowoff")
The true power of the script lies in combining these two concepts to filter out false signals.
A standard PSAR flip happens all the time in choppy markets. But a Blow-off Top or Capitulation Bottom is exceptionally rare. The script demands two things happen simultaneously to trigger the major alerts:
The price must be heavily deviated from its mean volume price (isStretched).
The accelerating momentum must break (buySignal or sellSignal).
pinescript
blowoffTop = isStretched and sellSignal
capitulationBottom = isStretched and buySignal
BLOWOFF: Prints a large fuchsia cross above the candle. It means the price went on a massive run above the Upper Stretch Limit, and the buyers just failed to hold the momentum, causing the PSAR to flip bearish.
CAPITULATION: Prints a large fuchsia cross below the candle. It means the price dumped severely below the Lower Stretch Limit, and sellers just exhausted themselves, causing the PSAR to flip bullish.
These exact moments are often the highest-probability, lowest-risk areas to catch a violent mean-reversion trade!
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Adaptive Daytrade SignalThis is an adaptive day trading signal that analyzes market conditions using ADX+EMA; in trending markets, it automatically switches to VWAP+EMA to follow the trend on pullbacks, and in ranging markets, it switches to RSI + Bollinger Bands for counter-trend trading.
Recommended timeframes: 3- to 15-minute charts; Instruments: Nikkei 225 futures, S&P 500; for individual stocks, high-volume large-cap stocks; Session restrictions: For individual stocks, it’s effective to wait and see for the first 30 minutes after the open (adjust using “Limit to session”)
The key feature is that it automatically assesses market conditions and switches trading strategies accordingly. The chart background color lets you see the current market phase at a glance (green = uptrend, red = downtrend, gray = range-bound).
In trending phases (trend-following), the system waits for pullbacks or retracements to the EMA9 and enters only when the price is moving in the same direction as the VWAP. This is a classic approach in stock day trading and offers a good balance between win rate and potential profit.
In ranging phases (counter-trend), the system targets rebounds at the outer bands of the Bollinger Bands combined with RSI overbought conditions. Since attempting to follow the trend when there is no clear trend can result in being caught in a round-trip loss, the system automatically switches to this strategy when the ADX is weak.
In line with our opportunity-focused risk management policy, we set stop-losses relatively tight (based on the most recent swing or ATR × 1.0) and use a two-tiered profit-taking strategy: TP1 (1R) as a target for partial profit-taking, and TP2 (2.5R) to let profits run. Stop-loss and profit-taking lines are automatically displayed on the chart.
Since all parameters are adjustable, by adjusting the two settings—ADX trend threshold (trend detection sensitivity) and Volume vs. avg (volume filter)—you can balance the frequency of signals between prioritizing opportunities and prioritizing accuracy.
This indicator is calculated based on closing price candlesticks and does not use `request.security`, so there is no risk of repainting. However, signals are confirmed once the candlestick closes, and labels are displayed after the candlestick closes.
指標
Ultimate Supertrend1. The Core: NLMS Adaptive Filter
At its heart is the Normalized Least Mean Squares (NLMS) filter. Unlike a standard moving average (SMA/EMA) that statically averages the last X bars, the NLMS is an "online" machine-learning predictor.
It looks at the past M bars (taps) and uses gradient descent to calculate "weights" that best predict the current price.
The Step Size (μ) dictates how aggressively it learns. A higher step size makes it hug the price very closely (reactive), while a lower step size keeps the baseline smooth.
This creates an incredibly adaptive baseline that tracks market movement more intelligently than traditional moving averages.
2. Volatility Bands (ATR)
Instead of just using the raw NLMS line, the script applies an Average True Range (ATR) multiplier on top of it.
It calculates an upper and lower boundary based on the ATR around the NLMS baseline.
If the baseline tries to move past these upper/lower extremes, the indicator "ratchets" or snaps the trailing line to the boundary.
This creates the characteristic "stair-step" trailing stop behavior you see in Supertrends.
3. Trend Direction & Signals
The indicator determines the trend by looking at the trajectory of the final NLMS-ATR trailing line:
Bullish Trend (Green): Triggered when the trailing line ticks upward (crosses over its previous value).
Bearish Trend (Red): Triggered when the trailing line ticks downward (crosses under its previous value).
It fires automated alert conditions (alertcondition) whenever these trend flips occur.
4. Visual Enhancements
To make it visually intuitive for trading, the script includes premium aesthetics:
Trend Candles: Automatically paints the actual price candles green or red depending on the current trend.
Gradient Fills: Fills the area between the price and the trailing line, fading softly towards the price to show momentum density.
Trail Glow: Adds a sleek visual glow (semi-transparent bands) around the trailing line itself.
In short, it’s a highly-responsive, volatility-adjusted trailing stop that uses an adaptive algorithm to filter out market noise while keeping you on the right side of the trend.
指標
Prior Level Reaction & Retest ProfilerShort description
An evidence-based profiler for first touches, reactions, breakouts, and confirmed retests at previous-day and previous-week highs and lows, with ATR-normalized outcomes and volatility-regime statistics.
Overview
Previous-day and previous-week highs and lows are widely used as support, resistance, breakout references, and liquidity levels. However, drawing these levels does not answer the practical question: how has this symbol historically behaved after first reaching them?
Prior Level Reaction & Retest Profiler converts each first interaction with PDH, PDL, PWH, and PWL into a measurable event. It records whether price moved away from the level, continued through it, produced a false-break reaction, remained unresolved, or formed a confirmed breakout retest. All distances are normalized with the previous completed daily ATR so observations remain comparable across changing volatility conditions.
This is a descriptive research and decision-support tool. It does not issue automatic buy or sell signals, and historical frequencies are not presented as predictions.
What the indicator measures
For every enabled level, the script selects one first-touch observation during that level's valid daily or weekly period. At the moment of contact, it freezes both the level and the previous completed daily ATR.
For a prior high:
Movement below the level is measured as reaction excursion.
Movement above the level is measured as breakout excursion.
For a prior low, those directions are reversed.
The event is then classified as:
Reaction: The configured reaction threshold is reached first.
Breakout: The configured breakout threshold is reached first.
False-break reaction: Price closes through the level but reaches the reaction threshold before the breakout threshold.
Ambiguous: Both thresholds are reached on the same evaluation bar, so their order cannot be determined from OHLC data.
Unresolved: Neither threshold is reached before the evaluation horizon ends or the source level expires.
Reaction and breakout percentages use directionally resolved observations as their denominator. The dashboard also displays the total sample, ambiguous observations, unresolved observations, and average maximum excursions in daily ATR units.
Why evaluation begins after the touch bar
Historical OHLC bars do not reveal whether the high or low occurred first. Counting the touch bar could therefore invent a sequence that is not present in the data. This script begins outcome evaluation on the following bar and explicitly preserves same-bar dual-threshold outcomes as ambiguous rather than guessing.
Breakout retest engine
When completed history favors breakout over reaction for a level, the optional retest engine follows a confirmed close through that level using a transparent state sequence:
Retest pending: A breakout close occurred and the engine is waiting for price to return.
Retest in progress: Price entered the ATR-normalized retest zone but has not yet confirmed.
Retest confirmed: Price touched the zone and produced a confirmed close back in the breakout direction. Users can optionally require a directional confirmation candle.
Target reached or invalidated: After confirmation, the script records whether the configured ATR target was traded before a confirmed close beyond the invalidation boundary.
Only confirmed chart bars change retest states. A confirmation by itself is not counted as a successful retest. Retest success is calculated only from completed post-confirmation target and invalidation outcomes.
Volatility-conditioned evidence
Retests are not assumed to behave identically in every volatility environment. When regime conditioning is enabled, the script stores the volatility regime present when the breakout setup begins and maintains separate target/invalidation histories for:
Low volatility: Previous daily ATR is at or below 0.80 of its 100-day average.
Normal volatility: The ratio is between 0.80 and 1.20.
High volatility: Previous daily ATR is at or above 1.20 of its 100-day average.
The live decision gate uses only the matching regime's completed retests. It does not borrow confidence from unrelated volatility conditions.
Evidence gate
The simple dashboard prevents attractive headline statistics from being mistaken for a tradable edge.
Observe only: The matching volatility regime has fewer completed retests than the configured minimum.
Stand aside: The sample is sufficient, but target-before-invalidation success is below the configured requirement.
Retest pending / in progress: The evidence gate passes, but confirmation is not complete.
Retest confirmed: The evidence gate passes and the required retest close is confirmed.
Target reached / invalidated: The live confirmed setup has completed.
For example, a level can have a high general breakout rate while its low-volatility retests have a poor success rate. In that situation, the dashboard shows Stand Aside rather than promoting the broader breakout statistic.
Display modes
Simple mode is the default. It shows only the current level segments and a plain-language decision card containing:
Setup
Active level
What to do now
Required confirmation
Invalidation condition
Supporting sample and regime evidence
Only the latest confirmed retest marker is displayed by default. Historical markers can be enabled for auditing.
Evidence mode shows the complete PDH, PDL, PWH, and PWL matrix with sample count, reaction rate, breakout rate, false-break rate, ambiguous and unresolved shares, and average excursions.
Main settings
Daily ATR length
Reaction and breakout thresholds in ATR units
Evaluation horizon in chart bars
Previous-day and previous-week level toggles
Retest-zone width and retest window
Optional directional confirmation candle
Minimum completed retest sample
Minimum acceptable retest success rate
Volatility-regime conditioning
Simple or Evidence display mode
Static and dynamic alerts
Changing chart timeframe changes the real duration represented by the bar-based evaluation and retest windows. Statistics should therefore be compared only when symbol, timeframe, and settings are consistent.
Alerts
Named alerts are available for:
First level touch
Reaction or breakout outcome
False-break reaction
Ambiguous outcome
Breakout close with retest pending
Retest confirmation
Retest failure or expiry
Confirmed-retest target reached
Confirmed-retest invalidation
Dynamic messages can be used by enabling the dynamic-alert setting and creating an alert with Any alert() function call.
Repainting and data behavior
Previous-day, previous-week, daily ATR, and ATR-average values are requested with a one-period offset. Only completed higher-timeframe values are used; no future data is accessed.
Retest state changes require confirmed chart bars. Once a historical event or retest outcome is finalized, its classification does not change. Active events can update as new bars close.
Limitations
Designed primarily for intraday charts.
OHLC data does not reveal intrabar high/low order; ambiguous cases are retained explicitly.
Gap openings can cross a level without trading every intervening price.
Available chart history and data-feed differences affect samples.
Regime-filtered samples can be considerably smaller than overall samples.
The reference target uses traded price, while post-confirmation invalidation requires a confirmed close.
Spread, slippage, commissions, liquidity, position sizing, and execution constraints are not modeled.
Historical behavior does not guarantee future results.
This indicator is not financial advice.
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Directional PurityDirectional Purity
Rather than a simple standalone strategy, Directional Purity is a professional trend-filtering and directional stability engine designed to supercharge any existing trading strategy. It eliminates the fatal flaw of traditional indicators like ADX—which measure trend strength with significant lag—by equipping your strategy with a zero-lag, mathematically precise gauge of directional purity.
Traditionally, ADX relies on double-smoothed EMAs of directional movements, causing delayed responses to trend breakouts and exhaustion. Directional Purity resolves this by using the mathematical equivalence of Chande's CMO and Kaufman's Efficiency Ratio (ER) as a volatility index to dynamically adapt a 13-period VIDYA (Variable Index Dynamic Average) base.
By utilizing a telescoping sum optimization, this script is fully vectorized (loop-free), ensuring extremely fast execution on any time frame.
Features:
- Live Dashboard: Shows real-time market state (Trending Bullish, Trending Bearish, Ranging) and Trend Purity %.
- Visual Fills: Highlights ranging zones in gray to prevent overtrading.
- Built-in Alerts: Triggers for trend breakouts, entering ranges, and direction shifts.
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Momentum Pro Dashboard | MouryaOverview
The Momentum Pro Dashboard is an institutional-grade, all-in-one Heads-Up Display (HUD) engineered specifically for active momentum and day traders. Built purely in Pine Script v6, this dashboard consolidates critical tape reading, volume analysis, and dynamic levels into a clean, mathematically balanced 3-column UI, eliminating the need to constantly switch tabs or clutter your chart with multiple indicators.
1. The Layout & Architecture
The script generates a 3-column Heads-Up Display (HUD) directly on your chart. It is completely dynamic—if you disable a feature in the settings, the table automatically shrinks to close any empty gaps.
Top Header: A spanning banner showing the Ticker, Company Name, Country, Exchange, Sector, and Industry. (It includes a manual override in the settings if TradingView tries to label the exchange as "BATS").
Column 1: Core fundamental data, session momentum percentages, and price extremes.
Column 2: Dynamic support/resistance levels (EMAs, VWAP Bands, and Pivots).
Column 3: A real-time, ticking Tape (Time & Sales) for live order flow.
2. Column 1: Core Metrics & Extremes
This column tracks the fundamental setup and the active momentum of the asset.
Current Price: The live price of the asset. The text turns Green if the day is positive, and Red if the day is negative.
Float & Mkt Cap: Formatted cleanly in Millions (M) or Billions (B).
Float Color Code: < 1M (Bright Green), 1M–5M (Standard Green), 5M–10M (Dark Green), 10M–20M (Yellow), > 20M (Red).
Daily % (Close-to-Close): Performance based strictly on yesterday's official Regular Trading Hours (RTH) close.
Intraday %: Performance based strictly on today's open.
GAP %: The difference between yesterday's close and today's open.
Daily Volume & Turnover: Total shares traded today, and the dollar amount of that volume (Volume * Price).
Rel. Vol. (Relative Volume): Compares today's volume pace to the 10-day average.
Color Code: < 1x (Red), 1x to 5x (Yellow), > 5x (Green).
Short %: Calculates true Short Interest by dividing FINRA's reported EOD Short Volume by yesterday's total trading volume.
Color Code: < 5% (Dark Green), 5–20% (Light Green), 20–50% (Yellow), 50–100% (Light Red), > 100% (Dark Red).
Buy/Sell %: A proxy for Bid/Ask hitting, showing the percentage of volume executed on upticks vs. downticks.
Per Lot: Shows the point value multiplier of the asset (crucial for Futures).
Day High & Day Low (Custom Cycle): Tracks the highest and lowest prices of the current session, starting exactly at the Post-Market open and running through the RTH close.
52W High & 52W Low: Rolling 1-year extremes.
ATH & ATL (All-Time High/Low): Dynamically scans all locally loaded chart data to find the absolute extremes without crashing TradingView's servers.
3. Column 2: Institutional Averages & Levels
This column provides your key support and resistance zones. Crucially, these are anchored to standard institutional timeframes so your levels perfectly match what Wall Street algorithms are looking at, ignoring weird pre-market distortions.
EMAs (1-4): Four customizable Exponential Moving Averages (Defaults: 10, 20, 50, 200).
VWAP Engine: A custom-built Volume Weighted Average Price calculator.
VWAP Main: The core session VWAP.
Upper Bands (1, 2, 3): Standard deviation bands above VWAP.
Lower Bands (1, 2, 3): Standard deviation bands below VWAP.
Pivots (P, R1-R5, S1-S5): Mathematical support/resistance levels. You can choose the calculation type in settings (Traditional, Fibonacci, Camarilla, etc.).
(Note: Every single EMA, VWAP band, and Pivot level has its own independent On/Off checkbox in the settings so you can declutter at will).
4. Column 3: The Tape (Time & Sales)
A highly optimized, array-based real-time order tracker right on your chart.
Rows: You can set it to show anywhere from 1 to 20 of the most recent trades.
Standard Colors: Green (Buy/Ask hit), Red (Sell/Bid hit), Gray (Neutral/Absorption).
Neon Block Order Highlights: In the settings, you define a "Large Print" threshold (e.g., 2,000 shares). Any order larger than that size flashes in Neon Green (Buy) or Neon Red (Sell) so you instantly spot institutional sizing.
5. Under-the-Hood Engineering (The "Secret Sauce")
Proximity Alerts: In the settings, there is a "Proximity Alert %" (default 0.15%). If the live price gets within 0.15% of any level in Column 1 or Column 2, that level turns Yellow to warn you. If price touches it directly, it turns Red.
Crash-Proof Data Handling: If you load this script on an asset that lacks certain data (e.g., Forex has no Short Interest or Float), the script will not crash. It will elegantly bypass the calculation and output a clean "—" in the table.
Cumulative Memory: The script utilizes varip arrays. This means it can remember and process data tick-by-tick between official candle closes, allowing the Tape to update instantly in real-time.
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High Volume Absorption Pivot Levels (Zeiierman)█ Overview
High Volume Absorption Pivot Levels (Zeiierman) is a volume-based market structure indicator designed to identify significant pivot highs and lows where price shows signs of absorption during their formation.
Rather than plotting every swing point, the indicator filters pivots using two important characteristics:
• Elevated trading volume.
• Absorption candles that indicate a temporary balance between buyers and sellers.
Only pivots that satisfy these conditions become active support or resistance levels, allowing traders to focus on price levels that formed during periods of increased market participation.
⚪ Absorption and High Participation
The indicator combines traditional pivot detection with volume analysis.
A valid pivot requires:
• A confirmed swing high or swing low.
• Above-average volume on the pivot.
• An absorption candle occurring either around the pivot or directly on the pivot candle.
This helps remove many insignificant swing points while emphasizing areas where market participants were actively exchanging positions.
Once confirmed, these levels often serve as important reference points for future reactions, mitigation events, and retests.
█ How It Works
⚪ Pivot Structure Detection
The script continuously detects confirmed swing highs and swing lows using user-defined pivot lengths. These pivots become candidates for future support and resistance levels.
⚪ High Volume Filter
Not every pivot is plotted.
The pivot candle must also trade with above-average volume.
volume > sma(volume) × multiplier
This helps prioritize pivots that formed during periods of significantly higher participation than normal.
⚪ Absorption Candle Detection
The indicator searches for absorption candles around each pivot.
An absorption candle is defined as:
• Small candle body relative to the total range.
• Above-average trading volume.
█ How to Use
⚪ Identify Institutional Pivot Levels
Instead of displaying every swing point, the indicator focuses on pivots that formed during elevated participation.
This often highlights areas where larger market participants were active.
⚪ Target These Levels for Liquidity Sweeps
High-volume absorption pivots often become attractive liquidity targets.
As the market trends, the price frequently returns to sweep these levels before continuing in the direction of the prevailing trend or, in some cases, initiating a reversal.
These sweeps can represent:
• Liquidity collection before trend continuation.
• Stop-loss hunts around previous pivots.
• Profit-taking before the next market expansion.
• Potential reversal points if the sweep fails and strong opposing participation emerges.
Rather than treating these levels as fixed support or resistance, they should be viewed as important liquidity zones where market participants may become active.
█ Settings
Pivot Left / Right Length: Controls how swing highs and lows are confirmed.
Maximum Active Levels: Sets the maximum number of pivot levels displayed simultaneously.
Absorption Search Range: Defines how many candles around each pivot are searched for absorption.
Absorption Body %: Controls how small the candle body must be relative to the full candle range.
Absorption Volume Multiplier: Defines the minimum volume required for an absorption candle.
Require Absorption On Pivot Candle: Restricts valid pivots to those where the absorption candle occurs exactly on the pivot.
Pivot Volume Multiplier: Sets the minimum volume required for the pivot itself.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
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Daily Candle Range (1D)Daily Range Labels automatically calculates and displays the total range (High–Low) of each completed daily candle in points.
This indicator is useful for:
* Measuring daily volatility at a glance.
* Comparing the size of daily moves over time.
* Studying historical expansion and contraction in price.
* Understanding how much an asset typically moves in a single trading day.
* Eliminating the need to manually use TradingView’s Price Range tool on every candle.
Features:
* Displays the range of each completed daily candle in points.
* Adjustable number of historical labels to display.
* Customizable label color, text color, and size.
* Lightweight and easy to read.
Ideal for traders who analyze volatility in cryptocurrencies, indices, forex, stocks, or any market available on TradingView.
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Trucker Macro HUD: Fear vs GreedThis script uses the VIX and DXY to build a fear and greed gauge for SPY. High VIX paired with a strong dollar signals fear and potential downside pressure, while falling VIX and a weaker dollar points to greed and bullish conditions. A clean table displays the current market state — fearful, greedy, bullish, or bearish — making sentiment easy to read at a glance. Great for spotting extremes and timing SPY moves.
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TradeShaper SnapshotA read-only indicator that captures key technicals at the moment of trade
entry — IV-rank proxy, relative-momentum read, 60-day SPX correlation, and
a one-shot market-regime classification (trending / mean-reverting /
diverging).
Designed for active options traders who keep a structured trade journal
and want richer context alongside each entry than P&L alone.
WHAT IT SHOWS
RSI 14 / 20 / 5 (daily-anchored)
Bollinger Band position with cross detection
EMA + SMA relations
MACD state
ATR 14 (raw + % of price)
Skew + excess kurtosis of daily log returns
IV Rank — Tastytrade-style, HV-based proxy
Expected Move — IV-driven 1σ range (1-day + N-day)
VIX, Put/Call ratio, NYSE new highs / new lows
Climate Score — 7-component sentiment composite (Momentum, Strength, Breadth, Put/Call, Junk Demand, Volatility, Safe Haven)
Stock vs Market — relative momentum, relative vol, 60-day correlation, with a single-string alignment read
USE STANDALONE
Works fully standalone — drop it on any chart, no account needed. The
panel renders in any of nine chart-corner positions and toggles on/off so
you can flip it on only at screenshot time.
OPTIONAL WEBHOOK
Emits a once-per-day JSON alert carrying the Climate Score and its
sub-scores. Useful if you keep a structured trading journal and want
market-mood data auto-logged. Plug your own webhook URL into the
TradingView alert dialog and set the Climate webhook secret input. Leave
the secret blank to disable.
More info: tradeshaper.co
Feedback welcome — built by an active swing trader.
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X Trading Auto-Pilot V2.0Welcome to X Trading Auto-Pilot V2.0 — the ultimate minimalist trading system designed for traders who want zero chart clutter and 100% execution clarity.
We stripped away the noise, removed the complex lines and bands, and built a highly accurate, automated signal engine optimized strictly for the 15-Minute timeframe.
🌟 Core Features:
1. Zero Clutter, Pure Action
Analysis paralysis is the enemy of profitability. This indicator removes all visual noise from your chart. You will only see the institutional macro trend and the exact entry signals.
2. High-Accuracy 15m Engine
By locking the algorithm to the 15-minute chart, we eliminate the random algorithmic wicks of the lower timeframes. The engine runs quietly in the background, measuring hidden market exhaustion (RSI/ATR alignment) and waiting for high-volume engulfing candles in the direction of the macro trend.
3. Automated Trade Management
When a signal triggers, the script instantly calculates a mathematically perfect 1:2 Risk-to-Reward ratio based on current market volatility. It plots a clean, visual box on your chart detailing your exact:
💰 ENTRY Price
😢 STOP LOSS Price
🔥 TARGET (Take Profit) Price
4. Bot-Ready JSON Alerts (Fully Automated)
Want to trade hands-free? The alert system has been re-engineered to output clean, structured JSON webhooks. Whether you use 3Commas, Cornix, or your own custom trading bot, the indicator sends perfectly formatted data instantly:
{"Action": "BUY", "Asset": "BTCUSDT", "Entry": 65120.50, "SL": 64800.00, "TP": 65760.50}
5. Universal Asset Compatibility
This Auto-Pilot suite dynamically adapts its risk math to the asset you are trading. Fully compatible with: EURUSD, USDCAD, BTCUSDT, ETHUSDT, XAUUSD, XAGUSD, US100, WTI, and DXY.
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VCP v2v2 Update — BB Width Squeeze
Replaced the ADR% percentile compression calculation with a Bollinger Band Width squeeze system.
Previously the indicator ranked current ADR% within its recent historical range, which struggled to detect compression during long slow consolidations where ADR% stays flat throughout.
BB Width measures how narrow the bands are relative to the 20-period SMA, then ranks current width as a percentile against a 90-day lookback.
Green when BB Width is in the bottom 15% of its range (true squeeze territory)
Orange at 15–25%, red above.
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Volatility Squeeze OscillatorVolatility Squeeze Oscillator
A volatility-regime tool that answers two questions in one pane: is the market coiled (a squeeze — volatility compressed and likely to expand), and when it releases, which way does it go? It measures compression as how low current volatility sits versus its own recent range, reads the release direction from where price sits in the band, and forward-calibrates whether squeeze releases actually pay on the chart you're viewing.
Why these parts are combined (not a mashup for show). A squeeze without a direction is half a tool; a direction without a squeeze is just momentum. Compression uses an exponentially-weighted volatility estimate (more weight on recent moves, so it reacts faster than a simple average) ranked against its own recent history — when it sits in the low percentile, volatility is unusually compressed. A relative test like this stays genuinely intermittent on any instrument; an absolute band-vs-band test drifts to "always on" or "never on" depending on the symbol. Release direction comes from a smoothed read of where price sits within an EWMA band. And forward calibration measures whether releases in each direction actually followed through on this symbol.
How it works. An EWMA volatility estimate is ranked against its own recent history; Squeeze ON = that rank is in the low percentile. The histogram is a smoothed read of where price sits inside an EWMA band (its sign = likely release direction). A signal fires when a squeeze releases in the histogram's direction. Each signal is labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict (Squeeze ON / Long release / Short release / Wait) and the Conviction, which reads "High" only when releases in that direction survive the test here — otherwise it openly says so. Histogram above zero = upward pressure inside the band; gold dots on the zero line mark squeeze-ON bars. Non-repainting. Best used with your own entry and risk plan, not alone.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions.
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Pass most prop firm challenges with this pine script NOTE: This trades on Nasdaq on the Daily (D) timeframe. I made this pinescript to specifically help pass prop firm challenges. It holds overnight and over weekends.
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