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Vigilant Asset Allocation (VAA)1. Where VAA comes from The basic observation behind VAA is not new. Jegadeesh and Titman showed in 1993 that stocks with strong recent returns keep outperforming for roughly three to twelve months. That finding was initially confined to equities, but Asness, Moskowitz and Pedersen (2013) later confirmed that the same pattern holds across bonds, currencies and commodities. Momentum, it turns out, is not just a stock-picking anomaly. It works at the asset-class level too. Moskowitz, Ooi and Pedersen (2012) took this one step further. They looked at time-series momentum rather than cross-sectional momentum. The distinction matters: cross-sectional momentum asks "which asset is doing best?", while time-series momentum asks "is this asset going up at all?". VAA uses both questions, but the time-series version is what drives the breadth filter. Faber (2007) probably deserves credit for bringing momentum into mainstream tactical allocation. His rule was simple: hold an asset when it trades above its ten-month average, sell when it drops below. Crude, but it cut drawdowns significantly. Antonacci (2014) refined this into dual momentum, combining trend direction with relative strength across two universes. Keller and Keuning (2017) built on all of this but added something the earlier models lacked: a breadth dimension. Instead of looking at each asset independently, they count how many offensive assets carry positive momentum. If even one drops below zero (in the aggressive B=1 variant), the entire allocation goes defensive. The reasoning is straightforward. When breadth deteriorates, trouble is usually on the way. Waiting for every asset to turn negative is waiting too long. In their original backtest (1970-2016, using Shiller extended data for the early period and ETF prices from inception), VAA-G4 produced roughly 17.7% annualised with a maximum drawdown of about 16.1% (Keller and Keuning, 2017, Table 2). These are in-sample numbers. They tell you what happened, not what will happen. 2. How the model works 2.1 Momentum scoring Every asset gets a 13612W score, a weighted combination of four return lookbacks: mom = 12 * r1 + 4 * r3 + 2 * r6 + r12 The r values are simple returns: r1 = close / close - 1, and so on for 63, 126 and 252 bars. The one-month return gets the heaviest weight (12), the twelve-month return the lightest (1). Recent momentum matters more, but the yearly anchor keeps the score from overreacting to short-term noise. There is no normalisation. The raw score is used only for two things: ranking assets within each universe, and checking whether it is positive or negative for the breadth count. 2.2 The two universes Keller and Keuning specified these defaults: Offensive (growth): - SPY (S&P 500) - EFA (international developed) - EEM (emerging markets) - AGG (US aggregate bonds) Defensive (preservation): - LQD (investment-grade corporate bonds) - IEF (7-10 year treasuries) - SHY (1-3 year treasuries) All seven are changeable in the settings. If you swap in other ETFs, make sure they have enough history. 2.3 The breadth rule Each day the indicator counts how many offensive assets have positive momentum. Call the count of non-positive ones n_negative. The rule: - n_negative >= B (default 1): go to the top defensive asset - n_negative < B: go to the top offensive asset With B=1, one single negative asset triggers the switch. That is aggressive in the sense of being quick to flee. Keller and Keuning argue this is the right trade-off. Breadth erosion tends to precede broader sell-offs, so early rotation is worth the occasional whipsaw. 2.4 Rebalancing The paper prescribes monthly rebalancing. The indicator locks the allocation at the close of the last trading day of each month. Everything that happens between rebalances is monitoring only. The dashboard shows both the locked position ("held") and what the model would do today ("live"). Daily rebalancing is available as an option. It is not what the paper tested. 2.5 Ties When two assets have the exact same momentum score, the one listed first wins. Sounds arbitrary because it is. But four overlapping return windows make exact ties rare in practice. 3. What you need - TradingView, any plan (free works, Pro lifts the alert cap) - A daily chart. The lookbacks assume daily bars. On weekly or intraday charts the periods are wrong and the dashboard flags it. - 252 bars of history for every symbol. Until that is available, the model shows "warming up". 4. Setup and settings 4.1 Getting started Add the indicator to any daily chart via the TradingView indicator search. It loads with the Keller/Keuning defaults. The status row at the bottom of the dashboard tells you when the model is ready. 4.2 Strategy Breadth Threshold (B): 1 matches the paper. Raising it to 2 means two assets have to go negative before the model rotates. Fewer whipsaws, slower reaction. Monthly Rebalancing: On by default. Off gives you daily updates, which is useful for experimentation but not what the literature tested. 4.3 Symbols Offensive and defensive universes are fully configurable. If you replace an ETF, check that TradingView has daily data going back at least a year. 4.4 Visuals Background Mode: "Position" tints the background green (offensive) or red (defensive). "Off" removes it. Candle Colouring: Paints candles by breadth strength. Full green at 4/4 positive, full red at 0/4, faded tones in between. Transparency is adjustable. Color Theme: Eight palettes. All of them work in both dark and light mode. Glow Effect: Adds layered transparent lines behind the main plot. Useful if the signal gets lost in a busy chart. Off by default. 4.5 Dashboard The table in the top right (moveable) shows: - Regime: offensive or defensive, with the breadth count - Allocate: which specific ETF to hold (100% always) - Live: intra-month reading (only visible in monthly mode) - Individual asset rows: 13612W scores and a trend arrow (up, down, or flat compared to 5 bars ago) - Status: "active", "warming up", or "wrong timeframe" 4.6 Alerts Five conditions, all behind a master switch: - Regime switches to offensive at month-end - Regime switches to defensive at month-end - Held asset changed (same regime, different pick) - Live breadth dropped between rebalances - Live breadth recovered between rebalances The live alerts are early warnings, not trade signals. They tell you the next rebalance might produce a change. 5. Reading the chart The step line maps the breadth count to a 0-10 scale: | Breadth | Value | What it means | | 4/4 positive | 0.0 | Everything trending up | | 3/4 positive | 2.5 | One weak link, still offensive with B=1 | | 2/4 positive | 5.0 | Defensive if B is 2 or below | | 1/4 positive | 7.5 | Broad weakness | | 0/4 positive | 10.0 | Nothing working | The threshold line sits at B * 2.5. Above it means defensive. The zone fill below the threshold marks the offensive region. One thing to keep in mind: the distances between these steps do not mean anything quantitative. 5.0 is not "twice as bad" as 2.5. It is an ordinal display, not a risk score. 6. How to actually use it The simplest workflow: check the dashboard on the last trading day of the month. Look at the "Allocate" row. Buy that ETF at the open of the next session. Done until next month. If you want a heads-up, turn on the live alerts. A "breadth dropped" alert mid-month tells you the next rebalance might flip regimes. That gives you time to plan, not to act early. The month-end values are what count. VAA does not know about your taxes, your broker fees, or your risk tolerance. Treat it as one input to your decision process, not the whole process. 7. What the model does not do It does not model execution. There is no bid-ask spread, no slippage, no market impact. It cannot protect you from whipsaws. Momentum systems by nature struggle in choppy, directionless markets. The breadth filter helps, but a month where sentiment flips back and forth will still produce unnecessary trades. Monthly rebalancing is both a feature and a weakness. It keeps you from overtrading, but it also means a crash in the middle of a month does not trigger any action until month-end. The backtests in the paper used extended data that goes back to 1970. The actual ETFs (EEM, AGG) only started trading in 2003. TradingView data will not replicate the full historical period. The model is always invested. There is no cash option. You are either in the top offensive or the top defensive ETF. Momentum can stop working. Correlations change. What the academic literature documents as a persistent anomaly can go through multi-year stretches of underperformance. The 2009 recovery, for instance, was fast enough to catch most trend-following systems off-guard. 8. Common questions Why does it say "warming up"? The model needs 252 daily bars per symbol. Loading the indicator on a chart without enough history means it cannot compute the twelve-month return component. Can I run this on a 4-hour chart? You can, but 21 bars on a 4-hour chart is not a month. The lookbacks will be wrong. The dashboard will flag this. I changed the symbols and the readings look off. Make sure the replacement ETFs actually have a year of daily data on TradingView. Some regional ETFs or newer funds do not. The live reading disagrees with the held position. That is expected in monthly mode. The held position only updates at month-end. The live reading shows what would happen if you rebalanced today. They diverge by design. Should I trade every time the live reading changes? No. Unless you deliberately turned off monthly rebalancing, the live reading is for awareness, not for execution. References Antonacci, G. (2014) Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk. New York: McGraw-Hill. Asness, C.S., Moskowitz, T.J. and Pedersen, L.H. (2013) 'Value and Momentum Everywhere', The Journal of Finance, 68(3), pp. 929-985. doi:10.1111/jofi.12021. Faber, M.T. (2007) 'A Quantitative Approach to Tactical Asset Allocation', The Journal of Wealth Management, 9(4), pp. 69-79. Jegadeesh, N. and Titman, S. (1993) 'Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency', The Journal of Finance, 48(1), pp. 65-91. doi:10.1111/j.1540-6261.1993.tb04702.x. Keller, W. and Keuning, J.W. (2017) 'Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less', SSRN Electronic Journal. doi:10.2139/ssrn.3002624. Moskowitz, T.J., Ooi, Y.H. and Pedersen, L.H. (2012) 'Time series momentum', Journal of Financial Economics, 104(2), pp. 228-250. doi:10.1016/j.jfineco.2011.11.003.
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của EdgeTools
GOLDM Regime Detector v2.0 ## **GOLDM Regime Detector v2.0** **Institutional-Grade Options Selling Framework for MCX Gold Mini** --- ### **Overview** GOLDM Regime Detector v2.0 is a **rule-based decision engine** built for systematic option sellers operating in **MCX Gold Mini (GOLDM)**. Unlike traditional indicators that generate isolated signals, this framework continuously evaluates market structure and outputs a **complete trading stance** — covering **regime, structure, strike placement, position sizing, and exits**. The objective is simple: > **Trade the right structure, in the right environment, with controlled risk.** --- ### **Regime Architecture** The model classifies market conditions into four execution states: * **Regime 1 — Premium Selling (Full Size)** Range-bound market with stable volatility → Deploy **Iron Condors / Strangles** * **Regime 2 — Directional Selling (Full Size)** Orderly trend with controlled volatility → Deploy **Credit Spreads aligned with trend** * **Regime 3 — Reduced Exposure (Half Size)** Suboptimal or uncertain conditions → Trade **wider strikes with reduced capital** * **Regime 4 — Defensive Mode** Volatility expansion or structural break → **No new exposure — manage or exit existing positions** --- ### **Model Construction** The system integrates multiple dimensions of market behavior: * **Trend** → EMA slope + ADX (direction + strength) * **Volatility** → ATR percentile + expansion dynamics * **Positioning** → Bollinger %B (range vs extremes) * **Time Risk** → Days to Expiry (DTE constraints) * **Event Risk** → Manual override for macro events Each regime is triggered only when conditions align across these factors, ensuring **context-aware execution rather than reactive trading**. --- ### **Strike Engineering** All strike levels are **systematically derived from ATR**, ensuring consistency across volatility regimes: * Dynamic distance from spot based on regime quality * Wider strikes in adverse conditions * Rounded to **MCX-standard 500 intervals** This removes discretionary bias from strike selection and aligns risk with market conditions. --- ### **Embedded Risk Framework** The script includes a predefined exit structure: * **Profit Capture** → 40–50% premium decay * **Stop Loss** → Premium expansion threshold (2× entry) * **Time Exit** → Forced closure near expiry * **Regime Transition** → Automatic shift to defensive posture * **Partial Management** → Profit lock-in with trailing logic --- ### **Execution Interface** * Real-time **regime classification** * **Suggested structure** (IC / spreads) * **Strike levels plotted on chart** * **Confidence score** * **DTE and event warnings** * Fully integrated **decision dashboard** --- ### **Usage Guidelines** * Apply on **MCX:GOLDM1! or front-month futures** * Optimized for **Daily timeframe** * Execute systematically — **regime → structure → strikes → risk management** * Designed for traders prioritizing **process over prediction** --- ### **Positioning** This framework is built for traders who: * Prefer **structured decision-making over discretionary trading** * Want **consistency across market regimes** * Understand that **edge comes from execution discipline, not prediction** --- ### **Disclaimer** This tool provides a structured framework for decision-making. Execution, risk management, and capital allocation remain the responsibility of the user. ---
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của distinctSeahor20287
Supertrend ScalpingThis Pine Script indicator called “Supertrend Scalping” is designed for scalping strategies and is built around the Supertrend indicator, enhanced with a complete trade management system including multiple Take Profit (TP) levels and a dynamic Stop Loss (SL). The script begins by calculating the ATR (Average True Range), which measures market volatility. The user can choose between the standard ATR (RMA) or a simple moving average version (SMA). This ATR is then used to construct the Supertrend bands by adding and subtracting a multiple of the ATR from a price source (by default, hl2). These bands adjust dynamically and define the trend: when price breaks above the upper band, the trend turns bullish; when it breaks below the lower band, the trend becomes bearish. Trading signals are generated when the trend changes direction. A BUY (LONG) signal appears when the trend shifts from bearish to bullish, while a SELL (SHORT) signal appears when it shifts from bullish to bearish. At each new signal, the script initializes a virtual trade using the current closing price as the entry point. The core strength of this script lies in its trade management system. It automatically calculates three Take Profit levels (TP1, TP2, TP3) and an initial Stop Loss, all based on configurable ATR multiples. These levels are displayed on the chart using colored lines and labels. The script then continuously monitors price action to detect when these levels are reached. When a Take Profit level is hit, it is visually removed. If TP1 is reached, the Stop Loss can be moved to the entry price (break-even). If TP2 is reached, the Stop Loss is moved up to the TP1 level. This creates a smart trailing stop mechanism that progressively locks in profits. If either TP3 or the Stop Loss is hit, the trade is fully closed and all visual elements are cleared. Additionally, the script updates label positions in real time so they follow the current bar, and it highlights the active trend with a colored background (green for bullish, red for bearish). It also includes alert conditions for entry signals as well as TP and SL hits. In summary, this indicator goes beyond simple signal generation by offering a complete scalping framework, combining entry signals, structured profit targets, risk management, and volatility-based adaptability.
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của Andi587
Multi-Indicator Screener: 30 Assets🎯 Multi-Indicator Screener: 30 Assets Catagories: Stocks & ETFs (default), Cryptocurrency, Commodities, Global Indices, or Custom. Indicators: RSI, MACD, EMA Slope, OBV Trend, Supertrend, VWAP, ADX/DMI, BB %B, Stoch RSI, Vol Delta OVERVIEW This indicator simultaneously monitors 30 customizable assets across a single chart panel, classifying each asset's momentum as Strong Bullish, Weak Bullish, Weak Bearish, or Strong Bearish — updated bar by bar. It does this across 10 selectable technical indicators, giving you a real-time breadth map of the entire market without switching charts. Every asset is displayed as a horizontal color-coded zone stacked vertically, so you can read the mood of the full market in a single glance. The screener is designed for traders who want to understand market-wide momentum — not just one symbol — so they can make higher-conviction decisions based on whether the broader market is confirming or diverging from their trade thesis. Asset Categories & Watchlists The screener includes 4 built-in asset categories that you can switch between instantly: Stocks & ETFs (default), Cryptocurrency, Commodities, and Global Indices. Each category loads a carefully curated list of 30 relevant tickers with meaningful group breakdowns in the detailed table (e.g., Mega Cap / Large Cap for crypto, Energy / Precious Metals for commodities, USA / Europe / Asia for global indices). You can also select Custom mode to manually enter any 30 symbols you want to monitor. This makes the indicator extremely versatile whether you trade stocks, crypto, futures, or international markets. THE 10 INDICATOR MODES You select one active indicator from the settings panel. That indicator is applied identically to all 30 assets simultaneously. The following describes exactly how each indicator classifies an asset into its four states: RSI (Relative Strength Index) The RSI is calculated using a user-defined length (default: 14 periods) and then compared against its own Simple Moving Average (default: 14-period SMA of the RSI). Strong Bull — RSI is above both the 50 midline and its SMA Weak Bull — RSI is above only one of those conditions Strong Bear — RSI is below both the 50 midline and its SMA Weak Bear — RSI is below only one of those conditions This two-condition filter removes many of the false signals that a raw RSI threshold produces. MACD (Moving Average Convergence Divergence) Uses the standard MACD histogram (default 12/26/9). Strong Bull — histogram is positive and increasing bar-over-bar (accelerating bullish momentum) Weak Bull — histogram is positive but flat or declining Strong Bear — histogram is negative and decreasing bar-over-bar (accelerating bearish momentum) Weak Bear — histogram is negative but flat or recovering The directional change of the histogram is the key differentiator here. EMA Slope Calculates a 20-period EMA and measures the actual geometric slope angle (in degrees), normalized against the asset’s 200-bar price range. Formula: atan(ema_change / (pts_per_bar × slope_period)) × 180 / π Strong Bull — slope angle ≥ Reference Angle (default: 45°) Weak Bull — slope angle positive but below the threshold Strong Bear — slope angle ≤ -Reference Angle Weak Bear — slope angle negative but above the negative threshold Tip: The default 45° is aggressive. Lower it to 10–15° for more frequent Strong signals. Includes division-by-zero protection for flat markets. OBV Trend (On-Balance Volume) Applies short and long moving averages to raw OBV (default Short=2, Long=14). MA type is user-selectable (SMA, EMA, SMMA, WMA, VWMA). Strong Bull — short OBV MA > long OBV MA and long MA is rising Weak Bull — short > long, but long MA is flat or declining Strong Bear — short < long and long MA is declining Weak Bear — short < long, but long MA is flat or rising Pure volume-flow based momentum detection. Supertrend Uses Pine’s built-in Supertrend (default Factor=3.0, ATR Length=10). Strong Bull — price above Supertrend line and rising (moving away) Weak Bull — price above line but falling (drifting toward it) Strong Bear — price below line and falling Weak Bear — price below line but rising VWAP (Volume Weighted Average Price) Uses session VWAP (resets daily). Best on intraday charts (1min–4H). On daily+ charts it only reflects that session’s VWAP. Strong Bull — price > VWAP and rising Weak Bull — price > VWAP but falling Strong Bear — price < VWAP and falling Weak Bear — price < VWAP but rising ADX / DMI Manual Wilder's calculation for independent ADX per asset (default threshold 25). Strong Bull — +DI > -DI and ADX ≥ 25 Weak Bull — +DI > -DI but ADX < 25 Strong Bear — -DI > +DI and ADX ≥ 25 Weak Bear — -DI > +DI but ADX < 25 BB %B (Bollinger Band Percent B) Shows where price sits inside the Bollinger Bands (default 20,2). Strong Bull — %B ≥ 1.0 (above upper band) Weak Bull — %B between 0.5 and 1.0 Strong Bear — %B ≤ 0.0 (below lower band) Weak Bear — %B between 0.0 and 0.5 Stochastic RSI Stochastic applied to RSI (defaults: RSI 14, Stoch 14, Smooth K=3, D=3). Strong Bull — K > D and K > 50 Weak Bull — K > D or K > 50 Strong Bear — K < D and K < 50 Weak Bear — K < D or K < 50 Vol Delta A bar-level volume delta approximation: normalized delta = (2×close − high − low) / (high − low). This value is smoothed with an EMA (default length 3) and ranges roughly from -1 to +1. Strong Bull — smoothed delta > threshold (default 0.3) and accelerating upward Weak Bull — smoothed delta > 0 but below threshold or decelerating Strong Bear — smoothed delta < -threshold and accelerating downward Weak Bear — smoothed delta < 0 but above -threshold or decelerating This mode approximates institutional buying/selling pressure within each bar and becomes more accurate on higher-resolution charts. THE VISUAL SYSTEM Stacked Zone Layout: 30 horizontal step-lines with adjustable height and gap. Streak-Based Color Intensity: Color strength reflects how many consecutive closed bars an asset has stayed in its current state. 4 Color Palettes: Classic, Colorblind Safe, Ice & Fire, Monochrome. 3 Color Styles: Standard, Traffic Light, Hue Shift. Divergence Highlighting: Assets moving against the overall market are highlighted in gold (solid for strong, semi-transparent for weak). Total Market Line: Thick line at the top showing aggregate market momentum. Dashboard Table: Momentum score (0–100), market status (including true “MIXED”), counts with delta arrows, and optional detailed sector/group breakdown. Mini Heatmap: Compact 30-cell color strip at the bottom with ticker labels. ALERTS Four configurable alerts (all individually togglable): Strong Bullish momentum (minimum number of assets) Strong Bearish momentum Market sentiment shift Extreme conditions (≥60% assets in Strong Bull or Strong Bear) Alerts fire only on confirmed bars. DEFAULT ASSETS The built-in presets include Stocks & ETFs (default), Cryptocurrency, Commodities, and Global Indices. In “Stocks & ETFs” mode you get a balanced mix of broad market, sectors, Magnificent 7, key stocks, thematic, and macro assets. All 30 tickers are fully customizable. INTENDED USE This is a market breadth and momentum classification tool, not a direct signal generator. Use it to: Confirm broad market support for your trade direction Spot early sector rotation Identify diverging assets Compare how different indicators are reading the same market Time entries/exits based on momentum score and delta changes Works on any timeframe. For best results with VWAP and Vol Delta, prefer intraday charts.
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của KevinSvenson_
2
BroNa Flow FinderIndicator Logic: The stock first goes through a period of low-volume consolidation (recent volume contraction), indicating accumulation. There are no signs of distribution, as the last two candles do not show bearish closes with increased volume. Then, today’s volume suddenly expands significantly (multiple of recent levels), accompanied by either a bullish candle or a gap-down bearish candle. This represents a classic “low-volume buildup → explosive volume breakout” pattern, aiming to capture the exact moment when smart money finishes accumulation and initiates a strong move.
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của debonairPython16916
Dual Regime Confluence Monitor Macro Credit and Crypto CycleThe Dual Regime Confluence Monitor — Macro Credit & Crypto Cycle concept refers to the dual compression happening simultaneously: The macro credit bubble (private credit/CRE) deflating and threatening broader liquidity The crypto speculative bubble from 2025 ATHs deflating through the current drawdown Both are deflating at the same time, creating the bearish regime. But the thesis also holds that when the crypto bubble fully flushes, it sets up the next expansion — which is the bullish side of the twin.
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của Etherstein
Swing + Value Setup [Marcos]Swing + Value Setup — Descripción para TradingView Título sugerido Swing + Value Setup — Multi-Filter Entry Signal Descripción (inglés — recomendado para mayor alcance) 🎯 What is this indicator? Swing + Value Setup is a multi-condition entry filter designed for swing traders looking for high-quality setups in stocks with strong technical and structural foundations. Instead of relying on a single signal, this indicator requires 6 simultaneous conditions to be met before printing an entry label — dramatically reducing false signals and noise. It also features a real-time status panel that shows exactly which conditions are passing or failing on any given bar, so you always know how close a setup is to triggering. ⚙️ How it works The indicator combines trend, momentum, volume, and structure analysis into a single unified signal: ✅ 6 Required Conditions (all must be true simultaneously): Price above EMA 200 — confirms the stock is in a long-term uptrend Supertrend bullish — active trend filter, eliminates choppy/sideways markets RSI between 40–55 — entry during healthy pullback, not extreme oversold MACD signal — bullish crossover OR histogram rising below zero (momentum recovering) OBV above its EMA — confirms institutional accumulation behind the move Pullback to EMA 21 or EMA 50 (±1.5%) — optimal entry zone, not chasing price ⭐ High Conviction Bonus: When a bullish RSI divergence is also detected (price making lower lows while RSI makes higher lows), the label upgrades to a High Conviction signal — historically the strongest setups. 📊 Visual elements EMA 21 / 50 / 200 plotted directly on price Supertrend line changes color with trend direction Green background shading when a valid setup is active Brighter shading for high conviction entries Labels printed at signal candles (standard ✅ or high conviction 🎯) Status table (top-right corner) showing live ✅/❌ for each condition 🔔 Built-in Alerts (3 total) AlertTriggerSetup Swing/ValueAll 6 conditions met for the first timeSetup ALTA CONVICCIÓN ⭐Full setup + RSI divergence confirmedDivergencia RSI BullishBullish divergence in uptrend (early warning) Set alerts from the indicator menu → Add Alert → select the condition. 🕐 Recommended Timeframes TimeframePurposeWeeklyOverall bias and macro structureDailyPrimary signal timeframe (recommended)4H / 1HEntry timing and fine-tuning Best results on Daily charts for swing positions of 5–30 days. 📐 Trade Management (suggested) Stop Loss: Below the signal candle low or EMA 50 Target 1: Prior resistance / VPVR high-volume node Target 2: Fibonacci 1.272 or 1.618 extension Minimum R:R: 1:2.5 ⚠️ Disclaimer This indicator is a technical analysis tool only. It does not constitute financial advice. Always manage your risk, use stop losses, and do your own research before entering any trade. Past performance of any indicator does not guarantee future results. Descripción (español — versión alternativa) 🎯 ¿Qué es este indicador? Swing + Value Setup es un filtro de entrada multi-condición diseñado para swing traders que buscan setups de alta calidad en acciones con estructura técnica sólida. En lugar de depender de una sola señal, el indicador exige que 6 condiciones se cumplan simultáneamente antes de generar una señal — reduciendo drásticamente las falsas entradas y el ruido del mercado. Incluye un panel de estado en tiempo real que muestra exactamente qué condiciones están activas o fallando en cualquier vela, para que siempre sepas qué tan cerca está un setup de activarse. ⚙️ Cómo funciona ✅ 6 Condiciones obligatorias (todas deben cumplirse a la vez): Precio sobre EMA 200 — confirma tendencia alcista de largo plazo Supertrend alcista — filtra mercados laterales y tendencias bajistas RSI entre 40 y 55 — entrada en pullback sano, sin sobreventa extrema Señal MACD — cruce alcista O histograma subiendo bajo cero OBV sobre su media — confirma acumulación institucional detrás del movimiento Pullback a EMA 21 o EMA 50 (±1.5%) — zona de entrada óptima sin perseguir precio ⭐ Bonus Alta Convicción: Cuando además se detecta una divergencia bullish en RSI (precio haciendo mínimos más bajos mientras el RSI hace mínimos más altos), la señal se convierte en Alta Convicción — históricamente los setups más fuertes. 🔔 Alertas incluidas Setup Swing/Value — cuando se cumplen las 6 condiciones Setup Alta Convicción ⭐ — setup completo + divergencia RSI Divergencia RSI Bullish — aviso temprano de posible giro ⚠️ Aviso legal Este indicador es únicamente una herramienta de análisis técnico. No constituye asesoramiento financiero. Gestiona siempre tu riesgo y realiza tu propio análisis antes de operar. swing trading value ema supertrend rsi macd obv multi-condition stocks entry signal divergence trend following pullback screener alerts
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của hardcoresporto
Trend Analysis Panel - ProTitle: Trend Analysis Dashboard Pro This is a comprehensive Trend Analysis Panel designed to identify strong market trends and optimal entry points. The script aggregates multiple technical indicators including ADX, Moving Averages, and RSI to provide a real-time confidence score. How to use: Dashboard: Monitor the trend score in real-time. Entry Signals: Look for high confidence scores aligned with trend direction. Best for: 15m, 1h, and 4h timeframes.
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của gdhs51
Sector Alert SignalsThis Pine Script v6 indicator is a Macro Regime & Sector Rotation Engine. It synthesizes inter-market relationships across 17+ tickers to detect structural shifts in the US equity market that are often invisible on a single-asset chart. 📊 Executive Summary It utilizes Z-score normalization, volatility-adjusted performance, and ratio analysis to identify 9 distinct macro scenarios. By monitoring the flow of "Smart Money" between defensive and cyclical sectors, the script provides real-time alerts on regime transitions, liquidity cycles, and credit stress. 🛠 Core Macro Scenarios The engine monitors the following regimes: 1. Risk-On / Risk-Off (XLY/XLP) Macro Divergence: Identifies when Consumer Discretionary (XLY) leads Staples (XLP) while SPY remains hesitant—a classic "early cycle" recovery signal. Bubble Alert: Detects extreme greed when SPY is overbought and the XLY/XLP ratio hits a +2.0 Z-score. 2. Monetary Policy & Rate Sensitivity (XLK/XLF) Rate Cut Front-run: Detects aggressive tech bidding paired with financial weakness, signaling market anticipation of easing. Growth-to-Value Rotation: Confirms structural shifts when Tech retreats while Financials and Energy surge. 3. Inflation & Reflation Logic Reflation Trade: Flags "Bond Proxies" (Utilities/Real Estate) plunging while "Hard Assets" (Energy/Metals) surge. 4. Systemic Risk & Credit Stress KRE Liquidity Collapse: Monitors the spread between Regional Banks (KRE) and Diversified Financials (XLF). A widening negative spread during price drops signals structural credit tightening. Small Cap Stress: Tracks IWM/SPY divergence as a canary in the coal mine for liquidity withdrawal. 5. Volatility & Liquidity Regimes High-Vol Leaders: Identifies sectors showing "True Strength" (Performance / Volatility) even when the VIX is > 20. Liquidity Party: Detects synchronized "High Beta" explosions (SOXX, IGV, XBI, CLOU) indicative of FOMO-driven liquidity peaks. 6. Market Breadth (RSP/SPY) Concentration Risk: Uses the Equal-Weight vs. Cap-Weight Z-score to alert when the market is narrowing (dangerous) or broadening (healthy).
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của nonjene33
Skyline Ventures SMI//@version=5 // Stochastic Momentum Index // Author: Surjith S M (sudia arabia) // Copyright: CC 3.0 // Thanks MR:Ahmed Moussa // Release: v2.1 indicator("Stochastics Momentum Index", shorttitle = "Skyline_SMI") // Input parameters a = input.int(10, "Percent K Length", minval=1) b = input.int(3, "Percent D Length", minval=1) c = input.int(10, "EMA Signal Length", minval=1) smooth_period = input.int(5, "Smoothing Period", minval=1) ob = input.float(40, "Overbought", minval=-100, maxval=100) os = input.float(-40, "Oversold", minval=-100, maxval=100) // Range Calculation ll = ta.lowest(low, a) hh = ta.highest(high, a) diff = hh - ll rdiff = close - (hh+ll)/2 avgrel = ta.ema(rdiff, b) avgdiff = ta.ema(diff, b) // SMI calculations SMI = avgdiff != 0 ? (avgrel/(avgdiff/2)*100) : 0.0 // Apply smoothing to SMI SMI_smoothed = ta.sma(SMI, smooth_period) SMIsignal = ta.ema(SMI_smoothed, b) emasignal = ta.ema(SMI_smoothed, c) // Plotting plot(SMI_smoothed, "Stochastic", color=color.rgb(154, 157, 167)) plot(emasignal, "EMA", color=color.red) h0 = hline(ob, "Overbought", color=color.gray) h1 = hline(os, "Oversold", color=color.gray) level_ob = ob level_obsmi = SMI_smoothed > level_ob ? SMI_smoothed : level_ob level_os = os level_ossmi = SMI_smoothed < level_os ? SMI_smoothed : level_os p1 = plot(level_ob, display=display.none) p2 = plot(level_obsmi, display=display.none) p3 = plot(level_os, display=display.none) p4 = plot(level_ossmi, display=display.none) fill(p1, p2, color=color.new(color.red, 60), title='OverBought') fill(p3, p4, color=color.new(color.green, 60), title='OverSold')
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của skyline_ventures10
Hourly Structure Boxes & VolumeThis indicator merges micro-session market structure with a localized volume kinematics engine. By anchoring opening range boxes (5m, 15m, and 30m) to a strict hourly cycle, it allows traders to visualize initial balance boundaries while simultaneously measuring the order flow effort required to break out of them. Core Logic & Mechanics This script resolves the common issue of Cumulative Volume Delta (CVD) "drifting" over time by forcing it to reset at specific structural boundaries. The mashup of visual price boxes and volume data is justified because the volume calculations are strictly dependent on the structure for their anchor points. Hourly Micro-Boxing: At the start of every hour, the script begins drawing three nested ranges: the first 5 minutes, 15 minutes, and 30 minutes. It calculates the midlines of the 5m and 15m ranges and highlights the space between them as a "Midline Zone," projecting it forward to the end of the hour as a critical area of structural gravity. Dynamic CVD Resets: The CVD engine does not run continuously. It resets at the top of the hour, at the completion of each micro-box (5m, 15m, 30m), AND dynamically if the price touches the extended 5m or 15m midlines. This ensures the volume delta is always measuring the immediate push off a structural level. 3-Stage Breakout Engine: The script actively monitors the 15-minute box for a specific exhaustion-breakout pattern. It requires three stages to trigger a signal: Stage 1: Price wicks or touches outside the 15m box boundary. Stage 2: Price retreats back inside the 15m box. Stage 3: A subsequent candle strictly closes outside the box. Only then does it print a "15m Breakout" label, filtering out standard liquidity sweeps. Volume Kinematics Dashboard: The lower dashboard calculates proprietary metrics: Pace: Total points moved divided by the bars elapsed since the last structure reset. Velocity: CVD divided by bars elapsed. Friction: Absolute Velocity / Absolute Pace. Measures absorption (how much volume is being burned for minimal point gain). Burn Score: A localized exhaustion metric adjusted by an Auto-Session Divisor to normalize values between the main New York session and overnight trading. How to Use It Designed primarily for scalping volatile indices like the Nasdaq 100 on lower timeframes (1m to 5m), this tool provides actionable data for mean-reversion and breakout trading. Trading the 15m Breakout: Wait for the 3-stage breakout label to print. Before entering, check the dashboard's "Velocity" and "Friction." If the breakout label prints with high Velocity and low Friction, it signals genuine momentum. Midline Zone Bounces: If price enters the shaded cyan 5m-15m Midline Zone, watch for the CVD reset. If the reset immediately shows heavy opposing volume (a spike in Pace and Velocity in the opposite direction), the midline zone is defending successfully, offering a tight-risk entry back toward the hourly box extremes. Friction Exhaustion: If price is pushing against the 30-minute box boundary but the dashboard shows extreme "Friction" and a high "Burn Score" (turning purple or red), the move is being absorbed by limit orders. This is a setup for a fade/reversal back to the midlines.
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của DarwinIsidro
Volume Analysis + SMA + Smart SignalsHere’s a professional English version you can publish 👇 --- ## 📊 Advanced Trading Script: Volume Analysis + SMA + Smart Signals This script is a powerful all-in-one trading tool that combines **Buy/Sell Volume Analysis**, **trend indicators (SMA & EMA)**, and **visual trading signals** directly on your TradingView chart. It is designed to help traders clearly understand **market pressure (buyers vs sellers)** and make smarter, data-driven decisions. --- ## ⚙️ Key Features ### 📈 1. Advanced & Customizable SMA * Adjustable SMA length * Multiple moving average types supported: * SMA * EMA * WMA * VWMA * SMMA (RMA) * Optional **Bollinger Bands** on top of SMA * Built-in smoothing system to reduce noise --- ### 🔥 2. Smart Buy / Sell Signals * Based on EMA trend shifts * Clear chart signals: * 🟢 Buy → start of an uptrend * 🔴 Sell → start of a downtrend * Suitable for both scalping and swing trading --- ### 📊 3. Intelligent Volume Analysis * Splits volume into: * Buy Volume * Sell Volume * Calculates **Buy Pressure (%)** * Helps you instantly identify: * Who is controlling the market (buyers or sellers) --- ### 📋 4. On-Chart Data Table Displays key metrics in real time: * Total Volume * Buy Volume * Sell Volume * Buy Ratio (%) * 52-week High * 52-week Low With: * Dynamic colors (green/red) * Clean number formatting (K / M) --- ### 🎯 5. Clear Trend Visualization * Base EMA line * Signal smoothing line * Dynamic coloring: * Green = Bullish trend * Red = Bearish trend --- ## 💡 Why This Script? Because it combines: * 📊 Volume analysis * 📈 Trend detection * ⚡ Trading signals All in one tool — giving you a **complete market view** and helping you: * Make better decisions * Reduce risk * Trade with confidence --- ## 👨‍💻 Technical Note Built with Pine Script v6, optimized for performance, clean structure, and professional data visualization
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của ozteinfo
WaveTrend + RSI MTF [TechnoFunda] WaveTrend Oscillator with RSI overlay, multi-timeframe cross-reference dashboard, automated divergence detection, and composite overbought/oversold scoring. WAVETREND OSCILLATOR — Produces cleaner momentum readings than standard RSI by applying exponential smoothing to a normalized price channel deviation. Effective at filtering market noise while preserving actionable signal clarity. MULTI-TIMEFRAME DASHBOARD — Displays RSI and WaveTrend values for the current timeframe alongside two configurable higher timeframes. Enables rapid cross-timeframe confirmation without switching charts. DIVERGENCE DETECTION — Automatically identifies bullish and bearish divergences between price action and the WaveTrend oscillator. Divergences at extreme levels carry the highest predictive value. COMPOSITE SCORE (-100 to +100) — Weighted combination: WaveTrend (40%), RSI-14 (30%), Bollinger Band position (20%), RSI-9 (10%). Provides a single normalized reading of market condition. Verdict output: OVERBOUGHT / Slightly High / Neutral / Slightly Low / OVERSOLD Built on the WaveTrend concept originally developed by LazyBear. Pro version with full integration available — follow for updates.
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của KujiraKT