Hồi quy tuyến tính

HMA + Kalman + LinReg Channel [Pointalgo]HMA + Kalman + Linear Regression Channel HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways). This script is designed for traders who want: A smoother central bias line Volatility-based dynamic bands Context-aware channel width Simple breakout visual signals Core Components This indicator combines three different smoothing methods: Hull Moving Average (HMA) – Reduces lag while maintaining smoothness Kalman Filter – Adaptive filtering to reduce noise Linear Regression (LinReg) – Captures short-term trend direction The three values are averaged to form a composite midline, providing balanced responsiveness and stability. Adaptive Channel Logic The channel width is based on ATR (Average True Range). When the midline moves significantly over a lookback period (relative to ATR), the market is considered Trending When movement remains within a defined ATR zone, the market is considered Sideways Channel behavior: Trending → Multiplier is reduced (tighter bands) Sideways → Full multiplier (wider bands) This creates a dynamic structure that adapts to market conditions automatically. Visual Features: Midline changes color depending on market state Upper and lower bands plotted around the midline Optional shaded channel for better visibility Breakout markers when price crosses outside the channel Breakout Signals: Bullish signal: Close crosses above upper band Bearish signal: Close crosses below lower band These signals are informational only and do not represent financial advice. Inputs: Length Source Standard Multiplier Trend Lookback Trend Threshold (ATR multiple) Kalman R and Q parameters All parameters are user-adjustable. Disclaimer This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.

Chỉ báo

của pointalgo

Rolling Trendline [LuxAlgo]The Rolling Trendline indicator provides a dynamic, self-adjusting trendline that tracks price action using linear regression slope projections and automatically resets when price deviates beyond a specific threshold. 🔶 USAGE The indicator is designed to provide a continuous trend bias without the "lag" often associated with static linear regression lines. It projects a line forward based on a calculated slope and only shifts its trajectory when the market demonstrates a significant change in momentum. The addition of ATR-based volatility zones allows traders to visualize a range of expected price action around the projected trend, providing a buffer that accounts for market volatility at the time of each trend reset. 🔹 Interpreting the Line and Zones Bullish Phase (Green): Indicates an upward-sloping trajectory. The trendline and its surrounding ATR zones will be colored green, suggesting a bullish bias. Bearish Phase (Red): Indicates a downward-sloping trajectory. The trendline and its surrounding ATR zones will be colored red, suggesting a bearish bias. ATR Zones: These shaded areas represent a volatility-adjusted range. As long as price remains within the deviation threshold, the zones follow the trendline's trajectory. Reset Points: Visualized by a small circle and a break in the line, these occur when price moves too far from the projection. At this moment, the indicator re-anchors to the current price and recalculates both the slope and the ATR zone width. 🔶 DETAILS The indicator follows a specific logic flow to maintain its "Rolling" characteristic: 1. Slope Calculation: It calculates the Linear Regression slope over a user-defined lookback period. This slope represents the average rate of change in price. 2. Projection: On every new bar, the indicator projects the next value of the trendline by adding the active slope to the previous trendline value. 3. Deviation Check: The indicator calculates a Standard Deviation threshold. If the distance between the current price and the projected trendline value exceeds this threshold, a reset is triggered. 4. Re-Anchoring: Upon a reset, the trendline "rolls" to the current price and adopts the most recent linear regression slope. Simultaneously, it captures the current ATR to set the width of the new trend zones. 🔶 SETTINGS 🔹 Trend Settings Slope Lookback: The period used to calculate the linear regression slope. Higher values result in a slope that considers more historical data. Deviation Multiplier: Determines how far price can deviate from the trendline before a reset occurs. Slope Divisor: This setting allows you to tame the trajectory of the line. Higher values divide the captured slope, resulting in flatter trendlines. Source: The price data used for all calculations (default is Close). 🔹 ATR Zones ATR Length: The lookback period used for the Average True Range calculation, which determines the width of the volatility bands. ATR Multiplier: Controls the width of the shaded zones around the trendline. 🔹 Visuals Bullish/Bearish Trend Colors: Customizes the colors for the trendline and zones based on the slope direction. Zone Color: Sets the base color for the ATR area fills. Line Width: Adjusts the thickness of the primary rolling trendline.

Chỉ báo

Volume Weighted Intra Bar LR Kurtosis This indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 4th Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the price path within the bar moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. Captures "Hidden Tail Risk" or extreme outliers within the bar relative to the trend. - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual intra-bar candles. - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* kurtosis as a stacked column chart. Stacking logic groups components to ensure visual clarity of the magnitude. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Character changes (Trend Jumps vs. Noise Outliers). - Total Kurtosis pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted LR Kurtosis This indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Kurtosis Decomposition:** The indicator separates market tail risk based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 4th Statistical Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the trend moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. This captures the "Hidden Tail Risk" (extreme outliers relative to the trend). - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the area to visualize the contribution (weight) of each structural source to the overall tail risk. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* kurtosis as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of the risk. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. This helps identify extremes in market fragility or structural changes. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Kurtosis Lines:** The kurtosis lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - Total Kurtosis pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted Intra Bar LR Skewness This indicator analyzes market character by decomposing total skewness (asymmetry) of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 3rd Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the intra-bar regression line. Indicates if the price path within the bar is geometrically trend-driven. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" or sudden shocks within the bar that deviate from the main path. - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual intra-bar candles. - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility within the bar (e.g., volatility expanding as price drops). 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* skewness as a stacked column chart. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Character changes (Trend vs. Noise dominance). - Total Skewness pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted LR Skewness This indicator analyzes market character by decomposing total skewness (asymmetry) into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Skewness Decomposition:** The indicator separates market asymmetry based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 3rd Statistical Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the regression line itself. Indicates if the trend path is geometrically skewed. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" (e.g., sudden spikes against the trend). - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility (e.g., volatility expanding as price moves in one direction). *Dominance of this component indicates an unstable, emotional market.* 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the area to visualize the contribution (weight) of each structural source to the overall market bias. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* skewness as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of asymmetry. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. This helps identify extremes in market sentiment or structural bias. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Skewness Lines:** The skewness lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Skewness character changes/emerging/fading. - Total Skewness pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted Intra Bar LR Correlation This indicator analyzes market character by providing a detailed view of correlation. It applies a Linear Regression model to intra-bar price action, dissecting the total correlation of each bar into three distinct components. Key Features: 1. **Three-Component Correlation Decomposition:** The indicator separates correlation based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates correlation based on the selected `Source` (this results mainly in 'Trend' and 'Residual' correlation). - **Decomposition Mode (`Estimate Bar Statistics` = ON):** The indicator uses a statistical model ('Estimator') to calculate *within-bar* correlation. (Assumption: In this mode, the `Source` input is **ignored**, and an estimated mean for each bar is used instead). This separates correlation into: - **Trend Correlation (Green/Red):** Correlation explained by the regression's slope (Directional Alignment). - **Residual Correlation (Yellow):** Correlation from price oscillating around the regression line (Mean-Reversion/Cointegration). - **Within-Bar Correlation (Blue):** Correlation from the high-low range of each bar (Microstructure/Noise). 2. **Visual Decomposition Logic:** Total Correlation is the primary metric displayed. Since Correlation Coefficients are not linearly additive, this indicator plots the *exact* Total Correlation and partitions the area underneath based on the Covariance Ratio. This ensures the displayed total correlation remains mathematically accurate while showing relative composition. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* correlation as a stacked area chart, partitioned by the ratio of the three components. - **Relative Mode:** Displays the direct *energy ratio* (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for growth assets. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and correlation calculations. 5. **Correlation Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the *total* correlation line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Correlation Lines:** The correlation lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Correlation magnitude (High Positive / High Inverse). - Correlation character changes/emerging/fading. - Total Correlation pivot (High/Low) detection. **Caution! Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted LR Z Score This indicator calculates the Volume Weighted Linear Regression Z-Score (VWLRZS). Unlike a standard Z-Score which measures deviation from a static mean, this oscillator measures the statistical distance of price from a dynamic Volume-Weighted Linear Regression Line (Analysis of Residuals). Key Features: 1. **Volatility Decomposition:** The indicator separates volatility based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates standard Regression Residuals using the selected `Source` for both the regression line (baseline) and the signal. - **Decomposition Mode (`Estimate Bar Statistics` = ON):** Uses a hybrid statistical approach: a) **The Model (Baseline):** Uses an estimator to calculate the 'within-bar' mean and fits the Linear Regression through these statistical centers. This creates a stable, trend-following expectation model. b) **The Signal (Observation):** Compares the actual `Source` (e.g., Close) against this regression line. (Result: A Z-Score that measures deviations from the current trend slope rather than a flat average). 2. **Visual Decomposition Logic:** Total Standard Deviation (of Residuals) is the primary metric displayed. Since Standard Deviations are not linearly additive (sqrt(a+b) != sqrt(a)+sqrt(b)), this indicator calculates the *exact* Total Z-Score and partitions the area underneath based on the Variance Ratio. This ensures the displayed total volatility remains mathematically accurate while showing relative composition. 3. **Normalization (Exponential Regression):** Includes an optional 'Normalize' mode. When enabled, the indicator calculates the Linear Regression on logarithmic data. Mathematically, this transforms the baseline into an **Exponential Regression Curve**, making it ideal for analyzing assets with compounding growth characteristics (constant percentage trend). 4. **Full Divergence Suite (Class A, B, C):** The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the Z-Score: - Regular (A): Signals potential trend exhaustion and reversals. - Hidden (B): Signals potential trend continuations during pullbacks. - Exaggerated (C): Signals weakness at double tops/bottoms. 5. **Divergence Filtering and Visualization:** - **Price Tolerance Filter:** Divergence detection is enhanced with a percentage-based price tolerance (`pivPrcTol`) to filter out insignificant market noise, leading to more robust signals. - **Persistent Visualization:** Divergence markers are plotted for the entire duration of the signal and are visually anchored to the oscillator level of the confirming pivot. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library 6. **Note on Confirmation (Lag):** Divergence signals rely on a pivot confirmation method to ensure they do not repaint. - The **Start** of a divergence is only detected *after* the confirming pivot is fully formed (a delay based on `Pivot Right Bars`). - The **End** of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). 7. **Multi-Timeframe (MTF) Capability:** - **MTF Calculation:** The Z-Score line *itself* can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Divergence detection engine (`pivDiv`) is designed for the active timeframe. Using it in MTF mode is not recommended as step-data can lead to inaccurate pivot detection. 8. **Integrated Alerts:** Includes a comprehensive set of built-in alerts for the Z-Score crossing the neutral line, the configured Threshold levels, and the start/end of all divergence types. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Vietnamese Stock: Discount Linear Regression Liquidity Grab The Discount Linear Regression Liquidity Grab is a sophisticated technical analysis tool that combines statistical trend analysis with Premium/Discount Zone and Price Action logic. Unlike standard Linear Regression Channels that repaint or stretch indefinitely, this indicator is dynamic: it automatically detects volatility breakouts to "reset" the channel, creating distinct market "Sections." This tool is designed to help traders identify trend exhaustion, fair value gaps (FVGs), and high-probability reversal or continuation zones using two distinct built-in strategies. Key Features 1. Dynamic Channel Resets The core engine calculates a Linear Regression Channel based on a Pearson R coefficient and Deviation multipliers. - How it works: When price breaks out of the Upper or Lower Deviation bands, the script recognizes a shift in momentum. It "locks" the previous channel and begins calculating a new one from the breakout point. - Benefit: This creates a historical map of market structure, showing you exactly where previous trends began and ended. 2. Smart Money Concepts (SMC) Integration For every completed section (channel), the indicator automatically highlights: Highest High & Lowest Low Boxes: Identifies the structural range of the previous move. - Gaps & FVGs: Automatically draws boxes for Fair Value Gaps and Price Gaps within the channel, acting as potential magnets for price. 3. The Discount Zone (New Feature) The indicator projects a Discount Area (Red Box) from the previous section's midline down to its lowest low. - Logic: This box represents the "Discount" pricing relative to the previous move. - Behavior: The box extends to the right until price successfully "grabs liquidity" (closes below the midline/red line). Once the grab occurs, the box stops extending, marking that the liquidity event is complete. Built-In Strategies This indicator includes two automated strategy signals based on the interaction between current price and historical sections. Strategy 1: Breakout & Retest (Trend Continuation) This strategy looks for a classic resistance-turned-support setup. - Breakout: Price closes above the Highest High of a previous section (Triangle Up). - Retest: Price pulls back and closes at or below that breakout level (Triangle Down). - Confirmation: Price breaks above the high of the initial breakout candle (Green Background). Strategy 2: Midline Reclaim (Mean Reversion / Discount Buy) This strategy focuses on buying from the "Discount" zone. - Liquidity Grab: Price drops below the Midline (Red Line) of a previous section, entering the Discount Zone. - Reclaim: Price closes back above the Midline, signaling that the dip was bought up. Signal: A Diamond shape and Teal Background appear. How to Use - Trend Trading: Use the Dynamic Channels to visualize the current slope. If the channel is angling up, look for long setups. - Confluence: Use the Discount Zones and FVG boxes as areas of interest. If price enters a Red Discount Box and forms a reversal pattern, it is a high-probability entry. - Stop Loss Placement: The Lowest Low boxes of previous sections serve as excellent invalidation points for long positions. Alerts The indicator comes with pre-configured alerts for: - Strategy 1 Confirmation. - Strategy 2 Midline Reclaim. - New Channel Formation (Trend Reset). - Liquidity Grab Events.

Chỉ báo

Advanced Linear Regression Pro [PointAlgo]Advanced Linear Regression Pro is an open-source tool designed to visualize market structure using linear regression, volatility bands, and optional volume-weighted calculations. The indicator expands the concept of regression channels by adding higher-timeframe confluence, slope analysis, imbalance detection, and breakout highlighting. Key Features • Volume-Weighted Regression Weights the regression curve based on volume to highlight periods of strong participation. • Dynamic Standard-Deviation Bands Upper and lower bands are derived from volatility to help visualize potential expansion or contraction zones. • Multi-Timeframe (MTF) Regression Plots higher-timeframe regression lines and bands for additional trend context. • Slope Strength Analysis Helps identify whether the current regression slope is trending upward, downward, or in a neutral range. • Order Flow Imbalance Detection Highlights bars where price and volume move unusually fast, which may indicate liquidity voids or imbalance zones. • Breakout Markers Shows simple visual markers when the price closes beyond volatility bands with volume confirmation. These are visual signals only, not trading signals. How to Use This indicator is meant for visual market analysis, such as: Observing trend direction through regression slope Spotting volatility expansions Comparing price against higher-timeframe regression structure Identifying areas where price moves rapidly with volume It can be used on any market or timeframe. No part of this script is intended as financial advice or a complete trading system.

Chỉ báo

của pointalgo

Pulse RSI | Lyro RS Pulse RSI | Lyro RS The Pulse RSI is a momentum oscillator that enhances the traditional RSI by incorporating volume-weighted price and linear regression. It generates multiple trading signals, including trend shifts, overbought/oversold conditions, and custom threshold levels. By integrating both price and volume into its calculation, Pulse RSI is more robust and responsive than the standard RSI. This helps you identify trends faster, spot potential reversals sooner, and set up custom alerts based on your own strategy. Key Features Four Signal Types: Type 1 (Trend): Triggers when the indicator's current value crosses its previous value, highlighting short-term momentum shifts. Type 2 (Midline Trend): The classic midline cross. A bullish bias is indicated above 50, while a bearish bias is indicated below 50. Type 3 (Overbought/Oversold): Flags potential reversal zones, suggesting where buying or selling opportunities may emerge. Type 4 (Custom Thresholds): This type lets you define your own threshold levels. Instead of following a trend, use it to mark your specific conditions for a reversal. For example, set a long reversal at a low level (e.g., 5) for an early buy signal, or a short reversal at a high level (e.g., 80) for an early sell signal. Calculation Method: The indicator uses a volume-weighted price (Close * High * Low) and applies linear regression to smooth the data. This creates a unique and more stable oscillator, avoiding the chaotic movement seen in others. Color System: Choose from multiple color themes like Classic, Mystic, Accented, and Royal, or create your own custom colors for bullish and bearish signals. Visual Plotting: Features a clear plot with a glow effect, a midline, adjustable threshold lines, and shapes/labels to mark long/short and overbought/oversold signals. Alerts: Instant alerts are available for every signal type, which you can quickly enable based on your trading conditions. How It Works: Core Calculation The indicator calculates a volume-weighted price using (Close * High * Low) multiplied by the absolute volume. This value is then smoothed with linear regression and converted into an oscillator, normalized to a 0-100 scale. Trading Logic: Bullish Signals: Trigger when the main plot line crosses above a key level—be it the previous value, the 50 midline, or a custom threshold. Bearish Signals: Trigger when the main plot line crosses below a key level. Visual Logic: The system displays a main plot line, colors candles, and plots signal shapes, all customizable through a variety of color schemes. Practical Use Trend Confirmation (Types 1 & 2): Use Type 1 for early momentum shifts and Type 2 to confirm the overall trend direction. Reversals (Type 3): Consider long entries when oversold signals fire, suggesting an asset is undervalued. Look for exits at overbought signals, which suggest a potential downward reversal. Custom Thresholds (Type 4): Set tight thresholds to catch early trends and reversals. Be aware that more sensitive settings may also increase false positives. Customization: Adjust the Length: A higher setting makes the indicator more suited for long-term trends, while a lower setting makes it more sensitive for short-term moves. Enable/Disable Signals: Turn the four signal types on or off to match your trading style. Set Your Levels: Fully adjustable thresholds for Type 4 long/short conditions. Choose Your Colors: Select from a variety of color schemes for all bullish and bearish elements. ⚠️ Disclaimer This indicator is a tool for technical analysis and does not guarantee results. It should be used alongside other analysis methods and solid risk management practices. The creators are not responsible for any financial decisions made based on its signals.

Chỉ báo

Volume Weighted Volatility Regime The Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components. Key Features: Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state: +3 (Strong Bull Trend): High directional, upward volatility. +2 (Choppy Bull): Moderate upward trend with noise. +1 (Quiet Bull): Low volatility, slight upward drift. 0 (Neutral): No clear directional bias. -1 (Quiet Bear): Low volatility, slight downward drift. -2 (Choppy Bear): Moderate downward trend with noise. -3 (Strong Bear Trend): High directional, downward volatility. Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'. Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously: Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character. Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations. Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted Intra Bar LR Standard Deviation This indicator analyzes market character by providing a detailed view of volatility. It applies a Linear Regression model to intra-bar price action, dissecting the total volatility of each bar into three distinct components. Key Features: Three-Component Volatility Decomposition: By analyzing a lower timeframe ('Intra-Bar Timeframe'), the indicator separates each bar's volatility into: Trend Volatility (Green/Red): Volatility explained by the intra-bar linear regression slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the intra-bar trendline (Mean-Reversion). Within-Bar Volatility (Blue): Volatility derived from the range of each intra-bar candle (Noise/Choppiness). Layered Column Visualization: The indicator plots these components as a layered column chart. The size of each colored layer visually represents the dominance of each volatility character. Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as the column height, showing the absolute magnitude of volatility and the contribution of each component. Normalized Mode: Displays the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of Trend, Residual, and Noise. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Analysis: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. Caution! Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted LR Standard Deviation This indicator analyzes market character by decomposing total volatility into three distinct, interpretable components based on a Linear Regression model. Key Features: Three-Component Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates volatility based on the selected Source (dies führt hauptsächlich zu 'Trend'- und 'Residual'-Volatilität). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This separates volatility into: Trend Volatility (Green/Red): Volatility explained by the regression's slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the regression line (Mean-Reversion). Within-Bar Volatility (Blue): Volatility from the high-low range of each bar (Noise/Choppiness). Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as a stacked area chart, partitioned by the variance ratio of the three components. Normalized Mode: Displays the direct variance ratio (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. Calculation Options: Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space), making the analysis suitable for growth assets. Volume Weighting: An option (Volume weighted) applies volume weighting to all regression and volatility calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted Linear Regression Band The Volume-Weighted Linear Regression Band (VWLRBd) is a volatility channel that uses a Linear Regression line as its dynamic baseline. Its primary feature is the decomposition of total volatility into two distinct components, visualized as layered bands. Key Features: Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): The indicator functions as a standard (Volume-Weighted) Linear Regression Channel. It plots a single set of bands based on the standard deviation of the residuals (the error between the Source price and the regression line). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Regression Baseline (Linear / Exponential): The central line is a (Volume-Weighted) Linear Regression curve. An optional 'Normalize' mode performs all calculations in logarithmic space, transforming the baseline into an Exponential Regression Curve and the bands into constant percentage deviations, suitable for analyzing growth assets. Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the regression baseline and the volatility decomposition, giving more influence to high-participation bars. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central regression line and the outermost calculated volatility band. DISCLAIM_ For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Volume Weighted Linear Regression Channel This indicator plots a dynamic channel around a Linear Regression trendline. It provides a framework for identifying the prevailing trend and assessing price extremes based on volatility. Key Features: Linear Regression Baseline: The channel's centerline is a (Volume-Weighted) Linear Regression line. This line represents the 'best fit' for the recent price action, serving as a responsive baseline for the trend. Volatility Decomposition: The indicator's primary feature is its ability to decompose volatility, controlled by the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates a standard linear regression channel. The bands represent the standard deviation of the residuals (the error) between the Source price and the regression line. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the linear regression and the volatility decomposition, giving more influence to high-participation bars. Trend Projection: The calculated channel is plotted as a projection, which can be extended forward (Extend Forward) and backward (Extend Backward) in time to provide a visual guide for potential support and resistance. Integrated Alerts: Includes a full set of built-in alerts for the Source price crossing over or under the calculated upper band, lower band, and the central regression line. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Chỉ báo

của AustrianTradingMachine

Squeeze Momentum Regression Clouds [SciQua]╭──────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ☁️ Squeeze Momentum Regression Clouds ╰──────────────────────────────────────────────╯ 🔍 Overview The Squeeze Momentum Regression Clouds (SMRC) indicator is a powerful visual tool for identifying price compression , trend strength , and slope momentum using multiple layers of linear regression Clouds. Designed to extend the classic squeeze framework, this indicator captures the behavior of price through dynamic slope detection, percentile-based spread analytics, and an optional UI for trend inspection — across up to four customizable regression Clouds . ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ⚙️ Core Features ╰────────────────╯ Up to 4 Regression Clouds – Each Cloud is created from a top and bottom linear regression line over a configurable lookback window. Slope Detection Engine – Identifies whether each band is rising, falling, or flat based on slope-to-ATR thresholds. Spread Compression Heatmap – Highlights compressed zones using yellow intensity, derived from historical spread analysis. Composite Trend Scoring – Aggregates directional signals from each Cloud using your chosen weighting model. Color-Coded Candles – Optional candle coloring reflects the real-time composite score. UI Table – A toggleable info table shows slopes, compression levels, percentile ranks, and direction scores for each Cloud. Gradient Cloud Styling – Apply gradient coloring from Cloud 1 to Cloud 4 for visual slope intensity. Weight Aggregation Options – Use equal weighting, inverse-length weighting, or max pooling across Clouds to determine composite trend strength. ──────────────────────────────────────────────────────────── ╭──────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 🧪 How to Use the Indicator ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ 1. Understand Trend Bias with Cloud Colors ╰──────────────────────────────────────────╯ Each Cloud changes color based on its current slope: Green indicates a rising trend. Red indicates a falling trend. Gray indicates a flat slope — often seen during chop or transitions. Cloud 1 typically reflects short-term structure, while Cloud 4 represents long-term directional bias. Watch for multi-Cloud alignment — when all Clouds are green or red, the trend is strong. Divergence among Clouds often signals a potential shift. ──────────────────────────────────────────────────────────── ╭───────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ 2. Use Compression Heat to Anticipate Breakouts ╰───────────────────────────────────────────────╯ The space between each Cloud’s top and bottom regression lines is measured, normalized, and analyzed over time. When this spread tightens relative to its history, the script highlights the band with a yellow compression glow . This visual cue helps identify squeeze zones before volatility expands. If you see compression paired with a changing slope color (e.g., gray to green), this may indicate an impending breakout. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ 3. Leverage the Optional Table UI ╰─────────────────────────────────╯ The indicator includes a dynamic, floating table that displays real-time metrics per Cloud. These include: Slope direction and value , with historical Min/Max reference. Top and Bottom percentile ranks , showing how price sits within the Cloud range. Current spread width , compared to its historical norms. Composite score , which blends trend, slope, and compression for that Cloud. You can customize the table’s position, theme, transparency, and whether to show a combined summary score in the header. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 4. Analyze Candle Color for Composite Signals ╰─────────────────────────────────────────────╯ When enabled, the indicator colors candles based on a weighted composite score. This score factors in: The signed slope of each Cloud (up, down, or flat) The percentile pressure from the top and bottom bands The degree of spread compression Expect green candles in bullish trend phases, red candles during bearish regimes, and gray candles in mixed or low-conviction zones. Candle coloring provides a visual shorthand for market conditions , useful for intraday scanning or historical backtesting. ──────────────────────────────────────────────────────────── ╭────────────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ 🧰 Configuration Guidance ╰────────────────────────╯ To tailor the indicator to your strategy: Use Cloud lengths like 21, 34, 55, and 89 for a balanced multi-timeframe view. Adjust the slope threshold (default 0.05) to control how sensitive the trend coloring is. Set the spread floor (e.g., 0.15) to tune when compression is detected and visualized. Choose your weighting style : Inverse Length (favor faster bands), Equal, or Max Pooling (most aggressive). Set composite weights to emphasize trend slope, percentile bias, or compression—depending on your market edge. ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ ✅ Best Practices ╰────────────────╯ Use aligned Cloud colors across all bands to confirm trend conviction. Combine slope direction with compression glow for early breakout entry setups. In choppy markets, watch for Clouds 1 and 2 turning flat while Clouds 3 and 4 remain directional — a sign of potential trend exhaustion or consolidation. Keep the table enabled during backtesting to manually evaluate how each Cloud behaved during price turns and consolidations. ──────────────────────────────────────────────────────────── ╭───────────────────────╮ ‎ ‎ ‎ ‎‎ ‎ ‎ ‎‎ ‎‎ ‎ 📌 License & Usage Terms ╰───────────────────────╯ This script is provided under the Creative Commons Attribution-NonCommercial 4.0 International License . ✅ You are allowed to: Use this script for personal or educational purposes Study, learn, and adapt it for your own non-commercial strategies ❌ You are not allowed to: Resell or redistribute the script without permission Use it inside any paid product or service Republish without giving clear attribution to the original author For commercial licensing , private customization, or collaborations, please contact Joshua Danford directly.

Chỉ báo

của JoshuaDanford

BERLIN-MAX 1V.5 BERLIN-MAX 1V.5 is a comprehensive trading indicator designed for TradingView that combines multiple advanced strategies and tools. It integrates EMA crossover signals, UT Bot logic with ATR-based trailing stops, customizable stop-loss and target multipliers per timeframe, Hull Moving Averages with color-coded trends, linear regression channels for support and resistance, and a multi-timeframe RSI and volume signal table. This script aims to provide clear entry and exit signals for scalping and swing trading, enhancing decision-making across different market conditions.

Chỉ báo

của alnaimi515

Adaptive Market Profile – Auto Detect & Dynamic Activity Zones Adaptive Market Profile is an advanced indicator that automatically detects and displays the most relevant trend channel and market profile for any asset and timeframe. Unlike standard regression channel tools, this script uses a fully adaptive approach to identify the optimal period, providing you with the channel that best fits the current market dynamics. The calculation is based on maximizing the statistical significance of the trend using Pearson’s R coefficient, ensuring that the most relevant trend is always selected. Within the selected channel, the indicator generates a dynamic market profile, breaking the price range into configurable zones and displaying the most active areas based on volume or the number of touches. This allows you to instantly identify high-activity price levels and potential support/resistance zones. The “most active lines” are plotted in real-time and always stay parallel to the channel, dynamically adapting to market structure. Key features: - Automatic detection of the optimal regression period: The script scans a wide range of lengths and selects the channel that statistically represents the strongest trend. - Dynamic market profile: Visualizes the distribution of volume or price touches inside the trend channel, with customizable section count. - Most active zones: Highlights the most traded or touched price levels as dynamic, parallel lines for precise support/resistance reading. - Manual override: Optionally, users can select their own channel period for full control. - Supports both linear and logarithmic charts: Simple toggle to match your chart scaling. Use cases: - Trend following and channel trading strategies. - Quick identification of dynamic support/resistance and liquidity zones. - Objective selection of the most statistically significant trend channel, without manual guesswork. - Suitable for all assets and timeframes (crypto, stocks, forex, futures). Originality: This script goes beyond basic regression channels by integrating dynamic profile analysis and fully adaptive period detection, offering a comprehensive tool for modern technical analysts. The combination of trend detection, market profile, and activity zone mapping is unique and not available in TradingView built-ins. Instructions: Add Adaptive Market Profile to your chart. By default, the script automatically detects the optimal channel period and displays the corresponding regression channel with dynamic profile and activity zones. If you prefer manual control, disable “Auto trend channel period” and set your preferred period. Adjust profile settings as needed for your asset and timeframe. For questions, suggestions, or further customization, contact Julien Eche (@Julien_Eche) directly on TradingView.

Chỉ báo

của Julien_Exe

Dynamic S/R System - Pivot + Channel Dynamic S/R System - Pivot + Channel A comprehensive Support & Resistance indicator combining dual methodologies for institutional-grade price level analysis 📊 CORE FEATURES Dual Detection System • Pivot-Based Levels - Historical turning points with intelligent touch counting • Dynamic Channel S/R - Trend-aware linear regression boundaries • Smart Level Management - Auto-merges similar levels, removes weak/outdated ones Volume Integration • Multi-timeframe volume analysis using EMA oscillator and spike detection • Volume confirmation for all breakout signals to filter false moves • Real-time volume status (Normal/High/Spike) in live information panel Intelligent Touch Counting • Automatic level validation through touch frequency analysis • Strength classification with visual differentiation (colors/thickness) • Level labels showing exact touch count (S3, R5, etc.) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎨 VISUAL ELEMENTS Line System Solid Lines: Pivot-based S/R levels Dashed Lines: Dynamic channel boundaries Color Coding: • 🔵 Blue/🔴 Red: Standard support/resistance • 🟠 Orange: Strong levels (multiple touches) • 🟣 Purple: Channel S/R levels Signal Labels • "B" - Pivot S/R breakout with volume confirmation • "CB" - Channel boundary breakout • "Bull/Bear Wick" - False breakout detection (wick rejections) Information Panel Real-time analysis displays: • Total resistance/support levels detected • Closest S/R levels to current price • Volume status and position relative to levels • Current market position assessment ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✅ KEY ADVANTAGES Multi-Method Validation Combines historical pivot analysis with dynamic trend channels for comprehensive market view False Breakout Protection • Volume confirmation requirements • Wick analysis to identify failed attempts • Multiple validation criteria before signal generation Adaptive Level Management • Automatically updates as new pivots form • Removes outdated/weak levels • Maintains clean, relevant level display Institutional-Grade Analysis • Touch counting reveals institutional respect levels • Volume integration shows smart money activity • Strength classification identifies high-probability zones ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⏰ OPTIMAL USE CASES Best Timeframes • Daily - Primary recommendation for swing trading • 4-Hour - Intraday analysis and entries • Weekly - Long-term position planning Ideal Markets • Crypto pairs (especially ETH/BTC, BTC/USD) • Forex majors with good volume data • Large-cap stocks with institutional participation Trading Applications • Entry/exit planning around key S/R levels • Breakout confirmation with volume validation • Risk management using nearest S/R for stops • Trend analysis through channel dynamics ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ CONFIGURATION GUIDELINES Conservative Setup (Higher Confidence) Min Pivot Strength: 3-4 Volume Threshold: 25-30% Max Levels: 6-8 Aggressive Setup (More Signals) Min Pivot Strength: 2 Volume Threshold: 15-20% Max Levels: 10-12 🔔 ALERT SYSTEM Breakout Alerts • Resistance/Support breaks with volume confirmation • Channel boundary violations • Approaching strong S/R levels Advanced Notifications • Strong level approaches (within 0.5% of price) • False breakout detection • Volume spike confirmations 📈 TRADING STRATEGY GUIDE Entry Strategy 1. Wait for price to approach identified S/R level 2. Confirm with volume analysis (spike/high volume preferred) 3. Watch for wick formations indicating rejection 4. Enter on confirmed breakout with volume or bounce with rejection Risk Management • Use nearest S/R level for stop placement • Scale position size based on level strength (touch count) • Monitor volume confirmation for exit signals Market Context • Combine with higher timeframe trend analysis • Consider overall market sentiment and volatility • Use channel direction for bias confirmation Transform complex S/R analysis into actionable trading intelligence with institutional-level insights for professional trading decisions.

Chỉ báo

của lazy_capitalist

Bitcoin Power Law Clock [LuxAlgo]The Bitcoin Power Law Clock is a unique representation of Bitcoin prices proposed by famous Bitcoin analyst and modeler Giovanni Santostasi. It displays a clock-like figure with the Bitcoin price and average lines as spirals, as well as the 12, 3, 6, and 9 hour marks as key points in the cycle. 🔶 USAGE Giovanni Santostasi, Ph.D., is the creator and discoverer of the Bitcoin Power Law Theory. He is passionate about Bitcoin and has 12 years of experience analyzing it and creating price models. As we can see in the above chart, the tool is super intuitive. It displays a clock-like figure with the current Bitcoin price at 10:20 on a 12-hour scale. This tool only works on the 1D INDEX:BTCUSD chart. The ticker and timeframe must be exact to ensure proper functionality. According to the Bitcoin Power Law Theory, the key cycle points are marked at the extremes of the clock: 12, 3, 6, and 9 hours. According to the theory, the current Bitcoin prices are in a frenzied bull market on their way to the top of the cycle. 🔹 Enable/Disable Elements All of the elements on the clock can be disabled. If you disable them all, only an empty space will remain. The different charts above show various combinations. Traders can customize the tool to their needs. 🔹 Auto scale The clock has an auto-scale feature that is enabled by default. Traders can adjust the size of the clock by disabling this feature and setting the size in the settings panel. The image above shows different configurations of this feature. 🔶 SETTINGS 🔹 Price Price: Enable/disable price spiral, select color, and enable/disable curved mode Average: Enable/disable average spiral, select color, and enable/disable curved mode 🔹 Style Auto scale: Enable/disable automatic scaling or set manual fixed scaling for the spirals Lines width: Width of each spiral line Text Size: Select text size for date tags and price scales Prices: Enable/disable price scales on the x-axis Handle: Enable/disable clock handle Halvings: Enable/disable Halvings Hours: Enable/disable hours and key cycle points 🔹 Time & Price Dashboard Show Time & Price: Enable/disable time & price dashboard Location: Dashboard location Size: Dashboard size

Chỉ báo

Bitcoin Power Law [LuxAlgo]The Bitcoin Power Law tool is a representation of Bitcoin prices first proposed by Giovanni Santostasi, Ph.D. It plots BTCUSD daily closes on a log10-log10 scale, and fits a linear regression channel to the data. This channel helps traders visualise when the price is historically in a zone prone to tops or located within a discounted zone subject to future growth. 🔶 USAGE Giovanni Santostasi, Ph.D. originated the Bitcoin Power-Law Theory; this implementation places it directly on a TradingView chart. The white line shows the daily closing price, while the cyan line is the best-fit regression. A channel is constructed from the linear fit root mean squared error (RMSE), we can observe how price has repeatedly oscillated between each channel areas through every bull-bear cycle. Excursions into the upper channel area can be followed by price surges and finishing on a top, whereas price touching the lower channel area coincides with a cycle low. Users can change the channel areas multipliers, helping capture moves more precisely depending on the intended usage. This tool only works on the daily BTCUSD chart. Ticker and timeframe must match exactly for the calculations to remain valid. 🔹 Linear Scale Users can toggle on a linear scale for the time axis, in order to obtain a higher resolution of the price, (this will affect the linear regression channel fit, making it look poorer). 🔶 DETAILS One of the advantages of the Power Law Theory proposed by Giovanni Santostasi is its ability to explain multiple behaviors of Bitcoin. We describe some key points below. 🔹 Power-Law Overview A power law has the form y = A·xⁿ , and Bitcoin’s key variables follow this pattern across many orders of magnitude. Empirically, price rises roughly with t⁶, hash-rate with t¹² and the number of active addresses with t³. When we plot these on log-log axes they appear as straight lines, revealing a scale-invariant system whose behaviour repeats proportionally as it grows. 🔹 Feedback-Loop Dynamics Growth begins with new users, whose presence pushes the price higher via a Metcalfe-style square-law. A richer price pool funds more mining hardware; the Difficulty Adjustment immediately raises the hash-rate requirement, keeping profit margins razor-thin. A higher hash rate secures the network, which in turn attracts the next wave of users. Because risk and Difficulty act as braking forces, user adoption advances as a power of three in time rather than an unchecked S-curve. This circular causality repeats without end, producing the familiar boom-and-bust cadence around the long-term power-law channel. 🔹 Scale Invariance & Predictions Scale invariance means that enlarging the timeline in log-log space leaves the trajectory unchanged. The same geometric proportions that described the first dollar of value can therefore extend to a projected million-dollar bitcoin, provided no catastrophic break occurs. Institutional ETF inflows supply fresh capital but do not bend the underlying slope; only a persistent deviation from the line would falsify the current model. 🔹 Implications The theory assigns scarcity no direct role; iterative feedback and the Difficulty Adjustment are sufficient to govern Bitcoin’s expansion. Long-term valuation should focus on position within the power-law channel, while bubbles—sharp departures above trend that later revert—are expected punctuations of an otherwise steady climb. Beyond about 2040, disruptive technological shifts could alter the parameters, but for the next order of magnitude the present slope remains the simplest, most robust guide. Bitcoin behaves less like a traditional asset and more like a self-organising digital organism whose value, security, and adoption co-evolve according to immutable power-law rules. 🔶 SETTINGS 🔹 General Start Calculation: Determine the start date used by the calculation, with any prior prices being ignored. (default - 15 Jul 2010) Use Linear Scale for X-Axis: Convert the horizontal axis from log(time) to linear calendar time 🔹 Linear Regression Show Regression Line: Enable/disable the central power-law trend line Regression Line Color: Choose the colour of the regression line Mult 1: Toggle line & fill, set multiplier (default +1), pick line colour and area fill colour Mult 2: Toggle line & fill, set multiplier (default +0.5), pick line colour and area fill colour Mult 3: Toggle line & fill, set multiplier (default -0.5), pick line colour and area fill colour Mult 4: Toggle line & fill, set multiplier (default -1), pick line colour and area fill colour 🔹 Style Price Line Color: Select the colour of the BTC price plot Auto Color: Automatically choose the best contrast colour for the price line Price Line Width: Set the thickness of the price line (1 – 5 px) Show Halvings: Enable/disable dotted vertical lines at each Bitcoin halving Halvings Color: Choose the colour of the halving lines

Chỉ báo

TrueTrend MaxR The TrueTrend MaxR indicator is designed to identify the most consistent exponential price trend over extended periods. It uses statistical analysis on log-transformed prices to find the trendline that best fits historical price action, and highlights the most frequently tested or traded level within that trend channel. For optimal results, especially on high timeframes such as weekly or monthly, it is recommended to use this indicator on charts set to logarithmic scale. This ensures proper visual alignment with the exponential nature of long-term price movements. How it works The indicator tests 50 different lookback periods, ranging from 300 to 1280 bars. For each period, it: - Applies a linear regression on the natural logarithm of the price - Computes the slope and intercept of the trendline - Calculates the unbiased standard deviation from the regression line - Measures the correlation strength using Pearson's R coefficient The period with the highest Pearson R value is selected, meaning the trendline drawn corresponds to the log-scale trend with the best statistical fit. Trendline and deviation bands Once the optimal period is identified, the indicator plots: - A main log-scale trendline - Upper and lower bands, based on a user-defined multiple of the standard deviation These bands help visualize how far price deviates from its core trend, and define the range of typical fluctuations. Point of Control (POC) Inside the trend channel, the space between upper and lower bands is divided into 15 logarithmic levels. The script evaluates how often price has interacted with each level, using one of two selectable methods: - Touches: Counts the number of candles crossing each level - Volume: Weighs each touch by the traded volume at that candle The level with the highest cumulative interaction is considered the dynamic Point of Control (POC), and is plotted as a line. Annualized performance and confidence display When used on daily or weekly timeframes, the script also calculates the annualized return (CAGR) based on the detected trend, and displays: - A performance estimate in percentage terms - A textual label describing the confidence level based on the Pearson R value Why this indicator is useful - Automatically detects the most statistically consistent exponential trendline - Designed for log-scale analysis, suited to long-term investment charts - Highlights key price levels frequently visited or traded within the trend - Provides objective, data-based trend and volatility insights - Displays annualized growth rate and correlation strength for quick evaluation Notes - All calculations are performed only on the last bar - No future data is used, and the script does not repaint - Works on any instrument or timeframe, with optimal use on higher timeframes and logarithmic scaling

Chỉ báo

của Julien_Exe