Get started

M-oscillator

Sortino Ratio -> PROFABIGHI_CAPITAL🌟 Overview This Sortino Ratio → PROFABIGHI_CAPITAL implements advanced risk-adjusted performance measurement focusing specifically on downside volatility for superior portfolio evaluation. It provides Enhanced Sortino Ratio calculation with downside deviation analysis , Customizable risk-free rate benchmarking for different market environments , EMA smoothing for trend clarity and noise reduction , and Dynamic threshold-based visualization with performance classification for comprehensive risk-adjusted return analysis. 🔧 Advanced Risk Measurement Architecture - Professional Sortino Ratio implementation focusing exclusively on downside risk measurement for accurate performance evaluation - Source Selection Framework with customizable price input allowing close, high, low, or other price sources for flexible analysis adaptation - Calculation Period Management with adjustable lookback period for statistical significance balancing responsiveness versus stability - Annual Risk-Free Rate Configuration enabling benchmark comparison against government bonds, treasury rates, or other risk-free instruments - EMA Smoothing System reducing noise and providing clearer trend identification through exponential moving average filtering - Dynamic Threshold Framework with strong and weak performance classification levels for objective performance assessment - Cryptocurrency Annualization using 365-day factor for proper crypto market risk-adjusted return calculation 📊 Sortino Ratio Calculation Engine - Periodic Returns Computation calculating bar-to-bar percentage changes for accurate return measurement across different timeframes - Risk-Free Rate Conversion transforming annual risk-free rates into period-appropriate benchmarks for proper comparison - Mean Return Analysis using Simple Moving Average over calculation period for statistical trend identification - Downside Deviation Framework measuring only negative deviations below risk-free rate for true downside risk assessment - Mathematical Precision implementing squared deviation calculations for proper statistical variance measurement - Zero-Division Protection preventing calculation errors through proper mathematical validation and edge case handling - Annualization Factor Application scaling periodic calculations to annual equivalents for standardized performance comparison 🔬 Advanced Statistical Implementation - Downside-Only Risk Measurement focusing exclusively on negative returns below risk-free threshold for accurate risk assessment - Squared Deviation Accumulation using proper statistical methodology for variance calculation with mathematical precision - Mean Downside Squared Calculation averaging squared negative deviations over calculation period for statistical accuracy - Square Root Standard Deviation converting variance to standard deviation for proper risk measurement units - Excess Return Calculation measuring portfolio performance above risk-free rate for true alpha generation assessment - Mathematical Validation Framework ensuring proper handling of edge cases and preventing division by zero errors - Statistical Significance using sufficient calculation periods for reliable Sortino Ratio measurement and trend identification 📈 EMA Smoothing and Trend Analysis - Exponential Moving Average Application reducing short-term noise while preserving trend direction for clearer signal interpretation - Smoothing Period Configuration balancing responsiveness versus stability through adjustable EMA length parameters - Trend Persistence Analysis identifying sustained performance improvements or deteriorations through smoothed ratio tracking - Signal Quality Enhancement filtering market noise while maintaining sensitivity to genuine performance changes - Null Value Protection using nz() function to handle missing values and ensure continuous ratio calculation - Real-Time Updates providing current smoothed Sortino values for immediate performance assessment and decision making 🎨 Dynamic Visualization Framework - Performance-Based Color Coding using green for strong performance above upper threshold and red for weak performance below lower threshold - Neutral Zone Visualization displaying gray coloring for performance between thresholds indicating moderate risk-adjusted returns - Threshold Reference Lines showing strong and weak performance boundaries through horizontal dashed lines for clear performance classification - Dynamic Line Width using prominent line display for clear trend identification and professional chart presentation - Real-Time Color Updates adjusting visualization based on current performance relative to threshold settings - Professional Styling implementing institutional-grade visual elements for serious portfolio analysis and performance tracking ⚖️ Risk-Adjusted Performance Assessment - Downside Risk Focus measuring only negative volatility for more accurate risk assessment compared to traditional Sharpe ratio - Asymmetric Risk Recognition acknowledging that upside volatility is desirable while downside volatility represents true risk - Benchmark Relative Performance comparing returns against risk-free alternatives for absolute performance measurement - Statistical Robustness using proper mathematical formulation for reliable risk-adjusted return calculation - Performance Classification providing objective strong/weak performance thresholds for systematic evaluation - Trend Analysis Capability identifying improving or deteriorating risk-adjusted performance through smoothed trending 🔍 Advanced Configuration Options - Flexible Source Selection accommodating different price sources for various analysis requirements and asset characteristics - Adaptive Calculation Periods allowing adjustment for different market conditions and analysis timeframes - Risk-Free Rate Customization enabling comparison against various benchmarks including government bonds and treasury rates - Smoothing Parameter Control balancing signal clarity versus responsiveness through adjustable EMA periods - Performance Threshold Management setting custom strong and weak performance boundaries for specific strategy requirements - Precision Control using three decimal places for accurate ratio measurement and detailed performance tracking 📊 Professional Portfolio Analysis Applications - Strategy Performance Evaluation measuring risk-adjusted returns for trading strategy assessment and optimization - Portfolio Comparison comparing multiple strategies or assets using standardized Sortino measurements - Risk Management Integration identifying periods of poor risk-adjusted performance for strategy adjustment - Benchmark Outperformance tracking excess returns above risk-free alternatives for alpha generation measurement - Performance Monitoring continuous assessment of strategy effectiveness through smoothed ratio trending - Institutional-Grade Analysis providing professional portfolio management metrics for serious investment analysis 🔧 Technical Implementation Features - Mathematical Accuracy implementing proper Sortino formula with correct statistical methodology and precision handling - Computational Efficiency using optimized loops and calculations for real-time performance measurement - Error Prevention incorporating comprehensive validation and edge case handling for reliable operation - Memory Management efficient variable usage and calculation methods for optimal indicator performance - Real-Time Processing providing immediate updates with each new bar for current performance assessment - Professional Standards following institutional portfolio analysis methodology for serious risk management applications ✅ Key Takeaways - Advanced Sortino Ratio implementation focusing exclusively on downside risk for superior portfolio performance measurement - Customizable risk-free rate benchmarking enabling comparison against various market alternatives and investment environments - EMA smoothing system reducing noise while preserving trend identification for clearer performance signal interpretation - Dynamic threshold-based visualization providing objective performance classification through color-coded strong/weak boundaries - Professional statistical implementation using proper mathematical methodology for institutional-grade risk-adjusted return analysis - Flexible configuration options accommodating different analysis requirements, timeframes, and market conditions - Comprehensive risk management integration enabling continuous strategy performance monitoring and optimization for superior portfolio management
Pine Script® indicator
by PROFABIGHI_CAPITAL
Daily SMA200 Distance – Percentile Zones PROIndicator Description — Weekly/Daily SMA200 Distance – Percentile Zones The SMA200 Distance – Percentile Zones indicator measures the percentage distance between the price and its 200-period Simple Moving Average (SMA200), and classifies it into historical percentile zones. This tool helps traders and investors understand the market context of an asset relative to its long-term trend: Cheap Zone (< P25): price at historically low levels compared to SMA200. Value Zone (P25–P50): neutral range, where price trades around its long-term average. Acceptable Zone (P50–P65): moderately high levels, still reasonable within an uptrend. Not Recommended Zone (P65–P76): overextended territory, with increasing correction risk. Very Expensive Zone (≥ P76): extreme levels, historically linked to overvaluation and potential market tops. Percentiles are calculated dynamically from the entire historical dataset (since the SMA200 becomes available), providing a robust and objective statistical framework for decision-making. ✅ In summary: This indicator works as a quantitative valuation map — showing whether the asset is cheap, fairly valued, acceptable, risky, or very expensive relative to its historical behavior against the SMA200.
Pine Script® indicator
by ed_andresdl
Multiple Divergence Scanner (move to candles and merge scales)This indicator detects and visualizes multiple types of RSI-based divergences, including Regular, Hidden, and Dual-source (Multi) Bullish/Bearish signals. Not limited with RSI only. You can add move functions and it will automaticly combine your options. It offers customizable score filtering, label positioning, and visual styling. Ideal for traders who seek both technical precision and symbolic clarity in their charts. You have to drag it to your candles after adding to your chart. Then right click on price->Merge all scales to right/left.
Pine Script® indicator
by Mirach35
Kameniczki AI RSI Pro v2.0Kameniczki AI RSI Pro v2.0 is an advanced technical indicator based on RSI (Relative Strength Index) with artificial intelligence that provides comprehensive market analysis with emphasis on safety and signal reliability. The indicator combines traditional RSI calculations with modern AI technologies for detecting high-quality trading opportunities. Key Features: AI Signal Quality Assessment - Automatic signal quality rating on 0-100% scale - Strict filtering to prevent false signals - Trend confirmation with "falling knife" protection - Momentum filter for detecting strong trends Multi-Timeframe Analysis - RSI analysis across 5 timeframes (5M, 15M, 30M, 1H, 4H) - Alignment score calculation for trend direction confirmation - Configurable threshold for MTF alignment (50-90%) Smart Money Detection - Detection of smart money accumulation and distribution - Volume vs. price analysis for institutional activity identification - Smart money strength calculation (0-100%) Anomaly Detection System - Early warning system for market anomalies - Monitoring of price, volume, and volatility anomalies - 4 anomaly levels: NORMAL, MEDIUM, HIGH, CRITICAL - Comprehensive anomaly scoring (0-100 points) Volume-Weighted RSI - Volume-weighted RSI calculations - Adaptive RSI lengths based on volatility - Three RSI variants: Fast (7), Medium (14), Slow (21) RSI Divergence Detection - Automatic bullish and bearish divergence detection - 20-bar lookback period for accurate identification - Integration with AI signal quality Dashboard and Visualization Information Dashboard - **SIGNAL**: Main trading signal with percentage score - **ANOMALY**: Market anomaly status with color coding - **MTF**: Multi-timeframe alignment percentages - **SMART MONEY**: Accumulation/distribution status - **DIVERGENCE**: Current RSI divergences Signal Types - **STRONG BUY/SELL**: Highest quality with trend confirmation - **BUY/SELL**: Normal signals with percentage score - **NEUTRAL**: No clear direction Visual Effects - Glowing colors for high AI quality (90%+) - Modern AI color schemes - RSI momentum histogram - Critical zones for extreme levels Settings RSI Core Settings - Base RSI Length: 5-100 (default 14) - Fast RSI Length: 3-21 (default 7) - Slow RSI Length: 14-50 (default 21) - RSI Source: Price source for calculations AI Enhancement - Enable AI Signal Quality: AI quality rating - AI Quality Threshold: 30-95% (default 70%) - Enable Smart Money Detection: Smart money detection - Enable Volume Weighting: Volume weighting Multi-Timeframe Analysis - Enable MTF Analysis: Multi-timeframe analysis - MTF Weight: 10-50% (default 30%) - MTF Alignment Threshold: 50-90% (default 75%) Visual Settings - Enable Glowing Effects: Bright colors for high quality - Line Width: 1-5 (default 2) - Zone Transparency: 50-95% (default 80%) - Dashboard Position: 6 positioning options - Customizable signal colors Alert Settings - Enable Alerts: Main alerts - Enable Divergence Alerts: Divergence alerts - Enable Smart Money Alerts: Smart money alerts Alert System Main Alerts (AI Quality ≥ 85%) - SUPER RSI STRONG BUY/SELL: Highest priority - SUPER RSI BUY/SELL: Normal signals - Price, RSI, trend, and stress level information Specialized Alerts - BULLISH/BEARISH DIVERGENCE: RSI divergences - ANOMALY CRITICAL/HIGH: Market anomalies - SMART MONEY ACCUMULATION/DISTRIBUTION: Smart money activity - MTF ALIGNMENT: Multi-timeframe alignment Technical Specifications Calculation Methods - Volume-weighted RSI with adaptive lengths - ATR-based volatility analysis - EMA trend confirmation (20, 50, 200) - Stress level calculation (KAMENICZKI AI 1.5.5) Safety Mechanisms - Momentum filter against counter-trend trading - Trend confirmation requirements - Volume confirmation for extreme signals - Falling knife protection Performance Optimization - Max bars back: 500 - Efficient global variables - Optimized functions for speed Usage The indicator is designed for professional traders who need reliable and safe signals with emphasis on quality over quantity. It combines traditional technical analysis with modern AI technologies for maximum accuracy and risk minimization.
Pine Script® indicator
by kameniczkifx
TRAPPER TRENDLINES — RSIBuilds dynamic RSI trendlines by connecting the two most recent confirmed RSI swing points (highs→highs for resistance, lows→lows for support). Includes optional channel shading for the 30–70 zone, an RSI moving average, clean break alerts, and simple bullish/bearish divergence alerts versus price. How it works RSI pivots: A point on RSI is a swing high/low only if it is the most extreme value compared with a set number of bars on the left and the right (the Pivot Lookback). RSI trendlines: Resistance connects the last two confirmed RSI swing highs. Support connects the last two confirmed RSI swing lows. Lines can be Full Extend (update into the future) or Pivot Only. Channel block: Optional fill of the 30–70 range for fast visual context. Alerts: Breaks of RSI support/resistance trendlines. Basic bullish/bearish RSI divergences versus price pivots. Inputs RSI RSI Length: Default 14 (standard). Pivot Lookback: Bars to the left/right required to confirm an RSI swing. Overbought / Oversold: 70 / 30 by default. Line Extension: Full Extend or Pivot Only. Visuals Show RSI Moving Average / Signal Length: Optional smoothing line on RSI. RSI/Signal colors: Customize plot colors. Show 30–70 Channel Block: Toggle the middle-zone fill. Tint pane background when RSI in channel: Optional subtle background when RSI is between OB/OS. Divergences & Alerts Enable RSI TL Break Alerts: Alert conditions for RSI line breaks. Enable Divergence Alerts: Bullish/Bearish divergence alerts versus price. Pairing with price for confluence/divergence For accurate confluence and clearer divergences, align this RSI tool with your price trendline tool (for example, TRAPPER TRENDLINES — PRICE): Set RSI Pivot Lookback equal to the Pivot Left/Right size used on price. Example: Price uses Pivot Left = 50 and Pivot Right = 50 → set RSI Pivot Lookback = 50. Keep RSI Length = 14 and OB/OS = 70/30 unless you have a specific edge. Interpretation: Confluence: Price reacts at its trendline while RSI reacts at its own line in the same direction. Divergence: Price makes a higher high while RSI makes a lower high (bearish), or price makes a lower low while RSI makes a higher low (bullish), using matched pivot windows. Suggested settings Higher timeframes (4H / 1D / 1W): Pivot Lookback = 50; optional RSI MA length 14; channel block ON. Intraday (15m / 30m / 1H): Pivot Lookback = 30; optional RSI MA length 14. Always mirror your price pivot size to this RSI Pivot Lookback for consistent swings. Reading the signals RSI trendline touch/hold: Momentum reacting at structure; look for confluence with price levels. RSI Trendline Break Up / Down: Momentum shift; consider price structure and retests. Bullish/Bearish Divergence: Confirm only when pivots are matched and the new swing is confirmed. Notes & limitations Pivots require future bars to confirm by design; trendlines update as new swings confirm. Divergence logic compares RSI pivots to price pivots with the same lookback; mismatched windows can produce false positives. No strategy entries/exits or performance claims are provided. This is an analytical tool. Alerts (titles/messages) RSI: Trendline Break Up — “RSI broke falling resistance line.” RSI: Trendline Break Down — “RSI broke rising support line.” RSI: Bullish Divergence — “Bullish RSI divergence confirmed.” RSI: Bearish Divergence — “Bearish RSI divergence confirmed.” Quick start Add the indicator to a separate pane. Set Pivot Lookback to match your price tool’s pivot size (e.g., 50). Optionally toggle the RSI MA and Channel Block for clarity. Enable alerts if you want notifications on RSI line breaks and divergences. Use with TRAPPER TRENDLINES — PRICE or any price-based trendline tool for confluence/divergence analysis. Compliance This script is for educational purposes only and does not constitute financial advice. Trading involves risk. Past performance does not guarantee future results. No performance claims are made.
Pine Script® indicator
by TRAPPER-RAMS
2
Simplified Market ForecastSimplified Market Forecast Indicator This indicator pairs nicely with the Contrarian 100 MA and can be located here: Overview The "Simplified Market Forecast" (SMF) indicator is a streamlined technical analysis tool designed for traders to identify potential buy and sell opportunities based on a momentum-based oscillator. By analyzing price movements relative to a defined lookback period, SMF generates clear buy and sell signals when the oscillator crosses customizable threshold levels. This indicator is versatile, suitable for various markets (e.g., forex, stocks, cryptocurrencies), and optimized for daily timeframes, though it can be adapted to other timeframes with proper testing. Its intuitive design and visual cues make it accessible for both novice and experienced traders. How It Works The SMF indicator calculates a momentum oscillator based on the price’s position within a specified range over a user-defined lookback period. It then smooths this value to reduce noise and plots the result as a line in a separate lower pane. Buy and sell signals are generated when the smoothed oscillator crosses above a user-defined buy level or below a user-defined sell level, respectively. These signals are visualized as triangles either on the main chart or in the lower pane, with a table displaying the current ticker and oscillator value for quick reference. Key Components Momentum Oscillator: The indicator measures the price’s position relative to the highest high and lowest low over a specified period, normalized to a 0–100 scale. Signal Generation: Buy signals occur when the oscillator crosses above the buy level (default: 15), indicating potential oversold conditions. Sell signals occur when the oscillator crosses below the sell level (default: 85), suggesting potential overbought conditions. Visual Aids: The indicator includes customizable horizontal lines for buy and sell levels, shaded zones for clarity, and a table showing the ticker and current oscillator value. Mathematical Concepts Oscillator Calculation: The indicator uses the following formula to compute the raw oscillator value: c1I = close - lowest(low, medLen) c2I = highest(high, medLen) - lowest(low, medLen) fastK_I = (c1I / c2I) * 100 The result is smoothed using a 5-period Simple Moving Average (SMA) to produce the final oscillator value (inter). Signal Logic: A buy signal is triggered when the smoothed oscillator crosses above the buy level (ta.crossover(inter, buyLevel)). A sell signal is triggered when the smoothed oscillator crosses below the sell level (ta.crossunder(inter, sellLevel)). Entry and Exit Rules Buy Signal (Blue Triangle): Triggered when the oscillator crosses above the buy level (default: 15), indicating a potential oversold condition and a buying opportunity. The signal appears as a blue triangle either below the price bar (if plotted on the main chart) or at the bottom of the lower pane. Sell Signal (White Triangle): Triggered when the oscillator crosses below the sell level (default: 85), indicating a potential overbought condition and a selling opportunity. The signal appears as a white triangle either above the price bar (if plotted on the main chart) or at the top of the lower pane. Exit Rules: Traders can exit positions when an opposite signal occurs (e.g., exit a buy on a sell signal) or based on additional technical analysis tools (e.g., support/resistance, trendlines). Always apply proper risk management. Recommended Usage The SMF indicator is optimized for the daily timeframe but can be adapted to other timeframes (e.g., 1H, 4H) with careful testing. It performs best in markets with clear momentum shifts, such as trending or range-bound conditions. Traders should: Backtest the indicator on their chosen asset and timeframe to validate signal reliability. Combine with other indicators (e.g., moving averages, support/resistance) or price action for confirmation. Adjust the lookback period and buy/sell levels to suit market volatility and trading style. Customization Options Intermediate Length: Adjust the lookback period for the oscillator calculation (default: 31 bars). Buy/Sell Levels: Customize the threshold levels for buy (default: 15) and sell (default: 85) signals. Colors: Modify the colors of the oscillator line, buy/sell signals, and threshold lines. Signal Display: Toggle whether signals appear on the main chart or in the lower pane. Visual Aids: The indicator includes dotted horizontal lines at the buy (green) and sell (red) levels, with shaded zones between 0–buy level (green) and sell level–100 (red) for clarity. Ticker Table: A table in the top-right corner displays the current ticker and oscillator value (in percentage), with customizable colors. Why Use This Indicator? The "Simplified Market Forecast" indicator provides a straightforward, momentum-based approach to identifying potential reversals in overbought or oversold markets. Its clear signals, customizable settings, and visual aids make it easy to integrate into various trading strategies. Whether you’re a swing trader or a day trader, SMF offers a reliable tool to enhance decision-making and improve market timing. Tips for Users Test the indicator thoroughly on your chosen asset and timeframe to optimize settings. Use in conjunction with other technical tools for stronger trade confirmation. Adjust the buy and sell levels based on market conditions (e.g., lower levels for less volatile markets). Monitor the ticker table for real-time oscillator values to gauge market momentum. Happy trading with the Simplified Market Forecast indicator!
Pine Script® indicator
by chuckaschultz
Fisher Volume Transform | AlphaNattFisher Volume Transform | AlphaNatt A powerful oscillator that applies the Fisher Transform - converting price into a Gaussian normal distribution - while incorporating volume weighting to identify high-probability reversal points with institutional participation. "The Fisher Transform reveals what statistics professors have known for decades: when you transform market data into a normal distribution, turning points become crystal clear." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎲 THE MATHEMATICS Fisher Transform Formula: The Fisher Transform converts any bounded dataset into a Gaussian distribution: y = 0.5 × ln((1 + x) / (1 - x)) Where x is normalized price (-1 to 1 range) Why This Matters: Market extremes become statistically identifiable Turning points are amplified and clarified Removes the skew from price distributions Creates nearly instantaneous signals at reversals Volume Integration: Unlike standard Fisher Transform, this version weights price by relative volume: High volume moves get more weight Low volume moves get filtered out Identifies institutional participation Reduces false signals from retail chop ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💎 KEY ADVANTAGES Statistical Edge: Transforms price into normal distribution where extremes are mathematically defined Volume Confirmation: Only signals with volume support Early Reversal Detection: Fisher Transform amplifies turning points Clean Signals: Gaussian distribution reduces noise No Lag: Mathematical transformation, not averaging ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS OPTIMIZATION Fisher Period (5-30): 5-9: Very sensitive, many signals 10: Default - balanced sensitivity 15-20: Moderate smoothing 25-30: Major reversals only Volume Weight (0.1-1.0): 0.1-0.3: Minimal volume influence 0.5-0.7: Balanced price/volume 0.7: Default - strong volume weight 0.8-1.0: Volume dominant ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 TRADING SIGNALS Primary Signals: Zero Cross Up: Bullish momentum shift Zero Cross Down: Bearish momentum shift Signal Line Cross: Early reversal warning Extreme Readings (±75): Potential reversal zones Visual Interpretation: Cyan zones: Bullish momentum Magenta zones: Bearish momentum Gradient intensity: Strength of move Histogram: Raw momentum power ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 OPTIMAL USAGE Best Market Conditions: Range-bound markets (reversals clear) High volume periods Major support/resistance levels Divergence hunting Trading Strategies: 1. Extreme Reversal: Enter when oscillator exceeds ±75 and reverses 2. Zero Line Momentum: Trade crosses of zero line with volume confirmation 3. Signal Line Strategy: Early entry on signal line crosses 4. Divergence Trading: Price makes new high/low but Fisher doesn't ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Quantitative Trading Systems Version: 1.0 Classification: Statistical Transform Oscillator Not financial advice. Always DYOR.
Pine Script® indicator
by AlphaNatt
Vector Sniper Pro What it is Vector Sniper (Simplified) is a single, original algorithm that flags impulsive “vector” moves only when volatility, volume, and structure align. It is not a mashup of other indicators; everything below is computed from raw OHLCV with a small, transparent ruleset. ⸻ Core idea (signal = force × participation × context) 1. Force (Volatility): • We z-score true range: trZ = (ATR(1) - SMA(ATR(1), N)) / StDev(ATR(1), N). • A move must exceed a user-set Volatility Z-Score. 2. Participation (Volume): • We z-score raw volume: volZ = (Vol - SMA(Vol, N)) / StDev(Vol, N). • Volume must also exceed a Volume Z-Score. 3. Context (Structure, Body, Imbalance, Traps): • Body% filter: real body / range ≥ Min Body %. • Delta-volume proxy: (bullVol − bearVol) / volume, where bullVol = volume*(close−low)/range and bearVol = volume*(high−close)/range. We require positive imbalance for bulls, negative for bears. • Structure break (optional): price must take out the prior N-bar high/low. • Trap detection (optional): spring/upthrust patterns defined by lower-low/upper-high followed by a close back inside. If the above align, you get a Bull Vector (green) or Bear Vector (red). “Extreme” vectors require the same conditions at a higher multiple (Ext Mult). ⸻ Noise control (pre-signal gate) Before a vector is allowed, a pre-signal score (0–7) must pass: • Checks include spring/upthrust, no-supply/no-demand, imbalance, volume > average, VWAP side alignment, EMA trend alignment, proximity to structure break, and candle direction. • You choose a minimum score, persistence (must occur ≥N times inside last M bars), cooldown after a pass, and hysteresis vs the opposite side. This prevents one-off blips and keeps signals directional. ⸻ Optional confluence • VWAP alignment: require price on the correct side and VWAP slope with it. • EMA filter: require EMA trend agreement. • HTF bias (optional): compare HTF close vs HTF EMA on a selected timeframe. • Implemented with request.security and no look-ahead; bias updates when the higher timeframe bar closes. ⸻ Visuals & alerts • Candle colors (5 total): • Green = Bull Vector, Red = Bear Vector. • Blue = Pre-Bull, Orange = Pre-Bear. • Gray = Neutral. • Markers (optional): diamonds = “Extreme” vectors; small triangles = pre-signals. • Built-in alerts: Bull Vector, Bear Vector, Extreme Bull/Bear, Pre-Bull, Pre-Bear. • Add from: Alerts → Condition → this script → choose event. ⸻ How to use (practical) 1. Start with defaults. Turn on VWAP and EMA filters; add HTF bias if you want fewer but cleaner signals. 2. Hunt for alignment: Pre-signal (blue/orange) → Vector (green/red) in the same direction. 3. Use your own risk model for entries/exits; the script does not place orders or compute stops/targets. ⸻ Inputs (plain English) • ATR/Volume Periods & Z-Scores: sensitivity to volatility/participation. • Extreme Multiplier: threshold for “Extreme” vectors. • Structure Break (bars) & Traps: contextual confirms. • Pre-signal gate: Min Score, Persistence (N in last M), Cooldown, Opposite-side lockout. • Confluence: VWAP side, EMA trend, optional HTF bias (timeframe + EMA length). • Visuals: candle painting and markers. ⸻ Design notes / limitations • Signals evaluate on bar close. Intrabar they can form and cancel; for consistency, trade on closed bars. • HTF bias is derived from closed HTF bars; no future data is used. • This is an indicator, not financial advice. Backtest forward and manage risk. ⸻ Why this isn’t a “mashup”: All components are purposeful and documented: z-score volatility + z-score volume (force & participation), body% and delta-volume (quality), structure & traps (context), and a scored, persistent pre-filter with VWAP/EMA/HTF alignment (noise control).
Pine Script® indicator
by RickyTSpanish
2
RSI + Sell/Buy RatesEnglish follow Sell/Buy Rates = des barres vert/rouge qui mesurent la pression acheteurs vs vendeurs (calculé à partir des bougies et du volume), centrées sur 50. > 50 (vert) : acheteurs dominent. < 50 (rouge) : vendeurs dominent. Plus loin de 50 ⇒ plus fort. Avec le RSI : on ne fait que confirmer — RSI > 50 et barres > 50 → acheteurs ; RSI < 50 et barres < 50 → vendeurs ; sinon on s’abstient. Sell/Buy Rates = green/red bars that measure buyer vs. seller pressure (calculated from candles and volume), centered at 50. > 50 (green): buyers dominate. < 50 (red): sellers dominate. Farther from 50 ⇒ stronger. With RSI: it’s just a confirmation — RSI > 50 and bars > 50 → buyers; RSI < 50 and bars < 50 → sellers; otherwise, stand aside.
Pine Script® indicator
by PhilArsouille
Momentum Concepts [A1TradeHub]ℹ️ General Information — TSI + Stochastic Z-Score (Momentum Duo) Purpose: A two-oscillator stack that blends trend strength (TSI) with extreme-move normalization (Stochastic Z-Score) to time entries with confirmation instead of guessing tops/bottoms. Components Stochastic Z-Score (SZ): Converts price stretch into a bounded curve. Red zone ≈ overbought supply, Green zone ≈ oversold demand. The hook out of a band often marks turning points. True Strength Index (TSI): Measures momentum quality and direction. Signal/line cross = timing, Zero-line = trend filter, slope = acceleration. Core Read Alignment = edge: SZ leaves a band and TSI agrees (cross/slope). Divergences: Higher-low on SZ/TSI vs lower-low in price (bullish). Lower-high on SZ/TSI vs higher-high in price (bearish). Best when near bands. Mid-range = chop: Avoid trades when SZ is centered and TSI is flat. Best Practices Use structure (PDH/PDL, EMAs 13/48/200, trendlines) as context. Scale profits into opposing SZ band or on TSI flatten/cross-back. Place stops beyond the last swing or key EMA; skip high-volatility news. Timeframes Works on intraday (e.g., 5–15m) and swings (1h/4h). Use higher TF for bias, lower TF for entries. This combo is designed to keep you on the right side of momentum, act at band hooks with TSI confirmation, and stand down when conditions are indecisive. I. 🔴🟢 TSI Oscillator — Quick Guide What you’re seeing Lines: Fast TSI + slow Signal (both EMA-smoothed momentum). Zones: 🟢 Green = oversold, 🔴 Red = overbought, 0-line = trend regime. Long: 🟢 hook up → fast crosses above slow → ideally reclaim 0. Short: 🔴 roll down → fast crosses below slow → ideally lose 0. Exits: Trim into the opposite zone or on a cross back. Divergence: TSI ↑ vs price ↓ = bullish; TSI ↓ vs price ↑ = bearish. Avoid: Both lines chopping around 0. II. Stochastic Z-Score — Quick Guide Zones: 🔴 Red = overbought/supply, 🟢 Green = oversold/demand. Curve: Watch the hook out of a zone for the turn. Signals 🟢 Green Arrow (from Green zone): Momentum turns up → call/long bias. Enter on first pullback; stop under last swing/13-EMA. 🔻 Red/Bearish Arrow (from Red zone): Momentum rolls down → put/short bias. Enter on first lower-high; stop above last swing/13-EMA. ⚪ Ball = Momentum Shift: Early heads-up (slope change). Use as confirmation/add-on, not a standalone entry.
Pine Script® indicator
by A1TradingHub
Signal PainterSignal Painter is a trend-focused technical indicator that paints buy/sell signals only when a strong directional move is confirmed. It combines a momentum oscillator with a volatility filter to ensure signals occur during robust trends. In practice, the algorithm waits for price movement and momentum to exceed certain thresholds (for example, requiring both a surge in momentum and price range expansion) before marking a potential up-trend entry or down-trend entry on the chart. This means the system performs best in well-defined trending markets where such conditions are met consistently. In sideways or range-bound conditions, however, these strict requirements can be triggered by random fluctuations, reducing the indicator’s effectiveness (it may generate false or choppy signals when the market lacks clear direction). To adapt to a choppier market, traders can apply Signal Painter on a lower timeframe to make it more reactive to smaller price swings. This increases the frequency and quickness of signals (capturing short-term moves sooner) but at the cost of signal strength and reliability – lower-timeframe signals carry more noise and are less robust compared to signals on higher timeframes. In summary, Signal Painter is designed to highlight significant trend breakouts with visual cues on the chart, excelling during trending phases and cautioning users that its performance will degrade during sideways market conditions.
Pine Script® indicator
by CR-JE
2
RockstarrFX — Stochastic OB/OS Cross SignalsThe RockstarrFX Stochastic Cross Strategy (5/3/3) is a clean, professional-grade tool that plots %K and %D lines and generates buy/sell signals only in high-probability zones. 🔑 How it works: Buy (B): %K crosses above %D in/near oversold (≤22) Sell (S): %K crosses below %D in/near overbought (≥78) ⚙️ Features: Built on the classic Stochastic 5/3/3 oscillator Signals filtered to appear only in OB/OS regions (reducing false triggers) Default label size = Tiny (with options for Small/Normal) Optional OB/OS shading for quick context Mono-inspired muted colors for a clean charting experience 🔥 Designed for traders who rely on momentum shifts, reversals, and confluence setups. Works across all timeframes — forex, crypto, indices, and stocks. 🔍 Keywords (SEO): stochastic oscillator, stochastic cross strategy, overbought oversold signals, stochastic indicator, momentum trading, stochastic trading system, buy sell signals. ⚡ Part of the RockstarrFX 3-Step Setup Toolkit. ⚠️ Disclaimer: This script is published for educational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any financial instrument. Past performance is not indicative of future results. Always test on demo before using in live markets and trade responsibly.
Pine Script® indicator
by RockStarrFX
1
Savitzky-Golay Hampel Filter | AlphaNattSavitzky-Golay Hampel Filter | AlphaNatt A revolutionary indicator combining NASA's satellite data processing algorithms with robust statistical outlier detection to create the most scientifically advanced trend filter available on TradingView. "This is the same mathematics that processes signals from the Hubble Space Telescope and analyzes data from the Large Hadron Collider - now applied to financial markets." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 SCIENTIFIC PEDIGREE Savitzky-Golay Filter Applications: NASA: Satellite telemetry and space probe data processing CERN: Particle physics data analysis at the LHC Pharmaceutical: Chromatography and spectroscopy analysis Astronomy: Processing signals from radio telescopes Medical: ECG and EEG signal processing Hampel Filter Usage: Aerospace: Cleaning sensor data from aircraft and spacecraft Manufacturing: Quality control in precision engineering Seismology: Earthquake detection and analysis Robotics: Sensor fusion and noise reduction ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧬 THE MATHEMATICS 1. Savitzky-Golay Filter The SG filter performs local polynomial regression on data points: Fits a polynomial of degree n to a sliding window of data Evaluates the polynomial at the center point Preserves higher moments (peaks, valleys) unlike moving averages Maintains derivative information for true momentum analysis Originally published in Analytical Chemistry (1964) Mathematical Properties: Optimal smoothing in the least-squares sense Preserves statistical moments up to polynomial order Exact derivative calculation without additional lag Superior frequency response vs traditional filters 2. Hampel Filter A robust outlier detector based on Median Absolute Deviation (MAD): Identifies outliers using robust statistics Replaces spurious values with polynomial-fitted estimates Resistant to up to 50% contaminated data MAD is 1.4826 times more robust than standard deviation Outlier Detection Formula: |x - median| > k × 1.4826 × MAD Where k is the threshold parameter (typically 3 for 99.7% confidence) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💎 WHY THIS IS SUPERIOR vs Moving Averages: Preserves peaks and valleys (critical for catching tops/bottoms) No lag penalty for smoothness Maintains derivative information Polynomial fitting > simple averaging vs Other Filters: Outlier immunity (Hampel component) Scientifically optimal smoothing Preserves higher-order features Used in billion-dollar research projects Unique Advantages: Feature Preservation: Maintains market structure while smoothing Spike Immunity: Ignores false breakouts and stop hunts Derivative Accuracy: True momentum without additional indicators Scientific Validation: 60+ years of academic research ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ PARAMETER OPTIMIZATION 1. Polynomial Order (2-5) 2 (Quadratic): Maximum smoothing, gentle curves 3 (Cubic): Balanced smoothing and responsiveness (recommended) 4-5 (Higher): More responsive, preserves more features 2. Window Size (7-51) Must be odd number Larger = smoother but more lag Formula: 2×(desired smoothing period) + 1 Default 21 = analyzes 10 bars each side 3. Hampel Threshold (1.0-5.0) 1.0: Aggressive outlier removal (68% confidence) 2.0: Moderate outlier removal (95% confidence) 3.0: Conservative outlier removal (99.7% confidence) (default) 4.0+: Only extreme outliers removed 4. Final Smoothing (1-7) Additional WMA smoothing after filtering 1 = No additional smoothing 3-5 = Recommended for most timeframes 7 = Ultra-smooth for position trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 TRADING STRATEGIES Signal Recognition: Cyan Line: Bullish trend with positive derivative Pink Line: Bearish trend with negative derivative Color Change: Trend reversal with polynomial confirmation 1. Trend Following Strategy Enter when price crosses above cyan filter Exit when filter turns pink Use filter as dynamic stop loss Best in trending markets 2. Mean Reversion Strategy Enter long when price touches filter from below in uptrend Enter short when price touches filter from above in downtrend Exit at opposite band or filter color change Excellent for range-bound markets 3. Derivative Strategy (Advanced) The SG filter preserves derivative information Acceleration = second derivative > 0 Enter on positive first derivative + positive acceleration Exit on negative second derivative (momentum slowing) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 PERFORMANCE CHARACTERISTICS Strengths: Outlier Immunity: Ignores stop hunts and flash crashes Feature Preservation: Catches tops/bottoms better than MAs Smooth Output: Reduces whipsaws significantly Scientific Basis: Not curve-fitted or optimized to markets Considerations: Slight lag in extreme volatility (all filters have this) Requires odd window sizes (mathematical requirement) More complex than simple moving averages Best with liquid instruments ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔬 SCIENTIFIC BACKGROUND Savitzky-Golay Publication: "Smoothing and Differentiation of Data by Simplified Least Squares Procedures" - Abraham Savitzky & Marcel Golay - Analytical Chemistry, Vol. 36, No. 8, 1964 Hampel Filter Origin: "Robust Statistics: The Approach Based on Influence Functions" - Frank Hampel et al., 1986 - Princeton University Press These techniques have been validated in thousands of scientific papers and are standard tools in: NASA's Jet Propulsion Laboratory European Space Agency CERN (Large Hadron Collider) MIT Lincoln Laboratory Max Planck Institutes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 ADVANCED TIPS News Trading: Lower Hampel threshold before major events to catch spikes Scalping: Use Order=2 for maximum smoothness, Window=11 for responsiveness Position Trading: Increase Window to 31+ for long-term trends Combine with Volume: Strong trends need volume confirmation Multiple Timeframes: Use daily for trend, hourly for entry Watch the Derivative: Filter color changes when first derivative changes sign ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTICES Not financial advice - educational purposes only Past performance does not guarantee future results Always use proper risk management Test settings on your specific instrument and timeframe No indicator is perfect - part of complete trading system ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏆 CONCLUSION The Savitzky-Golay Hampel Filter represents the pinnacle of scientific signal processing applied to financial markets. By combining polynomial regression with robust outlier detection, traders gain access to the same mathematical tools that: Guide spacecraft to other planets Detect gravitational waves from black holes Analyze particle collisions at near light-speed Process signals from deep space This isn't just another indicator - it's rocket science for trading . "When NASA needs to separate signal from noise in billion-dollar missions, they use these exact algorithms. Now you can too." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt Version: 1.0 Release: 2025 Pine Script: v6 "Where Space Technology Meets Market Analysis" Not financial advice. Always DYOR
Pine Script® indicator
by AlphaNatt
1
TWAP OscillatorTWAP Oscillator (TOSC) A powerful mean reversion oscillator that measures price deviation from Time-Weighted Average Price (TWAP) in standard deviations, automatically adapting to your chart timeframe. How It Works: The TWAP Oscillator calculates the distance between current price and TWAP, expressed in standard deviations. Unlike VWAP which weights by volume, TWAP gives equal weight to each time period, making it ideal for: • Mean Reversion Trading - Identifies when price is statistically overextended from its time-weighted average • Trend Strength Analysis - Shows how far price has deviated from the TWAP baseline • Entry/Exit Timing - Provides objective levels for trade entries and exits Automatic Timeframe Adaptation: The indicator intelligently selects the appropriate TWAP period based on your chart timeframe: 1m Charts → 1D TWAP (intraday mean reversion) 3m-5m Charts → 7D TWAP (weekly perspective) 15m-1h Charts → 30D TWAP (monthly context) 4h-8h Charts → 90D TWAP (quarterly view) Daily Charts → 365D TWAP (yearly reference) Trading Days vs Calendar Days: Toggle between trading days (5D, 22D, 66D, 252D) or calendar days (7D, 30D, 90D, 365D) to match your analysis style. Divergence Analysis - High Probability Reversals: The most powerful signals occur when price and oscillator diverge at extreme levels: Bullish Divergence (Oversold): • Price makes lower lows • Oscillator makes higher lows • Both at oversold levels (-2 or lower) • Strong buy signal - price weakness not confirmed by TWAP Bearish Divergence (Overbought): • Price makes higher highs • Oscillator makes lower highs • Both at overbought levels (+2 or higher) • Strong sell signal - price strength not confirmed by TWAP Hidden Bullish Divergence: • Price makes higher lows • Oscillator makes lower lows • At oversold levels • Trend continuation signal - pullback in uptrend Hidden Bearish Divergence: • Price makes lower highs • Oscillator makes higher highs • At overbought levels • Trend continuation signal - rally in downtrend Divergence Confluence Zones: Maximum Confluence Setup: • Divergence at extreme levels (±2+ std dev) • Multiple timeframe confirmation • Key support/resistance levels • Volume confirmation • Highest probability reversal Divergence Trading Rules: • Wait for clear divergence formation • Confirm at extreme oscillator levels • Enter on divergence confirmation • Stop loss beyond recent swing • Target return to zero line or opposite extreme Key Features: • Zero Line - Neutral position where price equals TWAP • Overbought/Oversold Levels - Default ±2 standard deviations (customizable) • Smoothing - SMA filter to reduce noise • Info Table - Shows current values and timeframe mapping • Alerts - Zero line crosses and overbought/oversold conditions Trading Applications: Mean Reversion Strategy: • Enter long when oscillator crosses above oversold level (-2) • Enter short when oscillator crosses below overbought level (+2) • Exit when returning to zero line Trend Following: • Stay long while oscillator remains above zero • Stay short while oscillator remains below zero • Use extreme readings as potential reversal signals Risk Management: • Use overbought/oversold levels as stop-loss references • Scale position size based on oscillator magnitude • Combine with other indicators for confirmation Mathematical Foundation: Oscillator = (Current Price - TWAP) / Standard Deviation Where: • TWAP = Time-weighted average price over selected period • Standard Deviation = Statistical measure of price dispersion • Result = Number of standard deviations from mean Best Practices: • Use on higher timeframes for trend analysis • Use on lower timeframes for entry timing • Combine with volume analysis for confirmation • Adjust overbought/oversold levels based on market volatility • Consider market structure and support/resistance levels Perfect For: • Scalping - 1m charts with 1D TWAP • Day Trading - 5m-15m charts with 7D TWAP • Swing Trading - 1h-4h charts with 30D TWAP • Position Trading - Daily charts with 365D TWAP
Pine Script® indicator
by mindyourbuisness
Swing Oracle Stock// (\_/) // ( •.•) // (")_(") 📌 Swing Oracle Stock – Professional Cycle & Trend Detection Indicator The Swing Oracle Stock is an advanced market analysis tool designed to highlight price cycles, trend shifts, and key trading zones with precision. It combines trendline dynamics, normalized oscillators, and multi-timeframe confirmation into a single comprehensive indicator. 🔑 Key Features NDOS (Normalized Dynamic Oscillator System): Measures price strength relative to recent highs and lows to detect overbought, neutral, and oversold zones. Dynamic Trendline (EMA8 or SMA231): Flexible source selection for adapting to different trading styles (scalping vs. swing). Multi-Timeframe H1 Confirmation: Adds higher-timeframe validation to improve signal reliability. Automated Buy & Sell Signals: Triggered only on significant crossovers above/below defined levels. Weekly Cycles (7-day M5 projection): Tracks recurring time-based market cycles to anticipate reversal points. Intuitive Visualization: Colored zones (high, low, neutral) for quick market context. Optional background and candlestick coloring for better clarity. Multi-Timeframe Cross Table: Automatically compares SMA50 vs. EMA200 across multiple timeframes (1m → 4h), showing clear status: ⭐️⬆️ UP = bullish trend confirmation 💀⬇️ Drop = bearish trend confirmation 📊 Built-in Statistical Tools Normalized difference between short and long EMA. Projected normalized mean levels plotted directly on the main chart. Dynamic analysis of price distance from SMA50 to capture market “waves.” 🎯 Use Cases Spot trend reversals with multi-timeframe confirmation. Identify powerful breakout and breakdown zones. Time entries and exits based on trend + cycle confluence. Enhance market timing for swing trades, scalps, or long-term positions. ⚡ Swing Oracle Stock brings together cycle detection, oscillator normalization, and multi-timeframe confirmation into one streamlined indicator for traders who want a professional edge.
Pine Script® indicator
by FollowtheWhiteRabbitz