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Moving Averages

RAVEMA Clouds Description The RAVEMA Clouds indicator is a comprehensive multi-timeframe analysis tool designed to identify high-probability trend direction, momentum shifts, and key market structure levels. It combines the dynamic visualization of multiple EMA (Exponential Moving Average) clouds with advanced volume-based support and resistance zones, providing a holistic view of the market from both a trend and structural perspective. This powerful script helps traders pinpoint optimal entry and exit points, visualize the strength of trends, and anticipate potential price reactions at significant market levels. How It Works The indicator is built with two core components that work in synergy: 1. PDEMA (Progressive Dual EMA) Clouds: * The tool plots up to five independent EMA "clouds," each consisting of a fast and a slow EMA pair (e.g., 8/9, 5/12, 34/50, 72/89, 180/200). * The space between each EMA pair is filled, creating a colored cloud. The color of each cloud is dynamic: * Green/Bullish Cloud: Forms when the shorter EMA is above the longer EMA, indicating bullish momentum for that timeframe. * Red/Bearish Cloud: Forms when the shorter EMA is below the longer EMA, indicating bearish momentum. * The thickness and position of the clouds provide an intuitive, instant read on trend strength and direction across different time horizons (e.g., Cloud 1 for short-term, Cloud 5 for long-term trends). Users can enable/disable individual clouds and choose to show the underlying EMA lines. 2. MEGA (Multi-timeframe Evaluated Gravitational Area) Reaction Areas: * This sophisticated feature identifies major support and resistance zones not just based on price, but on volume analysis . * It analyzes a user-defined lookback period to find significant high/low clusters. * It calculates a Volume Balance by comparing buying volume (on up candles) to selling volume (on down candles) within these zones. * These zones are displayed as semi-transparent boxes on the chart, labeled as "MEGA REACTION AREAS." The color indicates the type of zone (green for support, red for resistance), and the label displays the total volume transacted within that zone, giving insight into its potential significance. What Makes It Unique * Dual-Layer Analysis: Unlike standard EMA or cloud indicators, this script offers a unique combination of trend-following (EMA Clouds) and mean-reversion/market structure (MEGA Reaction Areas) analysis in a single pane. * Volume-Validated Zones: The MEGA Reaction Areas are not simple horizontal lines. They are volume-profile informed zones , meaning they highlight areas where significant trading activity has *actually occurred*, making them more reliable than static Fibonacci or Pivot Points for many traders. * Progressive & Customizable Clouds: Featuring five distinct, customizable EMA pairs, it allows traders to visualize multi-timeframe momentum simultaneously. The leading offset feature helps project cloud support/resistance into the immediate future. * Actionable Visual Intelligence: The color-coded clouds and clearly marked high-volume reaction areas translate complex market data into an easily interpretable visual format, drastically reducing chart noise and improving decision-making speed. * Strategic Depth: The confluence of a bullish EMA cloud aligning with a major volume-based support zone (or a bearish cloud with resistance) creates a high-confidence, multi-factor signal for traders. Perfect For: Swing traders, position traders, and market analysts looking for a robust, all-in-one tool to assess trend, momentum, and key market structure levels.
Pine Script® indicator
by DrJerry
Custom HA-MACD-SMA-RSI ScannerScript To Find Stocks that show the best momentum layout using; 1. Find stocks, where the MACD signal line sloop is positive. 2. For those that are positive, is it above the signal line or not? If no, discard 3. In these companies, is the 9 day SMA larger than 50 day SMA which is larger than 180 SMA? If not, discard 4. Is yesterday's lowest price action on the market close that day - is it above the 9 day SMA? If no, discard 6. For the distilled companies that fit this criteria, is the RSI over 80% overbought? If yes, discard. Show me a list of stocks that pass this criteria list
Pine Script® indicator
by Axmanson
AlphaConsensus Meter - Multi-Timeframe Trend Consensus🎯 AlphaConsensus Meter The Problem Every Trader Faces: You're looking at a 1-hour chart showing strong bullish momentum, but is the daily trend aligned? What about the 4-hour? Most traders guess. The Solution: This indicator combines trend strength across 4 customizable timeframes into a single consensus score (0-100). When all your chosen timeframes align above 70, you have maximum confidence. When they conflict, you know to be cautious. 🔥 Key Features: ✅ Fully Customizable Timeframes - Choose ANY 4 timeframes that match your trading style ✅ Multi-Component Analysis - Combines ADX strength, EMA alignment, and momentum slope ✅ Professional Table Display - See individual timeframe scores + overall consensus ✅ Clean Chart Interface - No clutter, just actionable intelligence ✅ Smart Alerts - Get notified when consensus enters key zones ✅ Universal Compatibility - Works on all markets: Forex, Crypto, Stocks, Commodities 📊 How It Works: The indicator calculates trend consensus using three proven components: ADX (40%) - Pure trend strength measurement Trend Direction (40%) - Price vs EMA positioning Momentum (20%) - Rate of trend acceleration Each timeframe gets scored 0-100, then combined for your overall consensus reading. 🎨 Color-Coded Zones: 🟢 70-100: STRONG CONSENSUS - High-confidence trend continuation zone 🟡 30-70: MIXED SIGNALS - Conflicting timeframes, trade with caution 🔴 0-30: WEAK CONSENSUS - Low conviction, consider range-bound strategies 💡Tips: Day Traders: Use 1m, 5m, 15m, 1H timeframes Swing Traders: Use 1H, 4H, 1D, 1W timeframes Position Traders: Use 4H, 1D, 1W, 1M timeframes Best Setups: All 4 timeframes showing 70+ consensus (green) Avoid: Mixed signals with conflicting colors ⚡ Default Setup: Timeframe 1: Current chart period Timeframe 2: 60 minutes Timeframe 3: 240 minutes (4H) Timeframe 4: Daily 🚀 Why This Indicator Works: Most traders focus on single timeframes and miss the bigger picture. This tool gives you the multi-timeframe consensus packaged in a clean, easy-to-read format. 📈 Perfect For: Confirming trend continuation setups Identifying high-probability entry zones Avoiding false breakouts with weak consensus Building multi-timeframe confluence ⚠️ Disclaimer: This is for educational purposes. Past performance doesn't guarantee future results. Always use proper risk management.
Pine Script® indicator
by AlphaEdge_
Deviation Rate Crash SignalDescription This indicator provides entry signals for contrarian trades that aim to capture rebounds after sharp declines, such as during market crashes. A signal is triggered when the deviation rate from the 25-day moving average falls below -25% (default setting). On the chart, a red circle is displayed below the candlestick to indicate the signal. Backtest (2000–2024, Nikkei 225 stocks): Win rate: 64.73% Payoff ratio: 1.141 Probability of ruin: 0.0% (with proper risk control) Trading Rules (Long only): Entry: Market buy at next day’s open when the closing price is 25% or more below the 25-day MA. Exit: Market sell at next day’s open when: The closing price is 10% above the entry price (take profit), or The closing price is 10% below the entry price (stop loss), or 40 days have passed since entry. Notes: This indicator is tuned for crisis periods (e.g., 2008 Lehman Shock, 2011 Great East Japan Earthquake, 2020 COVID-19 crash, 2024 Yen carry trade reversal). In normal market conditions, signals will be rare. Pine Screener BETA Support: Add this indicator to your favorites and scan with long condition = true. Screener results display both the MA deviation rate and current price. When multiple signals occur, use the deviation rate as a reference to prioritize setups. 説明 このインジケーターは、暴落時など短期間で急落した銘柄のリバウンドを狙う逆張りトレードのエントリーシグナルを提供します。 25日移動平均線からの乖離率が -25% を下回ったときにシグナルが点灯します（初期設定）。シグナルはメインチャートのローソク足の下に赤い丸印で表示されます。 バックテスト結果（2000～2024年、日経225銘柄）: 勝率: 64.73% ペイオフレシオ: 1.141 破産確率: 0.0%（適切なリスク管理を行った場合） トレードルール（買いのみ）: エントリー: 終値が25日移動平均線から25%以上下方乖離した場合、翌日の寄り付きで成行買い。 手仕舞い: 翌日の寄り付きで成行売り（以下のいずれかの条件を満たした場合） 終値が買値より10%以上上昇（利確） 終値が買値より10%以上下落（損切り） エントリーから40日経過 注意点: このインジケーターは、2008年リーマンショック、2011年東日本大震災、2020年コロナショック、2024年円キャリートレード巻き戻しショックなど、危機的局面で効果を発揮するように調整されています。 通常の相場ではシグナルはほとんど出現しません。 Pine Screener BETA 対応: このインジケーターをお気に入り登録し、long condition = true をフィルター条件にしてスキャンしてください。 スクリーナー結果には移動平均乖離率と現在値が表示されます。 シグナルが同時に多数出現した場合は、移動平均乖離率を参考に優先順位をつけてください。
Pine Script® indicator
by fightpm
Highest High, Lowest Low 4H 30 Bars LookbackThis indicator plots the Highest High and Lowest Low levels over a selected lookback period, along with a Simple Moving Average (SMA). It helps identify breakout levels and trend direction. Green Line → Highest High over the chosen period. Red Line → Lowest Low over the chosen period. Cyan Line → SMA of closing prices. How to use: A breakout above the Highest High may indicate a bullish move. A breakdown below the Lowest Low may indicate a bearish move. The SMA helps filter signals by trend direction. Alerts are triggered when the price crosses above the Highest High or below the Lowest Low.
Pine Script® indicator
by mujtabahassan
Ramen & OJ V1Ramen & OJ V1 — Strategy Overview Ramen & OJ V1 is a mechanical price-action system built around two entry archetypes—Engulfing and Momentum—with trend gates, session controls, risk rails, and optional interval take-profits. It’s designed to behave the same way you’d trade it manually: wait for a qualified impulse, enter with discipline (optionally on a measured retracement), and manage the position with clear, rules-based exits. Core Idea (What the engine does) At its heart, the strategy looks for a decisive candle, then trades in alignment with your defined trend gates and flattens when that bias is no longer valid. Entry Candle Type Engulfing: The body of the current candle swallows the prior candle’s body (classic momentum shift). Momentum: A simple directional body (close > open for longs, close < open for shorts). Body Filter (lookback): Optional guard that requires the current body to be at least as large as the max body from the last N bars. This keeps you from chasing weak signals. Primary MA (Entry/Exit Role): Gate (optional): Require price to be above the Primary MA for longs / below for shorts. Exit (always): Base exit occurs when price closes back across the Primary MA against your position. Longs: qualifying bullish candle + pass all enabled filters. Shorts: mirror logic. Entries (Impulse vs. Pullback) You choose how aggressive to be: Market/Bars-Close Entry: Fire on the bar that confirms the signal (respecting filters and sessions). Retracement Entry (optional): Instead of chasing the close, place a limit around a configurable % of the signal candle’s range (e.g., 50%). This buys the dip/sells the pop with structure, often improving average entry and risk. Flip logic is handled: when an opposite, fully-qualified signal appears while in a position, the strategy closes first and then opens the new direction per rules. Exits & Trade Management Primary Exit: Price closing back across the Primary MA against your position. Interval Take-Profit (optional): Pre-Placed (native): Automatically lays out laddered limit targets every X ticks with OCO behavior. Each rung can carry its own stop (per-rung risk). Clean, broker-like behavior in backtests. Manual (legacy): Closes slices as price steps through the ladder levels intrabar. Useful for platforms/brokers that need incremental closes rather than bracketed OCOs. Per-Trade Stop: Choose ticks or dollars, and whether the $ stop is per position or per contract. When pre-placed TP is on, each rung uses a coordinated OCO stop; otherwise a single hard stop is attached. Risk Rails (Session P&L Controls) Session Soft Lock: When a session profit target or loss limit is hit, the strategy stops taking new trades but does not force-close open positions. Session Hard Lock: On reaching your session P&L limit, all orders are canceled and the strategy flattens immediately. No new orders until the next session. These rails help keep good days good and bad days survivable. Filters & How They Work Together 1) Trend & Bias Primary MA Gate (optional): Only long above / only short below. This keeps signals aligned with your primary bias. Primary MA Slope Filter (optional): Require a minimum up/down slope (in degrees over a defined bar span). It’s a simple way to force impulse alignment—green light only when the MA is actually moving up for longs (or down for shorts). Secondary MA Filter (optional): An additional trend gate (SMA/EMA, often a 200). Price must be on the correct side of this higher-timeframe proxy to trade. Great for avoiding countertrend picks. How to combine: Use Secondary MA as the “big picture” bias, Primary MA gate as your local regime check, and Slope to ensure momentum in that regime. That three-layer stack cuts a lot of chop. 2) Volatility/Exhaustion CCI Dead Zone Filter (optional): Trades only when CCI is inside a specified band (default ±200). This avoids entries when price is extremely stretched; think of it as a no-chase rule. TTM Squeeze Filter (optional): When enabled, the strategy avoids entries during a squeeze (Bollinger Bands inside Keltner Channels). You’re effectively waiting for the release, not the compression itself. This plays nicely with momentum entries and the slope gate. How to combine: If you want only the clean breaks, enable Slope + Squeeze; if you want structure but fewer chases, add CCI Dead Zone. You’ll filter out a lot of low-quality “wiggle” trades. 3) Time & Market Calendar Sessions: Up to two session windows (America/Chicago by default), with background highlights. Good-Till-Close (GTC): When ON, trades can close outside the session window; when OFF, all positions are flattened at session end and pending orders canceled. Market-Day Filters: Skip US listed holidays and known non-full Globex days (e.g., Black Friday, certain eves). Cleaner logs and fewer backtest artifacts. How to combine: Run your A-setup window (e.g., cash open hour) with GTC ON if you want exits to obey system rules even after the window, or GTC OFF if you want the book flat at the bell, no exceptions. Practical Profiles (mix-and-match presets) Trend Rider: Primary MA gate ON, Slope filter ON, Secondary MA ON, Retracement ON (50%). Goal: Only take momentum that’s already moving, buy the dip/sell the pop back into trend. Structure-First Pullback: Primary MA gate ON, Secondary MA ON, CCI Dead Zone ON, Retracement 38–62%. Goal: Filter extremes, use measured pullbacks for better R:R. Break-Only Mode: Slope ON + Squeeze filter ON (avoid compression), Body filter ON with short lookback. Goal: Only catch clean post-compression impulses. Session Scalper: Tight session window, GTC OFF, Interval TP ON (small slices, short rungs), per-trade tick stop. Goal: Quick hits in a well-defined window, always flat after. Automation Notes The system is built with intrabar awareness (calc_on_every_tick=true) and supports bracket-style behavior via pre-placed interval TP rungs. For webhook automation (e.g., TradersPost), keep chart(s) open and ensure alerts are tied to your order events or signal conditions as implemented in your alert templates. Always validate live routing with a small-size shakedown before scaling. Tips, Caveats & Good Hygiene Intrabar vs. Close: Backtests can fill intrabar where your broker might not. The pre-placed mode helps emulate OCO behavior but still depends on feed granularity. Slippage & Fees: Set realistic slippage/commission in Strategy Properties to avoid fantasy equity curves. Session Consistency: Use the correct timezone and verify that your broker’s session aligns with your chart session settings. Don’t Over-stack Filters: More filters ≠ better performance. Start with trend gates, then add one volatility filter if needed. Disclosure This script is for educational purposes only and is not financial advice. Markets carry risk; only trade capital you can afford to lose. Test thoroughly on replay and paper before using any automated routing. TL;DR Identify a decisive candle → pass trend/vol filters → (optionally) pull back to a measured limit → scale out on pre-planned rungs → exit on Primary MA break or session rule. Clear, mechanical, repeatable.
Pine Script® strategy
by TheSawce23
Double_B Standard.verFinal Combo: BB + Custom SMAs + Dual-Pierce + Session Box This indicator combines multiple technical tools into a single script for more efficient chart analysis: Customizable Bollinger Bands • Two sets of Bollinger Bands: (4,4) and (20,2) • User can adjust colors, transparency, and line width for each band. • Middle line of the (20,2) band included. Custom Simple Moving Averages (SMAs) • Up to five user-defined SMAs with adjustable lengths and colors. • Provides flexibility to match personal trading strategies. Dual-Pierce Detection • Highlights when price simultaneously pierces both the (4,4) and (20,2) Bollinger Bands. • Upper and Lower pierce events are marked for easy identification. Session Box (Time Range High/Low) • Automatically draws a box showing the high and low of a selected session period (e.g., 07:00 to 05:00 next day). • Box border and background colors can be customized separately. • Helps visualize daily or custom trading sessions.
Pine Script® indicator
by badljh123
/MNQ WAVE (Fusion B-L/S)MNQ WAVE - Fusion Long/Short (EMA, VWAP, WSA, Regime/ATR) Description What it is MNQ WAVE is a fusion strategy for intraday MNQ. It doesn’t take every EMA cross; it waits for price context near VWAP, a simple Weinstein-style trend/volume check (WSA), and a volatility/trend filter. You can run the Regime filter (ADX + ATR relative) or use an ATR threshold fallback. Session blocks help avoid thin/roll periods. Exits combine fixed SL/TP with trailing stops and an optional bars-based auto-close. Why this mashup Each piece plays a different role: EMA cross = timing. VWAP proximity = avoid chasing stretched moves. WSA = structure (slope) + healthy volume. Regime/ATR = align with trend/volatility states. Together they screen out many low-quality crosses that a single indicator would allow. How it trades Long: fast EMA crosses above slow (flat-only) + above/near VWAP within tolerance + WSA long OK + Regime (or ATR) OK + Session OK. Short: fast crosses below slow (flat-only, and fast < slow) + below/near VWAP + WSA short OK + Regime (or ATR) OK + Session OK. Risk (defaults): Long SL 1.4%, TP 2.7%, trailing starts at +0.5% with 0.4% trail. Short SL 1.4%, TP 4.5%, trailing starts at −0.5% with 0.4%. Optional auto-close by bars (default off; max 20). Signals / alerts Works with either Fills (alert_message) or alert() only. Payloads include entry/SL/TP and a compact indicators block (ATR/ADX) for external routing. No links or promo. Defaults used in this publication These match the script so results aren’t misleading: Initial Capital: $10,000 Order Size: 1 contract (fixed) Commission: $1.42 per order (cash_per_order - Tastytrade) Slippage: set in Properties before publishing (recommend ≥ 1 tick for MNQ) Process orders on close: false Calc on every tick: false Backtest fill limits assumption: 0 Minimum required capital: $10,000 Tip: keep per-trade risk within ≤ 5–10% of equity by adjusting size. Backtest scope & sample size Designed for intraday MNQ (often used on 5-minute charts, but timeframe is up to you). Aim for >100 trades using a multi-year window. Regime filtering may reduce trade count but often improves quality, no drawdowns observed in the evaluated backtest (where allowed under platform rules, using realistic commissions & slippage); not a guarantee of future results. ---------------------------------------------------------------------------------------------------------------------- Resumen Estrategia intradía para MNQ que filtra cruces EMA con proximidad a VWAP, un chequeo de tendencia/volumen tipo Weinstein (WSA) y un filtro de régimen (ADX + ATR relativo) o ATR simple. Incluye bloqueos de sesión NY, SL/TP fijos, trailing y cierre opcional por conteo de barras. Cómo entra y sale Largos: cruce EMA alcista (solo en flat) + precio por encima/cerca de VWAP dentro de la tolerancia + WSA largo OK + Régimen/ATR OK + Sesión OK. Cortos: cruce EMA bajista (solo en flat, fast < slow) + precio por debajo/cerca de VWAP + WSA corto OK + Régimen/ATR OK + Sesión OK. Gestión (por defecto): Largo SL 1.4%, TP 2.7%, trailing desde +0.5% con 0.4%. Corto SL 1.4%, TP 4.5%, trailing desde −0.5% con 0.4%. Cierre por barras opcional (20). Propiedades por defecto (coinciden con el script) Capital: $10,000 · Tamaño: 1 contrato · Comisión: $1.42/orden · Slippage: configúralo en Propiedades (sugerido ≥ 1 tick para MNQ) · Process on close: false · Calc on every tick: false · Backtest fill limits: 0. Sugerencia: mantener el riesgo ≤ 5–10% del capital por operación ajustando el tamaño. Alcance del backtest Pensado para intradía MNQ (habitualmente 5m, pero configurable). Busca >100 operaciones con ventana multi-año. El filtro de régimen suele reducir cantidad de trades y mejorar su calidad.
Pine Script® strategy
by mauricio_a_morales
Ratios -> PROFABIGHI_CAPITAL🌟 Overview This Ratios → PROFABIGHI_CAPITAL implements a comprehensive risk-adjusted performance analysis framework combining Sharpe, Sortino, and Omega ratios for superior portfolio evaluation and trading signal generation. It provides Triple-ratio calculation engine with Sharpe volatility analysis, Sortino downside deviation measurement, and Omega probability-weighted performance assessment , Advanced smoothing system using EMA filtering for noise reduction and signal clarity , Dynamic threshold-based color coding with configurable strong and weak performance levels , and Configurable annualization framework supporting different market types and trading frequencies for institutional-grade risk management. 🔧 Advanced Risk-Adjusted Analysis Framework Professional triple-ratio system integrating three distinct risk-adjusted performance methodologies for comprehensive portfolio evaluation Source Selection Architecture enabling close, high, low, or other price inputs for flexible ratio calculation adaptation Calculation Period Management with adjustable lookback periods balancing statistical significance versus market responsiveness EMA Smoothing Integration reducing market noise while preserving important performance trends for enhanced decision-making accuracy Grouped Parameter Organization separating general settings, Sharpe parameters, Sortino configuration, and Omega controls for streamlined optimization Configurable Annualization Factor supporting different market types with customizable days-per-year calculation for accurate performance scaling 📊 Sharpe Ratio Implementation Engine Risk-Free Rate Configuration providing adjustable annual risk-free rate for excess return calculation over benchmark performance Volatility-Adjusted Performance measuring excess return per unit of total risk using standard deviation methodology Strong/Weak Threshold Management offering configurable performance levels for signal generation and visual classification Mathematical Precision Framework implementing proper annualization scaling with square root adjustment for volatility normalization Zero-Division Protection ensuring continuous calculation through proper handling of zero volatility conditions Periodic Return Calculation using bar-to-bar percentage changes for accurate return measurement across different timeframes 📈 Sortino Ratio Advanced Framework Downside Deviation Focus measuring risk-adjusted performance using only negative deviations below risk-free threshold Sophisticated Downside Calculation implementing loop-based accumulation of squared negative deviations for precise downside risk measurement Risk-Free Rate Integration supporting independent risk-free rate configuration for Sortino-specific benchmark setting Downside Risk Isolation excluding upward volatility from risk calculation for more accurate downside risk assessment Mean Downside Deviation calculating average squared downside deviations with proper mathematical normalization Square Root Scaling applying proper mathematical transformation for downside deviation with annualization adjustment ⚙️ Omega Ratio Probability Framework Target Return Configuration enabling customizable annual target return threshold for gain-loss probability analysis Cumulative Gain Calculation measuring total returns above target threshold through iterative accumulation methodology Cumulative Loss Measurement calculating total shortfalls below target threshold for comprehensive downside assessment Probability-Weighted Analysis implementing gains-to-losses ratio for probability-based performance evaluation Target Return Conversion transforming annual target returns to periodic equivalents for accurate threshold comparison Null Value Handling managing mathematical edge cases when no losses occur through proper validation logic 🔄 Advanced Smoothing Implementation Triple-Ratio EMA Smoothing applying Exponential Moving Average filtering to all three ratios for enhanced signal clarity Configurable Smoothing Period balancing signal responsiveness versus noise reduction through adjustable EMA length Null Value Protection ensuring continuous smoothing through proper handling of undefined raw ratio values Omega Ratio Special Handling using zero fallback for undefined Omega values to maintain continuous EMA calculation Signal Persistence Enhancement reducing false signals while preserving important trend changes through mathematical smoothing Real-Time Smoothing Updates providing current smoothed values for immediate performance assessment and signal generation 🎨 Dynamic Visualization Framework Threshold-Based Color Coding using green for strong performance above threshold, red for weak performance below threshold, and gray for neutral zones Sharpe Ratio Visualization displaying green/red/gray coloring based on smoothed values relative to strong and weak threshold lines Sortino Ratio Display implementing blue for strong performance, yellow for weak performance, and gray for neutral conditions Omega Ratio Presentation using orange for strong performance, purple for weak performance, and gray for intermediate levels Multi-Line Plot System presenting all three smoothed ratios simultaneously with distinct colors and line weights Reference Line Framework displaying horizontal dashed lines for strong and weak thresholds with color-coded identification 🔍 Mathematical Precision Implementation Accurate Return Calculation using proper percentage change methodology for consistent return measurement Annualization Scaling implementing correct mathematical formulations for time-period adjustment with square root factors Statistical Validation ensuring mathematical accuracy through proper mean and standard deviation calculations Loop-Based Calculations using efficient iteration for downside deviation and Omega ratio cumulative calculations Error Prevention Framework incorporating comprehensive validation for zero division and undefined value conditions Precision Maintenance preserving calculation accuracy across different smoothing periods and market conditions 📋 Performance Analysis Applications Risk-Adjusted Signal Generation using threshold crossovers for entry and exit signal identification across all three ratios Portfolio Performance Ranking comparing multiple assets or strategies using standardized risk-adjusted performance metrics Market Regime Detection identifying favorable and unfavorable market conditions through ratio trend analysis Strategy Optimization evaluating trading strategy performance using multiple risk-adjusted methodologies simultaneously Drawdown Analysis Enhancement utilizing Sortino ratio focus on downside risk for better drawdown assessment Probability-Based Decision Making leveraging Omega ratio gain-loss probability analysis for position sizing and risk management ✅ Key Takeaways Comprehensive triple-ratio framework combining Sharpe volatility analysis, Sortino downside focus, and Omega probability-weighted assessment for complete risk-adjusted evaluation Advanced smoothing implementation using EMA filtering for noise reduction while preserving important performance trends and signal clarity Dynamic threshold-based visualization with color-coded performance states enabling immediate identification of strong, weak, and neutral conditions Mathematical precision implementation using proper statistical formulations with comprehensive error handling and edge case management Configurable parameter framework supporting different market types through adjustable annualization factors and independent threshold settings Professional visualization system with multi-colored ratio lines and reference threshold displays for institutional-grade performance analysis Flexible calculation periods enabling adaptation to different trading styles and market analysis requirements for versatile risk management applications
Pine Script® indicator
by PROFABIGHI_CAPITAL
Trend Indicator by anant_alwaysThis indicator analyses various market parameters, including RSI, moving averages, volume profile, and OI data, which help determine the market's direction. Based on the study of these parameters, it generates a signal in the form of a triangle to indicate the potential direction of the script being used upon. The indicator simply studies other parameters to generate a signal and does not create a mashup of these indicators. It also generates a table at the bottom, which shows basic information such as MA value, RSI value and positioning of MACD volume trend for easier information availability.
Pine Script® indicator
by anant_always
Sentinela - PullbackSentinel - Pullback Description: This indicator is designed to act as a "sentinel," patiently waiting to identify high-probability pullback and reversal opportunities within trending markets. Instead of flooding the chart with excessive signals, the Sentinel focuses on key moments of exhaustion, offering cleaner and more objective entry points. Key Features Flexible Oscillator Choice: Select the engine for the signals according to your preference: Stoch RSI: For a faster and more sensitive momentum reading. Standard Stochastic: For a more classic and smoother analysis. Confluence Mode: The most rigorous mode, which only considers a signal valid if both oscillators are in an exhaustion zone simultaneously. Dual Signal Patterns: The indicator looks for two types of candlestick patterns in overbought/oversold zones: Simple Pullback: A candle that forms a higher low (for longs) or a lower high (for shorts) than the previous candle, signaling a loss of corrective momentum. Reversal Engulfing: A candle that sweeps the liquidity below/above the previous candle and reverses strongly, closing beyond its opposite end. A powerful ignition signal. Smart Consecutive Signal Filter: This is the core of the indicator. After a first valid signal, it ignores subsequent signals until the price "renews" the low (in an oversold zone) or the high (in an overbought zone). This re-arms the search for a new, qualified entry and prevents "signal spam" during extended bottoms or tops. Optional Trend Filter: Utilize two Exponential Moving Averages (EMAs) to filter signals, allowing only trades aligned with the main trend to be displayed on the chart. Unified Dynamic Alerts: Set up a single alert that will notify you whether the signal is for a Buy or a Sell, compatible with TradingView's "Any alert() function call" option. How to Use Long Signal (Green Arrow ▲): Appears below a candle when one of the bullish patterns is identified in an oversold zone (as defined by the chosen oscillator). Short Signal (Red Arrow ▼): Appears above a candle when one of the bearish patterns is identified in an overbought zone. Trend Filter: For a higher win rate, enable the EMA filter. Look for long signals only when the price is above the moving averages (uptrend) and short signals only when it is below (downtrend). Disclaimer: This indicator is a support tool and should be used in conjunction with your own technical analysis and risk management. Always perform backtests to adjust the parameters to your preferred asset and timeframe.
Pine Script® indicator
by yuricabral20