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Trend Volatility Index (TVI)Trend Volatility Index (TVI) A robust nonparametric oscillator for structural trend volatility detection ⸻ What is this? TVI is a volatility oscillator designed to measure the strength and emergence of price trends using nonparametric statistics. It calculates a U-statistic based on the Gini mean difference across multiple simple moving averages. This allows for objective, robust, and unbiased quantification of trend volatility in tick-scale values. ⸻ What can it do? • Quantify trend strength as a continuous value aligned with tick price scale • Detect trend breakouts and volatility expansions • Identify range-bound market states • Detect early signs of new trends with minimal lag ⸻ What can’t it do? • Predict future price levels • Predict trend direction before confirmation ⸻ How it works TVI computes a nonparametric dispersion metric (Gini mean difference) from multiple SMAs of different lengths. As this metric shares the same dimension as price ticks, it can be directly interpreted on the chart as a volatility gauge. The output is plotted using candlestick-style charts to enhance visibility of change rate and trend behavior. ⸻ Disclaimer TVI does not predict price. It is a structural indicator designed to support discretionary judgment. Trading carries inherent risk, and this tool does not guarantee profitability. Use at your own discretion. ⸻ Innovation This indicator introduces a novel approach to trend volatility by applying U-statistics over time series to produce a nonparametric, unbiased, and robust estimate of structural volatility. 日本語要約 Trend Volatility Index (TVI) は、ノンパラメトリックなU統計量（Gini平均差）を使ってトレンドの強度を客観的に測定することを目的に開発されたボラティリティ・オシレーターです。 ティック単位で連続的に変化し、トレンドのブレイク・レンジ・初動の予兆を定量的に検出します。 未来の価格や方向は予測せず、現在の構造的ばらつきだけをロバストに評価します。
Pine Script® indicator
by chikaharu
Nowein-Anchored VWAP with 1% Bands Anchored VWAP with ±1% Bands Starting at 9:00 AM This indicator calculates an Anchored Volume Weighted Average Price (VWAP) starting precisely at 9:00 AM each trading day (customizable). It plots the VWAP line alongside two dynamic bands set at ±1% above and below the VWAP. The bands help visualize potential support and resistance zones relative to the intraday VWAP anchored at market open. Key Features: Anchors VWAP calculation to user-defined start time (default 9:00 AM) Displays VWAP line in orange for easy tracking Shows upper and lower dashed bands at ±1% of VWAP in green and red, respectively Bands update dynamically with each new bar throughout the trading day Designed for intraday charts (1-minute, 5-minute, etc.) Use this tool to better assess intraday price action around VWAP and identify potential trading opportunities based on price deviations from the anchored VWAP.
Pine Script® indicator
by Nowein
Volume Spike Filter### Volume Spike Detector with Alerts **Overview:** This indicator helps traders quickly identify unusual spikes in trading volume by comparing the current volume against a simple moving average (SMA) threshold. It's particularly useful for beginners seeking clear signals of increased market activity. **Settings:** * **SMA Length:** Defines the period for calculating the average volume (default = 20). * **Multiplier:** Determines how much the volume must exceed the SMA to be considered a spike (default = 1.5). * **Highlight Spikes:** Toggle to visually highlight spikes on the chart (default = enabled). **Signals:** * 🟩 **Highlighted Background:** Indicates a volume spike that surpasses the defined threshold. * 🏷️ **"Vol Spike" Label:** Clearly marks the exact bar of the spike for quick reference. **Usage:** Use these clear volume spike alerts to identify potential trading opportunities, confirmations, or shifts in market momentum. Combine this with other technical indicators for enhanced analysis.
Pine Script® indicator
by Axamdulilah
Fibonacci Pivot PointsMultiple Fibonacci calculation methods: including Classic, Camarilla and Woodie different Fibonacci pivot point calculation methods Period customization: H1 (60 minutes) period is used by default, but it can be changed through settings City customization: line color, width and label can be shaped Price table: Displays the price values ​​of all support and resistance levels in the upper right corner of the chart Automatic update: Whenever a new time period starts, the indicator automatically updates all Fibonacci lines You can adjust the parameters as needed, such as changing the color, line width or choosing a different Fibonacci calculation method.
Pine Script® indicator
by atjoxmi5kz474xpw
Deviation over Deviation (DoD) (DAFE) Deviation over Deviation (DoD) Let’s call it out: The vast majority of “volatility” tools on TradingView are just new wrappers on old math—ATR, bands, and basic deviation, all chasing the same tired after-the-fact moves. They’re built to describe the aftermath, not the ignition. If you’re still relying on these, you’re trading in the rearview mirror while the real edge is already gone. That’s not our game, and it shouldn’t be yours. Deviation over Deviation (DoD) is built for one purpose: To expose the hidden regime shifts—the moments when volatility itself becomes volatile, when the market’s “normal” deviation is no longer normal, and when the next move is about to erupt. This isn’t just another overlay. This is a quant-grade anomaly detector, engineered to show you the probability surface before the crowd even knows it’s changed. What sets this apart: Deviation over Deviation (DoD): Not just “how much did price move,” but “how unusual is the current volatility compared to its own history?” This is the Z-score of Z-scores—a true rarity detector for market stress, lull, or impending breakout. VoVix Integration: Select VoVix as your source and you’re not just tracking price, but the volatility of volatility—the same math that powers institutional regime models. This is the edge that front-runs the move, not follows it. Multi-Timeframe Comparative Engine: Instantly compare current and higher timeframe DoD Z-scores. See when the micro and macro regimes align—or when they’re about to collide. Professional, Adaptive Dashboard: No cosmetic fluff, always showing you the real quant state: current DoD Z, HTF DoD Z, and regime warnings. Every color, every plot, every signal is a direct function of the logic—no distractions, no lag. How this destroys the lag: Standard deviation, ATR, and “volatility bands” are always late. They tell you what just happened. DoD and VoVix show you when the nature of volatility itself is changing—when the market is about to leave the old regime behind. This is the difference between trading the past and trading the future. Inputs/Signals—explained for clarity: Deviation Lookback & DoD Lookback: Control the sensitivity and selectivity of the regime detector. Shorter = more signals, longer = only the rarest events. Source Selection: Choose from price, volume, volatility, or VoVix. Each source gives you a different lens on market stress. VoVix is for those who want to see the “regime quake” before the aftershocks. HTF (Comparative Timeframe): Set your higher timeframe for macro regime confirmation. When both DoD Z-scores align, you’re seeing a true market inflection. VoVix Parameters: Fine-tune the volatility-of-volatility engine for your market. Lower ATR Fast = more responsive; higher ATR Slow = more selective. Adjust for your asset, your timeframe, your edge. Bottom line: This isn’t just another “volatility” script. This is a regime anomaly detector, built for traders who want to anticipate, not react. Every input is there for a reason. Every plot is a direct readout of the quant logic. Use it to filter your entries, to time your exits, or to simply see the market’s hidden structure in real time. Disclaimer: Trading is risky. This script is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results. *Updated the Dashboard/Metrics Display for better visibility Use with discipline. Trade your edge. — Dskyz, for DAFE Trading Systems
Pine Script® indicator
by DskyzInvestments
VOL & AVG OverlayCustom Session Volume Versus Average Volume Description: This indicator will create an overlay on your chart that will show you the following information: Custom Session Volume Average For Selected Session Percentage Comparison Options: Set Custom Time Frame For Calculations Set Custom Time Frame For Average Comparison Set Custom Time Zone Enable / Disable Each Value Change Text Color Change Background Color Change Table location Example: Set indicator to 30 period average. Set custom time frame to 9:30am to 10:30am Eastern/New York. When the time frame for the calculation is closed , the indicator will provide a comparison of the current days volume compared to the average of 30 previous days for that same time frame and display it as a percentage in the table. In this example you could compare how the first hour of the trading day compares to the previous 30 day's average, aiding in evaluating the potential volume for the remainder of the day. Notes: Times must be entered in 24 hour format. (1pm = 13:00 etc.) This indicator is for Intra-day time frames, not > Day. If you prefer data in this format as opposed to a plotted line, check out my other indicator: ADR & ATR Overlay
Pine Script® indicator
by abbadon9
Market Map – AK_TradesMarket Map – AK_Trades A clean, context-driven market structure tool built to enhance the Futures Scalping Signal. 🔹 Dynamic Support & Resistance (auto-adjusting, dashed lines) 🔹 Real-Time Trend Detection with EMA Background 🔹 Breakout Signals using ATR-based filters 🔹 Minimalist, powerful, and clutter-free Disclaimer: This script is for educational and informational purposes only. It is not financial advice. Use at your own risk. The author assumes no responsibility for any trading losses incurred.
Pine Script® indicator
by adeelk714
Ehlers Ultimate Bands (UBANDS)UBANDS: ULTIMATE BANDS 🔍 OVERVIEW AND PURPOSE Ultimate Bands, developed by John F. Ehlers, are a volatility-based channel indicator designed to provide a responsive and smooth representation of price boundaries with significantly reduced lag compared to traditional Bollinger Bands. Bollinger Bands typically use a Simple Moving Average for the centerline and standard deviations from it to establish the bands, both of which can increase lag. Ultimate Bands address this by employing Ehlers' Ultrasmooth Filter for the central moving average. The bands are then plotted based on the volatility of price around this ultrasmooth centerline. The primary purpose of Ultimate Bands is to offer traders a clearer view of potential support and resistance levels that react quickly to price changes while filtering out excessive noise, aiming for nearly zero lag in the indicator band. 🧩 CORE CONCEPTS Ultrasmooth Centerline: Employs the Ehlers Ultrasmooth Filter as the basis (centerline) for the bands, aiming for minimal lag and enhanced smoothing. Volatility-Adaptive Width: The distance between the upper and lower bands is determined by a measure of price deviation from the ultrasmooth centerline. This causes the bands to widen during volatile periods and contract during calm periods. Dynamic Support/Resistance: The bands serve as dynamic levels of potential support (lower band) and resistance (upper band). 🧮 CALCULATION AND MATHEMATICAL FOUNDATION Ehlers' Original Concept for Deviation: John Ehlers describes the deviation calculation as: "The deviation at each data sample is the difference between Smooth and the Close at that data point. The Standard Deviation (SD) is computed as the square root of the average of the squares of the individual deviations." This describes calculating the Root Mean Square (RMS) of the residuals: Smooth = UltrasmoothFilter(Source, Length) Residuals = Source - Smooth SumOfSquaredResiduals = Sum(Residuals ^2) for i over Length MeanOfSquaredResiduals = SumOfSquaredResiduals / Length SD_Ehlers = SquareRoot(MeanOfSquaredResiduals) (This is the RMS of residuals) Pine Script Implementation's Deviation: The provided Pine Script implementation calculates the statistical standard deviation of the residuals: Smooth = UltrasmoothFilter(Source, Length) (referred to as _ehusf in the script) Residuals = Source - Smooth Mean_Residuals = Average(Residuals, Length) Variance_Residuals = Average((Residuals - Mean_Residuals)^2, Length) SD_Pine = SquareRoot(Variance_Residuals) (This is the statistical standard deviation of residuals) Band Calculation (Common to both approaches, using their respective SD): UpperBand = Smooth + (NumSDs × SD) LowerBand = Smooth - (NumSDs × SD) 🔍 Technical Note: The Pine Script implementation uses a statistical standard deviation of the residuals (differences between price and the smooth average). Ehlers' original text implies an RMS of these residuals. While both measure dispersion, they will yield slightly different values. The Ultrasmooth Filter itself is a key component, designed for responsiveness. 📈 INTERPRETATION DETAILS Reduced Lag: The primary advantage is the significant reduction in lag compared to standard Bollinger Bands, allowing for quicker reaction to price changes. Volatility Indication: Widening bands indicate increasing market volatility, while narrowing bands suggest decreasing volatility. Overbought/Oversold Conditions (Use with caution): • Price touching or exceeding the Upper Band may suggest overbought conditions. • Price touching or falling below the Lower Band may suggest oversold conditions. Trend Identification: • Price consistently "walking the band" (moving along the upper or lower band) can indicate a strong trend. • The Middle Band (Ultrasmooth Filter) acts as a dynamic support/resistance level and indicates the short-term trend direction. Comparison to Ultimate Channel: Ehlers notes that the Ultimate Band indicator does not differ from the Ultimate Channel indicator in any major fashion. 🛠️ USE AND APPLICATION Ultimate Bands can be used similarly to how Keltner Channels or Bollinger Bands are used for interpreting price action, with the main difference being the reduced lag. Example Trading Strategy (from John F. Ehlers): Hold a position in the direction of the Ultimate Smoother (the centerline). Exit that position when the price "pops" outside the channel or band in the opposite direction of the trade. This is described as a trend-following strategy with an automatic following stop. ⚠️ LIMITATIONS AND CONSIDERATIONS Lag (Minimized but Present): While significantly reduced, some minimal lag inherent to averaging processes will still exist. Increasing the Length parameter for smoother bands will moderately increase this lag. Parameter Sensitivity: The Length and StdDev Multiplier settings are key to tuning the indicator for different assets and timeframes. False Signals: As with any band indicator, false signals can occur, particularly in choppy or non-trending markets. Not a Standalone System: Best used in conjunction with other forms of analysis for confirmation. Deviation Calculation Nuance: Be aware of the difference in deviation calculation (statistical standard deviation vs. RMS of residuals) if comparing directly to Ehlers' original concept as described. 📚 REFERENCES Ehlers, J. F. (2024). Article/Publication where "Code Listing 2" for Ultimate Bands is featured. (Specific source to be identified if known, e.g., "Stocks & Commodities Magazine, Vol. XX, No. YY"). Ehlers, J. F. (General). Various publications on advanced filtering and cycle analysis. (e.g., "Rocket Science for Traders", "Cycle Analytics for Traders").
Pine Script® indicator
by mihakralj
📊 Portfolio TrackerPortfolio Tracker 🧠 How This Script Works This Pine Script generates a dynamic portfolio table in the upper-right corner of your chart. It: Monitors your positions in: BTC, SOL, ADA, XRP, and XAU (Gold). Calculates for each asset: Current value, Profit/Loss in your currency , Percentage change. Color-coded output: 🟢 Green = Profit 🔴 Red = Loss Automatically updates every few candles. Tracks total portfolio value, PnL, and % return. Triggers custom alerts when: Total portfolio profit exceeds +5% or +10%. 🛠️ How to Customize It for Your Own Portfolio 🔹 1. Update your personal asset data Inside the // === INPUTS === section of the code, modify these lines: btc1_qty = 0.0013 btc1_entry = 72831.80 Repeat for each asset you own: Replace xxx_qty with your amount. Replace xxx_entry with your buy price (in your currency). Make sure the request.security(...) line fetches the correct symbol. 🔹 2. Add more assets (optional) Duplicate any block like ADA and change the variable names and symbols: new_qty = ... new_entry = ... new_price = request.security("BINANCE:NEWTOKENUSD", timeframe.period, close) Also include the new asset in: total_pnl += ... total_value_now += ... total_cost += ... The table.cell(...) block to show it in the table. Why This Tool Rocks Tracks all your holdings in one chart panel. Requires no API or external data feed. Real-time updates based on TradingView chart prices. Fully editable and extendable to any other token or asset.
Pine Script® indicator
by TyrelexCrypto
Справедливая раздвижка индекса МосБиржиThe indicator was specifically created for the formula to calculate the fair value. RUS:MX1! - RUS:IRUS.P * 100 The indicator performs the calculation of the fair price. It cannot be used on other assets with the standard settings. Don’t forget to change the assets! For a correct calculation on the index, it is necessary to account for the expected dividend yield over the period specified in the indicator. (AI can assist you with this) By default, the value is set to 12.94 - this number includes 5.25 for the quarterly yield plus 7.69 for the expected yield over the period. -------------------------------------------------------------------------------- Индикатор писался именно для формулы, для расчета справедливой стоимости. RUS:MX1!-RUS:IRUS.P*100 индикатор ведет расчет справедливой цены Можно НЕЛЬЗЯ использовать на других активах на стандартной настройке. не забывайте менять активы! Для правильного расчета на индексе требуется считать ожидаемую доходность по дивидендам на срок указанный в индикаторе.(AI ваш в помощь) По умолчанию стоит 12.94 - в этом числе 5.25 квартальная доходность + 7.69 на периоде ожидаемая доходность.
Pine Script® indicator
by AlekMel
Sticky Candlestick Quarter Divider (Dynamic Update)This indicator divides the most recent candlestick into four equal parts and dynamically plots horizontal lines that move along with the latest candle. Features: Dynamic Sticky Lines: The lines remain visually attached to the current candle, moving seamlessly as the chart updates, zooms, or pans. Price Level Calculation: Divides the candlestick into four distinct levels: High Line (Red): Marks the highest point of the candle. Low Line (Red): Marks the lowest point of the candle. Midpoint Line (Blue): Marks the midpoint between high and low. Upper Quarter Line (Green): Marks the 25% level between low and high. Lower Quarter Line (Green): Marks the 75% level between low and high. Real-Time Update: The lines automatically adjust to the latest candle, maintaining accurate positioning. Ideal for Candle Analysis: Quickly identify key price levels and candle structure. Suitable for analyzing trend strength and potential price reversals.
Pine Script® indicator
by QaplaFX
1
Leslie's EMA Ribbon: 5/9/21 + VWAPEMA Crossover (5/9/21) with VWAP Alerts This indicator visualizes short- and medium-term market momentum using a combination of exponential moving averages (EMAs) and the Volume-Weighted Average Price (VWAP). It is designed for intraday and swing traders who want reliable visual cues and customizable alerts. ✳️ Features: Three EMAs: 5EMA (fast), 9EMA (medium), and 21EMA (slow) VWAP Line: A session-based VWAP for volume-aware trend context Color-Coded Labels: Auto-updated on the latest bar for clean visuals Crossover Alerts: 5EMA crosses 9EMA 9EMA crosses 21EMA 9EMA crosses VWAP (volume-contextual momentum shift)
Pine Script® indicator
by stella_mer
SMA ExtensionsThe SMA Extensions indicator overlays a 200-period Simple Moving Average (SMA) along with its extensions (1.5x, 2x, 2.5x, and 3x) on the price chart. This setup helps traders identify price zones relative to the SMA. Key Features: Customizable Settings: Users can adjust the SMA source, length, and colors (default colors: blue, green, yellow, orange, red). Clear Zone Visualization: The indicator plots each extension as a line, with transparent colored fills between them and below the SMA, visually highlighting price zones. Dynamic Labels: Labels such as "Very Cheap," "Cheap," "Fair Value," "Expensive," and "Very Expensive" appear only on the last bar. These labels are slightly right-shifted and match the line colors for clarity. How to Use: Use the color-coded zones to assess whether prices are undervalued or overvalued relative to the SMA. Adjust the SMA settings to suit different assets or timeframes. This indicator is designed to provide a clear visual representation of price levels in relation to a standard SMA, making it a versatile tool for both novice and experienced traders.
Pine Script® indicator
by lukas1rupp
Stochastic XThe "Stochastic X" script is a customizable momentum oscillator designed to help traders identify potential overbought and oversold conditions, as well as trend reversals, by analyzing the relationship between a security's closing price and its price range over a specified period. This indicator is particularly useful for traders looking to fine-tune their entry and exit points based on momentum shifts. 🔧 Indicator Settings and Customization The script offers several user-configurable settings to tailor the indicator to specific trading strategies: In addition to the source type, %K Period, %D Period, and Signal line periods you can now change moving average calculation for the stochastic and signal lines. This script allows selection among various moving average methods (e.g., SMA, EMA, WMA, T3) for smoothing the %K and signal lines. Different methods can affect the responsiveness of the indicator. 🎨 Interpreting Background Colors The script enhances visual analysis by changing the background color of the indicator panel based on the %K line's value: Green Background: Indicates that the %K line is above 50, suggesting bullish momentum. Red Background: Signifies that the %K line is below 50, pointing to bearish momentum. Light Green Overlay: Appears when the %K line exceeds 80, highlighting overbought conditions. Light Red Overlay: Shows up when the %K line falls below 20, indicating oversold conditions. These visual cues assist traders in quickly assessing market momentum and potential reversal. 📈 Trading Strategies Using Stochastic X Traders can utilize the Stochastic X indicator in various ways: Overbought/Oversold Conditions: A %K value above 80 may suggest that the asset is overbought, potentially signaling a price correction. A %K value below 20 could indicate that the asset is oversold, possibly leading to a price rebound. Signal Line Crossovers: When the %K line crosses above the signal line, it may be interpreted as a bullish signal. Conversely, a %K line crossing below the signal line might be seen as a bearish signal. Divergence Analysis: If the price makes a new high while the %K line does not, this bearish divergence could precede a price decline. If the price hits a new low but the %K line forms a higher low, this bullish divergence might signal an upcoming price increase. Trend Confirmation: Sustained %K values above 50 can confirm an uptrend. Persistent %K values below 50 may validate a downtrend. In this chart, observe how the background colors change in response to the %K line's value, providing immediate visual feedback on market conditions. The crossovers between the %K and signal lines offer potential entry and exit points, while the overbought and oversold overlays help identify possible reversal zones. ⚙️ Adjusting Settings for Optimal Use The Stochastic X indicator's flexibility allows traders to adjust settings to match their trading style and the specific asset's behavior: Short-Term Trading: Use shorter periods (e.g., 5 for %K) and more responsive moving averages (e.g., WMA, VWMA, EMA, DEMA, TEMA, HMA) to capture quick market movements. Long-Term Trading: Opt for longer periods (e.g., 14 for %K) and smoother moving averages (e.g., SMA, RMA, T3) to filter out noise and focus on broader trends. Volatile Markets: Consider using the T3 moving average for its smoothing capabilities, helping to reduce false signals in choppy markets. By experimenting with different settings, traders can fine-tune the indicator to better suit their analysis and improve decision-making.
Pine Script® indicator
by nathanieljens