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NAPTNAPT – NY Session Kill Zones Displays New York time-based trading sessions and kill zones with DST adjustment. Full 1-year session visualization America/New_York timezone accurate Clean pastel session backgrounds Non-repainting Designed for preNAPT – NY Session Kill Zones Displays New York time-based trading sessions and kill zones with DST adjustment. Full 1-year session visualization America/New_York timezone accurate Clean pastel session backgrounds Non-repainting Designed for pre
Pine Script® indicator
by NamdarTech2026
Trinity Signal [Cythos]Trinity Signal is a regime-adaptive indicator that combines three independent signal types into a single overlay. It automatically detects whether the market is trending or sideways, then activates the appropriate signal for each condition. Unlike single-method indicators, Trinity Signal does not force one approach on all market conditions. Trend-following signals fire only during confirmed trends, while mean reversion signals activate only during sideways regimes. 🔶 THREE SIGNAL TYPES 1 — Volume Breakout (VB) Fires during trending regimes when price breaks above/below the Donchian Channel with a volume spike (default 2.5x the 20-bar average). Additional filters: ADX must be above threshold and rising, ATR must be expanding relative to its 50-bar average, and DI+/DI- must confirm direction. An optional EMA trend filter (EMA 20 > EMA 50) is available for long entries. 2 — RSI Divergence (DIV) Detects classic bullish and bearish RSI divergences using pivot points. A bullish divergence occurs when price makes a lower low but RSI makes a higher low. The minimum price difference and minimum RSI difference are configurable to filter out weak divergences. Regime filter prevents bullish divergences in bear regimes and bearish divergences in bull regimes. 3 — Mean Reversion (MR) Activates only in sideways regimes. Uses Z-Score (standard deviations from the 20-bar mean) instead of RSI for entry detection. The Z-Score threshold adapts to current volatility: lower threshold (default 1.5) during low-volume periods, higher threshold (default 2.5) during high-volume periods. Entries beyond Z = 3.0 are blocked as cascade risk protection. An ATR percentile filter (default 65th percentile) prevents entries during abnormally volatile sideways conditions. 🔶 REGIME DETECTION The regime engine uses a 3-vote ensemble: • ADX vote — ADX above threshold with hysteresis (entry at 22, exit at 16 to prevent regime flicker) • Bollinger Band Width vote — BB Width percentile rank above threshold • ATR vote — ATR percentile rank above threshold All three must agree for a "trending" classification. If trending, the regime is further classified as BULL (price > EMA 50) or BEAR (price < EMA 50). Otherwise, the regime is SIDEWAYS. This unanimous-vote approach prevents false regime switches that would generate incorrect signals. 🔶 TP / SL SYSTEM Each signal type has independent ATR-based take-profit and stop-loss multipliers: • VB: TP = 5.0 ATR, SL = 4.0 ATR (trend-following: wide TP, moderate SL) • DIV: TP = 3.5 ATR, SL = 2.5 ATR (balanced R:R) • MR: TP = 3.0 ATR, SL = 7.0 ATR with 2% cap (mean reversion: small TP, wide SL, high win rate) The indicator tracks a virtual position internally and shows TP exits as green dots and SL exits as pink dots on the chart. A minimum TP percentage filter prevents entries when ATR is too small relative to price. 🔶 ADDITIONAL FILTERS • OI Confirmation (VB only) — When enabled, Volume Breakout signals require Open Interest to be above its 20-bar SMA. If OI is declining during a breakout, it may indicate a liquidation-driven move rather than genuine new positions. • RSI Extreme Filter (VB only) — Blocks VB longs when RSI > 75 and VB shorts when RSI < 25 to avoid chasing exhausted moves. • Cooldown — Separate cooldown periods for VB/DIV (default 8 bars) and MR (default 25 bars) to prevent signal clustering. • No same-bar entry+exit — The indicator will not enter a new position on the same bar an exit occurred. • Non-repainting — All signals evaluate only on confirmed (closed) bars using barstate.isconfirmed. Signals will never appear and then disappear. 🔶 HOW TO USE • Add to any chart (optimized for crypto perpetual futures, 5-minute timeframe) • "L" labels = long (buy) entry, "S" labels = short (sell) entry • Green dot = take profit exit, Pink dot = stop loss exit • White dot at entry = entry price marker • All parameters are adjustable in the indicator settings • JSON-formatted alerts are available for webhook integration 🔶 LIMITATIONS • Designed primarily for crypto perpetual futures — default parameters are tuned on BTCUSDT 5m. Other pairs may require adjustment • The 5-minute timeframe produces the most signals; higher timeframes will generate fewer signals • Mean Reversion signals have a low R:R ratio by design (compensated by high win rate) • Past performance in backtesting does not guarantee future results • OI data may not be available for all symbols — the filter automatically skips when OI data is missing • This is a tool to assist your analysis, not a standalone trading system. Always use proper risk management.
Pine Script® indicator
by Cythos
RWB Rocket PatternRWB Rocket Pattern OVERVIEW This indicator visualizes the Red White Blue (RWB) momentum system using 13 lines on your chart: 6 short-term EMAs (red), 6 long-term EMAs (blue), and a dotted close line. When all 12 EMAs stack perfectly from shortest on top to longest on bottom with a visible gap between the red and blue groups, the stock is in a "Rocket" pattern — a strong sustained uptrend. The close line (13th line) shows whether price is leading the averages higher. EMA PERIODS Red (short-term): 3, 5, 8, 10, 12, 15 Blue (long-term): 30, 35, 40, 45, 50, 60 SIGNALS ROCKET (green label) — Strong Rocket. All 12 EMAs perfectly stacked with white space and close leading above all red EMAs. Strongest bullish signal. RWB (green triangle) — Perfect RWB stacking formed but close not yet leading all reds. Bnce (teal diamond) — Price dipped into the red EMAs and bounced back above them while the RWB structure held. Potential re-entry point. X (red cross) — Close dropped below the lowest red EMA. Early warning of breakdown. Lost (orange triangle) — Perfect RWB stacking has broken down. SUB (red label) — Submarine. All 12 EMAs inversely stacked. Bearish. RIBBON FILLS Green fill between red and blue ribbons = healthy white space gap (bullish). Orange fill = gap has collapsed (caution). DASHBOARD The corner table shows a real-time Rocket Strength Score (0-100) and pattern status including EMA stacking, white space width, close position, how many EMAs are rising, and how long the pattern has held. HOW TO USE 1. Apply to a Weekly chart for the classic RWB setup. Daily also works. 2. Look for scores above 90 with "STRONG ROCKET" status for high-conviction momentum stocks. 3. Use Bnce signals to time re-entries on pullbacks within an active Rocket. 4. Watch for X crosses and Lost signals as exit warnings. 5. Avoid longs when SUB (Submarine) is active. ALERTS Six built-in alerts are included. Right-click the indicator, select "Add Alert", and choose from: Strong Rocket, RWB Formed, Rocket Lost, Bounce Into Reds, Close Below Reds, or Submarine Formed. SETTINGS All EMA periods, colors, ribbon fills, signals, background tinting, and dashboard position are configurable in the indicator settings. DISCLAIMER For educational purposes only. Not financial advice. Always perform your own research before making trading decisions.
Pine Script® indicator
by alainraad
ICT Kill ZoneThe indicator automatically draws the major ICT trading sessions and plots the finalized Asian session High/Low levels together with their wick-based breaks. Built specifically for traders using liquidity sweep, inducement and session-based entry models. Automatically marks the following trading sessions (ICT Timezone: GMT+7): 🔹Asia 🔹London Open 🔹New York AM 🔹New York PM Boxes: 🔹appear instantly at session start 🔹dynamically expand during the session 🔹visible only on intraday timeframes (1m - 4H) 🔹labels auto-hide on higher timeframes for a clean chart Asia Range Liquidity (Key Feature) After the Asian session closes: 🔹The final High and Low levels are drawn 🔹Lines extend forward until price breaks them with a wick 🔹Not close-based breaks — true liquidity sweep detection Ideal for: 🔹London sweep models 🔹NY reversal setups 🔹SMT + liquidity context Volatility Filter Optionally monitors the size of the Asian range. If the range is too large (default: 30 pips): 🔹⚠️ warning icon appears inside the box 🔹Alert can be triggered Helps filter out poor conditions (news / trend days). Alert System The indicator can send alerts for: 🔹Asia session close 🔹High volatility Asia session Useful for automated pre-London preparation. Settings Fully customizable: 🔹Enable/disable sessions 🔹Box colors 🔹Labels 🔹High/Low lines 🔹Volatility pip threshold
Pine Script® indicator
by JDani16
LIVE STATUS CSO TREND INDICATOR BY OEZKAN # LIVE STATUS CSO TREND INDICATOR BY OEZKAN ## 📊 INDICATOR DESCRIPTION **LIVE STATUS CSO TREND INDICATOR** is an advanced multi-timeframe trading analysis tool designed for professional traders seeking real-time market signals with high precision. This indicator combines multiple technical analysis methods including trend detection, momentum analysis, volume confirmation, and supply/demand zone tracking. ### 🎯 KEY FEATURES ✅ **Multi-Timeframe Analysis** - 8 simultaneous timeframes (1m, 5m, 15m, 30m, 60m, 240m, Daily, Weekly) ✅ **Real-Time Signals** - LONG/SHORT entry signals with probability calculations ✅ **Take Profit Tracking** - 3-level TP system with hit probability percentages ✅ **Supply & Demand Zones** - Dynamic zone detection and retest tracking ✅ **Volume Analysis** - RVOL (Relative Volume) confirmation ✅ **Risk Management** - Automatic Stop Loss calculation with position sizing ✅ **Advanced Dashboard** - 11-column live status display with all key metrics ✅ **No Repaint Technology** - Stable signals on closed candles only ✅ **Zero Lookahead Bias** - Optimized for live and backtest trading ### 📈 INDICATOR COMPONENTS **Neon Trend Engine**: Advanced trend identification with visual bands and real-time direction changes **CCI Extremes Detection**: Identifies extreme market conditions for high-probability setups **Power/Momentum Analysis**: Measures trend strength (0-100%) with color-coded alerts **Multi-Timeframe Synergy**: Confirms signals across all selected timeframes **Golden Point Tracking**: Tracks key support/resistance levels **Live Dashboard**: Real-time display of: - System Status (V172+) - Pattern Recognition (Setup Type) - Power % (Trend Strength) - CCI Value (Momentum) - Signal Strength (Overall Confidence) - Trend Direction (LONG/SHORT) - Win Rate Statistics - Golden Point Level - Supply Zone Status - Demand Zone Status - Volume Strength (RVOL) ### 🔐 ACCESS & SHARING **⚠️ IMPORTANT - PRIVATE INDICATOR** This indicator is **INVITE-ONLY** and designed for professional traders. Access is granted by direct invitation from @Oezkan1983. **HOW TO GET ACCESS:** 1. Follow @Oezkan1983 on TradingView 2. Send a private message requesting access to "LIVE STATUS CSO TREND INDICATOR" 3. Receive add-to-chart invite link and setup instructions within 24 hours ### 💡 TRADING METHODOLOGY **Entry Conditions**: - Trend reversal with CCI confirmation and Multi-Timeframe alignment - Optional: Pattern recognition with Power strength verification **Position Management**: - TP1 (High Probability): 75% - Quick profit target - TP2 (Medium Probability): 50% - Standard risk/reward - TP3 (Extended): 35% - Maximum profit potential - Stop Loss: Automatic calculation based on recent structure **Signal Strength Interpretation**: - 75%+: STRONG (High confidence, execute immediately) - 50-74%: MODERATE (Confirm with price action before entry) - <50%: WEAK (Wait for better setup or skip) ### ⚙️ SETTINGS & CUSTOMIZATION All parameters are fully adjustable: - CCI Period & Triggers - Power Threshold Settings - TP% Levels (Customizable distances) - SL % Level - Timeframe Selection (8 independent choices) - Volume Confirmation Toggle - Signal Display Options ### 📊 BACKTESTING & LIVE TRADING ✅ **Production Ready**: Zero repaint, no lookahead bias ✅ **Proven Results**: Consistent win rates above 50% across multiple timeframes ✅ **Risk Management**: Built-in position sizing and money management ✅ **Stability**: Signals finalize on candle close, then remain stable ### 📞 SUPPORT & UPDATES - Regular updates with performance improvements - Direct support via TradingView messaging - Community discussion in private group - Monthly strategy webinars for subscribers --- **Disclaimer**: This indicator is provided for educational and research purposes. Past performance does not guarantee future results. Always use proper risk management and position sizing. Trade at your own risk. --- *Developed by: Oezkan1983* *Version: V172+ LIVE STATUS* *Last Updated: 2026*
Pine Script® indicator
by Oezkan1983
Swing Strategy Feature Set T [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set T includes concepts beginning with the letter "T" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Tilson Moving Average Trend Trendline Triple Exponential Moving Average (TRIX) True Strength Index █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Above-Equal/Below Zero Filter The above-equal/below zero filter is defined as an entry filter that evaluates zero centred indicator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the oscillator value is greater than or equal to zero. "Below" returns true when the oscillator value is less than zero. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Moving Average (MA) Double and Triple Trend Filters MA double and triple trend filters are defined as entry filters that evaluate the relative positioning of two or more MA values and invalidate trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when one MA is greater than or equal to another MA. "Below" returns true when one MA is less than another MA. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET T SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com As there are no built-in TradingView indicators for the TMA (T3) and TRIX values used in this script, code samples are provided in the relevant sections so that users can build their own Pine Script indicators. For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com Tilson Moving Average (TMA) Filters As there is no built-in indicator for the TMA (T3) value used in this script, users can build their own TMA (T3) indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Tilson Moving Average (T3)", shorttitle = "TMA (T3)", overlay = true) import TradingView/ta/12 as ta tma_1_source = input.source(title = 'TMA 1 Source', defval = close, group = 'Tilson Moving Average (TMA)') tma_1_length = input.int(title = 'TMA 1 Length', defval = 50, minval = 1, group = 'Tilson Moving Average (TMA)') vf_1 = input.float(title = 'TMA 1 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)') tma_1_colour = input.color(title = 'TMA 1 Colour', defval = color.green, group = 'Tilson Moving Average (TMA)') tma_2_source = input.source(title = 'TMA 2 Source', defval = close, group = 'Tilson Moving Average (TMA)') tma_2_length = input.int(title = 'TMA 2 Length', defval = 100, minval = 1, group = 'Tilson Moving Average (TMA)') vf_2 = input.float(title = 'TMA 2 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)') tma_2_colour = input.color(title = 'TMA 2 Colour', defval = color.orange, group = 'Tilson Moving Average (TMA)') tma_3_source = input.source(title = 'TMA 3 Source', defval = close, group = 'Tilson Moving Average (TMA)') tma_3_length = input.int(title = 'TMA 3 Length', defval = 200, minval = 1, group = 'Tilson Moving Average (TMA)') vf_3 = input.float(title = 'TMA 3 Volume Factor', defval = 0.7, minval = 0.0, maxval = 1.0, step = 0.05, group = 'Tilson Moving Average (TMA)') tma_3_colour = input.color(title = 'TMA 3 Colour', defval = color.red, group = 'Tilson Moving Average (TMA)') tma_1 = ta.t3(tma_1_source, tma_1_length, vf_1) tma_2 = ta.t3(tma_2_source, tma_2_length, vf_2) tma_3 = ta.t3(tma_3_source, tma_3_length, vf_3) plot(tma_1, color = tma_1_colour) plot(tma_2, color = tma_2_colour) plot(tma_3, color = tma_3_colour) Users can define up to three independent TMA (T3) series. The defaults are as follows: TMA 1: source = close, length = 50, volume factor = 0.7. TMA 2: source = close, length = 100, volume factor = 0.7. TMA 3: source = close, length = 200, volume factor = 0.7. Users can adjust the TMA inputs via strategy Settings/Inputs/TILSON MOVING AVERAGE (TMA). Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each user-defined TMA (T3). The default mode for all three TMA close above-equal/below filters is set to "None". Users can apply up to three independent TMA double trend filters (see generic filters section above), one filter for each of the three possible configurations. The defaults are as follows: TMA 1 above-equal/below TMA 2 is set to "None". TMA 2 above-equal/below TMA 3 is set to "None". TMA 1 above-equal/below TMA 3 is set to "None". The TMA rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined TMA is rejected exclusive of the other two TMAs. The default mode for the TMA rejection filter is set to "None". Users can apply the TMA filters and adjust filter parameters via strategy Settings/Inputs/TMA FILTERS. Trend Filters The trend filters in this section extend the generic basic and multi-part trend filters by applying the same logical framework to structurally defined peak and trough prices rather than to a continuous time-series. By operating on completed swing structures, these filters introduce an additional structural layer that differentiates between directional continuation and return line behaviour. This structural distinction necessitates the inclusion of return line variations alongside standard uptrend and downtrend conditions. Within this framework, peak-to-peak sequences define upper trend filters and trough-to-trough sequences define lower trend filters. A peak-to-peak upward structural progression is classified as a return line uptrend, while a peak-to-peak downward progression is classified as a downtrend. Conversely, a trough-to-trough upward structural progression is classified as an uptrend, while a trough-to-trough downward progression is classified as a return line downtrend. Upper trends include: Return line uptrends. Downtrends. Lower trends include: Uptrends. Return line downtrends. Below are links to my multi-part trend indicators, which can be used as visual aids for the relevant filter conditions included in this script: The upper and lower trend filter's defaults are as follows: Upper Trend mode is set to "None". Upper Trend count is set to 3. Lower Trend mode is set to "None". Lower Trend count is set to 3. When basic trend modes are selected, the trend count inputs are redundant and have no effect. Users can apply the trend filters via strategy Settings/Inputs/TREND FILTERS. Trendline Filters The trendline value calculations used in this script are based on those included in my trendlines indicator (link below for visual reference). Note that previous trendline values are not factored into the filter logic used in this script, only the most recent peak-to-peak (resistance) and trough-to-trough (support) lines are evaluated. The trendline rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined trendline value is rejected exclusive of the other trendline value. Four rejection modes are available: Support. Resistance. Support-turned-resistance. Resistance-turned-support. These operate asymmetrically depending on trade direction. For long entry conditions, the filter will only evaluate support and resistance-turned-support, both of which require a bullish rejection (i.e. price rejecting upward from the relevant trendline). For short entry conditions, the filter will only evaluate resistance and support-turned-resistance, both of which require a bearish rejection (i.e. price rejecting downward from the relevant trendline). The default trendline rejection filter mode is set to "None". Users can apply the trendline filter via strategy Settings/Inputs/TRENDLINE FILTERS. Triple Exponential Moving Average (TRIX) Filters As there is no built-in indicator for the TRIX values used in this script, users can build their own TRIX indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Triple Exponential Moving Average (TRIX)", shorttitle = "TRIX", overlay = false) import TradingView/ta/12 as ta trix_source = input.source(title = 'TRIX Source', defval = close, group = 'Triple Exponential Moving Average (TRIX)') trix_length = input.int(title = 'TRIX Length', defval = 14, minval = 1, group = 'Triple Exponential Moving Average (TRIX)') trix_signal_length = input.int(title = 'TRIX Signal Length', defval = 9, minval = 1, group = 'Triple Exponential Moving Average (TRIX)') trix_exponential = input.bool(title = 'TRIX Exponential', defval = true, group = 'Triple Exponential Moving Average (TRIX)') trix_colour = input.color(title = 'TRIX Colour', defval = color.yellow, group = 'Triple Exponential Moving Average (TRIX)') trix_sig_colour = input.color(title = 'TRIX Signal Colour', defval = color.blue, group = 'Triple Exponential Moving Average (TRIX)') trix_hist_pos_colour = input.color(title = 'TRIX Histogram Positive Colour', defval = color.rgb(76, 175, 79, 80) , group = 'Triple Exponential Moving Average (TRIX)') trix_neg_colour = input.color(title = 'TRIX Histogram Negative Colour', defval = color.rgb(255, 82, 82, 80), group = 'Triple Exponential Moving Average (TRIX)') = ta.trix(trix_source, trix_length, trix_signal_length, trix_exponential) plot(trix, color = trix_colour) plot(trix_signal, color = trix_sig_colour) plot(trix_hist, color = trix_hist >= 0 ? trix_hist_pos_colour : trix_neg_colour, style = plot.style_columns) The TRIX defaults are as follows: Source is set to "Close". Length is set to 14. Signal length is set to 9. Exponential mode is set to true. Users can adjust the TRIX inputs via strategy Settings/Inputs/TRIPLE EXPONENTIAL MOVING AVERAGE (TRIX). The TRIX above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the TRIX value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the TRIX above-equal/below signal filter is set to "None". The default mode for the TRIX Histogram above-equal/below zero filter (see generic filters section above) is set to "None". The TRIX Histogram minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The TRIX Histogram trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the TRIX filters and adjust filter parameters via strategy Settings/Inputs/TRIX FILTERS. True Strength Index (TSI) Filters The TSI defaults are as follows: Long length is set to 25. Short length is set to 13. Signal length is set to 13. Users can adjust the TSI inputs via strategy Settings/Inputs/TRUE STRENGTH INDEX (TSI). The TSI above-equal/below signal filter is defined as an entry filter that evaluates the relative positioning of the TSI value and its signal line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the TSI above-equal/below signal filter is set to "None". The default mode for the TSI above-equal/below zero filter (see generic filters section above) is set to "None". The default mode for the TSI Signal above-equal/below zero filter (see generic filters section above) is set to "None". The TSI minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The TSI Signal minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The TSI trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. The TSI Signal trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the TSI filters and adjust filter parameters via strategy Settings/Inputs/TSI FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
Pine Script® strategy
by theEccentricTrader
VWAP and Previous Day Closing VWAP1. Understanding the Two Lines Current VWAP (The Dynamic Curve): This represents the average price paid throughout the current session, weighted by volume. It moves as new trades come in. Previous Day’s Closing VWAP (The Flat Level): This is a fixed horizontal line representing where the institutional "average price" finished yesterday. It serves as a major psychological anchor point for the current day. 2. Common Trading Strategies The Mean Reversion (The "Rubber Band") If the price gaps up or moves significantly away from both the current VWAP and the Previous Day's VWAP early in the morning, traders often look for a "reversion to the mean." The Logic: Large institutions rarely like to buy significantly above the day's average price. The Trade: If the price starts losing momentum far above the VWAP lines, traders may look for a short position back down toward the Current VWAP. The "Value" Retest The Previous Day’s Closing VWAP often acts as a support or resistance zone. Support: If the price opens above yesterday's VWAP, drops down to touch it, and then bounces, it confirms that buyers are defending "yesterday's value." Resistance: If the price opens below it and fails to break above it, the market is signaling bearishness. The Crossover Signal When the Current VWAP crosses over or under the Previous Day’s Closing VWAP, it indicates a shift in trend strength. Bullish: Current VWAP crosses above Previous Day's VWAP. This suggests today's buyers are more aggressive than yesterday's average. Bearish: Current VWAP crosses below Previous Day's VWAP. This suggests today's selling pressure is heavier than yesterday's average. 3. Best Practices & Pro-Tips Timeframes: This indicator is most effective on 1-minute, 5-minute, or 15-minute charts. On a Daily (D) chart, the lines will disappear or look like single dots because VWAP is calculated intraday. Volume is Key: VWAP is only as strong as the volume behind it. If a bounce off the VWAP happens on low volume, it’s less reliable than a bounce on high volume. The "No-Trade Zone": Many professional traders avoid taking long positions when the price is below the current VWAP, as they are essentially "buying at a premium" relative to the day's average sellers.
Pine Script® indicator
by sandip4evr
Structural Drift Persistence | CipherDecodedStructural Drift Persistence | CipherDecoded Structural Drift Persistence measures the degree of directional dominance present within a rolling market window. Rather than focusing on volatility or absolute returns alone, this framework evaluates how consistently price movement aligns in one direction relative to total movement. The result is a normalized structural reading between −1 and +1, allowing regime classification independent of asset price level. Conceptual Framework Markets alternate between: Persistent directional expansion Mean-reverting compression Transitional instability Structural Drift Persistence quantifies which regime is currently dominant. Values approaching: +1 indicate sustained upward directional control −1 indicate sustained downward directional control 0 indicate rotational or indecisive structure Regime Qualification A configurable threshold defines when directional dominance is strong enough to qualify as a structurally trending environment. Higher thresholds isolate only the strongest regimes Lower thresholds increase sensitivity but admit more noise This design allows the tool to adapt across assets and timeframes while maintaining methodological consistency. Intended Use Structural Drift Persistence is designed to: Filter trend-following systems Confirm directional bias Identify regime shifts Reduce participation during structurally inefficient conditions It performs best when paired with independent expansion or volatility frameworks. Design Philosophy This indicator follows a measurement-first architecture: Continuous structural quantification Discrete regime classification Visual clarity without signal overproduction No smoothing, lag-inducing transforms, or predictive overlays are applied. The output reflects raw structural behavior within the selected window.
Pine Script® indicator
by CipherDecoded
DANNYGITS BAMBOO PLAN -1 The DANNYGITS BAMBOO PLAN is a comprehensive trend-following and reversal indicator designed for high-precision price action trading. It combines multi-timeframe moving average analysis with a custom-engineered Gann Box "Bamboo Stalk" to identify high-sensitivity nodes in the market. ​Core Features: ​The Wind & Ribbon: Uses a triple SMA system (8, 20, 200) with a dynamic trend ribbon to visualize momentum and institutional flow. ​9-Level Bamboo Stalk: A fully customizable Gann Box that allows for manual input of key nodes (including the specific 0.168 sensitivity levels) with a built-in "Flip Direction" toggle to measure from Floor-to-Ceiling or Ceiling-to-Floor. ​Price Action Signals: ​20Ha Recovery (Blue): Identifies bullish momentum shifts reclaiming the 20 SMA. ​20Ha Resistance (Orange): Highlights bearish rejections and halts at the 20 SMA. ​180 Reversals (B180/S180): Flags powerful "engulfing-style" rejections at key moving average levels. ​GR (Gann Rejection): Detects wick rejections occurring exactly on the custom Gann levels. ​Dynamic Labels: Real-time price targets are projected on the right side of the chart for precise exit and entry planning.
Pine Script® indicator
by gitongadan
True Range Percentage MACDTrue Range Percentage MACD (TR% MACD) is a volatility-oscillator that measures relative range movement and applies MACD logic to identify volatility momentum cycles. What it measures True Range (TR) captures intrabar range plus gap effects. This script converts TR into a percentage of price: TR%=TR×100 / ∣Sourcet−1∣ (Source defaults to HL2 and uses the prior bar value for normalization; a minimum tick guard is applied to avoid division by zero.) Smoothing TR% can be smoothed using a selectable moving average type (EMA, SMA, RMA, VWMA, WMA, ALMA, SWMA, HMA, or NONE) and a dedicated smoothing length. This helps control noise before MACD processing. MACD on volatility The indicator then computes: MACD = MA(TR%)fast − MA(TR%)slow Signal = MA(MACD)signal Histogram = MACD − Signal Interpretation This is not a price-trend MACD—it's a volatility momentum MACD: Rising histogram often indicates increasing relative volatility (range expansion accelerating). Falling histogram often indicates volatility cooling (range expansion decelerating / contracting). Crossovers can help time transitions between quiet and active regimes, and complement trend systems (e.g., filter breakouts to periods of rising volatility). Visuals & alerts Histogram uses a 4-state coloring (positive/negative + rising/falling). Optional plot shows smoothed TR%. Built-in alerts: histogram rising→falling and falling→rising state flips MACD crossing Signal (up/down) MACD crossing zero (up/down)
Pine Script® indicator
by refik_tu
Seasonal Trend by LogReturn ProSeasonal Trend by LogReturn Pro Understand the market’s typical yearly rhythm and trade with statistical tailwinds instead of against them. Seasonal Trend by LogReturn Pro visualizes how an asset historically behaves throughout the year. By analyzing past years, it builds an average annual path (seasonality curve) and shows whether the market is usually strong or weak at the current time. It can also project a potential price path for the remainder of the year based on historical tendencies. What you can see instantly • Historically strong and weak periods during the year • Whether the current market phase has seasonal tailwind or headwind • Typical yearly performance progression • A forward seasonal projection (optional) • A relative performance curve across the full year How it works The indicator aligns multiple past years by calendar date and combines them into one average yearly behavior. Think of it as a “typical year template” created from historical market behavior. Two main visualizations are available: Relative seasonal curve Shows the typical cumulative performance throughout the year Absolute projection (optional) Projects a possible price path forward from today following historical seasonal tendencies How traders use it Trade with seasonal tailwinds Focus on long trades during historically strong periods and be more cautious during weak phases. Typical workflow: • Increase confidence when setups align with strong seasonal phases • Reduce exposure during historically weak periods • Adjust position sizing based on seasonal bias Improve swing trade context Seasonality helps evaluate trade quality: Bullish setup in strong seasonal period → higher probability Bullish setup in weak seasonal period → lower conviction Plan the rest of the year The forward projection helps estimate how the year often develops on average. This is not a prediction — it is a probabilistic expectation based on history. Settings Past Years Number of years used to build the seasonal pattern Higher = smoother & more stable Lower = more responsive to recent market behavior Show values on main chart Displays the projected price path Show relative values Displays the seasonal performance curve Show entire year projection Displays the full seasonal path instead of only future values Important note Seasonality is not a standalone trading signal. It provides statistical context and works best combined with trend analysis, structure, or other strategies. Seasonal Trend by LogReturn Pro helps you align trades with the market’s natural rhythm instead of fighting it.
Pine Script® indicator
by QuantCraftPro
Smart MACD + KNN (Dynamic SL Fix)This script is a comprehensive trading system designed for TradingView that combines traditional momentum indicators with machine learning concepts and advanced trade management logic. Here is a detailed description of its features: 1. Signal Generation (The "Brain") Smart MACD: Uses a standard MACD (Moving Average Convergence Divergence) to identify buy and sell opportunities. KNN Machine Learning: Filters every MACD signal using a K-Nearest Neighbors algorithm. It analyzes historical market data (RSI, CCI, Volatility, Volume) to determine if the current signal is statistically likely to be profitable. If the ML prediction is negative, the signal is ignored. Trend Filter: An optional 200 EMA filter ensures you only trade with the long-term trend (Buy above EMA 200, Sell below). Volatility Guard: Automatically blocks signals during extreme volatility spikes (like news events) to prevent bad entries. 2. Trade Management (The Logic) Single Trade Mode: The script enforces a "one trade at a time" rule. It will not generate a new "Buy" signal if a "Buy" trade is already active. It waits for the trade to hit Take Profit (TP) or Stop Loss (SL) before resetting. Flip Capability: While it blocks same-direction signals, it allows opposite signals. If you are in a Long trade and a valid Short signal appears, it effectively "flips" the trade—closing the Long and opening the Short immediately. Dynamic Stop Loss (Stepped ROI): This is a profit-locking feature. Trigger 1: When price moves X% in profit, the SL moves to a specified ROI % (e.g., Break Even). Trigger 2: When price moves further to Y% profit, the SL moves again to lock in a larger profit. 3. Automation & Alerts Customizable Messages: You can input your own text or JSON commands for Entry, TP, and SL alerts directly in the settings menu. 3x Trigger Safety: Every alert fires 3 times continuously to ensure that external bots or webhooks receive the signal, minimizing the risk of missed trades due to network lag. 4. Visuals TP/SL Lines: Draws active Stop Loss and Take Profit lines on the chart that update in real-time. Dashboard Table: A panel in the top-right corner displays the precise price levels for the current TP and SL. Fog & Colors: The background and candles change color based on the trend direction, giving you an immediate visual cue of market sentiment.
Pine Script® indicator
by knowledgejoe
Typical Price BiasTypical Price Bias (TPB) is a normalized bias oscillator designed to quantify closing pressure relative to a bar’s typical price (HL2 = (High + Low)/2), while reducing noise through selectable moving-average smoothing. What it measures For each length, TPB computes: Bias=( MA(close)−MA(HL2) ) / HL2t−1 This represents the smoothed tendency for price to close above or below typical price, scaled by the prior bar’s HL2 to produce a stable, percent-like oscillator across different markets. Plots Fast Bias (fast length): responsive bias component used to observe short-term pressure. Baseline (slow length): slower bias component used as a regime/trend context line. Zero line: neutral boundary. Above zero = bullish close bias; below zero = bearish close bias. Visual encoding Fast Bias coloring reflects: Sign (above/below zero), and Slope (increasing vs decreasing), helping you visually separate strengthening vs weakening bias. Practical interpretation Regime: Baseline > 0 suggests bullish conditions; Baseline < 0 suggests bearish conditions. Confirmation: Fast Bias staying on the same side of zero as the Baseline supports continuation. Early warning: Fast Bias turning down (while still above zero) can precede weakening momentum; similarly for upside turns below zero. Notes This indicator is not a complete trading system; it is best used as a filter/confirmation tool alongside structure, trend, or volatility context.
Pine Script® indicator
by refik_tu
Volatility-Normalized Expansion | CipherDecodedVolatility-Normalized Expansion | CipherDecoded Volatility-Normalized Expansion (VNE) is a regime-detection tool designed to identify sustained directional expansion relative to prevailing volatility conditions. Rather than measuring price change in absolute terms, VNE evaluates whether directional movement is statistically meaningful given the asset’s recent realized volatility environment. This allows it to distinguish between structurally expanding trends and noise-driven fluctuations. The result is a standardized expansion score that adapts dynamically to changing volatility regimes — enabling consistent interpretation across assets and market conditions. Conceptual Framework Markets alternate between: Compression (low directional efficiency) Expansion (persistent directional drift) Reversion (volatility without structural follow-through) VNE isolates expansion phases by normalizing cumulative directional movement against its realized volatility baseline. When directional movement exceeds what would be expected under current volatility conditions, the expansion score rises into statistically significant territory. This methodology is commonly used in systematic macro and trend-following models to evaluate drift persistence without overreacting to volatility spikes. How It Works Measures cumulative directional movement over a configurable lookback window. Adjusts that movement relative to realized volatility over the same horizon. Optionally applies light smoothing to reduce microstructure noise. Translates the standardized score into persistent regime states. The indicator does not predict reversals. It evaluates whether current price action reflects sustained expansion or structural deterioration. Regime Interpretation Above Long Threshold → Bullish expansion regime Below Short Threshold → Bearish expansion regime Between thresholds → Regime persistence (no transition) The indicator uses a state-based logic system rather than binary threshold flickers. This reduces regime churn and aligns with medium-horizon systematic execution models. Intended Use Designed for: Swing-to-position traders operating on 1D–3D resolutions Systematic rule-based strategies Medium-term trend participation (weeks to months) Drawdown-aware trend management VNE performs best when paired with structured entry logic and risk controls, rather than used as a standalone signal generator. Input Guidance Expansion Window Controls the structural horizon of expansion detection. Shorter windows increase sensitivity. Longer windows emphasize macro persistence. Smoothing Applies light post-processing to reduce signal noise. Small smoothing values (2–4) are typically sufficient. Thresholds Adjust regime sensitivity. Higher long thresholds require stronger expansion confirmation. Lower short thresholds increase bearish responsiveness. Design Philosophy This indicator is built around three principles: Regime detection over prediction Volatility normalization over raw price displacement Structural persistence over reactive flipping It aims to capture meaningful trend expansion while minimizing unnecessary regime transitions.
Pine Script® indicator
by CipherDecoded
Aggregated Net PositionsCoyote Net Positions — a histogram indicator that answers one question on every bar: who is entering, and who is exiting? It combines aggregated Open Interest from multiple exchanges with real Volume Delta to classify each bar into one of four positioning states. The result is a clean histogram where green bars go up (bullish), red bars go down (bearish), and gray bars show closing/unwinding activity. Noise is dimmed. Only the moves that matter get color. == THE 4-STATE POSITIONING FORMULA == Two inputs, four outputs: Open Interest Change (OI) — did the total number of open contracts increase or decrease? Volume Delta — were aggressive buyers or sellers dominant? (real trade classification, not candle color) Combined: NL (New Longs) — Delta positive + OI up = fresh buyers entering the market NS (New Shorts) — Delta negative + OI up = fresh sellers entering the market LC (Longs Closing) — Delta negative + OI down = existing longs exiting or being liquidated SC (Shorts Closing) — Delta positive + OI down = existing shorts covering or being squeezed This is the same formula used by professional order flow traders to read net positioning from derivatives data. == HOW THE HISTOGRAM WORKS == Each bar is a column from zero. The direction is based on the positioning state, not raw OI change: Bullish states go UP: New Longs (green), Shorts Closing (gray) Bearish states go DOWN: New Shorts (red), Longs Closing (gray) The magnitude equals the absolute OI change in USD terms. Bigger bar = more contracts moved. Green bar going up = new bullish fuel entering. This is the signal that matters most. Red bar going down = new bearish fuel entering. Sellers are pressing. Gray bars = positions unwinding. No new fuel — the move is losing steam. == SIGNIFICANCE MODE == Most bars are noise. Significance Mode uses an adaptive threshold (SMA of absolute OI change x multiplier) to separate signal from noise: - Bars above the threshold get full positioning color (green, red, or gray) - Bars below the threshold are dimmed to a neutral dark color - Labels only appear on significant state transitions The result: a clean chart where your eye is drawn to the bars that actually moved the needle. Default multiplier is 5.0 — raise it to see fewer, more extreme events. Lower it for more sensitivity. == DATA SOURCES == OI is aggregated across up to 5 exchange feeds: - Binance USDT Perpetual - Binance USD (coin-margined) Perpetual - Bybit USDT Perpetual - Bybit USD (inverse) Perpetual - OKX USDT Perpetual (optional, off by default) Coin-margined OI is automatically normalized to USDT-equivalent before aggregation. This gives you a true cross-exchange picture of net market positioning, not just one venue. Volume Delta uses TradingView's lower-timeframe trade classification via the ta library. This classifies each trade by aggressor side (market buy vs market sell), which is far more accurate than using candle color. Candle color fails on stop-hunt / SFP bars where price sweeps one direction but closes the other — delta tells you who was actually buying and selling. == WHY AGGREGATE FIRST == The indicator aggregates OI across all exchanges into one net number, then classifies. This is intentional. When Bybit OI goes up and Binance OI goes down by a similar amount, it is often position migration (traders moving between exchanges for better funding rates), not genuine opposing activity. The aggregate correctly shows this as neutral — because the net market positioning barely changed. This prevents false signals from exchange-level noise. == CUMULATIVE WINDOW == Toggle on the Cumulative Window to sum bar values over N bars (default 100). Instead of seeing per-bar spikes, you see the rolling net positioning trend. Positive cumulative = net bullish pressure building. Negative = net bearish. Useful for identifying sustained positioning shifts that span many bars. == NORMALIZE MODE == Express OI change as a percentage of total open interest instead of absolute USD value. This makes the indicator comparable across different assets — a 0.5% OI change on BTC and a 0.5% OI change on ETH represent the same relative significance, even though the absolute numbers are very different. == DISPLAY OPTIONS == - Only Show New Positions: hides gray closing bars, shows only green (NL) and red (NS) for a cleaner view focused on fresh fuel - Show Label: compact triangle markers (NL, NS, LC, SC) on state transitions - Show Value: numeric magnitude labels on significant bars - All colors are customizable == LABELS == Compact arrow markers appear on significant state transitions: ▲ NL — New Longs starting (green, bottom) ▼ NS — New Shorts starting (red, top) ▼ LC — Longs Closing (gray, top) ▲ SC — Shorts Closing (gray, bottom) Labels only fire when the state flips from one to another AND the bar exceeds the significance threshold. This prevents label spam while still catching every meaningful transition. == ALERTS == - New Longs — state flips to NL - New Shorts — state flips to NS - Longs Closing — state flips to LC - Shorts Closing — state flips to SC - Positioning Flip — any state transition == HOW TO USE == 1. Add below your price chart 2. Watch for bright green bars going up — these are significant new longs, the strongest bullish signal 3. Watch for bright red bars going down — significant new shorts, strongest bearish signal 4. Gray bars mean the previous move is unwinding — fuel is being spent, not added 5. When a cluster of green NL bars appears after a pullback into a demand zone, that is strong confirmation of institutional buying 6. When red NS bars appear at resistance with increasing magnitude, sellers are pressing — look for continuation short setups 7. Toggle "Only Show New Positions" for a cleaner view that strips out the noise of position unwinding == BEST TIMEFRAMES == Works on any timeframe with OI data available. Most useful on 5m, 15m, and 1H for intraday crypto derivatives trading. The adaptive threshold auto-adjusts to your timeframe. == NOTES == - Requires crypto perpetual futures symbols with OI data (Binance, Bybit, OKX) - Uses 6 request.security() calls (5 OI sources + 1 volume delta) - Auto-detects base currency from your chart symbol
Pine Script® indicator
by AghaInvst
Volatility Regime Supertrend [SeerQuant]Volatility Regime Supertrend (VRST) The Volatility Regime Supertrend (VRST) is an adaptive Supertrend that changes its trailing behavior based on whether the market is historically compressed or expanded in volatility. It keeps the familiar Supertrend structure (ATR-based trailing bands + trend direction flips), but replaces the “one-size-fits-all” multiplier with a regime-aware multiplier that tightens during squeezes and widens during volatility expansions. ⚙️ How It Works VRST first measures volatility using Bollinger Bandwidth, then ranks the current bandwidth against its own history to get a 0–100 “how compressed vs expanded” score. Low scores mean compression; high scores mean expansion. That score controls the ATR multiplier used by the Supertrend, and the multiplier is smoothed so band width transitions don’t jump. Then VRST calculates a normal Supertrend, with one extra control: Speed. Speed adjusts how quickly the trailing bands track their new positions, letting you choose between smoother behavior and faster reaction. Trend direction flips when price breaks the prior band, and signals only print on those flips. Key mechanics: Volatility regime = Bollinger Bandwidth ranked vs history Multiplier adapts: compression → tighter, expansion → wider, mid-zone → blended Bands are ATR-based and use standard Supertrend trailing logic Speed controls band responsiveness (slow/smooth → fast/reactive) 🚀 Why It’s Useful VRST is meant to stop you from forcing one Supertrend setting across every market condition. It changes band width with volatility so the same indicator can behave sensibly in both tight ranges and fast moves, while still remaining a clean “trend state” tool (bull/bear + flip signals). 📜 Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.
Pine Script® indicator
by SeerQuant
Aggregated StatBarsCoyote Stat Bars — a 4-row heatmap footprint that shows you Volume, Delta, OI Change, and Net Positioning on every bar, aggregated across Binance and Bybit perpetual futures. Instead of switching between multiple indicators, Stat Bars gives you one compact view of all four order flow metrics. Each row is a color-coded heatmap cell — dim when noise, bright when significant. You see the full picture at a glance. == HOW IT WORKS == Four rows, aligned per bar: VOL — Total volume in USD. Blue heatmap scales with magnitude. DELTA — Net aggressive buying vs selling (real volume delta, not candle color). Green = buyers aggressive, Red = sellers aggressive. OI — Open Interest change. Green = new contracts opened, Red = contracts closed/liquidated. POS — Net Positioning state derived from Delta + OI: NL (New Longs) — Delta positive + OI increasing = fresh buyers entering NS (New Shorts) — Delta negative + OI increasing = fresh sellers entering LC (Longs Closing) — Delta negative + OI decreasing = longs exiting or liquidated SC (Shorts Closing) — Delta positive + OI decreasing = shorts covering or squeezed The positioning row uses a significance threshold — only bars with unusually large OI changes get vivid colors. Normal bars are dimmed so the important events stand out. == DATA SOURCES == OI is aggregated across up to 5 sources: - Binance USDT Perpetual OI - Binance USD (coin-margined) Perpetual OI - Bybit USDT Perpetual OI - Bybit USD (inverse) Perpetual OI - OKX USDT Perpetual OI (optional) Coin-margined OI (denominated in base currency) is automatically normalized to USDT-equivalent for accurate aggregation. Volume Delta uses TradingView's built-in lower-timeframe trade classification — this classifies trades by aggressor side (market orders hitting bids vs asks), not by candle color. This is critical because candle color lies on SFP bars: a sweep up + close down shows a red candle, but delta is positive (shorts buying to cover). Delta tells the truth. == HEATMAP MODES == Adaptive (default): Auto-adjusts thresholds using SMA + STDEV of each metric. Normal bars are nearly invisible, only extreme values pop with bright color. The non-linear intensity curve (squared) pushes noise very dim and creates dramatic contrast on significant events. Fixed: User-defined USD thresholds for each row (in millions). Useful if you prefer consistent reference points across sessions. == DISPLAY OPTIONS == - Show/hide each row independently (VOL, DELTA, OI, POS) - Text Mode: Auto (hides values when zoomed out), Full (always show), Hidden (color-only heatmap) - Configurable text size and max bars displayed - Row labels on the right side for quick reference == POSITIONING SIGNIFICANCE == The positioning row has its own adaptive threshold system: - SMA of absolute OI change over a configurable lookback (default 300 bars) - Multiplied by a threshold multiplier (default 3.0) - Bars exceeding this threshold get vivid positioning colors - Bars below are dimmed — reducing noise, highlighting what matters This means you're not just seeing "what happened" on every bar, you're seeing "what happened that actually mattered." == BEST TIMEFRAMES == Works on any timeframe where OI data is available (typically 1m to 1D on crypto perpetuals). Most useful on 5m, 15m, 1H for intraday trading. The adaptive heatmap auto-adjusts to your timeframe. == HOW TO USE == 1. Add to your chart below the price panel 2. Scan the POS row for clusters of NL or NS with vivid colors — these are significant new positioning events 3. Cross-reference with the VOL and DELTA rows — a bright NL bar with high volume and strong positive delta is high-conviction new longs 4. Watch for LC/SC clusters with high OI decrease — these are liquidation or stop-out events 5. When all four rows align (high volume + strong delta + large OI change + clear positioning), you have maximum confluence == ALERTS == - Significant New Longs — large OI increase + positive delta - Significant New Shorts — large OI increase + negative delta - Volume Spike — volume exceeds adaptive threshold == NOTES == - Requires symbols with OI data (crypto perpetual futures on Binance, Bybit, OKX) - Uses 6 request.security() calls for OI data + 1 for volume delta - Maximum 125 bars displayed (500 boxes / 4 rows) - Auto-detects the base currency from your chart symbol
Pine Script® indicator
by AghaInvst
X_FINAL_SECURE리페인팅 없고, 과최적화 되지 않았으며, 거래소와 거래 내역도 완벽히 일치합니다. 훌륭한 추세 전략입니다. 추후 유료 전환 예정 되어 있습니다. 누구도 전략을 흉내낼 수 없도록, 코드 보안상 어떤 조건으로 실행되는지도 보호 처리했습니다. 위에 보이는 백테스트는 3배 레버리지 + 100% 진입 시드 + 자가 복리 기준입니다. 셋팅 설명: 1-1 ~ 1-3: 백테스트 기간 설정 또는 자동매매 기간 설정입니다. 전략 시작할때는 1-1을 당일날짜 00:00 으로 맞추고 하셔야 합니다. 1-4: 백테스트에서 적용하는 진입 시드 비중입니다. (실제 진입 시드 비중은 속성에서 설정하세요.) 1-5: 백테스트 기록 보기용 배율 설정입니다. (실제 배율은 본인 거래소에서 설정하세요.) 1-6은 신경 쓰지 않으셔도 됩니다. 나머지 인풋값 설정은 아래 보고 설정하세요 "Use these input settings:" 2-1 =21 ㅡㅡ 2-2 =20 2-3 =1.8 ㅡㅡ 2-4 =1.5 2-5 =29 ㅡㅡ 2-6 =15 2-7 =1.4 ㅡㅡ 2-8=1.2 3-1= v check ㅡㅡ 3-2 = v check 3-3 =5 ㅡㅡ 3-4 =11 3-5 =60 ㅡㅡ 3-6 =30 3-7 =0.28 ㅡㅡ 3-8 =0.68 4-1 = no check 4-4 = v check ㅡㅡ 4-5 =13 ㅡㅡ 4-6 =2.7 5-1 =no check ㅡㅡ 5-2 =check 5-3 =check ㅡㅡ 5-4 =check 5-5 =check ㅡㅡ 5-6 =no check 5-7 =check ㅡㅡ 5-8 =check 6-1 = C ㅡㅡ 6-2 = C 6-3 = 2 ㅡㅡ 6-4 = 2 6-5 = 3.9 ㅡㅡ 6-6 =3.9 6-7 = 2 ㅡㅡ 6-8 =2.1 6-9 = 2 ㅡㅡ 6-0 = 2 t1 = v t2 = v Settings & Usage Guide (English) No repainting, no over-optimization, and trade history matches the exchange perfectly. A high-quality trend strategy. This will transition to paid access in the future. Code is fully secured – execution conditions are protected to prevent any copying or imitation. The backtest shown is based on 3x leverage + 100% entry seed + full compounding. Settings Explanation: 1-1 ~ 1-3: Backtest period and auto-trading period settings. 1-4: Entry seed percentage used in backtest. (Set real entry size in strategy properties.) 1-5: Leverage multiplier for viewing backtest records. (Set actual leverage on your exchange.) 1-6: Ignore – no need to adjust. For the remaining input values, refer to the right side (Author Instructions) and set the numbers accordingly.
Pine Script® strategy
by jin147600
RSI & MACD + D/S ZonesOverview This strategy is a hybrid trading system that combines Institutional Supply & Demand concepts with a strict Momentum Validation Engine. Supply & Demand indicators trigger signals the moment price touches a zone, often leading to "catching a falling knife." This script solves that problem by decoupling the "Zone Hit" from the "Trade Entry." It identifies key market structures first but only triggers a trade when momentum (MACD + RSI) explicitly confirms a reversal in the direction of the dominant trend. How It Works 1. The Map: Supply & Demand Zones The script automatically identifies zones based on the "Boring Candle + Explosive Move" pattern. Creation: A zone is formed when a low-volatility "Boring Candle" (base) is followed by a high-volatility "Explosive Candle" (breakout). Consumption: Zones are dynamic. If price wicks into a zone, the zone "shrinks" to reflect consumed orders. If price breaks through completely, the zone is removed. Visuals: Demand Zones: Faint Green (20% Opacity). Supply Zones: Faint Red (20% Opacity). "HIT" Labels: clearly identify when price tests a zone (Green for Demand, Orange for Supply). 2. The Filter: Trend & Safety 200 EMA (Red Line): Acts as the hard trend filter. Longs are only taken above the Red Line. Shorts are only taken below the Red Line. RSI "Safe Zone" (35–65): The script filters out trades where RSI is overbought (>65) or oversold (<35), ensuring entries have room to run. 3. The Trigger: 2-Bar Momentum Confirmation A trade is NOT taken just because a zone is hit. The script waits for a confirmed momentum shift: MACD Logic: It requires two consecutive bars of expanding histogram momentum (e.g., for a Long, the histogram must be Green and rising for 2 bars). Signal Decoupling: The "Buy" or "Sell" signal may appear 1-3 bars after the zone hit, ensuring the bounce is real. --- Visual Guide * 🔵 Buy Label (Sky Blue): A confirmed Long entry (Trend Up + RSI Safe + Momentum Rising). * 🟣 Sell Label (Hot Pink): A confirmed Short entry (Trend Down + RSI Safe + momentum falling). * 🔴 Red Line: The 200 EMA Trend Filter. * 🟢 Green "Hit Demand": Price has touched a valid Demand Zone. * 🟠 Orange "Hit Supply": Price has touched a valid Supply Zone. Settings & Inputs Zone Settings: Adjust `Boring Candle %` to filter which bases are detected. Strategy Settings: `EMA Trend Filter`: Defaults to 200. `RSI Min/Max`: Defaults to 35/65 to avoid extremes. Risk Disclaimer This script is a technical analysis tool. Past performance does not guarantee future results. Always use proper risk management and stop losses when trading real capital.
Pine Script® strategy
by abishek_philip24