Search in scripts for "科创50成分股"
AK Simple Moving Average 50 days Simple Moving average suitable for Intraday on 1Hr,30Min.15Min Time frames
1. When candle crossing above SMA Line - Go for Long Entries
2. When candle crossing below SMA Line - Go for short Entries
50 SMA / 200 EMA / 128EMA Moving Average CrossFound success using 50SMA vs 200EMA.
128 EMA also charted for it's BTC relevance.
50/100/200 Moving Averages (Pine Script For Copy)by fresca
SCRIPT LANGUAGE
Copy script below and adjust based on your preferences.
-function (change function from "sma" to "ema", "wma" and more)
-length (25 Day, 150 Day or add more averages to the three in this script.)
-color, (red, yellow, etc. or use color hex codes i.e. #FEDA15, #FFAD8F, etc.)
-transparency (set to desired level 1-100)
Or add more options.
RESOURCES
Color hex codes site: www.canva.com
Trading View Pine Script Editor Reference Guide: www.tradingview.com
Taint's Multi Time Frame MA50-100-200 SMA with two 200 EMA's all with the ability choose a time frame for each.
Liquidity & SMT Detector//@version=5
indicator("Liquidity & SMT Detector", overlay=true, max_lines_count=500, max_labels_count=500)
// ============================================
// INPUT SETTINGS
// ============================================
// Group 1: Liquidity Detection
swing_length = input.int(15, "Swing Length", minval=5, maxval=50, group="Liquidity Detection")
swing_strength = input.int(3, "Swing Strength (bars clear)", minval=1, maxval=10, group="Liquidity Detection")
max_lines = input.int(10, "Max Lines Displayed", minval=3, maxval=50, group="Liquidity Detection")
line_color_high = input.color(color.red, "High Line Color", group="Liquidity Detection")
line_color_low = input.color(color.green, "Low Line Color", group="Liquidity Detection")
line_width = input.int(2, "Line Width", minval=1, maxval=5, group="Liquidity Detection")
show_labels = input.bool(true, "Show H/L Labels", group="Liquidity Detection")
// Group 2: Displacement Detection
enable_displacement = input.bool(true, "Enable Displacement Detection", group="Displacement")
displacement_min_points = input.float(10.0, "Min Points Move", minval=1.0, maxval=100.0, step=1.0, group="Displacement")
displacement_multiplier = input.float(3.0, "Size Multiplier", minval=2.0, maxval=10.0, step=0.5, group="Displacement")
displacement_period = input.int(30, "Average Period", minval=10, maxval=100, group="Displacement")
displacement_color_bull = input.color(color.new(color.aqua, 70), "Bullish Color", group="Displacement")
displacement_color_bear = input.color(color.new(color.orange, 70), "Bearish Color", group="Displacement")
show_displacement_label = input.bool(true, "Show Labels", group="Displacement")
// Group 3: SMT Detection
enable_smt = input.bool(true, "Enable SMT Detection", group="SMT Divergence")
nq_symbol = input.string("NQ1!", "Nasdaq Symbol", group="SMT Divergence")
es_symbol = input.string("ES1!", "S&P500 Symbol", group="SMT Divergence")
smt_lookback = input.int(20, "Lookback Period", minval=5, maxval=100, group="SMT Divergence")
smt_line_color = input.color(color.yellow, "SMT Line Color", group="SMT Divergence")
smt_text_color = input.color(color.yellow, "SMT Text Color", group="SMT Divergence")
// Group 4: Consolidation Zone
enable_consolidation = input.bool(true, "Enable Consolidation Zone", group="Consolidation")
consol_lookback = input.int(10, "Lookback Period", minval=5, maxval=50, group="Consolidation")
consol_range_percent = input.float(0.5, "Max Range %", minval=0.1, maxval=2.0, step=0.1, group="Consolidation")
consol_vol_threshold = input.float(0.7, "Volume Threshold", minval=0.3, maxval=1.0, step=0.1, group="Consolidation")
consol_color = input.color(color.new(color.red, 85), "Zone Color", group="Consolidation")
// ============================================
// ARRAYS FOR LINE/LABEL MANAGEMENT
// ============================================
var line high_lines = array.new_line()
var line low_lines = array.new_line()
var label high_labels = array.new_label()
var label low_labels = array.new_label()
var float high_levels = array.new_float()
var float low_levels = array.new_float()
var line smt_lines = array.new_line()
var label smt_labels = array.new_label()
var float smt_nq_levels = array.new_float()
var float smt_es_levels = array.new_float()
var bool smt_nq_lower = array.new_bool()
// ============================================
// FUNCTION: DETECT SWING HIGHS (STRONGER)
// ============================================
isSwingHigh(len, strength) =>
is_pivot = true
pivot_high = high
for i = 1 to strength
if high >= pivot_high or high >= pivot_high
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if high > pivot_high or high > pivot_high
is_pivot := false
break
is_pivot
// ============================================
// FUNCTION: DETECT SWING LOWS (STRONGER)
// ============================================
isSwingLow(len, strength) =>
is_pivot = true
pivot_low = low
for i = 1 to strength
if low <= pivot_low or low <= pivot_low
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if low < pivot_low or low < pivot_low
is_pivot := false
break
is_pivot
// ============================================
// SWING HIGH DETECTION & LINE DRAWING
// ============================================
if isSwingHigh(swing_length, swing_strength)
swing_high = high
new_line = line.new(bar_index - swing_length, swing_high, bar_index, swing_high, color=line_color_high, width=line_width, style=line.style_dashed)
array.push(high_lines, new_line)
array.push(high_levels, swing_high)
if show_labels
new_label = label.new(bar_index - swing_length, swing_high, "H", color=color.new(line_color_high, 80), textcolor=line_color_high, style=label.style_label_down, size=size.small)
array.push(high_labels, new_label)
if array.size(high_lines) > max_lines
line.delete(array.shift(high_lines))
array.shift(high_levels)
if show_labels and array.size(high_labels) > 0
label.delete(array.shift(high_labels))
// ============================================
// SWING LOW DETECTION & LINE DRAWING
// ============================================
if isSwingLow(swing_length, swing_strength)
swing_low = low
new_line = line.new(bar_index - swing_length, swing_low, bar_index, swing_low, color=line_color_low, width=line_width, style=line.style_dashed)
array.push(low_lines, new_line)
array.push(low_levels, swing_low)
if show_labels
new_label = label.new(bar_index - swing_length, swing_low, "L", color=color.new(line_color_low, 80), textcolor=line_color_low, style=label.style_label_up, size=size.small)
array.push(low_labels, new_label)
if array.size(low_lines) > max_lines
line.delete(array.shift(low_lines))
array.shift(low_levels)
if show_labels and array.size(low_labels) > 0
label.delete(array.shift(low_labels))
// ============================================
// UPDATE EXISTING LINES & CHECK FOR SWEEPS
// ============================================
if array.size(high_lines) > 0
for i = array.size(high_lines) - 1 to 0
current_line = array.get(high_lines, i)
current_level = array.get(high_levels, i)
if close > current_level
line.delete(current_line)
array.remove(high_lines, i)
array.remove(high_levels, i)
if show_labels and i < array.size(high_labels)
label.delete(array.get(high_labels, i))
array.remove(high_labels, i)
else
line.set_x2(current_line, bar_index)
if array.size(low_lines) > 0
for i = array.size(low_lines) - 1 to 0
current_line = array.get(low_lines, i)
current_level = array.get(low_levels, i)
if close < current_level
line.delete(current_line)
array.remove(low_lines, i)
array.remove(low_levels, i)
if show_labels and i < array.size(low_labels)
label.delete(array.get(low_labels, i))
array.remove(low_labels, i)
else
line.set_x2(current_line, bar_index)
// ============================================
// DISPLACEMENT CANDLE DETECTION
// ============================================
body_size = math.abs(close - open)
avg_body = ta.sma(math.abs(close - open), displacement_period)
candle_range = high - low
points_moved = body_size
is_min_points = points_moved >= displacement_min_points
is_strong_body = body_size > (avg_body * displacement_multiplier)
is_impulsive = body_size > (candle_range * 0.6)
is_displacement = enable_displacement and is_min_points and is_strong_body and is_impulsive
is_bullish = close > open
bgcolor(is_displacement ? (is_bullish ? displacement_color_bull : displacement_color_bear) : na)
if is_displacement and show_displacement_label
label.new(bar_index, is_bullish ? low : low, "D", color=color.new(is_bullish ? color.aqua : color.orange, 50), textcolor=is_bullish ? color.aqua : color.orange, style=label.style_label_down, size=size.small, yloc=yloc.belowbar)
// ============================================
// CONSOLIDATION ZONE DETECTION
// ============================================
consol_highest = ta.highest(high, consol_lookback)
consol_lowest = ta.lowest(low, consol_lookback)
consol_range = consol_highest - consol_lowest
consol_range_pct = (consol_range / close) * 100
consol_avg_volume = ta.sma(volume, consol_lookback)
consol_current_vol = ta.sma(volume, math.min(consol_lookback, bar_index + 1))
consol_low_volume = consol_current_vol < (consol_avg_volume * consol_vol_threshold)
consol_body_sizes = array.new_float()
for i = 0 to math.min(consol_lookback - 1, bar_index)
array.push(consol_body_sizes, math.abs(close - open ))
consol_avg_body = array.avg(consol_body_sizes)
consol_overall_avg = ta.sma(math.abs(close - open), 50)
consol_small_candles = consol_avg_body < (consol_overall_avg * 0.7)
consol_tight_range = consol_range_pct <= consol_range_percent
is_consolidation = enable_consolidation and consol_tight_range and consol_low_volume and consol_small_candles
bgcolor(is_consolidation ? consol_color : na, title="Consolidation Zone")
// ============================================
// SMT DIVERGENCE DETECTION
// ============================================
current_symbol = syminfo.ticker
comparison_symbol = str.contains(current_symbol, "NQ") ? es_symbol : nq_symbol
comparison_high = request.security(comparison_symbol, timeframe.period, high, lookahead=barmerge.lookahead_off)
comparison_low = request.security(comparison_symbol, timeframe.period, low, lookahead=barmerge.lookahead_off)
var float prev_current_low = na
var float prev_comparison_low = na
var int prev_swing_bar = na
current_is_swing_low = isSwingLow(swing_length, swing_strength)
comparison_is_swing_low = ta.lowestbars(comparison_low, swing_length * 2 + 1) == -swing_length
if enable_smt and current_is_swing_low
current_swing_low = low
comparison_swing_low = comparison_low
if not na(prev_current_low) and not na(prev_comparison_low)
current_lower = current_swing_low < prev_current_low
comparison_lower = comparison_swing_low < prev_comparison_low
is_smt = (current_lower and not comparison_lower) or (not current_lower and comparison_lower)
if is_smt
smt_line = line.new(prev_swing_bar, prev_current_low, bar_index - swing_length, current_swing_low, color=smt_line_color, width=2, style=line.style_solid)
mid_bar = math.round((prev_swing_bar + bar_index - swing_length) / 2)
mid_price = (prev_current_low + current_swing_low) / 2
smt_label = label.new(mid_bar, mid_price, "SMT", color=color.new(smt_line_color, 80), textcolor=smt_text_color, style=label.style_label_center, size=size.normal)
array.push(smt_lines, smt_line)
array.push(smt_labels, smt_label)
array.push(smt_nq_levels, str.contains(current_symbol, "NQ") ? current_swing_low : comparison_swing_low)
array.push(smt_es_levels, str.contains(current_symbol, "NQ") ? comparison_swing_low : current_swing_low)
array.push(smt_nq_lower, str.contains(current_symbol, "NQ") ? current_lower : comparison_lower)
prev_current_low := current_swing_low
prev_comparison_low := comparison_swing_low
prev_swing_bar := bar_index - swing_length
if enable_smt and array.size(smt_lines) > 0
for i = array.size(smt_lines) - 1 to 0
nq_level = array.get(smt_nq_levels, i)
es_level = array.get(smt_es_levels, i)
nq_was_lower = array.get(smt_nq_lower, i)
current_nq_low = str.contains(current_symbol, "NQ") ? low : comparison_low
current_es_low = str.contains(current_symbol, "NQ") ? comparison_low : low
es_now_lower = current_es_low < es_level
nq_now_lower = current_nq_low < nq_level
smt_invalidated = (nq_was_lower and es_now_lower) or (not nq_was_lower and nq_now_lower)
if smt_invalidated
line.delete(array.get(smt_lines, i))
label.delete(array.get(smt_labels, i))
array.remove(smt_lines, i)
array.remove(smt_labels, i)
array.remove(smt_nq_levels, i)
array.remove(smt_es_levels, i)
array.remove(smt_nq_lower, i)
// ============================================
// ALERTS
// ============================================
alertcondition(array.size(high_lines) < array.size(high_lines) , title="Liquidity Sweep High", message="High liquidity swept at {{close}}")
alertcondition(array.size(low_lines) < array.size(low_lines) , title="Liquidity Sweep Low", message="Low liquidity swept at {{close}}")
alertcondition(is_displacement, title="Displacement Candle", message="Displacement candle detected at {{close}}")
alertcondition(is_consolidation, title="Consolidation Zone", message="Market entering consolidation at {{close}}")
Liquidity & SMT Detector//@version=5
indicator("Liquidity & SMT Detector", overlay=true, max_lines_count=500, max_labels_count=500)
// ============================================
// INPUT SETTINGS
// ============================================
// Group 1: Liquidity Detection
swing_length = input.int(15, "Swing Length", minval=5, maxval=50, group="Liquidity Detection")
swing_strength = input.int(3, "Swing Strength (bars clear)", minval=1, maxval=10, group="Liquidity Detection")
max_lines = input.int(10, "Max Lines Displayed", minval=3, maxval=50, group="Liquidity Detection")
line_color_high = input.color(color.red, "High Line Color", group="Liquidity Detection")
line_color_low = input.color(color.green, "Low Line Color", group="Liquidity Detection")
line_width = input.int(2, "Line Width", minval=1, maxval=5, group="Liquidity Detection")
show_labels = input.bool(true, "Show H/L Labels", group="Liquidity Detection")
// Group 2: Displacement Detection
enable_displacement = input.bool(true, "Enable Displacement Detection", group="Displacement")
displacement_min_points = input.float(10.0, "Min Points Move", minval=1.0, maxval=100.0, step=1.0, group="Displacement")
displacement_multiplier = input.float(3.0, "Size Multiplier", minval=2.0, maxval=10.0, step=0.5, group="Displacement")
displacement_period = input.int(30, "Average Period", minval=10, maxval=100, group="Displacement")
displacement_color_bull = input.color(color.new(color.aqua, 70), "Bullish Color", group="Displacement")
displacement_color_bear = input.color(color.new(color.orange, 70), "Bearish Color", group="Displacement")
show_displacement_label = input.bool(true, "Show Labels", group="Displacement")
// Group 3: SMT Detection
enable_smt = input.bool(true, "Enable SMT Detection", group="SMT Divergence")
nq_symbol = input.string("NQ1!", "Nasdaq Symbol", group="SMT Divergence")
es_symbol = input.string("ES1!", "S&P500 Symbol", group="SMT Divergence")
smt_lookback = input.int(20, "Lookback Period", minval=5, maxval=100, group="SMT Divergence")
smt_line_color = input.color(color.yellow, "SMT Line Color", group="SMT Divergence")
smt_text_color = input.color(color.yellow, "SMT Text Color", group="SMT Divergence")
// Group 4: Consolidation Zone
enable_consolidation = input.bool(true, "Enable Consolidation Zone", group="Consolidation")
consol_lookback = input.int(10, "Lookback Period", minval=5, maxval=50, group="Consolidation")
consol_range_percent = input.float(0.5, "Max Range %", minval=0.1, maxval=2.0, step=0.1, group="Consolidation")
consol_vol_threshold = input.float(0.7, "Volume Threshold", minval=0.3, maxval=1.0, step=0.1, group="Consolidation")
consol_color = input.color(color.new(color.red, 85), "Zone Color", group="Consolidation")
// ============================================
// ARRAYS FOR LINE/LABEL MANAGEMENT
// ============================================
var line high_lines = array.new_line()
var line low_lines = array.new_line()
var label high_labels = array.new_label()
var label low_labels = array.new_label()
var float high_levels = array.new_float()
var float low_levels = array.new_float()
var line smt_lines = array.new_line()
var label smt_labels = array.new_label()
var float smt_nq_levels = array.new_float()
var float smt_es_levels = array.new_float()
var bool smt_nq_lower = array.new_bool()
// ============================================
// FUNCTION: DETECT SWING HIGHS (STRONGER)
// ============================================
isSwingHigh(len, strength) =>
is_pivot = true
pivot_high = high
for i = 1 to strength
if high >= pivot_high or high >= pivot_high
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if high > pivot_high or high > pivot_high
is_pivot := false
break
is_pivot
// ============================================
// FUNCTION: DETECT SWING LOWS (STRONGER)
// ============================================
isSwingLow(len, strength) =>
is_pivot = true
pivot_low = low
for i = 1 to strength
if low <= pivot_low or low <= pivot_low
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if low < pivot_low or low < pivot_low
is_pivot := false
break
is_pivot
// ============================================
// SWING HIGH DETECTION & LINE DRAWING
// ============================================
if isSwingHigh(swing_length, swing_strength)
swing_high = high
new_line = line.new(bar_index - swing_length, swing_high, bar_index, swing_high, color=line_color_high, width=line_width, style=line.style_dashed)
array.push(high_lines, new_line)
array.push(high_levels, swing_high)
if show_labels
new_label = label.new(bar_index - swing_length, swing_high, "H", color=color.new(line_color_high, 80), textcolor=line_color_high, style=label.style_label_down, size=size.small)
array.push(high_labels, new_label)
if array.size(high_lines) > max_lines
line.delete(array.shift(high_lines))
array.shift(high_levels)
if show_labels and array.size(high_labels) > 0
label.delete(array.shift(high_labels))
// ============================================
// SWING LOW DETECTION & LINE DRAWING
// ============================================
if isSwingLow(swing_length, swing_strength)
swing_low = low
new_line = line.new(bar_index - swing_length, swing_low, bar_index, swing_low, color=line_color_low, width=line_width, style=line.style_dashed)
array.push(low_lines, new_line)
array.push(low_levels, swing_low)
if show_labels
new_label = label.new(bar_index - swing_length, swing_low, "L", color=color.new(line_color_low, 80), textcolor=line_color_low, style=label.style_label_up, size=size.small)
array.push(low_labels, new_label)
if array.size(low_lines) > max_lines
line.delete(array.shift(low_lines))
array.shift(low_levels)
if show_labels and array.size(low_labels) > 0
label.delete(array.shift(low_labels))
// ============================================
// UPDATE EXISTING LINES & CHECK FOR SWEEPS
// ============================================
if array.size(high_lines) > 0
for i = array.size(high_lines) - 1 to 0
current_line = array.get(high_lines, i)
current_level = array.get(high_levels, i)
if close > current_level
line.delete(current_line)
array.remove(high_lines, i)
array.remove(high_levels, i)
if show_labels and i < array.size(high_labels)
label.delete(array.get(high_labels, i))
array.remove(high_labels, i)
else
line.set_x2(current_line, bar_index)
if array.size(low_lines) > 0
for i = array.size(low_lines) - 1 to 0
current_line = array.get(low_lines, i)
current_level = array.get(low_levels, i)
if close < current_level
line.delete(current_line)
array.remove(low_lines, i)
array.remove(low_levels, i)
if show_labels and i < array.size(low_labels)
label.delete(array.get(low_labels, i))
array.remove(low_labels, i)
else
line.set_x2(current_line, bar_index)
// ============================================
// DISPLACEMENT CANDLE DETECTION
// ============================================
body_size = math.abs(close - open)
avg_body = ta.sma(math.abs(close - open), displacement_period)
candle_range = high - low
points_moved = body_size
is_min_points = points_moved >= displacement_min_points
is_strong_body = body_size > (avg_body * displacement_multiplier)
is_impulsive = body_size > (candle_range * 0.6)
is_displacement = enable_displacement and is_min_points and is_strong_body and is_impulsive
is_bullish = close > open
if is_displacement and show_displacement_label
label.new(bar_index, low, "D", color=color.new(is_bullish ? color.aqua : color.orange, 30), textcolor=is_bullish ? color.aqua : color.orange, style=label.style_label_down, size=size.small, yloc=yloc.belowbar)
// ============================================
// CONSOLIDATION ZONE DETECTION
// ============================================
consol_highest = ta.highest(high, consol_lookback)
consol_lowest = ta.lowest(low, consol_lookback)
consol_range = consol_highest - consol_lowest
consol_range_pct = (consol_range / close) * 100
consol_avg_volume = ta.sma(volume, consol_lookback)
consol_current_vol = ta.sma(volume, math.min(consol_lookback, bar_index + 1))
consol_low_volume = consol_current_vol < (consol_avg_volume * consol_vol_threshold)
consol_body_sizes = array.new_float()
for i = 0 to math.min(consol_lookback - 1, bar_index)
array.push(consol_body_sizes, math.abs(close - open ))
consol_avg_body = array.avg(consol_body_sizes)
consol_overall_avg = ta.sma(math.abs(close - open), 50)
consol_small_candles = consol_avg_body < (consol_overall_avg * 0.7)
consol_tight_range = consol_range_pct <= consol_range_percent
is_consolidation = enable_consolidation and consol_tight_range and consol_low_volume and consol_small_candles
bgcolor(is_consolidation ? consol_color : na, title="Consolidation Zone")
// ============================================
// SMT DIVERGENCE DETECTION
// ============================================
current_symbol = syminfo.ticker
comparison_symbol = str.contains(current_symbol, "NQ") ? es_symbol : nq_symbol
comparison_high = request.security(comparison_symbol, timeframe.period, high, lookahead=barmerge.lookahead_off)
comparison_low = request.security(comparison_symbol, timeframe.period, low, lookahead=barmerge.lookahead_off)
var float prev_current_low = na
var float prev_comparison_low = na
var int prev_swing_bar = na
current_is_swing_low = isSwingLow(swing_length, swing_strength)
comparison_is_swing_low = ta.lowestbars(comparison_low, swing_length * 2 + 1) == -swing_length
if enable_smt and current_is_swing_low
current_swing_low = low
comparison_swing_low = comparison_low
if not na(prev_current_low) and not na(prev_comparison_low)
current_lower = current_swing_low < prev_current_low
comparison_lower = comparison_swing_low < prev_comparison_low
is_smt = (current_lower and not comparison_lower) or (not current_lower and comparison_lower)
if is_smt
smt_line = line.new(prev_swing_bar, prev_current_low, bar_index - swing_length, current_swing_low, color=smt_line_color, width=2, style=line.style_solid)
mid_bar = math.round((prev_swing_bar + bar_index - swing_length) / 2)
mid_price = (prev_current_low + current_swing_low) / 2
smt_label = label.new(mid_bar, mid_price, "SMT", color=color.new(smt_line_color, 80), textcolor=smt_text_color, style=label.style_label_center, size=size.normal)
array.push(smt_lines, smt_line)
array.push(smt_labels, smt_label)
array.push(smt_nq_levels, str.contains(current_symbol, "NQ") ? current_swing_low : comparison_swing_low)
array.push(smt_es_levels, str.contains(current_symbol, "NQ") ? comparison_swing_low : current_swing_low)
array.push(smt_nq_lower, str.contains(current_symbol, "NQ") ? current_lower : comparison_lower)
prev_current_low := current_swing_low
prev_comparison_low := comparison_swing_low
prev_swing_bar := bar_index - swing_length
if enable_smt and array.size(smt_lines) > 0
for i = array.size(smt_lines) - 1 to 0
nq_level = array.get(smt_nq_levels, i)
es_level = array.get(smt_es_levels, i)
nq_was_lower = array.get(smt_nq_lower, i)
current_nq_low = str.contains(current_symbol, "NQ") ? low : comparison_low
current_es_low = str.contains(current_symbol, "NQ") ? comparison_low : low
es_now_lower = current_es_low < es_level
nq_now_lower = current_nq_low < nq_level
smt_invalidated = (nq_was_lower and es_now_lower) or (not nq_was_lower and nq_now_lower)
if smt_invalidated
line.delete(array.get(smt_lines, i))
label.delete(array.get(smt_labels, i))
array.remove(smt_lines, i)
array.remove(smt_labels, i)
array.remove(smt_nq_levels, i)
array.remove(smt_es_levels, i)
array.remove(smt_nq_lower, i)
// ============================================
// ALERTS
// ============================================
alertcondition(array.size(high_lines) < array.size(high_lines) , title="Liquidity Sweep High", message="High liquidity swept at {{close}}")
alertcondition(array.size(low_lines) < array.size(low_lines) , title="Liquidity Sweep Low", message="Low liquidity swept at {{close}}")
alertcondition(is_displacement, title="Displacement Candle", message="Displacement candle detected at {{close}}")
alertcondition(is_consolidation, title="Consolidation Zone", message="Market entering consolidation at {{close}}")
나의 strategy//@version=6
strategy("Jimb0ws Strategy + All Bubble Zones + Golden Candles + Limited Signals", overlay=true, calc_on_every_tick=true, max_bars_back=5000)
// ─── INPUTS ─────────────────────────────────────────────────────────────────
pipBodyTol = input.float(0, title="Pip Tolerance for Body Touch", step=0.0001)
pipWickTol = input.float(0.002, title="Pip Tolerance for Wick Touch", step=0.0001)
maxBodyDrive = input.float(0, title="Max Drive from EMA for Body", step=0.0001)
maxWickDrive = input.float(0.002, title="Max Drive from EMA for Wick", step=0.0001)
fractalSizeOpt = input.string("small", title="Fractal Size", options= )
minBodySize = input.float(0, title="Min Body Size for Golden Candle", step=0.0001)
longOffsetPips = input.int(25, title="Long Label Offset (pips)", minval=0)
shortOffsetPips = input.int(25, title="Short Label Offset (pips)", minval=0)
consolOffsetPips = input.int(25, title="Consolidation Label Offset (pips)", minval=0)
longSignType = input.string("Label Down", title="Long Bubble Sign Type", options= )
shortSignType = input.string("Label Up", title="Short Bubble Sign Type", options= )
consolSignType = input.string("Label Down", title="Consolidation Bubble Sign Type", options= )
enable1hEmaFilter = input.bool(true, title="Disable Signals beyond 1H EMA50")
showZones = input.bool(true, title="Show Bubble Zones")
showSigns = input.bool(true, title="Show Bubble Signs")
maxSignalsPerBubble = input.int(3, title="Max Signals Per Bubble", minval=1)
// Toggle for session filter
enableSessionFilter = input.bool(true, title="Enable Active Trading Session Filter")
sessionInput = input.session("0100-1900", title="Active Trading Session")
tzInput = input.string("Europe/London", title="Session Timezone",
options= )
actualTZ = tzInput == "Exchange" ? syminfo.timezone : tzInput
infoOffsetPips = input.int(5, title="Info Line Offset Above Price (pips)", minval=0)
warnOffsetPips = input.int(10, title="Warning Label Offset Above Infobar (pips)", minval=0)
show1HInfo = input.bool(true, title="Show 1H Bubble Info")
bufferLimit = 5000 - 1
enableProxFilter = input.bool(true, title="Disable Signals Near 1H EMA50")
proxRangePips = input.int(10, title="Proximity Range (pips)", minval=0)
enableWickFilter = input.bool(true, title="Filter Golden-Candle Wick Overdrive")
wickOverdrivePips = input.int(0, title="Wick Overdrive Range (pips)", minval=0)
// turn Robin candles on/off
enableRobin = input.bool(true, title="Enable Robin Candles")
// ATR panel attached to 4H info
showPrevDayATR = input.bool(true, title="Show Previous Day ATR Panel")
atrLenPrevDay = input.int(14, title="ATR Length (Daily)", minval=1)
atrPanelOffsetPips = input.int(3, title="ATR Panel Offset Above 4H Info (pips)", minval=0)
// ─── STRATEGY TRADES (EMA200 SL, RR=2 TP) ───────────────────────────────────
enableAutoTrades = input.bool(true, title="Enable Strategy Entries/Exits")
takeProfitRR = input.float(2.0, title="TP Risk:Reward (x)", step=0.1, minval=0.1)
// ─── SL/TP info label on signals ─────────────────────────────────────────────
showSLTPPanel = input.bool(true, title="Show SL/TP Info Above Signals")
sltpOffsetPips = input.int(4, title="SL/TP Label Offset (pips)", minval=0)
// Previous Day ATR (D1, lookahead OFF) -> lock to yesterday with
dailyATR = request.security(syminfo.tickerid, "D", ta.atr(atrLenPrevDay),
lookahead=barmerge.lookahead_off, gaps=barmerge.gaps_off)
prevDayATR = dailyATR
// Convert to pips (FX: pip ≈ mintick*10)
pipValueFX = syminfo.mintick * 10.0
prevATR_pips_1d = na(prevDayATR) ? na : math.round((prevDayATR / pipValueFX) * 10.0) / 10.0
// Create table once
var table atrPanel = na
if barstate.isfirst and na(atrPanel)
// columns=1, rows=2 (title row + value row)
atrPanel := table.new(position.top_right, 1, 2, border_width=1,
frame_color=color.new(color.gray, 0), border_color=color.new(color.gray, 0))
// Update cells each last bar
if barstate.islast and not na(atrPanel)
if showPrevDayATR
titleTxt = "Prev Day ATR (" + str.tostring(atrLenPrevDay) + ")"
valTxt = na(prevDayATR) ? "n/a"
: str.tostring(prevATR_pips_1d) + " pips\n(" + str.tostring(prevDayATR, format.mintick) + ")"
table.cell(atrPanel, 0, 0, titleTxt, text_color=color.white, bgcolor=color.new(color.blue, 25))
table.cell(atrPanel, 0, 1, valTxt, text_color=color.white, bgcolor=color.new(color.black, 0))
else
// Hide panel by writing empty strings
table.cell(atrPanel, 0, 0, "")
table.cell(atrPanel, 0, 1, "")
// Visuals for orders
showSLTP = input.bool(true, title="Show SL/TP Lines & Labels")
// ─── EMA CALCULATIONS & PLOTTING ──────────────────────────────────────────────
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
ema100 = ta.ema(close, 100)
ema200 = ta.ema(close, 200)
ema50_1h = request.security(syminfo.tickerid, "60", ta.ema(close, 50), lookahead=barmerge.lookahead_on)
plot(ema20, color=color.white, linewidth=4, title="EMA20")
plot(ema50, color=color.yellow, linewidth=4, title="EMA50")
plot(ema100, color=color.blue, linewidth=4, title="EMA100")
plot(ema200, color=color.purple, linewidth=6, title="EMA200") // ← and this
plot(ema50_1h, title="EMA50 (1H)", color=color.yellow, linewidth=2)
// pip-unit helper
pipUnit1h = syminfo.mintick * proxRangePips * 10
upperBand1h = ema50_1h + pipUnit1h
lowerBand1h = ema50_1h - pipUnit1h
// draw top/bottom lines in one-liner plots, then fill the gap
p_top = plot(enableProxFilter ? upperBand1h : na, title="Prox Zone Top", color=color.new(color.yellow,90), linewidth=1)
p_bottom = plot(enableProxFilter ? lowerBand1h : na, title="Prox Zone Bottom", color=color.new(color.yellow,90), linewidth=1)
fill(p_top, p_bottom, color.new(color.yellow,90))
// ─── BUBBLE CONDITIONS & ZONES ───────────────────────────────────────────────
longBub = ema20 > ema50 and ema50 > ema100
shortBub = ema20 < ema50 and ema50 < ema100
consolOn = not longBub and not shortBub
longCol = color.new(color.green, 85)
shortCol = color.new(color.red, 85)
consCol = color.new(color.orange, 85)
bgcolor(showZones ? (longBub ? longCol : shortBub ? shortCol : consCol) : na)
// convert pips to price‐units
wickOverUnit = syminfo.mintick * wickOverdrivePips * 10
// detect when the wick “pierces” EMA50 by more than that amount
overdriveLong = low < ema50 - wickOverUnit // long bubble: wick dipped below EMA50
overdriveShort = high > ema50 + wickOverUnit // short bubble: wick rose above EMA50
// ─── GOLDEN-CANDLE LOGIC & COLORING ──────────────────────────────────────────
trendLong = longBub
trendShort = shortBub
bodySize = math.abs(close - open)
hasBigBody = bodySize >= minBodySize
bodyLow = math.min(open, close)
bodyHigh = math.max(open, close)
wickLow = low
wickHigh = high
bOK20_L = bodyLow <= ema20 + pipBodyTol and bodyLow >= ema20 - maxBodyDrive and close > ema20
bOK50_L = bodyLow <= ema50 + pipBodyTol and bodyLow >= ema50 - maxBodyDrive and close > ema50
wOK20_L = wickLow <= ema20 + pipWickTol and wickLow >= ema20 - maxWickDrive and close > ema20
wOK50_L = wickLow <= ema50 + pipWickTol and wickLow >= ema50 - maxWickDrive and close > ema50
isGoldenLong = trendLong and hasBigBody and (bOK20_L or bOK50_L or wOK20_L or wOK50_L)
bOK20_S = bodyHigh >= ema20 - pipBodyTol and bodyHigh <= ema20 + maxBodyDrive and close < ema20
bOK50_S = bodyHigh >= ema50 - pipBodyTol and bodyHigh <= ema50 + maxBodyDrive and close < ema50
wOK20_S = wickHigh >= ema20 - pipWickTol and wickHigh <= ema20 + maxWickDrive and close < ema20
wOK50_S = wickHigh >= ema50 - pipWickTol and wickHigh <= ema50 + maxWickDrive and close < ema50
isGoldenShort= trendShort and hasBigBody and (bOK20_S or bOK50_S or wOK20_S or wOK50_S)
// ─── WICK-OVERDRIVE VETO ────────────────────────────────────────────────────
if enableWickFilter
// veto any golden on which the wick over-drove the EMA50
isGoldenLong := isGoldenLong and not overdriveLong
isGoldenShort := isGoldenShort and not overdriveShort
barcolor((isGoldenLong or isGoldenShort) ? color.new(#FFD700, 0) : na)
// ─── ROBIN CANDLES ──────────────────────────────────────────────────────────
goldShort1 = isGoldenShort
goldLong1 = isGoldenLong
goldLow1 = math.min(open , close )
goldHigh1 = math.max(open , close )
robinShort = shortBub and goldShort1 and math.min(open, close) < goldLow1
robinLong = longBub and goldLong1 and math.max(open, close) > goldHigh1
barcolor(enableRobin and (robinShort or robinLong) ? color.purple : na)
// ─── FRACTALS ─────────────────────────────────────────────────────────────────
pL = ta.pivotlow(low, 2, 2)
pH = ta.pivothigh(high, 2, 2)
plotshape(not shortBub and not consolOn and not na(pL) and fractalSizeOpt == "tiny",
style=shape.triangleup, location=location.belowbar, offset=-2, color=color.green, size=size.tiny)
plotshape(not shortBub and not consolOn and not na(pL) and fractalSizeOpt == "small",
style=shape.triangleup, location=location.belowbar, offset=-2, color=color.green, size=size.small)
plotshape(not shortBub and not consolOn and not na(pL) and fractalSizeOpt == "normal",
style=shape.triangleup, location=location.belowbar, offset=-2, color=color.green, size=size.normal)
plotshape(not shortBub and not consolOn and not na(pL) and fractalSizeOpt == "large",
style=shape.triangleup, location=location.belowbar, offset=-2, color=color.green, size=size.large)
plotshape(not longBub and not consolOn and not na(pH) and fractalSizeOpt == "tiny",
style=shape.triangledown, location=location.abovebar, offset=-2, color=color.red, size=size.tiny)
plotshape(not longBub and not consolOn and not na(pH) and fractalSizeOpt == "small",
style=shape.triangledown, location=location.abovebar, offset=-2, color=color.red, size=size.small)
plotshape(not longBub and not consolOn and not na(pH) and fractalSizeOpt == "normal",
style=shape.triangledown, location=location.abovebar, offset=-2, color=color.red, size=size.normal)
plotshape(not longBub and not consolOn and not na(pH) and fractalSizeOpt == "large",
style=shape.triangledown, location=location.abovebar, offset=-2, color=color.red, size=size.large)
// ─── BUY/SELL SIGNALS & LIMIT ─────────────────────────────────────────────────
var int buyCount = 0
var int sellCount = 0
if longBub and not longBub
buyCount := 0
if shortBub and not shortBub
sellCount := 0
goldLong2 = isGoldenLong
goldShort2 = isGoldenShort
roofCheck = math.max(open , close ) >= math.max(open , close )
floorCheck = math.min(open , close ) <= math.min(open , close )
buySignal = goldLong2 and not na(pL) and roofCheck
sellSignal = goldShort2 and not na(pH) and floorCheck
// Original: inSession = not na(time(timeframe.period, sessionInput, actualTZ))
inSessionRaw = not na(time(timeframe.period, sessionInput, actualTZ))
sessionOK = enableSessionFilter ? inSessionRaw : true
// Apply 1H EMA50 filter
disableBy1h = enable1hEmaFilter and ((request.security(syminfo.tickerid, "60", ema20 ema50_1h) or (request.security(syminfo.tickerid, "60", ema20>ema50 and ema50>ema100) and close < ema50_1h))
// ─── PROXIMITY VETO ────────────────────────────────────────────────
near1hZone = enableProxFilter and close >= lowerBand1h and close <= upperBand1h
validBuy = buySignal and sessionOK and buyCount < maxSignalsPerBubble and not disableBy1h and not near1hZone
validSell = sellSignal and sessionOK and sellCount < maxSignalsPerBubble and not disableBy1h and not near1hZone
plotshape(validBuy, title="BUY", style=shape.labelup, location=location.belowbar,
color=color.green, text="BUY $", textcolor=color.white, size=size.large)
plotshape(validSell, title="SELL", style=shape.labeldown, location=location.abovebar,
color=color.red, text="SELL $", textcolor=color.white, size=size.large)
if validBuy
buyCount += 1
if validSell
sellCount += 1
// ─── 4H BUBBLE INFO LINE ──────────────────────────────────────────────────────
var line infoLine4h = na
var label infoLbl4h = na
var label atrPrevLbl = na // ATR label handle
var string bubble4hType = na
var int bubble4hStartTime = na
var int bubble4hStartIdx = na
time4h = request.security(syminfo.tickerid, "240", time, lookahead=barmerge.lookahead_on)
ema20_4h = request.security(syminfo.tickerid, "240", ta.ema(close, 20), lookahead=barmerge.lookahead_on)
ema50_4h = request.security(syminfo.tickerid, "240", ta.ema(close, 50), lookahead=barmerge.lookahead_on)
ema100_4h = request.security(syminfo.tickerid, "240", ta.ema(close,100), lookahead=barmerge.lookahead_on)
long4h = ema20_4h > ema50_4h and ema50_4h > ema100_4h
short4h = ema20_4h < ema50_4h and ema50_4h < ema100_4h
cons4h = not long4h and not short4h
if long4h and not long4h
bubble4hType := "LONG"
bubble4hStartTime := time4h
bubble4hStartIdx := bar_index
else if short4h and not short4h
bubble4hType := "SHORT"
bubble4hStartTime := time4h
bubble4hStartIdx := bar_index
else if cons4h and not cons4h
bubble4hType := "CONS"
bubble4hStartTime := time4h
bubble4hStartIdx := bar_index
active4h = ((bubble4hType=="LONG" and long4h) or (bubble4hType=="SHORT" and short4h) or (bubble4hType=="CONS" and cons4h)) and not na(bubble4hStartTime)
if active4h
durH4 = math.floor((time - bubble4hStartTime) / 3600000)
ts4 = str.format("{0,date,yyyy-MM-dd} {0,time,HH:mm}", bubble4hStartTime)
txt4 = "4H " + bubble4hType + " Bubble\nsince " + ts4 + "\nDur: " + str.tostring(durH4) + "h"
col4 = bubble4hType=="LONG" ? color.green : bubble4hType=="SHORT" ? color.red : color.orange
pipUnit4 = syminfo.mintick * 10
infoPrice4 = high + (infoOffsetPips + warnOffsetPips + 5) * pipUnit4
xStart4 = math.max(bubble4hStartIdx, bar_index - bufferLimit)
if na(infoLine4h)
infoLine4h := line.new(xStart4, infoPrice4, bar_index, infoPrice4, extend=extend.none, color=col4, width=2)
else
line.set_xy1(infoLine4h, xStart4, infoPrice4)
line.set_xy2(infoLine4h, bar_index, infoPrice4)
line.set_color(infoLine4h, col4)
if na(infoLbl4h)
infoLbl4h := label.new(bar_index, infoPrice4, txt4, xloc.bar_index, yloc.price, col4, label.style_label_left, color.white, size.small)
else
label.set_xy(infoLbl4h, bar_index, infoPrice4)
label.set_text(infoLbl4h, txt4)
label.set_color(infoLbl4h, col4)
// Prev Day ATR label just above the 4H info panel
if showPrevDayATR
atrValTxt = na(prevDayATR) ? "n/a" : str.tostring(prevATR_pips_1d) + " pips (" + str.tostring(prevDayATR, format.mintick) + ")"
atrTxt = "Prev Day ATR (" + str.tostring(atrLenPrevDay) + ")\n" + atrValTxt
atrY = infoPrice4 + pipUnit4 * atrPanelOffsetPips
if na(atrPrevLbl)
atrPrevLbl := label.new(bar_index, atrY, atrTxt, xloc.bar_index, yloc.price, color.new(color.blue, 25), label.style_label_left, color.white, size.small)
else
label.set_xy(atrPrevLbl, bar_index, atrY)
label.set_text(atrPrevLbl, atrTxt)
label.set_color(atrPrevLbl, color.new(color.blue, 25))
else
if not na(atrPrevLbl)
label.delete(atrPrevLbl)
atrPrevLbl := na
else
// Cleanup when 4H panel is not active
if not na(infoLine4h)
line.delete(infoLine4h)
infoLine4h := na
if not na(infoLbl4h)
label.delete(infoLbl4h)
infoLbl4h := na
bubble4hType := na
if not na(atrPrevLbl)
label.delete(atrPrevLbl)
atrPrevLbl := na
// ─── 1H BUBBLE INFO & WARNING PANEL ─────────────────────────────────────────
var line infoLine1h = na
var label infoLbl1h = na
var label warnLbl1h = na
var string bubble1hType = na
var int bubble1hStartTime = na
var int bubble1hStartIdx = na
var float pipUnit = na
var color col = na
var int xStart = na
var float infoPrice = na
var string txt = ""
// 1H trend state (kept same logic as your original)
long1h = request.security(syminfo.tickerid, "60", ema20>ema50 and ema50>ema100, lookahead=barmerge.lookahead_on)
short1h = request.security(syminfo.tickerid, "60", ema20 ema50_1h
warnY = infoPrice1h + warnOffsetPips * pipUnit1h
if na(warnLbl1h)
warnLbl1h := label.new(bar_index, warnY, "Potential\nConsolidation\nWarning",
xloc.bar_index, yloc.price, color.new(color.yellow,0),
label.style_label_up, color.black, size.small)
else
label.set_xy(warnLbl1h, bar_index, warnY)
label.set_text(warnLbl1h, "Potential\nConsolidation\nWarning")
else
if not na(warnLbl1h)
label.delete(warnLbl1h)
warnLbl1h := na
else
if not na(infoLine1h)
line.delete(infoLine1h)
infoLine1h := na
if not na(infoLbl1h)
label.delete(infoLbl1h)
infoLbl1h := na
if not na(warnLbl1h)
label.delete(warnLbl1h)
warnLbl1h := na
bubble1hType := na
// ─── ALERTS ─────────────────────────────────────────────────────────────────
alertcondition(validBuy, title="Jimb0ws Strategy – BUY", message="🔥 BUY signal on {{ticker}} at {{close}}")
alertcondition(validSell, title="Jimb0ws Strategy – SELL", message="🔻 SELL signal on {{ticker}} at {{close}}")
if validBuy
alert("🔥 BUY signal on " + syminfo.ticker + " at " + str.tostring(close), alert.freq_once_per_bar_close)
if validSell
alert("🔻 SELL signal on " + syminfo.ticker + " at " + str.tostring(close), alert.freq_once_per_bar_close)
// ─── SL/TP drawing handles (globals) ────────────────────────────────────────
var line slLine = na
var line tpLine = na
var label slLabel = na
var label tpLabel = na
var float slPrice = na
var float tpPrice = na
// Working vars so they exist on all bars
var float longEntry = na
var float longSL = na
var float longTP = na
var float riskL = na
var float shortEntry = na
var float shortSL = na
var float shortTP = na
var float riskS = na
// last SL/TP info label so we can replace it each time
var label sltpInfoLbl = na
// ─── Draw SL/TP info label exactly when a signal fires ──────────────────────
if showSLTPPanel and (validBuy or validSell)
// delete prior info label
if not na(sltpInfoLbl)
label.delete(sltpInfoLbl)
float pipUnit = syminfo.mintick * 10.0
float yAbove = high + sltpOffsetPips * pipUnit
// Entry is the close of the signal bar
float entry = close
// Choose SL by your rule:
// - LONG: if ema200 > ema100 -> SL = ema100, else SL = ema200
// - SHORT: if ema200 < ema100 -> SL = ema100, else SL = ema200
bool isLong = validBuy
float sl = isLong ? (ema200 > ema100 ? ema100 : ema200)
: (ema200 < ema100 ? ema100 : ema200)
// Compute TP using RR; guard for bad risk
float rr = takeProfitRR // your RR input (e.g., 2.0)
float risk = isLong ? (entry - sl) : (sl - entry)
float tp = na
if risk > syminfo.mintick
tp := isLong ? (entry + rr * risk) : (entry - rr * risk)
// Build label text (mintick formatting)
string slTxt = "SL " + str.tostring(sl, format.mintick)
string tpTxt = na(tp) ? "TP n/a" : "TP " + str.tostring(tp, format.mintick)
string txt = slTxt + "\n" + tpTxt
// Color by side and draw
color bgCol = isLong ? color.new(color.green, 10) : color.new(color.red, 10)
sltpInfoLbl := label.new(bar_index, yAbove, txt,
xloc.bar_index, yloc.price,
bgCol, label.style_label_left, color.white, size.small)
// ─── ORDERS: dynamic SL (EMA100 vs EMA200), TP = RR * risk + draw SL/TP ─────
if enableAutoTrades and barstate.isconfirmed and not na(ema100) and not na(ema200)
// LONGS — if EMA200 > EMA100 ⇒ SL = EMA100; else ⇒ SL = EMA200
if validBuy and strategy.position_size <= 0
longEntry := close
longSL := ema200 > ema100 ? ema100 : ema200
if longSL < longEntry - syminfo.mintick
riskL := longEntry - longSL
longTP := longEntry + takeProfitRR * riskL
if strategy.position_size < 0
strategy.close("Short", comment="Flip→Long")
strategy.entry("Long", strategy.long)
strategy.exit("Long-EXIT", from_entry="Long", stop=longSL, limit=longTP)
// store & draw
slPrice := longSL
tpPrice := longTP
if showSLTP
if not na(slLine)
line.delete(slLine)
if not na(tpLine)
line.delete(tpLine)
if not na(slLabel)
label.delete(slLabel)
if not na(tpLabel)
label.delete(tpLabel)
// lines
slLine := line.new(bar_index, slPrice, bar_index + 1, slPrice, extend=extend.right, color=color.red, width=2)
tpLine := line.new(bar_index, tpPrice, bar_index + 1, tpPrice, extend=extend.right, color=color.green, width=2)
// labels with exact prices
slLabel := label.new(bar_index + 1, slPrice, "SL " + str.tostring(slPrice, format.mintick), xloc.bar_index, yloc.price, color.new(color.red, 10), label.style_label_right, color.white, size.small)
tpLabel := label.new(bar_index + 1, tpPrice, "TP " + str.tostring(tpPrice, format.mintick), xloc.bar_index, yloc.price, color.new(color.green, 10), label.style_label_right, color.white, size.small)
// SHORTS — if EMA200 < EMA100 ⇒ SL = EMA100; else ⇒ SL = EMA200
if validSell and strategy.position_size >= 0
shortEntry := close
shortSL := ema200 < ema100 ? ema100 : ema200
if shortSL > shortEntry + syminfo.mintick
riskS := shortSL - shortEntry
shortTP := shortEntry - takeProfitRR * riskS
if strategy.position_size > 0
strategy.close("Long", comment="Flip→Short")
strategy.entry("Short", strategy.short)
strategy.exit("Short-EXIT", from_entry="Short", stop=shortSL, limit=shortTP)
// store & draw
slPrice := shortSL
tpPrice := shortTP
if showSLTP
if not na(slLine)
line.delete(slLine)
if not na(tpLine)
line.delete(tpLine)
if not na(slLabel)
label.delete(slLabel)
if not na(tpLabel)
label.delete(tpLabel)
slLine := line.new(bar_index, slPrice, bar_index + 1, slPrice, extend=extend.right, color=color.red, width=2)
tpLine := line.new(bar_index, tpPrice, bar_index + 1, tpPrice, extend=extend.right, color=color.green, width=2)
slLabel := label.new(bar_index + 1, slPrice, "SL " + str.tostring(slPrice, format.mintick), xloc.bar_index, yloc.price, color.new(color.red, 10), label.style_label_right, color.white, size.small)
tpLabel := label.new(bar_index + 1, tpPrice, "TP " + str.tostring(tpPrice, format.mintick), xloc.bar_index, yloc.price, color.new(color.green, 10), label.style_label_right, color.white, size.small)
// Keep labels pinned to the right of current bar while trade is open
if showSLTP and strategy.position_size != 0 and not na(slPrice) and not na(tpPrice)
label.set_xy(slLabel, bar_index + 1, slPrice)
label.set_text(slLabel, "SL " + str.tostring(slPrice, format.mintick))
label.set_xy(tpLabel, bar_index + 1, tpPrice)
label.set_text(tpLabel, "TP " + str.tostring(tpPrice, format.mintick))
// Clean up drawings when flat
if strategy.position_size == 0
slPrice := na
tpPrice := na
if not na(slLine)
line.delete(slLine)
slLine := na
if not na(tpLine)
line.delete(tpLine)
tpLine := na
if not na(slLabel)
label.delete(slLabel)
slLabel := na
if not na(tpLabel)
label.delete(tpLabel)
tpLabel := na
Liquidity & SMT Detector//@version=5
indicator("Liquidity & SMT Detector", overlay=true, max_lines_count=500, max_labels_count=500)
// ============================================
// INPUT SETTINGS
// ============================================
// Group 1: Liquidity Detection
swing_length = input.int(15, "Swing Length", minval=5, maxval=50, group="Liquidity Detection")
swing_strength = input.int(3, "Swing Strength (bars clear)", minval=1, maxval=10, group="Liquidity Detection")
max_lines = input.int(10, "Max Lines Displayed", minval=3, maxval=50, group="Liquidity Detection")
line_color_high = input.color(color.red, "High Line Color", group="Liquidity Detection")
line_color_low = input.color(color.green, "Low Line Color", group="Liquidity Detection")
line_width = input.int(2, "Line Width", minval=1, maxval=5, group="Liquidity Detection")
show_labels = input.bool(true, "Show H/L Labels", group="Liquidity Detection")
// Group 2: Displacement Detection
enable_displacement = input.bool(true, "Enable Displacement Detection", group="Displacement")
displacement_multiplier = input.float(3.5, "Size Multiplier", minval=2.0, maxval=10.0, step=0.5, group="Displacement")
displacement_period = input.int(30, "Average Period", minval=10, maxval=100, group="Displacement")
displacement_min_percent = input.float(0.3, "Min Move %", minval=0.1, maxval=2.0, step=0.1, group="Displacement")
displacement_color_bull = input.color(color.new(color.aqua, 70), "Bullish Color", group="Displacement")
displacement_color_bear = input.color(color.new(color.orange, 70), "Bearish Color", group="Displacement")
show_displacement_label = input.bool(true, "Show Labels", group="Displacement")
// Group 3: SMT Detection
enable_smt = input.bool(true, "Enable SMT Detection", group="SMT Divergence")
nq_symbol = input.string("NQ1!", "Nasdaq Symbol", group="SMT Divergence")
es_symbol = input.string("ES1!", "S&P500 Symbol", group="SMT Divergence")
smt_lookback = input.int(20, "Lookback Period", minval=5, maxval=100, group="SMT Divergence")
smt_line_color = input.color(color.yellow, "SMT Line Color", group="SMT Divergence")
smt_text_color = input.color(color.yellow, "SMT Text Color", group="SMT Divergence")
// ============================================
// ARRAYS FOR LINE/LABEL MANAGEMENT
// ============================================
var line high_lines = array.new_line()
var line low_lines = array.new_line()
var label high_labels = array.new_label()
var label low_labels = array.new_label()
var float high_levels = array.new_float()
var float low_levels = array.new_float()
// ============================================
// FUNCTION: DETECT SWING HIGHS (STRONGER)
// ============================================
isSwingHigh(len, strength) =>
is_pivot = true
pivot_high = high
for i = 1 to strength
if high >= pivot_high or high >= pivot_high
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if high > pivot_high or high > pivot_high
is_pivot := false
break
is_pivot
// ============================================
// FUNCTION: DETECT SWING LOWS (STRONGER)
// ============================================
isSwingLow(len, strength) =>
is_pivot = true
pivot_low = low
for i = 1 to strength
if low <= pivot_low or low <= pivot_low
is_pivot := false
break
if is_pivot
for i = strength + 1 to len
if low < pivot_low or low < pivot_low
is_pivot := false
break
is_pivot
// ============================================
// SWING HIGH DETECTION & LINE DRAWING
// ============================================
if isSwingHigh(swing_length, swing_strength)
swing_high = high
new_line = line.new(bar_index - swing_length, swing_high, bar_index, swing_high, color=line_color_high, width=line_width, style=line.style_dashed)
array.push(high_lines, new_line)
array.push(high_levels, swing_high)
if show_labels
new_label = label.new(bar_index - swing_length, swing_high, "H", color=color.new(line_color_high, 80), textcolor=line_color_high, style=label.style_label_down, size=size.small)
array.push(high_labels, new_label)
// Limit number of lines
if array.size(high_lines) > max_lines
line.delete(array.shift(high_lines))
array.shift(high_levels)
if show_labels and array.size(high_labels) > 0
label.delete(array.shift(high_labels))
// ============================================
// SWING LOW DETECTION & LINE DRAWING
// ============================================
if isSwingLow(swing_length, swing_strength)
swing_low = low
new_line = line.new(bar_index - swing_length, swing_low, bar_index, swing_low, color=line_color_low, width=line_width, style=line.style_dashed)
array.push(low_lines, new_line)
array.push(low_levels, swing_low)
if show_labels
new_label = label.new(bar_index - swing_length, swing_low, "L", color=color.new(line_color_low, 80), textcolor=line_color_low, style=label.style_label_up, size=size.small)
array.push(low_labels, new_label)
// Limit number of lines
if array.size(low_lines) > max_lines
line.delete(array.shift(low_lines))
array.shift(low_levels)
if show_labels and array.size(low_labels) > 0
label.delete(array.shift(low_labels))
// ============================================
// UPDATE EXISTING LINES & CHECK FOR SWEEPS
// ============================================
if array.size(high_lines) > 0
for i = array.size(high_lines) - 1 to 0
current_line = array.get(high_lines, i)
current_level = array.get(high_levels, i)
if close > current_level
line.delete(current_line)
array.remove(high_lines, i)
array.remove(high_levels, i)
if show_labels and i < array.size(high_labels)
label.delete(array.get(high_labels, i))
array.remove(high_labels, i)
else
line.set_x2(current_line, bar_index)
if array.size(low_lines) > 0
for i = array.size(low_lines) - 1 to 0
current_line = array.get(low_lines, i)
current_level = array.get(low_levels, i)
if close < current_level
line.delete(current_line)
array.remove(low_lines, i)
array.remove(low_levels, i)
if show_labels and i < array.size(low_labels)
label.delete(array.get(low_labels, i))
array.remove(low_labels, i)
else
line.set_x2(current_line, bar_index)
// ============================================
// DISPLACEMENT CANDLE DETECTION
// ============================================
body_size = math.abs(close - open)
avg_body = ta.sma(math.abs(close - open), displacement_period)
candle_range = high - low
avg_range = ta.sma(high - low, displacement_period)
price_move_percent = (body_size / close) * 100
// Stricter criteria for true displacement
is_strong_body = body_size > (avg_body * displacement_multiplier)
is_strong_range = candle_range > (avg_range * displacement_multiplier)
is_significant_move = price_move_percent >= displacement_min_percent
is_impulsive = body_size > (candle_range * 0.6)
is_displacement = enable_displacement and is_strong_body and is_strong_range and is_significant_move and is_impulsive
is_bullish = close > open
bgcolor(is_displacement ? (is_bullish ? displacement_color_bull : displacement_color_bear) : na)
if is_displacement and show_displacement_label
label.new(bar_index, is_bullish ? high : low, "D", color=color.new(is_bullish ? color.aqua : color.orange, 50), textcolor=is_bullish ? color.aqua : color.orange, style=is_bullish ? label.style_label_up : label.style_label_down, size=size.tiny)
// ============================================
// SMT DIVERGENCE DETECTION
// ============================================
current_symbol = syminfo.ticker
comparison_symbol = str.contains(current_symbol, "NQ") ? es_symbol : nq_symbol
comparison_high = request.security(comparison_symbol, timeframe.period, high, lookahead=barmerge.lookahead_off)
comparison_low = request.security(comparison_symbol, timeframe.period, low, lookahead=barmerge.lookahead_off)
var float prev_current_low = na
var float prev_comparison_low = na
var int prev_swing_bar = na
current_is_swing_low = isSwingLow(swing_length, swing_strength)
comparison_is_swing_low = ta.lowestbars(comparison_low, swing_length * 2 + 1) == -swing_length
if enable_smt and current_is_swing_low
current_swing_low = low
comparison_swing_low = comparison_low
if not na(prev_current_low) and not na(prev_comparison_low)
current_lower = current_swing_low < prev_current_low
comparison_lower = comparison_swing_low < prev_comparison_low
is_smt = (current_lower and not comparison_lower) or (not current_lower and comparison_lower)
if is_smt
smt_line = line.new(prev_swing_bar, prev_current_low, bar_index - swing_length, current_swing_low, color=smt_line_color, width=2, style=line.style_solid)
mid_bar = math.round((prev_swing_bar + bar_index - swing_length) / 2)
mid_price = (prev_current_low + current_swing_low) / 2
label.new(mid_bar, mid_price, "SMT", color=color.new(smt_line_color, 80), textcolor=smt_text_color, style=label.style_label_center, size=size.normal)
prev_current_low := current_swing_low
prev_comparison_low := comparison_swing_low
prev_swing_bar := bar_index - swing_length
// ============================================
// ALERTS
// ============================================
alertcondition(array.size(high_lines) < array.size(high_lines) , title="Liquidity Sweep High", message="High liquidity swept at {{close}}")
alertcondition(array.size(low_lines) < array.size(low_lines) , title="Liquidity Sweep Low", message="Low liquidity swept at {{close}}")
alertcondition(is_displacement, title="Displacement Candle", message="Displacement candle detected at {{close}}")
Liquidity & SMT Detector//@version=5
indicator("Liquidity & SMT Detector", overlay=true, max_lines_count=500, max_labels_count=500)
// ============================================
// INPUT SETTINGS
// ============================================
// Group 1: Liquidity Detection
swing_length = input.int(10, "Swing Length", minval=3, maxval=50, group="Liquidity Detection")
max_lines = input.int(20, "Max Lines Displayed", minval=5, maxval=100, group="Liquidity Detection")
line_color_high = input.color(color.red, "High Line Color", group="Liquidity Detection")
line_color_low = input.color(color.green, "Low Line Color", group="Liquidity Detection")
line_width = input.int(2, "Line Width", minval=1, maxval=5, group="Liquidity Detection")
show_labels = input.bool(true, "Show H/L Labels", group="Liquidity Detection")
// Group 2: Displacement Detection
enable_displacement = input.bool(true, "Enable Displacement Detection", group="Displacement")
displacement_multiplier = input.float(2.0, "Size Multiplier", minval=1.5, maxval=5.0, step=0.1, group="Displacement")
displacement_period = input.int(20, "Average Period", minval=10, maxval=50, group="Displacement")
displacement_color_bull = input.color(color.new(color.aqua, 70), "Bullish Color", group="Displacement")
displacement_color_bear = input.color(color.new(color.orange, 70), "Bearish Color", group="Displacement")
show_displacement_label = input.bool(true, "Show Labels", group="Displacement")
// Group 3: SMT Detection
enable_smt = input.bool(true, "Enable SMT Detection", group="SMT Divergence")
nq_symbol = input.string("NQ1!", "Nasdaq Symbol", group="SMT Divergence")
es_symbol = input.string("ES1!", "S&P500 Symbol", group="SMT Divergence")
smt_lookback = input.int(20, "Lookback Period", minval=5, maxval=100, group="SMT Divergence")
smt_line_color = input.color(color.yellow, "SMT Line Color", group="SMT Divergence")
smt_text_color = input.color(color.yellow, "SMT Text Color", group="SMT Divergence")
// ============================================
// ARRAYS FOR LINE/LABEL MANAGEMENT
// ============================================
var line high_lines = array.new_line()
var line low_lines = array.new_line()
var label high_labels = array.new_label()
var label low_labels = array.new_label()
var float high_levels = array.new_float()
var float low_levels = array.new_float()
// ============================================
// FUNCTION: DETECT SWING HIGHS
// ============================================
isSwingHigh(len) =>
highestBar = ta.highestbars(high, len * 2 + 1)
highestBar == -len
// ============================================
// FUNCTION: DETECT SWING LOWS
// ============================================
isSwingLow(len) =>
lowestBar = ta.lowestbars(low, len * 2 + 1)
lowestBar == -len
// ============================================
// SWING HIGH DETECTION & LINE DRAWING
// ============================================
if isSwingHigh(swing_length)
swing_high = high
new_line = line.new(bar_index - swing_length, swing_high, bar_index, swing_high, color=line_color_high, width=line_width, style=line.style_dashed)
array.push(high_lines, new_line)
array.push(high_levels, swing_high)
if show_labels
new_label = label.new(bar_index - swing_length, swing_high, "H", color=color.new(line_color_high, 80), textcolor=line_color_high, style=label.style_label_down, size=size.small)
array.push(high_labels, new_label)
// Limit number of lines
if array.size(high_lines) > max_lines
line.delete(array.shift(high_lines))
array.shift(high_levels)
if show_labels and array.size(high_labels) > 0
label.delete(array.shift(high_labels))
// ============================================
// SWING LOW DETECTION & LINE DRAWING
// ============================================
if isSwingLow(swing_length)
swing_low = low
new_line = line.new(bar_index - swing_length, swing_low, bar_index, swing_low, color=line_color_low, width=line_width, style=line.style_dashed)
array.push(low_lines, new_line)
array.push(low_levels, swing_low)
if show_labels
new_label = label.new(bar_index - swing_length, swing_low, "L", color=color.new(line_color_low, 80), textcolor=line_color_low, style=label.style_label_up, size=size.small)
array.push(low_labels, new_label)
// Limit number of lines
if array.size(low_lines) > max_lines
line.delete(array.shift(low_lines))
array.shift(low_levels)
if show_labels and array.size(low_labels) > 0
label.delete(array.shift(low_labels))
// ============================================
// UPDATE EXISTING LINES & CHECK FOR SWEEPS
// ============================================
if array.size(high_lines) > 0
for i = array.size(high_lines) - 1 to 0
current_line = array.get(high_lines, i)
current_level = array.get(high_levels, i)
if close > current_level
line.delete(current_line)
array.remove(high_lines, i)
array.remove(high_levels, i)
if show_labels and i < array.size(high_labels)
label.delete(array.get(high_labels, i))
array.remove(high_labels, i)
else
line.set_x2(current_line, bar_index)
if array.size(low_lines) > 0
for i = array.size(low_lines) - 1 to 0
current_line = array.get(low_lines, i)
current_level = array.get(low_levels, i)
if close < current_level
line.delete(current_line)
array.remove(low_lines, i)
array.remove(low_levels, i)
if show_labels and i < array.size(low_labels)
label.delete(array.get(low_labels, i))
array.remove(low_labels, i)
else
line.set_x2(current_line, bar_index)
// ============================================
// DISPLACEMENT CANDLE DETECTION
// ============================================
body_size = math.abs(close - open)
avg_body = ta.sma(math.abs(close - open), displacement_period)
is_displacement = enable_displacement and body_size > (avg_body * displacement_multiplier)
is_bullish = close > open
bgcolor(is_displacement ? (is_bullish ? displacement_color_bull : displacement_color_bear) : na)
if is_displacement and show_displacement_label
label.new(bar_index, is_bullish ? high : low, "D", color=color.new(is_bullish ? color.aqua : color.orange, 50), textcolor=is_bullish ? color.aqua : color.orange, style=is_bullish ? label.style_label_up : label.style_label_down, size=size.tiny)
// ============================================
// SMT DIVERGENCE DETECTION
// ============================================
current_symbol = syminfo.ticker
comparison_symbol = str.contains(current_symbol, "NQ") ? es_symbol : nq_symbol
comparison_high = request.security(comparison_symbol, timeframe.period, high, lookahead=barmerge.lookahead_off)
comparison_low = request.security(comparison_symbol, timeframe.period, low, lookahead=barmerge.lookahead_off)
var float prev_current_low = na
var float prev_comparison_low = na
var int prev_swing_bar = na
current_is_swing_low = isSwingLow(swing_length)
comparison_is_swing_low = ta.lowestbars(comparison_low, swing_length * 2 + 1) == -swing_length
if enable_smt and current_is_swing_low
current_swing_low = low
comparison_swing_low = comparison_low
if not na(prev_current_low) and not na(prev_comparison_low)
current_lower = current_swing_low < prev_current_low
comparison_lower = comparison_swing_low < prev_comparison_low
is_smt = (current_lower and not comparison_lower) or (not current_lower and comparison_lower)
if is_smt
smt_line = line.new(prev_swing_bar, prev_current_low, bar_index - swing_length, current_swing_low, color=smt_line_color, width=2, style=line.style_solid)
mid_bar = math.round((prev_swing_bar + bar_index - swing_length) / 2)
mid_price = (prev_current_low + current_swing_low) / 2
label.new(mid_bar, mid_price, "SMT", color=color.new(smt_line_color, 80), textcolor=smt_text_color, style=label.style_label_center, size=size.normal)
prev_current_low := current_swing_low
prev_comparison_low := comparison_swing_low
prev_swing_bar := bar_index - swing_length
// ============================================
// ALERTS
// ============================================
alertcondition(array.size(high_lines) < array.size(high_lines) , title="Liquidity Sweep High", message="High liquidity swept at {{close}}")
alertcondition(array.size(low_lines) < array.size(low_lines) , title="Liquidity Sweep Low", message="Low liquidity swept at {{close}}")
alertcondition(is_displacement, title="Displacement Candle", message="Displacement candle detected at {{close}}")
Liquidity & SMT Detector//@version=5
indicator("Liquidity & SMT Detector", overlay=true, max_lines_count=500, max_labels_count=500)
// ============================================
// INPUT SETTINGS
// ============================================
// Group 1: Liquidity Detection
swing_length = input.int(10, "Swing Length", minval=3, maxval=50, group="Liquidity Detection")
line_color_high = input.color(color.red, "High Line Color", group="Liquidity Detection")
line_color_low = input.color(color.green, "Low Line Color", group="Liquidity Detection")
line_width = input.int(2, "Line Width", minval=1, maxval=5, group="Liquidity Detection")
show_labels = input.bool(true, "Show H/L Labels", group="Liquidity Detection")
// Group 2: Displacement Detection
enable_displacement = input.bool(true, "Enable Displacement Detection", group="Displacement")
displacement_multiplier = input.float(2.0, "Size Multiplier", minval=1.5, maxval=5.0, step=0.1, group="Displacement")
displacement_period = input.int(20, "Average Period", minval=10, maxval=50, group="Displacement")
displacement_color_bull = input.color(color.new(color.aqua, 70), "Bullish Color", group="Displacement")
displacement_color_bear = input.color(color.new(color.orange, 70), "Bearish Color", group="Displacement")
show_displacement_label = input.bool(true, "Show Labels", group="Displacement")
// Group 3: SMT Detection
enable_smt = input.bool(true, "Enable SMT Detection", group="SMT Divergence")
nq_symbol = input.string("NQ1!", "Nasdaq Symbol", group="SMT Divergence")
es_symbol = input.string("ES1!", "S&P500 Symbol", group="SMT Divergence")
smt_lookback = input.int(20, "Lookback Period", minval=5, maxval=100, group="SMT Divergence")
smt_line_color = input.color(color.yellow, "SMT Line Color", group="SMT Divergence")
smt_text_color = input.color(color.yellow, "SMT Text Color", group="SMT Divergence")
// ============================================
// ARRAYS FOR LINE/LABEL MANAGEMENT
// ============================================
var line high_lines = array.new_line()
var line low_lines = array.new_line()
var label high_labels = array.new_label()
var label low_labels = array.new_label()
var float high_levels = array.new_float()
var float low_levels = array.new_float()
// ============================================
// FUNCTION: DETECT SWING HIGHS
// ============================================
isSwingHigh(len) =>
highestBar = ta.highestbars(high, len * 2 + 1)
highestBar == -len
// ============================================
// FUNCTION: DETECT SWING LOWS
// ============================================
isSwingLow(len) =>
lowestBar = ta.lowestbars(low, len * 2 + 1)
lowestBar == -len
// ============================================
// SWING HIGH DETECTION & LINE DRAWING
// ============================================
if isSwingHigh(swing_length)
swing_high = high
new_line = line.new(bar_index - swing_length, swing_high, bar_index, swing_high, color=line_color_high, width=line_width, style=line.style_dashed)
array.push(high_lines, new_line)
array.push(high_levels, swing_high)
if show_labels
new_label = label.new(bar_index - swing_length, swing_high, "H", color=color.new(line_color_high, 80), textcolor=line_color_high, style=label.style_label_down, size=size.small)
array.push(high_labels, new_label)
// ============================================
// SWING LOW DETECTION & LINE DRAWING
// ============================================
if isSwingLow(swing_length)
swing_low = low
new_line = line.new(bar_index - swing_length, swing_low, bar_index, swing_low, color=line_color_low, width=line_width, style=line.style_dashed)
array.push(low_lines, new_line)
array.push(low_levels, swing_low)
if show_labels
new_label = label.new(bar_index - swing_length, swing_low, "L", color=color.new(line_color_low, 80), textcolor=line_color_low, style=label.style_label_up, size=size.small)
array.push(low_labels, new_label)
// ============================================
// UPDATE EXISTING LINES & CHECK FOR SWEEPS
// ============================================
if array.size(high_lines) > 0
for i = array.size(high_lines) - 1 to 0
current_line = array.get(high_lines, i)
current_level = array.get(high_levels, i)
if close > current_level
line.delete(current_line)
array.remove(high_lines, i)
array.remove(high_levels, i)
if show_labels and i < array.size(high_labels)
label.delete(array.get(high_labels, i))
array.remove(high_labels, i)
else
line.set_x2(current_line, bar_index)
if array.size(low_lines) > 0
for i = array.size(low_lines) - 1 to 0
current_line = array.get(low_lines, i)
current_level = array.get(low_levels, i)
if close < current_level
line.delete(current_line)
array.remove(low_lines, i)
array.remove(low_levels, i)
if show_labels and i < array.size(low_labels)
label.delete(array.get(low_labels, i))
array.remove(low_labels, i)
else
line.set_x2(current_line, bar_index)
// ============================================
// DISPLACEMENT CANDLE DETECTION
// ============================================
body_size = math.abs(close - open)
avg_body = ta.sma(math.abs(close - open), displacement_period)
is_displacement = enable_displacement and body_size > (avg_body * displacement_multiplier)
is_bullish = close > open
bgcolor(is_displacement ? (is_bullish ? displacement_color_bull : displacement_color_bear) : na)
if is_displacement and show_displacement_label
label.new(bar_index, is_bullish ? high : low, "D", color=color.new(is_bullish ? color.aqua : color.orange, 50), textcolor=is_bullish ? color.aqua : color.orange, style=is_bullish ? label.style_label_up : label.style_label_down, size=size.tiny)
// ============================================
// SMT DIVERGENCE DETECTION
// ============================================
current_symbol = syminfo.ticker
comparison_symbol = str.contains(current_symbol, "NQ") ? es_symbol : nq_symbol
comparison_high = request.security(comparison_symbol, timeframe.period, high, lookahead=barmerge.lookahead_off)
comparison_low = request.security(comparison_symbol, timeframe.period, low, lookahead=barmerge.lookahead_off)
var float prev_current_low = na
var float prev_comparison_low = na
var int prev_swing_bar = na
current_is_swing_low = isSwingLow(swing_length)
comparison_is_swing_low = ta.lowestbars(comparison_low, swing_length * 2 + 1) == -swing_length
if enable_smt and current_is_swing_low
current_swing_low = low
comparison_swing_low = comparison_low
if not na(prev_current_low) and not na(prev_comparison_low)
current_lower = current_swing_low < prev_current_low
comparison_lower = comparison_swing_low < prev_comparison_low
is_smt = (current_lower and not comparison_lower) or (not current_lower and comparison_lower)
if is_smt
smt_line = line.new(prev_swing_bar, prev_current_low, bar_index - swing_length, current_swing_low, color=smt_line_color, width=2, style=line.style_solid)
mid_bar = math.round((prev_swing_bar + bar_index - swing_length) / 2)
mid_price = (prev_current_low + current_swing_low) / 2
label.new(mid_bar, mid_price, "SMT", color=color.new(smt_line_color, 80), textcolor=smt_text_color, style=label.style_label_center, size=size.normal)
prev_current_low := current_swing_low
prev_comparison_low := comparison_swing_low
prev_swing_bar := bar_index - swing_length
// ============================================
// ALERTS
// ============================================
alertcondition(array.size(high_lines) < array.size(high_lines) , title="Liquidity Sweep High", message="High liquidity swept at {{close}}")
alertcondition(array.size(low_lines) < array.size(low_lines) , title="Liquidity Sweep Low", message="Low liquidity swept at {{close}}")
alertcondition(is_displacement, title="Displacement Candle", message="Displacement candle detected at {{close}}")
cd_correlation_analys_Cxcd_correlation_analys_Cx
General:
This indicator is designed for correlation analysis by classifying stocks (487 in total) and indices (14 in total) traded on Borsa İstanbul (BIST) on a sectoral basis.
Tradingview's sector classifications (20) have been strictly adhered to for sector grouping.
Depending on user preference, the analysis can be performed within sectors, between sectors, or manually (single asset).
Let me express my gratitude to the code author, @fikira, beforehand; you will find the reason for my thanks in the context.
Details:
First, let's briefly mention how this indicator could have been prepared using the classic method before going into details.
Classically, assets could be divided into groups of forty (40), and the analysis could be performed using the built-in function:
ta.correlation(source1, source2, length) → series float.
I chose sectoral classification because I believe there would be a higher probability of assets moving together, rather than using fixed-number classes.
In this case, 21 arrays were formed with the following number of elements:
(3, 11, 21, 60, 29, 20, 12, 3, 31, 5, 10, 11, 6, 48, 73, 62, 16, 19, 13, 34 and indices (14)).
However, you might have noticed that some arrays have more than 40 elements. This is exactly where @Fikira's indicator came to the rescue. When I examined their excellent indicator, I saw that it could process 120 assets in a single operation. (I believe this was the first limit overrun; thanks again.)
It was amazing to see that data for 3 pairs could be called in a single request using a special method.
You can find the details here:
When I adapted it for BIST, I found it sufficient to call data for 2 pairs instead of 3 in a single go. Since asset prices are regular and have 2 decimal places, I used a fixed multiplier of $10^8$ and a fixed decimal count of 2 in Fikira's formulas.
With this method, the (high, low, open, close) values became accessible for each asset.
The summary up to this point is that instead of the ready-made formula + groups of 40, I used variable-sized groups and the method I will detail now.
Correlation/harmony/co-movement between assets provides advantages to market participants. Coherent assets are expected to rise or fall simultaneously.
Therefore, to convert co-movement into a mathematical value, I defined the possible movements of the current candle relative to the previous candle bar over a certain period (user-defined). These are:
Up := high > high and low > low
Down := high < high and low < low
Inside := high <= high and low >= low
Outside := high >= high and low <= low and NOT Inside.
Ignore := high = low = open = close
If both assets performed the same movement, 1 was added to the tracking counter.
If (Up-Up), (Down-Down), (Inside-Inside), or (Outside-Outside), then counter := counter + 1.
If the period length is 100 and the counter is 75, it means there is 75% co-movement.
Corr = counter / period ($75/100$)
Average = ta.sma(Corr, 100) is obtained.
The highest coefficients recorded in the array are presented to the user in a table.
From the user menu options, the user can choose to compare:
• With assets in its own sector
• With assets in the selected sector
• By activating the confirmation box and manually entering a single asset for comparison.
Table display options can be adjusted from the Settings tab.
In the attached examples:
Results for AKBNK stock from the Finance sector compared with GARAN stock from the same sector:
Timeframe: Daily, Period: 50 => Harmony 76% (They performed the same movement in 38 out of 50 bars)
Comment: Opposite movements at swing high and low levels may indicate a change in the direction of the price flow (SMT).
Looking at ASELS from the Electronic Technology sector over the last 30 daily candles, they performed the same movements by 40% with XU100, 73.3% (22/30) with XUTEK (Technology Index), and 86.9% according to the averages.
Comment: It is more appropriate to follow ASELS stock with XUTEK (Technology index) instead of the general index (XU100). Opposite movements at swing high and low levels may indicate a change in the direction of the price flow (SMT).
Again, when ASELS stock is taken on H1 instead of daily, and the length is 100 instead of 30, the harmony rate is seen to be 87%.
Please share your thoughts and criticisms regarding the indicator, which I prepared with a bit of an educational purpose specifically for BIST.
Happy trading.
Ultimate Oscillator (ULTOSC)The Ultimate Oscillator (ULTOSC) is a technical momentum indicator developed by Larry Williams that combines three different time periods to reduce the volatility and false signals common in single-period oscillators. By using a weighted average of three Stochastic-like calculations across short, medium, and long-term periods, the Ultimate Oscillator provides a more comprehensive view of market momentum while maintaining sensitivity to price changes.
The indicator addresses the common problem of oscillators being either too sensitive (generating many false signals) or too slow (missing opportunities). By incorporating multiple timeframes with decreasing weights for longer periods, ULTOSC attempts to capture both short-term momentum shifts and longer-term trend strength, making it particularly valuable for identifying divergences and potential reversal points.
## Core Concepts
* **Multi-timeframe analysis:** Combines three different periods (typically 7, 14, 28) to capture various momentum cycles
* **Weighted averaging:** Assigns higher weights to shorter periods for responsiveness while including longer periods for stability
* **Buying pressure focus:** Measures the relationship between closing price and the true range rather than just high-low range
* **Divergence detection:** Particularly effective at identifying momentum divergences that precede price reversals
* **Normalized scale:** Oscillates between 0 and 100, with clear overbought/oversold levels
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Fast Period | 7 | Short-term momentum calculation | Lower (5-6) for more sensitivity, higher (9-12) for smoother signals |
| Medium Period | 14 | Medium-term momentum calculation | Adjust based on typical swing duration in the market |
| Slow Period | 28 | Long-term momentum calculation | Higher values (35-42) for longer-term position trading |
| Fast Weight | 4.0 | Weight applied to fast period | Higher weight increases short-term sensitivity |
| Medium Weight | 2.0 | Weight applied to medium period | Adjust to balance medium-term influence |
| Slow Weight | 1.0 | Weight applied to slow period | Usually kept at 1.0 as the baseline weight |
**Pro Tip:** The classic 7/14/28 periods with 4/2/1 weights work well for most markets, but consider using 5/10/20 with adjusted weights for faster markets or 14/28/56 for longer-term analysis.
## Calculation and Mathematical Foundation
**Simplified explanation:**
The Ultimate Oscillator calculates three separate "buying pressure" ratios using different time periods, then combines them using weighted averaging. Buying pressure is defined as the close minus the true low, divided by the true range.
**Technical formula:**
```
BP = Close - Min(Low, Previous Close)
TR = Max(High, Previous Close) - Min(Low, Previous Close)
BP_Sum_Fast = Sum(BP, Fast Period)
TR_Sum_Fast = Sum(TR, Fast Period)
Raw_Fast = 100 × (BP_Sum_Fast / TR_Sum_Fast)
BP_Sum_Medium = Sum(BP, Medium Period)
TR_Sum_Medium = Sum(TR, Medium Period)
Raw_Medium = 100 × (BP_Sum_Medium / TR_Sum_Medium)
BP_Sum_Slow = Sum(BP, Slow Period)
TR_Sum_Slow = Sum(TR, Slow Period)
Raw_Slow = 100 × (BP_Sum_Slow / TR_Sum_Slow)
ULTOSC = 100 × / (Fast_Weight + Medium_Weight + Slow_Weight)
```
Where:
- BP = Buying Pressure
- TR = True Range
- Fast Period = 7, Medium Period = 14, Slow Period = 28 (defaults)
- Fast Weight = 4, Medium Weight = 2, Slow Weight = 1 (defaults)
> 🔍 **Technical Note:** The implementation uses efficient circular buffers for all three period calculations, maintaining O(1) time complexity per bar. The algorithm properly handles true range calculations including gaps and ensures accurate buying pressure measurements across all timeframes.
## Interpretation Details
ULTOSC provides several analytical perspectives:
* **Overbought/Oversold conditions:** Values above 70 suggest overbought conditions, below 30 suggest oversold conditions
* **Momentum direction:** Rising ULTOSC indicates increasing buying pressure, falling indicates increasing selling pressure
* **Divergence analysis:** Divergences between ULTOSC and price often precede significant reversals
* **Trend confirmation:** ULTOSC direction can confirm or question the prevailing price trend
* **Signal quality:** Extreme readings (>80 or <20) indicate strong momentum that may be unsustainable
* **Multiple timeframe consensus:** When all three underlying periods agree, signals are typically more reliable
## Trading Applications
**Primary Uses:**
- **Divergence trading:** Identify when momentum diverges from price for reversal signals
- **Overbought/oversold identification:** Find potential entry/exit points at extreme levels
- **Trend confirmation:** Validate breakouts and trend continuations
- **Momentum analysis:** Assess the strength of current price movements
**Advanced Strategies:**
- **Multi-divergence confirmation:** Look for divergences across multiple timeframes
- **Momentum breakouts:** Trade when ULTOSC breaks above/below key levels with volume
- **Swing trading entries:** Use oversold/overbought levels for swing position entries
- **Trend strength assessment:** Evaluate trend quality using momentum consistency
## Signal Combinations
**Strong Bullish Signals:**
- ULTOSC rises from oversold territory (<30) with positive price divergence
- ULTOSC breaks above 50 after forming a base near 30
- All three underlying periods show increasing buying pressure
**Strong Bearish Signals:**
- ULTOSC falls from overbought territory (>70) with negative price divergence
- ULTOSC breaks below 50 after forming a top near 70
- All three underlying periods show decreasing buying pressure
**Divergence Signals:**
- **Bullish divergence:** Price makes lower lows while ULTOSC makes higher lows
- **Bearish divergence:** Price makes higher highs while ULTOSC makes lower highs
- **Hidden bullish divergence:** Price makes higher lows while ULTOSC makes lower lows (trend continuation)
- **Hidden bearish divergence:** Price makes lower highs while ULTOSC makes higher highs (trend continuation)
## Comparison with Related Oscillators
| Indicator | Periods | Focus | Best Use Case |
|-----------|---------|-------|---------------|
| **Ultimate Oscillator** | 3 periods | Buying pressure | Divergence detection |
| **Stochastic** | 1-2 periods | Price position | Overbought/oversold |
| **RSI** | 1 period | Price momentum | Momentum analysis |
| **Williams %R** | 1 period | Price position | Short-term signals |
## Advanced Configurations
**Fast Trading Setup:**
- Fast: 5, Medium: 10, Slow: 20
- Weights: 4/2/1, Thresholds: 75/25
**Standard Setup:**
- Fast: 7, Medium: 14, Slow: 28
- Weights: 4/2/1, Thresholds: 70/30
**Conservative Setup:**
- Fast: 14, Medium: 28, Slow: 56
- Weights: 3/2/1, Thresholds: 65/35
**Divergence Focused:**
- Fast: 7, Medium: 14, Slow: 28
- Weights: 2/2/2, Thresholds: 70/30
## Market-Specific Adjustments
**Volatile Markets:**
- Use longer periods (10/20/40) to reduce noise
- Consider higher threshold levels (75/25)
- Focus on extreme readings for signal quality
**Trending Markets:**
- Emphasize divergence analysis over absolute levels
- Look for momentum confirmation rather than reversal signals
- Use hidden divergences for trend continuation
**Range-Bound Markets:**
- Standard overbought/oversold levels work well
- Trade reversals from extreme levels
- Combine with support/resistance analysis
## Limitations and Considerations
* **Lagging component:** Contains inherent lag due to multiple moving average calculations
* **Complex calculation:** More computationally intensive than single-period oscillators
* **Parameter sensitivity:** Performance varies significantly with different period/weight combinations
* **Market dependency:** Most effective in trending markets with clear momentum patterns
* **False divergences:** Not all divergences lead to significant price reversals
* **Whipsaw potential:** Can generate conflicting signals in choppy markets
## Best Practices
**Effective Usage:**
- Focus on divergences rather than absolute overbought/oversold levels
- Combine with trend analysis for context
- Use multiple timeframe analysis for confirmation
- Pay attention to the speed of momentum changes
**Common Mistakes:**
- Over-relying on overbought/oversold levels in strong trends
- Ignoring the underlying trend direction
- Using inappropriate period settings for the market being analyzed
- Trading every divergence without additional confirmation
**Signal Enhancement:**
- Combine with volume analysis for confirmation
- Use price action context (support/resistance levels)
- Consider market volatility when setting thresholds
- Look for convergence across multiple momentum indicators
## Historical Context and Development
The Ultimate Oscillator was developed by Larry Williams and introduced in his 1985 article "The Ultimate Oscillator" in Technical Analysis of Stocks and Commodities magazine. Williams designed it to address the limitations of single-period oscillators by:
- Reducing false signals through multi-timeframe analysis
- Maintaining sensitivity to short-term momentum changes
- Providing more reliable divergence signals
- Creating a more robust momentum measurement tool
The indicator has become a standard tool in technical analysis, particularly valued for its divergence detection capabilities and its balanced approach to momentum measurement.
## References
* Williams, L. R. (1985). The Ultimate Oscillator. Technical Analysis of Stocks and Commodities, 3(4).
* Williams, L. R. (1999). Long-Term Secrets to Short-Term Trading. Wiley Trading.
Multi SMA + Golden/Death + Heatmap + BB**Multi SMA (50/100/200) + Golden/Death + Candle Heatmap + BB**
A practical trend toolkit that blends classic 50/100/200 SMAs with clear crossover labels, special 🚀 Golden / 💀 Death Cross markers, and a readable candle heatmap based on a dynamic regression midline and volatility bands. Optional Bollinger Bands are included for context.
* See trend direction at a glance with SMAs.
* Get minimal, de-cluttered labels on important crosses (50↔100, 50↔200, 100↔200).
* Highlight big regime shifts with special Golden/Death tags.
* Read momentum and volatility with the candle heatmap.
* Add Bollinger Bands if you want classic mean-reversion context.
Designed to be lightweight, non-repainting on confirmed bars, and flexible across timeframes.
# What This Indicator Does (plain English)
* **Tracks trend** using **SMA 50/100/200** and lets you optionally compute each SMA on a higher or different timeframe (HTF-safe, no lookahead).
* **Prints labels** when SMAs cross each other (up or down). You can force signals only after bar close to avoid repaint.
* **Marks Golden/Death Crosses** (50 over/under 200) with special labels so major regime changes stand out.
* **Colors candles** with a **heatmap** built from a regression midline and volatility bands—greenish above, reddish below, with a smooth gradient.
* **Optionally shows Bollinger Bands** (basis SMA + stdev bands) and fills the area between them.
* **Includes alert conditions** for Golden and Death Cross so you can automate notifications.
---
# Settings — Simple Explanations
## Source
* **Source**: Price source used to calculate SMAs and Bollinger basis. Default: `close`.
## SMA 50
* **Show 50**: Turn the SMA(50) line on/off.
* **Length 50**: How many bars to average. Lower = faster but noisier.
* **Color 50** / **Width 50**: Visual style.
* **Timeframe 50**: Optional alternate timeframe for SMA(50). Leave empty to use the chart timeframe.
## SMA 100
* **Show 100**: Turn the SMA(100) line on/off.
* **Length 100**: Bars used for the mid-term trend.
* **Color 100** / **Width 100**: Visual style.
* **Timeframe 100**: Optional alternate timeframe for SMA(100).
## SMA 200
* **Show 200**: Turn the SMA(200) line on/off.
* **Length 200**: Bars used for the long-term trend.
* **Color 200** / **Width 200**: Visual style.
* **Timeframe 200**: Optional alternate timeframe for SMA(200).
## Signals (crossover labels)
* **Show crossover signals**: Prints triangle labels on SMA crosses (50↔100, 50↔200, 100↔200).
* **Wait for bar close (confirmed)**: If ON, signals only appear after the candle closes (reduces repaint).
* **Min bars between same-pair signals**: Minimum spacing to avoid duplicate labels from the same SMA pair too often.
* **Trend filter (buy: 50>100>200, sell: 50<100<200)**: Only show bullish labels when SMAs are stacked bullish (50 above 100 above 200), and only show bearish labels when stacked bearish.
### Label Offset
* **Offset mode**: Choose how to push labels away from price:
* **Percent**: Offset is a % of price.
* **ATR x**: Offset is ATR(14) × multiplier.
* **Percent of price (%)**: Used when mode = Percent.
* **ATR multiplier (for ‘ATR x’)**: Used when mode = ATR x.
### Label Colors
* **Bull color** / **Bear color**: Background of triangle labels.
* **Bull label text color** / **Bear label text color**: Text color inside the triangles.
## Golden / Death Cross
* **Show 🚀 Golden Cross (50↑200)**: Show a special “Golden” label when SMA50 crosses above SMA200.
* **Golden label color** / **Golden text color**: Styling for Golden label.
* **Show 💀 Death Cross (50↓200)**: Show a special “Death” label when SMA50 crosses below SMA200.
* **Death label color** / **Death text color**: Styling for Death label.
## Candle Heatmap
* **Enable heatmap candle colors**: Turns the heatmap on/off.
* **Length**: Lookback for the regression midline and volatility measure.
* **Deviation Multiplier**: Band width around the midline (bigger = wider).
* **Volatility basis**:
* **RMA Range** (smoothed high-low range)
* **Stdev** (standard deviation of close)
* **Upper/Middle/Lower color**: Gradient colors for the heatmap.
* **Heatmap transparency (0..100)**: 0 = solid, 100 = invisible.
* **Force override base candles**: Repaint base candles so heatmap stays visible even if your chart has custom coloring.
## Bollinger Bands (optional)
* **Show Bollinger Bands**: Toggle the overlay on/off.
* **Length**: Basis SMA length.
* **StdDev Multiplier**: Distance of bands from the basis in standard deviations.
* **Basis color** / **Band color**: Line colors for basis and bands.
* **Bands fill transparency**: Opacity of the fill between upper/lower bands.
---
# Features & How It Works
## 1) HTF-Safe SMAs
Each SMA can be calculated on the chart timeframe or a higher/different timeframe you choose. The script pulls HTF values **without lookahead** (non-repainting on confirmed bars).
## 2) Crossover Labels (Three Pairs)
* **50↔100**, **50↔200**, **100↔200**:
* **Triangle Up** label when the first SMA crosses **above** the second.
* **Triangle Down** label when it crosses **below**.
* Optional **Trend Filter** ensures only signals aligned with the overall stack (50>100>200 for bullish, 50<100<200 for bearish).
* **Debounce** spacing avoids repeated labels for the same pair too close together.
## 3) Golden / Death Cross Highlights
* **🚀 Golden Cross**: SMA50 crosses **above** SMA200 (often a longer-term bullish regime shift).
* **💀 Death Cross**: SMA50 crosses **below** SMA200 (often a longer-term bearish regime shift).
* Separate styling so they stand out from regular cross labels.
## 4) Candle Heatmap
* Builds a **regression midline** with **volatility bands**; colors candles by their position inside that channel.
* Smooth gradient: lower side → reddish, mid → yellowish, upper side → greenish.
* Helps you see momentum and “where price sits” relative to a dynamic channel.
## 5) Bollinger Bands (Optional)
* Classic **basis SMA** ± **StdDev** bands.
* Light visual context for mean-reversion and volatility expansion.
## 6) Alerts
* **Golden Cross**: `🚀 GOLDEN CROSS: SMA 50 crossed ABOVE SMA 200`
* **Death Cross**: `💀 DEATH CROSS: SMA 50 crossed BELOW SMA 200`
Add these to your alerts to get notified automatically.
---
# Tips & Notes
* For fewer false positives, keep **“Wait for bar close”** ON, especially on lower timeframes.
* Use the **Trend Filter** to align signals with the broader stack and cut noise.
* For HTF context, set **Timeframe 50/100/200** to higher frames (e.g., H1/H4/D) while you trade on a lower frame.
* Heatmap “Length” and “Deviation Multiplier” control smoothness and channel width—tune for your asset’s volatility.
Breadth Indicators NYSE Percent Above Moving AverageBreadth Indicators NYSE - transmits the processed data from the Barchart provider
NYSE - Breadth Indicators
S&P 500 - Breadth Indicators
DOW - Breadth Indicators
RUSSEL 1000 - Breadth Indicators
RUSSEL 2000 - Breadth Indicators
RUSSEL 3000 - Breadth Indicators
Moving Average - 5, 20, 50, 100, 150, 200
The "Percentage above 50-day SMA" indicator measures the percentage of stocks in the index trading above their 50-day moving average. It is a useful tool for assessing the general state of the market and identifying overbought and oversold conditions.
One way to use the "Percentage above 50-day SMA" indicator in a trading strategy is to combine it with a long-term moving average to determine whether the trend is bullish or bearish. Another way to use it is to combine it with a short-term moving average to identify pullbacks and rebounds within the overall trend.
The purpose of using the "Percentage above 50-day SMA" indicator is to participate in a larger trend with a better risk-reward ratio. By using this indicator to identify pullbacks and bounces, you can reduce the risk of entering trades at the wrong time.
Bull Signal Recap:
150-day EMA of $SPXA50R crosses above 52.5 and remains above 47.50 to set the bullish tone.
5-day EMA of $SPXA50R moves below 40 to signal a pullback
5-day EMA of $SPXA50R moves above 50 to signal an upturn
Bear Signal Recap:
150-day EMA of $SPXA50R crosses below 47.50 and remains below 52.50 to set the bearish tone.
5-day EMA of $SPXA50R moves above 60 to signal a bounce
5-day EMA of $SPXA50R moves below 50 to signal a downturn
Tweaking
There are numerous ways to tweak a trading system, but chartists should avoid over-optimizing the indicator settings. In other words, don't attempt to find the perfect moving average period or crossover level. Perfection is unattainable when developing a system or trading the markets. It is important to keep the system logical and focus tweaks on other aspects, such as the actual price chart of the underlying security.
What do levels above and below 50% signify in the long-term moving average?
A move above 52.5% is deemed bullish, and below 47.5% is deemed bearish. These levels help to reduce whipsaws by using buffers for bullish and bearish thresholds.
How does the short-term moving average work to identify pullbacks or bounces?
When using a 5-day EMA, a move below 40 signals a pullback, and a move above 60 signals a bounce.
How is the reversal of pullback or bounce identified?
A move back above 50 after a pullback or below 50 after a bounce signals that the respective trend may be resuming.
How can you ensure that the uptrend has resumed?
It’s important to wait for the surge above 50 to ensure the uptrend has resumed, signaling improved breadth.
Can the system be tweaked to optimize indicator settings?
While there are various ways to tweak the system, seeking perfection through over-optimizing settings is advised against. It's crucial to keep the system logical and focus tweaks on the price chart of the underlying security.
RUSSIAN \ Русская версия.
Индикатор "Процент выше 50-дневной скользящей средней" измеряет процент акций, торгующихся в индексе выше их 50-дневной скользящей средней. Это полезный инструмент для оценки общего состояния рынка и выявления условий перекупленности и перепроданности.
Один из способов использования индикатора "Процент выше 50-дневной скользящей средней" в торговой стратегии - это объединить его с долгосрочной скользящей средней, чтобы определить, является ли тренд бычьим или медвежьим. Другой способ использовать его - объединить с краткосрочной скользящей средней, чтобы выявить откаты и отскоки в рамках общего тренда.
Цель использования индикатора "Процент выше 50-дневной скользящей средней" - участвовать в более широком тренде с лучшим соотношением риска и прибыли. Используя этот индикатор для выявления откатов и отскоков, вы можете снизить риск входа в сделки в неподходящее время.
Краткое описание бычьего сигнала:
150-дневная ЕМА на уровне $SPXA50R пересекает отметку 52,5 и остается выше 47,50, что задает бычий настрой.
5-дневная ЕМА на уровне $SPXA50R опускается ниже 40, сигнализируя об откате
5-дневная ЕМА на уровне $SPXA50R поднимается выше 50, сигнализируя о росте
Обзор медвежьих сигналов:
150-дневная ЕМА на уровне $SPXA50R пересекает уровень ниже 47,50 и остается ниже 52,50, что указывает на медвежий настрой.
5-дневная ЕМА на уровне $SPXA50R поднимается выше 60, сигнализируя о отскоке
5-дневная ЕМА на уровне $SPXA50 опускается ниже 50, что сигнализирует о спаде
Корректировка
Существует множество способов настроить торговую систему, но графологам следует избегать чрезмерной оптимизации настроек индикатора. Другими словами, не пытайтесь найти идеальный период скользящей средней или уровень пересечения. Совершенство недостижимо при разработке системы или торговле на рынках. Важно поддерживать логику системы и уделять особое внимание другим аспектам, таким как график фактической цены базовой ценной бумаги.
Что означают уровни выше и ниже 50% в долгосрочной скользящей средней?
Движение выше 52,5% считается бычьим, а ниже 47,5% - медвежьим. Эти уровни помогают снизить риски, используя буферы для бычьих и медвежьих порогов.
Как краткосрочная скользящая средняя помогает идентифицировать откаты или отскоки?
При использовании 5-дневной ЕМА движение ниже 40 указывает на откат, а движение выше 60 указывает на отскок.
Как определяется разворот отката или отскока?
Движение выше 50 после отката или ниже 50 после отскока сигнализирует о возможном возобновлении соответствующего тренда.
Как вы можете гарантировать, что восходящий тренд возобновился?
Важно дождаться скачка выше 50, чтобы убедиться в возобновлении восходящего тренда, сигнализирующего о расширении диапазона.
Можно ли настроить систему для оптимизации настроек индикатора?
Хотя существуют различные способы настройки системы, не рекомендуется стремиться к совершенству с помощью чрезмерной оптимизации настроек. Крайне важно сохранить логичность системы и сфокусировать изменения на ценовом графике базовой ценной бумаги.
Parameter Free RSI [InvestorUnknown]The Parameter Free RSI (PF-RSI) is an innovative adaptation of the traditional Relative Strength Index (RSI), a widely used momentum oscillator that measures the speed and change of price movements. Unlike the standard RSI, which relies on a fixed lookback period (typically 14), the PF-RSI dynamically adjusts its calculation length based on real-time market conditions. By incorporating volatility and the RSI's deviation from its midpoint (50), this indicator aims to provide a more responsive and adaptable tool for identifying overbought/oversold conditions, trend shifts, and momentum changes. This adaptability makes it particularly valuable for traders navigating diverse market environments, from trending to ranging conditions.
PF-RSI offers a suite of customizable features, including dynamic length variants, smoothing options, visualization tools, and alert conditions.
Key Features
1. Dynamic RSI Length Calculation
The cornerstone of the PF-RSI is its ability to adjust the RSI calculation period dynamically, eliminating the need for a static parameter. The length is computed using two primary factors:
Volatility: Measured via the standard deviation of past RSI values.
Distance from Midpoint: The absolute deviation of the RSI from 50, reflecting the strength of bullish or bearish momentum.
The indicator offers three variants for calculating this dynamic length, allowing users to tailor its responsiveness:
Variant I (Aggressive): Increases the length dramatically based on volatility and a nonlinear scaling of the distance from 50. Ideal for traders seeking highly sensitive signals in fast-moving markets.
Variant II (Moderate): Combines volatility with a scaled distance from 50, using a less aggressive adjustment. Strikes a balance between responsiveness and stability, suitable for most trading scenarios.
Variant III (Conservative): Applies a linear combination of volatility and raw distance from 50. Offers a stable, less reactive length adjustment for traders prioritizing consistency.
// Function that returns a dynamic RSI length based on past RSI values
// The idea is to make the RSI length adaptive using volatility (stdev) and distance from the RSI midpoint (50)
// Different "variant" options control how aggressively the length changes
parameter_free_length(free_rsi, variant) =>
len = switch variant
// Variant I: Most aggressive adaptation
// Uses standard deviation scaled by a nonlinear factor of distance from 50
// Also adds another distance-based term to increase length more dramatically
"I" => math.ceil(
ta.stdev(free_rsi, math.ceil(free_rsi)) *
math.pow(1 + (math.ceil(math.abs(50 - (free_rsi - 50))) / 100), 2)
) +
(
math.ceil(math.abs(free_rsi - 50)) *
(1 + (math.ceil(math.abs(50 - (free_rsi - 50))) / 100))
)
// Variant II: Moderate adaptation
// Adds the standard deviation and a distance-based scaling term (less nonlinear)
"II" => math.ceil(
ta.stdev(free_rsi, math.ceil(free_rsi)) +
(
math.ceil(math.abs(free_rsi - 50)) *
(1 + (math.ceil(math.abs(50 - (free_rsi - 50))) / 100))
)
)
// Variant III: Least aggressive adaptation
// Simply adds standard deviation and raw distance from 50 (linear scaling)
"III" => math.ceil(
ta.stdev(free_rsi, math.ceil(free_rsi)) +
math.ceil(math.abs(free_rsi - 50))
)
2. Smoothing Options
To refine the dynamic RSI and reduce noise, the PF-RSI provides smoothing capabilities:
Smoothing Toggle: Enable or disable smoothing of the dynamic length used for RSI.
Smoothing MA Type for RSI MA: Choose between SMA and EMA
Smoothing Length Options for RSI MA:
Full: Uses the entire calculated dynamic length.
Half: Applies half of the dynamic length for smoother output.
SQRT: Uses the square root of the dynamic length, offering a compromise between responsiveness and smoothness.
The smoothed RSI is complemented by a separate moving average (MA) of the RSI itself, further enhancing signal clarity.
3. Visualization Tools
The PF-RSI includes visualization options to help traders interpret market conditions at a glance.
Plots:
Dynamic RSI: Displayed as a white line, showing the adaptive RSI value.
RSI Moving Average: Plotted in yellow, providing a smoothed reference for trend and momentum analysis.
Dynamic Length: A secondary plot (in faint white) showing how the calculation period evolves over time.
Histogram: Represents the RSI’s position relative to 50, with color gradients.
Fill Area: The space between the RSI and its MA is filled with a gradient (green for RSI > MA, red for RSI < MA), highlighting momentum shifts.
Customizable bar colors on the price chart reflect trend and momentum:
Trend (Raw RSI): Green (RSI > 50), Red (RSI < 50).
Trend (RSI MA): Green (MA > 50), Red (MA < 50).
Trend (Raw RSI) + Momentum: Adds momentum shading (lighter green/red when RSI and MA diverge).
Trend (RSI MA) + Momentum: Similar, but based on the MA’s trend.
Momentum: Green (RSI > MA), Red (RSI < MA).
Off: Disables bar coloring.
Intrabar Updating: Optional real-time updates within each bar for enhanced responsiveness.
4. Alerts
The PF-RSI supports customizable alerts to keep traders informed of key events.
Trend Alerts:
Raw RSI: Triggers when the RSI crosses above (uptrend) or below (downtrend) 50.
RSI MA: Triggers when the moving average crosses 50.
Off: Disables trend alerts.
Momentum Alerts:
Triggers when the RSI crosses its moving average, indicating rising (RSI > MA) or declining (RSI < MA) momentum.
Alerts are fired once per bar close, with descriptive messages including the ticker symbol (e.g., " Uptrend on: AAPL").
How It Works
The PF-RSI operates in a multi-step process:
Initialization
On the first run, it calculates a standard RSI with a 14-period length to seed the dynamic calculation.
Dynamic Length Computation
Once seeded, the indicator switches to a dynamic length based on the selected variant, factoring in volatility and distance from 50.
If smoothing is enabled, the length is further refined using an SMA.
RSI Calculation
The adaptive RSI is computed using the dynamic length, ensuring it reflects current market conditions.
Moving Average
A separate MA (SMA or EMA) is applied to the RSI, with a length derived from the dynamic length (Full, Half, or SQRT).
Visualization and Alerts
The results are plotted, and alerts are triggered based on user settings.
This adaptive approach minimizes lag in fast markets and reduces false signals in choppy conditions, offering a significant edge over fixed-period RSI implementations.
Why Use PF-RSI?
The Parameter Free RSI stands out by eliminating the guesswork of selecting an RSI period. Its dynamic length adjusts to market volatility and momentum, providing timely signals without manual tweaking.
Support and resistance levels (Day, Week, Month) + EMAs + SMAs(ENG): This Pine 5 script provides various tools for configuring and displaying different support and resistance levels, as well as moving averages (EMA and SMA) on charts. Using these tools is an essential strategy for determining entry and exit points in trades.
Support and Resistance Levels
Daily, weekly, and monthly support and resistance levels play a key role in analyzing price movements:
Daily levels: Represent prices where a cryptocurrency has tended to bounce within the current trading day.
Weekly levels: Reflect strong prices that hold throughout the week.
Monthly levels: Indicate the most significant levels that can influence price movement over the month.
When trading cryptocurrencies, traders use these levels to make decisions about entering or exiting positions. For example, if a cryptocurrency approaches a weekly resistance level and fails to break through it, this may signal a sell opportunity. If the price reaches a daily support level and starts to bounce up, it may indicate a potential long position.
Market context and trading volumes are also important when analyzing support and resistance levels. High volume near a level can confirm its significance and the likelihood of subsequent price movement. Traders often combine analysis across different time frames to get a more complete picture and improve the accuracy of their trading decisions.
Moving Averages
Moving averages (EMA and SMA) are another important tool in the technical analysis of cryptocurrencies:
EMA (Exponential Moving Average): Gives more weight to recent prices, allowing it to respond more quickly to price changes.
SMA (Simple Moving Average): Equally considers all prices over a given period.
Key types of moving averages used by traders:
EMA 50 and 200: Often used to identify trends. The crossing of the 50-day EMA with the 200-day EMA is called a "golden cross" (buy signal) or a "death cross" (sell signal).
SMA 50, 100, 150, and 200: These periods are often used to determine long-term trends and support/resistance levels. Similar to the EMA, the crossings of these averages can signal potential trend changes.
Settings Groups:
EMA Golden Cross & Death Cross: A setting to display the "golden cross" and "death cross" for the EMA.
EMA 50 & 200: A setting to display the 50-day and 200-day EMA.
Support and Resistance Levels: Includes settings for daily, weekly, and monthly levels.
SMA 50, 100, 150, 200: A setting to display the 50, 100, 150, and 200-day SMA.
SMA Golden Cross & Death Cross: A setting to display the "golden cross" and "death cross" for the SMA.
Components:
Enable/disable the display of support and resistance levels.
Show level labels.
Parameters for adjusting offset, display of EMA and SMA, and their time intervals.
Parameters for configuring EMA and SMA Golden Cross & Death Cross.
EMA Parameters:
Enable/disable the display of 50 and 200-day EMA.
Color and style settings for EMA.
Options to use bar gaps and the "LookAhead" function.
SMA Parameters:
Enable/disable the display of 50, 100, 150, and 200-day SMA.
Color and style settings for SMA.
Options to use bar gaps and the "LookAhead" function.
Effective use of support and resistance levels, as well as moving averages, requires an understanding of technical analysis, discipline, and the ability to adapt the strategy according to changing market conditions.
(RUS) Данный Pine 5 скрипт предоставляет разнообразные инструменты для настройки и отображения различных уровней поддержки и сопротивления, а также скользящих средних (EMA и SMA) на графиках. Использование этих инструментов является важной стратегией для определения точек входа и выхода из сделок.
Уровни поддержки и сопротивления
Дневные, недельные и месячные уровни поддержки и сопротивления играют ключевую роль в анализе движения цен:
Дневные уровни: Представляют собой цены, на которых криптовалюта имела тенденцию отскакивать в течение текущего торгового дня.
Недельные уровни: Отражают сильные цены, которые сохраняются в течение недели.
Месячные уровни: Указывают на наиболее значимые уровни, которые могут влиять на движение цены в течение месяца.
При торговле криптовалютами трейдеры используют эти уровни для принятия решений о входе в позицию или закрытии сделки. Например, если криптовалюта приближается к недельному уровню сопротивления и не удается его преодолеть, это может стать сигналом для продажи. Если цена достигает дневного уровня поддержки и начинает отскакивать вверх, это может указывать на возможность открытия длинной позиции.
Контекст рынка и объемы торговли также важны при анализе уровней поддержки и сопротивления. Высокий объем при приближении к уровню может подтвердить его значимость и вероятность последующего движения цены. Трейдеры часто комбинируют анализ различных временных рамок для получения более полной картины и улучшения точности своих торговых решений.
Скользящие средние
Скользящие средние (EMA и SMA) являются еще одним важным инструментом в техническом анализе криптовалют:
EMA (Exponential Moving Average): Экспоненциальная скользящая средняя, которая придает большее значение последним ценам. Это позволяет более быстро реагировать на изменения в ценах.
SMA (Simple Moving Average): Простая скользящая средняя, которая равномерно учитывает все цены в заданном периоде.
Основные виды скользящих средних, которые используются трейдерами:
EMA 50 и 200: Часто используются для выявления трендов. Пересечение 50-дневной EMA с 200-дневной EMA называется "золотым крестом" (сигнал на покупку) или "крестом смерти" (сигнал на продажу).
SMA 50, 100, 150 и 200: Эти периоды часто используются для определения долгосрочных трендов и уровней поддержки/сопротивления. Аналогично EMA, пересечения этих средних могут сигнализировать о возможных изменениях тренда.
Группы настроек:
EMA Golden Cross & Death Cross: Настройка для отображения "золотого креста" и "креста смерти" для EMA.
EMA 50 & 200: Настройка для отображения 50-дневной и 200-дневной EMA.
Уровни поддержки и сопротивления: Включает настройки для дневных, недельных и месячных уровней.
SMA 50, 100, 150, 200: Настройка для отображения 50, 100, 150 и 200-дневных SMA.
SMA Golden Cross & Death Cross: Настройка для отображения "золотого креста" и "креста смерти" для SMA.
Компоненты:
Включение/отключение отображения уровней поддержки и сопротивления.
Показ ярлыков уровней.
Параметры для настройки смещения, отображения EMA и SMA, а также их временных интервалов.
Параметры для настройки EMA и SMA Golden Cross & Death Cross.
Параметры EMA:
Включение/отключение отображения 50 и 200-дневных EMA.
Настройки цвета и стиля для EMA.
Опции для использования разрыва баров и функции "LookAhead".
Параметры SMA:
Включение/отключение отображения 50, 100, 150 и 200-дневных SMA.
Настройки цвета и стиля для SMA.
Опции для использования разрыва баров и функции "LookAhead".
Эффективное использование уровней поддержки и сопротивления, а также скользящих средних, требует понимания технического анализа, дисциплины и умения адаптировать стратегию в зависимости от изменяющихся условий рынка.
