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Moving Averages

Dynamic MA Signal SuiteDynamic MA Signal Suite is a powerful trend analysis tool designed for traders who rely on moving averages and visual clarity. Features: ✔ Plots 21, 50, and 200 SMA/EMA with customizable colors ✔ Detects trend conditions: Bullish, Bearish, or Neutral ✔ Candle coloring based on trend for quick visual cues ✔ Background highlights for trend confirmation ✔ Manual alerts for: • Trend changes • MA crossovers (21/50, 50/200) • Price crossing above/below MAs ✔ Trend label pinned to the last candle for guaranteed visibility ✔ Adjustable vertical offset for label positioning
Pine Script® indicator
by pmohareb
Al Brooks Price Action ProIntroduction Al Brooks Price Action Pro v4.0 is an institutional-grade Pine Script indicator designed to faithfully implement the price action trading methodology of Al Brooks. This tool translates complex, discretionary concepts from the "Trading Price Action" books (Trends, Ranges, Reversals) into precise algorithmic signals. The indicator is designed to be a "Head-Up Display" for the serious price action trader. It automates the detection of setups so you can focus on Context and Execution. -------------------------------------------------------------------------------- Signal Reference Guide (Comprehensive Glossary) The indicator displays signal labels directly on the chart using short abbreviations. Below is the complete key to understanding every signal. 1. Trend Pullback Signals (The "With-Trend" Entries) These are the most common signals, designed for entering in the direction of an established trend. H1 / L1 - High 1 / Low 1 The first pullback in a trend. H1 (Bull): First time a bar's high goes above the prior bar's high in a bull pullback. Trigger: Aggressive entry. High failure rate in weak trends. H2 / L2 - High 2 / Low 2 The Gold Standard. A second attempt to resume the trend after the H1/L1 fails. Logic: Counter-trend traders (bears in a bull trend) try once (L1) and fail, then try twice (L2) and fail. When they cover their losses, the trend resumes. H3 / L3 - High 3 / Low 3 Often a wedge bull flag. A third push down in a pullback. Setup: Acts like a wedge pattern within a trend. H4 / L4 - High 4 / Low 4 Rare. If a pullback extends this long, the trend might be transitioning to a trading range. M2B / M2S - MA Two-Legged Pullback M2B (Buy): A two-legged pullback that touches the 20 EMA for the first time. Logic: "Buy the dip" or "Sell the rally" at the average price. Great for beginners. 20GAB - 20 Gap Bar High Probability. Price has stayed above the EMA for 20+ bars (strong trend), and finally touches it. Setup: Bears are exhausted trying to reverse the trend for 20 bars. The first touch of moving average usually finds buyers. BKP - Breakout Pullback Occurs shortly after a strong breakout. Setup: Price breaks out, pulls back slightly (doesn't retrace deep), and then resumes. ------------------------------------------------------------------------------------ 2. Reversal Signals (Counter-Trend) Patterns that suggest the current trend is ending or reversing. MTR - Major Trend Reversal Highest Probability Reversal. Requires 4 distinct steps: Strong Trend Trend Line Break (momentum loss) Test of the Extreme (higher high or lower low) Reversal Signal (the entry) Logic: The trend structure is broken, and the "Second Leg" trap executes. WDG - Wedge Three distinct pushes in a trend channel. Logic: A sustainable trend usually corrects after 3 pushes. A "Rising Wedge" is a bear signal; "Falling Wedge" is a bull signal. 3P - Three Pushes Similar to a wedge, but focuses purely on the "3 drives" pattern in a channel. V-TOP / V-BOT - V-Top / V-Bottom Violent Reversal. Occurs when a trend accelerates vertically (parabolic) and then violently reverses. Logic: The "Climax" exhausts all buyers/sellers instantly. HS - Head & Shoulders Classic reversal pattern. Logic: Left Shoulder, Head (new extreme), Right Shoulder (lower high/higher low failure). ET - Expanding Triangle A chaotic pattern of higher highs and lower lows. Logic: Markets typically reverse after 5 swings in an expanding formation. TCL - Trend Channel Line Overshoot Price breaks through the trend channel line (overshoots) and reverses. Logic: An overshoot is a climax. The reversal back into the channel is the trade. PW - Parabolic Wedge A focused wedge that forms quickly (3-4 bars) often at the end of a climatic move. FBE - Fade Exhaustion Fade Bear/Bull Exhaustion. Logic: A massive "Late Acceleration" bar appears after a long trend. The signal is to fade (go against) this move. FFF - Final Flag Failure A small flag forms late in a trend. The breakout from this flag usually fails and reverses trend. ------------------------------------------------------------------------------------ 3. Trading Range & Limit Order Signals Signals specific to "Buy Low, Sell High" market conditions. TRF - Trading Range Fade Buy Low / Sell High. Logic: Detects if market is in a Trading Range. Signal fires only in the top 20% (Sell) or bottom 20% (Buy). TRF2 - TR Fade 2nd Entry A second attempt to fade the trading range extreme. Higher probability than the first attempt. LMT - Limit Order Setup Institutional Entry. Setup: Buying at the low of the prior bar (in a bull trend). Requires conviction that the trend is strong enough to not stop you out. LMC - Limit Micro Channel Entering on a limit order when a Micro Channel breaks (betting the breakout will fail). FLG - Final Leg The "Final Leg" of a channel structure within a trading range. Betting on the reversal back to the middle. -------------------------------------------------------------------------------------- 4. Bar Patterns & Micro Structures Short-term 1-3 bar patterns found on valid signal bars. 2BR - Two Bar Reversal A strong trend bar followed immediately by a strong bar in the opposite direction. ioi - Inside-Outside-Inside A 3-bar "Breakout Mode" pattern. Price is compressing. Explosive move imminent. ii / iii - Double Inside Bar Two (or three) consecutive inside bars. Extreme compression. "Coiled spring." OB - Outside Bar A bar that completely engulfs the previous bar. Often a trap or a reversal. MDB / MDT - Micro Double Bottom/Top Two consecutive bars with identical (or near identical) lows/highs. A "double bottom" on a 1-bar scale. DBP / DTP - Double Bottom/Top Pullback A pullback that occurs specifically after a Double Bottom or Top pattern. SHVD - Shaved Bar A bar with no tail (shaved head/bottom). Indicates extreme urgency/momentum. FW - Failed Wedge A wedge pattern that broke out but immediately failed and reversed. MW - Micro Wedge A tiny wedge pattern formed by 3 consecutive bars. DBF / DTF - Double Bottom/Top Flag A continuation pattern. A flag that looks like a double bottom/top but functions as a trend resumption setup. BKT - Breakout Test Price breaks a specific level (like a swing high) and comes back to test it perfectly before resuming. DL - Dueling Lines Confluence. Signal occurs at a zone where multiple support levels (EMA, Trend Line, Prior Low) intersect. -------------------------------------------------------------------------------------- Dashboard Guide The glassmorphism dashboard (top-right) gives you a health check of the market. Here is how to read it: Always-In: LONG / SHORT: The dominant direction. Stick to signals that match this color. Neutral: Market is confused/choppy. Stand aside. Trend: BULL / BEAR: Clear trending behavior. RANGE: Market is going sideways. Use TRF signals; ignore H1/H2 trend signals. Micro Channel: Bull/Bear: Price is in a "Micro Channel" (4+ bars without a pullback). DO NOT FADE. Wait for the micro channel to break before taking counter-trend trades. Barbwire: AVOID: Major warning. The market is in a tight "Barbwire" trading range (dojis, overlapping bars). Most signals here will fail. Stop trading until it clears. Signal Quality: 0-100% Score: The algorithm's confidence in the last signal. > 80%: High conviction (Strong trend context, good signal bar, rejection tails). < 50%: Weak signal (likely into resistance, bad signal bar, counter-trend). ---------------------------------------------------------------------------- Visual Elements Legend Colors: Green/Cyan: Bullish elements. Red/Pink: Bearish elements. Amber/Orange: Warnings (Traps, Climaxes). Gray: Neutral contexts. Markers: ⊘ (H1/L1/H2/L2): TRAP WARNING. This is NOT a signal to enter. It warns you that a standard setup is forming in the wrong context (e.g., selling a Low 1 in a strong Bull Trend). ⚡BC / ⚡SC: Buy/Sell Climax. The market has moved too far, too fast. Expect a pullback or pause. ◈: Trading Range Zone or important Price Action marker. ------------------------------------------------------------------------------------ Strategy "Cheatsheet" Scenario A: Strong Bull Trend (Green Background / Always-In Long) Look for: H1, H2, 20GAB, M2B. Ignore: All Sell signals (MTR, WDG) unless they have "Two Reasons" (double confirmation). Stop Loss: Below the signal bar low. Scenario B: Trading Range (Gray Background / Dashboard "RANGE") Look for: TRF (Trading Range Fade), TRF2. Strategy: Sell high (red zone), Buy low (green zone). Quick Profits: Scalp out quickly; do not hold for home runs. Scenario C: Trend Reversal (Looking for Tops/Bottoms) Look for: MTR, WDG, V-TOP. Confirmation: Wait for a strong Signal Bar (good body, closing near extreme). Trap: Don't short a strong bull trend just because it's "high." Wait for the Double Top or MTR. -------------------------------------------------------------------------------------- Disclaimer : This tool assumes you have a basic understanding of Al Brooks' glossary. It aids in real-time identification but does not replace trader discretion. Past performance is not indicative of future results.
Pine Script® indicator
by vishnuv
5
Yivgeny Decision ScoreYivgeny Decision Score is a technical indicator that provides two objective scores (0–10) to support trading decisions: ENTRY Score – evaluates the quality of a potential entry HOLD Score – evaluates whether to hold or exit an existing position The score is based on trend direction (SMA150), EMA20 behavior, volume confirmation, MACD momentum, breakout or bounce signals, and price action structure. Designed for discretionary traders who want a clear, rule-based decision aid without automatic buy/sell signals.
Pine Script® indicator
by Yivgeny
SuperSqueeze 2.0 - Supertrend Indicator with Buy/Sell SignalsSuperSqueeze 2.0 — Supertrend Indicator with Buy/Sell Signals A clean, customizable Supertrend indicator for identifying trend direction and reversal points. Uses ATR-based dynamic support/resistance levels that trail price action. HOW IT WORKS: - Green line = Uptrend (price above support) - Red line = Downtrend (price below resistance) - Buy/Sell labels appear on trend flips FEATURES: - Adjustable ATR period and multiplier (default: 10, 3.0) - Two ATR calculation methods (standard or SMA-based) - Optional trend highlighting fill - Built-in alerts for trend changes BEST FOR: - Trend following entries and exits - Trailing stop-loss placement - Filtering trades in the dominant direction - Works on any timeframe and instrument (futures, stocks, crypto, forex) DEFAULT SETTINGS: ATR 10, Multiplier 3.0 — adjust multiplier higher for fewer signals, lower for more sensitivity. DM for access
Pine Script® indicator
by PineProfits
KP Support ResistneSummary for TradingView Publication: Demand and Supply Indicator The Demand and Supply Indicator automatically identifies and plots high-probability supply and demand zones on your chart, eliminating the need for manual zone drawing. These zones represent areas where institutional buying or selling previously caused significant price movements, making them critical for predicting future price reactions and reversals. ​ Key Features Automated Zone Detection: The indicator uses price action analysis to identify where aggressive buying creates demand zones (support) and aggressive selling creates supply zones (resistance) ​ Multi-Timeframe Support: Works seamlessly across all timeframes — from 1-minute scalping to daily swing trading — providing consistent zone visibility regardless of chart view ​ Zone Quality Scoring: Evaluates and scores each zone based on strength, freshness, and institutional activity to highlight the most reliable trading opportunities ​ Visual Clarity: Supply zones appear above price (typically red), demand zones below price (typically green), with customizable colors and line thickness to match your charting style ​ Alert System: Set up notifications for when price approaches or interacts with key zones, ensuring you never miss potential trade setups ​ ​ Trading Applications This indicator excels in multiple trading strategies: ​ Identifying reversal points at untested zones Planning trend continuation entries during pullbacks to demand (uptrends) or rallies to supply (downtrends) Setting logical stop-loss levels below demand or above supply zones Combining with other indicators like RSI, MACD, or volume for enhanced confirmation ​ Why Use This Indicator Supply and demand zones frequently mark strong turning points due to institutional order flow, often detecting reversals earlier than lagging indicators. The indicator works across all markets including forex, crypto, stocks, and futures, providing clear entry/exit points and natural risk-defined trade structures. ​
Pine Script® indicator
by SRHSTOCKS
HMA Fibo Trend RibbonHMA Fibo Trend Ribbon - Fibonacci Trend Indicator 📊 Indicator Description This is a trend indicator based on the harmony of Fibonacci numbers. The indicator uses seven Hull Moving Averages with periods corresponding to the Fibonacci sequence: 8, 13, 21, 34, 55, 89, 144. This mathematical harmony allows the indicator to perfectly align with natural market cycles and wave structures. 🎯 Fibonacci Philosophy in Market Analysis The Fibonacci sequence is not just a set of numbers, but a fundamental pattern found in nature, art, and financial markets. Using these periods provides: Natural alignment with market cycles Multifractal analysis (covering different wave levels) Harmonious interaction between timeframes Universal application across all timeframes 🔧 Indicator Settings Visual Settings: Show Main Line - Show main line (HMA 144 - golden ratio) Show Ribbon Lines - Show the remaining 6 Fibonacci lines Show Trend Change Labels - Show trend change labels Show Info (Trend %) - Show info label with trend percentage Ribbon Opacity - Ribbon transparency (0-100%) 🎨 Visualization of Fibonacci Structure Color Harmony: Each HMA line corresponds to a specific Fibonacci level Collective movement creates the "Fibonacci Ribbon" Color differentiation based on direction Info Label: Displays consensus of 7 Fibonacci levels Percentage ratio of bullish/bearish lines Color coding of the trend 📊 Interpretation of Fibonacci Signals Consistency Levels: 7/7 lines in one direction - Perfect Fibonacci harmony 5-6/7 lines - Strong trend 3-4/7 lines - Consolidation/transition phase 0-2/7 lines - Opposite trend 🚀 Advantages of Fibonacci Approach Natural harmony with market cycles Universal - works on any asset and timeframe Predictive power - anticipates reversal zones Period synergy - signal amplification when aligned Minimal lag - HMA responds better than regular MAs ⚡ Implementation Features Technical Details: Algorithm: Hull Moving Average (optimized for speed) Periods: Pure Fibonacci sequence Calculation: Consensus of 7 harmonic levels Visualization: Intuitive color scheme Performance: Optimized for TradingView Minimal system load Support for all chart types ⚠️ Usage Recommendations Combine with other Fibonacci tools Verify signals on different timeframes Use for trade entry filtering Test on historical data before live trading ✍️ Author: A-Swift 📅 Version: 1.0 Fibonacci 🔗 Code: Open Source (MPL 2.0) 🧮 Basis: Fibonacci Sequence (8, 13, 21, 34, 55, 89, 144) Fibonacci Fact: The number 144 in the Fibonacci sequence is the square of its ordinal number (12²) and represents perfect harmony in market cycles. This makes the HMA with period 144 particularly significant for determining the main trend.
Pine Script® indicator
by A-Swift
Trend Pro📊 Trend Pro – Multi-Trend & Market Structure Indicator Trend Pro is a professional non-repainting trend analysis and market structure indicator for TradingView, built for traders who prioritize clarity, structure, and trend alignment over noise and over-optimization. It combines trend-following indicators, momentum confirmation, and price-action market structure into a single, well-organized system—designed to support disciplined, rule-based trading analysis across all markets and timeframes. 🔹 Core Capabilities 📈 Trend Identification & Direction Supertrend indicator with adaptive visual trend cloud Fast & Slow EMA trend cloud for short-term momentum 200 EMA trend direction with optional multi-timeframe confirmation Optional 50 EMA and 100 EMA overlays 200 DMA for long-term market bias 🔁 Trend Transition Markers (Visual Confirmation Only) EMA crossover markers Supertrend directional transitions 200 EMA trend flips These markers provide contextual trend confirmation and are intended strictly for analysis—not trade execution. 🧠 Advanced Market Structure & Price Action Higher High (HH) Higher Low (HL) Lower High (LH) Lower Low (LL) Automatically derived Support & Resistance levels based on confirmed market structure pivots All structure levels are calculated using confirmed pivot logic, ensuring non-repainting behavior. 🎛 Customization & User Interface Independent toggles for each analytical module Adjustable lengths, colors, and visual styles Separate controls for trend indicators, structure labels, and support/resistance levels Clean, distraction-free chart presentation Designed for traders who value precision, readability, and professional chart layout. 🔔 Alert System Trend EMA direction changes Supertrend transitions Alerts highlight trend shifts and structural changes, not buy or sell signals. ✅ Suitable For Discretionary traders Swing and positional traders Intraday market analysis Multi-timeframe trend assessment Crypto, Stocks, Forex, Indices, and Commodities ❗ Disclaimer This indicator is provided for educational and analytical purposes only. It does not constitute financial advice, investment recommendations, or guaranteed trading outcomes. Users must apply their own analysis, judgment, and risk management. ⭐ Why Choose Trend Pro? ✔ Confirmed non-repainting market structure logic ✔ Professional-grade trend analysis framework ✔ Clear, uncluttered, and performance-friendly visuals ✔ Built for consistency, discipline, and long-term use ✔ Fully compliant with TradingView Store guidelines (Pine Script v6) Trend Pro helps you interpret market behavior with clarity—so you can trade with structure, not emotion.
Pine Script® indicator
by All_in_Traders
Kuber Zones and LevelsKuber Zones and Levels is a professional market-structure and level-mapping indicator designed for traders who focus on price behavior, balance zones, and higher-timeframe context. The indicator dynamically maps key price areas, market equilibrium regions, and extended levels using completed market cycles, helping traders identify important reaction zones across intraday and positional timeframes. Key Highlights Multi-Timeframe Market Zones Automatically plots important bullish, bearish, and equilibrium regions derived from completed market cycles. Confirmed & Stable Levels All zones and levels are calculated using confirmed data only. Once formed, they remain stable and do not repaint. Advanced Level Mapping Displays extended price levels aligned with the same market cycle used for zones, maintaining structural consistency. Dynamic Price Channels Adaptive bands that respond to changing market conditions and volatility. Trend Structure Visualization Clean, smoothed price representation to help identify directional bias and market rhythm.
Pine Script® indicator
by sachinyeola747
Buy Sell Triple ConfirmationA clean, powerful trend confirmation tool that uses three conditions—arrow, candle color, and background color—to identify high-probability buy and sell signals. Includes dynamic visuals, alerts, and customizable settings. Buy Sell Triple Confirmation helps traders make confident decisions by combining three visual confirmations for trend strength: Arrow Signal (Buy/Sell marker) Candle Color (matches trend) Background Color (trend zone) When all three align: 3 Green = Buy 3 Red = Sell This triple confirmation approach reduces false signals and improves trade accuracy. Features: Dynamic background with adjustable transparency Candles match trend color for quick analysis Optional Buy/Sell signal markers Trend label showing Bullish, Bearish, or Neutral Alerts for confirmed buy and sell signals
Pine Script® indicator
by pmohareb
0DTE Credit-Spread Morning FilterUPDATE: NATIVE ALERTS ADDED! You asked, we delivered. You no longer need to sit and stare at the dashboard waiting for a green signal. 1. New "Trade Entry Signal" Alert: I have added a custom alert condition to the code. This triggers the exact moment the dashboard flips from "NO TRADE" to "GREEN" (Strategy Found). 2. How to set it: Simply click the "Create Alert" button (clock icon) in TradingView, select this indicator, and choose "Trade Entry Signal" from the list. Now you can get notified on your phone or desktop instantly when the market conditions align for a 0DTE play. Happy Trading!
Pine Script® indicator
by oXXo1
2
VWAP roller autoBrief Description VWAP Roller Auto is a TradingView Pine Script indicator that combines a rolling (resetting) Volume Weighted Average Price (VWAP) with dozens of dynamic support/resistance levels derived from Gann's Square of 9 principles. The VWAP resets periodically (automatically or manually) starting from a user-defined session open time, and the Gann levels "roll" with it, creating an adaptive grid of potential price reaction zones. It's designed for intraday trading and overlays directly on the price chart. Key Features Rolling VWAP with Custom Session Start VWAP calculation restarts at configurable session open (default 8:30 CST, using proper Chicago timezone handling). Auto-Adaptive Period Selection Automatically chooses the VWAP reset period (from 2 min up to 48 hours) based on current volatility (ATR + realized range). Targets a user-defined spacing (~0.08% by default) between consecutive VWAPs to keep the grid relevant to market conditions. Falls back to manual period if disabled. Gann Square of 9 Levels Generates ~8 pairs of resistance (R) and support (S) levels above/below the current rolling VWAP using octave-based increments. Two increment modes: Points mode — fixed point steps that double octavely (e.g., 0.305, 0.610, 1.22, 2.44, etc.). Percent mode — percentage steps scaled so the middle octave aligns near 0.025% for finer resolution on lower-priced assets. Visual Enhancements Colored fills between key level groups (e.g., inner ±0.25 octave in blue, ±1–2 octave zones in gray, higher extremes in yellow/red). Labels on the right side marking important zones ("low", "normal", "high", "3/4 - ps1", "extreme - ps2"). Central VWAP line (customizable color and offset). Table showing current period length and whether auto mode is active. Non-Timeframe Friendly Works on range bars, Renko, etc., using fallback settings when timeframe is non-standard. Use Cases Intraday Support/Resistance Trading Treat the rolling VWAP as fair value and use the Gann-derived levels as dynamic zones for potential reversals, breakouts, or mean reversion. Scalping and Day Trading Auto-period ensures the grid spacing matches current volatility — tighter levels in quiet markets, wider in volatile ones — ideal for futures (ES, NQ), crypto, or forex. Zone-Based Entries/Exits Buy near labeled support zones (e.g., "low" or "normal" volatility bottoms) when price trades below VWAP. Sell/short near resistance zones in overbought conditions. Watch for hits of "extreme" zones (±8 octave) as potential strong reversal signals. Confluence Tool Combine with order flow, volume profile, or other indicators; the colored fills highlight "value areas" similar to market profile concepts but anchored to a rolling VWAP. In short, VWAP Roller Auto provides a sophisticated, self-adjusting Gann-inspired grid that moves with the market's fair value, helping traders identify high-probability reaction zones throughout the trading session.
Pine Script® indicator
by surfchaser
5
SCOTTGO - MOMO RVOL Trend Painter V2 (Elite Pro)SCOTTGO - MOMO RVOL Trend Painter V2 (Elite Pro) This professional-grade trend-following indicator identifies high-probability "Elite" entry points by combining Relative Volume (RVOL) with strict trend alignment and momentum filters. It is designed to filter out market noise and highlight only the most significant institutional moves. Core Features Elite Signal Logic: Triggers only when high RVOL (default >2.0x) aligns with a confirmed trend (Price vs. VWAP & 9EMA) and positive momentum (RSI & MACD). Dynamic Bar Coloring: Instantly paints bars Green (Bullish) or Red (Bearish) when all "Elite" criteria are met. Smart Labeling: Labels are corner-anchored to the left of the signal bar. This prevents visual clutter and ensures labels never obstruct new price action. Detailed Tooltips: Hover over any "Elite" flag to see a comprehensive breakdown of the specific metrics (RVOL value, Trend status, RSI, and MACD) that triggered the signal. Key Components RVOL Threshold: Adjustable sensitivity to volume spikes. Trend Filter: Optional requirement for price to stay above/below VWAP and the 9EMA. Momentum Filters: Integrated RSI and MACD confirmation to avoid "exhaustion" trades. Visual Customization: Full control over label spacing, colors, and opacity. How to use: Look for the ⭐ ELITE flags as confirmation for trend continuation or high-volume breakouts. Use the triangles for precise candle entry points. Disclaimer: Technical analysis tools are for informational purposes only. Trading involves significant financial risk.
Pine Script® indicator
by SCOTTGO
Debye-Einstein Trend Oscillator [Dual Mode] | IkkeOmarDebye-Einstein Trend Oscillator Indicator Settings Guide Visual Settings View Mode: Switches the chart display. Select "Standard Flow" to see the raw physics energy bars and crossover lines. Select "Trend Diff (MACD)" to see the histogram that highlights momentum shifts and chaos spikes. Physics Engine Trend Lookback: Defines the "Mass" of the trend. This sets the long-term baseline (default 1500 bars). Higher values filter out noise and focus only on macro-cycles; lower values make the system faster but noisier. Chaos Threshold (%): Controls the trigger for the Einstein (Chaos) state. Set to 95, only the top 5% of highest-energy volume events will trigger the vertical white spikes. Lowering this value makes the system more sensitive to volatility. Flow Moving Averages MA Type: Choose between SMA (Simple) or EMA (Exponential) for the smoothing calculation. Fast / Slow Length: These settings determine the sensitivity of the momentum logic. The difference between these two lengths creates the histogram in "Trend Diff" mode. 1. Concept & Theoretical Basis This script applies principles from Solid State Physics—specifically the Debye and Einstein models of specific heat capacity—to financial market trend analysis. The core hypothesis is that market trends behave like physical lattices: Low Energy State (Debye Model): The market moves in a coordinated, wave-like manner (phonons). Trends are sustainable and correlated. High Energy State (Einstein Model): The market becomes chaotic. Individual participants (atoms) vibrate independently and violently. This represents capitulation or euphoria. We model "Price" as the position of particles and "Volume × Range" as the thermal energy (Temperature) entering the system. 2. Implementation Models We constructed the oscillator using three primary physical components: A. The Trend Vector (Mass) We assume the "Mass" of the market is its inertia relative to a long-term baseline. Model: Distance from a 1500-period SMA, normalized by ATR. Assumption: Price deviation from a deep baseline indicates the magnitude of the trend "force." B. Thermodynamics (Temperature) We define "Work" as Volume * True Range. Temperature (T): The Percentile Rank of this Work over the lookback period (1500 bars). Assumption: High volume combined with high range equals high thermal energy. C. The Dual Regimes (Amplifiers) This is the engine of the script. We apply a scalar multiplier to the Trend Vector based on the current Temperature (T). Debye Regime (Sustainable): When T is below the critical threshold (95%), we use a polynomial function (T^2). This mimics the Debye T^3 law where energy scales smoothly. Effect: Smoothly amplifies standard trends. Einstein Regime (Chaos): When T breaches the critical threshold (95%), we switch to an exponential function derived from the Einstein Solid model. Effect: Creates massive vertical spikes during trend exhaustions or breakouts. 3. Code Explanation The Physics Scalars debye_amp(t) => 1.0 + (math.pow(t, 2) * 5.0) Defines the sustainable state multiplier. Squaring the temperature t creates a non-linear but smooth response curve that gradually increases with volatility. einstein_amp(t) => 1.0 + ((1.0 / (math.exp(1.0 / t_safe) - 1.0)) * 15.0) Deep Dive: This function applies the Bose-Einstein distribution formula (1 / (e^(1/T) - 1)). The Physics: In quantum mechanics, this formula calculates the occupancy of energy states. At low temperatures, the value is effectively zero (the "frozen" state). The Function: As our market "Temperature" (T) rises, the denominator shrinks, causing the output to grow exponentially. The Result: This mathematically forces the system to ignore low-volatility noise but react explosively once the "Boiling Point" is reached, creating the vertical spikes seen on the chart. is_einstein = (T * 100) >= thresh_einstein A boolean check that determines if the current market energy (Temperature) has exceeded the user-defined chaos threshold (default 95%). physics_scalar = is_einstein ? einstein_amp(T) : debye_amp(T) The regime switch. If the threshold is breached, the system applies the exponential Einstein scalar; otherwise, it applies the polynomial Debye scalar. Trend Differentiation Logic final_flow = trend_vector * physics_scalar Calculates the primary oscillator value by multiplying the directional Trend Vector (Mass) by the active Physics Scalar (Energy). diff_val = ma_fast - ma_slow Calculates the momentum of the flow itself by subtracting the Slow Moving Average from the Fast Moving Average. This creates the MACD-style histogram. 4. Visual Reporting & Chart Analysis Referring to the generated charts (Trend Diff Mode): The Histogram: Represents the diff_val (Fast MA - Slow MA). Cyan/Pink: Standard trend momentum (Debye mode). White Spikes: These represent the Einstein Threshold (Chaos). These spikes generally appear at local bottoms or explosive breakout points, confirming that "Temperature" has exceeded the 95th percentile. Zero Line: Crossing the zero line implies the trend momentum has shifted (Fast MA crossed Slow MA). 5. Assumptions & Limitations A. The "Always in Trend" Bias The "Trend Diff" mode calculates the delta between two moving averages of the flow. Risk: MAs are laggy by definition. By using a 200/500 MA combo on the oscillator, we are smoothing the data significantly. Consequence: In a ranging market, the MAs will converge near zero. However, if a sudden burst of Volume enters (Temperature rises) without price moving much, the Einstein scalar will trigger. This may amplify a small move into a large signal, implying a trend where there is only volatility. B. Lag The lookback period is 1500 bars. This is a "Macro" trend system. It will not react quickly to short-term reversals unless the Volume/Range shock is massive enough to trigger the Einstein scalar immediately. Example "physics values" In the Standard Flow view, the vertical columns represent the raw energy of the trend—Teal and Red bars indicate normal, sustainable market movement (Debye state), while bright Lime and Fuchsia bars signal chaotic, high-volatility events (Einstein state). The height of these bars shows the combined strength of price direction and volume. Overlaying these columns are two moving averages, a fast Blue line and a slow Red line, which smooth out this data to show the underlying momentum. When the Blue line crosses the Red line, it signals a shift in the trend's direction, while the color of the bars warns you if that move is stable or nearing exhaustion.
Pine Script® indicator
by IkkeOmar
4