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BW by readCrypto Hello, traders. If you "Follow", you can always get new information quickly. Please also click "Boost". Have a nice day today. ------------------------------------- BW indicator is an indicator that displays StochRSI, MACD, OBV, and superTrend indicators integrated. The BW(100) indicator is created when - StochRSI indicator is 50 or higher, - MACD indicator's haMSignal > haSSignal, - OBV indicator rises above the previous high, - superTrend indicator rises above the Sell line The above conditions are met and it falls. The BW(0) indicator is created when - StochRSI indicator is below 50, - MACD indicator is haMSignal < haSSignal, - OBV indicator falls below the previous low, - superTrend indicator falls below the Buy line The above conditions are satisfied and it rises. - (Interpretation method) Accordingly, the creation of the BW(100) indicator can be interpreted as meaning that it has fallen from the high point range. Therefore, the point where the BW(100) indicator is created is likely to be the resistance point. The creation of the BW(0) indicator can be interpreted as meaning that it has risen from the low point range. Therefore, the point where the BW(0) indicator is created is likely to be the support point. - Since this BW indicator includes the OBV indicator that refers to the trading volume, it cannot be used on index charts that do not display the trading volume. I think intuition is important when trading. I think that indicators like this, which are displayed on the price candles, that is, indicators that show support and resistance points, increase intuitiveness when trading. - Thank you for reading to the end. I hope you have a successful trade. -------------------------------------------------- 안녕하세요? 트레이더 여러분, 반갑습니다. "팔로우"를 해 두시면, 언제나 빠르게 새로운 정보를 얻으실 수 있습니다. "부스트" 클릭도 부탁드립니다. 오늘도 좋은 하루되세요. ------------------------------------- BW 지표는 StochRSI, MACD, OBV, superTrend 지표를 통합하여 표시한 지표입니다. BW(100) 지표의 생성은 - StochRSI 지표가 50 이상, - MACD 지표의 haMSignal > haSSignal, - OBV 지표가 이전 고점 이상 상승, - superTrend 지표가 Sell선 이상 상승 위의 조건이 만족한 상태에서 하락하게 되면 생성됩니다. BW(0) 지표의 생성은 - StochRSI 지표가 50 이하, - MACD 지표가 haMSignal < haSSignal, - OBV 지표가 이전 저점 이하로 하락, - superTrend 지표가 Buy선 이하로 하락 위의 조건이 만족한 상태에서 상승하게 되면 생성됩니다. - (해석 방법) 이에 따라서, BW(100) 지표가 생성되었다는 의미는 고점 구간에서 하락하였다는 의미로 해석할 수 있습니다. 그러므로, BW(100) 지표가 생성된 지점이 저항 지점이 될 가능성이 높습니다. BW(0) 지표가 생성되었다는 의미는 저점 구간에서 상승하였다는 의미로 해석할 수 있습니다. 그러므로, BW(0) 지표가 생성된 지점이 지지 지점이 될 가능성이 높습니다. - 이 BW 지표는 거래량를 참고하는 OBV 지표가 포함되어 있기 때문에 거래량 표시가 없는 지수 차트에서는 사용할 수 없습니다. 거래시에는 직관성이 중요하다고 생각합니다. 이렇게 가격 캔들 부분에 표시된 지표, 즉, 지지와 저항 지점을 표시하는 지표는 거래시 직관성을 높여 준다고 생각합니다. - 끝까지 읽어주셔서 감사합니다. 성공적인 거래가 되기를 기원입니다. --------------------------------------------------
Pine Script™ indicator
by readCrypto
Bad resumption from effortThis simple and clear indicator is designed for those of you who trade from levels. I expect a bad resumption of the attacking side at the level. To do this, I need to see the effort (usually a bar with a large spread and volume). We repaint such bars in white. Next, in the body of this bar (from low to high), I want to see bad resumption - a decrease in volumes and spreads of bars. I need to know the size of these bars as a percentage of the price. Instead of a ruler, I use marks above the bars, where the size of such bars is written, if the bar meets the following criteria. Green bars - from 0 to 0.35%. Blue bars - from 0.36% to 0.45%. You can change all the colors in the settings depending on your color scheme. This indicator does not provide an entry point )) It simplifies the decision-making process based on a bad resumption from effort. Good luck! In Russian - Этот простой и наглядный индикатор призван для тех из вас, кто торгует от уровней. Я ожидаю на уровне плохое возобновление атакующей стороны. Для этого мне необходимо увидеть усилие (это как правило бар с большим спредеом и объемом). Такие бары мы перекрашиваем в белый цвет. Далее в теле этого бара (от лой до хай) я хочу видеть плохую возобновляемость - снижение объемов и спредов баров. Мне нужно узнать размер этих баров в процентах от цены. Вместо линейки я использую метки над барами, где прописан размер таких баров, если бар соответствуют следующим критериям. Зеленые бары - от 0 до 0.35%. Синие бары - от 0.36% до 0.45%. Все цвета ты можешь изменить в настройках в зависимости от твоей цветовой схемы. Этот индикатор не дает точки входа )) Он упрощает процесс принятия решения на основе плохого возобновления от усилия.. Удачи!
Pine Script™ indicator
by Everyday_Trader_X
MTF- Standard Deviation ChannelWhat Is Standard Deviation? Standard deviation is a statistical measurement that looks at how far individual points in a dataset are dispersed from the mean of that set. If data points are further from the mean, there is a higher deviation within the data set. It is calculated as the square root of the variance. Key Takeaways: Standard deviation measures the dispersion of a dataset relative to its mean. It is calculated as the square root of the variance. Standard deviation, in finance, is often used as a measure of the relative riskiness of an asset. A volatile stock has a high standard deviation, while the deviation of a stable blue-chip stock is usually rather low. Standard deviation is also used by businesses to assess risk, manage business operations, and plan cash flows based on seasonal changes and volatility. Source: Investopedia --------------- UPDATE --------------- The deviation is calculated automatically. (via stdev function). -- The targeted timeframe is available in the options (recalculation cycle). -- If the selected security is a contract the number of days before expiration is automatically managed, otherwise it will use the 'default' options. ---------------------------------------
Pine Script™ indicator
by RVD-Projects
1
FAISAL RAHMAN SIDIKTrading minyak (oil) adalah aktivitas membeli dan menjual minyak mentah atau aset terkait untuk mendapatkan keuntungan dari fluktuasi harga pasar. Trading minyak merupakan salah satu instrumen populer karena volatilitasnya yang tinggi dan peluang profit yang besar. Karakteristik trading minyak Minyak merupakan bahan bakar dan bahan baku industri dunia, sehingga memiliki permintaan yang besar. Pergerakan harga minyak yang volatil menjadikannya sebagai komoditi dengan volume transaksi perdagangan tertinggi. Harga minyak dipengaruhi jumlah produksi, jumlah ekspor, dan berbagai isu politik ataupun hambatan produksi. Cara trading minyak Melalui kontrak berjangka, di mana Anda setuju untuk menukar sejumlah minyak pada harga tertentu pada tanggal tertentu. Melalui ETF minyak, yaitu dana yang diperdagangkan di bursa yang berinvestasi di perusahaan minyak. Tips trading minyak Trading minyak memiliki keuntungan dan risiko yang perlu dipertimbangkan. Trading minyak dapat dilakukan secara online dengan broker resmi di bawah Kementrian Pedagangan. Volatilitas minyak dapat menghasilkan keuntungan yang substansial dalam jangka pendek, terutama bagi mereka yang terampil dalam analisis pasar dan manajemen risiko.
Pine Script™ indicator
by Ardan1881
Cycle Momentum with VWAPStrategy Overview Use of VWAP: VWAP (Volume Weighted Average Price) is the average price over a specific period, weighted by volume. It helps traders understand the price trend. The strategy uses VWAP as a benchmark to determine whether the current price is above or below it. Momentum Calculation: Momentum is calculated as the difference between the current price and a specified past price. This difference is multiplied by 2 to emphasize the change in magnitude. If momentum is positive, it indicates an uptrend; if negative, it indicates a downtrend. Cycle Identification: The cycle is modeled using a sine function to capture periodic price movements. This helps identify cyclical fluctuations in price and detect trend changes. Signal Generation: Buy Signal: Generated when Cycle Momentum crosses above the zero line, suggesting the beginning of an uptrend. Sell Signal: Generated when Cycle Momentum crosses below the zero line, suggesting the beginning of a downtrend. Visual Representation: When signals are generated, green labels (for buy signals) and red labels (for sell signals) are displayed on the chart. Additionally, band lines are drawn at the signal points for easier visual confirmation. Usage Entry: When a buy signal occurs, a long position can be taken, and when a sell signal occurs, a short position can be taken. Trend Confirmation: Since VWAP serves as a benchmark, prices above VWAP indicate a bullish trend, while prices below indicate a bearish trend. Important Notes Backtesting: It’s crucial to backtest this strategy on historical data before applying it in live trading to assess performance. Risk Management: When trading based on signals, it's important to implement proper risk management, including setting stop-loss and take-profit points. このコードは、VWAP（Volume Weighted Average Price）とCycle Momentumを用いてトレードシグナルを生成するインジケーターです。以下に、このインジケーターの戦略の要点を説明します。 戦略の要点 VWAPの使用: VWAPは、特定の期間の平均価格をボリュームで加重したもので、トレーダーが価格のトレンドを把握するのに役立ちます。VWAPを基準にして、現在の価格がVWAPよりも上か下かを判断します。 モメンタムの計算: モメンタムは、現在の価格と指定された過去の価格との差を計算します。この差を2倍することで、変化の幅を強調しています。モメンタムがプラスであれば上昇トレンド、マイナスであれば下降トレンドと考えます。 サイクルの識別: サイクルは、サイン関数を使用して周期的な動きをモデリングします。これにより、価格の周期的な変動を捉え、トレンドの変化を特定します。 シグナルの生成: 買いシグナル: Cycle Momentumがゼロラインを上回るときに生成されます。これは、上昇トレンドの開始を示唆します。 売りシグナル: Cycle Momentumがゼロラインを下回るときに生成されます。これは、下降トレンドの開始を示唆します。 視覚的表示: シグナルが発生した際に、緑色のラベル（買いシグナル）や赤色のラベル（売りシグナル）がチャート上に表示されます。また、シグナルの発生位置に帯状の線を描画することで、視覚的に確認しやすくしています。 利用方法 エントリー: 買いシグナルが発生したらロングポジションを取り、売りシグナルが発生したらショートポジションを取ることができます。 トレンドの確認: VWAPが現在の価格の基準となるため、VWAPを価格が上回る場合は強気、下回る場合は弱気のトレンドと見なすことができます。 注意点 バックテスト: この戦略を実際に取引に適用する前に、過去のデータでバックテストを行い、パフォーマンスを確認することが重要です。
Pine Script™ indicator
by okinawan21
CSR Ultimate (Final)This indicator calculates and displays a "Candle Strength Ratio" (CSR) to help you gauge bullish versus bearish momentum on a given timeframe. Here’s what it does: *Multiple Calculation Methods:* *You can choose among three different methods:* -Classic CSR: Compares the difference between the upper and lower parts of the candle relative to its total range. -Weighted Body CSR: Gives more weight to the candle’s body relative to its wicks. -Close-Focused CSR: Focuses on the net movement from open to close relative to the full range. *Optional Enhancements:* The indicator allows you to enable additional features to refine it: -Volume Weighting: Adjusts the CSR based on the ratio of current volume to a moving average of volume, so a candle on higher-than-average volume might carry more weight. -ATR Normalization: Normalizes the CSR using the Average True Range (ATR) to account for market volatility. -Multi-Bar Averaging: Averages the CSR over a specified number of bars to smooth out noise. -RSI Filter: Optionally checks an RSI condition (bullish if RSI > 50 or bearish if RSI < 50) to help filter out signals that might not be supported by overall momentum. *Visual and Alert Features:* The indicator plots the CSR line with color coding (green for bullish, red for bearish) and draws horizontal threshold lines. It also adjusts the chart background color when the CSR exceeds defined bullish or bearish levels and provides alerts when these thresholds are crossed.
Pine Script™ indicator
by PlayerZeroe
MT-Turnover.IndicatorMT-Turnover Indicator – Market Liquidity & Activity Gauge Overview The MT-Turnover Indicator is a TradingView tool designed to measure market liquidity and trading activity by tracking the turnover rate of a stock. It calculates the turnover percentage by comparing the trading volume to the number of outstanding shares, providing traders with insights into how actively a stock is being traded. By incorporating a moving average (MA) of turnover and a customizable high turnover threshold, this indicator helps identify periods of increased market participation, potential breakouts, or distribution phases. Key Features ✔ Turnover Rate Calculation – Expresses turnover as a percentage of outstanding shares ✔ Customizable Moving Average (MA) for Trend Analysis – Smoothens turnover fluctuations for better trend identification ✔ High Turnover Level Alert – Marks periods when turnover exceeds a predefined threshold ✔ Histogram Visualization – Shows turnover dynamics with clear green (above MA) and red (below MA) bars ✔ High Turnover Signal Markers – Flags exceptionally high turnover events for quick identification How It Works 1. Turnover Rate Calculation • Formula:  • Configurable Outstanding Shares (in millions) to match the stock being analyzed 2. Turnover Moving Average (MA) for Trend Analysis • A simple moving average (SMA) of turnover is calculated over a user-defined period (default: 20 days) • Green bars indicate turnover above MA, suggesting increased activity • Red bars indicate turnover below MA, signaling lower participation 3. High Turnover Threshold • Users can set a high turnover level (%) to mark exceptionally active trading periods • When turnover exceeds this level, a red triangle marker appears above the bar 4. Reference Line & Informative Table • A dashed red reference line marks the high turnover threshold • A floating table in the top-right corner provides a quick summary How to Use This Indicator 📈 For Breakout Traders – High turnover can indicate strong buying interest, often preceding breakouts 📉 For Risk Management – Spikes in turnover may signal distribution phases or panic selling 🔎 For Liquidity Analysis – Helps gauge how liquid a stock is, which can impact price stability Conclusion The MT-Turnover Indicator is a powerful tool for identifying periods of high market activity, helping traders detect potential breakouts, reversals, or strong accumulation/distribution phases. By visualizing turnover with a moving average and customizable threshold, it provides valuable insights into market participation trends. ➡ Add this indicator to your TradingView chart and improve your liquidity-based trading decisions today! 🚀
Pine Script™ indicator
by youys
MFI Trend & Volatility Candle Chart🎯 Key Features: - Incorporates Money Flow Index (MFI) with multi-timeframe support - Dynamically adjusts overbought and oversold levels based on volatility - Identifies uptrend, downtrend, and neutral market conditions - Plots MFI-based candles with trend-sensitive coloring - Provides alerts for overbought and oversold signals 🎯 How to Use in TradingView: 1. Open TradingView and apply this script as a custom indicator. 2. Select your desired timeframe (works best on 15m, 1H, 4H, and 1D charts). 3. Observe the MFI candles—green indicates an uptrend, red a downtrend, and gray for neutral. 4. Monitor the adjusted overbought and oversold levels plotted dynamically. 5. Use alerts to identify potential reversals. 🎯 Understanding MFI Candles: - The MFI Candles reflect the Money Flow Index, a momentum indicator that measures buying and selling pressure. - Colors: - Green: Price is trending upwards based on MFI and SMA. - Red: Price is trending downwards. - Gray: Neutral trend with no clear direction. - Wicks represent the adjusted high and low values based on volatility. 🎯 Best Usage Methods: - **Trend Confirmation**: Use the indicator alongside moving averages or support/resistance levels. - **Reversal Trading**: Look for MFI oversold conditions in an uptrend or overbought conditions in a downtrend. - **Breakout Trading**: Combine with volume analysis to confirm strong breakouts. - **Volatility Adjustments**: Adapt strategy based on the ATR-driven adjusted overbought/oversold zones. 🎯 Why Use This Indicator? - Provides **more reliable overbought/oversold levels** by incorporating market volatility. - **Works across all asset classes**, including stocks, forex, crypto, and indices. - **Reduces false signals** by filtering MFI readings through trend direction. - Allows traders to make **data-driven decisions** instead of relying on fixed MFI thresholds.
Pine Script™ indicator
by jagadeesh_katla
MCh : Stratégie SRSI + MACD avec Stop-LossNotice d'utilisation de la Stratégie SRSI + MACD avec Stop-Loss** Notice d'utilisation de la Stratégie SRSI + MACD avec Stop-Loss Introduction La stratégie SRSI + MACD avec Stop-Loss est une stratégie de trading automatisée conçue pour identifier des points d'entrée et de sortie en fonction du Stochastic RSI (SRSI) et du MACD. Elle intègre également un stop-loss dynamique basé sur l'ATR, ainsi que des options avancées pour le filtrage des tendances et la confirmation des signaux. Paramétrage de la stratégie 1. Paramètres principaux RSI Source : Source de données pour le calcul du RSI (par défaut: close). Activer Conditions Classiques : Active les conditions classiques de trading basées sur le SRSI et MACD. Trader avec Bandes de Bollinger : Active les signaux basés sur un dépassement des Bandes de Bollinger. Seuil dépassement BB : Seuil de dépassement pour considérer un signal de trading. 2. Gestion des Stop-Loss et Take-Profit Activer le Stop-Loss ATR dynamique : Utilise l'ATR pour définir un stop-loss adaptatif. Multiplicateur ATR Stop-Loss : Facteur appliqué à l'ATR pour calculer la distance du stop-loss. Activer le trailing stop : Déclenche un stop suiveur basé sur l'ATR. Multiplicateur du trailing stop : Sensibilité du trailing stop. 3. Filtres optionnels Filtre ATR : Empêche les trades si la volatilité est inférieure à un seuil. Filtre EMA : Restreint les positions à celles qui suivent la tendance EMA. Confirmation ADX : Valide les signaux à l'aide d'un indicateur ADX pour éviter les faux signaux. 4. Paramètrage des indicateurs K & D du Stochastic RSI : Réglage de la sensibilité du Stochastic RSI. Longueur du RSI et Stochastic RSI : Périodes d'observation des oscillateurs. EMA Fast, EMA Slow, EMA Signal : Paramètres du MACD. SMA Length : Longueur de la moyenne mobile pour le filtrage des tendances. Logique de trading 1. Conditions d'achat Un signal d'achat est généré lorsque : SRSI : La ligne K passe au-dessus de la ligne D. MACD : La différence entre K et le MACD normalisé est positive. Tendance : Le prix est supérieur à la moyenne mobile SMA. Filtrage activé : Si le filtre de tendance EMA ou ADX est activé, ils doivent être conformes. 2. Conditions de vente Un signal de vente est généré lorsque : SRSI : La ligne K passe en dessous de la ligne D. MACD : La différence entre K et le MACD normalisé est négative. Tendance : Le prix est inférieur à la moyenne mobile SMA. Filtrage activé : Si un filtre de tendance est actif, il doit confirmer le signal. 3. Exécution des ordres Entrée en position : Lorsque buyCondition est validé. Sortie de position : Lorsque sellCondition est validé ou que le stop-loss/take-profit est atteint. Stop-Loss & Take-Profit : Définis dynamiquement en fonction de l'ATR ou d'un pourcentage prédéfini. Affichage et alertes Affichage des signaux : Un symbole "BUY" ou "SELL" est affiché sur le graphique à chaque exécution d'un ordre. Affichage des indicateurs : RSI, MACD, Bandes de Bollinger et ADX sont affichés dans des panneaux séparés. Tableau des performances : Affiche le nombre de trades, le pourcentage de gains et la rentabilité. Alertes TradingView : Des alertes peuvent être activées pour recevoir une notification lors d'un signal d'achat ou de vente. Conseils d'utilisation Optimisation des paramètres : Ajuster les périodes de l'EMA et du Stochastic RSI selon le marché. Backtest sur plusieurs périodes : Tester la stratégie sur différents horizons de temps pour vérifier sa robustesse. Combinaison avec d'autres indicateurs : Utiliser des confirmations extérieures pour affiner les entrées et sorties. Surveiller l'impact des stops : Tester différents multiplicateurs ATR pour optimiser le stop-loss. Conclusion Cette stratégie offre une approche complète et personnalisable pour le trading basé sur le SRSI et MACD. Son adaptabilité grâce aux filtres ATR, EMA et ADX permet d'optimiser les signaux et de minimiser les risques. Elle est particulièrement efficace pour des marchés tendanciels et peut être ajustée pour différents horizons temporels.
Pine Script™ strategy
by monvir
Long and Short Term Highs and LowsLong and Short Term Highs and Lows Overview: This indicator is designed to help traders identify significant price points by marking new highs and lows over two distinct timeframes—a long-term and a short-term period. It achieves this by drawing optional channel lines that outline the highest highs and lowest lows over the chosen time periods and by plotting visual markers (triangles) on the chart when a new high or low is detected. Key Features: Dual Timeframe Analysis: Long Term: Uses a user-defined “Time Period” (default 52) and “Time Unit” (default: Weekly) to determine long-term high and low levels. Short Term: Uses a separate “Time Period” (default 50) and “Time Unit” (default: Daily) to compute short-term high and low levels. Optional Channel Display: For both long and short term periods, you have the option to display a channel by plotting the highest and lowest values as lines. This visual channel helps to delineate the range within which the price has traded over the selected period. New High/Low Markers: The indicator identifies moments when the highest high or lowest low is updated relative to the previous bar. When a new high is established, an up triangle is plotted above the bar. Conversely, when a new low occurs, a down triangle is plotted below the bar. Separate input toggles allow you to enable or disable these markers independently for the long-term and short-term setups. Inputs and Settings: Long Term High/Low Period Settings: Show New High/Low? (STW): Toggle to enable or disable the plotting of new high/low markers for the long-term period. Time Period: The number of bars used to calculate the highest high and lowest low (default is 52). Time Unit: The timeframe on which the long-term calculation is based (default is Weekly). Show Channel? (SCW): Toggle to display the channel lines that connect the long-term high and low levels. Short Term High/Low Period Settings: Show New High/Low?: Toggle to enable or disable the plotting of new high/low markers for the short-term period. Time Period: The number of bars used for calculating the short-term extremes (default is 50). Time Unit: The timeframe on which the short-term calculations are based (default is Daily). Show Channel?: Toggle to display the channel lines for the short-term highs and lows. Indicator Logic: Channel Calculation: The script uses the request.security function to pull data from the specified timeframes. For each timeframe: It calculates the lowest low over the defined period using ta.lowest. It calculates the highest high over the defined period using ta.highest. These values can be optionally plotted as channel lines when the “Show Channel?” option is enabled. New High/Low Detection: For each timeframe, the indicator compares the current high (or low) with its immediate previous value: New High: When the current high exceeds the previous bar’s high, an up triangle is drawn above the bar. New Low: When the current low falls below the previous bar’s low, a down triangle is drawn below the bar. Usage and Interpretation: Trend Identification: When new highs (or lows) occur, they can signal the start of a strong upward (or downward) movement. The indicator helps you visually track these critical turning points over both longer and shorter periods. Channel Breakouts: The optional channel display offers additional context. Price movement beyond these channels may indicate a breakout or a significant shift in trend. Customizable Timeframes: You can adjust both the time period and time unit to fit your trading style—whether you’re focusing on longer-term trends or short-term price action. Conclusion: This indicator provides a dual-layer analysis by combining long-term and short-term perspectives, making it a versatile tool for identifying key highs and lows. Whether you are looking to confirm trend strength or spot potential breakouts, the “Long and Short Term Highs and Lows” indicator adds a valuable visual element to your TradingView charts.
Pine Script™ indicator
by AltcoinDreaming
VCRIX OscillatorVCRIX Oscillator: Normalized Volatility Index for Crypto A normalized (0-100) version of the VCRIX (Volatility Cryptocurrency Index) based on Kim, Trimborn, and Härdle's research. Transforms complex volatility calculations into an easy-to-read oscillator format. ### Indicator Specifications • Type: Oscillator • Timeframe: 1D recommended (4H minimum) • Scale: 0-100 • Overlay: No • Assets: Cryptocurrency ### Key Levels • Overbought Zone (>80) - Extreme market volatility - Potential reversal points - Risk management zone • Normal Range (20-80) - Standard trading conditions - Trending phases - Healthy volatility • Oversold Zone (<20) - Low volatility periods - Potential breakout setup - Accumulation zones ### Input Parameters • Lookback Period: 30 days • Kernel Bandwidth: 0.3 • Jump Threshold: 4.0 • Normalization Period: 252 days ### Signals 1. Overbought/Oversold: - Cross above 80 = Extreme volatility alert - Cross below 20 = Low volatility alert 2. Trend Analysis: - Rising oscillator = Increasing volatility - Falling oscillator = Decreasing volatility 3. Divergences: - Price making highs, oscillator making lows = Potential trend weakness - Price making lows, oscillator making highs = Potential trend strength ### Trading Applications 1. Risk Management: - Reduce position sizes when > 80 - Increase positions when < 20 - Use normal sizing 20-80 2. Entry/Exit Timing: - Look for breakouts when oscillator < 20 - Consider taking profits when > 80 - Watch for divergences at extremes ### Formula Components • Raw VCRIX calculation using: - Log returns with jump detection - Gaussian kernel smoothing - Bi-power variation • Normalized to 0-100 scale using yearly high/low • 10-period smoothing overlay ### Notes - More effective on higher timeframes - Use with trend confirmation - Consider market context - Built-in alerts at extreme levels Based on: "VCRIX - A Volatility Index for Crypto-Currencies" by Kim, Trimborn, and Härdle (2019)
Pine Script™ indicator
by XenoAwake
SMA with Std Dev Bands (Futures/US Stocks RTH)Rolling Daily SMA With Std Dev Bands Upgrade your technical analysis with Rolling Daily SMA With Std Dev Bands, a powerful indicator that dynamically adjusts to your trading instrument. Whether you’re analyzing futures or US stocks during regular trading hours (RTH), this indicator seamlessly applies the correct logic to calculate a rolling daily Simple Moving Average (SMA) with customizable standard deviation bands for precise trend and volatility tracking. Key Features: ✅ Automatic Instrument Detection– The indicator automatically recognizes whether you're trading futures or US equities and applies the correct daily lookback period based on your chart’s timeframe. - Futures: Uses full trading day lengths (e.g., 1380 bars for 1‑minute charts). - US Stocks (RTH): Uses regular session lengths (e.g., 390 bars for 1‑minute charts). ✅ Rolling Daily SMA (3‑pt Purple Line) – A continuously updated daily moving average, giving you an adaptive trend indicator based on market structure. ✅ Three Standard Deviation Bands (1‑pt White Lines) – - Customizable multipliers allow you to adjust each band’s width. - Toggle each band on or off to tailor the indicator to your strategy. - The inner band area is color-filled: light green when the SMA is rising, light red when falling, helping you quickly identify trend direction. ✅ Works on Any Chart Timeframe – Whether you trade on 1-minute, 3-minute, 5-minute, or 15-minute charts, the indicator adjusts dynamically to provide accurate rolling daily calculations. # How to Use: 📌 Identify Trends & Volatility Zones – The rolling daily SMA acts as a dynamic trend guide, while the standard deviation bands help spot potential overbought/oversold conditions. 📌 Customize for Precision – Adjust band multipliers and toggle each band on/off to match your trading style. 📌 Trade Smarter – The filled inner band offers instant visual feedback on market momentum, while the outer bands highlight potential breakout zones. 🔹 This is the perfect tool for traders looking to combine trend-following with volatility analysis in an easy-to-use, adaptive indicator. 🚀 Add Rolling Daily SMA With Std Dev Bands to your chart today and enhance your market insights! --- *Disclaimer: This indicator is for informational and educational purposes only and should not be considered financial advice. Always use proper risk management and conduct your own research before trading.*
Pine Script™ indicator
by PrestigeWorldwideTradingCo
VCRIX (Volatility Cryptocurrency Index)Based on the academic research paper by Kim, Trimborn, and Härdle, this indicator implements a sophisticated measure of cryptocurrency market volatility. Indicator Type: Volatility/Momentum Timeframe: 1D recommended (can be used on 4H) Asset Class: Crypto Chart Type: Separate Window Key Volatility Levels: 8000: Extreme Volatility - Major market events/crashes 6000: High Volatility - Significant market stress 4000: Normal Volatility - Standard trading conditions 2000: Low Volatility - Market accumulation phases Features: Adaptive volatility calculation using Gaussian kernel estimation Jump detection for extreme price movements Exponential weighting system for recent price action Moving average overlay for trend identification Trading Applications: Risk Management: Scale positions based on volatility regime Adjust stop losses according to volatility level Time entries/exits at volatility extremes Market Phase Identification: 8000: Extreme market stress, potential bottoms 6000-8000: Major market turns likely 4000-6000: Normal trading conditions <4000: Accumulation/low volatility breakout potential Settings: Lookback Period: 30 (adjustable) Jump Threshold: 4.0 (filtration sensitivity) Kernel Bandwidth: 0.3 (smoothing factor) Formula: The VCRIX implements sophisticated volatility estimation: Log-return calculation with jump detection Bi-power variation analysis Gaussian kernel smoothing Exponential weighting of results Notes: More effective on higher timeframes (1D recommended) Best used in conjunction with trend analysis Consider market context for level interpretation Lower readings more common in mature market phases Credits: Based on: "VCRIX - A Volatility Index for Crypto-Currencies" by Kim, Trimborn, and Härdle (2019)
Pine Script™ indicator
by XenoAwake
Donchian and Keltner Channels Trend Following with Trailing StopLong Only Trend-following model based on Keltner Channels and Donchian Channels. These indicators include a noise region, which allows prices to oscillate without requiring position adjustments. When price trades above the upper band, it signals strength; when it trades below the lower band, it signals weakness. Keltner Channels Keltner Channels are volatility-based envelopes set above and below an exponential moving average. Keltner Channels use the Average True Range (ATR), which measures daily volatility, to set channel distance. Donchian Channel Donchian Channels are are used to identify market trends and volatility. The upper and lower bands are based on the highest high and lowest low of a specified period. When the price moves above the upper band, it indicates a bullish breakout, while a move below the lower band indicates a bearish breakout. The distance between the upper and lower channel of the Donchian Channel indicates the asset’s volatility. Trend Following Model The default settings are: Upper Keltner and Upper Donchian Channel Length : 20 Lower Keltner and Lower Donchian Channel Length : 40 Keltner ATR Multiplier: 2 Entries, Exits and Trailing Stop Entry : When price exceeds the upper band of at least one of these indicators. Exit : When price undercuts the lower band of at least one of these indicators. Trailing Stop : See below. Trailing Stop This is a stop-loss order that moves with the price of the underlying. It is designed to “trail” the price up (in the case of a long position) or down (for a short position), locking in profits as the price moves in a favorable direction. At the end of day t, there was a Trailing Stop level in place. For the next day (day t + 1), the Trailing Stop will be adjusted. The new Trailing Stop will be the higher of two values: The Trailing Stop from the previous day (day t). The Lower Band computed at the end of day t + 1.
Pine Script™ indicator
by bvdbeld2
Crypto VIX CompositeCryptoVIX Indicator A composite volatility index for cryptocurrency markets, inspired by the traditional VIX (CBOE Volatility Index). The indicator combines multiple market metrics to create a comprehensive "fear/greed" gauge for crypto markets. Core Components Implied Volatility (35%): Forward-looking market expectations based on derivatives pricing and volume patterns Historical Volatility (30%): Recent price action volatility using a rolling 24-hour window Funding Rates (25%): Market positioning and leverage metrics Liquidation Risk (10%): Potential forced selling pressure based on market conditions Reading the Indicator Scale: 0-100, with key levels: 70+: Extreme Fear - Maximum risk, potential bottoming areas 55-70: High Risk - Increased volatility expected 30-55: Normal Range - Balanced market conditions 20-30: Low Risk - Potential accumulation zones <20: Extreme Greed - Market might be overextended Best Practices Timeframe: Optimized for 4H charts, especially on BTC/USD. I personally think weekly is great on BTC Signals: Look for extremes (>70 or <20) for potential reversals Use crosses of key levels for entry/exit signals Monitor divergences with price action Risk Management: Reduce position sizes above 55 Consider mean reversion trades above 70 Look for accumulation opportunities below 30 Technical Notes Adaptive smoothing based on market volatility Trend-adjusted calculations for bull/bear markets Built-in alerts for extreme readings
Pine Script™ indicator
by XenoAwake
Stasha Dudukovic S&P 500 Fut. 9/20d EMA Slopes Trading StrategyThis Strategy is ONLY for Short Term S&P 500 Futures Trading, the advantage is that you spend LESS time in the markets meaning LESS risk for the portfolio STEPS 1) Calculates the 9-day and 20-day EMAs of the S&P 500 Futures. 2)Compute the First Derivative (Slope) of the 9-day EMA. 3) Find the Second Derivative (Change in Slope). TRADING SIGNALS: BUY Condition: When price is below both EMAs and the second derivative of the 9-day EMA slope increases. SELL Condition: When price is above both EMAs and the second derivative of the 9-day EMA slope increases PROFITABILITY: 79% of 300 Total Trades are PROFITABLE
Pine Script™ strategy
by stashadudukovic
House of Traders: Show ATR, DTR, Shs Float and Next EarningsMain Features: ATR (Average True Range): The script calculates the ATR (Average True Range) over a specified period. ATR measures the volatility of an asset by calculating the average range between the high and low prices over a defined period. The ATR value is always calculated on a daily timeframe. DTR (Daily True Range as a percentage of ATR): The DTR is the difference between the daily high and low prices, expressed as a percentage of the ATR. It is used to measure the daily volatility relative to the asset's typical volatility. The DTR value is color-coded based on defined thresholds: Below threshold: Colored orange. Between thresholds: Colored green. Above threshold: Colored red. Shares Float (Outstanding Shares): The script retrieves the shares float (the number of publicly traded shares) for the selected asset and presents it in a readable format (e.g., thousands, millions, or billions). Next Earnings Date: The script shows the next earnings date for the selected asset in the format dd-MM-yyyy. This helps traders anticipate upcoming earnings reports. Display: The script presents the data in a table on the chart. Depending on the selected options, the table can display: ATR: The calculated value. DTR: The percentage of the daily true range relative to the ATR. Shares Float: The number of outstanding shares. Next Earnings Date: The date for the next earnings report. Settings: Show ATR: Option to display the ATR value. Show DTR: Option to display the DTR value. Show Shares Float: Option to display the number of outstanding shares. Show Next Earnings Date: Option to display the upcoming earnings date. Output: The indicator shows key market data in a table format on the chart, including ATR, DTR, shares float, and the next earnings date. This information assists traders in making informed decisions based on market volatility, asset liquidity, and upcoming earnings reports. About House of Traders: House of Traders offers comprehensive coaching and training for day traders, focusing on building consistent trading skills through personalized guidance. Whether you're a beginner or experienced trader, House of Traders provides a proven framework to help you trade with confidence. Join the community and start mastering the U.S. stock market with expert insights and daily trade ideas tailored to your goals. Important Links houseoftraders.nl instagram.com/houseoftraders.nl instagram.com/casper.wildemast
Pine Script™ indicator
by cornevanginkel