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Volatility

I4I Inside Vortex Strike RateThis indicator identifies what I call an "Inside Vortex": It's similar to a Doji but more strict in having to be inside a keltner and also have a lower ATR than a blended average. The bar itself is not that special. But it indicates that a potential big move might come in the next 2 periods. After the patter: It then looks at what I call the Market Maker High and Low: A % of a blended ATR. It then looks back 100-200 or more bars and calculates the overall strike % in history for the High and low after the pattern happens. This allows us to know how often these levels are hit within the next 2 periods to find if we have any edge on spread, call or put prices or use them as targets. So its: Pattern: Levels Strike Rate. Very unique and EXTREME useful. Especially for options traders.
Pine Script® indicator
by tysonclayton
NeuroPolynomial Channel🧠 NeuroPolynomial Channel – AI-Inspired Market Structure Engine In modern market microstructure analysis, price is no longer treated as a simple line — it is viewed as a continuously evolving signal governed by nonlinear dynamics, volatility deformation, and behavioral state shifts. The NeuroPolynomial Channel (NPC) is a mathematically structured, AI-inspired indicator designed to approximate this dynamic behavior using a hybrid of: • Polynomial regression smoothing • Neural blending functions • Volatility-adaptive envelopes • Distribution-based bias levels While full deep-learning models cannot be directly implemented in Pine Script due to computational and architectural limitations, the NeuroPolynomial Channel brings core AI concepts into TradingView through mathematically constrained approximations, creating an efficient, real-time neural structure model suitable for intraday and swing analysis. 📐 Mathematical Foundation NPC is not a standard moving average or simple channel system. It applies a multi-layer non-linear approximation built on four core mathematical components. 1️⃣ NeuroPolynomial Core Line At the heart of the system lies a recursive polynomial smoothing kernel inspired by neural weighted blending: K = α · K + (1 - α) · P + Δx · ( K - K ) / F Where: • K = Neuro core estimate • P = Current price input • α = Neural morph factor • F = Flattening constant • Δx = Position delta (horizontal deformation component) The recursive references introduce memory similar to RNN-style feedback behavior. This produces a structurally smooth, non-linear trajectory that adapts to both local and historical price deformation. ..................................................................................................... 2️⃣ Neural Volatility Envelope Instead of classical standard deviation, NPC uses a cumulative error field: E = ( Σ | P - K | ) / N Using this error field, the dynamic envelope bands are constructed as: Inner Band = K ± E · m1 Mid Band = K ± E · m2 Outer Band = K ± E · m3 Where: • m1, m2, m3 are probabilistic band multipliers • E represents actual observed deviation, not synthetic volatility This creates a probabilistic price container that deforms with real market behavior rather than static statistical assumptions. The channel automatically adapts its curvature based on current price regime: trending, compressing, or expanding. ..................................................................................................... 3️⃣ Neural Regression Spine Alongside the polynomial core, NPC calculates a ridge-regularized regression spine: y = β · x + α (with L2 regularization) This acts as a structural bias vector or "neural backbone". It prevents overfitting and provides directional stabilization during extended trend phases. ...................................................................................................... 4️⃣ Neuro Bias Zones (Daily Reset) NPC also introduces daily volatility-anchored regime thresholds: Z_levels = Open ± ATR_daily × {0.1, 0.382, 0.618} These act as: • Neuro Mid Zones – equilibrium bands • Neuro Strong Zones – trend activation boundaries Unlike classical pivot systems, these levels reset daily and expand dynamically based on real volatility. They approximate probability field boundaries similar to those used in institutional volatility modeling. ....................................................................................................... 🤖 AI Philosophy While Pine Script cannot host full neural networks, GPU models or multi-layer AI pipelines, NeuroPolynomial Channel introduces AI concepts through mathematical abstraction, including: • Neural blending mechanics • Memory-based recursion • Volatility adaptation • Bias field modeling • Structured envelope projection This creates an AI-style behavior using real-time deterministic mathematics — allowing performance on TradingView while preserving interpretability and stability. 🛠 How To Use NPC is designed for structure-based interpretation, not random signal chasing. ① Trend Structure Use the Neural Core Line and channel slope to establish trend direction and regime. ② Compression & Expansion Observe band width. Contracting channels signal volatility compression. Expanding channels signal range expansion. ③ Bias Zones Neuro Mid and Strong levels act as macro intraday bias framework — especially powerful for session trading and index futures. ⚙️ Settings Overview • Morph Factor – Controls neural blending strength (higher = smoother, lower = reactive) • Flatten – Reduces polynomial curvature noise • Band Multipliers – Adjust envelope thickness • Neural Bias Levels – ATR-anchored regime zones resetting daily • Theme & Visual Controls – Dark/Light with pro-grade visibility ........................................................................................................ Companion AI: I also built a free Trading AI on ChatGPT that reads chart screenshots and enforces a rule-based intraday checklist. Use with this indicator: chatgpt.com For educational & decision-support only. Not financial advice. ............................................................................................................ ⚠️ Disclaimer The information contained in my Scripts / Indicators / Ideas / Systems does not constitute financial advice or a solicitation to buy or sell any securities. All markets carry risk. This tool is for educational and analytical purposes only. I do not accept liability for any financial loss or damage resulting from direct or indirect use of this script. Trading decisions must be made independently based on your own risk profile and financial assessment.
Pine Script® indicator
by NeuralMarkets
1
Volatility Signal-to-Noise Ratio🙏🏻 this is VSNR: the most effective and simple volatility regime detector & automatic volatility threshold scaler that somehow no1 ever talks about. This is simply an inverse of the coefficient of variation of absolute returns, but properly constructed taking into account temporal information, and made online via recursive math with algocomplexity O(1) both in expanding and moving windows modes. How do the available alternatives differ (while some’re just worse)? Mainstream quant stat tests like Durbin-Watson, Dickey-Fuller etc: default implementations are ALL not time aware. They measure different kinds of regime, which is less (if at all) relevant for actual trading context. Mix of different math, high algocomplexity. The closest one is MMI by financialhacker, but his approach is also not time aware, and has a higher algocomplexity anyways. Best alternative to mine, but pls modify it to use a time-weighted median. Fractal dimension & its derivatives by John Ehlers: again not time aware, very low info gain, relies on bar sizes (high and lows), which don’t always exist unlike changes between datapoints. But it’s a geometric tool in essence, so this is fundamental. Let it watch your back if you already use it. Hurst exponent: much higher algocomplexity, mix of parametric and non-parametric math inside. An invention, not a math entity. Again, not time aware. Also measures different kinds of regime. How to set it up: Given my other tools, I choose length so that it will match the amount of data that your trading method or study uses multiplied by ~ 4-5. E.g if you use some kind of bands to trade volatility and you calculate them over moving window 64, put VSNR on 256. However it depends mathematically on many things, so for your methods you may instead need multipliers of 1 or ~ 16. Additionally if you wanna use all data to estimate SNR, put 0 into length input. How to use for regime detection: First we define: MR bias: mean reversion bias meaning volatility shorts would work better, fading levels would work better Momo bias: momentum bias meaning volatility longs would work better, trading breakouts of levels would work better. The study plots 3 horizontal thresholds for VSNR, just check its location: Above upper level: significant Momo bias Above 1 : Momo bias Below 1 : MR bias Below lower level: significant MR bias Take a look at the screenshots, 2 completely different volatility regimes are spotted by VSNR, while an ADF does not show different regime: ^^ CBOT:ZN1! ^^ INDEX:BTCUSD How to use as automatic volatility threshold scaler Copy the code from the script, and use VSNR as a multiplier for your volatility threshold. E.g you use a regression channel and fade/push upper and lower thresholds which are RMSEs multiples. Inside the code, multiply RMSE by VSNR, now you’re adaptive. ^^ The same logic as when MM bots widen spreads with vola goes wild. How it works: Returns follow Laplace distro -> logically abs returns follow exponential distro , cuz laplace = double exponential. Exponential distro has a natural coefficient of variation = 1 -> signal to noise ratio defined as mean/stdev = 1 as well. The same can be said for Student t distro with parameter v = 4. So 1 is our main threshold. We can add additional thresholds by discovering SNRs of Student t with v = 3 and v = 5 (+- 1 from baseline v = 4). These have lighter & heavier tails each favoring mean reversion or momentum more. I computed the SNR values you see in the code with mpmath python module, with precision 256 decimals, so you can trust it I put it on my momma. Then I use exponential smoothing with properly defined alphas (one matches cumulative WMA and another minimizes error with WMA in moving window mode) to estimate SNR of abs returns. … Lightweight huh? ∞
Pine Script® indicator
by gorx1
4
Z-Score Regime DetectorThe Z-Score Regime Detector is a statistical market regime indicator that helps identify bullish and bearish market conditions based on normalized momentum of three core metrics: - Price (Close) - Volume - Market Capitalization (via CRYPTOCAP:TOTAL) Each metric is standardized using the Z-score over a user-defined period, allowing comparison of relative extremes across time. This removes raw value biases and reveals underlying momentum structure. 📊 How it Works - Z-Score: Measures how far a current value deviates from its average in terms of standard deviations. - A Bullish Regime is identified when both price and market cap Z-scores are above the volume Z-score. - A Bearish Regime occurs when price and market cap Z-scores fall below volume Z-score. Bias Signal: - Bullish Bias = Price Z-score > Market Cap Z-score - Bearish Bias = Market Cap Z-score > Price Z-score This provides a statistically consistent framework to assess whether the market is flowing with strength or stress. ✅ Why This Might Be Effective - Normalizing the data via Z-scores allows comparison of diverse metrics on a common scale. - Using market cap offers broader insight than price alone, especially for crypto. - Volume as a reference threshold helps identify accumulation/distribution regimes. - Simple regime logic makes it suitable for trend confirmation, filtering, or position biasing in systems. ⚠️ Disclaimer This script is for educational purposes only and should not be considered financial advice. Always perform your own research and risk management. Past performance is not indicative of future results. Use at your own discretion.
Pine Script® indicator
by RWCS_LTD
Hash Supertrend [Hash Capital Research]Hash Supertrend Strategy by Hash Capital Research Overview Hash Supertrend is a professional-grade trend-following strategy that combines the proven Supertrend indicator with institutional visual design and flexible time filtering. The strategy uses ATR-based volatility bands to identify trend direction and executes position reversals when the trend flips.This implementation features a distinctive fluorescent color system with customizable glow effects, making trend changes immediately visible while maintaining the clean, professional aesthetic expected in quantitative trading environments. Entry Signals: Long Entry: Price crosses above the Supertrend line (trend flips bullish) Short Entry: Price crosses below the Supertrend line (trend flips bearish) Controls the lookback period for volatility calculation Lower values (7-10): More sensitive to price changes, generates more signals Higher values (12-14): Smoother response, fewer signals but potentially delayed entries Recommended range: 7-14 depending on market volatility Factor (Default: 3.0) Restricts trading to specific hours Useful for avoiding low-liquidity sessions, overnight gaps, or known choppy periods When disabled, strategy trades 24/7 Start Hour (Default: 9) & Start Minute (Default: 30) Define when the trading session begins Uses exchange timezone in 24-hour format Example: 9:30 = 9:30 AM End Hour (Default: 16) & End Minute (Default: 0) Controls the vibrancy of the fluorescent color system 1-3: Subtle, muted colors 4-6: Balanced, moderate saturation 7-10: Bright, highly saturated fluorescent appearance Affects both the Supertrend line and trend zones Glow Effect (Default: On) Adds luminous halo around the Supertrend line Creates a multi-layered visual with depth Particularly effective during strong trends Glow Intensity (Default: 5.0) Displays tiny fluorescent dots at entry points Green dot below bar: Long entry Red dot above bar: Short entry Provides clear visual confirmation of executed trades Show Trend Zone (Default: On) Strong trending markets (2020-style bull runs, sustained bear markets) Markets with clear directional bias Instruments with consistent volatility patterns Timeframes: 15m to Daily (optimal on 1H-4H) Challenging Conditions: Choppy, range-bound markets Low volatility consolidation periods Highly news-driven instruments with frequent gaps Very low timeframes (1m-5m) prone to noise Recommended AssetsCryptocurrency:
Pine Script® strategy
by Hash_Capital
Average True Range % infoATR% is a modified version of the classic Average True Range indicator that displays price volatility as a percentage of the instrument's value, rather than in absolute values. This allows you to easily compare the volatility of different assets (e.g., Bitcoin vs Tesla stock) regardless of their price. Main Features 1. ATR% Chart The red line shows the average volatility from the last N candles (default 14), expressed as a percentage. For example: ATR% = 2.5% means that the average daily move is approximately 2.5% of the asset's value Higher values = greater volatility (higher profit potential, but also greater risk) Lower values = lower volatility (calmer market) 2. Volatility Trend Analysis The indicator automatically detects whether volatility is rising, falling, or stable: Up arrow (↑) - volatility is rising (price becomes more "nervous") Down arrow (↓) - volatility is falling (market is calming down) Horizontal arrow (⮆) - volatility is stable (within ±3% of the moving average) 3. Information Table In the upper right corner of the chart you will see Current ATR% value and Trend arrow with color coding: - Green = rising volatility - Red = falling volatility - Gray = stable volatility Parameters to Configure Indicator Length (default: 14) - How many candles back to include in calculations: Lower values (5-10): more sensitive to sudden changes, reacts faster Higher values (20-30): more smoothed, shows long-term volatility picture Trend Length (default: 10) - Period to analyze whether volatility is rising/falling: Lower values: faster trend change signals Higher values: more reliable, but slower signals Sample Interpretations ATR% Volatility Asset Type/Situation < 1% Very low Stable blue-chip stocks, calm market 1-3% Low-medium Typical stocks, normal conditions 3-5% Medium-high Volatile stocks, cryptocurrencies at rest 5-10% High Cryptocurrencies, penny stocks > 10% Extremely high Market panic, crash, pump & dump
Pine Script® indicator
by Jawortrader
ATH/ATL/DaysThis indicator displays the All-Time High (ATH) and All-Time Low (ATL) — or more precisely, the highest and lowest price within the last N days. It works on any timeframe and uses only local chart data (no security() calls), ensuring stable and accurate results. It plots horizontal lines for both the ATH and ATL and includes a clean, compact table showing: Date of the extreme Days since it occurred Price % distance from current price $ distance from current price A reliable tool for identifying local extremes, spotting market structure shifts, and tracking short-term price ranges.
Pine Script® indicator
by FSplinterO
SCOB Pattern with ERC & AlertsSingle Candle Block (SC0B) consists of a single candle appearing at a significant price level, indicating a confirmed reversal in price direction from that particular area of ​​interest. SCOB is primarily used to confirm and execute trades. Using a single candle block to enter a trade minimizes risk and maximizes reward. Single bullish candle block? 1st candle closes at bullish point of interest with a short or long wick. 2nd candle sweeps the low of previous(1st) candle and closes above the low of previous candle. 3rd candle closes above the high of 2nd candle. How to trade with Scob bullish. To Trade using Bullish SCOB you have to wait for price to come down and test the single candle order block. When price tests the SCOB you can directly execute a buy trade or for a precise entry you can wait for a market structure shift in lower time frame. Scob discount is the opposite of price increase. This strategy should only be used when price "sweeps through key lever, liquidity, imbalance, poi htf areas. This indicator will add a filter to help you reduce signal noise. Use the "Use engulfing candle to test" function to filter the 3rd candle. Only search for Scob if the 3rd candle is an Engulfing candle. The logic for finding Engulfing candles can be changed based on the "% maximum wick length" option. The default is that the candle wick is 25% of the total candle wick length. You can also use the alert function when Scob appears With Smart money concept, no strategy is perfect in trading, so you should not risk too much of your capital on this strategy. To be safer, always remember to use stop loss for every trade.
Pine Script® indicator
by Paulhdvn
Paulinho Signals – Cripto 5m/15m com Filtro de LateralidadeThis script is an automated Pine Script v6 strategy designed for short-term cryptocurrency trading, especially on 5-minute and 15-minute timeframes. It combines moving average crossovers, trend strength (ADX), volatility (ATR), and candlestick patterns to generate buy and sell signals with a fixed risk/reward management system. How to Use: - Apply to cryptocurrency charts on 5m or 15m timeframes. - Adjust parameters to fit your preferences (EMA, RSI, ADX, ATR). - Use for backtesting or as a decision-support tool. Disclaimer: This script is for educational purposes only and does not constitute financial advice. Always test on demo accounts before applying to live trading.
Pine Script® strategy
by Pqpaulao
Đại Ka 3 ATR BandsĐại Ka 3 ATR Bands – The ultimate single-slot indicator that replaces three separate ATR plots. Designed specifically for ICT/SMC traders in 2025: • Light red band (±0.5 ATR) → fake moves, Judas Swing, Turtle Soup zone • Gray band (±1.0 ATR) → normal price action • Light green band (±2.0 ATR) → real displacement zone → Silver Bullet, SFT, high-probability entries How to use: – Price stuck inside red band → expect reversal/fakeout – Price breaks and closes outside green band + volume spike → enter aggressively in that direction (85%+ win-rate inside Killzones) Default ATR(14), subtle fills for instant visual filtering of real vs fake moves. Perfect companion for Order Blocks, FVG, Breaker Blocks and NY/London Killzones. Free forever – coded with love by Đại Ka & Vietnamese ICT crew.
Pine Script® indicator
by bra9ont
ATR multiple from High & LowA simple numerical indicator measuring ATR multiple from recent 252 days high and low. ATR multiples from high (and low) are used as a base in many systematic trading and trend following systems. As an example many systems buy after a 2.5–4 ATR multiple pullback in a strong stock if the regime allows it. This would then be paired with an entry tactic, for example buy as it recaptures the a pivot within the upper range, a MA or breaks out again after this mid term pullback/shakeout. This indicator uses a function which captures the recent high and low no matter if we have 252 bars or not, which is not how standard high/low works in Tradingview. This means it also works with recent IPO:s. I prefer to overlay the indicator in one of the lower panes, for example the volume pane and then right click on the indicator and select Pin to scale > No scale (fullscreen).
Pine Script® indicator
by kulturdesken
Vital Wave 20-50Simplicity is almost always the most effective approach, and here I’m giving you a trend-following system that exploits the bullish bias of traditional markets and their trending nature, with very basic rules. Rules (long entries only) • Market entry: When the EMA 20 crosses above the EMA 50 (from below) • Main market exit: When the EMA 20 crosses below the EMA 50 (from above) • Fixed Stop Loss: Placed at the price level of the Lower Bollinger Band at the moment the trade is entered. In my strategy, the primary exit is when the EMA 20 crosses below the EMA 50. However, this crossover can sometimes take a while to occur, and in the meantime the price may have already dropped significantly. The Stop Loss based on the Lower Bollinger Band is designed to limit losses in case the market moves sharply against the position without giving the bearish crossover signal in time. Having two exit conditions makes the strategy much more robust in terms of risk management. Risk Management: • Initial capital: $10,000 • Position size: 10% of available capital per trade • Commissions: 0.1% on traded volume • Stop Loss: Based on the Lower Bollinger Band • Take Profit / Exit: When EMA 20 crosses below EMA 50 Recommended Markets: XAUUSD (OANDA) (Daily) Period: January 3, 1833 – November 23, 2025 Total Profit & Loss: +$6,030.62 USD (+57.57%) Maximum Drawdown: $541.53 USD (3.83%) Total Trades: 136 Winning Trades (Win Rate): 36.03% (49/136) Profit Factor: 2.483 XAUUSD (OANDA) (12-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,209.56 USD (+11.89%) Maximum Drawdown: $384.58 USD (3.61%) Total Trades: 97 Winning Trades (Win Rate): 35.05% (34/97) Profit Factor: 1.676 XAUUSD (OANDA) (8-hour) Period: March 19, 2006 – November 23, 2025 Total Profit & Loss: +$1,179.36 USD (+11.81%) Maximum Drawdown: $246.88 USD (2.32%) Total Trades: 147 Winning Trades (Win Rate): 31.97% (47/147) Profit Factor: 1.626 Tesla (NASDAQ) (4-hour) Period: June 29, 2010 – November 23, 2025 Total Profit & Loss (Absolute): +$11,687.90 USD (+116.88%) Maximum Drawdown: $922.05 USD (6.50%) Total Trades: 68 Winning Trades (Win Rate): 39.71% (27/68) Profit Factor: 4.156 Tesla (NASDAQ) (3-hour) Total Profit & Loss: +$11,522.33 USD (+115.22%) Maximum Drawdown: $1,247.60 USD (8.80%) Total Trades: 114 Winning Trades: 33.33% (38/114) Profit Factor: 2.811 Additional Recommendations (These assets have shown good trending behavior with the same strategy across multiple timeframes): • NVDA (15 min, 30 min, 1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • NFLX (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • MA (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • META (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • AAPL (1h, 2h, 3h, 4h, 6h, 8h, 12h, Daily) • SPY (12h, Daily) About the Code The user can modify: • EMA periods (20 and 50 by default) • Bollinger Bands length (20 periods) • Standard deviation (2.0) Visualization • EMA 20: Blue line • EMA 50: Red line • Green background when EMA20 > EMA50 (bullish trend) • Red background when EMA20 < EMA50 (bearish trend) Important Note: We can significantly increase the profit factor and overall profitability by risking a fixed percentage per trade instead of a fixed amount. This would prevent losses from fluctuating with changes in volatility. This could be implemented by reducing position size or adjusting leverage based on the volatility percentage required for each trade, but I’m not sure if this is fully possible in Pine Script. In my other script, “ Golden Cross 50/200 EMA ,” I go deeper into this topic and provide examples. I hope you enjoy this contribution. Best regards!
Pine Script® strategy
by Especulador96
2
Flux-Tensor Singularity [FTS]Flux-Tensor Singularity - Multi-Factor Market Pressure Indicator The Flux-Tensor Singularity (FTS) is an advanced multi-factor oscillator that combines volume analysis, momentum tracking, and volatility-weighted normalization to identify critical market inflection points. Unlike traditional single-factor indicators, FTS synthesizes price velocity, volume mass, and volatility context into a unified framework that adapts to changing market regimes. This indicator identifies extreme market conditions (termed "singularities") where multiple confirming factors converge, then uses a sophisticated scoring system to determine directional bias. It is designed for traders seeking high-probability setups with built-in confluence requirements. THEORETICAL FOUNDATION The indicator is built on the premise that market time is not constant - different market conditions contain varying levels of information density. A 1-minute bar during a major news event contains far more actionable information than a 1-minute bar during overnight low-volume trading. Traditional indicators treat all bars equally; FTS does not. The theoretical framework draws conceptual parallels to physics (purely as a mental model, not literal physics): Volume as Mass: Large volume represents significant market participation and "weight" behind price moves. Just as massive objects have stronger gravitational effects, high-volume moves carry more significance. Price Change as Velocity: The rate of price movement through price space represents momentum and directional force. Volatility as Time Dilation: When volatility is high relative to its historical norm, the "information density" of each bar increases. The indicator weights these periods more heavily, similar to how time dilates near massive objects in physics. This is a pedagogical metaphor to create a coherent mental model - the underlying mathematics are standard financial calculations combined in a novel way. MATHEMATICAL FRAMEWORK The indicator calculates a composite singularity value through four distinct steps: Step 1: Raw Singularity Calculation S_raw = (ΔP × V) × γ² Where: ΔP = Price Velocity = close - close V = Volume Mass = log(volume + 1) γ² = Time Dilation Factor = (ATR_local / ATR_global)² Volume Transformation: Volume is log-transformed because raw volume can have extreme outliers (10x-100x normal). The logarithm compresses these spikes while preserving their significance. This is standard practice in volume analysis. Volatility Weighting: The ratio of short-term ATR (5 periods) to long-term ATR (user-defined lookback) is squared to create a volatility amplification factor. When local volatility exceeds global volatility, this ratio increases, amplifying the raw singularity value. This makes the indicator regime-aware. Step 2: Normalization The raw singularity values are normalized to a 0-100 scale using a stochastic-style calculation: S_normalized = ((S_raw - S_min) / (S_max - S_min)) × 100 Where S_min and S_max are the lowest and highest raw singularity values over the lookback period. Step 3: Epsilon Compression S_compressed = 50 + ((S_normalized - 50) / ε) This is the critical innovation that makes the sensitivity control functional. By applying compression AFTER normalization, the epsilon parameter actually affects the final output: ε < 1.0: Expands range (more signals) ε = 1.0: No change (default) ε > 1.0: Compresses toward 50 (fewer, higher-quality signals) For example, with ε = 2.0, a normalized value of 90 becomes 70, making threshold breaches rarer and more significant. Step 4: Smoothing S_final = EMA(S_compressed, smoothing_period) An exponential moving average removes high-frequency noise while preserving trend. SIGNAL GENERATION LOGIC When the tensor crosses above the upper threshold (default 90) or below the lower threshold (default 10), an extreme event is detected. However, the indicator does NOT immediately generate a buy or sell signal. Instead, it analyzes market context through a multi-factor scoring system: Scoring Components: Price Structure (+1 point): Current bar bullish/bearish Momentum (+1 point): Price higher/lower than N bars ago Trend Context (+2 points): Fast EMA above/below slow EMA (weighted heavier) Acceleration (+1 point): Rate of change increasing/decreasing Volume Multiplier (×1.5): If volume > average, multiply score The highest score (bullish vs bearish) determines signal direction. This prevents the common indicator failure mode of "overbought can stay overbought" by requiring directional confirmation. Signal Conditions: A BUY signal requires: Extreme event detection (tensor crosses threshold) Bullish score > Bearish score Price confirmation: Bullish candle (optional, user-controlled) Volume confirmation: Volume > average (optional, user-controlled) Momentum confirmation: Positive momentum (optional, user-controlled) A SELL signal requires the inverse conditions. INPUTS EXPLAINED - Core Parameters: Global Horizon (Context): Default 20. Lookback period for normalization and volatility comparison. Higher values = smoother but less responsive. Lower values = more signals but potentially more noise. Tensor Smoothing: Default 3. EMA period applied to final output. Removes "quantum foam" (high-frequency noise). Range 1-20. Singularity Threshold: Default 90. Values above this (or below 100-threshold) trigger extreme event detection. Higher = rarer, stronger signals. Signal Sensitivity (Epsilon): Default 1.0. Post-normalization compression factor. This is the key innovation - it actually works because it's applied AFTER normalization. Range 0.1-5.0. Signal Interpreter Toggles: Require Price Confirmation: Default ON. Only generates buy signals on bullish candles, sell signals on bearish candles. Reduces false signals but may delay entry. Require Volume Confirmation: Default ON. Only signals when volume > average. Critical for stocks/crypto, less important for forex (unreliable volume data). Use Momentum Filter: Default ON. Requires momentum agreement with signal direction. Prevents counter-trend signals. Momentum Lookback: Default 5. Number of bars for momentum calculation. Shorter = more responsive, longer = trend-following bias. Visual Controls: Colors: Customizable colors for bullish flux, bearish flux, background, and event horizon. Visual Transparency: Default 85. Master control for all visual elements (accretion disk, field lines, particles, etc.). Range 50-99. Signals and dashboard have separate controls. Visibility Toggles: Individual on/off switches for: Gravitational field lines (trend EMAs) Field reversals (trend crossovers) Accretion disk (background gradient) Singularity diamonds (neutral extreme events) Energy particles (volume bursts) Event horizon flash (extreme event background) Signal background flash Signal Size: Tiny/Small/Normal triangle size Signal Offsets: Separate controls for buy and sell signal vertical positioning (percentage of price) Dashboard Settings: Show Dashboard: Toggle on/off Position: 9 placement options (all corners, centers, middles) Text Size: Tiny/Small/Normal/Large Background Transparency: 0-50, separate from visual transparency VISUAL ELEMENTS EXPLAINED 1. Accretion Disk (Background Gradient): A three-layer gradient background that intensifies as the tensor approaches extremes. The outer disk appears at any non-neutral reading, the inner disk activates above 70 or below 30, and the core layer appears above 85 or below 15. Color indicates direction (cyan = bullish, red = bearish). This provides instant visual feedback on market pressure intensity. 2. Gravitational Field Lines (EMAs): Two trend-following EMAs (10 and 30 period) visualized as colored lines. These represent the "curvature" of market trend - when they diverge, trend is strong; when they converge, trend is weakening. Crossovers mark potential trend reversals. 3. Field Reversals (Circles): Small circles appear when the fast EMA crosses the slow EMA, indicating a potential trend change. These are distinct from extreme events and appear at normal market structure shifts. 4. Singularity Diamonds: Small diamond shapes appear when the tensor reaches extreme levels (>90 or <10) but doesn't meet the full signal criteria. These are "watch" events - extreme pressure exists but directional confirmation is lacking. 5. Energy Particles (Dots): Tiny dots appear when volume exceeds 2× average, indicating significant participation. Color matches bar direction. These highlight genuine high-conviction moves versus low-volume drifts. 6. Event Horizon Flash: A golden background flash appears the instant any extreme threshold is breached, before directional analysis. This alerts you to pay attention. 7. Signal Background Flash: When a full buy/sell signal is confirmed, the background flashes cyan (buy) or red (sell). This is your primary alert that all conditions are met. 8. Signal Triangles: The actual buy (▲) and sell (▼) markers. These only appear when ALL selected confirmation criteria are satisfied. Position is offset from bars to avoid overlap with other indicators. DASHBOARD METRICS EXPLAINED The dashboard displays real-time calculated values: Event Density: Current tensor value (0-100). Above 90 or below 10 = critical. Icon changes: 🔥 (extreme high), ❄️ (extreme low), ○ (neutral). Time Dilation (γ): Current volatility ratio squared. Values >2.0 indicate extreme volatility environments. >1.5 = elevated, >1.0 = above average. Icon: ⚡ (extreme), ⚠ (elevated), ○ (normal). Mass (Vol): Log-transformed volume value. Compared to volume ratio (current/average). Icon: ● (>2× avg), ◐ (>1× avg), ○ (below avg). Velocity (ΔP): Raw price change. Direction arrow indicates momentum direction. Shows the actual price delta value. Bullish Flux: Current bullish context score. Displayed as both a bar chart (visual) and numeric value. Brighter when bullish score dominates. Bearish Flux: Current bearish context score. Same visualization as bullish flux. These scores compete - the winner determines signal direction. Field: Trend direction based on EMA relationship. "Repulsive" (uptrend), "Attractive" (downtrend), "Neutral" (ranging). Icon: ⬆⬇↔ State: Current market condition: 🚀 EJECTION: Buy signal active 💥 COLLAPSE: Sell signal active ⚠ CRITICAL: Extreme event, no directional confirmation ● STABLE: Normal market conditions HOW TO USE THE INDICATOR 1. Wait for Extreme Events: The indicator is designed to be selective. Don't trade every fluctuation - wait for tensor to reach >90 or <10. This alone is not a signal. 2. Check Context Scores: Look at the Bullish Flux vs Bearish Flux in the dashboard. If scores are close (within 1-2 points), the market is indecisive - skip the trade. 3. Confirm with Signals: Only act when a full triangle signal appears (▲ or ▼). This means ALL your selected confirmation criteria have been met. 4. Use with Price Structure: Combine with support/resistance levels. A buy signal AT support is higher probability than a buy signal in the middle of nowhere. 5. Respect the Dashboard State: When State shows "CRITICAL" (⚠), it means extreme pressure exists but direction is unclear. These are the most dangerous moments - wait for resolution. 6. Volume Matters: Energy particles (dots) and the Mass metric tell you if institutions are participating. Signals without volume confirmation are lower probability. MARKET AND TIMEFRAME RECOMMENDATIONS Scalping (1m-5m): Lookback: 10-14 Smoothing: 5-7 Threshold: 85 Epsilon: 0.5-0.7 Note: Expect more noise. Confirm with Level 2 data. Best on highly liquid instruments. Intraday (15m-1h): Lookback: 20-30 (default settings work well) Smoothing: 3-5 Threshold: 90 Epsilon: 1.0 Note: Sweet spot for the indicator. High win rate on liquid stocks, forex majors, and crypto. Swing Trading (4h-1D): Lookback: 30-50 Smoothing: 3 Threshold: 90-95 Epsilon: 1.5-2.0 Note: Signals are rare but high conviction. Combine with higher timeframe trend analysis. Position Trading (1D-1W): Lookback: 50-100 Smoothing: 5-7 Threshold: 95 Epsilon: 2.0-3.0 Note: Extremely rare signals. Only trade the most extreme events. Expect massive moves. Market-Specific Settings: Forex (EUR/USD, GBP/USD, etc.): Volume data is unreliable (spot forex has no centralized volume) Disable "Require Volume Confirmation" Focus on momentum and trend filters News events create extreme singularities Best on 15m-1h timeframes Stocks (High-Volume Equities): Volume confirmation is CRITICAL - keep it ON Works excellently on AAPL, TSLA, SPY, etc. Morning session (9:30-11:00 ET) shows highest event density Earnings announcements create guaranteed extreme events Best on 5m-1h for day trading, 1D for swing trading Crypto (BTC, ETH, major alts): Reduce threshold to 85 (crypto has constant high volatility) Volume spikes are THE primary signal - keep volume confirmation ON Works exceptionally well due to 24/7 trading and high volatility Epsilon can be reduced to 0.7-0.8 for more signals Best on 15m-4h timeframes Commodities (Gold, Oil, etc.): Gold responds to macro events (Fed announcements, geopolitical events) Oil responds to supply shocks Use daily timeframe minimum Increase lookback to 50+ These are slow-moving markets - be patient Indices (SPX, NDX, etc.): Institutional volume matters - keep volume confirmation ON Opening hour (9:30-10:30 ET) = highest singularity probability Strong correlation with VIX - high VIX = more extreme events Best on 15m-1h for day trading WHAT MAKES THIS INDICATOR UNIQUE 1. Post-Normalization Sensitivity Control: Unlike most oscillators where sensitivity controls don't actually work (they're applied before normalization, which then rescales everything), FTS applies epsilon compression AFTER normalization. This means the sensitivity parameter genuinely affects signal frequency. This is a novel implementation not found in standard oscillators. 2. Multi-Factor Confluence Requirement: The indicator doesn't just detect "overbought" or "oversold" - it detects extreme conditions AND THEN analyzes context through five separate factors (price structure, momentum, trend, acceleration, volume). Most indicators are single-factor; FTS requires confluence. 3. Volatility-Weighted Normalization: By squaring the ATR ratio (local/global), the indicator adapts to changing market regimes. A 1% move in a low-volatility environment is treated differently than a 1% move in a high-volatility environment. Traditional indicators treat all moves equally regardless of context. 4. Volume Integration at the Core: Volume isn't an afterthought or optional filter - it's baked into the fundamental equation as "mass." The log transformation handles outliers elegantly while preserving significance. Most price-based indicators completely ignore volume. 5. Adaptive Scoring System: Rather than fixed buy/sell rules ("RSI >70 = sell"), FTS uses competitive scoring where bullish and bearish evidence compete. The winner determines direction. This solves the classic problem of "overbought markets can stay overbought during strong uptrends." 6. Comprehensive Visual Feedback: The multi-layer visualization system (accretion disk, field lines, particles, flashes) provides instant intuitive feedback on market state without requiring dashboard reading. You can see pressure building before extreme thresholds are hit. 7. Separate Extreme Detection and Signal Generation: "Singularity diamonds" show extreme events that don't meet full criteria, while "signal triangles" only appear when ALL conditions are met. This distinction helps traders understand when pressure exists versus when it's actionable. COMPARISON TO EXISTING INDICATORS vs. RSI/Stochastic: These normalize price relative to recent range. FTS normalizes (price change × log volume × volatility ratio) - a composite metric, not just price position. vs. Chaikin Money Flow: CMF combines price and volume but lacks volatility context and doesn't use adaptive normalization or post-normalization compression. vs. Bollinger Bands + Volume: Bollinger Bands show volatility but don't integrate volume or create a unified oscillator. They're separate components, not synthesized. vs. MACD: MACD is pure momentum. FTS combines momentum with volume weighting and volatility context, plus provides a normalized 0-100 scale. The specific combination of log-volume weighting, squared volatility amplification, post-normalization epsilon compression, and multi-factor directional scoring is unique to this indicator. LIMITATIONS AND PROPER DISCLOSURE Not a Holy Grail: No indicator is perfect. This tool identifies high-probability setups but cannot predict the future. Losses will occur. Use proper risk management. Requires Confirmation: Best used in conjunction with price action analysis, support/resistance levels, and higher timeframe trend. Don't trade signals blindly. Volume Data Dependency: On forex (spot) and some low-volume instruments, volume data is unreliable or tick-volume only. Disable volume confirmation in these cases. Lagging Components: The EMA smoothing and trend filters are inherently lagging. In extremely fast moves, signals may appear after the initial thrust. Extreme Event Rarity: With conservative settings (high threshold, high epsilon), signals can be rare. This is by design - quality over quantity. If you need more frequent signals, reduce threshold to 85 and epsilon to 0.7. Not Financial Advice: This indicator is an analytical tool. All trading decisions and their consequences are solely your responsibility. Past performance does not guarantee future results. BEST PRACTICES Don't trade every singularity - wait for context confirmation Higher timeframes = higher reliability Combine with support/resistance for entry refinement Volume confirmation is CRITICAL for stocks/crypto (toggle off only for forex) During major news events, singularities are inevitable but direction may be uncertain - use wider stops When bullish and bearish flux scores are close, skip the trade Test settings on your specific instrument/timeframe before live trading Use the dashboard actively - it contains critical diagnostic information Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
Uptrick: Dynamic Z-Score DivergenceIntroduction Uptrick: Dynamic Z-Score Divergence is an oscillator that combines multiple momentum sources within a Z-Score framework, allowing for the detection of statistically significant mean-reversion setups, directional shifts, and divergence signals. It integrates a multi-source normalized oscillator, a slope-based signal engine, structured divergence logic, a slope-adaptive EMA with dynamic bands, and a modular bar coloring system. This script is designed to help traders identify statistically stretched conditions, evolving trend dynamics, and classical divergence behavior using a unified statistical approach. Overview At its core, this script calculates the Z-Score of three momentum sources—RSI, Stochastic RSI, and MACD—using a user-defined lookback period. These are averaged and smoothed to form the main oscillator line. This normalized oscillator reflects how far short-term momentum deviates from its mean, highlighting statistically extreme areas. Signals are triggered when the oscillator reverses slope within defined inner zones, indicating a shift in direction while the signal remains in a statistically stretched state. These mean-reversion flips (referred to as TP signals) help identify turning points when price momentum begins to revert from extended zones. In addition, the script includes a divergence detection engine that compares oscillator pivot points with price pivot points. It confirms regular bullish and bearish divergence by validating spacing between pivots and visualizes both the oscillator-side and chart-side divergences clearly. A dynamic trend overlay system is included using a Slope Adaptive EMA (SA-EMA). This trend line becomes more responsive when Z-Score deviation increases, allowing the trend line to adapt to market conditions. It is paired with ATR-based bands that are slope-sensitive and selectively visible—offering context for dynamic support and resistance. The script includes configurable bar coloring logic, allowing users to color candles based on oscillator slope, last confirmed divergence, or the most recent signal of any type. A full alert system is also built-in for key signals. Originality The script is based on the well-known concept of Z-Score valuation, which is a standard statistical method for identifying how far a signal deviates from its mean. This foundation—normalizing momentum values such as RSI or MACD to measure relative strength or weakness—is not unique to this script and is widely used in quantitative analysis. What makes this implementation original is how it expands the Z-Score foundation into a fully featured, signal-producing system. First, it introduces a multi-source composite oscillator by combining three momentum inputs—RSI, Stochastic RSI, and MACD—into a unified Z-Score stream. Second, it builds on that stream with a directional slope logic that identifies turning points inside statistical zones. The most distinctive additions are the layered features placed on top of this normalized oscillator: A structured divergence detection engine that compares oscillator pivots with price pivots to validate regular bullish and bearish divergence using precise spacing and timing filters. A fully integrated slope-adaptive EMA overlay, where the smoothing dynamically adjusts based on real-time Z-Score movement of RSI, allowing the trend line to become more reactive during high-momentum environments and slower during consolidation. ATR-based dynamic bands that adapt to slope direction and offer real-time visual zones for support and resistance within trend structures. These features are not typically found in standard Z-Score indicators and collectively provide a unique approach that bridges statistical normalization, structure detection, and adaptive trend modeling within one script. Features Z-Score-based oscillator combining RSI, StochRSI, and MACD Configurable smoothing for stable composite signal output Buy/Sell TP signals based on slope flips in defined zones Background highlighting for extreme outer bands Inner and outer zones with fill logic for statistical context Pivot-based divergence detection (regular bullish/bearish) Divergence markers on oscillator and price chart Slope-Adaptive EMA (SA-EMA) with real-time adaptivity based on RSI Z-Score ATR-based upper and lower bands around the SA-EMA, visibility tied to slope direction Configurable bar coloring (oscillator slope, divergence, or most recent signal) Alerts for TP signals and confirmed divergences Optional fixed Y-axis scaling for consistent oscillator view The full setup mode can be seen below: Input Parameters General Settings Full Setup: Enables rendering of the full visual system (lines, bands, signals) Z-Score Lookback: Lookback period for normalization (mean and standard deviation) Main Line Smoothing: EMA length applied to the averaged Z-Score Slope Detection Index: Used to calculate directional flips for signal logic Enable Background Highlighting: Enables visual region coloring in overbought/oversold areas Force Visible Y-Axis Scale: Forces max/min bounds for a consistent oscillator range Divergence Settings Enable Divergence Detection: Toggles divergence logic Pivot Lookback Left / Right: Defines the structure of oscillator pivot points Minimum / Maximum Bars Between Pivots: Controls the allowed spacing range for divergence validation Bar Coloring Settings Bar Coloring Mode: ➜ Line Color: Colors bars based on oscillator slope ➜ Latest Confirmed Signal: Colors bars based on the most recent confirmed divergence ➜ Any Latest Signal: Colors based on the most recent signal (TP or divergence) SA-EMA Settings RSI Length: RSI period used to determine adaptivity Z-Score Length: Lookback for normalizing RSI in adaptive logic Base EMA Length: Base length for smoothing before adaptivity Adaptivity Intensity: Scales the smoothing responsiveness based on RSI deviation Slope Index: Determines slope direction for coloring and band logic Band ATR Length / Band Multiplier: Controls the width and responsiveness of the trend-following bands Alerts The script includes the following alert conditions: Buy Signal (TP reversal detected in oversold zone) Sell Signal (TP reversal detected in overbought zone) Confirmed Bullish Divergence (oscillator HL, price LL) Confirmed Bearish Divergence (oscillator LH, price HH) These alerts allow integration into automation systems or signal monitoring setups. Summary Uptrick: Dynamic Z-Score Divergence is a statistically grounded trading indicator that merges normalized multi-momentum analysis with real-time slope logic, divergence detection, and adaptive trend overlays. It helps traders identify mean-reversion conditions, divergence structures, and evolving trend zones using a modular system of statistical and structural tools. Its alert system, layered visuals, and flexible input design make it suitable for discretionary traders seeking to combine quantitative momentum logic with structural pattern recognition. Disclaimer This script is for educational and informational purposes only. No indicator can guarantee future performance, and trading involves risk. Always use risk management and test strategies in a simulated environment before deploying with live capital.
Pine Script® indicator
by Uptrick
7
ICT Macro Slot Algo Event📊 Overview A powerful multi-timeframe trading indicator that combines Institutional Macro Session Tracking identify optimal trading windows throughout the day. This tool helps traders align with institutional flow patterns and algorithmic activity across major sessions. 🎯 Key Features 1. Macro Algo Event Sessions Tracks 6 key institutional time windows during NY Session: NY Sweep (08:50-09:10) - Opening balance flows Silver Bullet #1 (09:50-10:10) - First major macro move Silver Bullet #2 (10:50-11:10) - Second chance/retest opportunity Lunch Macro (11:50-12:10) - Mid-day repositioning Post-Lunch Rebalance (13:10-13:40) - Post-lunch adjustments NY Closing Macros (15:15-15:45) - End-of-day flows
Pine Script® indicator
by viveksadokj1uli
ICT Macro Slot Algo Event📊 Overview A powerful multi-timeframe trading indicator that combines Institutional Macro Session Tracking to identify optimal trading windows throughout the day. This tool helps traders align with institutional flow patterns and algorithmic activity across major sessions. 🎯 Key Features 1. Macro Algo Event Sessions Tracks 6 key institutional time windows during NY Session: NY Sweep (08:50-09:10) - Opening balance flows Silver Bullet #1 (09:50-10:10) - First major macro move Silver Bullet #2 (10:50-11:10) - Second chance/retest opportunity Lunch Macro (11:50-12:10) - Mid-day repositioning Post-Lunch Rebalance (13:10-13:40) - Post-lunch adjustments NY Closing Macros (15:15-15:45) - End-of-day flows
Pine Script® indicator
by viveksadokj1uli
1
RealBody Donchian ChannelsThis is an enhancement of the built-in TradingView Donchian Channel indicator.A technical variation of the standard DC, it utilizes candlestick real body data. Instead of using the absolute high and low (shadows) for extreme value calculation, this indicator derives the channel boundaries from the highest Max(Open, Close) and the lowest Min(Open, Close) within the specified length. This approach filters out noise from wicks/shadows, providing a cleaner look at sustained price ranges defined by buying and selling pressure between the open and close.
Pine Script® indicator
by awsl
Dresteghamat:Adaptive Multi-TF Decision Engine**Dresteghamat: Adaptive Multi-Timeframe Decision Engine** This open-source indicator is an algorithmic decision-support system designed to filter market noise by quantifying three core market dimensions: **Regime**, **Direction**, and **Exhaustion**. **⚠️ Technical Note on Originality:** This script solves the "Timeframe Irrelevance" problem found in standard dashboards. Instead of using static HTF references, it implements a custom **"Adaptive Context Engine"** (see lines 245-270 in source code). It calculates the user's current `timeframe.multiplier` and dynamically maps the mathematically relevant Higher Timeframes. * *Innovation:* A 5m chart automatically weights 15m/1H structure, whereas a 1H chart weights 4H/Daily structure. This dynamic logic is proprietary and ensures contextual accuracy. --- ### 🛠️ Logic & Calculation Methodology The script does not simply overlay indicators. It processes raw market data through a **Weighted Scoring Engine** (lines 275-285) to output a unified market state. **1. Regime Identification (Volatility Normalized)** We calculate a custom "Volatility Ratio" to distinguish Trend vs. Range regimes. * **Logic:** `Range / Smoothed_ATR`. * **Function:** If Ratio > 2.0, the market is in Expansion (Trend). If < 1.2, it is in Compression (Range). This normalizes volatility across assets (Crypto/Forex/Stocks). **2. Directional Bias (Composite Metric)** Direction is calculated via a voting system of three sub-components (lines 80-130): * **Structural Pivots:** Detects Swing Highs/Lows using a 25-bar lookback to define market structure. * **Cumulative Body Delta:** Tracks the net buying/selling pressure within candle bodies. * **Micro-Flow:** A short-term (5-bar) momentum filter to detect immediate order flow shifts. **3. Exhaustion Model (Risk Management)** The script prevents late entries by calculating an "Exhaustion Score" (lines 150-200). It aggregates: * **VRSD (Volatility Regime Shift):** Detects when volatility expands > 2 standard deviations (Mean Reversion risk). * **Volume Decay (VEFF):** Identifies Divergence where price makes new highs on declining Volume MA. * **RSI/Impulse Divergence:** Standard momentum divergence logic. **4. The Decision Output (MODE)** The dashboard renders a final signal based on a hierarchical algorithm: * **BUY/SELL ONLY:** Triggered when Current Momentum aligns with the Dynamically Selected HTF Structure AND the Exhaustion Score is low. * **PULLBACK:** Triggered when HTF Structure is bullish, but Current Momentum is bearish (indicating a corrective phase). * **HTF EXHAUST:** Overrides signals when the Higher Timeframe metrics hit extreme levels. * **WAIT:** Default state during Range Regimes or conflicting signals. --- ### 📊 Usage Guide 1. Apply to chart (Auto-adapts to any timeframe). 2. **Status Column:** Shows the raw health of the trend (Strong/Weakening/Exhausted). 3. **MODE Column:** Displays the final actionable bias based on the scoring algorithm. **Disclaimer:** This tool provides statistical analysis based on historical data. It does not guarantee future results.
Pine Script® indicator
by dr-esteghamat
4