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Bollinger Bands (BB)

Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro: Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable. Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have. Why Traders Need This Strategy Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering: Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts. Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades. Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES. Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos. DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art. Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code. Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust. Strategy Components 1. Market Regime Detection The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment. How It Works: Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear). Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend. Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold. Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg. Other (Regime 5): Default for unclear conditions. Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9). Why It’s Brilliant: Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions. HTF RSI/MACD add a big-picture filter, rare in basic scripts. Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other). 2. Multi-Factor Signal Scoring Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals. Candlestick Patterns: Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg). Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike. Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile). Additional Factors: Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear. RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15). MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear. Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1). HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2). Scoring: bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0. Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long. Why It’s Brilliant: Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives. Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets). HTF confirmation aligns with the big picture, a quant edge over simplistic scripts. 3. Futures-Tuned Risk Management The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs. Position Sizing: Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES). Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1. Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES. Stops and Take-Profits: Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk). ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops. Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry. Impact: ATR stops adapt to volatility, while fixed stops suit stable markets. Trailing Stops: Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5). Impact: Locks in profits during trends, a game-changer in volatile sessions. Circuit Breaker: Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity). Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage). Why It’s Brilliant: Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES. Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts. Flexible stops (ATR or fixed) suit different trading styles. 4. Trade Entry and Exit Logic Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks. Entry Conditions: Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance. Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance. Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering. Exit Conditions: Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit). Trailing Stop: Activates at 50% TP, trails by ATR * 1.5. Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price). Reset: Clears stop/TP prices when flat (position_size = 0). Why It’s Brilliant: Score-based entries ensure multi-factor confirmation, filtering out weak signals. Trailing stops maximize profits in trends, unlike static exits in basic scripts. Emergency exits add an extra safety layer, critical for futures volatility. 5. DAFE Visuals The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning. Shimmering Bollinger Band Fill: Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower). Purpose: Highlights volatility and key levels with a futuristic glow. Visuals make complex regimes and signals instantly clear, even for newbies. Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts. BB glow emphasizes tradeable levels, enhancing decision-making. Chart Background (Regime Heatmap): Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through. Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups. Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution. Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies. Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable. Bollinger Bands Glow (Dynamic Fill): Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals. Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal. Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum. Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating. Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes. Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states. Moving Averages: Display: Blue fast EMA (20), red slow EMA (50), 2px. Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread. Dynamic SL/TP Lines: Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer. Purpose: Tracks stops/TPs in real-time, color-coded by regime. 6. Dual Dashboards Two dashboards deliver real-time insights, making the strat a quant command center. Bottom-Left Metrics Dashboard (2x13): Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score. Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish). Purpose: Consolidates market context and signal strength. Top-Right Position Dashboard (2x7): Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($). Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short). Purpose: Tracks live trades and profitability. Why It’s Brilliant: Dual dashboards cover market context and trade status, a rare feature. Color-coding and concise metrics guide beginners (e.g., green “Buy” = go). Real-time PNL and SL/TP visibility empower disciplined trading. 7. Performance Tracking Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed). Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance). Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts. Key Features Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets. Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs. Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries. Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits. Safe and Smart: 5% drawdown breaker and emergency exits protect capital. DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. How to Use Add to Chart: Load on a 5min ES/MES chart in TradingView. Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility. Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL. Backtest: Run in strategy tester to compare regimes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see regime shifts and stops. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 Slippage: 3 Fee Typical Range (per side, per contract) CME Exchange $1.14 – $1.20 Clearing $0.10 – $0.30 NFA Regulatory $0.02 Firm/Broker Commis. $0.25 – $0.80 (retail prop) TOTAL $1.60 – $2.30 per side Round Turn: (enter+exit) = $3.20 – $4.60 per contract Final Notes The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game! (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Pine Script® strategy
by DskyzInvestments
BollingerBands MTF | AlchimistOfCrypto🌌 Bollinger Bands – Unveiling Market Volatility Fields 🌌 "The Bollinger Bands, reimagined through quantum mechanics principles, visualizes the probabilistic distribution of price movements within a multi-dimensional volatility field. This indicator employs principles from wave function mathematics where standard deviation creates probabilistic boundaries, similar to electron cloud models in quantum physics. Our implementation features algorithmically enhanced visualization derived from extensive mathematical modeling, creating a dynamic representation of volatility compression and expansion cycles with adaptive glow effects that highlight the critical moments where volatility phase transitions occur." 📊 Professional Trading Application The Bollinger Bands Quantum transcends traditional volatility measurement with a sophisticated gradient illumination system that reveals the underlying structure of market volatility fields. Scientifically calibrated for multiple timeframes and featuring eight distinct visual themes, it enables traders to perceive volatility contractions and expansions with unprecedented clarity. ⚙️ Indicator Configuration - Volatility Field Parameters 📏 Python-optimized settings for specific market conditions: - Period: 20 (default) - The quantum time window for volatility calculation - StdDev Multiplier: 2.0 - The probabilistic boundary coefficient - MA Type: SMA/EMA/VWMA/WMA/RMA - The quantum field smoothing algorithm - Visual Theming 🎨 Eight scientifically designed visual palettes optimized for volatility pattern recognition: - Neon (default): High-contrast green/red scheme enhancing volatility transition visibility - Cyan-Magenta: Vibrant palette for maximum volatility boundary distinction - Yellow-Purple: Complementary colors for enhanced compression/expansion detection - Specialized themes (Green-Red, Forest Green, Blue Ocean, Orange-Red, Grayscale): Each calibrated for different market environments - Opacity Control 🔍 - Variable transparency system (0-100) allowing seamless integration with price action - Adaptive glow effect that intensifies during volatility phase transitions - Quantum field visualization that reveals the probabilistic nature of price movements 🚀 How to Use 1. Select Visualization Parameters ⏰: Adjust period and standard deviation to match market conditions 2. Choose MA Type 🎚️: Select the appropriate smoothing algorithm for your trading strategy 3. Select Visual Theme 🌈: Choose a color scheme that enhances your personal pattern recognition 4. Adjust Opacity 🔎: Fine-tune visualization intensity to complement your chart analysis 5. Identify Volatility Phases ✅: Monitor band width to detect compression (pre-breakout) and expansion (trend) 6. Trade with Precision 🛡️: Enter during band contraction for breakouts, or trade mean reversion using band boundaries 7. Manage Risk Dynamically 🔐: Use band width as volatility-based position sizing parameter
Pine Script® indicator
by AlchimistOfCrypto
MA's + VWAP + VIX + BBMy combined indicator that I use for day trading SPY. It is a combination of several indicators, including.. VWAP Bolinger Bands Moving Averages 7-day MA 9-day MA 20-day MA 21-day MA 24-day MA 50-day MA 200-day MA 500-day MA VIX and Skew index VIX value and % change for the day Skew value Table size can be adjusted smaller if on mobile I use the VIX table to see the current days % change and do a general comparison to what SPY closed at the day before. TradingView has an option to plot a line on where the price closed the previous day, which I enabled on my chart settings. VIX can give a confirmation of downtrends (if VIX goes up) or uptrends (if VIX goes down) and the general strength of the trend. Please enable/disable whichever option(s) you prefer in the settings - any indicator can be disabled. I have defaulted the settings to what I personally use for SPY which includes 7-day MA, 20-day MA, VWAP, VIX table and BB's. I recommend disabling the "Inputs in status line", "Labels on price scale" and "Values in status line" so as to free up clutter on the chart. I've also published a TSI indicator which I use for spotting divergences. I hope you enjoy using this combined indicator.
Pine Script® indicator
by Copper_Cat
Polygot Moving AveragesDescription This is essentially a source merger of Bollinger Bands by Trading View and Simple Moving Averages by stoxxinbox. My additions and subtractions are minimal. There is the BB MA, which I default at 5d, and the other 4 averages are the standard 21, 50, 100, 200, day moving averages. I default the averaging method to WMA (Weighted Moving Average). The method of averaging can be changed as also can the lengths of the inputs to match user preferences. This is what I wanted for an indicator and didn't find. Usage The same as you would use any other BB or MA indicator. The benefit of this one is that it has 4 MAs, one MA with the Bollinger Bands attached, and the colours adjusted to be easy on the eyes when using high contrast themes, to be discernible yet sit quietly in the background with lines and candle sticks everywhere shouting for attention. I use it as a base first indicator which I can hide easily (imagine hiding five MA indicators individually constantly) when the more serious indicators come into play.
Pine Script® indicator
by homerow_j
1
Enhanced Bollinger Bands📈 *Enhanced Bollinger Bands – Custom Indicator* This custom indicator is a more flexible and informative version of the traditional *Bollinger Bands*, designed to help traders better visualize price volatility, trend direction, and breakout signals. --- 🔍 Key Features: ✅ *Multiple Moving Average Options* Choose between: - *SMA (Simple Moving Average)* - *EMA (Exponential Moving Average)* - *WMA (Weighted Moving Average)* This allows you to tailor the indicator to your trading strategy. ✅ *Dynamic Bands Based on Volatility* The upper and lower bands are calculated using a user-defined standard deviation multiplier, showing volatility around the selected moving average. ✅ *Color-Coded Trend Visualization* The bands change color based on the slope of the moving average: - 🟢 *Green* when the trend is up - 🔴 *Red* when the trend is down - ⚪ *Gray* when the trend is flat This helps traders visually confirm trend direction. ✅ *Optional Band Fill* You can enable a shaded area between the upper and lower bands, making it easier to identify *volatility squeezes* and *expansions*. ✅ *Breakout Signal Arrows* Automatic signal arrows appear when: - 📈 Price *crosses above* the upper band (potential breakout) - 📉 Price *crosses below* the lower band (potential breakdown) These signals can help spot strong momentum entries. --- ⚙️ Inputs: - *MA Type:* SMA / EMA / WMA - *Length:* Period for the moving average and standard deviation - *Multiplier:* Standard deviation multiplier for band width - *Source:*Price source (default: close) - *Toggle Fill:* Turn band fill on/off - *Toggle Signals:* Show or hide breakout arrows --- 🧠 How to Use: - Use band *tightening* as a sign of low volatility (possible breakout setup). - Use band *expansion* to confirm high momentum moves. - Use signal arrows for early entries on momentum plays. - Combine with RSI, MACD, or volume indicators for confluence. --- Let me know if you want to write a version tailored for publishing on TradingView, including tags and disclaimers.
Pine Script® indicator
by Peter_Wade
RSI - 5UP Overview The "RSI - 5UP" indicator is a versatile tool that enhances the traditional Relative Strength Index (RSI) by adding smoothing options, Bollinger Bands, and divergence detection. It provides a clear visual representation of RSI levels with customizable bands and optional moving averages, helping traders identify overbought/oversold conditions and potential trend reversals through divergence signals. Features Customizable RSI: Adjust the RSI length and source to fit your trading style. Overbought/Oversold Bands: Visualizes RSI levels with intuitive color-coded bands (red for overbought at 70, white for neutral at 50, green for oversold at 30). Smoothing Options: Apply various types of moving averages (SMA, EMA, SMMA, WMA, VWMA) to the RSI, with optional Bollinger Bands for volatility analysis. Divergence Detection: Identifies regular bullish and bearish divergences, with visual labels ("Bull" for bullish, "Bear" for bearish) and alerts. G radient Fills: Highlights overbought and oversold zones with gradient fills (green for overbought, red for oversold). How to Use 1. Add to Chart: Apply the "RSI - 5UP" indicator to any chart. It works well on timeframes from 5 minutes to daily. 2. Configure Settings: RSI Settings: RSI Length: Adjust the period for RSI calculation (default: 14). Source: Choose the price source for RSI (default: close). Calculate Divergence: Enable to detect bullish/bearish divergences (default: disabled). Smoothing: Type: Select the type of moving average to smooth the RSI ("None", "SMA", "SMA + Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"; default: "SMA"). Length: Set the period for the moving average (default: 14). BB StdDev: If "SMA + Bollinger Bands" is selected, adjust the standard deviation multiplier for the bands (default: 2.0). 3.Interpret the Indicator: RSI Levels: The RSI line (purple) oscillates between 0 and 100. Levels above 70 (red band) indicate overbought conditions, while levels below 30 (green band) indicate oversold conditions. The 50 level (white band) is neutral. Gradient Fills: The background gradients (green above 70, red below 30) highlight overbought and oversold zones for quick reference. Moving Average (MA): If enabled, a yellow MA line smooths the RSI. If "SMA + Bollinger Bands" is selected, green bands appear around the MA to show volatility. Divergences: If "Calculate Divergence" is enabled, look for "Bull" (green label) and "Bear" (red label) signals: Bullish Divergence: Indicates a potential upward reversal when the price makes a lower low, but the RSI makes a higher low. Bearish Divergence: Indicates a potential downward reversal when the price makes a higher high, but the RSI makes a lower high. 4. Set Alerts: Use the "Regular Bullish Divergence" and "Regular Bearish Divergence" alert conditions to be notified when a divergence is detected. Notes The indicator does not provide direct buy/sell signals. Use the RSI levels, moving averages, and divergence signals as part of a broader trading strategy. Divergence detection requires the "Calculate Divergence" option to be enabled and may not work on all timeframes or assets due to market noise. The Bollinger Bands are only visible when "SMA + Bollinger Bands" is selected as the smoothing type. Credits Developed by Marrulk. Enjoy trading with RSI - 5UP! 🚀
Pine Script® indicator
by Marrulk
Pino Trend Pack (SMA/EMA + Bollinger)🔹 Pino Trend Pack is a compact trend-following and volatility indicator that includes: 📈 Moving Averages: - SMA 10, SMA 30 - EMA 21, EMA 55, EMA 89 (All configured for short-term to mid-term trend analysis by default, but fully adjustable for user preference.) 📊 Bollinger Bands: - Period: 20 - Standard Deviation: 2.0 - Includes Upper Band, Lower Band, and Basis (SMA 20) This pack is designed for traders who want a clean visual of price dynamics across multiple short-term trend layers, combined with volatility tracking. It helps you identify compression, expansion, and trend shifts at a glance. 🧠 Ideal for swing trading, short- to mid-term setups, or as a supporting tool in any confluence-based strategy.
Pine Script® indicator
by pino_chart
Daily Bollinger Band StrategyOverview of the Daily Bollinger Band Strategy 1. Strategy Overview and Features This strategy is a tool for backtesting a trading method that uses Bollinger Bands. It is *not* a tool for automated trading. 1-1. Main Display Items The main chart displays the Bollinger Bands and the 200-day moving average. It also shows the entry and exit points along with the position size (in units of 100 shares). 1-2. Summary of Trading Rules For long (buy) strategies, the trade enters when the price crosses above the +1σ line of the Bollinger Bands, aiming to ride an upward trend. The position is exited when the price crosses below the middle band. For short (sell) strategies, the trade enters when the price crosses below the -1σ line of the Bollinger Bands, aiming to ride a downward trend. The position is exited when the price crosses above the middle band. 1-3. Strategic Enhancements The strategy uses the slope of the 200-day moving average to determine the trend direction and enter trades accordingly. This improves the win rate and payoff ratio. Additionally, to reduce the probability of ruin, the risk per trade is limited to 1.0% of capital, and position sizing is adjusted using ATR (a volatility indicator). 2. Trading Rules 2-1. Chart Type Only daily charts are used. 2-2. Indicators Used (1) Bollinger Bands** (used for entry and exit signals) - Period: Fixed at 80 days - Upper and lower bands: Fixed at ±1σ (2) Moving Average** (used to determine trend direction) - Period: Fixed at 200 days - Trend direction is judged based on whether the difference from the previous day is positive (upward) or negative (downward) 2-3. Buy Rules Setup: - Price crosses above the +1σ line from below - Both the middle band and 200-day moving average are upward sloping Entry: - Buy at the next day’s market open using a market order Exit: - If the price crosses below the middle band, sell at the next day’s open using a market order 2-4. Sell Rules Setup: - Price crosses below the -1σ line from above - Both the middle band and 200-day moving average are downward sloping Entry: - Sell at the next day’s market open using a market order Exit: - If the price crosses above the middle band, buy back at the next day’s open using a market order 2-5. Risk Management Rules - Risk per trade: 1.0% of total capital (acceptable loss = capital × 1.0%) - Position size: Acceptable loss ÷ 2ATR (rounded down to the nearest unit of 100 shares) 2-6. Other Notes - No brokerage fees - No pyramiding - No partial exits - No reverse positions (no “stop-and-reverse” trades) 3. Strategy Parameters The following settings can be specified: 3-1. Period Settings - Start date: Set the start date for the backtest period - Stop date: Set the end date for the backtest period 3-2. Display of Trend and Signals - Show trend: When checked, the background color of the bars is light red for an uptrend and light blue for a downtrend - Show signal: When checked, entry and exit signals are displayed (note: signals are executed at the next day’s open, so there is a one-day lag in the display) 3-3. Capital Management Settings - Funds: Capital available for trading (in JPY) - Risk rate: Specify what percentage of the capital to risk per trade Settings in the “Properties” tab are not used in this strategy. 4. Backtest Results (Example) Here are the backtest results conducted by the author: - Target Stocks: All components of the Nikkei 225 - Test Period: January 4, 2000 – December 30, 2024 - Data Points: 12,886 - Win Rate: 33.45% - Net Profit: ¥82,132,380 - Payoff Ratio: 2.450 - Expected Value: ¥6,373.8 - Risk Rate: 1.0% - Probability of Ruin: 0.00% --- デイリー・ボリンジャーバンド・ストラテジーの概要 1. ストラテジーの概要と特徴 このストラテジーは、ボリンジャーバンドを使ったトレード手法のバックテストを行うツールです。自動売買を行うツールではありません。 1-1. 主な表示項目 メインチャートにボリンジャーバンドと 200日移動平均線を表示します。 また、エントリーと手仕舞いのタイミングと数量（100株単位）も表示されます。 1-2. トレードルールの概要 買い戦略の場合、ボリンジャーバンドの +1σ 超えでエントリーして上昇トレンドに乗り、ミドルバンドを割ったら決済します。 売り戦略の場合、ボリンジャーバンドの -1σ 割りでエントリーして下降トレンドに乗り、ミドルバンドを上抜けたら決済します。 1-3. ストラテジーの工夫点 200日移動平均線の傾きを見てトレンド方向にエントリーをしています。こうして勝率とペイオフレシオの成績を向上しています。 また、破産確率を抑えるために、リスク資金比率を 1.0% にして、ATR（ボラティリティ指標） を使って注文数を調整しています。 2. 売買ルール 2-1. 使用するチャート 日足チャートに限定します 2-2. 使用する指標 (1) ボリンジャーバンド（仕掛けと手仕舞いのシグナルに使用） 期間は80日に固定 上下バンドは ±1σ に固定 (2) 移動平均線（トレンドの方向を見るために使用） 期間は200日に固定 移動平均の値の前日との差がプラスのとき上向き、マイナスのとき下向きと判断 2-3. 買いのルール セットアップ：ボリンジャーバンドの +1σ を価格が下から上に交差 かつ ミドルバンドと 200日移動平均線が上向き 仕掛け：翌日の寄り付きに成行で買う 手仕舞い：ボリンジャーバンドのミドルバンドを価格が上から下に交差したら、翌日の寄り付きに成行で売る 2-4. 売りのルール セットアップ：ボリンジャーバンドの -1σ を価格が上から下に交差 かつ ミドルバンドと 200日移動平均線が下向き 仕掛け：翌日の寄り付きに成行で売る 手仕舞い：ボリンジャーバンドのミドルバンドを価格が下から上に交差したら、翌日の寄り付きに成行で買い戻す 2-5. 資金管理のルール リスク資金比率：資産の 1.0%（許容損失 = 資産 × 1.0%） 注文数：許容損失 ÷ 2ATR（単元株数未満は切り捨て） 2-6. その他 仲介手数料：なし ピラミッディング：なし 分割決済：なし ドテン：しない 3. ストラテジーのパラメーター 次の項目が指定できます。 3-1. 期間の設定 Staer date : バックテストの検証期間の開始日を指定します Stop date : バックテストの検証期間の終了日を指定します 3-2. トレンドとシグナルの表示 Show trend : チェックを入れると、バーの背景色が、トレンドが上昇のときは薄い赤で、下落のときは薄い青で表示されます Show signal : チェックを入れると、エントリーと手仕舞いのシグナルを表示します（シグナルの出た翌日の寄り付きに売買をするので表示に1日のずれがあります） 3-3. 資金管理用の設定 Funds : トレード用の資金(円) Risk rate : 許容損失を資金の何%にするかで指定します 「プロパティタブ」で設定する値は、このストラテジーでは有効ではありません。 4. バックテストの結果（例） 作者がバックテストを実施した結果をお知らせします。 対象銘柄：日経225構成銘柄すべて 対象期間：2000年1月4日～2024年12月30日 データ件数：12,886 勝率：33.45% 純利益：82,132,380 ペイオフレシオ：2.450 期待値：6,373.8 リスク資金比率：1.0% 破産確率：0.00%
Pine Script® strategy
by fightpm
BB Breakout + Momentum Squeeze [Strategy]This Strategy is Based on 3 free indicators - Bollinger Bands Breakout Oscillator: Link - TTM Squeeze Pro: Link - Rolling ATR Bands: Link Bollinger Bands Breakout Oscillator - This tool shows how strong a market trend is by measuring how often prices move outside their normal Bollinger bands range. It helps you see whether prices are strongly moving in one direction or just moving sideways. By looking at how much and how frequently prices push beyond their typical boundaries, you can identify which direction the market is heading over your selected time period. TM Squeeze Pro - This is a custom version of the TTM Squeeze indicator. It's designed to help traders spot consolidation phases in the market (when price is coiling or "squeezing") and to catch breakouts early when volatility returns. The logic is based on the relationship between Bollinger Bands and Keltner Channels, combined with a momentum oscillator to show direction and strength. Rolling ATR Bands - This indicator combines volatility bands (ATR) with momentum and trend signals to show where the market might be breaking out, retesting, or trending. It's highly visual and helpful for traders looking to time entries/exits during trending or volatile moves. Logic Of the Strategy: We are going to use the Bollinger Bands Breakout to determine the direction of the market. Than check the Volatility of the price by looking at the TTM Squeeze indicator. And use the ATR Bands to determine dynamic Stop Losses and based on the calculate the Take Profit targets and quantity for each position dynamically. For the Long Setup: 1. We need to see the that Bull Power (Green line of the Bollinger Bands Breakout Oscilator) is crossing the level of 50. 2. Check the presence of volatility (Green dot based on the TTM Squeeze indicator) For the Short Setup: 1. We need to see the that Bear Power (Red line of the Bollinger Bands Breakout Oscilator) is crossing the level of 50. 2. Check the presence of volatility (Green dot based on the TTM Squeeze indicator) Stop Loss is determined by the Lower ATR Band (for the Long entry) and Upper ATR Band (For the Short entry) Take Profit is 1:1.5 risk reward ration, which means if the Stop loss is 1% the TP target will be 1.5% Move stop Loss to Breakeven: If the price will go in the direction of the trade for at least half of the Risk Reward target then the stop will automatically be adjusted to the entry price. For Example: the Stop Loss is 1%, the price has move at least 0.5% in the direction of your trade and that will move the Stop Loss level to the Entry point. You can Adjust the parameters for each indicator used in that script and also adjust the Risk and Money management block to see how the PnL will change.
Pine Script® strategy
by Wunderbit
1
Reversal Trading Bot Strategy[BullByte]Overview : The indicator Reversal Trading Bot Strategy is crafted to capture potential market reversal points by combining momentum, volatility, and trend alignment filters. It uses a blend of technical indicators to identify both bullish and bearish reversal setups, ensuring that multiple market conditions are met before entering a trade. Core Components : Technical Indicators Used : RSI (Relative Strength Index) : Purpose : Detects divergence conditions by comparing recent lows/highs in price with the RSI. Parameter : Length of 8. Bollinger Bands (BB) : Purpose : Measures volatility and identifies price levels that are statistically extreme. Parameter : Length of 20 and a 2-standard deviation multiplier. ADX (Average Directional Index) & DMI (Directional Movement Index) : Purpose : Quantifies the strength of the trend. The ADX threshold is set at 20, and additional filters check for the alignment of the directional indicators (DI+ and DI–). ATR (Average True Range) : Purpose : Provides a volatility measure used to set stop levels and determine risk through trailing stops. Volume SMA (Simple Moving Average of Volume ): Purpose : Helps confirm strength by comparing the current volume against a 20-period average, with an optional filter to ensure volume is at least twice the SMA. User-Defined Toggle Filters : Volume Filter : Confirms that the volume is above average (or twice the SMA) before taking trades. ADX Trend Alignment Filter : Checks that the ADX’s directional indicators support the trade direction. BB Close Confirmation : Optionally refines the entry by requiring price to be beyond the upper or lower Bollinger Band rather than just above or below. RSI Divergence Exit : Allows the script to close positions if RSI divergence is detected. BB Mean Reversion Exit : Closes positions if the price reverts to the Bollinger Bands’ middle line. Risk/Reward Filter : Ensures that the potential reward is at least twice the risk by comparing the distance to the Bollinger Band with the ATR. Candle Movement Filter : Optional filter to require a minimum percentage move in the candle to confirm momentum. ADX Trend Exit : Closes positions if the ADX falls below the threshold and the directional indicators reverse. Entry Conditions : Bullish Entry : RSI Divergence : Checks if the current close is lower than a previous low while the RSI is above the previous low, suggesting bullish divergence. Bollinger Confirmation : Requires that the price is above the lower (or upper if confirmation is toggled) Bollinger Band. Volume & Trend Filters : Combines volume condition, ADX strength, and an optional candle momentum condition. Risk/Reward Check : Validates that the trade meets a favorable risk-to-reward ratio. Bearish Entry : Uses a mirror logic of the bullish entry by checking for bearish divergence, ensuring the price is below the appropriate Bollinger level, and confirming volume, trend strength, candle pattern, and risk/reward criteria. Trade Execution and Exit Strateg y: Trade Execution : Upon meeting the entry conditions, the strategy initiates a long or short position. Stop Loss & Trailing Stops : A stop-loss is dynamically set using the ATR value, and trailing stops are implemented as a percentage of the close price. Exit Conditions : Additional exit filters can trigger early closures based on RSI divergence, mean reversion (via the middle Bollinger Band), or a weakening trend as signaled by ADX falling below its threshold. This multi-layered exit strategy is designed to lock in gains or minimize losses if the market begins to reverse unexpectedly. How the Strategy Works in Different Market Conditions : Trending Markets : The ADX filter ensures that trades are only taken when the trend is strong. When the market is trending, the directional movement indicators help confirm the momentum, making the reversal signal more reliable. Ranging Markets : In choppy markets, the Bollinger Bands expand and contract, while the RSI divergence can highlight potential turning points. The optional filters can be adjusted to avoid false signals in low-volume or low-volatility conditions. Volatility Management : With ATR-based stop-losses and a risk/reward filter, the strategy adapts to current market volatility, ensuring that risk is managed consistently. Recommendation on using this Strategy with a Trading Bot : This strategy is well-suited for high-frequency trading (HFT) due to its ability to quickly identify reversal setups and execute trades dynamically with automated stop-loss and trailing exits. By integrating this script with a TradingView webhook-based bot or an API-driven execution system, traders can automate trade entries and exits in real-time, reducing manual execution delays and capitalizing on fast market movements. Disclaimer : This script is provided for educational and informational purposes only. It is not intended as investment advice. Trading involves significant risk, and you should always conduct your own research and analysis before making any trading decisions. The author is not responsible for any losses incurred while using this script.
Pine Script® strategy
by BullByte
13
Smart Mean Reversion DashboardThis indicator is designed to help traders identify potential mean reversion opportunities using a combination of Bollinger Bands, RSI, and deviation from the moving average. It provides a clean, visually appealing dashboard that displays key metrics and signals in real-time. How to Read and Use: Deviation from Mean: Displays the percentage deviation of the current price from the moving average. A high positive or negative deviation may indicate overextension and a potential mean reversion opportunity. Bollinger Band Status: Indicates whether the price is inside or outside the Bollinger Bands. "Outside Upper" suggests overbought conditions, while "Outside Lower" suggests oversold conditions. RSI Status: Shows whether the RSI is in overbought (>70), oversold (<30), or neutral conditions. Overbought and oversold levels can confirm potential reversal zones. Signal: BUY: Triggered when the price is outside the lower Bollinger Band and RSI is in the oversold zone. SELL: Triggered when the price is outside the upper Bollinger Band and RSI is in the overbought zone. WAIT: No clear signal; wait for better conditions. Important Notes: This is NOT a buy or sell recommendation. This indicator is a tool to assist in identifying potential trading opportunities. Always use it in conjunction with your own analysis and risk management. The signals generated by this indicator are based on historical data and do not guarantee future performance. It is recommended to use this indicator alongside other technical analysis tools and confirm signals with price action or other strategies. Features: Dashboard: Displays deviation, Bollinger Band status, RSI status, and signals in a clean, movable interface. Customizable Settings: Adjust Bollinger Band length, RSI length, and moving average length to suit your trading style. Visual Enhancements: Color-coded signals and metrics for easy interpretation in both light and dark modes. Disclaimer: Trading involves significant risk, and past performance is not indicative of future results. This indicator is for educational purposes only and should not be considered financial advice. Always consult with a financial advisor before making trading decisions.
Pine Script® indicator
by darshakssc
02 SMC + BB Breakout (Improved)This strategy combines Smart Money Concepts (SMC) with Bollinger Band breakouts to identify potential trading opportunities. SMC focuses on identifying key price levels and market structure shifts, while Bollinger Bands help pinpoint overbought/oversold conditions and potential breakout points. The strategy also incorporates higher timeframe trend confirmation to filter out trades that go against the prevailing trend. Key Components: Bollinger Bands: Calculated using a Simple Moving Average (SMA) of the closing price and a standard deviation multiplier. The strategy uses the upper and lower bands to identify potential breakout points. The SMA (basis) acts as a centerline and potential support/resistance level. The fill between the upper and lower bands can be toggled by the user. Higher Timeframe Trend Confirmation: The strategy allows for optional confirmation of the current trend using a higher timeframe (e.g., daily). It calculates the SMA of the higher timeframe's closing prices. A bullish trend is confirmed if the higher timeframe's closing price is above its SMA. This helps filter out trades that go against the prevailing long-term trend. Smart Money Concepts (SMC): Order Blocks: Simplified as recent price clusters, identified by the highest high and lowest low over a specified lookback period. These levels are considered potential areas of support or resistance. Liquidity Zones (Swing Highs/Lows): Identified by recent swing highs and lows, indicating areas where liquidity may be present. The Swing highs and lows are calculated based on user defined lookback periods. Market Structure Shift (MSS): Identifies potential changes in market structure. A bullish MSS occurs when the closing price breaks above a previous swing high. A bearish MSS occurs when the closing price breaks below a previous swing low. The swing high and low values used for the MSS are calculated based on the user defined swing length. Entry Conditions: Long Entry: The closing price crosses above the upper Bollinger Band. If higher timeframe confirmation is enabled, the higher timeframe trend must be bullish. A bullish MSS must have occurred. Short Entry: The closing price crosses below the lower Bollinger Band. If higher timeframe confirmation is enabled, the higher timeframe trend must be bearish. A bearish MSS must have occurred. Exit Conditions: Long Exit: The closing price crosses below the Bollinger Band basis. Or the Closing price falls below 99% of the order block low. Short Exit: The closing price crosses above the Bollinger Band basis. Or the closing price rises above 101% of the order block high. Position Sizing: The strategy calculates the position size based on a fixed percentage (5%) of the strategy's equity. This helps manage risk by limiting the potential loss per trade. Visualizations: Bollinger Bands (upper, lower, and basis) are plotted on the chart. SMC elements (order blocks, swing highs/lows) are plotted as lines, with user-adjustable visibility. Entry and exit signals are plotted as shapes on the chart. The Bollinger band fill opacity is adjustable by the user. Trading Logic: The strategy aims to capitalize on Bollinger Band breakouts that are confirmed by SMC signals and higher timeframe trend. It looks for breakouts that align with potential market structure shifts and key price levels (order blocks, swing highs/lows). The higher timeframe filter helps avoid trades that go against the overall trend. In essence, the strategy attempts to identify high-probability breakout trades by combining momentum (Bollinger Bands) with structural analysis (SMC) and trend confirmation. Key User-Adjustable Parameters: Bollinger Bands Length Standard Deviation Multiplier Higher Timeframe Higher Timeframe Confirmation (on/off) SMC Elements Visibility (on/off) Order block lookback length. Swing lookback length. Bollinger band fill opacity. This detailed description should provide a comprehensive understanding of the strategy's logic and components. ***DISCLAIMER: This strategy is for educational purposes only. It is not financial advice. Past performance is not indicative of future results. Use at your own risk. Always perform thorough backtesting and forward testing before using any strategy in live trading.***
Pine Script® strategy
by giorendel
Fib BB on VWMA*ATRThis TradingView Pine Script is designed to plot Fibonacci Bollinger Bands on a Volume Weighted Moving Average (VWMA) using the Average True Range (ATR). The script takes a higher timeframe (HTF) approach, allowing traders to analyze price action and volatility from a broader market perspective. 🔹 How It Works Higher Timeframe Data Integration Users can select a specific timeframe to calculate the VWMA and ATR. This allows for a more macro perspective, avoiding the noise of lower timeframes. Volume Weighted Moving Average (VWMA) Unlike the Simple Moving Average (SMA), VWMA gives higher weight to price movements with larger volume. Calculation Formula: 𝑉𝑊𝑀𝐴=∑(𝐶𝑙𝑜𝑠𝑒×𝑉𝑜𝑙𝑢𝑚𝑒) / ∑𝑉𝑜𝑙𝑢𝑚𝑒 Since VWMA accounts for volume, it is more reactive to price zones with high buying or selling activity, making it useful for identifying liquidity zones. ATR-Based Fibonacci Bollinger Bands The Average True Range (ATR) is used to measure market volatility. Instead of standard deviation-based Bollinger Bands, Fibonacci multipliers (2.618, 3.0, 3.414) are applied to ATR. These bands adjust dynamically with market volatility. 🔹 Key Findings from Exploration Through testing and analysis, this indicator seems to effectively detect supply and demand zones, particularly at the Fibonacci levels of 2.618 to 3.414. Price frequently reacts at these bands, indicating that they capture key liquidity zones. Potential Order Block Detection: The ends of the Fibonacci Bollinger Bands (especially at 2.618, 3.0, and 3.414) tend to align with order blocks—areas where institutional traders previously accumulated or distributed positions. This is particularly useful for order flow traders who focus on unfilled institutional orders. 🔹 How to Use This Indicator? Identifying Order Blocks When price reaches the upper or lower bands, check if there was a strong reaction (rejection or consolidation). If price rapidly moves away from a band, that level might be an order block. Spotting Liquidity Pools VWMA’s nature enhances liquidity detection since it emphasizes high-volume price action. If a price level repeatedly touches the band without breaking through, it suggests institutional orders may be absorbing liquidity there. Trend Confirmation If VWMA is trending upwards and price keeps rejecting the lower bands, it confirms a strong bullish trend. Conversely, constant rejection from the upper bands suggests a bearish market. This script is designed for open-source publication and offers traders a refined approach to detecting order blocks and liquidity zones using Fibonacci-based volatility bands. 📌 한글 설명 (상세 설명) 이 트레이딩뷰 파인스크립트는 거래량 가중 이동평균(VWMA)과 평균 실제 범위(ATR)를 활용하여 피보나치 볼린저 밴드를 표시하는 지표입니다. 또한, 고차 타임프레임(HTF) 데이터를 활용하여 시장의 큰 흐름을 분석할 수 있도록 설계되었습니다. 🔹 지표 작동 방식 고차 타임프레임(HTF) 데이터 적용 사용자가 원하는 타임프레임을 선택하여 VWMA와 ATR을 계산할 수 있습니다. 이를 통해 더 큰 시장 흐름을 분석할 수 있으며, 저타임프레임의 노이즈를 줄일 수 있습니다. 거래량 가중 이동평균(VWMA) 적용 VWMA는 단순 이동평균(SMA)보다 거래량이 많은 가격 움직임에 더 큰 가중치를 부여합니다. 계산 공식: 𝑉𝑊𝑀𝐴=∑(𝐶𝑙𝑜𝑠𝑒×𝑉𝑜𝑙𝑢𝑚𝑒) / ∑𝑉𝑜𝑙𝑢𝑚𝑒 ​ 거래량이 많이 발생한 가격 구간을 강조하는 특성이 있어, 시장의 유동성 구간을 더 정확히 포착할 수 있습니다. ATR 기반 피보나치 볼린저 밴드 생성 ATR(Average True Range)를 활용하여 변동성을 측정합니다. 기존의 표준편차 기반 볼린저 밴드 대신, 피보나치 계수(2.618, 3.0, 3.414)를 ATR에 곱하여 밴드를 생성합니다. 이 밴드는 시장 변동성에 따라 유동적으로 조정됩니다. 🔹 탐구 결과: 매물대 및 오더블록 감지 테스트를 통해 Fibonacci 2.618 ~ 3.414 구간에서 매물대 및 오더블록을 포착하는 경향이 있음을 확인했습니다. 가격이 피보나치 밴드(특히 2.618, 3.0, 3.414)에 닿을 때 반응하는 경우가 많음 VWMA의 특성을 통해 오더블록을 감지할 가능성이 높음 🔹 오더블록(Order Block) 감지 원리 Fibonacci 밴드 끄트머리(2.618 ~ 3.414)에서 가격이 강하게 반응 이 영역에서 가격이 강하게 튀어 오르거나(매수 압력) 급락하는(매도 압력) 경우, → 기관들이 포지션을 청산하거나 추가 매집하는 구간일 가능성이 큼. 과거에 대량 주문이 체결된 가격 구간(= 오더블록)일 수 있음. VWMA를 통한 유동성 감지 VWMA는 거래량이 집중된 가격을 기준으로 이동하기 때문에, 기관 주문이 많이 들어온 가격대를 강조하는 특징이 있음. 따라서 VWMA와 피보나치 밴드가 만나는 지점은 유동성이 높은 핵심 구간이 될 가능성이 큼. 매물대 및 청산 구간 분석 가격이 밴드에 도달했을 때 강한 반등이 나오는지를 확인 → 오더블록 가능성 가격이 밴드를 여러 번 테스트하면서 돌파하지 못한다면, 해당 지점은 강한 매물대일 가능성 🔹 활용 방법 ✅ 오더블록 감지: 가격이 밴드(2.618~3.414)에 닿고 강하게 튕긴다면, 오더블록 가능성 해당 지점에서 거래량 증가 및 강한 반등 발생 시 매수 고려 ✅ 유동성 풀 확인: VWMA와 피보나치 밴드가 만나는 구간에서 반복적으로 거래량이 터진다면, 해당 지점은 기관 유동성 구간일 가능성 ✅ 추세 확인: VWMA가 상승하고 가격이 밴드 하단(지지선)에서 튕긴다면 강한 상승 추세 VWMA가 하락하고 가격이 밴드 상단(저항선)에서 거부당하면 하락 추세 지속
Pine Script® indicator
by kdhchgo
Adaptive Bollinger BandsAdaptive Bollinger Bands This indicator displays Bollinger Bands with parameters that dynamically adjust based on market volatility. Unlike standard Bollinger Bands with fixed parameters, this version adaptively modifies both the period and standard deviation multiplier in real-time based on measured market conditions. Key Features Dynamic adjustment of period and standard deviation based on normalized volatility Color-coded visualization of current volatility regime (expanding, normal, contracting) Integration with Keltner Channels for band refinement Bandwidth analysis for volatility regime identification Optional on-chart parameter labels showing current settings Band cross alerts and visual markers Volatility Visualization The indicator uses color-coding to display different volatility regimes: Red: Expanding volatility regime (higher measured volatility) Blue: Normal volatility regime (average measurements) Green: Contracting volatility regime (lower measured volatility) Technical Information The indicator calculates volatility by analyzing price returns over a configurable lookback period (default 50 bars). The standard deviation of returns is normalized against historical extremes to create an adaptive scaling factor. Band adaptation occurs through two primary mechanisms: 1. Period adjustment: Higher volatility uses shorter periods (more responsive), while lower volatility uses longer periods (more stable) 2. Standard deviation multiplier adjustment: Higher volatility increases the multiplier (wider bands), while lower volatility decreases it (tighter bands) The middle band uses a simple moving average with the adaptive period. Additional refinement occurs through Keltner Channel integration, which can tighten bands when contained within Keltner boundaries. Volatility regimes are determined by analyzing Bollinger Bandwidth relative to its recent history, providing contextual information about the current market state. Settings Customization The indicator provides extensive customization options: - Base parameters (period and standard deviation) - Adaptive range limits (min/max period and standard deviation) - Keltner Channel parameters for band refinement - Bandwidth analysis settings - Display options for visual elements Limitations and Considerations All technical indicators have inherent limitations and should not be used in isolation Past performance does not guarantee future results The indicator requires sufficient historical data for proper volatility normalization Smaller timeframes may produce more noise in the adaptive calculations Parameters may require adjustment for different markets and trading styles Band crosses are not trading signals on their own and should be evaluated with other factors This indicator is designed to provide objective information about market volatility conditions and potential support/resistance zones. Always combine with other analysis methods within a comprehensive trading approach.
Pine Script® indicator
by DutchCryptoDad
BBVOL SwiftEdgeBBVOL SwiftEdge – Precision Scalping with Volume and Trend Filtering Optimized for scalping and short-term trading on fast-moving markets (e.g., 1-minute charts), BBVOL SwiftEdge combines Bollinger Bands, Heikin Ashi smoothing, volume momentum, and EMA trend alignment to deliver actionable buy/sell signals with visual trend cues. Ideal for forex, crypto, and stocks. What Makes BBVOL SwiftEdge Unique? Unlike traditional Bollinger Bands scripts that focus solely on price volatility, BBVOL SwiftEdge enhances signal precision by: Using Heikin Ashi to filter out noise and confirm trend direction, reducing false signals in choppy markets. Incorporating volume analysis to ensure signals align with significant buying or selling pressure (customizable thresholds). Adding an EMA overlay to keep trades in sync with the short-term trend. Coloring candlesticks (green for bullish, red for bearish, purple for consolidation) to visually highlight market conditions at a glance. How Does It Work? Buy Signal: Triggers when price crosses above the lower Bollinger Band, Heikin Ashi shows bullish momentum (close > open), buy volume exceeds your set threshold (default 30%), and price is above the EMA. A green triangle appears below the candle. Sell Signal: Triggers when price crosses below the upper Bollinger Band, Heikin Ashi turns bearish (close < open), sell volume exceeds the threshold (default 30%), and price is below the EMA. A red triangle appears above the candle. Trend Visualization: Candles turn green when price is significantly above the Bollinger Bands’ basis (indicating a bullish trend), red when below (bearish trend), or purple when near the basis (consolidation), based on a customizable threshold (default 10% of BB width). Risk Management: Each signal calculates a stop-loss (10% beyond the opposite band) and take-profit (opposite band), plotted for reference. How to Use It Timeframe: Best on 1-minute to 5-minute charts for scalping; test higher timeframes for swing trading. Markets: Works well in volatile markets like forex pairs (e.g., EUR/USD), crypto (e.g., BTC/USD), or liquid stocks. Customization: Adjust Bollinger Bands length (default 10), multiplier (default 1.2), volume thresholds (default 30%), EMA length (default 3), and consolidation threshold (default 0.1%) to match your strategy. Interpretation: Look for green/red triangles as entry signals, confirmed by candle colors. Purple candles suggest caution—wait for a breakout. Use stop-loss/take-profit levels for trade management. Underlying Concepts Bollinger Bands: Measures volatility and identifies overbought/oversold zones. Heikin Ashi: Smooths price action to emphasize trend direction. Volume Momentum: Calculates cumulative buy/sell volume percentages to confirm market strength (e.g., buyVolPercent = buyVolume / totalVolume * 100). EMA: A fast-moving average (default length 3) ensures signals align with the immediate trend. Chart Setup The chart displays Bollinger Bands (orange), Heikin Ashi close (green circles), EMA (purple), and volume-scaled lines (lime/red). Signals are marked with triangles, and candle colors reflect trend state. Keep the chart clean by focusing on these outputs for clarity.
Pine Script® indicator
by SwiftEdge
2
Bollinger Bands + Supertrend by XoediacBollinger Bands with Supertrend Indicator by Xeodiac This script combines two powerful technical analysis tools — Bollinger Bands and the Supertrend Indicator — to provide traders with a comprehensive view of market volatility and trend direction. Bollinger Bands: These bands consist of a middle band (the simple moving average, or SMA) and two outer bands (calculated as standard deviations away from the middle). The upper and lower bands act as dynamic support and resistance levels, expanding during high volatility and contracting during low volatility. Supertrend Indicator: The Supertrend is a trend-following indicator that uses the Average True Range (ATR) to calculate an adaptive threshold, indicating whether the market is in an uptrend or downtrend. The indicator changes color based on the trend direction, providing clear buy and sell signals. Features of the Script: Volatility-based Signals : By incorporating the Bollinger Bands, the script adjusts to market volatility. Traders can identify periods of high and low volatility, helping to gauge potential price breakouts or reversals. Trend Confirmation: The Supertrend helps confirm the trend direction, ensuring that trades are aligned with the overall market trend. Green Supertrend signals indicate an uptrend, while red signals indicate a downtrend. Enhanced Decision-making: By using both indicators together, traders can make more informed decisions. For instance, buying opportunities are validated when the price is near the lower Bollinger Band, and the Supertrend is in a bullish phase, and vice versa for selling. Customizable Parameters: The script allows users to customize the settings for both the Bollinger Bands and the Supertrend, enabling fine-tuning based on trading preferences or market conditions. Ideal Use Cases: Identifying trend reversals or continuation patterns in trending markets. Monitoring price action during periods of low volatility for breakout opportunities. Filtering out false signals by combining volatility with trend strength.
Pine Script® indicator
by Xeodiac
5
Bollinger Bands MTF & Kalman Filter | Flux Charts📈 Multi-Timeframe Kalman Filtered Bollinger Bands Indicator Introducing our MTF Kalman Filtered Bollinger Bands – a powerful multi-timeframe Bollinger Bands (BB) indicator enhanced with Kalman filtering for superior smoothing and trend analysis. This indicator dynamically adapts Bollinger Bands across multiple timeframes while incorporating volume-based gradient transparency to highlight significant price movements. This indicator is better optimized for lower timeframes. ❓ How to Interpret the Bands & Volume Gradient: Our indicator combines Lower Timeframe (LTF) and Higher Timeframe (HTF) Bollinger Bands to provide a comprehensive trend analysis. It applies Kalman filtering to the LTF bands, ensuring smoother, noise-reduced signals. The color gradient and relative volume-based transparency offer deeper insights into price strength. 🔹 LTF Bollinger Bands: Shorter-period bands filtered with a Kalman smoothing algorithm, reducing lag and noise. 🔹 HTF Bollinger Bands: Traditional Bollinger Bands plotted on a higher timeframe, offering macro trend analysis. 🔹 Volume Gradient Transparency: The bands adjust their opacity based on relative buy/sell volume, allowing traders to assess momentum strength. 📌 How Does It Work? 1️⃣ Multi-Timeframe Bollinger Bands Calculation The LTF BB uses Kalman filtering for a smoother price representation, helping to reduce false signals. The HTF BB is EMA-smoothed for improved trend clarity. 2️⃣ Adaptive Gradient Transparency The opacity of the fill color between the bands is determined by relative buy/sell volume. Higher buy volume = stronger bullish signal (greener bands). Higher sell volume = stronger bearish signal (redder bands). 3️⃣ Dynamic Trend Signals & Breakouts Buy Signal: When price breaks below the HTF lower band and LTF bands start rising. Sell Signal: When price breaks above the HTF upper band and LTF bands start falling. ⚙️ Settings & Customization: 🛠 LTF and HTF Bollinger Bands Settings: Multiplier: The multiplier applied to the BB to determine the upper and lower bands Length: Define the number of bars determines the BB calculations. Custom Timeframe Selection: Choose from predefined options (e.g., 5m, 15m, 1H, 4H, etc). 🎨 Gradient & Transparency Settings: Bullish/Bearish Color Options: Customize colors for uptrend and downtrend conditions. Max & Min Opacity: Adjust the transparency levels based on volume intensity. Solid vs. Gradient Mode: Choose between a gradient fill or a solid color mode for clarity. 📌 Recommended Settings for Optimal Use: 1️⃣ Timeframe Selection (LTF -> HTF): 1 min -> 5 min 2 min -> 5 min 3 min -> 15 min 5 min -> 15 min 15 min -> 1 hr 1 hr -> 4 hr 4 hr -> 1 day 2️⃣ Multiplier: Use 2.0 for LTF and 2.25 for HTF 3️⃣Length: Use a length of 20 - 30 bars 🚀 Why Use This Indicator? ✅ Multi-Timeframe Bollinger Bands with Kalman Filtering – Ideal for traders looking for reduced lag and clearer trend signals. ✅ Volume-Based Transparency – See momentum shifts instantly with adaptive opacity. ✅ Dynamic Buy & Sell Signals – Alerts based on price action + volume trends. ✅ Customizable for Any Strategy – Adjust colors, timeframes, and filtering options for personalized trading.
Pine Script® indicator
by fluxchart
7
Enhanced BarUpDn StrategyEnhanced BarUpDn Strategy The Enhanced BarUpDn Strategy is a refined price action-based trading approach that identifies market trends and reversals using bar formations. It focuses on detecting bullish and bearish momentum by analyzing consecutive price bars and key support/resistance levels. Key Features: ✅ Trend Confirmation – Uses a combination of bar patterns and indicators (e.g., moving averages, RSI) to confirm momentum shifts. ✅ Entry Signals – A buy signal is triggered when an "Up Bar" (higher high, higher low) follows a bullish setup; a sell signal when a "Down Bar" (lower high, lower low) confirms bearish momentum. ✅ Enhanced Filters – Incorporates volume analysis and additional conditions to reduce false signals. ✅ Stop-Loss & Risk Management – Uses recent swing highs/lows for stop placement and dynamic trailing stops for maximizing gains.
Pine Script® strategy
by a4arjunsatheesh