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ICT TIME ELEMENTS [KaninFX]## Overview The ICT Time Elements indicator is a comprehensive trading tool designed to visualize the most critical market sessions and timeframes according to Inner Circle Trader (ICT) methodology. This indicator helps traders identify high-probability trading opportunities by highlighting key market sessions, killzones, and liquidity periods throughout the trading day. ## Key Features ### 🕐 Complete ICT Time Framework - **Asian Range**: 8:00 PM - 12:00 AM (NY Time) - Evening consolidation period - **London Killzone**: 2:00 AM - 5:00 AM (NY Time) - European market opening liquidity - **NY Killzone**: 7:00 AM - 10:00 AM (NY Time) - US market opening with high volatility - **Silver Bullet Sessions**: - London Silver Bullet: 3:00 AM - 4:00 AM - AM Silver Bullet: 10:00 AM - 11:00 AM - PM Silver Bullet: 2:00 PM - 3:00 PM - **Lunch Hours**: 5:00 AM - 7:00 AM & 12:00 PM - 1:00 PM (Lower volatility periods) - **News Embargo**: 8:30 AM - 9:30 AM (High impact news release window) - **20-Minute Macros**: :50 to :10 minutes of each hour (Short-term reversal periods) - **True Day Close**: 4:00 PM - 4:30 PM (Official market close) ### 🎨 Visual Customization - **Multiple Themes**: Dark, Light, and Custom color schemes - **Adjustable Opacity**: Control zone transparency (0-100%) - **Font Customization**: Tiny, Small, Normal, Large text sizes - **Custom Colors**: Personalize each zone with your preferred colors - **Professional Display**: Clean histogram visualization with zone labels ### 🌍 Multi-Timezone Support Built-in support for major trading centers: - America/New_York (Default) - America/Chicago - America/Los_Angeles - Europe/London - Asia/Tokyo - Asia/Shanghai - Australia/Sydney ### 📊 Smart Information Display - **Real-time Zone Detection**: Automatically identifies current active session - **Zone Labels**: Clear labeling at the center of each time period - **Current Zone Indicator**: Arrow pointer showing the active session - **Comprehensive Info Table**: Quick reference for all time zones and their schedules - **Flexible Table Positioning**: Place info table in any corner of your chart ### ⚡ Performance Optimized - **Memory Management**: Automatic cleanup of old labels to maintain performance - **Efficient Processing**: Optimized time calculations for smooth operation - **Resource Control**: Limited label generation to prevent system overload ## How It Works The indicator continuously monitors the current time against predefined ICT session schedules. When price action enters a recognized time zone, the indicator: 1. **Highlights the Period**: Colors the histogram bar according to the active session 2. **Labels the Zone**: Places descriptive text identifying the current market condition 3. **Updates Info Table**: Shows current session status and complete schedule 4. **Tracks Macro Periods**: Identifies 20-minute reversal windows within major sessions ### Special Features - **Macro Detection**: Automatically identifies when current time falls within a 20-minute macro period - **Session Overlap Handling**: Properly manages overlapping time zones with priority logic - **Dynamic Color Adjustment**: Theme-aware color selection for optimal visibility ## Best Use Cases ### For ICT Traders - Identify optimal entry times during killzone sessions - Recognize silver bullet opportunities for quick scalps - Avoid trading during lunch hour consolidations - Prepare for news embargo volatility ### For Session Traders - Track major market session transitions - Plan trading strategy around high-liquidity periods - Understand global market flow and timing ### For Swing Traders - Identify macro trend continuation points - Time position entries during optimal sessions - Understand market structure changes across sessions ## Installation & Setup 1. Add the indicator to your TradingView chart 2. Select your preferred timezone from the dropdown 3. Choose theme (Dark/Light) or customize colors 4. Adjust font size and table position to your preference 5. Enable/disable features as needed for your trading style ## Pro Tips - **Combine with Price Action**: Use time zones alongside support/resistance levels - **Focus on Killzones**: Highest probability setups occur during London and NY killzones - **Watch Silver Bullets**: These 1-hour windows often provide excellent reversal opportunities - **Respect Lunch Hours**: Lower volatility periods - consider smaller position sizes - **News Embargo Awareness**: Prepare for potential whipsaws during 8:30-9:30 AM ## Conclusion The ICT Time Elements indicator transforms complex ICT timing concepts into an easy-to-read visual tool. Whether you're a beginner learning ICT methodology or an experienced trader looking to optimize your timing, this indicator provides the essential market session awareness needed for successful trading. *Compatible with all TradingView plans and timeframes. Works best on 1-minute to 1-hour charts for optimal session visualization.*
Pine Script® indicator
by KaninFXTrader
True Range eXpansion🕯️ TRX — True Range eXpansion Clean Candle Bodies · Volatility Bands · Adaptive Range Envelope System Not your grandfather’s candles. Not your brokerage’s bands. ---------------------------------------------------- TRX begins with a simple concept: visualize the true range of every candle, without the noise of flickering wicks. From there, it grows into a fully adaptive price visualization framework. What started as a candle-only visualizer evolved into a modular, user-controlled price engine. From wickless candle clarity to dynamic volatility envelopes, TRX adapts to you. There are plenty of band and channel indicators out there — Bollinger, Keltner, Donchian, Envelope, the whole crew. But none of them are built on the true candle range, adaptive ATR shaping, and full user control like TRX. This isn’t just another indicator — it’s a new framework. Most bands and channels are based on close price and statistical deviation — useful, but limited. TRX uses the full true range of each candle as its foundation, then applies customizable smoothing and directional ATR scaling to form a dynamic, volatility-reactive envelope. The result? Bands that breathe with the market — not lag behind it. ---------------------------------------------------- 🔧 Core Features: 🕯️ True Range Candles — Each candle is plotted from low to high, body-only, colored by open/close. 📈 Adjustable High/Low Moving Averages — Select your smoothing style: SMA, EMA, WMA, RMA, or HMA. 🌬️ ATR-Based Expansion — Bands dynamically breathe based on market volatility. 🔀 Per-Band Multipliers — Fine-tune expansion individually for the upper and lower bands. ⚖️ Basis Line — Optional centerline between bands for structure tracking and equilibrium zones. 🎛️ Full Visual Control — Width, transparency, color, on/off toggles for each element. ---------------------------------------------------- 🧠 Default Use Case: With the included default settings, TRX behaves like an evolved Bollinger Band system — based on True Range candle structure, not just close price and standard deviation. ---------------------------------------------------- 🔄 How to Zero Out the Bands (for Minimalist Use): Want just candles? A clean MA? Single band? You got it. ➤ Use TRX like a clean moving average: • Set ATR Multiplier to 0 • Set both Band ATR Adjustments to 0 • Leave the Basis Line ON or OFF — your call ➤ Show only candles (no bands at all): • Turn off "Show High/Low MAs" • Turn off Basis Line ➤ Single-line ceiling or floor tracking: • Set one band’s Transparency to 100 • Use the remaining band as a price envelope or support/resistance guide ---------------------------------------------------- 🧬 Notes: TRX can be made: • Spiky or silky (via smoothing & ATR) • Wide or tight (via multipliers) • Subtle or aggressive (via color/transparency) • Clean as a compass or dirty as a chaos meter Built by accident. Tuned with intention. Released to the world as one of the most adaptable and expressive visual overlays ever made. Created by Sherlock_MacGyver
Pine Script® indicator
by Sherlock_MacGyver
Mad Trading Scientist - Guppy MMA with Bollinger Bands📘 Indicator Name: Guppy MMA with Bollinger Bands 🔍 What This Indicator Does: This TradingView indicator combines Guppy Multiple Moving Averages (GMMA) with Bollinger Bands to help you identify trend direction and volatility zones, ideal for spotting pullback entries within trending markets. 🔵 1. Guppy Multiple Moving Averages (GMMA): ✅ Short-Term EMAs (Blue) — represent trader sentiment: EMA 3, 5, 8, 10, 12, 15 ✅ Long-Term EMAs (Red) — represent investor sentiment: EMA 30, 35, 40, 45, 50, 60 Usage: When blue (short) EMAs are above red (long) EMAs and spreading → Strong uptrend When blue EMAs cross below red EMAs → Potential downtrend ⚫ 2. Bollinger Bands (Volatility Envelopes): Length: 300 (captures the longer-term price range) Basis: 300-period SMA Upper & Lower Bands: ±1 Standard Deviation (light gray zone) ±2 Standard Deviations (dark gray zone) Fill Zones: Highlights standard deviation ranges Emphasizes extreme vs. normal price moves Usage: Price touching ±2 SD bands signals potential exhaustion Price reverting to the mean suggests pullback or re-entry opportunity 💡 Important Note: Use With Momentum Filter ✅ For superior accuracy, this indicator should be combined with your invite-only momentum filter on TradingView. This filter helps confirm whether the trend has underlying strength or is losing momentum, increasing the probability of successful entries and exits. 🕒 Recommended Timeframe: 📆 1-Hour Chart (60m) This setup is optimized for short- to medium-term swing trading, where Guppy structures and Bollinger reversion work best. 🔧 Practical Strategy Example: Long Trade Setup: Short EMAs are above long EMAs (strong uptrend) Price pulls back to the lower 1 or 2 SD band Momentum filter confirms bullish strength Short Trade Setup: Short EMAs are below long EMAs (strong downtrend) Price rises to the upper 1 or 2 SD band Momentum filter confirms bearish strength
Pine Script® indicator
by purvanggandhi
TP/SL Overlay with Volume/ATR TableThis is a Take Profit and Stop Loss indicator that plots the TP/SL levels, along with the Risk/Reward ratios on the chart similar to an auto fib overlay. These levels are ATR based and are dynamic, based on the current price. It also includes heads-up display that shows the Relative Volume, ATR and several TP levels. All settings and configurations are editable from the settings menu, as well. I created this to make it easier to estimate TP levels without having to pull up a calculator or the "Long" tool that TradingView provides. Hope you like it!
Pine Script® indicator
by TruckerDoug0331
AMD Liquidity Sweep with AlertsAMD Liquidity Sweep with Alerts Identify key liquidity levels from the Asian trading session with visual markers and alerts. 📌 Key Features: Asia Session Detection Customizable start/end hours (0-23) to match your trading timezone Automatically calculates session high/low Smart Swing Level Identification Finds the closest significant swing high ≥ Asia high Finds the closest significant swing low ≤ Asia low Adjustable pivot sensitivity (# of left/right bars) Professional Visuals Dashed reference lines extending into the future Blue-highlighted key levels Clean label formatting with precise price levels Trading Alerts Price-cross alerts for liquidity breaks Visual markers (triangles) when levels are breached Separate alerts for buy-side/sell-side liquidity Customization Options Toggle intermediate swing highlights Adjust label sizes 💡 Trading Applications: Institutional Levels: Identify zones where Asian session liquidity pools exist Breakout Trading: Get alerted when price breaches Asian session ranges S/R Flip Zones: Watch how price reacts at these key reference levels London/NY Open: Use Asian levels for early European session trades 🔧 How to Use: Set your preferred Asia session hours Adjust pivot sensitivity (default 1 bar works for most timeframes) Enable alerts for breakouts if desired Watch for reactions at the plotted levels
Pine Script® indicator
by OOCONNOR454
4
No Gaps - JizzanyNo Gaps – Jizzany Fill the blanks. Own the patterns. Don’t let thin futures feeds or blazing-fast 1 s bars break your flow—this overlay stitches every missing pixel back into your chart so you can: 🔍 Analyze low-liquidity markets (futures, exotic FX, crypto alt-pairs) without awkward jumps ⏱️ Trade ultra-low timeframes (1 s, tick charts) with full confidence in every wick 📈 Spot price patterns seamlessly, even when your broker’s feed skips a beat How it works: Auto-detects gaps between sessions or feeds, then draws miniature candles from the prior close to the current open—using real intrabar highs/lows—so nothing ever goes unseen. Perfect for scalpers, day traders, and anyone who demands continuity in every bar. Try it on your next chart and rediscover the story in every candle. Turn This Into This This Into
Pine Script® indicator
by Jizzany17
cd_respect2_EQ_Cx🔹 Overview: Many traders form a bias or look for trade setups by analyzing the high (H) and low (L) of previous higher timeframe candles. For example: a close above the previous daily high, a failure to close after breaking the high, or approaching the level without making a new high. As we’ve been taught to focus on these key levels, I wanted to draw attention to what's happening at the mid-levels (Equilibrium) of the current and higher timeframe candles. We’ve all heard the phrase “Strong price reacts from equilibrium,” yet most of us wait at the extremes. While working on equilibrium levels of both higher timeframes and the current timeframe, I noticed that when a current candle closes above/below the previous HTF candle's high/low, price often respects the part of the candle that caused the break — which I refer to as the Last Block. When respected, price tends to continue with momentum; when lost, a pullback or reversal often follows. ________________________________________ 🔹 About the Indicator: This tool analyzes four different higher timeframes and shows: • Current candle equilibrium levels • Previous candle equilibrium levels (2 display options): 1. On Box – classic display 2. On Candle – equilibrium is linked to the last candle that includes the level, making those candles more meaningful or "strengthened" • Alerts (standard) and on-screen warnings when price approaches previous equilibrium levels • High/Low levels of previous HTF candles • High/Low levels of live HTF candles • Last Block: the upper or lower part of the candle that caused the breakout when price closes above/below the previous HTF high/low • Countdown timer until the close of selected HTFs ________________________________________ 🔹 Menus & Usage: 🔸 Show/Hide Tab: • Toggle Previous Equilibrium display (On Candle / On Box) • Toggle Live Equilibrium levels, color selection, and left extension • Toggle Current Candle Equilibrium and colors • Alert on Chart: flashing on-screen visual alert • Approach Limit: sets how close price must be to trigger alert • Remaining Time (RT): toggle countdown display for selected timeframes ________________________________________ 🔸 HTF H/L Levels Tab: • Show previous and live HTF candle highs/lows • Customize colors, starting points, and left extension options ________________________________________ 🔸 Timeframes & Options Tab: • Select which timeframes to display • Choose level colors • Enable price alerts • Control visibility in the time chart • Toggle Last Block display (close-to-high/low) ________________________________________ 🔸 Look Back HTF Candles Tab: • Delete filled levels: removes invalidated zones; only unmitigated remain • Back Control: set how many candles to look back per timeframe (unlimited if not set) ________________________________________ 🔸 HTF Boxes Tab: • Display HTF candles in boxes • Set colors (single color or per timeframe) • Adjust font sizes across the chart ________________________________________ 🔹 Usage & Last Blocks: The core idea behind both equilibrium levels and last blocks is: Price should “gain” and respect them to validate continuation. Viewing multiple timeframes together strengthens bias. Each level is treated as part of the candle it's associated with — defining the “area to be gained.” “Did price respect the level because of that candle, or did the candle gain significance because it aligned with the level? That’s open for debate.” (In my opinion, the candle gains significance because it aligns with the level.) When respected, these levels/blocks act as support; when lost, they act as resistance. In suitable timeframes, reclaiming previous equilibrium levels may be interpreted as CHoCH / CISD / IDM depending on the context. ________________________________________ 🔹 Usage Example – Last Blocks: I personally trade on 1-minute and use Daily / H4 / H1 / 15m as selected timeframes. For example, if price reclaims the previous 15m level, I view it as a Change of Character. I then expect the next candle to show respect in that direction. Choose timeframes based on your trading style. Sometimes, HTF levels (past and live) cluster tightly — these areas are key watch zones for me. That’s the reason I decided to share this indicator. ________________________________________ 🔹 Chart Examples: 🔸 Example 1: Price closes above both the 12:45 15m candle and the 12:00 H1 equilibrium levels. Last Block forms. After retracing, price mitigates the block and respects live equilibrium levels (H4/H1/15m). 🔸 Example 2: Explained on chart – Levels that pushed price down in the bearish trend later acted as support. 🔸 Example 3 – CHoCH/CISD/IDM Alternative: Explained on chart – Replacing structural signals with equilibrium levels. I see this pattern often — very effective. 🔸 Example 4: Many levels are clustered in a narrow range; price shows respect across the board. ________________________________________ 🔹 Final Note: Hope you like the tool. I’d love to hear your thoughts and suggestions. "Keep in mind, strong price reverses from equilibrium." Happy trading!
Pine Script® indicator
by cdikici71
4
Topological Market Stress (TMS) - Quantum FabricTopological Market Stress (TMS) - Quantum Fabric What Stresses The Market? Topological Market Stress (TMS) represents a revolutionary fusion of algebraic topology and quantum field theory applied to financial markets. Unlike traditional indicators that analyze price movements linearly, TMS examines the underlying topological structure of market data—detecting when the very fabric of market relationships begins to tear, warp, or collapse. Drawing inspiration from the ethereal beauty of quantum field visualizations and the mathematical elegance of topological spaces, this indicator transforms complex mathematical concepts into an intuitive, visually stunning interface that reveals hidden market dynamics invisible to conventional analysis. Theoretical Foundation: Topology Meets Markets Topological Holes in Market Structure In algebraic topology, a "hole" represents a fundamental structural break—a place where the normal connectivity of space fails. In markets, these topological holes manifest as: Correlation Breakdown: When traditional price-volume relationships collapse Volatility Clustering Failure: When volatility patterns lose their predictive power Microstructure Stress: When market efficiency mechanisms begin to fail The Mathematics of Market Topology TMS constructs a topological space from market data using three key components: 1. Correlation Topology ρ(P,V) = correlation(price, volume, period) Hole Formation = 1 - |ρ(P,V)| When price and volume decorrelate, topological holes begin forming. 2. Volatility Clustering Topology σ(t) = volatility at time t Clustering = correlation(σ(t), σ(t-1), period) Breakdown = 1 - |Clustering| Volatility clustering breakdown indicates structural instability. 3. Market Efficiency Topology Efficiency = |price - EMA(price)| / ATR Measures how far price deviates from its efficient trajectory. Multi-Scale Topological Analysis Markets exist across multiple temporal scales simultaneously. TMS analyzes topology at three distinct scales: Micro Scale (3-15 periods): Immediate structural changes, market microstructure stress Meso Scale (10-50 periods): Trend-level topology, medium-term structural shifts Macro Scale (50-200 periods): Long-term structural topology, regime-level changes The final stress metric combines all scales: Combined Stress = 0.3×Micro + 0.4×Meso + 0.3×Macro How TMS Works 1. Topological Space Construction Each market moment is embedded in a multi-dimensional topological space where: - Price efficiency forms one dimension - Correlation breakdown forms another - Volatility clustering breakdown forms the third 2. Hole Detection Algorithm The indicator continuously scans this topological space for: Hole Formation: When stress exceeds the formation threshold Hole Persistence: How long structural breaks maintain Hole Collapse: Sudden topology restoration (regime shifts) 3. Quantum Visualization Engine The visualization system translates topological mathematics into intuitive quantum field representations: Stress Waves: Main line showing topological stress intensity Quantum Glow: Surrounding field indicating stress energy Fabric Integrity: Background showing structural health Multi-Scale Rings: Orbital representations of different timeframes 4. Signal Generation Stable Topology (✨): Normal market structure, standard trading conditions Stressed Topology (⚡): Increased structural tension, heightened volatility expected Topological Collapse (🕳️): Major structural break, regime shift in progress Critical Stress (🌋): Extreme conditions, maximum caution required Inputs & Parameters 🕳️ Topological Parameters Analysis Window (20-200, default: 50) Primary period for topological analysis 20-30: High-frequency scalping, rapid structure detection 50: Balanced approach, recommended for most markets 100-200: Long-term position trading, major structural shifts only Hole Formation Threshold (0.1-0.9, default: 0.3) Sensitivity for detecting topological holes 0.1-0.2: Very sensitive, detects minor structural stress 0.3: Balanced, optimal for most market conditions 0.5-0.9: Conservative, only major structural breaks Density Calculation Radius (0.1-2.0, default: 0.5) Radius for local density estimation in topological space 0.1-0.3: Fine-grained analysis, sensitive to local changes 0.5: Standard approach, balanced sensitivity 1.0-2.0: Broad analysis, focuses on major structural features Collapse Detection (0.5-0.95, default: 0.7) Threshold for detecting sudden topology restoration 0.5-0.6: Very sensitive to regime changes 0.7: Balanced, reliable collapse detection 0.8-0.95: Conservative, only major regime shifts 📊 Multi-Scale Analysis Enable Multi-Scale (default: true) - Analyzes topology across multiple timeframes simultaneously - Provides deeper insight into market structure at different scales - Essential for understanding cross-timeframe topology interactions Micro Scale Period (3-15, default: 5) Fast scale for immediate topology changes 3-5: Ultra-fast, tick/minute data analysis 5-8: Fast, 5m-15m chart optimization 10-15: Medium-fast, 30m-1H chart focus Meso Scale Period (10-50, default: 20) Medium scale for trend topology analysis 10-15: Short trend structures 20-25: Medium trend structures (recommended) 30-50: Long trend structures Macro Scale Period (50-200, default: 100) Slow scale for structural topology 50-75: Medium-term structural analysis 100: Long-term structure (recommended) 150-200: Very long-term structural patterns ⚙️ Signal Processing Smoothing Method (SMA/EMA/RMA/WMA, default: EMA) Method for smoothing stress signals SMA: Simple average, stable but slower EMA: Exponential, responsive and recommended RMA: Running average, very smooth WMA: Weighted average, balanced approach Smoothing Period (1-10, default: 3) Period for signal smoothing 1-2: Minimal smoothing, noisy but fast 3-5: Balanced, recommended for most applications 6-10: Heavy smoothing, slow but very stable Normalization (Fixed/Adaptive/Rolling, default: Adaptive) Method for normalizing stress values Fixed: Static 0-1 range normalization Adaptive: Dynamic range adjustment (recommended) Rolling: Rolling window normalization 🎨 Quantum Visualization Fabric Style Options: Quantum Field: Flowing energy visualization with smooth gradients Topological Mesh: Mathematical topology with stepped lines Phase Space: Dynamical systems view with circular markers Minimal: Clean, simple display with reduced visual elements Color Scheme Options: Quantum Gradient: Deep space blue → Quantum red progression Thermal: Black → Hot orange thermal imaging style Spectral: Purple → Gold full spectrum colors Monochrome: Dark gray → Light gray elegant simplicity Multi-Scale Rings (default: true) - Display orbital rings for different time scales - Visualizes how topology changes across timeframes - Provides immediate visual feedback on cross-scale dynamics Glow Intensity (0.0-1.0, default: 0.6) Controls the quantum glow effect intensity 0.0: No glow, pure line display 0.6: Balanced, recommended setting 1.0: Maximum glow, full quantum field effect 📋 Dashboard & Alerts Show Dashboard (default: true) Real-time topology status display Current market state and trading recommendations Stress level visualization and fabric integrity status Show Theory Guide (default: true) Educational panel explaining topological concepts Dashboard interpretation guide Trading strategy recommendations Enable Alerts (default: true) Extreme stress detection alerts Topological collapse notifications Hole formation and recovery signals Visual Logic & Interpretation Main Visualization Elements Quantum Stress Line Primary indicator showing topological stress intensity Color intensity reflects current market state Line style varies based on selected fabric style Glow effect indicates stress energy field Equilibrium Line Silver line showing average stress level Reference point for normal market conditions Helps identify when stress is elevated or suppressed Upper/Lower Bounds Red upper bound: High stress threshold Green lower bound: Low stress threshold Quantum fabric fill between bounds shows stress field Multi-Scale Rings Aqua circles : Micro-scale topology (immediate changes) Orange circles: Meso-scale topology (trend-level changes) Provides cross-timeframe topology visualization Dashboard Information Topology State Icons: ✨ STABLE: Normal market structure, standard trading conditions ⚡ STRESSED: Increased structural tension, monitor closely 🕳️ COLLAPSE: Major structural break, regime shift occurring 🌋 CRITICAL: Extreme conditions, reduce risk exposure Stress Bar Visualization: Visual representation of current stress level (0-100%) Color-coded based on current topology state Real-time percentage display Fabric Integrity Dots: ●●●●● Intact: Strong market structure (0-30% stress) ●●●○○ Stressed: Weakening structure (30-70% stress) ●○○○○ Fractured: Breaking down structure (70-100% stress) Action Recommendations: ✅ TRADE: Normal conditions, standard strategies apply ⚠️ WATCH: Monitor closely, increased vigilance required 🔄 ADAPT: Change strategy, regime shift in progress 🛑 REDUCE: Lower risk exposure, extreme conditions Trading Strategies In Stable Topology (✨ STABLE) - Normal trading conditions apply - Use standard technical analysis - Regular position sizing appropriate - Both trend-following and mean-reversion strategies viable In Stressed Topology (⚡ STRESSED) - Increased volatility expected - Widen stop losses to account for higher volatility - Reduce position sizes slightly - Focus on high-probability setups - Monitor for potential regime change During Topological Collapse (🕳️ COLLAPSE) - Major regime shift in progress - Adapt strategy immediately to new market character - Consider closing positions that rely on previous regime - Wait for new topology to stabilize before major trades - Opportunity for contrarian plays if collapse is extreme In Critical Stress (🌋 CRITICAL) - Extreme market conditions - Significantly reduce risk exposure - Avoid new positions until stress subsides - Focus on capital preservation - Consider hedging existing positions Advanced Techniques Multi-Timeframe Topology Analysis - Use higher timeframe TMS for regime context - Use lower timeframe TMS for precise entry timing - Alignment across timeframes = highest probability trades Topology Divergence Trading - Most powerful at regime boundaries - Price makes new high/low but topology stress decreases - Early warning of potential reversals - Combine with key support/resistance levels Stress Persistence Analysis - Long periods of stable topology often precede major moves - Extended stress periods often resolve in regime changes - Use persistence tracking for position sizing decisions Originality & Innovation TMS represents a genuine breakthrough in applying advanced mathematics to market analysis: True Topological Analysis: Not a simplified proxy but actual topological space construction and hole detection using correlation breakdown, volatility clustering analysis, and market efficiency measurement. Quantum Aesthetic: Transforms complex topology mathematics into an intuitive, visually stunning interface inspired by quantum field theory visualizations. Multi-Scale Architecture: Simultaneous analysis across micro, meso, and macro timeframes provides unprecedented insight into market structure dynamics. Regime Detection: Identifies fundamental market character changes before they become obvious in price action, providing early warning of structural shifts. Practical Application: Clear, actionable signals derived from advanced mathematical concepts, making theoretical topology accessible to practical traders. This is not a combination of existing indicators or a cosmetic enhancement of standard tools. It represents a fundamental reimagining of how we measure, visualize, and interpret market dynamics through the lens of algebraic topology and quantum field theory. Best Practices Start with defaults: Parameters are optimized for broad market applicability Match timeframe: Adjust scales based on your trading timeframe Confirm with price action: TMS shows market character, not direction Respect topology changes: Reduce risk during regime transitions Use appropriate strategies: Adapt approach based on current topology state Monitor persistence: Track how long topology states maintain Cross-timeframe analysis: Align multiple timeframes for highest probability trades Alerts Available Extreme Topological Stress: Market fabric under severe deformation Topological Collapse Detected: Regime shift in progress Topological Hole Forming: Market structure breakdown detected Topology Stabilizing: Market structure recovering to normal Chart Requirements Recommended Markets: All liquid markets (forex, stocks, crypto, futures) Optimal Timeframes: 5m to Daily (adaptable to any timeframe) Minimum History: 200 bars for proper topology construction Best Performance: Markets with clear regime characteristics Academic Foundation This indicator draws from cutting-edge research in: - Algebraic topology and persistent homology - Quantum field theory visualization techniques - Market microstructure analysis - Multi-scale dynamical systems theory - Correlation topology and network analysis Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice or provide direct buy/sell signals. Topological analysis reveals market structure characteristics, not future price direction. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results. See markets through the lens of topology. Trade the structure, not the noise. Bringing advanced mathematics to practical trading through quantum-inspired visualization. Trade with insight. Trade with structure. — Dskyz , for DAFE Trading Systems
Pine Script® indicator
by DskyzInvestments
Live Inside Bar ColoringDescription This script colors the current bar if it is inside the prior bar's high and low. Inside is defined as ≤ the high, and ≥ the low of the prior bar. Utility This gives a quick visual indication if the current bar is inside. This can indicate a choppier market. By definition, an inside bar is consolidating and not trending. Function Colors distinguish if the current price is above the opening price of the inside bar on a given timeframe. If you do not want to distinguish this, you can set both colors the same.
Pine Script® indicator
by SpinTrades
Multi Bollinger Bands with Background FillMulti Bollinger Bands with Background Fill 多組帶狀背景布林通道 This indicator plots six independent Bollinger Bands channels on the price chart, each fully configurable with customizable period length, standard deviation, and colors for upper, lower, and middle bands. Users can choose to display or hide each channel and its middle band independently. A distinctive feature of this tool is the option to enable colored background fills between paired Bollinger Bands (channels 1&2, 3&4, and 5&6) to visually highlight volatility zones, improving the clarity of price action and aiding in multi-timeframe volatility analysis. Key Features: Six independent Bollinger Bands channels with separate visibility toggles. Adjustable length and standard deviation for each channel. Option to display or hide the middle band (basis) for each channel. Unique colored background fills between paired upper and lower bands for enhanced visual interpretation. Custom color settings for each band and background for better differentiation. This indicator is designed for traders looking for advanced multi-layered volatility insights and clearer visual guidance when analyzing price behavior across different timeframes. It is suitable for various trading strategies including trend analysis and volatility-based setups.
Pine Script® indicator
by chingyu_ku
VWAP & Breakout Volume ConfirmHow the TradingView Indicator Works (Explained Simply) VWAP Line (Orange) It plots the Volume Weighted Average Price for the day. Price above VWAP = bullish zone Price below VWAP = bearish zone Volume Spike Detection (Red Triangle) It calculates the average volume over the last 20 candles. If the current volume is 1.5× that average, it plots a red triangle under the candle. Helps confirm if a move has real momentum or not. Breakout Confirmation (Green Label ‘BO’) Checks if price breaks above the last 10-bar high (for upside breakout) or below the last 10-bar low (for downside breakout). If a breakout happens and the volume spike is present, it plots a green “BO” label above the candle. This tells you the breakout is strong and likely to follow through.
Pine Script® indicator
by TheRistan
Bollinger Bands [LePasha]Bollinger Bands : Advanced Volatility Analysis Made Simple Discover a refined take on Bollinger Bands that offers clearer market insights and deeper volatility understanding — perfect for traders seeking precision and confidence. What Is the Bollinger Bands Indicator? The Bollinger Bands indicator is a powerful, overlay chart tool designed to help traders visualize price volatility and identify potential market extremes more effectively. Unlike classic Bollinger Bands which use just two standard deviation bands, this enhanced version employs multiple deviation levels around a simple moving average (SMA) to give a richer picture of market dynamics. Key Features Multiple Deviation Bands: Instead of only ±2 standard deviations, it uses three extended levels: 2.5, 3.0, and 3.5 standard deviations to highlight subtle and extreme price movements. Color-coded Volatility Zones: Each band range is filled with translucent red or teal shades to help traders visually grasp the intensity of price moves. Customizable Length and Toggle: Adjust the length of the bands and enable or disable the indicator easily through inputs. Why Three Deviation Levels? Traditional Bollinger Bands (±2 standard deviations) cover approximately 95% of price action, but markets often present significant moves beyond this range that are important to identify for better risk management and trading decisions. The three deviation levels serve distinct purposes: Deviation Level Approximate Purpose Market Insight Provided ±2.5 SD Captures strong but fairly common moves Entry/exit trigger zones for trending moves ±3.0 SD Highlights more extreme, less frequent moves Indicates breakout strength or overextension ±3.5 SD Marks rare and extreme price deviations Signals potential reversal or exhaustion This graduated scale allows traders to differentiate between normal volatility, strong momentum, and possible exhaustion—making it easier to tailor trading decisions according to market context. How to Use Bollinger Bands Identify Volatility Zones: Observe how price interacts with the colored bands: Price touching or crossing the ±2.5 SD band may indicate a strong move is underway. Price breaching the ±3.0 or ±3.5 SD bands signals rare, extreme market conditions, which could be either a breakout or a setup for reversal. Combine With Trend Analysis: Use in conjunction with trend indicators like moving averages or volume to confirm the direction or strength of moves indicated by the bands. Adjust Your Stops and Targets: The layered bands help you set more intelligent stop losses and take profit zones by understanding how far price can reasonably stray. Visual Clarity for Market Phases: The shaded fills between bands give intuitive visual cues of volatility expansion and contraction phases. Why Traders Choose Bollinger Bands Greater Precision: More nuanced volatility detection than traditional Bollinger Bands. Visual Elegance: Soft translucent fills and clear band lines reduce clutter while delivering maximum insight. User-Friendly: Easy to toggle and adjust with minimal setup. Versatile: Effective across assets, timeframes, and trading styles. Final Thoughts The Bollinger Bands indicator is more than just a volatility tool — it's your visual guide to understanding how extreme price moves develop in real-time. Whether you’re entering new trades, managing risk, or hunting reversals, this indicator equips you with superior clarity and confidence. Add Bollinger Bands to your TradingView toolkit and see volatility like never before.
Pine Script® indicator
by LePasha
Range Progress TrackerRANGE PROGRESS TRACKER(RPT) PURPOSE This indicator helps traders visually and statistically understand how much of the typical price range (measured by ATR) has already been covered in the current period (Daily, Weekly, or Monthly). It includes key features to assist in trend exhaustion analysis, reversal spotting, and smart alerting. CORE LOGIC The indicator calculates the current range of the selected time frame (e.g., Daily), which is: Current Range = High - Low This is then compared to the ATR (Average True Range) of the same time frame, which represents the average price movement range over a defined period (default is 14). The comparison is expressed as a percentage, calculated with this formula: Range % = (Current Range / ATR) × 100 This percentage shows how much of the “average expected move” has already occurred. WHY IT MATTERS When the current range approaches or exceeds 100% of ATR, it means the price has already moved as much as it typically does in a full session. This indicates a lower probability of continuing the trend with a new high or low, especially when the price is already near the session's high or low. This setup can signal: A possible consolidation phase A reversal in trend The market entering a corrective phase SMART ALERTS The indicator can alert you when: A new high is made after the range percentage exceeds your set threshold. A new low is made after the range percentage exceeds your set threshold. You can adjust the Range % Alert Threshold in the settings to tailor it to your trading style.
Pine Script® indicator
by ebecihalil
BG Ichimoku Tenkan MTFBG Ichimoku Tenkan MTF: Your Multi-Timeframe Trend Compass Elevate your Ichimoku analysis with the BG Ichimoku Tenkan MTF indicator. This powerful tool provides a comprehensive view of the Tenkan-sen (Conversion Line) across multiple timeframes, helping you identify trends and potential shifts with greater clarity. It's ideal for all markets, including stocks, cryptocurrencies, Forex, and futures. Key Features: Main Tenkan-sen Plot: Visualize the Tenkan-sen for your active chart timeframe with adjustable color. Multi-Timeframe Table: A dynamic table displays the Tenkan-sen's relationship to price (🔼 for above, 🔽 for below) and its current value for up to 7 timeframes. Continuous MTF Lines: Plot the Tenkan-sen from higher timeframes directly on your current chart, providing clear support/resistance levels and trend confluence. Fully Customizable Colors: Personalize the color for each individual timeframe in the table and for its corresponding MTF line, ensuring a clean and intuitive visual experience. You can also adjust the main Tenkan-sen color and the MTF line offset. Gain a deeper understanding of market dynamics by analyzing the Tenkan-sen across different time scales, all in one intuitive indicator. We created this indicator to help you better navigate the markets. Thank you for using it, and we hope it brings you value. Enjoy it in your daily analysis! Bab
Pine Script® indicator
by babtrader24
1
ka66: Triple Keltner Around SourceThis is an indicator-on-indicator which draws Keltner Bands (ATR Bands) around any selected Basis Source, instead of hardcoding a moving average, etc. This allows you to put bands around any sort of esoteric moving average of your choice, or even just around price data like OHLC, HLC3, and so on. It's an enhancement on my prior Multi ATR Channels script at Written in Pine v6 and allowing custom timeframe selection. For example, the published chart shows the bands place around a Kaufman Adaptive Moving Average (KAMA), plotted in blue dots. You would use it for anything that you would use plain Keltners for: Mean Reversion Breakouts Take Profit and Stop Loss Estimation But with any basis that you deem more suitable for your purposes.
Pine Script® indicator
by ka66
EWMA & EWVar + EWStd Expansion with MTF_V.5EWMA & EWVar + EWStd Expansion with MTF_V.5 This indicator combines adaptive trend smoothing (EWMA), variance estimation (EWVar) and dynamic volatility “bursts” (EWStd Expansion) with optional higher-timeframe confirmation. It’s designed both for visual chart analysis and for automated alerts on regime changes. Key Features EWMA (Exponential Smoothing): • Computes an exponential moving average with either a custom α or a length-derived α = 2/(N+1). • Option to recalculate only every N bars (reduces CPU load). EWVar & EWStd (Variance & Standard Deviation): • Exponentially weighted variance tracks recent price dispersion. • EWStd (σ) is computed alongside the EWMA. • Z-score (deviation in σ units) shows how far price has diverged from trend. Multi-Timeframe Filter (MTF): • Optionally require the same trend direction on a chosen higher timeframe (e.g. Daily, Weekly, H4). • Real-time lookahead available (may repaint). Gradient Around EWMA: • A multi-layer “glow” zone of ±1σ, broken into up to 10 steps. • Color interpolates between “upper” and “lower” shades for bullish, bearish and neutral regimes. Instantaneous Trendline (ITL): • Ultra-fast trend filter with slope-based coloring. • Highlights micro-trends and short-lived accelerations. Cross-Over Signals (ITL ↔ EWMA): • Up/down triangles plotted when the ITL crosses the main EWMA. EWStd Expansion (Volatility Bursts): • Automatically detects σ expansions (σ growth above a set % threshold). • Price filter: only when price moves beyond EWMA ± (multiplier·σ). • Optional higher-timeframe confirmation. Labels & Alerts: • Text labels and circular markers on bars where a volatility burst occurs. • Built-in alertcondition calls for both bullish and bearish expansions. How to Use Visual Analysis: • The gradient around EWMA shows the width of the volatility channel expanding or contracting. • ITL color changes instantly highlight short-term impulses. • EWMA line color switches (bullish/bearish/neutral) indicate trend state. Spotting Volatility Breakouts: • “EWStd Expansion” labels and circles signal the onset of strong moves when σ spikes. • Useful for entering at the start of new impulses. Automated Alerts: • Set alerts on the built-in conditions “Bullish EWStd Expansion Alert” or “Bearish EWStd Expansion Alert” to receive a popup or mobile push when a burst occurs. This compact tool unifies trend, volatility and multi-timeframe analysis into a single indicator—ideal for traders who want to see trend direction, current dispersion, and timely volatility burst signals all at once.
Pine Script® indicator
by Sesilya
2
EMD Trend [InvestorUnknown]EMD Trend is a dynamic trend-following indicator that utilizes Exponential Moving Deviation (EMD) to build adaptive channels around a selected moving average. Designed for traders who value responsive trend signals with built-in volatility sensitivity, this tool highlights directional bias, market regime shifts, and potential breakout opportunities. How It Works Instead of using standard deviation, EMD Trend employs the exponential moving average of the absolute deviation from a moving average—producing smoother, faster-reacting upper and lower bounds: Bullish (Risk-ON Long): Price crosses above the upper EMD band Bearish (Risk-ON Short): Price crosses below the lower EMD band Neutral: Price stays within the channel, indicating potential mean reversion or low momentum Trend direction is defined by price interaction with these bands, and visual cues (color-coded bars and fills) help quickly identify market conditions. Features 7 Moving Average Types: SMA, EMA, HMA, DEMA, TEMA, RMA, FRAMA Custom Price Source: Choose close, hl2, ohlc4, or others EMD Multiplier: Controls the width of the deviation envelope Bar Coloring: Candles change color based on current trend Intra-bar Signal Option: Enables faster updates (with optional repainting) Speculative Zones: Fills highlight aggressive momentum moves beyond EMD bounds Backtest Mode Switch to Backtest Mode for performance evaluation over historical data: Equity Curve Plot: Compare EMD Trend strategy vs. Buy & Hold Trade Metrics Table: View number of trades, win/loss stats, profits Performance Metrics Table: Includes CAGR, Sharpe, max drawdown, and more Custom Start Date: Select from which date the backtest should begin Trade Sizing: Configure capital and trade percentage per entry Signal Filters: Choose from Long Only, Short Only, or Both Alerts Built-in alerts let you automate entries, exits, and trend transitions: LONG (EMD Trend) - Trend flips to Long SHORT (EMD Trend) - Trend flips to Short RISK-ON LONG - Price crosses above upper EMD band RISK-OFF LONG - Price crosses back below upper EMD band RISK-ON SHORT - Price crosses below lower EMD band RISK-OFF SHORT - Price crosses back above lower EMD band Use Cases Trend Confirmation with volatility-sensitive boundaries Momentum Entry Filtering via breakout zones Mean Reversion Avoidance in sideways markets Backtesting & Strategy Building with real-time metrics Disclaimer This indicator is intended for informational and educational purposes only. It does not constitute investment advice. Historical performance does not guarantee future results. Always backtest and use in simulation before live trading.
Pine Script® indicator
by InvestorUnknown
3
Lorentzian Classification - Advanced Trading DashboardLorentzian Classification - Relativistic Market Analysis A Journey from Theory to Trading Reality What began as fascination with Einstein's relativity and Lorentzian geometry has evolved into a practical trading tool that bridges theoretical physics and market dynamics. This indicator represents months of wrestling with complex mathematical concepts, debugging intricate algorithms, and transforming abstract theory into actionable trading signals. The Theoretical Foundation Lorentzian Distance in Market Space Traditional Euclidean distance treats all feature differences equally, but markets don't behave uniformly. Lorentzian distance, borrowed from spacetime geometry, provides a more nuanced similarity measure: d(x,y) = Σ ln(1 + |xi - yi|) This logarithmic formulation naturally handles: Scale invariance: Large price moves don't overwhelm small but significant patterns Outlier robustness: Extreme values are dampened rather than dominating Non-linear relationships: Captures market behavior better than linear metrics K-Nearest Neighbors with Relativistic Weighting The algorithm searches historical market states for patterns similar to current conditions. Each neighbor receives weight inversely proportional to its Lorentzian distance: w = 1 / (1 + distance) This creates a "gravitational" effect where closer patterns have stronger influence on predictions. The Implementation Challenge Creating meaningful market features required extensive experimentation: Price Features: Multi-timeframe momentum (1, 2, 3, 5, 8 bar lookbacks) Volume Features: Relative volume analysis against 20-period average Volatility Features: ATR and Bollinger Band width normalization Momentum Features: RSI deviation from neutral and MACD/price ratio Each feature undergoes min-max normalization to ensure equal weighting in distance calculations. The Prediction Mechanism For each current market state: Feature Vector Construction: 12-dimensional representation of market conditions Historical Search: Scan lookback period for similar patterns using Lorentzian distance Neighbor Selection: Identify K nearest historical matches Outcome Analysis: Examine what happened N bars after each match Weighted Prediction: Combine outcomes using distance-based weights Confidence Calculation: Measure agreement between neighbors Technical Hurdles Overcome Array Management: Complex indexing to prevent look-ahead bias Distance Calculations: Optimizing nested loops for performance Memory Constraints: Balancing lookback depth with computational limits Signal Filtering: Preventing clustering of identical signals Advanced Dashboard System Main Control Panel The primary dashboard provides real-time market intelligence: Signal Status: Current prediction with confidence percentage Neighbor Analysis: How many historical patterns match current conditions Market Regime: Trend strength, volatility, and volume analysis Temporal Context: Real-time updates with timestamp Performance Analytics Comprehensive tracking system monitors: Win Rate: Percentage of successful predictions Signal Count: Total predictions generated Streak Analysis: Current winning/losing sequence Drawdown Monitoring: Maximum equity decline Sharpe Approximation: Risk-adjusted performance estimate Risk Assessment Panel Multi-dimensional risk analysis: RSI Positioning: Overbought/oversold conditions ATR Percentage: Current volatility relative to price Bollinger Position: Price location within volatility bands MACD Alignment: Momentum confirmation Confidence Heatmap Visual representation of prediction reliability: Historical Confidence: Last 10 periods of prediction certainty Strength Analysis: Magnitude of prediction values over time Pattern Recognition: Color-coded confidence levels for quick assessment Input Parameters Deep Dive Core Algorithm Settings K Nearest Neighbors (1-20): More neighbors create smoother but less responsive signals. Optimal range 5-8 for most markets. Historical Lookback (50-500): Deeper history improves pattern recognition but reduces adaptability. 100-200 bars optimal for most timeframes. Feature Window (5-30): Longer windows capture more context but reduce sensitivity. Match to your trading timeframe. Feature Selection Price Changes: Essential for momentum and reversal detection Volume Profile: Critical for institutional activity recognition Volatility Measures: Key for regime change detection Momentum Indicators: Vital for trend confirmation Signal Generation Prediction Horizon (1-20): How far ahead to predict. Shorter horizons for scalping, longer for swing trading. Signal Threshold (0.5-0.9): Confidence required for signal generation. Higher values reduce false signals but may miss opportunities. Smoothing (1-10): EMA applied to raw predictions. More smoothing reduces noise but increases lag. Visual Design Philosophy Color Themes Professional: Corporate blue/red for institutional environments Neon: Cyberpunk cyan/magenta for modern aesthetics Matrix: Green/red hacker-inspired palette Classic: Traditional trading colors Information Hierarchy The dashboard system prioritizes information by importance: Primary Signals: Largest, most prominent display Confidence Metrics: Secondary but clearly visible Supporting Data: Detailed but unobtrusive Historical Context: Available but not distracting Trading Applications Signal Interpretation Long Signals: Prediction > threshold with high confidence Look for volume confirmation - Check trend alignment - Verify support levels Short Signals: Prediction < -threshold with high confidence Confirm with resistance levels - Check for distribution patterns - Verify momentum divergence - Market Regime Adaptation Trending Markets: Higher confidence in directional signals Ranging Markets: Focus on reversal signals at extremes Volatile Markets: Require higher confidence thresholds Low Volume: Reduce position sizes, increase caution Risk Management Integration Confidence-Based Sizing: Larger positions for higher confidence signals Regime-Aware Stops: Wider stops in volatile regimes Multi-Timeframe Confirmation: Align signals across timeframes Volume Confirmation: Require volume support for major signals Originality and Innovation This indicator represents genuine innovation in several areas: Mathematical Approach First application of Lorentzian geometry to market pattern recognition. Unlike Euclidean-based systems, this naturally handles market non-linearities. Feature Engineering Sophisticated multi-dimensional feature space combining price, volume, volatility, and momentum in normalized form. Visualization System Professional-grade dashboard system providing comprehensive market intelligence in intuitive format. Performance Tracking Real-time performance analytics typically found only in institutional trading systems. Development Journey Creating this indicator involved overcoming numerous technical challenges: Mathematical Complexity: Translating theoretical concepts into practical code Performance Optimization: Balancing accuracy with computational efficiency User Interface Design: Making complex data accessible and actionable Signal Quality: Filtering noise while maintaining responsiveness The result is a tool that brings institutional-grade analytics to individual traders while maintaining the theoretical rigor of its mathematical foundation. Best Practices - Parameter Optimization - Start with default settings and adjust based on: Market Characteristics: Volatile vs. stable Trading Timeframe: Scalping vs. swing trading Risk Tolerance: Conservative vs. aggressive Signal Confirmation Never trade on Lorentzian signals alone: Price Action: Confirm with support/resistance Volume: Verify with volume analysis Multiple Timeframes: Check higher timeframe alignment Market Context: Consider overall market conditions Risk Management Position Sizing: Scale with confidence levels Stop Losses: Adapt to market volatility Profit Targets: Based on historical performance Maximum Risk: Never exceed 2-3% per trade Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice or guarantee profitable trading results. The Lorentzian classification system reveals market patterns but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose. Market dynamics are inherently uncertain, and past performance does not guarantee future results. This tool should be used as part of a comprehensive trading strategy, not as a standalone solution. Bringing the elegance of relativistic geometry to market analysis through sophisticated pattern recognition and intuitive visualization. Thank you for sharing the idea. You're more than a follower, you're a leader! @vasanthgautham1221 Trade with precision. Trade with insight. — Dskyz , for DAFE Trading Systems
Pine Script® indicator
by DskyzInvestments
6
RMSD Trend [InvestorUnknown]RMSD Trend is a trend-following indicator that utilizes Root Mean Square Deviation (RMSD) to dynamically construct a volatility-weighted trend channel around a selected moving average. This indicator is designed to enhance signal clarity, minimize noise, and offer quantitative insights into market momentum, ideal for both discretionary and systematic traders. How It Works At its core, RMSD Trend calculates a deviation band around a selected moving average using the Root Mean Square Deviation (similar to standard deviation but with squared errors), capturing the magnitude of price dispersion over a user-defined period. The logic is simple: When price crosses above the upper deviation band, the market is considered bullish (Risk-ON Long). When price crosses below the lower deviation band, the market is considered bearish (Risk-ON Short). If price stays within the band, the market is interpreted as neutral or ranging, offering low-risk decision zones. The indicator also generates trend flips (Long/Short) based on crossovers and crossunders of the price and the RMSD bands, and colors candles accordingly for enhanced visual feedback. Features 7 Moving Average Types: Choose between SMA, EMA, HMA, DEMA, TEMA, RMA, and FRAMA for flexibility. Customizable Source Input: Use price types like close, hl2, ohlc4, etc. Volatility-Aware Channel: Adjustable RMSD multiplier determines band width based on volatility. Smart Coloring: Candles and bands adapt their colors to reflect trend direction (green for bullish, red for bearish). Intra-bar Repainting Toggle: Option to allow more responsive but repaintable signals. Speculation Fill Zones: When price exceeds the deviation channel, a semi-transparent fill highlights potential momentum surges. Backtest Mode Switching to Backtest Mode unlocks a robust suite of simulation features: Built-in Equity Curve: Visualizes both strategy equity and Buy & Hold performance. Trade Metrics Table: Displays the number of trades, win rates, gross profits/losses, and long/short breakdowns. Performance Metrics Table: Includes key stats like CAGR, drawdown, Sharpe ratio, and more. Custom Date Range: Set a custom start date for your backtest. Trade Sizing: Simulate results using position sizing and initial capital settings. Signal Filters: Choose between Long & Short, Long Only, or Short Only strategies. Alerts The RMSD Trend includes six built-in alert conditions: LONG (RMSD Trend) - Trend flips from Short to Long SHORT (RMSD Trend) - Trend flips from Long to Short RISK-ON LONG (RMSD Trend) - Price crosses above upper RMSD band RISK-OFF LONG (RMSD Trend) - Price falls back below upper RMSD band RISK-ON SHORT (RMSD Trend) - Price crosses below lower RMSD band RISK-OFF SHORT (RMSD Trend) - Price rises back above lower RMSD band Use Cases Trend Confirmation: Confirms directional bias with RMSD-weighted confidence zones. Breakout Detection: Highlights moments when price breaks free from historical volatility norms. Mean Reversion Filtering: Avoids false signals by incorporating RMSD’s volatility sensitivity. Strategy Development: Backtest your signals or integrate with a broader system for alpha generation. Settings Summary Display Mode: Overlay (default) or Backtest Mode Average Type: Choose from SMA, EMA, HMA, DEMA, etc. Average Length: Lookback window for moving average RMSD Multiplier: Band width control based on RMS deviation Source: Input price source (close, hl2, ohlc4, etc.) Intra-bar Updating: Real-time updates (may repaint) Color Bars: Toggle bar coloring by trend direction Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Past performance, including backtest results, is not indicative of future results. Use with caution and always test thoroughly before live deployment.
Pine Script® indicator
by InvestorUnknown
1
Trailing Stop Loss [TradingFinder] 4 Machine Learning Methods🔵 Introduction The trailing stop indicator dynamically adjusts stop-loss (SL) levels to lock in profits as price moves favorably. It uses pivot levels and ATR to set optimal SL points, balancing risk and reward. Trade confirmation filters, a key feature, ensure entries align with market conditions, reducing false signals. In 2023 a study showed filtered entries improve win rates by 15% in forex. This enhances trade precision. SL settings, ranging from very tight to very wide, adapt to volatility via ATR calculations. These settings anchor SL to previous pivot levels, ensuring alignment with market structure. This caters to diverse trading styles, from scalping to swing trading. The indicator colors the profit zone between the entry point (EP) and SL, using light green for buy trades and light red for sell trades. This visual cue highlights profit potential. It’s ideal for traders seeking dynamic risk management. A table displays real-time trade details, including EP, SL, and profit/loss (PNL). Backtests show trailing stops cut losses by 20% in trending markets. This transparency aids decision-making. 🔵 How to Use 🟣 SL Levels The trailing stop indicator sets SL based on pivot levels and ATR, offering four options: very tight, tight, wide, or very wide. Very tight SLs suit scalpers, while wide SLs fit swing traders. Select the base level to match your strategy. If price hits the SL, the trade closes, and the indicator evaluates the next trade using the selected filter. This ensures disciplined trade management. The cycle restarts with a new confirmed entry. Very tight SLs, set near recent pivots, trigger exits early to minimize risk but limit profits in volatile markets. Wide SLs, shown as farther lines, allow more price movement but increase exposure to losses. Adjust based on ATR and conditions, noting SL breaches open new positions. 🟣 Visualization The indicator’s visual cues, like colored profit zones, simplify monitoring, with light green showing the profit area from EP to trailed SL. Dashed lines mark entry points, while solid lines track the trailed SL, triggering new positions when breached. When price moves into profit, the area between EP and SL is colored—light green for longs, light red for shorts. This highlights the profit zone visually. The SL trails price, locking in gains as the trade progresses. 🟣 Filters Upon trade entry, the indicator requires confirmation via filters like SMA 2x or ADX to validate momentum. Filters reduce false entries, though no guarantee exists for improved outcomes. Monitor price action post-entry for trade validity. Filters like Momentum or ADX assess trend strength before entry. For example, ADX above 25 confirms strong trends. Choose “none” for unfiltered entries. 🟣 Bullish Alert For a bullish trade, the indicator opens a long position with a green SL Line (after optional filters), trailing the SL below price. Set alerts to On in the settings for notifications, or Off to monitor manually. 🟣 Bearish Alert In a bearish trade, the indicator opens a short position with a red SL Line post-confirmation, trailing the SL above price. With alerts On in the settings, it notifies the potential reversal. 🟣 Panel A table displays all trades’ details, including Win Rates, PNL, and trade status. This real-time data aids in tracking performance. Check the table to assess trade outcomes instantly. Review the table regularly to evaluate trade performance and adjust settings. Consistent monitoring ensures alignment with market dynamics. This maximizes the indicator’s effectiveness. 🔵 Settings Length (Default: 10) : Sets the pivot period for calculating SL levels, balancing sensitivity and reliability. Base Level : Options (“Very tight,” “Tight,” “Wide,” “Very wide”) adjust SL distance via ATR. Show EP Checkbox : Toggles visibility of the entry point on the chart. Show PNL : Displays profit/loss data for active and closed trades. Filter : Options (“none,” “SMA 2x,” “Momentum,” “ADX”) validate trade entries. 🔵 Conclusion The trailing stop indicator, a dynamic risk management tool, adjusts SLs using pivot levels and ATR. Its confirmation filters reduce false entries, boosting precision. Backtests show 20% loss reduction in trending markets. Customizable SL settings and visual profit zones enhance usability across trading styles. The real-time table provides clear trade insights, streamlining analysis. It’s ideal for forex, stocks, or crypto. While filters like ADX improve entry accuracy, no setup guarantees success in all conditions. Contextual analysis, like trend strength, is key. This indicator empowers disciplined, data-driven trading.
Pine Script® indicator
by TFlab
12
Lyapunov Market Instability (LMI)Lyapunov Market Instability (LMI) What is Lyapunov Market Instability? Lyapunov Market Instability (LMI) is a revolutionary indicator that brings chaos theory from theoretical physics into practical trading. By calculating Lyapunov exponents—a measure of how rapidly nearby trajectories diverge in phase space—LMI quantifies market sensitivity to initial conditions. This isn't another oscillator or trend indicator; it's a mathematical lens that reveals whether markets are in chaotic (trending) or stable (ranging) regimes. Inspired by the meditative color field paintings of Mark Rothko, this indicator transforms complex chaos mathematics into an intuitive visual experience. The elegant simplicity of the visualization belies the sophisticated theory underneath—just as Rothko's seemingly simple color blocks contain profound depth. Theoretical Foundation (Chaos Theory & Lyapunov Exponents) In dynamical systems, the Lyapunov exponent (λ) measures the rate of separation of infinitesimally close trajectories: λ > 0: System is chaotic—small changes lead to dramatically different outcomes (butterfly effect) λ < 0: System is stable—trajectories converge, perturbations die out λ ≈ 0: Edge of chaos—transition between regimes Phase Space Reconstruction Using Takens' embedding theorem , we reconstruct market dynamics in higher dimensions: Time-delay embedding: Create vectors from price at different lags Nearest neighbor search: Find historically similar market states Trajectory evolution: Track how these similar states diverged over time Divergence rate: Calculate average exponential separation Market Application Chaotic markets (λ > threshold): Strong trends emerge, momentum dominates, use breakout strategies Stable markets (λ < threshold): Mean reversion dominates, fade extremes, range-bound strategies work Transition zones: Market regime about to change, reduce position size, wait for confirmation How LMI Works 1. Phase Space Construction Each point in time is embedded as a vector using historical prices at specific delays (τ). This reveals the market's hidden attractor structure. 2. Lyapunov Calculation For each current state, we: - Find similar historical states within epsilon (ε) distance - Track how these initially similar states evolved - Measure exponential divergence rate - Average across multiple trajectories for robustness 3. Signal Generation Chaos signals: When λ crosses above threshold, market enters trending regime Stability signals: When λ crosses below threshold, market enters ranging regime Divergence detection: Price/Lyapunov divergences signal potential reversals 4. Rothko Visualization Color fields: Background zones represent market states with Rothko-inspired palettes Glowing line: Lyapunov exponent with intensity reflecting market state Minimalist design: Focus on essential information without clutter Inputs: 📐 Lyapunov Parameters Embedding Dimension (default: 3) Dimensions for phase space reconstruction 2-3: Simple dynamics (crypto/forex) - captures basic momentum patterns 4-5: Complex dynamics (stocks/indices) - captures intricate market structures Higher dimensions need exponentially more data but reveal deeper patterns Time Delay τ (default: 1) Lag between phase space coordinates 1: High-frequency (1m-15m charts) - captures rapid market shifts 2-3: Medium frequency (1H-4H) - balances noise and signal 4-5: Low frequency (Daily+) - focuses on major regime changes Match to your timeframe's natural cycle Initial Separation ε (default: 0.001) Neighborhood size for finding similar states 0.0001-0.0005: Highly liquid markets (major forex pairs) 0.0005-0.002: Normal markets (large-cap stocks) 0.002-0.01: Volatile markets (crypto, small-caps) Smaller = more sensitive to chaos onset Evolution Steps (default: 10) How far to track trajectory divergence 5-10: Fast signals for scalping - quick regime detection 10-20: Balanced for day trading - reliable signals 20-30: Slow signals for swing trading - major regime shifts only Nearest Neighbors (default: 5) Phase space points for averaging 3-4: Noisy/fast markets - adapts quickly 5-6: Balanced (recommended) - smooth yet responsive 7-10: Smooth/slow markets - very stable signals 📊 Signal Parameters Chaos Threshold (default: 0.05) Lyapunov value above which market is chaotic 0.01-0.03: Sensitive - more chaos signals, earlier detection 0.05: Balanced - optimal for most markets 0.1-0.2: Conservative - only strong trends trigger Stability Threshold (default: -0.05) Lyapunov value below which market is stable -0.01 to -0.03: Sensitive - quick stability detection -0.05: Balanced - reliable ranging signals -0.1 to -0.2: Conservative - only deep stability Signal Smoothing (default: 3) EMA period for noise reduction 1-2: Raw signals for experienced traders 3-5: Balanced - recommended for most 6-10: Very smooth for position traders 🎨 Rothko Visualization Rothko Classic: Deep reds for chaos, midnight blues for stability Orange/Red: Warm sunset tones throughout Blue/Black: Cool, meditative ocean depths Purple/Grey: Subtle, sophisticated palette Visual Options: Market Zones : Background fields showing regime areas Transitions: Arrows marking regime changes Divergences: Labels for price/Lyapunov divergences Dashboard: Real-time state and trading signals Guide: Educational panel explaining the theory Visual Logic & Interpretation Main Elements Lyapunov Line: The heart of the indicator Above chaos threshold: Market is trending, follow momentum Below stability threshold: Market is ranging, fade extremes Between thresholds: Transition zone, reduce risk Background Zones: Rothko-inspired color fields Red zone: Chaotic regime (trending) Gray zone: Transition (uncertain) Blue zone: Stable regime (ranging) Transition Markers: Up triangle: Entering chaos - start trend following Down triangle: Entering stability - start mean reversion Divergence Signals: Bullish: Price makes low but Lyapunov rising (stability breaking down) Bearish: Price makes high but Lyapunov falling (chaos dissipating) Dashboard Information Market State: Current regime (Chaotic/Stable/Transitioning) Trading Bias: Specific strategy recommendation Lyapunov λ: Raw value for precision Signal Strength: Confidence in current regime Last Change: Bars since last regime shift Action: Clear trading directive Trading Strategies In Chaotic Regime (λ > threshold) Follow trends aggressively: Breakouts have high success rate Use momentum strategies: Moving average crossovers work well Wider stops: Expect larger swings Pyramid into winners: Trends tend to persist In Stable Regime (λ < threshold) Fade extremes: Mean reversion dominates Use oscillators: RSI, Stochastic work well Tighter stops: Smaller expected moves Scale out at targets: Trends don't persist In Transition Zone Reduce position size: Uncertainty is high Wait for confirmation: Let regime establish Use options: Volatility strategies may work Monitor closely: Quick changes possible Advanced Techniques - Multi-Timeframe Analysis - Higher timeframe LMI for regime context - Lower timeframe for entry timing - Alignment = highest probability trades - Divergence Trading - Most powerful at regime boundaries - Combine with support/resistance - Use for early reversal detection - Volatility Correlation - Chaos often precedes volatility expansion - Stability often precedes volatility contraction - Use for options strategies Originality & Innovation LMI represents a genuine breakthrough in applying chaos theory to markets: True Lyapunov Calculation: Not a simplified proxy but actual phase space reconstruction and divergence measurement Rothko Aesthetic: Transforms complex math into meditative visual experience Regime Detection: Identifies market state changes before price makes them obvious Practical Application: Clear, actionable signals from theoretical physics This is not a combination of existing indicators or a visual makeover of standard tools. It's a fundamental rethinking of how we measure and visualize market dynamics. Best Practices Start with defaults: Parameters are optimized for broad market conditions Match to your timeframe: Adjust tau and evolution steps Confirm with price action: LMI shows regime, not direction Use appropriate strategies: Chaos = trend, Stability = reversion Respect transitions: Reduce risk during regime changes Alerts Available Chaos Entry: Market entering chaotic regime - prepare for trends Stability Entry: Market entering stable regime - prepare for ranges Bullish Divergence: Potential bottom forming Bearish Divergence: Potential top forming Chart Information Script Name: Lyapunov Market Instability (LMI) Recommended Use: All markets, all timeframes Best Performance: Liquid markets with clear regimes Academic References Takens, F. (1981). "Detecting strange attractors in turbulence" Wolf, A. et al. (1985). "Determining Lyapunov exponents from a time series" Rosenstein, M. et al. (1993). "A practical method for calculating largest Lyapunov exponents" Note: After completing this indicator, I discovered @loxx's 2022 "Lyapunov Hodrick-Prescott Oscillator w/ DSL". While both explore Lyapunov exponents, they represent independent implementations with different methodologies and applications. This indicator uses phase space reconstruction for regime detection, while his combines Lyapunov concepts with HP filtering. Disclaimer This indicator is for research and educational purposes only. It does not constitute financial advice or provide direct buy/sell signals. Chaos theory reveals market character, not future prices. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results. See markets through the lens of chaos. Trade the regime, not the noise. Bringing theoretical physics to practical trading through the meditative aesthetics of Mark Rothko Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
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