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インジケーターとストラテジー

Volumetric Expansion/Contraction### Indicator Title: Volumetric Expansion/Contraction ### Summary The Volumetric Expansion/Contraction (PCC) indicator is a comprehensive momentum oscillator designed to identify high-conviction price moves. Unlike traditional oscillators that only look at price, the PCC integrates four critical dimensions of market activity: **Price Change**, **Relative Volume (RVOL)**, **Cumulative Volume Delta (CVD)**, and **Average True Range (ATR)**. Its primary purpose is to help traders distinguish between meaningful, volume-backed market expansions and noisy, unsustainable price action. It gives more weight to moves that occur in a controlled, low-volatility environment, highlighting potential starts of new trends or significant shifts in market sentiment. ### Key Concepts & Purpose The indicator's unique formula synthesizes the following concepts: 1. **Price Change:** Measures the magnitude and direction of the primary move. 2. **Relative Volume (RVOL):** Confirms that the move is backed by significant volume compared to its recent average, indicating institutional participation. 3. **Cumulative Volume Delta (CVD):** Measures the underlying buying and selling pressure, confirming that the price move is aligned with the net flow of market orders. 4. **Inverse Volatility (ATR):** This is the indicator's unique twist. It normalizes the signal by the inverse of the Average True Range. This means the indicator's value is **amplified** when volatility (ATR) is low (signifying a controlled, confident expansion) and **dampened** when volatility is high (filtering out chaotic, less predictable moves). The goal is to provide a single, easy-to-read oscillator that signals when price, volume, and order flow are all in alignment, especially during a breakout from a period of contraction. ### Features * **Main Oscillator Line:** A single line plotted in a separate pane that represents the calculated strength of the volumetric expansion or contraction. * **Zero Line:** A dotted reference line to easily distinguish between bullish (above zero) and bearish (below zero) regimes. * **Visual Threshold Zones:** The background automatically changes color to highlight periods of significant strength: * **Bright Green:** Indicates a "Strong Up Move" when the oscillator crosses above the user-defined upper threshold. * **Bright Fuchsia:** Indicates a "Strong Down Move" when the oscillator crosses below the user-defined lower threshold. ### Configurable Settings & Filters The indicator is fully customizable to allow for extensive testing and adaptation to different assets and timeframes. #### Main Calculation Inputs * **Price Change Lookback:** Sets the period for calculating the primary price change. * **CVD Normalization Length:** The lookback period for normalizing the Cumulative Volume Delta. * **RVOL Avg Volume Length:** The lookback for the simple moving average of volume, used to calculate RVOL. * **RVOL Normalization Length:** The lookback period for normalizing the RVOL score. * **ATR Length & Normalization Length:** Sets the periods for calculating the ATR and its longer-term average for normalization. #### Weights * Fine-tune the impact of each core component on the final calculation, allowing you to emphasize what matters most to your strategy (e.g., give more weight to CVD or RVOL). #### External Market Filter (Powerful Feature) * **Enable SPY/QQQ Filter for Up Moves?:** A checkbox to activate a powerful regime filter. * **Symbol:** A dropdown to choose whether to filter signals based on the trend of **SPY** or **QQQ**. * **SMA Period:** Sets the lookback period for the Simple Moving Average (default is 50). * **How it works:** When enabled, this filter will **only allow "Strong Up Move" signals to appear if the chosen symbol (SPY or QQQ) is currently trading above its specified SMA**. This is an excellent tool for aligning your signals with the broader market trend and avoiding bullish entries in a bearish market. #### Visuals * **Upper/Lower Threshold:** Allows you to define what level the oscillator must cross to trigger the colored background zones, letting you customize the indicator's sensitivity. *** **Disclaimer:** This tool is designed for market analysis and confluence. It is not a standalone trading system. Always use this indicator in conjunction with your own trading strategy, risk management, and other forms of analysis.
Pine Script® インジケーター
phonzietradeの投稿
Caspers Super Simple Proven StrategyThis script is based on the youtube video created by Casper SMC, detailing his super simple and proven strategy for the 5 minute range. Here's a link to his video. This script is for informational purposes and should not be used for trading due to the poor win-rate. Backtesting over historical data shows that this has a poor win-rate of around 27% going back to 2008. Here's is how the strategy works, based on how Casper explains it in his video: 1. Define the Opening Range • At the start of your chosen session window (e.g. 09:30–09:35), capture the high and low of every 1-minute bar and lock them in at session end. 2. Scan Each Minute After the Range Window for a breakout of that Opening Range: a) Breakout + Fair-Value-Gap 1. Confirm a Fair Value Gap. 2. Check that the body closes outside the Opening Range. 3. Enter on the close of Bar 3. 4. Stop-Loss at Bar 2’s extreme (low for longs / high for shorts). 5. Take-Profit at twice the risk distance (2 R). b) Breakout without Fair-Value-Gap 1. If the range is broken but no valid imbalance, hold. 2. Wait for price to retest the locked-in range. 3. Then look for the next valid three-bar imbalance in the same direction. 4. Enter on the close of that Bar 3. 5. Stop-Loss at the body-break bar’s extreme. 6. Take-Profit at twice the risk distance (2 R). 3. Risk Management • Every trade uses a fixed stop-loss and a 2 R target. 4. Exit • Close on the first touch of SL or TP. 5. One Signal per Session • After an entry, ignore further signals until the next session resets. 6. Supported Session Windows • Asia: 19:00–19:05 local • London: 03:00–03:05 local • New York AM: 09:30–09:35 local • New York PM: 13:30–13:35 local
Pine Script® インジケーター
Tilumaの投稿
PriceChannel_Ver1 [VNFlow]🔹 PriceChannel_Ver1 — Smart Trend & Signal Channel This indicator combines ATR-based price channels with stochastic momentum and dynamic trend detection to provide clear BUY/SELL signals and visualize potential take-profit and stop-loss zones. It adapts to market direction using price action and plots two types of trend lines (short-term and long-term) to highlight directional shifts. 🔧 Key Features: Dynamic Price Channel: Based on ATR multipliers, adjusts upper/lower boundaries according to market volatility. Stochastic Filter: Identifies entry points aligned with market direction. Trend Detection: Recognizes bullish/bearish bias using breakout logic. Visual Trade Zones: Auto-draws TP/SL boxes with precise levels. Short & Long Trendlines: Connect recent pivot shifts with red (down) or blue (up) lines. Custom Alerts: Instant notifications when BUY or SELL conditions are triggered. 🔸 Ideal for traders who follow price structure, trend-following, and momentum confirmation across any market or timeframe. ===== Email: hasobin@outlook.com
Pine Script® インジケーター
hasobinの投稿
Multi EMA with Smoothing & BBMulti EMA with Smoothing & BB ──────────────────────────── This script overlays **four exponential moving averages**—fully adjustable (defaults 20/30/40/50)—to give an instant read on trend direction via “EMA stacking.” • When the faster lines (short lengths) sit above the slower ones, the market is in up-trend alignment; the opposite stack signals down-trend momentum. ┌─ Optional Smoothing Engine │ The 4th EMA (slowest) can be run through a second moving-average filter to cut noise: │ ─ SMA ─ EMA ─ SMMA/RMA ─ WMA ─ VWMA ─ None │ You choose both the type and length (default 14). │ This smoothed line often acts as dynamic support/resistance for pull-back entries. └─────────────────────────── ┌─ Built-in Bollinger Bands │ If you pick **“SMA + Bollinger Bands,”** the script wraps the smoothed EMA with upper/lower bands using a user-set standard-deviation multiplier (default 2.0). │ • Band expansion ⇒ rising volatility / breakout potential. │ • Band contraction ⇒ consolidation / squeeze conditions. └─────────────────────────── Extra Utilities • **Offset** (±500 bars) lets you shift every plot forward or backward—handy for visual back-testing or screenshot aesthetics. • Selectable data *source* (close, HLC3, etc.) for compatibility with custom feeds. • Transparent BB fill improves chart readability without hiding price. Typical Uses 1. **Trend Confirmation** – Trade only in the direction of a clean EMA stack. 2. **Dynamic Stops/Targets** – Trail stops along the smoothed EMA or take profit at opposite BB. 3. **Volatility Filter** – Enter breakout strategies only when BB width begins to widen. Parameter Summary • EMA Lengths: 1–500 (defaults 20 | 30 | 40 | 50) • Smoothing Type: None / SMA / EMA / SMMA / WMA / VWMA / SMA + BB • Smoothing Length: 1–500 (default 14) • BB StdDev: 0.001–50 (default 2.0) • Offset: -500…+500 bars No repainting – all values calculated on fully closed candles. Script written in Pine Script v6. Use at your own discretion; not financial advice.
Pine Script® インジケーター
Axamdulilahの投稿
Dashboard TrendsMA Dashboard Trend Lights This indicator displays a real-time dashboard of market trend signals across multiple timeframes using the 22 EMA vs 200 EMA crossover method: Green = Bullish (22 EMA above 200 EMA) Red = Bearish (22 EMA below 200 EMA) The dashboard covers the following timeframes: 1 minute 10 minute 30 minute 4 hour 1 day A summary signal aggregates all five lights to classify overall market sentiment as: Strong Bull (5 green) Bull (4 green) Mixed (2–3 green) Bear (1 green) Strong Bear (0 green) 📈 Interpretation Tips: When the short-term timeframes (1m, 10m, 30m) are red while the 4h and 1d are green, the market is likely in a short-term pullback within a larger bullish trend. If the short-term timeframes are green but the 4h and 1d are red, this could signal a bear market rally or a dead cat bounce — a temporary rise in a longer-term downtrend.
Pine Script® インジケーター
Es-Sniperの投稿
Timeframe Resistance Evaluation And Detection - CoffeeKillerTREAD - Timeframe Resistance Evaluation And Detection Guide 🔔 Important Technical Limitation 🔔 **This indicator does NOT fetch true higher timeframe data.** Instead, it simulates higher timeframe levels by aggregating data from your current chart timeframe. This means: - Results will vary depending on what chart timeframe you're viewing - Levels may not match actual higher timeframe candle highs/lows - You might miss important wicks or gaps that occurred between chart timeframe bars - **Always verify levels against actual higher timeframe charts before trading** Welcome traders! This guide will walk you through the TREAD (Timeframe Resistance Evaluation And Detection) indicator, a multi-timeframe analysis tool developed by CoffeeKiller that identifies support and resistance confluence across different time periods.(I am 50+ year old trader and always thought I was bad a teaching and explaining so you get a AI guide. I personally use this on the 5 minute chart with the default settings, but to each there own and if you can improve the trend detection methods please DM me. I would like to see the code. Thanks) Core Components 1. Dual Timeframe Level Tracking - Short Timeframe Levels: Tracks opening price extremes within shorter periods - Long Timeframe Levels: Tracks actual high/low extremes within longer periods - Dynamic Reset Mechanism: Levels reset at the start of each new timeframe period - Momentum Detection: Identifies when levels change mid-period, indicating active price movement 2. Visual Zone System - High Zones: Areas between long timeframe highs and short timeframe highs - Low Zones: Areas between long timeframe lows and short timeframe lows - Fill Coloring: Dynamic colors based on whether levels are static or actively changing - Momentum Highlighting: Special colors when levels break during active periods 3. Customizable Display Options - Multiple Plot Styles: Line, circles, or cross markers - Flexible Timeframe Selection: Wide range of short and long timeframe combinations - Color Customization: Separate colors for each level type and momentum state - Toggle Controls: Show/hide different elements based on trading preference Main Features Timeframe Settings - Short Timeframe Options: 15m, 30m, 1h, 2h, 4h - Long Timeframe Options: 1h, 2h, 4h, 8h, 12h, 1D, 1W - Recommended Combinations: - Scalping: 15m/1h or 30m/2h - Day Trading: 30m/4h or 1h/4h - Swing Trading: 4h/1D or 1D/1W Display Configuration - Level Visibility: Toggle short/long timeframe levels independently - Fill Zone Control: Enable/disable colored zones between levels - Momentum Fills: Special highlighting for actively changing levels - Line Customization: Width, style, and color options for all elements Color System - Short TF High: Default red for resistance levels - Short TF Low: Default green for support levels - Long TF High: Transparent red for broader resistance context - Long TF Low: Transparent green for broader support context - Momentum Colors: Brighter colors when levels are actively changing Technical Implementation Details How Level Tracking Works The indicator uses a custom tracking function that: 1. Detects Timeframe Periods: Uses `time()` function to identify when new periods begin 2. Tracks Extremes: Monitors highest/lowest values within each period 3. Resets on New Periods: Clears tracking when timeframe periods change 4. Updates Mid-Period: Continues tracking if new extremes are reached The Timeframe Limitation Explained `pinescript // What the indicator does: short_tf_start = ta.change(time(short_timeframe)) != 0 // Detects 30m period start = track_highest(open, short_tf_start) // BUT uses chart TF opens! // What true multi-timeframe would be: // short_tf_high = request.security(syminfo.tickerid, short_timeframe, high) ` This means: - On a 5m chart with 30m/4h settings: Tracks 5m bar opens during 30m and 4h windows - On a 1m chart with same settings: Tracks 1m bar opens during 30m and 4h windows - Results will be different between chart timeframes - May miss important price action that occurred between your chart's bars Visual Elements 1. Level Lines - Short TF High: Upper resistance line from shorter timeframe analysis - Short TF Low: Lower support line from shorter timeframe analysis - Long TF High: Broader resistance context from longer timeframe - Long TF Low: Broader support context from longer timeframe 2. Zone Fills - High Zone: Area between long TF high and short TF high (potential resistance cluster) - Low Zone: Area between long TF low and short TF low (potential support cluster) - Regular Fill: Standard transparency when levels are static - Momentum Fill: Enhanced visibility when levels are actively changing 3. Dynamic Coloring - Static Periods: Normal colors when levels haven't changed recently - Active Periods: Momentum colors when levels are being tested/broken - Confluence Zones: Different intensities based on timeframe alignment Trading Applications 1. Support/Resistance Trading - Entry Points: Trade bounces from zone boundaries - Confluence Areas: Focus on areas where short and long TF levels cluster - Zone Breaks: Enter on confirmed breaks through entire zones - Multiple Timeframe Confirmation: Stronger signals when both timeframes align 2. Range Trading - Zone Boundaries: Use fill zones as range extremes - Mean Reversion: Trade back toward opposite zone when price reaches extremes - Breakout Preparation: Watch for momentum color changes indicating potential breakouts - Risk Management: Place stops outside the opposite zone 3. Trend Following - Direction Bias: Trade in direction of zone breaks - Pullback Entries: Enter on pullbacks to broken zones (now support/resistance) - Momentum Confirmation: Use momentum coloring to confirm trend strength - Multiple Timeframe Alignment: Strongest trends when both timeframes agree 4. Scalping Applications - Quick Bounces: Trade rapid moves between zone boundaries - Momentum Signals: Enter when momentum colors appear - Short-Term Targets: Use opposite zone as profit target - Tight Stops: Place stops just outside current zone Optimization Guide 1. Timeframe Selection For Different Trading Styles: - Scalping: 15m/1h - Quick levels, frequent updates - Day Trading: 30m/4h - Balanced view, good for intraday moves - Swing Trading: 4h/1D - Longer-term perspective, fewer false signals - Position Trading: 1D/1W - Major structural levels 2. Chart Timeframe Considerations **Important**: Your chart timeframe affects results - Lower Chart TF: More granular level tracking, but may be noisy - Higher Chart TF: Smoother levels, but may miss important price action - Recommended: Use chart timeframe 2-4x smaller than short indicator timeframe 3. Display Settings - Busy Charts: Disable fills, show only key levels - Clean Analysis: Enable all fills and momentum coloring - Multi-Monitor Setup: Use different color schemes for easy identification - Mobile Trading: Increase line width for visibility Best Practices 1. Level Verification - Always Cross-Check: Verify levels against actual higher timeframe charts - Multiple Timeframes: Check 2-3 different chart timeframes for consistency - Price Action Confirmation: Wait for candlestick confirmation at levels - Volume Analysis: Combine with volume for stronger confirmation 2. Risk Management - Stop Placement: Use zones rather than exact prices for stops - Position Sizing: Reduce size when zones are narrow (higher risk) - Multiple Targets: Scale out at different zone boundaries - False Break Protection: Allow for minor zone penetrations 3. Signal Quality Assessment - Momentum Colors: Higher probability when momentum coloring appears - Zone Width: Wider zones often provide stronger support/resistance - Historical Testing: Backtest on your preferred timeframe combinations - Market Conditions: Adjust sensitivity based on volatility Advanced Features 1. Momentum Detection System The indicator tracks when levels change mid-period: `pinescript short_high_changed = short_high != short_high and not short_tf_start ` This identifies: - Active level testing - Potential breakout situations - Increased market volatility - Trend acceleration points 2. Dynamic Color System Complex conditional logic determines fill colors: - Static Zones: Regular transparency for stable levels - Active Zones: Enhanced colors for changing levels - Mixed States: Different combinations based on user preferences - Custom Overrides: User can prioritize certain color schemes 3. Zone Interaction Analysis - Convergence: When short and long TF levels approach each other - Divergence: When timeframes show conflicting levels - Alignment: When both timeframes agree on direction - Transition: When one timeframe changes while other remains static Common Issues and Solutions 1. Inconsistent Levels Problem: Levels look different on various chart timeframes Solution: Always verify against actual higher timeframe charts 2. Missing Price Action Problem: Important wicks or gaps not reflected in levels Solution: Use chart timeframe closer to indicator's short timeframe setting 3. Too Many Signals Problem: Excessive level changes and momentum alerts Solution: Increase timeframe settings or reduce chart timeframe granularity 4. Lagging Signals Problem: Levels seem to update too slowly Solution: Decrease chart timeframe or use more sensitive timeframe combinations Recommended Setups Conservative Approach - Timeframes: 4h/1D - Chart: 1h - Display: Show fills only, no momentum coloring - Use: Swing trading, position management Aggressive Approach - Timeframes: 15m/1h - Chart: 5m - Display: All features enabled, momentum highlighting - Use: Scalping, quick reversal trades Balanced Approach - Timeframes: 30m/4h - Chart: 15m - Display: Selective fills, momentum on key levels - Use: Day trading, multi-session analysis Final Notes **Remember**: This indicator provides a synthetic view of multi-timeframe levels, not true higher timeframe data. While useful for identifying potential confluence areas, always verify important levels by checking actual higher timeframe charts. **Best Results When**: - Combined with actual multi-timeframe analysis - Used for confluence confirmation rather than primary signals - Applied with proper risk management - Verified against price action and volume **DISCLAIMER**: This indicator and its signals are intended solely for educational and informational purposes. The timeframe limitation means results may not reflect true higher timeframe levels. Always conduct your own analysis and verify levels independently before making trading decisions. Trading involves significant risk of loss.
Pine Script® インジケーター
CoffeeKillerの投稿
High/LowPrevious Day High/Low & Weekly Open Indicator A clean and simple indicator that displays key reference levels for intraday trading. Features: Previous day's high and low levels Current week's opening price Auto-hides levels once broken (prevents clutter) Resets automatically at the start of each trading day No repainting - uses proper security function calls How it works: The indicator plots yesterday's high/low as horizontal lines on your chart. When price breaks above the previous day's high, that level disappears. Same for the low. This keeps your chart clean and shows only unbroken levels. Perfect for: Day traders using previous day's range as reference Breakout trading strategies Support/resistance analysis Clean chart setup without manual level drawing The cyan lines show previous day's high/low, while the orange line displays the weekly open. All levels use non-repainting data for reliable backtesting.
Pine Script® インジケーター
RabeInvestの投稿
The Mended Collective: London High/Low KillzonesThis indicator automatically tracks the London session range from 3:00 AM to 8:00 AM EST, plotting the session high and low on your chart. It visually highlights the active killzone and places end-of-session labels to mark the completed range. 🚨 Includes real-time alert conditions to notify traders when price breaks above or below the London session high/low; perfect for breakout or liquidity-based strategies. 🔧 Features: Automatic London session detection (EST time zone) High/Low tracking and plotting during the session Background shading during the session Labels for session high and low after session ends Alert conditions for breakout events
Pine Script® インジケーター
themendedcollectiveの投稿
Dual TF Stochastic StrategyCore Strategy Components: Uses two Stochastic oscillators (Primary and Reference) Both use 15-second timeframe (15S) Primary Stochastic settings: K Length: 12 K Smoothing: 12 D Length: 12 Reference Stochastic settings: K Length: 12 K Smoothing: 15 D Length: 30 Entry Logic: Long Entries occur when: Primary %K crosses over %D AND either: Reference %D is ≥ 50 or < 20 OR Primary %K is close to Reference %D (within 0.15) AND price is above Moving Average (if MA filter enabled) AND during regular market hours (9:30 AM - 4:00 PM ET) Short Entries occur when: Primary %K crosses under %D AND either: Within tolerance of Reference %D OR specific crossunder conditions met AND price is below Moving Average AND during regular market hours Exit Logic: Time-based exits: At 3:30 PM ET End of regular market hours Technical exits: Long positions: When Primary %K crosses under Reference %D Short positions: When Primary %K crosses over Reference %D and Reference %D > 20 Pattern Detection: Higher Low Pattern: Current crossover %K > Previous crossover %K Bullish continuation pattern Lower High Pattern: Current crossunder %K < Previous crossunder %K Bearish continuation pattern Risk Management: Price difference filters: Maximum price difference: 0.1% Minimum price difference for shorts: 0.1% Reference %D tolerance: 0.1% Close %K tolerance: 0.7% Strengths: Multiple confirmation layers (dual timeframes, MA filter) Clear entry/exit rules Pattern recognition for trend continuation Time-based filters to avoid volatile periods Comprehensive alert system Potential Limitations: Short timeframe (15S) may generate more false signals Tight price difference filters might miss some opportunities Relies heavily on Reference %D levels No stop-loss implementation visible in the code Suggested Improvements: Add stop-loss mechanisms Implement position sizing rules Add volume confirmation Consider adding RSI or other momentum filters Add backtesting statistics tracking Best Use Cases: Day trading in liquid markets Markets with clear trends Time periods with normal volatility When price action aligns with Stochastic signals Risk Considerations: High-frequency trading due to 15S timeframe Multiple entries possible in short timeframes No explicit risk management beyond entry/exit rules Market hours limitation might miss opportunities
Pine Script® ストラテジー
sickleavetodayの投稿