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Trend Analysis

Initial Imbalance [First FVG - ICT] v1Initial Imbalance v1 This indicator identifies the first Fair Value Gap (FVG) at the start of a user-defined session, inspired by The Inner Circle Trader. It helps traders spot initial imbalance in a sessions price action, offering filter options to refine FVG detection and optional session high/low lines for context. Features: Detects the first bullish or bearish FVG at the session start (default: 08:30). ISE: Sets a custom session start time (hour and minute). Filters FVGs by size: None, ATR-based, or Points-based. Displays session high/low lines (optional) to visualize the session range. Customizable colors for bullish and bearish FVGs (background and border derived from a single color input). Alerts for new FVGs and mitigated FVGs. Settings: Session Start Time: Define the hour and minute for the session start. FVG Filter Type: Choose None, ATR, or Points to filter FVGs by size. ATR Multiple / Minimum Points: Set the minimum FVG size for ATR or Points filters. Show Session High/Low Lines: Toggle visibility of session range lines. Bullish/Bearish FVG Colors: Customize colors for FVGs. Technical Details: Overlay indicator, displayed directly on the price chart. This indicator is ideal for traders seeking to identify key price imbalances at the start of a session, with flexible filtering and visualization options.
Pine Script® indicator
by CreativeAdvance
Prezzo + Velocità + AccelerazionePrice + Velocity + Acceleration (Cycle Centered Analysis) Description: 🔥 This indicator provides an advanced analysis of the cyclical behavior of the market through the calculation of: 📈 Centered Moving Average (150 periods, equivalent to a 450-period cycle on the 15m timeframe, adapted to 45m), 🏎️ Velocity: the difference between two consecutive centered moving averages (measuring immediate movement strength), ⚡ Acceleration: the difference between moving averages of the velocity (measuring the change in force, i.e., cyclic acceleration), 🌟 Smoothed Acceleration Moving Average (amplified ×100 for better visualization). ✅ All calculations respect the exact centering of data (offset -length/2). ✅ No subjective interpretations: pure mathematical cycle analysis. How to read it: The green/red line = Instantaneous velocity. The smoothed green/red line = Instantaneous acceleration. The yellow line = Smoothed acceleration moving average ×100, showing important phase inversions. Operational use: Velocity color changes → possible short-term cycle turning points. Acceleration reversals → confirmations of cycle trend changes. 📊 Best suited for intraday and swing trading (45-minute and daily timeframes). 📚 A powerful tool to study and forecast market cycles based on pure mathematics without subjective biases.
Pine Script® indicator
by Skitla13TM
1
Ultimate Multi EMA🔹 Ultimate Multi EMA + HTF Bias Line This script plots four customizable EMAs (8, 21, 50, 200) with flexible colors and line widths. It also adds an automatic Higher Timeframe (HTF) EMA line: On the Daily timeframe: shows the Weekly EMA. On lower timeframes (like 1-minute): shows the Daily EMA. The HTF EMA helps to easily identify market bias. All colors and thicknesses can be adjusted in the settings. Default settings: EMA 8 (green) EMA 21 (gold) EMA 50 (blue) EMA 200 (black) HTF EMA (lilac)
Pine Script® indicator
by Mrjm1
Overnight ES Strategy: CBC + Fractal + RSI + ATR FilterThis script is designed for overnight trading of the E-mini S&P 500 futures (ES) between 6 PM and 11 PM EST. It combines multiple technical confluences to generate high-probability buy and sell signals, focusing on volatility-rich, low-liquidity evening sessions. Key Features: Candle Body Confluence (CBC) Approximation: Identifies candles with small real bodies compared to total range, simulating consolidation zones where price is likely to reverse. Williams Fractal Confirmation: Detects local tops and bottoms based on 5-bar fractal reversal patterns, helping validate breakout or reversal points. RSI Filter: Ensures momentum is supportive — buys only when RSI < 35 (oversold) and sells only when RSI > 65 (overbought). ATR Volatility Filter: Trades are only allowed if the Average True Range (ATR) exceeds a user-defined threshold, filtering out low-volatility, risky environments. Time Session Control: Signals are only generated during the user-defined evening session (default: 6 PM to 11 PM EST) to match market behavior. Real-Time Alerts Enabled: Alerts can be set for BUY or SELL conditions, enabling mobile notifications, emails, or pop-ups without constant chart monitoring. Recommended Settings: Chart Timeframe: 15-minute or 30-minute candles Assets: ES Mini (ES1!), NQ Mini, or other CME futures Session: New York Time (EST) ATR Threshold: Adjust based on market conditions; 5.0 suggested starting point for ES Mini on 15m. Important: This script only plots signals, it does not auto-execute trades. Always backtest and paper trade before using live capital. Volatility can vary; consider adjusting RSI and ATR filters based on market environment. Credits: Script designed based on confluence of price action, momentum, reversal structure, and volatility filtering principles used by professional traders. Inspired by Candle Body Confluence (CBC) theory and Williams fractal techniques.
Pine Script® indicator
by Zack1077
Market Structure Confluence [AlgoAlpha]OVERVIEW This script is called "Market Structure Confluence" and it combines classic market structure analysis with a dynamic volatility-based band system to detect shifts in trend and momentum more reliably. It tracks key swing points (higher highs, higher lows, lower highs, lower lows) to define the trend, then overlays a basis and ATR-smoothed volatility bands to catch rejection signals and highlight potential inflection points in the market. CONCEPTS Market structure is the foundation of price action trading, focusing on the relationship between successive highs and lows to understand trend conditions. Break of Structure (BOS) and Change of Character (CHoCH) events are important because they signal when a market might be shifting direction. This script enhances traditional structure by integrating volatility bands, which act like dynamic support/resistance zones based on ATR, allowing it to capture momentum surges and rejections beyond just structural shifts. FEATURES Swing Detection: It detects and labels Higher Highs (HH), Higher Lows (HL), Lower Highs (LH), and Lower Lows (LL) based on user-defined time horizons, helping traders quickly spot the trend direction. BOS and CHoCH Lines: When a previous swing point is broken, the script automatically plots a Break of Structure (BOS) line. If the break represents a major trend reversal (a CHoCH), it is marked differently to separate simple breakouts from real trend changes. Rejection Signals: Special arrows plot when price pierces a band and then pulls back, suggesting a potential trap move or rejection signal in the direction of the new structure. Alerts: Built-in alerts for structure breaks, CHoCHs, swing points, rejections at bands, and trend flips make it easy to automate setups without manually watching the chart. USAGE Set your preferred swing detection size depending on your timeframe and trading style — smaller numbers for intraday, larger numbers for swing trading. Choose whether you want BOS/CHoCH confirmed by candle closes or by wick breaks. Use the volatility band settings to fine-tune how tightly or loosely the bands hug the price, adjusting sensitivity based on market conditions. When a BOS or CHoCH occurs, or when a rejection happens at the bands, the script will highlight it clearly and optionally trigger alerts. Watch for combinations where both structure breaks and volatility band rejections happen together — those are high-quality trade signals. This setup works best when used with basic trend filtering and higher timeframe confirmation.
Pine Script® indicator
by AlgoAlpha
11
Anchored Moving Average by TradeSeekersThis script plots an SMA that resets based on the selected anchored timeframe, by default it is 1D. There exists some other AMA scripts but I didn't find anything that plotted the non-anchored MA alongside the AMA and displayed the point of convergence. The non-anchored MA presents slightly opaque as a circle plot until the anchored MA converges. Until the anchored MA contains enough data an simple average is calculated of all source prices collected starting from the anchor. For example, if the timeframe has reset and source is set to closing prices, then after the first bar the AMA is essentially the last closing price. After two bars have closed then the AMA is an average of the last two closing prices. Future updates may add additional average types as time permits.
Pine Script® indicator
by TradeSeekers
Wyckoff Advanced Swing Strategy by TIAMATCRYPTOStrategy Overview This custom TradingView strategy combines four powerful trading methodologies - Wyckoff Market Cycles, Price Map Profiling, Mean Reversion, and Trend Following - into a comprehensive swing trading system. It provides extensive customization options and can be tailored for medium to long-term trading positions. Key Components 1. Wyckoff Analysis This component focuses on identifying market cycle phases as described by Richard D. Wyckoff: Accumulation Phase: Identifies periods of smart money accumulation with above-average volume and falling price highs Markup Phase: Detects strong uptrends with increasing prices supported by volume Distribution Phase: Recognizes when smart money begins to distribute positions near market tops Markdown Phase: Identifies downtrends when institutional investors are exiting positions Special Formations: Detects "spring" patterns (false breakdowns followed by rapid reversals) and "upthrust" patterns (false breakouts) 2. Price Map Profile Implements a simplified version of Market Profile / Volume Profile concepts: Calculates Point of Control (POC) - the price level with the highest theoretical activity Defines Value Area High (VAH) and Value Area Low (VAL) to establish the range where most price action occurs Visual representation of these key levels to identify potential support and resistance zones 3. Mean Reversion Identifies potential reversal points when price moves to extremes: Uses Bollinger Bands to define overbought and oversold price zones Incorporates RSI divergence to confirm potential reversals Requires multiple confirmation signals to avoid false entries in strong trends Employs pattern recognition for higher probability mean reversion trade setups 4. Trend Following Captures medium to long-term directional price movements: Utilizes multiple moving averages (9, 21, 50, 200 EMAs) to confirm trend direction and strength MACD analysis for momentum confirmation and trend intensity Higher timeframe trend alignment through recent price structure analysis Requires clear higher highs/higher lows (or lower highs/lower lows) for trade confirmation Advanced Features Risk Management Optional automatic Take Profit and Stop Loss based on ATR (Average True Range) Trailing stop functionality that adjusts to market volatility Position sizing as a percentage of equity for proper risk management Multiple exit strategies based on time, price, or indicator signals Time-Based Filters Customizable date range for backtesting historical performance Trading day filters to avoid entering positions on less favorable days (Fridays/Mondays) Minimum and maximum holding periods to match swing trading timeframes Smart exit timing based on market conditions and holding duration Signal Optimization Combined signal approach requiring confirmation from multiple systems Candlestick pattern analysis for enhanced entry timing RSI-based position exit rules to capture profits at overbought/oversold conditions Advanced filtering to reduce false signals and avoid low-probability setups Practical Applications This strategy is designed for swing traders who: Hold positions for several days to weeks Prefer to analyze multiple factors before entering trades Want to align with institutional money flow through Wyckoff principles Seek a balance between trend-following and reversal opportunities Require flexible risk management options The system works best on daily timeframes for equities, forex, commodities, and cryptocurrency markets with sufficient liquidity. It can be used as a standalone trading system or as a confirmation tool alongside other analysis methods. Strategy Parameters All major components can be enabled or disabled independently: Wyckoff Analysis Price Map Profiling Mean Reversion Trend Following Risk parameters, timeframes, and technical indicators can be extensively customized to match individual trading preferences, market conditions, and risk tolerance.
Pine Script® strategy
by TiamatCrypto
Stablecoin Supply Ratio [Alpha Extract]Stablecoin Supply Ratio Indicator The Stablecoin Supply Ratio (SSR) indicator compares Bitcoin's market capitalization to the aggregate supply of major stablecoins, offering insights into relative purchasing power and liquidity. This tool helps traders: ✔ Assess Bitcoin's buying power relative to the available stablecoin liquidity. ✔ Detect periods of capital inflow or outflow from stablecoins. ✔ Identify market sentiment shifts based on stablecoin reserves. 🔶 CALCULATION The indicator aggregates the supply of key stablecoins and compares it to Bitcoin's market cap: Stablecoin Aggregation • Inputs: USDT, USDC, DAI, USDD (daily closing values). BUSD Market Cap (Glassnode data). • Total Stablecoin Supply: Sum of the listed stablecoins' market caps. Stablecoin Supply Ratio (SSR) • Formula: SSR = Bitcoin Market Cap / Total Stablecoin Supply • Normalized SSR: Normalized by dividing SSR by its 200-day SMA. Bollinger Bands • Bands are applied to the normalized SSR using a configurable moving average type and 2 standard deviations. Example Calculation: ssr = btcmc / stablecoin_liq ratio = ssr / ta.sma(ssr, 200) basis = ta.sma(ratio, 200) dev = 2 * ta.stdev(ratio, 200) upper = basis + dev lower = basis - dev 🔶 DETAILS Visual Features: • Normalized SSR: Plotted as a light green line. • Upper Band: Red line indicating SSR overbought zone. • Lower Band: Green line signaling SSR oversold zone. Interpretation: • High SSR: Indicates stablecoin reserves are low relative to Bitcoin's market cap, reducing stablecoin buying power. • Low SSR: Suggests high stablecoin liquidity relative to Bitcoin's market cap, increasing potential buying pressure. • Band Crosses: Movements beyond the upper or lower bands may signal sentiment extremes. 🔶 EXAMPLES Market insights include: • Capital Outflows: SSR rising into the upper band may reflect decreasing stablecoin reserves, potentially signaling a liquidity drain. • Capital Inflows: SSR dropping near the lower band could indicate growing stablecoin reserves, potentially fueling Bitcoin demand. 🔶 SETTINGS Customization Options: • MA Type: Choose between SMA, EMA, WMA, SMMA, and VWMA for band calculation. • Period: Adjust the 200-day smoothing period. • Deviation Multiplier: Modify the standard deviation multiplier (default: 2). The Stablecoin Supply Ratio indicator is a valuable tool for traders monitoring liquidity dynamics and stablecoin trends to anticipate Bitcoin market moves and capital flows.
Pine Script® indicator
by AlphaExtract
1m Confirmation: EMA20 + QQE + Vol Spike by RalpinoyThis is a “confirmation” indicator for 1-minute scalping. We created to assure us before entering a trade. It fires a ✅ long arrow when all three line up: Trend: price is above the 20-period EMA Momentum: QQE histogram is above zero Volume: current bar’s volume > 1.5× its 20-bar SMA A ❌ short arrow shows when the inverse conditions are met. Guys you may use this and drop it onto your 1 min chart and adjust the multipliers to taste. How to use: Add this as a single indicator on your 1 min chart. Watch for the ✅/❌ arrows to mark “all-clear” entries. You can hook the built-in alerts to get pinged exactly when those arrows appear. Feel free to tweak the QQE multiplier, volume multiplier or even swap in your preferred momentum calc. Happy scalping!
Pine Script® indicator
by ppbrospro
Scalping Bollinger BreakoutThe Scalping Bollinger Breakout Indicator is designed for scalping and short-term trading. Key features: Bollinger Bands: Detects volatility-driven breakouts above/below upper/lower bands. MACD: Confirms bullish/bearish momentum for reliable signals. Heikin Ashi: Aligns trades with smoothed trend direction, reducing noise. Volume Filter: Ensures breakouts are supported by elevated volume. Non-Repainting: Uses closed-bar data for consistent, reliable signals. Visuals & Alerts: Displays buy/sell triangles and includes trading alerts. Ideal for fast-paced trading in volatile markets.
Pine Script® indicator
by Raisontgh
Market Breadth Peaks & Troughs IndicatorIndicator Overview Market Breadth (S5TH) visualizes extremes of market strength and weakness by overlaying - a 200-period EMA (long-term trend) a 5-period EMA (short-term trend, user-adjustable) on the percentage of S&P 500 constituents trading above their 200-day SMA (INDEX:S5TH). Peaks (▼) and troughs (▲) are detected with prominence filters so you can quickly spot overbought and oversold conditions. ⸻ 1. Core Logic Component Description Breadth series INDEX:S5TH — % of S&P 500 stocks above their 200-SMA Long EMA 200-EMA to capture the primary trend Short EMA 5-EMA (default, editable) for short-term swings Peak detection ta.pivothigh + prominence ⇒ major peaks marked with red ▼ Trough detection (200 EMA) ta.pivotlow + prominence + value < longTroughLvl ⇒ blue ▲ Trough detection (5 EMA) ta.pivotlow + prominence + value < shortTroughLvl ⇒ green ▲ Background shading Pink when 200 EMA slope is down and 5 EMA sits below 200 EMA ⸻ 2. Adjustable Parameters (input()) Group Variable Default Purpose Symbol breadthSym INDEX:S5TH Breadth index Long EMA longLen 200 Period of long EMA Short EMA shortLen 5 Period of short EMA Pivot width (long) pivotLen 20 Bars left/right for 200-EMA peaks/troughs Pivot width (short) pivotLenS 10 Bars for 5-EMA troughs Prominence (long) promThresh 0.5 %-pt Depth filter for 200-EMA pivots Prominence (short) promThreshS 3.0 %-pt Depth filter for 5-EMA pivots Trough level (long) longTroughLvl 50 % Max value to accept a 200-EMA trough Trough level (short) shortTroughLvl 30 % Max value to accept a 5-EMA trough ⸻ 3. Signal Guide Marker / Color Meaning Typical reading Red ▼ Major breadth peak Overbought / possible top Blue ▲ Deep 200-EMA trough End of mid-term correction Green ▲ Shallow 5-EMA trough (early) Short-term rebound setup Pink background Long-term down-trend and short-term weak Risk-off phase ⸻ 4. Typical Use Cases 1. Counter-trend timing • Fade greed: trim longs on red ▼ • Buy fear: scale in on green ▲; add on blue ▲ 2. Trend filter • Avoid new longs while the background is pink; wait for a trough & recovery. 3. Risk management • Reduce exposure when peaks appear, reload partial size on confirmed troughs. ⸻ 5. Notes & Tips • INDEX:S5TH is sourced from TradingView and may be back-adjusted when index membership changes. • Fine-tune pivotLen, promThresh, and level thresholds to match current volatility before relying on alerts or automated rules. • Slope thresholds (±0.10 %-pt) that trigger background shading can also be customized for different market regimes.
Pine Script® indicator
by Monty_trader
Accurate Global M2 (Top10 GDP, FX-Stabilized)This script was created to solve the serious distortions found in other circulating "Global M2" indicators. Many previous versions used noisy daily FX rates, unweighted country data, mixed liquidity categories (e.g., RRP, TGA), or aggregated low-quality sources, causing exaggerated or misleading charts. This version fixes those problems by: Using Top 10 global economies only (based on GDP). GDP-weighting each country's M2 contribution. Fetching monthly-averaged M2 data. Applying monthly FX conversions to eliminate daily volatility noise. Forward-shifting the M2 line (default 90 days) to study potential Bitcoin correlations. Keeping the math clean, without mixing central bank liquidity tools with broad M2 aggregates. As a result, this script provides a more realistic and stable representation of global M2 expansion in USD terms, more suitable for serious macroeconomic analysis and Bitcoin market correlation studies.
Pine Script® indicator
by Eatsleepworkrepeat
2
Cointegration Buy and Sell Signals [EdgeTerminal]The Cointegration Buy And Sell Signals is a sophisticated technical analysis tool to spot high-probability market turning points — before they fully develop on price charts. Most reversal indicators rely on raw price action, visual patterns, or basic and common indicator logic — which often suffer in noisy or trending markets. In most cases, they lag behind the actual change in trend and provide useless and late signals. This indicator is rooted in advanced concepts from statistical arbitrage, mean reversion theory, and quantitative finance, and it packages these ideas in a user-friendly visual format that works on any timeframe and asset class. It does this by analyzing how the short-term and long-term EMAs behave relative to each other — and uses statistical filters like Z-score, correlation, volatility normalization, and stationarity tests to issue highly selective Buy and Sell signals. This tool provides statistical confirmation of trend exhaustion, allowing you to trade mean-reverting setups. It fades overextended moves and uses signal stacking to reduce false entries. The entire indicator is based on a very interesting mathematically grounded model which I will get into down below. Here’s how the indicator works at a high level: EMAs as Anchors: It starts with two Exponential Moving Averages (EMAs) — one short-term and one long-term — to track market direction. Statistical Spread (Regression Residuals): It performs a rolling linear regression between the short and long EMA. Instead of using the raw difference (short - long), it calculates the regression residual, which better models their natural relationship. Normalize the Spread: The spread is divided by historical price volatility (ATR) to make it scale-invariant. This ensures the indicator works on low-priced stocks, high-priced indices, and crypto alike. Z-Score: It computes a Z-score of the normalized spread to measure how “extreme” the current deviation is from its historical average. Dynamic Thresholds: Unlike most tools that use fixed thresholds (like Z = ±2), this one calculates dynamic thresholds using historical percentiles (e.g., top 10% and bottom 10%) so that it adapts to the asset's current behavior to reduce false signals based on market’s extreme volatility at a certain time. Z-Score Momentum: It tracks the direction of the Z-score — if Z is extreme but still moving away from zero, it's too early. It waits for reversion to start (Z momentum flips). Correlation Check: Uses a rolling Pearson correlation to confirm the two EMAs are still statistically related. If they diverge (low correlation), no signal is shown. Stationarity Filter (ADF-like): Uses the volatility of the regression residual to determine if the spread is stationary (mean-reverting) — a key concept in cointegration and statistical arbitrage. It’s not possible to build an exact ADF filter in Pine Script so we used the next best thing. Signal Control: Prevents noisy charts and overtrading by ensuring no back-to-back buy or sell signals. Each signal must alternate and respect a cooldown period so you won’t be overwhelmed and won’t get a messy chart. Important Notes to Remember: The whole idea behind this indicator is to try to use some stat arb models to detect shifting patterns faster than they appear on common indicators, so in some cases, some assumptions are made based on historic values. This means that in some cases, the indicator can “jump” into the conclusion too quickly. Although we try to eliminate this by using stationary filters, correlation checks, and Z-score momentum detection, there is still a chance some signals that are generated can be too early, in the stock market, that's the same as being incorrect. So make sure to use this with other indicators to confirm the movement. How To Use The Indicator: You can use the indicator as a standalone reversal system, as a filter for overbought and oversold setups, in combination with other trend indicators and as a part of a signal stack with other common indicators for divergence spotting and fade trades. The indicator produces simple buy and sell signals when all criteria is met. Based on our own testing, we recommend treating these signals as standalone and independent from each other . Meaning that if you take position after a buy signal, don’t wait for a sell signal to appear to exit the trade and vice versa. This is why we recommend using this indicator with other advanced or even simple indicators as an early confirmation tool. The Display Table: The floating diagnostic table in the top-right corner of the chart is a key part of this indicator. It's a live statistical dashboard that helps you understand why a signal is (or isn’t) being triggered, and whether the market conditions are lining up for a potential reversal. 1. Z-Score What it shows: The current Z-score value of the volatility-normalized spread between the short EMA and the regression line of the long EMA. Why it matters: Z-score tells you how statistically extreme the current relationship is. A Z-score of: 0 = perfectly average > +2 = very overbought < -2 = very oversold How to use it: Look for Z-score reaching extreme highs or lows (beyond dynamic thresholds). Watch for it to start reversing direction, especially when paired with green table rows (see below) 2. Z-Score Momentum What it shows: The rate of change (ROC) of the Z-score: Zmomentum=Zt − Zt − 1 Why it matters: This tells you if the Z-score is still stretching out (e.g., getting more overbought/oversold), or reverting back toward the mean. How to use it: A positive Z-momentum after a very low Z-score = potential bullish reversal A negative Z-momentum after a very high Z-score = potential bearish reversal. Avoid signals when momentum is still pushing deeper into extremes 3. Correlation What it shows: The rolling Pearson correlation coefficient between the short EMA and long EMA. Why it matters: High correlation (closer to +1) means the EMAs are still statistically connected — a key requirement for cointegration or mean reversion to be valid. How to use it: Look for correlation > 0.7 for reliable signals. If correlation drops below 0.5, ignore the Z-score — the EMAs aren’t moving together anymore 4. Stationary What it shows: A simplified "Yes" or "No" answer to the question: “Is the spread statistically stable (stationary) and mean-reverting right now?” Why it matters: Mean reversion strategies only work when the spread is stationary — that is, when the distance between EMAs behaves like a rubber band, not a drifting cloud. How to use it: A "Yes" means the indicator sees a consistent, stable spread — good for trading. "No" means the market is too volatile, disjointed, or chaotic for reliable mean reversion. Wait for this to flip to "Yes" before trusting signals 5. Last Signal What it shows: The last signal issued by the system — either "Buy", "Sell", or "None" Why it matters: Helps avoid confusion and repeated entries. Signals only alternate — you won’t get another Buy until a Sell happens, and vice versa. How to use it: If the last signal was a "Buy", and you’re watching for a Sell, don’t act on more bullish signals. Great for systems where you only want one position open at a time 6. Bars Since Signal What it shows: How many bars (candles) have passed since the last Buy or Sell signal. Why it matters: Gives you context for how long the current condition has persisted How to use it: If it says 1 or 2, a signal just happened — avoid jumping in late. If it’s been 10+ bars, a new opportunity might be brewing soon. You can use this to time exits if you want to fade a recent signal manually Indicator Settings: Short EMA: Sets the short-term EMA period. The smaller the number, the more reactive and more signals you get. Long EMA: Sets the slow EMA period. The larger this number is, the smoother baseline, and more reliable trend bases are generated. Z-Score Lookback: The period or bars used for mean & std deviation of spread between short and long EMAs. Larger values result in smoother signals with fewer false positives. Volatility Window: This value normalizes the spread by historical volatility. This allows you to prevent scale distortion, showing you a cleaner and better chart. Correlation Lookback: How many periods or how far back to test correlation between slow and long EMAs. This filters out false positives when EMAs lose alignment. Hurst Lookback: The multiplier to approximate stationarity. Lower leads to more sensitivity to regime change, higher produces a more stricter filtering. Z Threshold Percentile: This value sets how extreme Z-score must be to trigger a signal. For example, 90 equals only top/bottom 10% of extremes, 80 = more frequent. Min Bars Between Signals: This hard stop prevents back-to-back signals. The idea is to avoid over-trading or whipsaws in volatile markets even when Hurst lookback and volatility window values are not enough to filter signals. Some More Recommendations: We recommend trying different EMA pairs (10/50, 21/100, 5/20) for different asset behaviors. You can set percentile to 85 or 80 if you want more frequent but looser signals. You can also use the Z-score reversion monitor for powerful confirmation.
Pine Script® indicator
by EdgeTerminal
4
Scalping Strategy with Fixed CooldownThis is a sample scalping strategy is designed for short-term trading on lower timeframes. Entry Signals: Utilizes Hull Moving Average (HullMA) crossovers to generate buy and sell signals. Filters: -Bollinger Bands and RSI to avoid overbought or oversold conditions. -VWAP to confirm trend direction, ensuring trades align with momentum. Cooldown Mechanism: Implements a bar-based cooldown period to prevent immediate re-entries after trade closures, reducing the risk of overtrading.
Pine Script® strategy
by Raisontgh