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Volatility

Variações Diárias no Mini ÍndicePS: Já publiquei esse script. Porém fiz alguns ajustes e continuarei fazendo. Fiz esse script de variações baseado no valor do ajuste diário. Criei especificamente para ser usado no mini índice, se desejar usar em outro ativo, terás que modificar o código. As variações vão de 0,5% até 1,5%, pois eu acredito que como um big player do mercado brasileiro faz operações que duram dias, semanas ou até meses em certos casos, eles vão estar muito mais interessados em saber se já subiu ou caiu 0,5% da operação dele. Essas variações me mostram regiões em que esses players podem pesar no gráfico, sempre a favor das operações deles. É um bom parâmetro para ver se já subiu demais ou caiu demais. Um beijo e um queijo e até depois.
Pine Script™ indicator
by i_Newton
Donchian Reversal Signals with LabelsOverview: This indicator is designed to identify potential reversal signals based on price action relative to two Donchian Channels. It plots **"BUY"** and **"SELL"** labels on the chart when specific conditions are met, helping traders spot potential trend reversals. --- Key Features: 1. Dual Donchian Channels: - The indicator uses two Donchian Channels with user-defined lengths (`length1` and `length2`). - The upper band of each channel is the highest high over the specified period. - The lower band of each channel is the lowest low over the specified period. 2. Reversal Signals: - A yellow "BUY" label appears below a green (bullish) candle if: - The previous candle is red (bearish). - The previous red candle touches or breaches either of the lower Donchian Channels. - A green "SELL" label appears above a red (bearish) candle if: - The previous candle is green (bullish). - The previous green candle touches or breaches either of the upper Donchian Channels. 3. Visual Clarity: - The labels are placed above or below the candles for easy visibility. - The use of colors (yellow for buy, green for sell) makes it intuitive to interpret the signals. --- How It Works: 1. Donchian Channel Calculation: - The upper and lower bands of the two Donchian Channels are calculated using the highest high and lowest low over the specified periods (`length1` and `length2`). 2. Candle Color Detection: - The script identifies whether the current and previous candles are bullish (green) or bearish (red) based on their open and close prices. 3. Signal Conditions: - For a **"BUY" signal**: - The current candle must be green. - The previous candle must be red and touch or breach either of the lower Donchian Channels. - For a **"SELL" signal**: - The current candle must be red. - The previous candle must be green and touch or breach either of the upper Donchian Channels. 4. Label Placement: - The labels are plotted using `shape.labelup` and `shape.labeldown` for clear visibility. --- Input Parameters: - **Donchian Channel Length 1 (`length1`)**: The period for the first Donchian Channel (default: 20). - **Donchian Channel Length 2 (`length2`)**: The period for the second Donchian Channel (default: 34). --- How to Use: 1. Add the indicator to your chart. 2. Adjust the lengths of the Donchian Channels if needed. 3. Look for **"BUY"** and **"SELL"** labels on the chart: - A **yellow "BUY" label** below a green candle suggests a potential bullish reversal. - A **green "SELL" label** above a red candle suggests a potential bearish reversal. 4. Use these signals in conjunction with other technical analysis tools for confirmation. --- Example Use Case: - If the price touches the lower Donchian Channel and forms a red candle, followed by a green candle, a **"BUY" label** will appear, indicating a potential upward reversal. - If the price touches the upper Donchian Channel and forms a green candle, followed by a red candle, a **"SELL" label** will appear, indicating a potential downward reversal. --- Customization: - You can modify the lengths of the Donchian Channels to suit your trading style. - The colors and text of the labels can also be adjusted in the script if desired. --- Disclaimer: This indicator is designed to assist traders in identifying potential reversal signals. However, it should not be used in isolation. Always confirm signals with additional analysis and risk management strategies.
Pine Script™ indicator
by Hitesh2603
PlanDeFi: Adaptive Trend Ribbons [ATR+RSI]#### **Overview** The **Crypto Half-Trend Pro ** is a trend-following indicator designed to identify bullish and bearish market conditions using a combination of **moving averages, volatility adjustments, and dynamic ATR bands**. This enhanced version improves on the traditional Half-Trend system by incorporating **EMA smoothing, volatility-based adjustments, and additional fakeout/reversal detection mechanisms**. #### **Key Features** ✅ **Trend Detection:** - Uses a combination of fast and slow moving averages (EMA/SMA) to determine trend direction. - Implements **Hull Moving Average (HMA)** smoothing for better trend visualization. ✅ **Dynamic ATR Bands:** - Adjusts bands based on market volatility using **RSI-based ATR multipliers**. - Helps identify potential **breakouts and trend reversals**. ✅ **Fakeout & Reversal Detection:** - Detects potential **fake breakouts** by analyzing price action against extended ATR bands. - Identifies **early reversal signals** using price crossovers and volume confirmation. ✅ **Customizable Alerts & Visuals:** - Built-in **buy & sell signals** for trend confirmation. - Color-coded bullish/bearish trend lines and **fakeout warnings**. - **TradingView alerts** for trend shifts and reversals. #### **How It Works** 🔹 The indicator calculates a **smoothed trend line** using a Hull Moving Average on dynamic price levels. 🔹 ATR bands expand/contract dynamically based on **market volatility** to improve signal accuracy. 🔹 Trend direction is confirmed when price crosses the trend line **with volume confirmation**. 🔹 **Fakeouts** are detected when price temporarily exceeds extended bands but fails to hold momentum. 🔹 **Reversal signals** are generated when price breaks back into the ATR zone with volume spikes. #### **How to Use It** - 📈 **Buy Signal:** When price breaks above the trend line, confirmed by volume and crossover signals. - 📉 **Sell Signal:** When price breaks below the trend line with confirmed bearish conditions. - 🚨 **Reversal Warning:** If price sharply re-enters the ATR zone with volume confirmation, expect a potential trend shift. - 🛑 **Fakeout Alert:** If price temporarily breaks resistance but closes back inside, it may be a false move. #### **Ideal For** ✔️ Crypto & Forex traders looking for **dynamic trend signals** ✔️ Swing traders wanting to **avoid fakeouts & catch reversals** ✔️ Traders seeking a **customizable, volatility-adjusted trend system** 🚀 **Try PlanDeFi: Adaptive Trend Ribbons today and improve your trend analysis!**
Pine Script™ indicator
by PlanDeFi
1
Gold Trading StrategyStrategy Logic:* 1. *Trend Filter:* Uses 50/200 EMA crossovers (common for gold trend identification) 2. *Momentum Confirmation:* MACD crossover system with RSI filter 3. *Volatility Breakout:* Entry on 20-period high/low breaks 4. *Risk Management:* 2% stop-loss and 3% take-profit levels *Key Features:* - Visual EMA trend lines - Dynamic support/resistance levels - Clear buy/sell signals with alerts - Integrated risk management - Works best on 1H-4H timeframes for gold *Usage Tips:* 1. Apply to XAU/USD charts 2. Best used on 1-hour or 4-hour timeframes 3. Combine with fundamental analysis (USD news, geopolitical events) 4. Adjust stop-loss/take-profit based on volatility (use ATR as reference) *Optimization Suggestions:* - Test different EMA combinations (e.g., 100/200) - Adjust RSI thresholds based on gold's current volatility - Modify lookback period for support/resistance levels - Experiment with different timeframes (works best 1H-4H) Remember to: - Always forward-test with small positions first - Adjust parameters during different market regimes - Combine with gold-specific news analysis - Monitor USD strength and real yields correlation
Pine Script™ strategy
by adnankhan1420
Smart Market Bias [PhenLabs]📊 Smart Market Bias Indicator (SMBI) Version: PineScript™ v6 Description The Smart Market Bias Indicator (SMBI) is an advanced technical analysis tool that combines multiple statistical approaches to determine market direction and strength. It utilizes complexity analysis, information theory (Kullback Leibler divergence), and traditional technical indicators to provide a comprehensive market bias assessment. The indicator features adaptive parameters based on timeframe and trading style, with real-time visualization through a sophisticated dashboard. 🔧 Components Complexity Analysis: Measures price movement patterns and trend strength KL Divergence: Statistical comparison of price distributions Technical Overlays: RSI and Bollinger Bands integration Filter System: Volume and trend validation Visual Dashboard: Dynamic color-coded display of all components Simultaneous current timeframe + higher time frame analysis 🚨Important Explanation Feature🚨 By hovering over each individual cell in this comprehensive dashboard, you will get a thorough and in depth explanation of what each cells is showing you Visualization HTF Visualization 📌 Usage Guidelines Based on your own trading style you should alter the timeframe length that you would like to be analyzing with your dashboard The longer the term of the position you are planning on entering the higher timeframe you should have your dashboard set to Bias Interpretation: Values > 50% indicate bullish bias Values < 50% indicate bearish bias Neutral zone: 45-55% suggests consolidation ✅ Best Practices: Use appropriate timeframe preset for your trading style Monitor all components for convergence/divergence Consider filter strength for signal validation Use color intensity as confidence indicator ⚠️ Limitations Requires sufficient historical data for accurate calculations Higher computational complexity on lower timeframes May lag during extremely volatile conditions Best performance during regular market hours What Makes This Unique Multi-Component Analysis: Combines complexity theory, statistical analysis, and traditional technical indicators Adaptive Parameters: Automatically optimizes settings based on timeframe Triple-Layer Filtering: Uses trend, volume, and minimum strength thresholds Visual Confidence System: Color intensity indicates signal strength Multi-Timeframe Capabilities: Allowing the trader to analyze not only their current time frame but also the higher timeframe bias 🔧 How It Works The indicator processes market data through four main components: Complexity Score (40% weight): Analyzes price returns and pattern complexity Kullback Leibler Divergence (30% weight): Compares current and historical price distributions RSI Analysis (20% weight): Momentum and oversold/overbought conditions Bollinger Band Position (10% weight): Price position relative to volatility Underlying Method Maintains rolling windows of price data for multiple calculations Applies custom normalization using hyperbolic tangent function Weights component scores based on reliability and importance Generates final bias percentage with confidence visualization 💡 Note: For optimal results, use in conjunction with price action analysis and consider multiple timeframe confirmation. The indicator performs best when all components show alignment.
Pine Script™ indicator
by PhenLabs
1
Auto-Adjusting Kalman Filter by TenozenNew year, new indicator! Auto-Adjusting Kalman Filter is an indicator designed to provide an adaptive approach to trend analysis. Using the Kalman Filter (a recursive algorithm used in signal processing), this algo dynamically adjusts to market conditions, offering traders a reliable way to identify trends and manage risk! In other words, it's a remaster of my previous indicator, Kalman Filter by Tenozen. What's the difference with the previous indicator (Kalman Filter by Tenozen)? The indicator adjusts its parameters (Q and R) in real-time using the Average True Range (ATR) as a measure of market volatility. This ensures the filter remains responsive during high-volatility periods and smooth during low-volatility conditions, optimizing its performance across different market environments. The filter resets on a user-defined timeframe, aligning its calculations with dominant trends and reducing sensitivity to short-term noise. This helps maintain consistency with the broader market structure. A confidence metric, derived from the deviation of price from the Kalman filter line (measured in ATR multiples), is visualized as a heatmap: Green : Bullish confidence (higher values indicate stronger trends). Red : Bearish confidence (higher values indicate stronger trends). Gray : Neutral zone (low confidence, suggesting caution). This provides a clear, objective measure of trend strength. How it works? The Kalman Filter estimates the "true" price by filtering out market noise. It operates in two steps, that is, prediction and update. Prediction is about projection the current state (price) forward. Update is about adjusting the prediction based on the latest price data. The filter's parameters (Q and R) are scaled using normalized ATR, ensuring adaptibility to changing market conditions. So it means that, Q (Process Noise) increases during high volatility, making the filter more responsive to price changes and R (Measurement Noise) increases during low volatility, smoothing out the filter to avoid overreacting to minor fluctuations. Also, the trend confidence is calculated based on the deviation of price from the Kalman filter line, measured in ATR multiples, this provides a quantifiable measure of trend strength, helping traders assess market conditions objectively. How to use? Use the Kalman Filter line to identify the prevailing trend direction. Trade in alignment with the filter's slope for higher-probability setups. Look for pullbacks toward the Kalman Filter line during strong trends (high confidence zones) Utilize the dynamic stop-loss and take-profit levels to manage risk and lock in profits Confidence Heatmap provides an objective measure of market sentiment, helping traders avoid low-confidence (neutral) zones and focus on high-probability opportunities Guess that's it! I hope this indicator helps! Let me know if you guys got some feedback! Ciao!
Pine Script™ indicator
by Tenozen
Market Pressure Index [AlgoAlpha]The Market Pressure Index is a cutting-edge trading tool designed to measure and visualize bullish and bearish momentum through a unique blend of volatility analysis and dynamic smoothing techniques. This indicator provides traders with an intuitive understanding of market pressure, making it easier to identify trend shifts, breakout opportunities, and key moments to take profit. Perfect for scalpers and swing traders looking for a strategic edge in volatile markets. Key Features: 🔎 Bullish and Bearish Volatility Separation : Dynamically calculates and displays bullish and bearish momentum separately, helping traders assess market direction with precision. 🎨 Customizable Appearance: Set your preferred colors for bullish and bearish signals to match your chart's theme. 📊 Deviation-Based Upper Band : Tracks extreme volatility levels using a configurable deviation multiplier, highlighting potential breakout points. 📈 Real-Time Signal Alerts : Provides alerts for bullish and bearish crossovers, as well as take-profit signals, ensuring you never miss key market movements. ⚡ Gradient-Based Visualization : Uses color gradients to depict the intensity of market pressure, making it easy to spot changes in momentum at a glance. How to Use: Add the Indicator : Add the Market Pressure Index to your TradingView chart by clicking the star icon. Customize inputs like the pressure lookback period, deviation settings, and colors to fit your trading style. Interpret the Signals : Monitor the bullish and bearish momentum columns to gauge market direction. Look for crossovers to signal potential trend changes. Take Action : Use alerts for breakouts above the upper band or for take-profit levels to enhance your trade execution. How It Works: The Market Pressure Index separates bullish and bearish momentum by analyzing price movement (close vs. open) and volatility. These values are smoothed using Hull Moving Averages (HMA) to highlight trends while minimizing noise. A deviation-based upper band dynamically tracks market extremes, signaling breakout zones. Color gradients depict the intensity of momentum, offering a clear, visually intuitive representation of market pressure. Alerts are triggered when significant crossovers or take-profit conditions occur, giving traders actionable insights without constant chart monitoring.
Pine Script™ indicator
by AlgoAlpha
1
VWAP Suite by Augur - Multi PeriodOverview The Multi-Timeframe VWAP Suite revolutionizes price analysis by combining institutional-grade volume-weighted pricing with multi-period deviation analytics. This professional toolkit simultaneously tracks VWAP across 5 time horizons (Daily to Yearly) with smart deviation bands, offering traders unparalleled insight into market structure and volatility dynamics. Key Features Multi-Timeframe VWAP Matrix Simultaneous Daily/Weekly/Monthly/Quarterly/Yearly VWAP tracking Institutional-level volume-weighted calculations Independent timeframe toggles for focused analysis Smart Deviation Architecture Dual-layer standard deviation bands (1σ & 2σ) Separate colors for upper/lower deviation zones Adaptive 95% transparency fills for layered visualization Professional Visual Design Strategic color coding per timeframe (FIXED palette) Dark Blue/Yellow/Purple/Pink/Red VWAP hierarchy Orange-Green-Red-Blue deviation band system Advanced Calculation Engine HLC3 price source integration Cumulative volume-weighting algorithm Real-time standard deviation updates
Pine Script™ indicator
by Augur_SeersCapital
3
QT RSI [ W.ARITAS ]The QT RSI is an innovative technical analysis indicator designed to enhance precision in market trend identification and decision-making. Developed using advanced concepts in quantum mechanics, machine learning (LSTM), and signal processing, this indicator provides actionable insights for traders across multiple asset classes, including stocks, crypto, and forex. Key Features: Dynamic Color Gradient: Visualizes market conditions for intuitive interpretation: Green: Strong buy signal indicating bullish momentum. Blue: Neutral or observation zone, suggesting caution or lack of a clear trend. Red: Strong sell signal indicating bearish momentum. Quantum-Enhanced RSI: Integrates adaptive energy levels, dynamic smoothing, and quantum oscillators for precise trend detection. Hybrid Machine Learning Model: Combines LSTM neural networks and wavelet transforms for accurate prediction and signal refinement. Customizable Settings: Includes advanced parameters for dynamic thresholds, sensitivity adjustment, and noise reduction using Kalman and Jurik filters. How to Use: Interpret the Color Gradient: Green Zone: Indicates bullish conditions and potential buy opportunities. Look for upward momentum in the RSI plot. Blue Zone: Represents a neutral or consolidation phase. Monitor the market for trend confirmation. Red Zone: Indicates bearish conditions and potential sell opportunities. Look for downward momentum in the RSI plot. Follow Overbought/Oversold Boundaries: Use the upper and lower RSI boundaries to identify overbought and oversold conditions. Leverage Advanced Filtering: The smoothed signals and quantum oscillator provide a robust framework for filtering false signals, making it suitable for volatile markets. Application: Ideal for traders and analysts seeking high-precision tools for: Identifying entry and exit points. Detecting market reversals and momentum shifts. Enhancing algorithmic trading strategies with cutting-edge analytics.
Pine Script™ indicator
by insidermike
Pocket Pivots by Kacher and Morales "Pocket Pivots," identifies potential bullish trading opportunities and technical conditions based on concepts from traders Kacher and Morales. It combines moving averages (SMAs), Bollinger Bands, Keltner Channels, volume analysis, and price action rules to detect: Pocket Pivots: Bullish signals triggered when: Volume exceeds prior downdays (configurable lengths Standard is 10 days). Price closes above key SMAs (10/50-day). As Kacher and Morales do not buy wedging charts I added a squeeze check to avoid buy signals The market is in a volatility "squeeze" (Bollinger Bands within Keltner Channels). Up/down ratio of the volume must be greater than 1 Volume Pocket Pivots: Secondary bullish signals based purely on volume spikes and upward price momentum. This shows normal pocket pivots in yellow. But does not check if all other rules are fullfilled. SMA Violations: Marks bearish breakdowns below 10-day or 50-day SMAs A 10 SMA Violation is normally yellow. But if there was no 10 day violation for Seven Weeks, the first 10 SMA violation shows a red sell signal. Kacher and Morales call it "Seven Week Rule" Buyable Gap-Ups: Highlights high-volume gaps up with strong price follow-through. Visual Elements: Plots SMAs (10, 50, 200), Bollinger Bands, and Keltner Channels. Marks signals with colored triangles/diamonds (green = bullish, red = bearish and yellow / blue = informational).
Pine Script™ indicator
by johann3s