Support, Resistance, Supply/Demand, Big Orders**Support and Resistance**
Support and resistance are fundamental concepts in technical analysis used to determine price levels on charts where an asset tends to stop and reverse its direction.
- **Support** refers to a price level where a downtrend can be expected to pause due to a concentration of demand. Buyers are likely to enter at this level, preventing the price from falling further. In other words, support acts like a floor beneath the price.
- **Resistance** is the opposite of support and refers to a price level where an uptrend may stall due to a concentration of selling interest. Sellers are likely to enter at this level, preventing the price from rising further. Resistance acts as a ceiling above the price.
Support and resistance levels are often identified through previous price action and can be used to forecast potential reversal points.
---
**Supply and Demand**
Supply and demand are market forces that dictate price movement based on the balance between the quantity of an asset available (supply) and the desire to purchase it (demand).
- **Demand** is created when buyers are willing to purchase an asset, usually driving the price upwards if demand outweighs supply.
- **Supply** occurs when sellers are willing to sell an asset, often driving the price downward if supply exceeds demand.
Supply and demand zones can often be observed on charts and can help traders identify areas where price may face upward or downward pressure based on the relative strength of either force.
---
**Big Orders**
Big orders (often referred to as large institutional orders or market orders) refer to large transactions that are typically placed by institutional investors or traders. These orders can have a significant impact on market prices because their size may overwhelm the usual market liquidity.
- Large buy orders may push the price upward, especially if there is limited supply available at that price level.
- Large sell orders may push the price downward if there is insufficient demand at the price level.
Big orders are important for understanding price movements as they can lead to sharp price fluctuations or create levels of support/resistance where these large orders are placed. Traders often monitor the order book to identify such big transactions or anticipate their effects on the market.
Индикаторы ширины рынка
Triple Supertrend avec indicateursBonjour,
Voici mon tout premier bout de script sur Trading View 👨💻
De ce fait, il n'est pas parfait et le code n'est pas très clean...
Il a été codé suite à l'exercice proposé dans cet article expliquant le SuperTrend : substack.com
Au plaisir de recevoir des commentaires ou de l'aide pour l'améliorer, notamment avec d'autres indicateurs 👍
👀 Par curiosité, j'ai passé tout le #CAC40 🇫🇷 avec l'indicateur Triple SuperTrend en hebdomadaire, et les résultats vont vous étonner 📈📊
✅ Actions qui viennent d'entrer dans un cycle positif :
✈️ Airbus EURONEXT:AIR ⭐️ ~163€
👜 Hermès EURONEXT:RMS ⭐️ ~2536€
📢 Publicis GETTEX:PUB ⭐️ ~101€
🚗 Renault EURONEXT:RNO ⭐️ ~48€
✅ Actions déjà installées dans un cycle positif :
🏨 Accor TSX:AC
⛏️ ArcelorMittal NYSE:MT
🏦 Axa EURONEXT:CS
📋 Bureau Veritas EURONEXT:BVI
🥛 Danone NYSE:BN
🔥 Engie EURONEXT:ENGI
👓 EssilorLuxottica NYSE:EL
🔌 Legrand EURONEXT:LR
✈️ Safran EURONEXT:SAF
🏠 Saint-Gobain EURONEXT:SGO
⚡ Schneider Electric NYSE:SU
🏬 Unibail-Rodamco-Westfield EURONEXT:URW
❌ Actions en cycle négatif ou hors cycle :
💨 Air Liquide NYSE:AI
🏦 BNP Paribas EURONEXT:BNP
🏗️ Bouygues EURONEXT:EN
💻 Capgemini EURONEXT:CAP
🛒 Carrefour EURONEXT:CA
💶 Crédit Agricole EURONEXT:ACA
✈️ Dassault Systèmes EURONEXT:DSY
💳 Edenred CBOE:EDEN
🧪 Eurofins EURONEXT:ERF
👜 Kering EURONEXT:KER
💄 L'Oréal SET:OR
🎩 LVMH EURONEXT:MC
🚙 Michelin EURONEXT:ML
📞 Orange EURONEXT:ORA
🥃 Pernod Ricard EURONEXT:RI
💊 Sanofi BME:SAN
🚗 Stellantis EURONEXT:STLAP
💡 STMicroelectronics EURONEXT:STMPA
🖥️ Teleperformance EURONEXT:TEP
🛡️ Thales EURONEXT:HO
⛽ TotalEnergies EURONEXT:TTE
🌊 Veolia EURONEXT:VIE
🚧 Vinci NYSE:DG
GOLDMASK Indicator (SO + Days Break)//@version=6
indicator("GOLDMASK Indicator (SO + Days Break)", overlay=true)
// Vstupy pro přizpůsobení stylu čar
lineStyleInput = input.string(title="Styl čáry", defval="Dashed", options= )
lineWidthInput = input.int(title="Šířka čáry", defval=1, minval=1)
sundayLineColor = input.color(title="Nedělní vertikální otevírací čára", defval=color.new(#00BFFF, 50)) // Světle modrá barva pro neděli
dayBreakColor = input.color(title="Čára přerušení dne", defval=color.new(#ADD8E6, 50)) // Světle modrá barva pro přerušení dne
weekStartColor = input.color(title="Čára začátku týdne", defval=color.new(#FF8C00, 50)) // Tmavě oranžová barva pro nový týden
// Definice funkce getLineStyle
getLineStyle(style) =>
switch style
"Dotted" => line.style_dotted
"Dashed" => line.style_dashed
"Solid" => line.style_solid
// Proměnná pro uložení ceny otevření v neděli
var float sundayOpenPrice = na
// Určení a vykreslení ceny otevření v neděli
if (dayofweek == dayofweek.sunday and hour == (syminfo.ticker == "XAUUSD" ? 18 : 17) and minute == 0)
sundayOpenPrice := open
// Vykreslení ceny otevření v neděli s 50% průhledností
plot(sundayOpenPrice, title="Sunday Open", style=plot.style_linebr, linewidth=lineWidthInput, color=sundayLineColor, trackprice=true)
// Funkce pro vykreslení vertikálních čar pro přerušení dne
drawVerticalLineForDay(dayOffset, isSunday) =>
int dayTimestamp = na(time) ? na : time - dayOffset * 86400000 + ((syminfo.ticker == "XAUUSD" ? 18 : 17) - 5) * 3600000
if not na(dayTimestamp) and hour(time ) < (syminfo.ticker == "XAUUSD" ? 18 : 17) and hour >= (syminfo.ticker == "XAUUSD" ? 18 : 17)
lineColor = isSunday ? weekStartColor : dayBreakColor
line.new(x1=bar_index, y1=low, x2=bar_index, y2=high, width=lineWidthInput, color=lineColor, style=line.style_dotted, extend=extend.both)
// Vykreslení čar pro poslední čtyři dny a použití jiné barvy pro neděli
for dayOffset = 0 to 3 by 1
isSunday = dayOffset == 0 and dayofweek == dayofweek.sunday
drawVerticalLineForDay(dayOffset, isSunday)
Advanced Low Indicator Pro (sashadams)Advanced Low Indicator Pro is a versatile tool designed for analyzing price lows, identifying key support levels, and recognizing potential reversal zones. This indicator combines advanced smoothing techniques, customizable visualizations, and automated support level calculations, making it ideal for both intraday and swing trading.
Key Features
1. Historical Low Calculation:
• The indicator identifies the lowest price over a user-defined period (length) and plots it on the chart.
2. Smoothing Options:
• Supports four smoothing methods:
• EMA (Exponential Moving Average): Reacts quickly to price changes.
• SMA (Simple Moving Average): Provides a smoother line for trend filtering.
• WMA (Weighted Moving Average): Gives more weight to recent prices.
• RMA (Relative Moving Average): Balances smoothness and responsiveness.
• Users can set the smoothing length (smoothing_length) or disable smoothing entirely.
3. Line Offset (line_offset):
• The smoothed line can be shifted forward or backward to facilitate forecasting or historical analysis.
4. Background Signals:
• Highlights areas on the chart when the price drops below a defined threshold relative to the smoothed low.
5. Automatic Support Levels:
• Calculates and displays support levels at 2% and 5% below the smoothed low, helping traders identify critical buy zones.
How to Use the Indicator
1. Identifying Support Levels:
• The automated support levels indicate areas where the price is likely to bounce.
Example: When the price approaches the lower support level (5%), watch for potential reversals.
2. Choosing the Right Smoothing Method:
• EMA: Best for volatile markets with frequent price fluctuations.
• SMA: Suitable for analyzing trends in stable markets.
• WMA: Use for detailed analysis of short-term movements.
• RMA: Ideal when you need a balance between smoothness and reactivity.
3. Using Background Signals for Risk Zones:
• Enable the background highlights (show_background) to visualize risk zones where the price significantly deviates from the smoothed low.
Example: If the price enters the highlighted zone, it signals caution or potential buying opportunities.
4. Entry and Exit Strategies:
• Entry: Consider entering trades when the price touches or hovers near the smoothed low or support levels.
• Exit: Exit trades if the price remains below the support level for an extended period or enters the highlighted risk zone.
5. Combining with Other Indicators:
• Combine with oscillators (e.g., RSI, Stochastic) to confirm reversals.
• Pair with trend indicators (e.g., MA, MACD) to validate market direction.
Composite Indicator (Donchian + OBV)Composite Indicator (Donchian + OBV)
The Composite Indicator (Donchian + OBV) is a powerful tool designed to evaluate the strength of market breakouts and momentum trends , offering traders a comprehensive perspective on price action. This indicator combines the Donchian Channel with On-Balance Volume (OBV) to create a dynamic and easy-to-interpret metric scaled between -1 and 1 .
Key Features
Breakout Strength Analysis:
- The indicator assesses the strength of price breakouts relative to the upper and lower bounds of the Donchian Channel.
- Positive values close to 1 indicate a strong bullish breakout.
- Negative values close to -1 indicate a strong bearish breakout.
Momentum Detection with OBV:
- On-Balance Volume (OBV) tracks the cumulative buying and selling volume to gauge market momentum.
- The smoothed OBV trend ensures the momentum component aligns with price action, reducing noise.
Integrated Composite Value:
- Combines breakout strength and OBV momentum into a single metric for enhanced clarity.
- The final composite value highlights whether the market is bullish, bearish, or neutral.
Divergence Detection:
- Spot bullish divergences when the indicator rises while price falls, suggesting a potential upward reversal.
- Identify bearish divergences when the indicator falls while price rises, hinting at a potential downward reversal.
How It Works
Donchian Channel Analysis:
- Calculates the highest high and lowest low over a user-defined period to establish the upper and lower channels .
- Breakouts beyond these channels contribute to the breakout strength component.
OBV Momentum:
- Measures cumulative volume trends to validate price movements.
- Momentum is derived from the rate of change in smoothed OBV values.
Composite Calculation:
- Combines breakout strength and OBV momentum, normalized and scaled to -1 to 1 for clarity.
How to Use
Bullish Breakout:
- When the indicator value approaches 1 , it signals a strong upward breakout supported by positive OBV momentum.
- Example Action: Consider a Buy if price breaks the upper Donchian Channel with increasing OBV.
Bearish Breakout:
- When the indicator value approaches -1 , it indicates a strong downward breakout supported by negative OBV momentum.
- Example Action: Consider a Sell if price breaks the lower Donchian Channel with decreasing OBV.
Neutral Market:
- When the value is near 0 , the market is likely balanced with no significant breakout or momentum detected.
Divergence Opportunities:
- Bullish Divergence: Price makes lower lows, but the indicator trends upward → Potential upward reversal.
- Bearish Divergence: Price makes higher highs, but the indicator trends downward → Potential downward reversal.
Customization Options
Donchian Channel Length: Adjust the period for the upper and lower bounds.
OBV Smoothing Length: Modify the smoothing period for OBV to fine-tune momentum detection.
Scaling Adjustments: The composite value is automatically normalized for consistency across timeframes.
Ideal Use Cases
Breakout Trading: Identify and confirm strong breakouts in volatile markets.
Momentum Confirmation: Validate price movements with volume-based momentum.
Reversal Detection: Leverage divergences to spot potential market reversals.
Example Applications
Strong Bullish Signal:
- Price breaks the upper channel , and OBV shows increasing volume → Composite value near 1 .
- Action: Enter a Buy position and set a Stop Loss below the upper channel.
Strong Bearish Signal:
- Price breaks the lower channel , and OBV shows decreasing volume → Composite value near -1 .
- Action: Enter a Sell position and set a Stop Loss above the lower channel.
Neutral Market:
- Composite value near 0 suggests indecision or consolidation. Wait for a breakout.
Limitations
Best used alongside additional tools like RSI or MACD for filtering noise and improving decision-making.
Requires careful parameter tuning based on the asset and timeframe.
Final Thoughts
The Composite Indicator (Donchian + OBV) offers traders a versatile tool to navigate complex markets. By blending breakout analysis with volume-based momentum, this indicator provides an actionable edge for identifying high-probability opportunities and potential reversals.
Smart Money Concepts V2.5 pro - CryptoBoostArmamos un analisis intenso con tendencias, quiebres de tendencia, canales y order blocks claves para que puedas armar y complementar los analisis con nuestra estrategia.
Volume Spike & RSI Scalping (Session Restricted)//@version=6
strategy("Volume Spike & RSI Scalping (Session Restricted)", overlay=true)
// Inputs
rsi_length = input(14, title="RSI Length")
overSold = input(30, title="RSI Oversold Level")
overBought = input(70, title="RSI Overbought Level")
volume_threshold = input(1.5, title="Volume Spike Multiplier (e.g., 1.5x avg volume)")
risk_reward_ratio = input(2.0, title="Risk-Reward Ratio (1:X)")
atr_length = input(14, title="ATR Length")
session_start_london = input.time(timestamp("0000-01-01 08:00 +0000"), title="London Session Start (UTC)")
session_end_london = input.time(timestamp("0000-01-01 16:00 +0000"), title="London Session End (UTC)")
session_start_ny = input.time(timestamp("0000-01-01 13:00 +0000"), title="New York Session Start (UTC)")
session_end_ny = input.time(timestamp("0000-01-01 21:00 +0000"), title="New York Session End (UTC)")
// Helper Functions
is_session = (time >= session_start_london and time <= session_end_london) or (time >= session_start_ny and time <= session_end_ny)
// RSI Calculation
vrsi = ta.rsi(close, rsi_length)
// Volume Spike Detection
avg_volume = ta.sma(volume, 20)
volume_spike = volume > avg_volume * volume_threshold
// Entry Signals Based on RSI and Volume
long_condition = is_session and volume_spike and vrsi < overSold and close > open // Bullish price action
short_condition = is_session and volume_spike and vrsi > overBought and close < open // Bearish price action
// Execute Trades
if (long_condition)
stop_loss = low - ta.atr(atr_length)
take_profit = close + (close - stop_loss) * risk_reward_ratio
strategy.entry("Buy", strategy.long, comment="Buy Signal")
strategy.exit("Take Profit/Stop Loss", "Buy", stop=stop_loss, limit=take_profit)
if (short_condition)
stop_loss = high + ta.atr(atr_length)
take_profit = close - (stop_loss - close) * risk_reward_ratio
strategy.entry("Sell", strategy.short, comment="Sell Signal")
strategy.exit("Take Profit/Stop Loss", "Sell", stop=stop_loss, limit=take_profit)
// Background Highlighting for Signals
bgcolor(long_condition ? color.new(color.green, 85) : na, title="Long Signal Background")
bgcolor(short_condition ? color.new(color.red, 85) : na, title="Short Signal Background")
GOLDMASK Indicator (SO + Days Break)//@version=6
indicator("GOLDMASK Indicator (SO + Days Break)", overlay=true)
// Vstupy pro přizpůsobení stylu čar
lineStyleInput = input.string(title="Styl čáry", defval="Dashed", options= )
lineWidthInput = input.int(title="Šířka čáry", defval=1, minval=1)
sundayLineColor = input.color(title="Nedělní vertikální otevírací čára", defval=color.new(#00BFFF, 50)) // Světle modrá barva pro neděli
dayBreakColor = input.color(title="Čára přerušení dne", defval=color.new(#ADD8E6, 50)) // Světle modrá barva pro přerušení dne
weekStartColor = input.color(title="Čára začátku týdne", defval=color.new(#FF8C00, 50)) // Tmavě oranžová barva pro nový týden
// Definice funkce getLineStyle
getLineStyle(style) =>
switch style
"Dotted" => line.style_dotted
"Dashed" => line.style_dashed
"Solid" => line.style_solid
// Proměnná pro uložení ceny otevření v neděli
var float sundayOpenPrice = na
// Určení a vykreslení ceny otevření v neděli
if (dayofweek == dayofweek.sunday and hour == 17 and minute == 0)
sundayOpenPrice := open
// Vykreslení ceny otevření v neděli s 50% průhledností
plot(sundayOpenPrice, title="Sunday Open", style=plot.style_linebr, linewidth=lineWidthInput, color=sundayLineColor, trackprice=true)
// Funkce pro vykreslení vertikálních čar pro přerušení dne
drawVerticalLineForDay(dayOffset, isSunday) =>
int dayTimestamp = na(time) ? na : time - dayOffset * 86400000 + (17 - 5) * 3600000
if not na(dayTimestamp) and hour(time ) < 17 and hour >= 17
lineColor = isSunday ? weekStartColor : dayBreakColor
line.new(x1=bar_index, y1=low, x2=bar_index, y2=high, width=lineWidthInput, color=lineColor, style=line.style_dotted, extend=extend.both)
// Vykreslení čar pro poslední čtyři dny a použití jiné barvy pro neděli
for dayOffset = 0 to 3 by 1
isSunday = dayOffset == 0 and dayofweek == dayofweek.sunday
drawVerticalLineForDay(dayOffset, isSunday)
Consecutive Bars Above/Below EMA Buy the Dip Strategy█ STRATEGY DESCRIPTION
The "Consecutive Bars Above/Below EMA Buy the Dip Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price dips below a moving average for a specified number of consecutive bars. It enters a long position when the dip condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is suitable for use on various timeframes.
█ WHAT IS THE MOVING AVERAGE?
The strategy uses either a Simple Moving Average (SMA) or an Exponential Moving Average (EMA) as a reference for identifying dips. The type and length of the moving average can be customized in the settings.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price is below the selected moving average for a specified number of consecutive bars (`consecutiveBarsTreshold`).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Consecutive Bars Threshold: The number of consecutive bars the price must remain below the moving average to trigger a Buy Signal. Default is 3.
MA Type: The type of moving average used (SMA or EMA). Default is SMA.
MA Length: The length of the moving average. Default is 5.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently oscillates around the moving average.
It is sensitive to the number of consecutive bars below the moving average, which helps to identify potential dips.
Backtesting results should be analysed to optimize the Consecutive Bars Threshold, MA Type, and MA Length for specific instruments.
Bollinger Bands Reversal + IBS Strategy█ STRATEGY DESCRIPTION
The "Bollinger Bands Reversal Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price deviates below the lower Bollinger Band and the Internal Bar Strength (IBS) indicates oversold conditions. It enters a long position when specific conditions are met and exits when the IBS indicates overbought conditions. This strategy is suitable for use on various timeframes.
█ WHAT ARE BOLLINGER BANDS?
Bollinger Bands consist of three lines:
- **Basis**: A Simple Moving Average (SMA) of the price over a specified period.
- **Upper Band**: The basis plus a multiple of the standard deviation of the price.
- **Lower Band**: The basis minus a multiple of the standard deviation of the price.
Bollinger Bands help identify periods of high volatility and potential reversal points.
█ WHAT IS INTERNAL BAR STRENGTH (IBS)?
Internal Bar Strength (IBS) is a measure of where the closing price is relative to the high and low of the bar. It is calculated as:
IBS = (Close - Low) / (High - Low)
A low IBS value (e.g., below 0.2) indicates that the close is near the low of the bar, suggesting oversold conditions. A high IBS value (e.g., above 0.8) indicates that the close is near the high of the bar, suggesting overbought conditions.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The IBS value is below 0.2, indicating oversold conditions.
The close price is below the lower Bollinger Band.
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the IBS value exceeds 0.8, indicating overbought conditions. This prompts the strategy to exit the position.
█ ADDITIONAL SETTINGS
Length: The lookback period for calculating the Bollinger Bands. Default is 20.
Multiplier: The number of standard deviations used to calculate the upper and lower Bollinger Bands. Default is 2.0.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently deviates from the Bollinger Bands.
It is sensitive to oversold and overbought conditions, as indicated by the IBS, which helps to identify potential reversals.
Backtesting results should be analyzed to optimize the Length and Multiplier parameters for specific instruments.
Volume Liquidity Oscillator (VLO) Volumen de liquidez.📊 Volume Liquidity Oscillator (VLO)
📌 Descripción del Indicador
El Volume Liquidity Oscillator (VLO) es un oscilador diseñado para analizar el flujo de volumen y la liquidez del mercado. Utiliza un cálculo basado en el Money Flow Index (MFI) modificado, pero en lugar de Open Interest, usa el volumen real del activo seleccionado.
El VLO permite detectar si el volumen está impulsando el precio al alza (acumulación) o a la baja (distribución), ayudando a los traders a confirmar tendencias y detectar posibles cambios de dirección en el mercado.
📊 Cálculo y Funcionamiento
1️⃣ Clasificación del volumen:
Se separa el volumen en alcista (cuando el precio sube) y bajista (cuando el precio baja).
Si hay más volumen en velas alcistas → Se interpreta como acumulación (color azul).
Si hay más volumen en velas bajistas → Se interpreta como distribución (color rojo).
2️⃣ Normalización en un oscilador (-100 a +100):
+100 → Máxima acumulación (fuerza compradora alta).
-100 → Máxima distribución (presión vendedora alta).
0 → Mercado sin dirección clara.
3️⃣ Opciones de Suavizado:
Se puede aplicar una media móvil ponderada (WMA) ajustable.
Opciones recomendadas: 30 (sensible, corto plazo) o 200 (suavizado, largo plazo).
📈 ¿Cómo Interpretarlo?
✅ Acumulación (Zona Azul, Valores Positivos):
Si el VLO está por encima de 0, el volumen está impulsando el precio al alza.
Si el volumen sigue aumentando, confirma la tendencia alcista.
✅ Distribución (Zona Roja, Valores Negativos):
Si el VLO está por debajo de 0, indica que el volumen está acompañando caídas en el precio.
Una fuerte distribución puede anticipar una corrección o cambio de tendencia bajista.
✅ Divergencias con el Precio:
Si el precio sube pero el VLO baja → Posible distribución oculta, señal de debilidad.
Si el precio baja pero el VLO sube → Posible acumulación oculta, señal de fuerza alcista.
✅ Cruce de la Línea 0:
De negativo a positivo → Señal de acumulación, posible inicio de tendencia alcista.
De positivo a negativo → Señal de distribución, posible corrección bajista.
🔥 ¿Para qué mercados es útil?
✔️ Criptomonedas → Para detectar fases de acumulación y distribución en BTC, ETH y altcoins.
✔️ Futuros y Bolsa → Puede aplicarse en futuros de S&P 500, Nasdaq, oro, petróleo, etc.
✔️ Forex → Permite evaluar la fuerza del volumen en pares de divisas.
🎯 Ventajas del VLO frente a otros indicadores
✅ Mejora el Money Flow Index (MFI) al usar volumen real en lugar de Open Interest.
✅ Más preciso que indicadores de volumen simples, ya que mide la liquidez real del mercado.
✅ Filtra señales falsas cuando el volumen no acompaña los movimientos del precio.
✅ Permite ajustar el suavizado con WMA para adaptarlo a diferentes estilos de trading.
🚀 Conclusión
El Volume Liquidity Oscillator (VLO) es una herramienta poderosa para analizar el impacto del volumen en los precios, ayudando a confirmar tendencias y detectar posibles cambios de ciclo. Ideal para traders de cripto, futuros y bolsa que buscan mejorar su análisis de acumulación y distribución.
Average High-Low Range + IBS Reversal Strategy█ STRATEGY DESCRIPTION
The "Average High-Low Range + IBS Reversal Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price deviates significantly from its average high-low range and the Internal Bar Strength (IBS) indicates oversold conditions. It enters a long position when specific conditions are met and exits when the price shows strength by exceeding the previous bar's high. This strategy is suitable for use on various timeframes.
█ WHAT IS THE AVERAGE HIGH-LOW RANGE?
The Average High-Low Range is calculated as the Simple Moving Average (SMA) of the difference between the high and low prices over a specified period. It helps identify periods of increased volatility and potential reversal points.
█ WHAT IS INTERNAL BAR STRENGTH (IBS)?
Internal Bar Strength (IBS) is a measure of where the closing price is relative to the high and low of the bar. It is calculated as:
IBS = (Close - Low) / (High - Low)
A low IBS value (e.g., below 0.2) indicates that the close is near the low of the bar, suggesting oversold conditions.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price has been below the buy threshold (calculated as `upper - (2.5 * hl_avg)`) for a specified number of consecutive bars (`bars_below_threshold`).
The IBS value is below the specified buy threshold (`ibs_buy_treshold`).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Length: The lookback period for calculating the average high-low range. Default is 20.
Bars Below Threshold: The number of consecutive bars the price must remain below the buy threshold to trigger a Buy Signal. Default is 2.
IBS Buy Threshold: The IBS value below which a Buy Signal is triggered. Default is 0.2.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently deviates from its average high-low range.
It is sensitive to oversold conditions, as indicated by the IBS, which helps to identify potential reversals.
Backtesting results should be analyzed to optimize the Length, Bars Below Threshold, and IBS Buy Threshold parameters for specific instruments.
4 Bar Momentum Reversal strategy█ STRATEGY DESCRIPTION
The "4 Bar Momentum Reversal Strategy" is a mean-reversion strategy designed to identify price reversals following a sustained downward move. It enters a long position when a reversal condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for indices and stocks on the daily timeframe.
█ WHAT IS THE REFERENCE CLOSE?
The Reference Close is the closing price from X bars ago, where X is determined by the Lookback period. Think of it as a moving benchmark that helps the strategy assess whether prices are trending upwards or downwards relative to past performance. For example, if the Lookback is set to 4, the Reference Close is the closing price 4 bars ago (`close `).
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price has been lower than the Reference Close for at least `Buy Threshold` consecutive bars. This indicates a sustained downward move, suggesting a potential reversal.
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Buy Threshold: The number of consecutive bearish bars needed to trigger a Buy Signal. Default is 4.
Lookback: The number of bars ago used to calculate the Reference Close. Default is 4.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for trending markets with frequent reversals.
It performs best in volatile conditions where price movements are significant.
Backtesting results should be analysed to optimize the Buy Threshold and Lookback parameters for specific instruments.
استراتژی مبتنی بر دادههای سوددهها//@version=5
strategy("استراتژی مبتنی بر دادههای سوددهها", overlay=true)
// فرض کنید این دادهها از یک منبع خارجی وارد میشوند
// برای مثال، یک آرایه از سیگنالهای خرید و فروش
buy_signals = array.new_float() // سیگنالهای خرید
sell_signals = array.new_float() // سیگنالهای فروش
// اضافه کردن سیگنالهای فرضی به آرایهها
array.push(buy_signals, 100) // مثال: سیگنال خرید در قیمت 100
array.push(sell_signals, 105) // مثال: سیگنال فروش در قیمت 105
// بررسی سیگنالها
if (array.size(buy_signals) > 0 and close >= array.get(buy_signals, 0))
strategy.entry("Buy", strategy.long)
if (array.size(sell_signals) > 0 and close >= array.get(sell_signals, 0))
strategy.close("Buy")
Adaptive Weight Price Oscillator -Aynet# Adaptive Weight Price Oscillator (AWPO) - Aynet
## Core Components
### 1. Input Parameters
- `fastLength`: Period for the fast EMA calculation (default: 10)
- `slowLength`: Period for the slow EMA calculation (default: 21)
- `adaptiveLength`: Period for calculating volatility-based adaptation (default: 34)
- `smoothing`: Smoothing factor for the adaptive weight (default: 2)
### 2. Price and Weight Calculations
#### Median Price
The indicator uses median price as its base calculation:
```pine
medianPrice = (high + low) / 2
```
#### Volatility-Based Weight
The `getVolatilityRatio` function calculates a volatility ratio:
```pine
getVolatilityRatio(length) =>
std = ta.stdev(medianPrice, length)
ratio = std != 0 ? ta.ema(math.abs(ta.change(medianPrice)), length) / std : 0
math.max(math.min(ratio, 1), 0)
```
This function:
1. Calculates standard deviation of median price
2. Computes the ratio of EMA of price changes to standard deviation
3. Constrains the result between 0 and 1
### 3. AWPO Calculation
The main AWPO value is calculated as:
```pine
awpo = (fastMA - slowMA) * adaptiveWeight
```
Where:
- `fastMA`: EMA of median price using fast length
- `slowMA`: EMA of median price using slow length
- `adaptiveWeight`: Smoothed volatility ratio
## Signal Generation
### 1. Signal Line
- Calculated as an EMA of the AWPO with default length of 9
- Used for generating trading signals
### 2. Trading Signals
The indicator generates several types of signals:
#### Crossover Signals
- Buy signal: When AWPO crosses above the signal line
- Sell signal: When AWPO crosses below the signal line
#### Divergence Signals
- Bearish Divergence: Price makes higher high while AWPO makes lower high
- Bullish Divergence: Price makes lower low while AWPO makes higher low
## Visual Components
### 1. Main Plots
- AWPO line (green/red based on direction)
- Signal line (yellow)
- Zero line (gray, dotted)
- Overbought/Oversold levels (dotted lines)
### 2. Color Fills
- AWPO to Signal line fill (green/red)
- AWPO to Zero line fill (green/red)
- Overbought/Oversold zone fills
### 3. Trade Signals
- Triangle up/down shapes for buy/sell signals
- Diamond shapes for divergence signals
## Anti-Repainting Measures
The code includes measures to prevent repainting:
```pine
var float safe_awpo = na
if barstate.isconfirmed
safe_awpo := awpo
```
This ensures signals only appear on confirmed bars.
## Alert Conditions
The indicator includes two alert conditions:
1. AWPO crossing above signal line (buy)
2. AWPO crossing below signal line (sell)
Average Price Range (APR)Индикатор Average Price Range (APR) основан на анализе средней цены актива в заданном диапазоне с учетом объема торгов. Он определяет, где находится текущая цена относительно усредненных значений High и Low , учитывая влияние объемов. Это позволяет лучше оценивать рыночные настроения и силу ценового движения.
Как интерпретировать:
Значения > 70: Указывает на перекупленность. Цена находится в верхней части диапазона, что может сигнализировать о возможном развороте вниз.
Значения < 30: Указывает на перепроданность. Цена находится в нижней части диапазона, что может свидетельствовать о скором росте.
Значения около 50: Цена находится в сбалансированном состоянии, ближе к средней.
Индикатор полезен для поиска зон перекупленности и перепроданности, а также для подтверждения трендов с учетом объемов.
Особенности APR :
Индикатор объединяет лучшие черты осцилляторов, таких как RSI и Stochastic , с объемно-зависимыми инструментами, такими как MFI и VWAP . Это делает его мощным инструментом для анализа рынка, комбинируя позиционирование цены в диапазоне и оценку рыночной активности через объемы. Выбор APR дает трейдерам уникальную возможность учитывать как цену, так и объемы при принятии решений.
Crossover Signal with RSISimple Strategy With Signals using ema and rsi with requred accuracy
do paper trade first
Combined Support Resistance & Moving AveragesConverted the script to Pine Script version 6 syntax.
Replaced outdated functions like pivothigh and pivotlow with ta.pivothigh and ta.pivotlow.
Updated the input and plot methods to match version 6 standards.
Fixed any syntax issues related to brackets or line continuation.
Let me know if this works or needs further refinements!
3-Bar Low Strategy█ STRATEGY DESCRIPTION
The "3-Bar Low Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price drops below the lowest low of the previous three bars. It enters a long position when specific conditions are met and exits when the price exceeds the highest high of the previous seven bars. This strategy is suitable for use on various timeframes.
█ WHAT IS THE 3-BAR LOW?
The 3-Bar Low is the lowest price observed over the last three bars. This level is used as a reference to identify potential oversold conditions and reversal points.
█ WHAT IS THE 7-BAR HIGH?
The 7-Bar High is the highest price observed over the last seven bars. This level is used as a reference to identify potential overbought conditions and exit points.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price is below the lowest low of the previous three bars (`close < _lowest `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
If the EMA Filter is enabled, the close price must also be above the 200-period Exponential Moving Average (EMA).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the highest high of the previous seven bars (`close > _highest `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
MA Period: The lookback period for the 200-period EMA used in the EMA Filter. Default is 200.
Use EMA Filter: Enables or disables the EMA Filter for long entries. Default is disabled.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently oscillates around key support and resistance levels.
It is sensitive to oversold conditions, as indicated by the 3-Bar Low, and overbought conditions, as indicated by the 7-Bar High.
Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments.
Turn of the Month Strategy on Steroids█ STRATEGY DESCRIPTION
The "Turn of the Month Strategy on Steroids" is a seasonal mean-reversion strategy designed to capitalize on price movements around the end of the month. It enters a long position when specific conditions are met and exits when the Relative Strength Index (RSI) indicates overbought conditions. This strategy is optimized for use on daily or higher timeframes.
█ WHAT IS THE TURN OF THE MONTH EFFECT?
The Turn of the Month effect refers to the observed tendency of stock prices to rise around the end of the month. This strategy leverages this phenomenon by entering long positions when the price shows signs of a reversal during this period.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The current day of the month is greater than or equal to the specified `dayOfMonth` threshold (default is 25).
The close price is lower than the previous day's close (`close < close `).
The previous day's close is also lower than the close two days ago (`close < close `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
There is no existing open position (`strategy.position_size == 0`).
2. EXIT CONDITION
A Sell Signal is generated when the 2-period RSI exceeds 65, indicating overbought conditions. This prompts the strategy to exit the position.
█ ADDITIONAL SETTINGS
Day of Month: The day of the month threshold for triggering a Buy Signal. Default is 25.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed to exploit seasonal price patterns around the end of the month.
It performs best in markets where the Turn of the Month effect is pronounced.
Backtesting results should be analyzed to optimize the `dayOfMonth` threshold and RSI parameters for specific instruments.
Turn around Tuesday on Steroids Strategy█ STRATEGY DESCRIPTION
The "Turn around Tuesday on Steroids Strategy" is a mean-reversion strategy designed to identify potential price reversals at the start of the trading week. It enters a long position when specific conditions are met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for ETFs, stocks, and other instruments on the daily timeframe.
█ WHAT IS THE STARTING DAY?
The Starting Day determines the first day of the trading week for the strategy. It can be set to either Sunday or Monday, depending on the instrument being traded. For ETFs and stocks, Monday is recommended. For other instruments, Sunday is recommended.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The current day is the first day of the trading week (either Sunday or Monday, depending on the Starting Day setting).
The close price is lower than the previous day's close (`close < close `).
The previous day's close is also lower than the close two days ago (`close < close `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
If the MA Filter is enabled, the close price must also be above the 200-period Simple Moving Average (SMA).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Starting Day: Determines the first day of the trading week. Options are Sunday or Monday. Default is Sunday.
Use MA Filter: Enables or disables the 200-period SMA filter for long entries. Default is disabled.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for markets with frequent weekly reversals.
It performs best in volatile conditions where price movements are significant at the start of the trading week.
Backtesting results should be analysed to optimize the Starting Day and MA Filter settings for specific instruments.
