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Stochastic Radar Multi Time Frame [K & D]hat tip © LonesomeTheBlue A multi-timeframe radar / spider chart that plots both %K and %D of the Stochastic Oscillator across 6 different timeframes simultaneously on one visual "hexagon" shape. Blue line = %K Orange line = %D The shape expands/contracts based on the Stochastic values (higher = further from center) Shaded zones show Overbought (red) and Oversold (green) areas Labels show current K/D values + timeframe Small circles mark the position of K and D Main Features Clean hexagonal radar layout Separate %K and %D polylines Independent toggles for labels and circles Custom OB/OS levels Works on any chart timeframe Primary Use Cases Quick Multi-Timeframe Momentum Overview Instantly see if the asset is overbought/oversold across multiple timeframes at once (e.g. 1m, 5m, 15m, 1H, 4H, Daily). Divergence & Alignment Detection Great for spotting when %K and %D are diverging or when higher timeframes are embedded (strongly trending). Confluence Trading Traders look for situations where multiple arms are in extreme zones (e.g. all higher TFs showing Bull Embedded) before taking a position. Scalping / Swing Trading Filter Helps avoid counter-trend trades by showing when lower timeframes are fighting higher timeframes. Best used when you want a fast visual "snapshot" of momentum alignment across timeframes without switching charts.
Indicator
by surfchaser
1
CRT Swing Ranker 2Wk+ by WildStitchScore swing setups that show elite A+ signals using my clean output design. This is a multi-factory swing trading indicator that scores stocks based on trend structure, relative strength, swing compression, volume consistency, and overall market regime. It is designed to identify swing setups with a typical holding pattern of 2 weeks or more. Use higher scores to identify the strongest setups, 70+ indicates A+ conditions, above 80 highlights elite continuation, this indicator is designed for scanning and ranking and not as a standalone buy/sell decision maker.
Indicator
by WildStitch
London & NY Szintek v6 savalePicture this: the London and New York markets just woke up and they're clumsily stumbling around in their pajamas. For the first 30 minutes, this indicator simply watches the chaos and draws a literal "boredom box" around the highest and lowest prices they hit. As long as the price is just bouncing around inside this box, we do absolutely nothing (just sip our coffee and judge them). But the second the price breaks out of that box like a highly caffeinated rhino? BOOM! We jump on its back and ride the trend, because that's where the big money is! 🦏💸
Indicator
by cautiousAccount88584
Estrategia DPO - ArteDeJubilarte**English Description** This strategy combines the Detrended Price Oscillator (DPO), MACD, ADX/DI and two simple moving averages to identify higher-quality trend continuation signals. The main entry logic is based on the DPO crossing the zero line, confirmed by MACD direction, directional movement through +DI/-DI, and a fast SMA crossing a slow SMA within a configurable confirmation window. The system includes visual BUY, SELL and EXIT signals, configurable alerts, optional session filters, Stop Loss, Take Profit and Trailing Stop management. The DPO has been implemented in a non-repainting operational format, avoiding future-looking displacement and making the signals more realistic for backtesting and live chart analysis. Designed primarily for Forex pairs on the 1-hour timeframe, this script is intended for educational, analytical and testing purposes. **Signature** Fran Contreras Judicial Expert in Finance, Wealth, Real Estate and Civil/Commercial Mediation. MiFID II Financial Analyst. Quantum Algorithm Creator. Decentralized Blockchain Assets and Tokenization. 🌐 Perito Profesional Visit my PulseWire profile for more information. ================ **Descripción en Español** Esta estrategia combina el Detrended Price Oscillator (DPO), MACD, ADX/DI y dos medias móviles simples para identificar señales de continuación de tendencia con mayor calidad técnica. La lógica principal de entrada se basa en el cruce del DPO sobre la línea cero, confirmado por la dirección del MACD, el movimiento direccional mediante +DI/-DI y el cruce de una media móvil rápida sobre una media móvil lenta dentro de una ventana configurable de confirmación. El sistema incluye señales visuales de COMPRA, VENTA y CIERRE, alertas configurables, filtro horario opcional, Stop Loss, Take Profit y Trailing Stop. El DPO ha sido programado en formato operativo sin repainting, evitando desplazamientos visuales que miren datos futuros y haciendo que las señales sean más realistas tanto para backtesting como para análisis en gráfico real. Diseñado principalmente para pares Forex en temporalidad de 1 hora, este script está orientado a fines educativos, analíticos y de prueba. **Firma** Fran Contreras Perito Judicial en Finanzas, Patrimonio, Inmuebles y Mediación Civil/Mercantil. Analista Financiero MiFID II. Creativo de Algoritmos Cuánticos. Activos Blockchain Descentralizados y Tokenización. 🌐 Perito Profesional Visita los datos de mi perfil de PulseWire para más información.
Strategy
by ArteDeJubilarte
ICT AMD Session Map [EmpArchitect]█ OVERVIEW ICT AMD Session Map maps the observed Accumulation–Manipulation–Distribution sequence inside configurable London or New York session cycles. The script first builds and locks an accumulation range. After the range is complete, it watches for a confirmed sweep beyond one boundary and a close back inside. Distribution is shown only when price later moves away with displacement and closes through a frozen internal structure reference. It maps confirmed session structure. It does not provide entries, exits, targets, stop losses, or trade signals. █ WHAT IT MAPS Accumulation: A range is built during the configured accumulation window. The range updates on confirmed chart bars and becomes fixed when the window closes. Sweep: After the range is locked, price must penetrate beyond one boundary by the selected ATR threshold and close back inside the full range. The script distinguishes: • Buy-side sweep • Sell-side sweep • Dual sweep — ambiguous Distribution: Distribution is marked only after a valid one-sided sweep, directional displacement, and the first confirmed close through an internal structure level frozen at the time of the sweep. A buy-side sweep can lead to bearish distribution. A sell-side sweep can lead to bullish distribution. These labels describe observed session structure. They are not forecasts or trade instructions. █ FORWARD-ONLY STATE MODEL Each cycle moves through a forward-only state sequence: Idle → Accumulation building → Range locked → Sweep observed → Distribution observed A cycle can also finish as ambiguous when both sides are swept. Not every cycle produces all three AMD phases. A session may finish with only a locked range or a sweep without confirmed distribution. The script does not force a Distribution label when confirmation is absent. █ SESSION PRESETS New York preset: • Accumulation: 07:00–08:30 America/New_York • Sweep / distribution window: 08:30–11:00 America/New_York London preset: • Accumulation: 05:00–07:00 Europe/London • Sweep / distribution window: 07:00–10:00 Europe/London Custom mode allows both windows and the session timezone to be configured manually. IANA timezones are used so New York and London presets adjust for daylight-saving changes. █ CONFIRMATION FILTERS • Minimum sweep penetration measured against ATR • Full-range close-back-inside requirement • Directional displacement body threshold • Minimum body-to-range ratio • Confirmed internal pivot structure reference • Frozen break level at sweep time • Distribution confirmation only after the sweep bar • Dual-side sweep detection █ DASHBOARD The top-right dashboard shows the current cycle: • Cycle preset • Current state • Sweep direction • Distribution state • Session timezone The dashboard describes the active cycle only. Historical boxes and labels remain visible after the active cycle finishes, while the dashboard returns to Idle / outside cycle. █ ALERTS Included context alerts: • Accumulation range locked • Buy-side sweep observed • Sell-side sweep observed • Bullish distribution observed • Bearish distribution observed • Dual sweep — ambiguous • Cycle ended without confirmed distribution Alerts describe confirmed session structure only. They are not trade signals. █ IMPORTANT LIMITATIONS • Designed for liquid intraday markets • Best reviewed on 1M–15M charts • Session boundaries become less precise on higher chart timeframes • Results depend on the selected session windows, timezone, ATR filters, and pivot sensitivity • A detected phase does not predict continuation or reversal • “Distribution” describes a confirmed structural phase, not a recommendation to trade in that direction █ NOTES • Pine Script v6 • Open-source • Works with London, New York, and custom session cycles • Historical retention is configurable • Built by EmpArchitect • Educational structure-context tool only • Not financial advice • Not a signal service
Indicator
by EmpArchitect
[3Commas] TAO RSI Oversold Doubling DCA - Long Indicator TAO RSI Oversold Doubling DCA - Long Indicator 🔷 What it does: This is a signal-only indicator that mirrors a TAO dip-buying workflow with an aggressive doubling-martingale safety ladder. It tracks one virtual long position at a time, opened only when TAO prints a deep oversold reading on 4-hour RSI. Five safety orders fire at fixed deviations from base entry (−2%, −5%, −9.5%, −16%, −25%) with sizes doubling on every rung. Exit is a fixed 3% Take Profit from average entry. The indicator computes running average entry, deployed capital, open PnL, and lifetime realized PnL — all derived from honest fill-by-fill bookkeeping. Every event emits a webhook-ready JSON alert payload for direct DCA Bot consumption. - Selective oversold entry: 4h RSI < 28. - Non-uniform fixed-deviation safety ladder: −2%, −5%, −9.5%, −16%, −25% from base entry. - Doubling safety-order sizes: 1k / 2k / 4k / 8k / 16k USDT from a $500 base. - Tight 3% Take Profit from the averaged-down entry — quick deal close once price stabilizes. - Honest virtual bookkeeping: Open PnL and lifetime Total PnL displayed live on the chart. 🔷 Who is it for: - Swing traders running a DCA Bot on TAO who want to buy deep oversold dips. - DCA-style traders who want a disciplined averaging ladder that only deepens on serious adverse moves. - Bot operators who want a chart-driven signal source that emits per-event JSON ready for a DCA Bot. - Traders comfortable with a doubling martingale ladder deploying up to ~31.5% of equity per trade in exchange for a high deal-close rate. 🔷 How does it work: Entry Filter: A 4-hour RSI(14) is sampled via request.security with lookahead disabled (no repaint). The entry gate fires when RSI is below 28 (deep oversold) at host-bar close, filtering out shallow dips. Base Entry: When the gate is satisfied, the indicator marks a virtual long entry, captures the base entry price, and seeds the cost-basis ledger with the configured base order size (default 500 USDT). Safety Order Ladder (Fixed Deviations, Doubling Sizes): After base fill, the indicator monitors price deviation against the base entry. Each safety order has its own fixed deviation from base — not a cumulative ladder. AO1 fills at close ≤ base × 0.98 (−2%); AO2 at −5%; AO3 at −9.5%; AO4 at −16%; AO5 at −25%. USDT sizes double from a 1,000 first AO: 1,000 / 2,000 / 4,000 / 8,000 / 16,000. Each fill updates the running cost-basis and dispatches its own webhook payload. Honest Virtual Bookkeeping: Total cost and qty are updated incrementally on every event, so the avg entry, deployed capital, Open PnL, and Total PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcut from base entry, no synthetic averaging. Lifetime Total PnL: When the position closes for profit, the realized PnL from that cycle accumulates into a lifetime counter. The status table displays both Open PnL (current cycle, resets on exit) and Total PnL (lifetime, persists across the chart history) — giving traders a real-time read on cumulative performance without a backtest engine. Exit: A fixed 3% Take Profit above the running average entry. When close hits the TP target, the close webhook fires, realized PnL accumulates, and the virtual position resets. 🔷 Why it's unique: - Selective Oversold Entry: The deal opens only on a deep 4h RSI < 28 print, so capital is committed at genuinely stretched conditions rather than on every dip. - Non-Uniform Fixed-Deviation Ladder: Most published DCA tools use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing an asymmetric ladder (2% / 5% / 9.5% / 16% / 25%) where deeper safety orders trigger only on serious adverse moves and the lowest rung sits a full 25% below base. - Doubling Martingale: 1 / 2 / 4 / 8 / 16 / 32 size progression scales position capital exponentially if the position runs adverse, but is hard-bounded by the 5-rung ladder. - Lifetime PnL Tracking: Open PnL and Total PnL are displayed live on the chart — Open resets per cycle, Total persists across the entire chart history. The indicator gives strategy-tester-equivalent insight without running a backtest. - Per-Event Webhook Ledger: Up to seven discrete events per cycle (entry + 5 AO fills + TP), each with its own JSON alert payload. One PulseWire alert with "Any alert() function call" drives a DCA Bot end-to-end. 🔷 Considerations Before Using the Indicator: Sample Size: The companion strategy's backtest produced 89 closed trades over a ~26-month window — just below the ≥100 floor typically used for statistical confidence. The high win rate and profit factor reflect favorable conditions and the averaging mechanic, not a deterministic edge. Treat them as indicative of how the ladder behaves, not a forward-performance guarantee. Aggressive Capital Deployment: If all five safety orders fill, total deployed capital reaches 31,500 USDT = ~31.5% of the default reference equity. The doubling martingale amplifies both upside on recovery and risk if the lower bound breaks. Match the indicator's per-AO allocation to your bot's configuration to keep the avg-entry display honest. No Stop Loss: There is no exit signal on adverse moves below AO5 (−25% from base). If price keeps falling, the virtual position holds unhedged until either price recovers to the 3% TP target or the user intervenes. Risk is structurally capped on the bot side by the bounded position ladder; if a hard exchange-side stop is required, configure it on the bot directly. Martingale Tail Risk: A doubling ladder that bottoms out at −25% is built for mean-reverting moves. TAO is a high-volatility asset; a sustained directional collapse below −25% leaves the full virtual position open with no further averaging available — the single largest risk in any martingale DCA. Choose regimes where deep-but-recoverable dips are the norm. Cross Detection Granularity: Entries and AO fills are evaluated on bar close. A bar that spikes through a level and returns within the same bar may be missed by design — this matches realistic polling behavior and avoids over-signaling on intra-bar wicks. Live vs Historical State: The virtual position state is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset. Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester — but the live Total PnL counter in the status table gives a running approximation. For full metrics over a ~26-month sample (89 closed trades, 77.53% win rate, 6.29% max drawdown, profit factor 7.259, +7.56% net return), use the companion strategy version on identical parameters. 🔷 How to Use It: 🔸 Add the indicator to a 4h TAO / USDT chart. 🔸 Review the RSI entry level, the five AO deviations and sizes, and the Take Profit percentage. Defaults are calibrated for TAO 4h — recalibrate when the asset's volatility regime shifts. 🔸 Set Base Order Size and AO sizes to match your bot's configuration (the indicator's avg-entry display becomes meaningful when virtual sizing matches real sizing). 🔸 In the DCA Bot Webhook group, paste the Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_TAO). 🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. The indicator will emit JSON payloads for entry, each safety order, and TP exit — formatted for direct DCA Bot consumption. 🔷 INDICATOR SETTINGS Base Order Size (USDT): Virtual order size for the avg-entry / open-PnL computation. AO1–AO5 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design, reaching −25% at AO5. AO1–AO5 Size (USDT): Virtual USDT amount of each safety order. Doubles at each rung by default. RSI Timeframe / Length / Less Than: 4h RSI filter for the base entry. Take Profit (%): Fixed distance above the running average entry where the virtual long closes. Active Window: Optional date filter — when ON, the indicator only fires signals between From and To dates. DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload. Visualization: Toggle AO Ladder, Avg / TP plot lines, fill labels, signal triangles, status table. Brand Watermark: Configurable text, position, size, and transparency. 👨🏻‍💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented. __ The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc.
Indicator
by 3Commas
[3Commas] TAO RSI Oversold Doubling DCA - Long Strategy TAO RSI Oversold Doubling DCA — Long Strategy 🔷 What it does: This is a long-only DCA strategy with a selective oversold entry and an aggressive martingale safety-order ladder. A long entry opens only when the 4-hour RSI falls below 28 (deep oversold). Five safety orders then fire at fixed deviations from base entry (−2%, −5%, −9.5%, −16%, −25%) with sizes doubling on every rung ($1,000 → $2,000 → $4,000 → $8,000 → $16,000). Exit is a fixed 3% Take Profit from average entry. No trailing, no Stop Loss. - Single base order with up to five safety orders on a non-uniform fixed-deviation ladder reaching −25% below base. - Aggressive size doubling: 1 / 2 / 4 / 8 / 16 / 32 unit progression from a $500 base. - Tight 3% Take Profit from average entry — the averaging ladder pulls the average down so a small recovery closes the deal in profit. - Single entry filter: deeply oversold 4h RSI — a clean, selective trigger. - Every entry, safety order, and exit emits a webhook-ready JSON alert payload for direct DCA Bot consumption. 🔷 Who is it for: - Swing traders looking for long exposure on TAO when it prints deep oversold readings on the 4h. - DCA-style traders who want a disciplined averaging ladder that only deepens on serious adverse moves. - Bot operators who want to drive a DCA Bot via webhook with per-event JSON payloads tagged for each base / safety order / exit action. - Traders comfortable with a doubling martingale ladder deploying up to ~31.5% of equity per trade in exchange for a high deal-close rate. 🔷 How does it work: Entry Filter: A 4-hour RSI(14) is sampled via request.security with lookahead disabled (no repaint). The entry gate fires when RSI is below 28 (deep oversold) at host-bar close, filtering out shallow dips. Base Order: Sized at 500 USDT default (0.5% of 100k capital). Configurable as Market (default) or Limit at the bar's close. Safety Order Ladder (Fixed Deviations, Doubling Sizes): After the base fill, the strategy monitors price deviation against the base entry. Each safety order has its own fixed deviation from base — not a cumulative ladder. AO1 fires when close ≤ base × 0.98 (−2%); AO2 at −5%; AO3 at −9.5%; AO4 at −16%; AO5 at −25%. Sizes double from a 1,000 USDT first AO: 1,000 / 2,000 / 4,000 / 8,000 / 16,000. Exit: A fixed 3% Take Profit above the running average entry. When close hits the TP target, the position closes at market. No trailing, no Stop Loss. Why the Ladder Works: Each doubling safety order weights the average entry heavily toward the lowest fills. After several rungs fill, the average sits well below base, so a modest 3% bounce off the lows is enough to close the whole deal in profit — the core mechanic of a doubling DCA bot. 🔷 Why it's unique: - Selective Oversold Entry: The deal opens only on a deep 4h RSI < 28 print, so capital is committed at genuinely stretched conditions rather than on every dip. - Non-Uniform Fixed-Deviation Ladder: Most published DCAs use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing an asymmetric ladder (2% / 5% / 9.5% / 16% / 25%) where deeper safety orders trigger only on serious adverse moves and the lowest rung sits a full 25% below base. - Doubling Martingale: 1 / 2 / 4 / 8 / 16 / 32 size progression is more aggressive than typical 1.05–1.5× compounding. Capital deployed scales exponentially if the position runs adverse, but is hard-bounded by the 5-rung ladder. - Tight Recovery Target: The 3% Take Profit on the averaged-down entry closes deals quickly once price stabilizes, keeping the win rate high and holding times short relative to the depth of the ladder. - DCA Bot Integration: Every event (base, AO 1–5, exit) emits a fully-formed JSON alert payload. Connect one alert to a DCA Bot's webhook URL and the strategy drives the bot end-to-end without any glue layer. 🔷 Considerations Before Using the Strategy: Sample Size: The backtest produced 89 closed trades — just below the ≥100 floor typically used for statistical confidence. The 77.53% win rate and high profit factor reflect favorable conditions over the test window and the averaging mechanic, not a deterministic edge. Treat these numbers as indicative of how the ladder behaves, not a forward-performance guarantee. Extend the test window or run the strategy across multiple assets to build a larger sample before committing capital. Aggressive Capital Deployment: If all five safety orders fill, total deployed capital reaches $31,500 = ~31.5% of default 100k equity — above PulseWire's typical 5–10% per-trade band. Size the base and AO inputs down to dial per-trade risk into a safer range. The doubling martingale amplifies both upside (when price recovers) and risk (if the lower bound breaks). No Stop Loss: There is no exit on adverse moves below the −25% AO5. If price keeps falling below the lowest safety order, the position holds unhedged until either price recovers to the 3% TP target or the user intervenes. The structural risk cap is the bounded 5-rung position ladder; if a hard exchange-side stop is required, layer it on the bot directly. Martingale Tail Risk: A doubling ladder that bottoms out at −25% is built for mean-reverting moves. TAO is a high-volatility asset; a sustained directional collapse below −25% leaves the full position open with no further averaging available — the single largest risk in any martingale DCA. Choose regimes where deep-but-recoverable dips are the norm. Commission Calibration: The default 0.06% commission is calibrated for perpetual taker conditions. Match it to your exchange's actual fees. 🔷 STRATEGY PROPERTIES Symbol: BYBIT:TAOUSDT.P (Perpetual) — portable to any TAO / USDT pair. Timeframe: 4H Test Period: April 11, 2024 — June 15, 2026 (~26 months). Initial Capital: 100,000 USDT. Order Size per Trade: 0.5% of Capital base + 5 safety orders with size doubling. Max Capital Deployed: $31,500 per trade (~31.5% of equity). Commission: 0.06% per trade. Slippage: 3 ticks. Margin for Long Positions: 100%. Indicator Settings: Default Configuration. Base Order: 500 USDT, Market by default (Limit toggle available). Take Profit: 3.0% above average entry (no trailing). Stop Loss: None — bounded position size is the structural risk cap. Entry Filter: 4h RSI(14) Less Than 28. Safety Orders: 5 with fixed deviations −2% / −5% / −9.5% / −16% / −25% from base entry; sizes 1k / 2k / 4k / 8k / 16k USDT. Strategy: Long Only. 🔷 STRATEGY RESULTS ⚠️ Remember, past results do not guarantee future performance. Net Profit: +7,556.08 USDT (+7.56%) Max Equity Drawdown: 6,321.40 USDT (6.29%) Total Closed Trades: 89 Percent Profitable: 77.53% (69 / 89) Profit Factor: 7.259 🔷 How to Use It: 🔸 Adjust Settings: Open the strategy inputs and review the Base Order Size, the five AO deviations and sizes, the RSI entry level, and the Take Profit percentage. Defaults are calibrated for TAO 4h — recalibrate when the asset's volatility regime shifts. 🔸 Results Review: The backtest produced 89 closed trades — just below the ~100-trade floor for statistical relevance, over a ~26-month window. Treat the metrics as indicative of the ladder's behavior; a larger sample increases confidence. Confirm that the trade frequency and the doubling ladder's max deployment fit your risk tolerance before deploying capital. 🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The strategy will emit JSON payloads for entry, each safety order, and exit — formatted for direct DCA Bot consumption. 🔷 INDICATOR SETTINGS Base Order Size (USDT): USDT amount opened on the long entry. Use LIMIT for Base: Toggle between Market (default) and Limit at bar close. AO1–AO5 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design, reaching −25% at AO5. AO1–AO5 Size (USDT): USDT amount of each safety order. Doubles at each rung by default. RSI Timeframe / Length / Less Than: 4h RSI filter for the base entry. Take Profit (%): Fixed distance above average entry where the long closes for profit. DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload. Visualization: Toggle AO Ladder, Avg / TP plot lines, fill labels, status table. Brand Watermark: Configurable text, position, size, and transparency. 👨🏻‍💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented. __ The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc.
Strategy
by 3Commas
RSI Pullback Finder Trend-Filtered oversold dips in an upA clean, fully-configurable tool that highlights short-term oversold pullbacks while price is still in an uptrend — the classic "buy the dip in an uptrend" context. Visual signals + alerts. Educational, not financial advice. RSI(2) Pullback Finder highlights one specific, well-known context: a short-term oversold pullback that happens WHILE price is still in an uptrend. This is the classic Larry-Connors-style "short-term mean reversion inside a longer-term uptrend" idea, turned into a clean visual + alert layer. WHAT IT MARKS: Trend filter — price above a moving average you choose (default EMA 50). Oversold pullback — a short RSI (default length 2) dropping below a level you choose (default 10). When both are true on the same bar, the bar is shaded and a signal plots. Optional "context cleared" marker shows where the short-term oversold condition has resolved. EVERYTHING IS CONFIGURABLE: MA type and length, RSI length and source, oversold level, reset level, fast MA, and all display toggles. Defaults are generic textbook values on purpose — tune them to your instrument and timeframe. HOW TO USE: Treat a signal as "this setup is present right now," then apply your own entry rules, position sizing, and risk management. Use the built-in alerts to scan instead of staring at charts. Works on any symbol or timeframe. WHAT IT IS NOT: It does not place trades, predict direction, or guarantee anything. It is a visualisation and alert tool. Past behaviour of any pattern does not predict future results. For education and research only — not financial advice, and I am not a financial adviser. Trade your own plan and your own risk. Open-source — read the code, fork it, adapt it. Feedback welcome in the comments.
Indicator
by emomcbryde
SSA-like Trend (Online PCA + Cycle Filter)V1# SSA-like Trend (Online PCA + Cycle Filter) ## Overview This indicator is an **online approximation to Singular Spectrum Analysis (SSA)** using **Oja's Principal Component Analysis (PCA) learning rule**. It attempts to separate the dominant low-frequency structure (trend) from shorter-term fluctuations by continuously learning the strongest component in a lagged embedding of price. Unlike classical SSA, which requires constructing a trajectory matrix and performing eigendecomposition, this implementation updates the dominant component incrementally on each bar and is therefore suitable for Pine Script's real-time execution model. The indicator produces: * A dominant trend estimate * ±1 standard deviation envelope around the trend * A detrended residual series * An estimate of the strongest cycle length --- # Theory ## 1. Delay Embedding For each bar, a lagged vector is constructed: ] where: * (x_t) = normalized price * (L) = embedding length This is equivalent to the trajectory matrix concept used in SSA. The embedding transforms a one-dimensional time series into a higher-dimensional state space. --- ## 2. Online Principal Component Analysis The indicator learns the first principal component using Oja's learning rule. The projection of the embedded vector onto the dominant component is: where: * (w) = learned eigenvector * (X_t) = embedded state vector The weight update is: where: * (\eta) = learning rate * (y) = projection score Weights are normalized after each update: This converges toward the dominant eigenvector of the covariance matrix. --- ## 3. Trend Reconstruction The current sample's trend estimate is reconstructed as: where: * (w_0) is the weight associated with the current bar The result is transformed back into price space: This yields a smoothed estimate of the dominant low-frequency component. --- ## 4. Residual (Detrended Signal) The residual is: The residual contains: * Cyclic activity * Noise * Short-term oscillations * Mean-reverting behavior Many traders use this series similarly to a detrended oscillator. --- ## 5. Envelope A volatility envelope is built around the trend: where: computed over the user-selected envelope length. This creates adaptive trend bands. --- ## 6. Dominant Cycle Detection The script estimates the strongest cycle by searching for the lag with maximum autocorrelation. For each lag: The lag producing the highest correlation is selected: This provides an estimate of the dominant repeating structure in the market. --- # Inputs ### Embedding Length **Default:** 20 Controls the dimension of the lagged state vector. Smaller values: * Faster adaptation * More noise Larger values: * Smoother trend * Slower response Typical range: | Market Style | Suggested L | | ------------ | ----------- | | Intraday | 10–20 | | Swing | 20–40 | | Position | 30–50 | --- ### Learning Rate **Default:** 0.001 Controls adaptation speed of the PCA component. Smaller values: * More stable * Slower convergence Larger values: * Faster adaptation * More instability Recommended: --- ### Envelope Length **Default:** 50 Controls volatility estimation for trend bands. Smaller: * More reactive Larger: * More stable --- # Outputs ## SSA Trend Orange line. Represents the dominant learned component. Can be interpreted as: * Adaptive trend * Low-frequency structure * Market baseline --- ## Upper Envelope Potential overextension zone. --- ## Lower Envelope Potential underextension zone. --- ## Detrended Signal Useful for: * Mean reversion * Oscillator analysis * Cycle analysis --- ## Dominant Cycle Length Displayed as a separate series. Represents the lag with the highest autocorrelation. Can be interpreted as the market's currently strongest repeating cycle. --- # Relationship to Classical SSA This indicator is **not a full SSA implementation**. Classical SSA: 1. Builds trajectory matrix 2. Computes covariance matrix 3. Performs eigendecomposition 4. Reconstructs selected components via diagonal averaging This indicator: 1. Builds lagged vectors 2. Learns dominant eigenvector online 3. Reconstructs dominant component approximately Advantages: * Real-time * Computationally lightweight * Pine compatible Disadvantages: * Only learns one dominant component * No full eigenspectrum * Approximate reconstruction --- # Practical Interpretation ### Rising Trend When the SSA Trend slopes upward: * Dominant market structure is bullish. ### Falling Trend When the SSA Trend slopes downward: * Dominant market structure is bearish. ### Large Positive Residual Price significantly above trend: Possible: * Momentum burst * Overextension ### Large Negative Residual Price significantly below trend: Possible: * Panic move * Undershoot ### Cycle Compression If estimated cycle length contracts: * Faster market rhythm * Higher activity ### Cycle Expansion If estimated cycle length expands: * Slower market rhythm * Trend-dominated regime --- # Best Use Cases This indicator is most useful for: * Trend extraction * Regime detection * Adaptive smoothing * Cycle-aware analysis * Mean reversion around trend It is less suitable as a standalone entry signal and is generally strongest when combined with volatility, cycle, or momentum analysis.
Indicator
by gilyaary2
SSA-like Trend (Online PCA + Cycle Filter)# SSA-like Trend (Online PCA + Cycle Filter) ## Overview This indicator is an **online approximation to Singular Spectrum Analysis (SSA)** using **Oja's Principal Component Analysis (PCA) learning rule**. It attempts to separate the dominant low-frequency structure (trend) from shorter-term fluctuations by continuously learning the strongest component in a lagged embedding of price. Unlike classical SSA, which requires constructing a trajectory matrix and performing eigendecomposition, this implementation updates the dominant component incrementally on each bar and is therefore suitable for Pine Script's real-time execution model. The indicator produces: * A dominant trend estimate * ±1 standard deviation envelope around the trend * A detrended residual series * An estimate of the strongest cycle length --- # Theory ## 1. Delay Embedding For each bar, a lagged vector is constructed: ] where: * (x_t) = normalized price * (L) = embedding length This is equivalent to the trajectory matrix concept used in SSA. The embedding transforms a one-dimensional time series into a higher-dimensional state space. --- ## 2. Online Principal Component Analysis The indicator learns the first principal component using Oja's learning rule. The projection of the embedded vector onto the dominant component is: where: * (w) = learned eigenvector * (X_t) = embedded state vector The weight update is: where: * (\eta) = learning rate * (y) = projection score Weights are normalized after each update: This converges toward the dominant eigenvector of the covariance matrix. --- ## 3. Trend Reconstruction The current sample's trend estimate is reconstructed as: where: * (w_0) is the weight associated with the current bar The result is transformed back into price space: This yields a smoothed estimate of the dominant low-frequency component. --- ## 4. Residual (Detrended Signal) The residual is: The residual contains: * Cyclic activity * Noise * Short-term oscillations * Mean-reverting behavior Many traders use this series similarly to a detrended oscillator. --- ## 5. Envelope A volatility envelope is built around the trend: where: computed over the user-selected envelope length. This creates adaptive trend bands. --- ## 6. Dominant Cycle Detection The script estimates the strongest cycle by searching for the lag with maximum autocorrelation. For each lag: The lag producing the highest correlation is selected: This provides an estimate of the dominant repeating structure in the market. --- # Inputs ### Embedding Length **Default:** 20 Controls the dimension of the lagged state vector. Smaller values: * Faster adaptation * More noise Larger values: * Smoother trend * Slower response Typical range: | Market Style | Suggested L | | ------------ | ----------- | | Intraday | 10–20 | | Swing | 20–40 | | Position | 30–50 | --- ### Learning Rate **Default:** 0.001 Controls adaptation speed of the PCA component. Smaller values: * More stable * Slower convergence Larger values: * Faster adaptation * More instability Recommended: --- ### Envelope Length **Default:** 50 Controls volatility estimation for trend bands. Smaller: * More reactive Larger: * More stable --- # Outputs ## SSA Trend Orange line. Represents the dominant learned component. Can be interpreted as: * Adaptive trend * Low-frequency structure * Market baseline --- ## Upper Envelope Potential overextension zone. --- ## Lower Envelope Potential underextension zone. --- ## Detrended Signal Useful for: * Mean reversion * Oscillator analysis * Cycle analysis --- ## Dominant Cycle Length Displayed as a separate series. Represents the lag with the highest autocorrelation. Can be interpreted as the market's currently strongest repeating cycle. --- # Relationship to Classical SSA This indicator is **not a full SSA implementation**. Classical SSA: 1. Builds trajectory matrix 2. Computes covariance matrix 3. Performs eigendecomposition 4. Reconstructs selected components via diagonal averaging This indicator: 1. Builds lagged vectors 2. Learns dominant eigenvector online 3. Reconstructs dominant component approximately Advantages: * Real-time * Computationally lightweight * Pine compatible Disadvantages: * Only learns one dominant component * No full eigenspectrum * Approximate reconstruction --- # Practical Interpretation ### Rising Trend When the SSA Trend slopes upward: * Dominant market structure is bullish. ### Falling Trend When the SSA Trend slopes downward: * Dominant market structure is bearish. ### Large Positive Residual Price significantly above trend: Possible: * Momentum burst * Overextension ### Large Negative Residual Price significantly below trend: Possible: * Panic move * Undershoot ### Cycle Compression If estimated cycle length contracts: * Faster market rhythm * Higher activity ### Cycle Expansion If estimated cycle length expands: * Slower market rhythm * Trend-dominated regime --- # Best Use Cases This indicator is most useful for: * Trend extraction * Regime detection * Adaptive smoothing * Cycle-aware analysis * Mean reversion around trend It is less suitable as a standalone entry signal and is generally strongest when combined with volatility, cycle, or momentum analysis.
Indicator
by gilyaary2
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