Linear Regression

Polynomial Regression Moving Average (PRMA)1. WHAT IS PRMA? PRMA is a non-repainting, smoothed moving average that uses the endpoint of polynomial regression as its core value. It generalizes the classic Linear Regression Moving Average (LSMA) to any polynomial degree — including fractional values — and adds a comprehensive multi-method, multi-iteration smoothing layer on top. In Simple Terms PRMA fits a mathematical curve (polynomial) to recent price history, takes the last point of that curve as the current value, then optionally smooths the result using your choice of 9 different smoothing algorithms — applied up to 10 times in sequence. 2. CORE ARCHITECTURE text ┌─────────────────────────────────────────────────────┐ │ PRMA PIPELINE │ │ │ │ Price Data ──► Polynomial Regression ──► Endpoint │ │ (OLS with degree d) Extraction │ │ │ │ │ ▼ │ │ Raw PRMA Value │ │ │ │ │ ▼ │ │ Smoothing Layer │ │ (Method × Iterations)│ │ │ │ │ ▼ │ │ Final PRMA Output │ │ │ │ │ ▼ │ │ Signal Generation │ │ (Direction Change) │ └─────────────────────────────────────────────────────┘ 3. MATHEMATICAL FOUNDATION 3.1 Polynomial Regression (OLS) For the last n bars, a polynomial of degree d is fitted: text ŷ(x) = β₀ + β₁x + β₂x² + ... + βₐxᵈ The coefficients are solved via the Normal Equation: text β = (XᵀX)⁻¹ · Xᵀ · y Where X is the Vandermonde matrix: text X = | 1 0 0² ... 0ᵈ | | 1 1 1² ... 1ᵈ | | 1 2 2² ... 2ᵈ | | . . . ... . | | 1 n-1 (n-1)² ... (n-1)ᵈ | 3.2 The Weight Kernel (Efficiency Innovation) Instead of solving full regression every bar, a fixed weight kernel is precomputed once: text Kernel K = x_last · (XᵀX)⁻¹ · Xᵀ Where x_last = Then each bar simply computes: text PRMA_raw = Σ K × price for i = 0 to n-1 This is a constant-time weighted sum — extremely efficient. 3.3 Fractional Degree Interpolation For degree = 3.7: text kernel_3 = compute_kernel(degree=3) kernel_4 = compute_kernel(degree=4) final_kernel = 0.3 × kernel_3 + 0.7 × kernel_4 This allows infinitely fine-grained control over responsiveness. 3.4 Smoothing Layer The raw PRMA value passes through a selectable smoothing function, applied iteratively: text smoothed₁ = smooth(raw_PRMA) smoothed₂ = smooth(smoothed₁) smoothed₃ = smooth(smoothed₂) ... smoothedₙ = smooth(smoothedₙ₋₁) Each iteration further reduces noise while adding controlled lag. 4. ALL PARAMETERS EXPLAINED 4.1 Core Parameters Parameter Default Range Description Source close Any price The price data fed into the regression Period 100 ≥ 2 Number of bars in the regression lookback window Degree 4.0 ≥ 1.0 (step 0.1) Polynomial degree — controls curve complexity 4.2 Color Parameters Parameter Default Description Up Green rgb(36,223,23) PRMA line color when rising Down Fuchsia PRMA line color when falling 4.3 Smoothing Parameters Parameter Default Range Description Smoothing Method EMA 10 options Type of smoothing filter applied Smoothing Length 5 ≥ 1 Lookback for the smoothing algorithm Smoothing Iterations 1 1–10 Number of sequential smoothing passes 4.4 Signal Parameters Parameter Default Description Show Signals true Toggle buy/sell labels on chart 5. SMOOTHING METHODS IN DETAIL 5.1 Complete Smoothing Method Comparison Method Formula Concept Lag Smoothness Best For None No smoothing Zero Raw Fastest response, noisy SMA Equal-weight average High Moderate Simple baseline smoothing EMA Exponential decay Medium Good General purpose WMA Linear weight decay Medium Good Recent-data emphasis RMA Wilder's smoothing High Very High Ultra-smooth trending HMA Hull method Low Good Low-lag smoothing DEMA Double EMA Low Good Lag reduction TEMA Triple EMA Very Low Moderate Minimum lag VWMA Volume-weighted mean Medium Good Volume-aware smoothing Gaussian Bell-curve kernel Medium Excellent Natural, artifact-free 5.2 Smoothing Method Formulas text SMA(n) = (P₁ + P₂ + ... + Pₙ) / n EMA(n) = α × P + (1-α) × EMA_prev where α = 2/(n+1) WMA(n) = (n×P₁ + (n-1)×P₂ + ... + 1×Pₙ) / (n×(n+1)/2) RMA(n) = (1/n) × P + (1 - 1/n) × RMA_prev HMA(n) = WMA(√n, 2×WMA(n/2) - WMA(n)) DEMA(n) = 2×EMA(n) - EMA(EMA(n)) TEMA(n) = 3×(EMA - EMA²) + EMA³ VWMA(n) = Σ(P×V) / Σ(V) Gaussian(n) = Σ(P × e^(-0.5×(i/σ)²)) / Σ(e^(-0.5×(i/σ)²)) where σ = n/3 5.3 Multi-Iteration Effects text Iterations: 1 2 3 4+ │ │ │ │ Noise: Low Very Low Minimal Near Zero Lag: Low Moderate Higher Highest Shape: Sharp Rounded Very Round Gaussian-like Iterations Equivalent Behavior 1 Standard single-pass filter 2 Similar to Butterworth 2nd-order 3 Approaching Gaussian response 4+ Ultra-smooth, trend-only extraction 6. SIGNAL LOGIC 6.1 Direction Detection text PRMA Rising → prma > prma → Bullish PRMA Falling → prma < prma → Bearish 6.2 Buy Signal (Long — "L") text Conditions (ALL must be true): ✅ PRMA turns UP (was falling on previous bar, now rising) ✅ Close > PRMA (price confirms above the moving average) ✅ Show Signals ON Displayed as: Green "L" label below the bar 6.3 Sell Signal (Short — "S") text Conditions (ALL must be true): ✅ PRMA turns DOWN (was rising on previous bar, now falling) ✅ Close < PRMA (price confirms below the moving average) ✅ Show Signals ON Displayed as: Fuchsia "S" label above the bar 6.4 Signal Flow Diagram text PRMA Direction │ ┌─────────┴──────────┐ ▼ ▼ Rising Falling │ │ │ Was Falling? │ Was Rising? │ │ │ │ ▼ ▼ ▼ ▼ Yes No Yes No │ └── No Signal │ └── No Signal │ │ ▼ ▼ Close > PRMA? Close < PRMA? │ │ Yes ──► BUY "L" Yes ──► SELL "S" No ──► No Signal No ──► No Signal 7. NON-REPAINTING GUARANTEE Why PRMA Never Repaints Factor Explanation Fixed kernel Weight matrix computed once on first bar, never recalculated Fixed lookback Each bar uses exactly length bars ending at length bars ago No future data Uses source through source — all confirmed Deterministic smoothing All smoothing methods are causal (backward-looking only) One value per bar Once a bar closes, its PRMA value is permanently locked Important Note The indicator uses source check, meaning the PRMA value is plotted with a length-bar delay from the source data. This ensures that ALL input data is from closed, confirmed bars — the ultimate non-repainting guarantee. Repainting vs Non-Repainting Comparison text REPAINTING Polynomial Regression Channel: Bar 100: Draws curve across bars 1-100 Bar 101: REDRAWS curve across bars 2-101 ← ALL previous values change! NON-REPAINTING PRMA: Bar 100: Computes endpoint of regression on bars 1-100 → single fixed value Bar 101: Computes endpoint of regression on bars 2-101 → new single fixed value Bar 100's value NEVER changes ✅ 8. USE CASES 8.1 Trend Following Goal: Identify and ride medium-to-long-term trends Setup: text Period: 150–200 Degree: 1.5–2.5 Smoothing: EMA, Length 10, Iterations 2 Strategy: Go Long when PRMA turns green (rising) + price above PRMA Go Short when PRMA turns fuchsia (falling) + price below PRMA Exit on opposite signal or when price crosses PRMA against position Example: text SELL signal ↓ Price: ──╱╲──╱╲──╱╲──╲╱──╲──╲╱──╲── PRMA: ────────╱──────╲────────╲──── Color: ████████GREEN███FUCHSIA██████ ↑ BUY signal Markets: Stocks, ETFs, Forex (trending pairs like EUR/USD, USD/JPY) Risk Management: Stop loss: Below PRMA line (for longs) or recent swing low Take profit: When opposite signal appears or fixed R:R ratio Position sizing: Based on ATR distance from PRMA 8.2 Swing Trading Goal: Capture medium-term price swings with clean entry/exit signals Setup: text Period: 50–100 Degree: 3.0–4.0 Smoothing: HMA, Length 5, Iterations 1 Strategy: Enter Long on "L" signal when price is above a higher-timeframe support Enter Short on "S" signal when price is below a higher-timeframe resistance Use PRMA direction color as bias filter Example — Multi-Timeframe Approach: text Daily PRMA (Period 100, Degree 2): Rising → BULLISH BIAS 4H PRMA (Period 50, Degree 4): "L" signal appears Action: Enter Long (aligned with daily bias) Markets: Stocks, Crypto (BTC, ETH), Commodities 8.3 Scalping / Day Trading Goal: Quick entries and exits on short timeframes Setup: text Period: 20–50 Degree: 1.0–2.0 Smoothing: TEMA, Length 3, Iterations 1 Strategy: Use on 1m–15m charts Enter on signal in direction of PRMA slope Exit quickly — target 1:1 or 1:1.5 R:R Avoid signals during consolidation (flat PRMA) Example — 5-Minute Chart: text 09:30 ─────────╱── PRMA turns green 09:35 ── "L" signal, price > PRMA → BUY 09:50 ── Target hit, close position 10:15 ──╲──── PRMA turns fuchsia → flat/reverse Markets: Futures (ES, NQ), Forex (major pairs), Crypto 8.4 Mean Reversion Goal: Trade pullbacks to the PRMA line Setup: text Period: 100–150 Degree: 2.0–3.0 Smoothing: Gaussian, Length 8, Iterations 2 Strategy: Identify trend direction via PRMA color Wait for price to pull back TO the PRMA line (touch or cross slightly) Enter in the direction of the PRMA trend when price bounces off PRMA Stop loss: Beyond the PRMA line Example: text Uptrend (PRMA green): Price: ──╱──╱──╲──╱──╱──╲──╱── PRMA: ────╱────╱────╱────╱──── ↑ ↑ Pullback Pullback to PRMA to PRMA = BUY = BUY Markets: Stocks with strong trends, Index ETFs (SPY, QQQ) 8.5 Volatility Regime Detection Goal: Determine if market is trending or ranging Setup: text Period: 100 Degree: 4.0 (high responsiveness) Smoothing: SMA, Length 15, Iterations 3 (ultra-smooth) Strategy: Flat PRMA (minimal direction changes) → Ranging market → Use mean reversion strategies Clearly sloped PRMA (consistent color) → Trending market → Use trend following strategies Frequent color changes → Choppy market → Reduce position size or stay out Example: text Trending Phase: Choppy Phase: Ranging Phase: PRMA: ────╱──╱── PRMA: ╱╲╱╲╱╲╱╲ PRMA: ────────── Color: GREEN GREEN Color: G F G F G F Color: GREEN (flat) Action: TREND FOLLOW Action: STAY OUT Action: MEAN REVERT Markets: All — this is a meta-strategy for selecting other strategies 8.6 Multi-PRMA System Goal: Use multiple PRMA instances for confluence-based trading Setup (3 PRMA instances on same chart): Instance Period Degree Smoothing Role Fast PRMA 30 3.0 TEMA, 3, 1 Entry trigger Medium PRMA 80 2.5 EMA, 5, 1 Trend filter Slow PRMA 200 1.5 SMA, 10, 2 Major trend direction Strategy: text STRONG BUY: ✅ Slow PRMA rising (major uptrend) ✅ Medium PRMA rising (confirmed trend) ✅ Fast PRMA gives "L" signal (entry timing) ✅ Price > all 3 PRMAs STRONG SELL: ✅ Slow PRMA falling (major downtrend) ✅ Medium PRMA falling (confirmed trend) ✅ Fast PRMA gives "S" signal (entry timing) ✅ Price < all 3 PRMAs AVOID: ❌ PRMAs disagree on direction ❌ Price between fast and slow PRMA Markets: All — particularly effective on Daily charts for position trading 8.7 Crossover System with Other Indicators Goal: Combine PRMA with traditional indicators for confirmation PRMA + RSI: text Setup: PRMA (100, 3.0, EMA 5) + RSI(14) Long Entry: ✅ PRMA "L" signal ✅ RSI > 50 (bullish momentum) ✅ RSI not overbought (< 70) Short Entry: ✅ PRMA "S" signal ✅ RSI < 50 (bearish momentum) ✅ RSI not oversold (> 30) PRMA + MACD: text Setup: PRMA (80, 2.5, HMA 5) + MACD(12,26,9) Long: PRMA "L" + MACD histogram positive + MACD above signal line Short: PRMA "S" + MACD histogram negative + MACD below signal line PRMA + Volume: text Setup: PRMA (100, 3.0, VWMA 5) — already volume-aware via VWMA smoothing Long: "L" signal + Volume > 1.5× average volume = HIGH CONVICTION Long: "L" signal + Volume < average = LOW CONVICTION (smaller position) 8.8 Crypto-Specific Use Case Goal: Navigate volatile crypto markets with adaptive smoothing Setup: text Chart: 4H BTC/USDT Period: 60 Degree: 3.5 Smoothing: Gaussian, Length 8, Iterations 2 Strategy: Crypto moves fast → higher degree (3.5) catches reversals quickly Crypto is noisy → Gaussian smoothing + 2 iterations removes whipsaws Only trade signals aligned with Daily PRMA direction Use wider stops (crypto volatility is 3-5× traditional markets) Example — BTC Bull Run: text $40,000 ──────╱── PRMA green, "L" signal → ENTER LONG $45,000 ──╱───── PRMA still green → HOLD $48,000 ──╲───── PRMA turns fuchsia, "S" signal → EXIT $44,000 ──╲───── PRMA still fuchsia → SHORT or FLAT $42,000 ──╱───── PRMA green, "L" → ENTER LONG again 8.9 Portfolio / Asset Allocation Goal: Use PRMA as a filter for risk-on/risk-off decisions Setup: text Asset: SPY (S&P 500 ETF) Period: 200 Degree: 1.5 Smoothing: RMA, Length 20, Iterations 3 Strategy: text Weekly PRMA Rising (Green): → 100% Equities allocation → Overweight growth stocks → Risk-on positioning Weekly PRMA Falling (Fuchsia): → Reduce to 50% Equities → Increase bonds / cash → Risk-off positioning Weekly PRMA Flat / Choppy: → 70% Equities → Diversified allocation → Neutral positioning 8.10 Adaptive Degree Selection Guide Goal: Choose the right degree for current market conditions text Market Condition → Recommended Degree ───────────────────────────────────────────── Strong linear trend → 1.0 - 1.5 Gradual curve/acceleration→ 2.0 - 2.5 Trend with pullbacks → 3.0 - 3.5 Complex / oscillating → 4.0 - 5.0 Very choppy → 1.0 (with heavy smoothing) 9. PARAMETER OPTIMIZATION TABLE Trading Style Timeframe Period Degree Smooth Method Smooth Length Iterations Scalping 1m–5m 20–30 1.0–2.0 TEMA 3 1 Day Trading 5m–15m 30–60 2.0–3.0 HMA 5 1 Swing Trading 1H–4H 50–100 3.0–4.0 EMA 5–8 1–2 Position Trading Daily 100–200 2.0–3.0 Gaussian 8–12 2 Investing Weekly 50–100 1.0–2.0 RMA 10–20 2–3 Crypto Trading 4H 50–80 3.0–4.0 Gaussian 8 2 Forex 1H 60–120 2.0–3.0 DEMA 5 1 Futures 5m–30m 30–60 2.0–3.0 HMA 5 1 Low Noise Any Any 1.5–2.5 SMA 15–20 3–4 Fast Response Any 20–50 4.0–5.0 None – – 10. DEGREE COMPARISON VISUAL text Degree 1.0 (Linear): Price: ╱╲╱──╱╲──╱╲╱╲──╱╲ PRMA: ────────╱────────── Very smooth, slow to turn Signals: ▲ Rare signals Degree 2.0 (Quadratic): Price: ╱╲╱──╱╲──╱╲╱╲──╱╲ PRMA: ──────╱──────╲──── Moderate curvature Signals: ▲ ▼ Balanced signals Degree 3.0 (Cubic): Price: ╱╲╱──╱╲──╱╲╱╲──╱╲ PRMA: ────╱──╱──╲──╲╱─── Catches inflections Signals: ▲ ▲ ▼ ▲ More signals Degree 4.0 (Quartic): Price: ╱╲╱──╱╲──╱╲╱╲──╱╲ PRMA: ──╱╲─╱╲──╲╱╲─╱╲── Very responsive Signals: ▲▼ ▲▼ ▼▲▼ ▲▼ Many signals (may whipsaw) Degree 4.0 + Smoothing (EMA 5, Iter 2): Price: ╱╲╱──╱╲──╱╲╱╲──╱╲ PRMA: ───╱───╱───╲───╲── Responsive but clean Signals: ▲ ▲ ▼ ▼ Filtered, reliable signals ✅ 11. SMOOTHING ITERATIONS VISUAL text Raw PRMA (No Smoothing): ╱╲╱╲╱──╱╲──╲╱╲╱╲──╱╲ Noisy, many direction changes 1 Iteration (EMA 5): ─╱╲╱───╱╲───╲╱╲───╱─ Some noise removed 2 Iterations (EMA 5): ──╱─────╱─────╲────╱─ Much cleaner 3 Iterations (EMA 5): ───╱─────╱──────╲───╱ Very smooth, clear trend 5 Iterations (EMA 5): ────╱──────╱───────╲─ Ultra-smooth, trend only 12. STRENGTHS & LIMITATIONS ✅ Strengths Feature Benefit Non-repainting Reliable for backtesting and live trading — what you see is what you get Fractional degree Unprecedented fine-tuning between integer polynomial degrees 10 smoothing methods Adapt to any market condition or trading style Multi-iteration smoothing Cascaded filtering for noise-free output Precomputed kernel Computationally efficient — fixed weights, simple weighted sum Generalizes LSMA Degree 1 = LSMA; higher degrees capture curves Confirmed signals Price must be on the correct side of PRMA for signal validation Visual clarity Color-coded direction makes trend identification instant ⚠️ Limitations Limitation Mitigation Lag (inherent in all MAs) Use lower period, higher degree, or TEMA/HMA smoothing Overfitting (high degree + short period) Keep degree ≤ period/20 as rule of thumb Whipsaws in ranging markets Increase smoothing iterations or add trend filter No prediction — shows current state, not forecast Combine with leading indicators (RSI, MACD) Runge's phenomenon at extreme degrees Stay below degree 8–10 for practical use Fixed lag offset of length bars This ensures non-repainting — a deliberate trade-off Over-smoothing possible with high iterations Start with 1–2 iterations, increase only if needed 13. QUICK-START RECOMMENDATIONS Beginner Setup (Start Here) text Period: 100 | Degree: 2.0 | Smooth: EMA | Length: 5 | Iterations: 1 → Clean, balanced, works on most markets and timeframes Intermediate Setup text Period: 80 | Degree: 3.0 | Smooth: HMA | Length: 5 | Iterations: 1 → More responsive to curves, low-lag smoothing Advanced Setup text Period: 60 | Degree: 3.5 | Smooth: Gaussian | Length: 8 | Iterations: 2 → Captures complex patterns with natural noise reduction 14. SUMMARY PRMA bridges the gap between simple moving averages and complex curve-fitting analysis. It transforms polynomial regression from a repainting analytical overlay into a practical, non-repainting trading tool with: Fractional polynomial degrees for precision tuning 9 smoothing methods + multi-iteration for adaptive noise reduction Clean directional signals validated by price confirmation Zero repainting guaranteed by fixed kernel architecture Whether you're scalping crypto on a 1-minute chart or managing a portfolio on weekly timeframes, PRMA's configurable parameters can be optimized for your specific trading style and market conditions.

Indicator

by ZakAlgoTrade

Market Gravity: Relative Value Engine --- **Relative Value Model (Enhanced)** This indicator calculates a statistically-derived fair value for your asset by modeling its historical relationship with a reference symbol (default: USDT Dominance). It supports three model types — Linear Range, Linear Regression, and Logarithmic Range — and outputs a prediction line, residual bands, Z-Score signals, and a full metrics dashboard. --- **What Does This Indicator Do?** This indicator builds a statistical price model output by comparing your current chart's price to a reference symbol. It calculates what your asset's price *should* be based on the historical relationship between the two symbols, then measures how far the actual price deviates from that prediction. In short: it answers the question — *"Is this asset overvalued or undervalued relative to a correlated market driver?"* --- **How the Three Models Work** **Linear Range** Maps the reference symbol's high/low range to the current chart's high/low range using a simple slope/intercept formula. Best for assets that move in proportion to the reference linearly. **Linear Regression (Correlation)** *(Default)* Uses Pearson correlation, standard deviation, and rolling means to calculate a beta (slope) and alpha (intercept) — essentially a rolling OLS regression. This is the most statistically rigorous method and handles non-proportional relationships better. **Logarithmic Range** Performs the same range mapping as Linear Range but in log space, then exponentiates back. Ideal for assets with exponential price behavior (e.g., crypto over long timeframes). --- **Dashboard Panel — What Each Row Means** **Regime** — Whether price is above (Premium) or below (Discount) the model. Green = overpriced vs model; Red = underpriced. **Diff %** — Percentage deviation of actual price from predicted price. +5% means price is 5% above the model estimate. **Prediction** — The model's estimated fair price for the current bar. Your fair value anchor. **Z-Score** — How many standard deviations price is from the prediction. Above +2 or below -2 is considered statistically extreme. **Z-Score State** — Normal or Extreme based on your threshold setting. Extreme signals a potential mean-reversion setup. **R²** — R-squared, goodness of fit from 0 to 1. ≥0.6 = Strong, 0.35–0.6 = Moderate, below 0.35 = Weak. Only trust the model when quality is at least Moderate. **Model Quality** — Text label derived from R². Use signals only when this reads Moderate or Strong. **MAE** — Mean Absolute Error in price units. Lower = model tracks price more closely. **MAPE %** — Mean Absolute Percentage Error. Lower percentage = more accurate model overall. **Smoothing** — Shows the active moving average type and length applied to the prediction line. --- **Visual Elements on the Chart** - Yellow line — The predicted fair-value price line - Aqua bands — Upper and lower residual bands (predicted ± multiplier × standard deviation). Price outside these bands is statistically stretched. - Green fill — Premium zone, price is above the model - Red fill — Discount zone, price is below the model - LONG label — Price crossed above the prediction line, bullish regime shift - SHORT label — Price crossed below the prediction line, bearish regime shift - Z+ triangle — Z-Score crossed above the extreme threshold, potential reversal warning - Z- triangle — Z-Score crossed below the negative threshold, potential reversal warning --- **Settings Guide** *Data and Model* - Reference Symbol: Default is USDT Dominance. Try DXY, SPX, BTC, or any asset correlated to your chart. - Reference Timeframe: Leave blank to match your chart, or set a higher timeframe for macro-level signals. - Model Type: Start with Linear Regression. Switch to Logarithmic Range for crypto on long-term charts. - Lookback Period: Use 10–20 on lower timeframes (1H, 4H), and 50–100 on daily or weekly charts. *Smoothing* - Smoothing Type: EMA reacts faster, RMA is smoother, None gives the raw model output. - Smoothing Length: Increase to reduce noise, decrease for more responsiveness. *Signals and Risk* - Residual Band Multiplier: Default 1.5. Try 1.0–2.5. Higher = wider bands, fewer signals. - Z-Score Threshold: Default 2.0. Use 1.5 for more frequent signals, 2.5 for rarer and stronger ones. *Visualization* - All colors, band visibility, and panel on/off are fully customizable. Auto theme detects your chart background automatically. --- **Built-in Alerts** Three alert conditions are included: 1. Z-Score Premium Threshold Crossed — price enters extreme overvalued territory above the model. 2. Z-Score Discount Threshold Crossed — price enters extreme undervalued territory below the model. 3. Price Crossed Model — price crosses the prediction line in either direction, possible regime change. To activate, go to Alerts → Create Alert → Condition → select this indicator. --- *This indicator is for educational and analytical purposes only. Not financial advice.*

Indicator

by hasanaksoy199264

LSMA SD | GForge LSMA SD | GForge LSMA SD is a trend-following oscillator built for swing trading on higher timeframes. It generates rules-based long and exit signals by measuring where price sits within a statistically-defined volatility envelope anchored to a regression-based trend line. Core Calculation The basis line is a Least Squares Moving Average. Unlike a standard moving average which weights past prices, LSMA computes the mathematically optimal straight-line fit across a defined lookback window. This means the basis reflects the actual gradient of a trend — its slope tells you the rate and direction of price movement, not a smoothed echo of where price has been. A short EMA pass is applied to the raw LSMA output as a robustness measure, absorbing single-bar snap artifacts that occur when outlier candles enter or exit the regression window. This is not a smoothing aesthetic — it directly addresses a known fragility in raw LinReg endpoints. The default source is hlc3 — the average of high, low, and close — rather than close alone. This distributes the regression input across the full bar range, reducing sensitivity to end-of-session price mechanics such as stop runs and last-minute order flow that can distort the trend line without reflecting genuine directional movement. A Standard Deviation envelope is then constructed around the LSMA basis at a fixed multiplier. The band width is driven entirely by actual price volatility — it widens during high-volatility periods and tightens during quiet ones. There is no secondary adaptive scaling layer. This is intentional: additional dynamic scaling introduces a second noisy signal on top of the basis movement, which in practice degrades signal quality. The Oscillator The oscillator expresses where price currently sits within the SD bands on a 0–100 scale. A reading of 0 means price is at the lower band. A reading of 100 means price is at the upper band. A reading of 50 means price is sitting directly on the LSMA trend line itself — the neutral zone between the two signal thresholds represents price consolidating around the regression basis. Long signals fire when the oscillator crosses above the long threshold (default 74), meaning price has broken decisively into the upper band zone — a momentum confirmation in the direction of the trend, not a mean-reversion trigger. Exit and short signals fire when the oscillator crosses below the short threshold (default 33). This is a trend-continuation system, not a reversal indicator. Parameters The indicator is intentionally low-parameter. LSMA Length sets the regression window. StdDev Length sets the band width lookback and can differ from the LSMA length. StdDev Multiplier sets the fixed band scale. Endpoint Smoothing controls how aggressively window-edge artifacts are absorbed — setting it to 1 disables it entirely. Fewer parameters means less surface area for curve-fitting to historical data. Default settings are optimised for BTC on the 1D timeframe. Optimize thresholds and lengths for different assets and timeframes before use. Risk Warning This indicator is provided for informational and educational purposes only. Past performance, including any results visible on historical bars, does not guarantee or imply future returns. All trading involves risk. You should not make trading decisions based solely on any single indicator. Always apply independent analysis and appropriate risk management. Developed by GForge

Indicator

HMA + Kalman + LinReg Channel [Pointalgo]HMA + Kalman + Linear Regression Channel HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways). This script is designed for traders who want: A smoother central bias line Volatility-based dynamic bands Context-aware channel width Simple breakout visual signals Core Components This indicator combines three different smoothing methods: Hull Moving Average (HMA) – Reduces lag while maintaining smoothness Kalman Filter – Adaptive filtering to reduce noise Linear Regression (LinReg) – Captures short-term trend direction The three values are averaged to form a composite midline, providing balanced responsiveness and stability. Adaptive Channel Logic The channel width is based on ATR (Average True Range). When the midline moves significantly over a lookback period (relative to ATR), the market is considered Trending When movement remains within a defined ATR zone, the market is considered Sideways Channel behavior: Trending → Multiplier is reduced (tighter bands) Sideways → Full multiplier (wider bands) This creates a dynamic structure that adapts to market conditions automatically. Visual Features: Midline changes color depending on market state Upper and lower bands plotted around the midline Optional shaded channel for better visibility Breakout markers when price crosses outside the channel Breakout Signals: Bullish signal: Close crosses above upper band Bearish signal: Close crosses below lower band These signals are informational only and do not represent financial advice. Inputs: Length Source Standard Multiplier Trend Lookback Trend Threshold (ATR multiple) Kalman R and Q parameters All parameters are user-adjustable. Disclaimer This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.

Indicator

Rolling Trendline [LuxAlgo]The Rolling Trendline indicator provides a dynamic, self-adjusting trendline that tracks price action using linear regression slope projections and automatically resets when price deviates beyond a specific threshold. 🔶 USAGE The indicator is designed to provide a continuous trend bias without the "lag" often associated with static linear regression lines. It projects a line forward based on a calculated slope and only shifts its trajectory when the market demonstrates a significant change in momentum. The addition of ATR-based volatility zones allows traders to visualize a range of expected price action around the projected trend, providing a buffer that accounts for market volatility at the time of each trend reset. 🔹 Interpreting the Line and Zones Bullish Phase (Green): Indicates an upward-sloping trajectory. The trendline and its surrounding ATR zones will be colored green, suggesting a bullish bias. Bearish Phase (Red): Indicates a downward-sloping trajectory. The trendline and its surrounding ATR zones will be colored red, suggesting a bearish bias. ATR Zones: These shaded areas represent a volatility-adjusted range. As long as price remains within the deviation threshold, the zones follow the trendline's trajectory. Reset Points: Visualized by a small circle and a break in the line, these occur when price moves too far from the projection. At this moment, the indicator re-anchors to the current price and recalculates both the slope and the ATR zone width. 🔶 DETAILS The indicator follows a specific logic flow to maintain its "Rolling" characteristic: 1. Slope Calculation: It calculates the Linear Regression slope over a user-defined lookback period. This slope represents the average rate of change in price. 2. Projection: On every new bar, the indicator projects the next value of the trendline by adding the active slope to the previous trendline value. 3. Deviation Check: The indicator calculates a Standard Deviation threshold. If the distance between the current price and the projected trendline value exceeds this threshold, a reset is triggered. 4. Re-Anchoring: Upon a reset, the trendline "rolls" to the current price and adopts the most recent linear regression slope. Simultaneously, it captures the current ATR to set the width of the new trend zones. 🔶 SETTINGS 🔹 Trend Settings Slope Lookback: The period used to calculate the linear regression slope. Higher values result in a slope that considers more historical data. Deviation Multiplier: Determines how far price can deviate from the trendline before a reset occurs. Slope Divisor: This setting allows you to tame the trajectory of the line. Higher values divide the captured slope, resulting in flatter trendlines. Source: The price data used for all calculations (default is Close). 🔹 ATR Zones ATR Length: The lookback period used for the Average True Range calculation, which determines the width of the volatility bands. ATR Multiplier: Controls the width of the shaded zones around the trendline. 🔹 Visuals Bullish/Bearish Trend Colors: Customizes the colors for the trendline and zones based on the slope direction. Zone Color: Sets the base color for the ATR area fills. Line Width: Adjusts the thickness of the primary rolling trendline.

Indicator

Volume Weighted Intra Bar LR Kurtosis This indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 4th Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the price path within the bar moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. Captures "Hidden Tail Risk" or extreme outliers within the bar relative to the trend. - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual intra-bar candles. - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* kurtosis as a stacked column chart. Stacking logic groups components to ensure visual clarity of the magnitude. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Character changes (Trend Jumps vs. Noise Outliers). - Total Kurtosis pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted LR Kurtosis This indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Kurtosis Decomposition:** The indicator separates market tail risk based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 4th Statistical Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the trend moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. This captures the "Hidden Tail Risk" (extreme outliers relative to the trend). - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the area to visualize the contribution (weight) of each structural source to the overall tail risk. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* kurtosis as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of the risk. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. This helps identify extremes in market fragility or structural changes. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Kurtosis Lines:** The kurtosis lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - Total Kurtosis pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted Intra Bar LR Skewness This indicator analyzes market character by decomposing total skewness (asymmetry) of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 3rd Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the intra-bar regression line. Indicates if the price path within the bar is geometrically trend-driven. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" or sudden shocks within the bar that deviate from the main path. - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual intra-bar candles. - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility within the bar (e.g., volatility expanding as price drops). 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* skewness as a stacked column chart. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Character changes (Trend vs. Noise dominance). - Total Skewness pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted LR Skewness This indicator analyzes market character by decomposing total skewness (asymmetry) into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Skewness Decomposition:** The indicator separates market asymmetry based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 3rd Statistical Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the regression line itself. Indicates if the trend path is geometrically skewed. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" (e.g., sudden spikes against the trend). - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility (e.g., volatility expanding as price moves in one direction). *Dominance of this component indicates an unstable, emotional market.* 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the area to visualize the contribution (weight) of each structural source to the overall market bias. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* skewness as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of asymmetry. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. This helps identify extremes in market sentiment or structural bias. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Skewness Lines:** The skewness lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Skewness character changes/emerging/fading. - Total Skewness pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted Intra Bar LR Correlation This indicator analyzes market character by providing a detailed view of correlation. It applies a Linear Regression model to intra-bar price action, dissecting the total correlation of each bar into three distinct components. Key Features: 1. **Three-Component Correlation Decomposition:** The indicator separates correlation based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates correlation based on the selected `Source` (this results mainly in 'Trend' and 'Residual' correlation). - **Decomposition Mode (`Estimate Bar Statistics` = ON):** The indicator uses a statistical model ('Estimator') to calculate *within-bar* correlation. (Assumption: In this mode, the `Source` input is **ignored**, and an estimated mean for each bar is used instead). This separates correlation into: - **Trend Correlation (Green/Red):** Correlation explained by the regression's slope (Directional Alignment). - **Residual Correlation (Yellow):** Correlation from price oscillating around the regression line (Mean-Reversion/Cointegration). - **Within-Bar Correlation (Blue):** Correlation from the high-low range of each bar (Microstructure/Noise). 2. **Visual Decomposition Logic:** Total Correlation is the primary metric displayed. Since Correlation Coefficients are not linearly additive, this indicator plots the *exact* Total Correlation and partitions the area underneath based on the Covariance Ratio. This ensures the displayed total correlation remains mathematically accurate while showing relative composition. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* correlation as a stacked area chart, partitioned by the ratio of the three components. - **Relative Mode:** Displays the direct *energy ratio* (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for growth assets. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and correlation calculations. 5. **Correlation Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the *total* correlation line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Correlation Lines:** The correlation lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Correlation magnitude (High Positive / High Inverse). - Correlation character changes/emerging/fading. - Total Correlation pivot (High/Low) detection. **Caution! Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted LR Z Score This indicator calculates the Volume Weighted Linear Regression Z-Score (VWLRZS). Unlike a standard Z-Score which measures deviation from a static mean, this oscillator measures the statistical distance of price from a dynamic Volume-Weighted Linear Regression Line (Analysis of Residuals). Key Features: 1. **Volatility Decomposition:** The indicator separates volatility based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates standard Regression Residuals using the selected `Source` for both the regression line (baseline) and the signal. - **Decomposition Mode (`Estimate Bar Statistics` = ON):** Uses a hybrid statistical approach: a) **The Model (Baseline):** Uses an estimator to calculate the 'within-bar' mean and fits the Linear Regression through these statistical centers. This creates a stable, trend-following expectation model. b) **The Signal (Observation):** Compares the actual `Source` (e.g., Close) against this regression line. (Result: A Z-Score that measures deviations from the current trend slope rather than a flat average). 2. **Visual Decomposition Logic:** Total Standard Deviation (of Residuals) is the primary metric displayed. Since Standard Deviations are not linearly additive (sqrt(a+b) != sqrt(a)+sqrt(b)), this indicator calculates the *exact* Total Z-Score and partitions the area underneath based on the Variance Ratio. This ensures the displayed total volatility remains mathematically accurate while showing relative composition. 3. **Normalization (Exponential Regression):** Includes an optional 'Normalize' mode. When enabled, the indicator calculates the Linear Regression on logarithmic data. Mathematically, this transforms the baseline into an **Exponential Regression Curve**, making it ideal for analyzing assets with compounding growth characteristics (constant percentage trend). 4. **Full Divergence Suite (Class A, B, C):** The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the Z-Score: - Regular (A): Signals potential trend exhaustion and reversals. - Hidden (B): Signals potential trend continuations during pullbacks. - Exaggerated (C): Signals weakness at double tops/bottoms. 5. **Divergence Filtering and Visualization:** - **Price Tolerance Filter:** Divergence detection is enhanced with a percentage-based price tolerance (`pivPrcTol`) to filter out insignificant market noise, leading to more robust signals. - **Persistent Visualization:** Divergence markers are plotted for the entire duration of the signal and are visually anchored to the oscillator level of the confirming pivot. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library 6. **Note on Confirmation (Lag):** Divergence signals rely on a pivot confirmation method to ensure they do not repaint. - The **Start** of a divergence is only detected *after* the confirming pivot is fully formed (a delay based on `Pivot Right Bars`). - The **End** of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). 7. **Multi-Timeframe (MTF) Capability:** - **MTF Calculation:** The Z-Score line *itself* can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Divergence detection engine (`pivDiv`) is designed for the active timeframe. Using it in MTF mode is not recommended as step-data can lead to inaccurate pivot detection. 8. **Integrated Alerts:** Includes a comprehensive set of built-in alerts for the Z-Score crossing the neutral line, the configured Threshold levels, and the start/end of all divergence types. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Vietnamese Stock: Discount Linear Regression Liquidity Grab The Discount Linear Regression Liquidity Grab is a sophisticated technical analysis tool that combines statistical trend analysis with Premium/Discount Zone and Price Action logic. Unlike standard Linear Regression Channels that repaint or stretch indefinitely, this indicator is dynamic: it automatically detects volatility breakouts to "reset" the channel, creating distinct market "Sections." This tool is designed to help traders identify trend exhaustion, fair value gaps (FVGs), and high-probability reversal or continuation zones using two distinct built-in strategies. Key Features 1. Dynamic Channel Resets The core engine calculates a Linear Regression Channel based on a Pearson R coefficient and Deviation multipliers. - How it works: When price breaks out of the Upper or Lower Deviation bands, the script recognizes a shift in momentum. It "locks" the previous channel and begins calculating a new one from the breakout point. - Benefit: This creates a historical map of market structure, showing you exactly where previous trends began and ended. 2. Smart Money Concepts (SMC) Integration For every completed section (channel), the indicator automatically highlights: Highest High & Lowest Low Boxes: Identifies the structural range of the previous move. - Gaps & FVGs: Automatically draws boxes for Fair Value Gaps and Price Gaps within the channel, acting as potential magnets for price. 3. The Discount Zone (New Feature) The indicator projects a Discount Area (Red Box) from the previous section's midline down to its lowest low. - Logic: This box represents the "Discount" pricing relative to the previous move. - Behavior: The box extends to the right until price successfully "grabs liquidity" (closes below the midline/red line). Once the grab occurs, the box stops extending, marking that the liquidity event is complete. Built-In Strategies This indicator includes two automated strategy signals based on the interaction between current price and historical sections. Strategy 1: Breakout & Retest (Trend Continuation) This strategy looks for a classic resistance-turned-support setup. - Breakout: Price closes above the Highest High of a previous section (Triangle Up). - Retest: Price pulls back and closes at or below that breakout level (Triangle Down). - Confirmation: Price breaks above the high of the initial breakout candle (Green Background). Strategy 2: Midline Reclaim (Mean Reversion / Discount Buy) This strategy focuses on buying from the "Discount" zone. - Liquidity Grab: Price drops below the Midline (Red Line) of a previous section, entering the Discount Zone. - Reclaim: Price closes back above the Midline, signaling that the dip was bought up. Signal: A Diamond shape and Teal Background appear. How to Use - Trend Trading: Use the Dynamic Channels to visualize the current slope. If the channel is angling up, look for long setups. - Confluence: Use the Discount Zones and FVG boxes as areas of interest. If price enters a Red Discount Box and forms a reversal pattern, it is a high-probability entry. - Stop Loss Placement: The Lowest Low boxes of previous sections serve as excellent invalidation points for long positions. Alerts The indicator comes with pre-configured alerts for: - Strategy 1 Confirmation. - Strategy 2 Midline Reclaim. - New Channel Formation (Trend Reset). - Liquidity Grab Events.

Indicator

Advanced Linear Regression Pro [PointAlgo]Advanced Linear Regression Pro is an open-source tool designed to visualize market structure using linear regression, volatility bands, and optional volume-weighted calculations. The indicator expands the concept of regression channels by adding higher-timeframe confluence, slope analysis, imbalance detection, and breakout highlighting. Key Features • Volume-Weighted Regression Weights the regression curve based on volume to highlight periods of strong participation. • Dynamic Standard-Deviation Bands Upper and lower bands are derived from volatility to help visualize potential expansion or contraction zones. • Multi-Timeframe (MTF) Regression Plots higher-timeframe regression lines and bands for additional trend context. • Slope Strength Analysis Helps identify whether the current regression slope is trending upward, downward, or in a neutral range. • Order Flow Imbalance Detection Highlights bars where price and volume move unusually fast, which may indicate liquidity voids or imbalance zones. • Breakout Markers Shows simple visual markers when the price closes beyond volatility bands with volume confirmation. These are visual signals only, not trading signals. How to Use This indicator is meant for visual market analysis, such as: Observing trend direction through regression slope Spotting volatility expansions Comparing price against higher-timeframe regression structure Identifying areas where price moves rapidly with volume It can be used on any market or timeframe. No part of this script is intended as financial advice or a complete trading system.

Indicator

Pulse RSI | Lyro RS Pulse RSI | Lyro RS The Pulse RSI is a momentum oscillator that enhances the traditional RSI by incorporating volume-weighted price and linear regression. It generates multiple trading signals, including trend shifts, overbought/oversold conditions, and custom threshold levels. By integrating both price and volume into its calculation, Pulse RSI is more robust and responsive than the standard RSI. This helps you identify trends faster, spot potential reversals sooner, and set up custom alerts based on your own strategy. Key Features Four Signal Types: Type 1 (Trend): Triggers when the indicator's current value crosses its previous value, highlighting short-term momentum shifts. Type 2 (Midline Trend): The classic midline cross. A bullish bias is indicated above 50, while a bearish bias is indicated below 50. Type 3 (Overbought/Oversold): Flags potential reversal zones, suggesting where buying or selling opportunities may emerge. Type 4 (Custom Thresholds): This type lets you define your own threshold levels. Instead of following a trend, use it to mark your specific conditions for a reversal. For example, set a long reversal at a low level (e.g., 5) for an early buy signal, or a short reversal at a high level (e.g., 80) for an early sell signal. Calculation Method: The indicator uses a volume-weighted price (Close * High * Low) and applies linear regression to smooth the data. This creates a unique and more stable oscillator, avoiding the chaotic movement seen in others. Color System: Choose from multiple color themes like Classic, Mystic, Accented, and Royal, or create your own custom colors for bullish and bearish signals. Visual Plotting: Features a clear plot with a glow effect, a midline, adjustable threshold lines, and shapes/labels to mark long/short and overbought/oversold signals. Alerts: Instant alerts are available for every signal type, which you can quickly enable based on your trading conditions. How It Works: Core Calculation The indicator calculates a volume-weighted price using (Close * High * Low) multiplied by the absolute volume. This value is then smoothed with linear regression and converted into an oscillator, normalized to a 0-100 scale. Trading Logic: Bullish Signals: Trigger when the main plot line crosses above a key level—be it the previous value, the 50 midline, or a custom threshold. Bearish Signals: Trigger when the main plot line crosses below a key level. Visual Logic: The system displays a main plot line, colors candles, and plots signal shapes, all customizable through a variety of color schemes. Practical Use Trend Confirmation (Types 1 & 2): Use Type 1 for early momentum shifts and Type 2 to confirm the overall trend direction. Reversals (Type 3): Consider long entries when oversold signals fire, suggesting an asset is undervalued. Look for exits at overbought signals, which suggest a potential downward reversal. Custom Thresholds (Type 4): Set tight thresholds to catch early trends and reversals. Be aware that more sensitive settings may also increase false positives. Customization: Adjust the Length: A higher setting makes the indicator more suited for long-term trends, while a lower setting makes it more sensitive for short-term moves. Enable/Disable Signals: Turn the four signal types on or off to match your trading style. Set Your Levels: Fully adjustable thresholds for Type 4 long/short conditions. Choose Your Colors: Select from a variety of color schemes for all bullish and bearish elements. ⚠️ Disclaimer This indicator is a tool for technical analysis and does not guarantee results. It should be used alongside other analysis methods and solid risk management practices. The creators are not responsible for any financial decisions made based on its signals.

Indicator

Volume Weighted Volatility Regime The Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components. Key Features: Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state: +3 (Strong Bull Trend): High directional, upward volatility. +2 (Choppy Bull): Moderate upward trend with noise. +1 (Quiet Bull): Low volatility, slight upward drift. 0 (Neutral): No clear directional bias. -1 (Quiet Bear): Low volatility, slight downward drift. -2 (Choppy Bear): Moderate downward trend with noise. -3 (Strong Bear Trend): High directional, downward volatility. Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'. Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously: Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character. Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations. Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted Intra Bar LR Standard Deviation This indicator analyzes market character by providing a detailed view of volatility. It applies a Linear Regression model to intra-bar price action, dissecting the total volatility of each bar into three distinct components. Key Features: Three-Component Volatility Decomposition: By analyzing a lower timeframe ('Intra-Bar Timeframe'), the indicator separates each bar's volatility into: Trend Volatility (Green/Red): Volatility explained by the intra-bar linear regression slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the intra-bar trendline (Mean-Reversion). Within-Bar Volatility (Blue): Volatility derived from the range of each intra-bar candle (Noise/Choppiness). Layered Column Visualization: The indicator plots these components as a layered column chart. The size of each colored layer visually represents the dominance of each volatility character. Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as the column height, showing the absolute magnitude of volatility and the contribution of each component. Normalized Mode: Displays the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of Trend, Residual, and Noise. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Analysis: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. Caution! Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted LR Standard Deviation This indicator analyzes market character by decomposing total volatility into three distinct, interpretable components based on a Linear Regression model. Key Features: Three-Component Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates volatility based on the selected Source (dies führt hauptsächlich zu 'Trend'- und 'Residual'-Volatilität). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This separates volatility into: Trend Volatility (Green/Red): Volatility explained by the regression's slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the regression line (Mean-Reversion). Within-Bar Volatility (Blue): Volatility from the high-low range of each bar (Noise/Choppiness). Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as a stacked area chart, partitioned by the variance ratio of the three components. Normalized Mode: Displays the direct variance ratio (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. Calculation Options: Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space), making the analysis suitable for growth assets. Volume Weighting: An option (Volume weighted) applies volume weighting to all regression and volatility calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted Linear Regression Band The Volume-Weighted Linear Regression Band (VWLRBd) is a volatility channel that uses a Linear Regression line as its dynamic baseline. Its primary feature is the decomposition of total volatility into two distinct components, visualized as layered bands. Key Features: Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): The indicator functions as a standard (Volume-Weighted) Linear Regression Channel. It plots a single set of bands based on the standard deviation of the residuals (the error between the Source price and the regression line). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Regression Baseline (Linear / Exponential): The central line is a (Volume-Weighted) Linear Regression curve. An optional 'Normalize' mode performs all calculations in logarithmic space, transforming the baseline into an Exponential Regression Curve and the bands into constant percentage deviations, suitable for analyzing growth assets. Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the regression baseline and the volatility decomposition, giving more influence to high-participation bars. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central regression line and the outermost calculated volatility band. DISCLAIM_ For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Volume Weighted Linear Regression Channel This indicator plots a dynamic channel around a Linear Regression trendline. It provides a framework for identifying the prevailing trend and assessing price extremes based on volatility. Key Features: Linear Regression Baseline: The channel's centerline is a (Volume-Weighted) Linear Regression line. This line represents the 'best fit' for the recent price action, serving as a responsive baseline for the trend. Volatility Decomposition: The indicator's primary feature is its ability to decompose volatility, controlled by the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates a standard linear regression channel. The bands represent the standard deviation of the residuals (the error) between the Source price and the regression line. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the linear regression and the volatility decomposition, giving more influence to high-participation bars. Trend Projection: The calculated channel is plotted as a projection, which can be extended forward (Extend Forward) and backward (Extend Backward) in time to provide a visual guide for potential support and resistance. Integrated Alerts: Includes a full set of built-in alerts for the Source price crossing over or under the calculated upper band, lower band, and the central regression line. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Indicator

by AustrianTradingMachine

Squeeze Momentum Regression Clouds [SciQua]╭──────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ☁️ Squeeze Momentum Regression Clouds ╰──────────────────────────────────────────────╯ 🔍 Overview The Squeeze Momentum Regression Clouds (SMRC) indicator is a powerful visual tool for identifying price compression , trend strength , and slope momentum using multiple layers of linear regression Clouds. Designed to extend the classic squeeze framework, this indicator captures the behavior of price through dynamic slope detection, percentile-based spread analytics, and an optional UI for trend inspection — across up to four customizable regression Clouds . ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ⚙️ Core Features ╰────────────────╯ Up to 4 Regression Clouds – Each Cloud is created from a top and bottom linear regression line over a configurable lookback window. Slope Detection Engine – Identifies whether each band is rising, falling, or flat based on slope-to-ATR thresholds. Spread Compression Heatmap – Highlights compressed zones using yellow intensity, derived from historical spread analysis. Composite Trend Scoring – Aggregates directional signals from each Cloud using your chosen weighting model. Color-Coded Candles – Optional candle coloring reflects the real-time composite score. UI Table – A toggleable info table shows slopes, compression levels, percentile ranks, and direction scores for each Cloud. Gradient Cloud Styling – Apply gradient coloring from Cloud 1 to Cloud 4 for visual slope intensity. Weight Aggregation Options – Use equal weighting, inverse-length weighting, or max pooling across Clouds to determine composite trend strength. ──────────────────────────────────────────────────────────── ╭──────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 🧪 How to Use the Indicator ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ 1. Understand Trend Bias with Cloud Colors ╰──────────────────────────────────────────╯ Each Cloud changes color based on its current slope: Green indicates a rising trend. Red indicates a falling trend. Gray indicates a flat slope — often seen during chop or transitions. Cloud 1 typically reflects short-term structure, while Cloud 4 represents long-term directional bias. Watch for multi-Cloud alignment — when all Clouds are green or red, the trend is strong. Divergence among Clouds often signals a potential shift. ──────────────────────────────────────────────────────────── ╭───────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ 2. Use Compression Heat to Anticipate Breakouts ╰───────────────────────────────────────────────╯ The space between each Cloud’s top and bottom regression lines is measured, normalized, and analyzed over time. When this spread tightens relative to its history, the script highlights the band with a yellow compression glow . This visual cue helps identify squeeze zones before volatility expands. If you see compression paired with a changing slope color (e.g., gray to green), this may indicate an impending breakout. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ 3. Leverage the Optional Table UI ╰─────────────────────────────────╯ The indicator includes a dynamic, floating table that displays real-time metrics per Cloud. These include: Slope direction and value , with historical Min/Max reference. Top and Bottom percentile ranks , showing how price sits within the Cloud range. Current spread width , compared to its historical norms. Composite score , which blends trend, slope, and compression for that Cloud. You can customize the table’s position, theme, transparency, and whether to show a combined summary score in the header. ──────────────────────────────────────────────────────────── ╭─────────────────────────────────────────────╮ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎‎ ‎‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ 4. Analyze Candle Color for Composite Signals ╰─────────────────────────────────────────────╯ When enabled, the indicator colors candles based on a weighted composite score. This score factors in: The signed slope of each Cloud (up, down, or flat) The percentile pressure from the top and bottom bands The degree of spread compression Expect green candles in bullish trend phases, red candles during bearish regimes, and gray candles in mixed or low-conviction zones. Candle coloring provides a visual shorthand for market conditions , useful for intraday scanning or historical backtesting. ──────────────────────────────────────────────────────────── ╭────────────────────────╮ ‎ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ 🧰 Configuration Guidance ╰────────────────────────╯ To tailor the indicator to your strategy: Use Cloud lengths like 21, 34, 55, and 89 for a balanced multi-timeframe view. Adjust the slope threshold (default 0.05) to control how sensitive the trend coloring is. Set the spread floor (e.g., 0.15) to tune when compression is detected and visualized. Choose your weighting style : Inverse Length (favor faster bands), Equal, or Max Pooling (most aggressive). Set composite weights to emphasize trend slope, percentile bias, or compression—depending on your market edge. ──────────────────────────────────────────────────────────── ╭────────────────╮ ‎ ‎ ‎ ‎‎ ‎‎‎ ‎ ‎ ‎ ✅ Best Practices ╰────────────────╯ Use aligned Cloud colors across all bands to confirm trend conviction. Combine slope direction with compression glow for early breakout entry setups. In choppy markets, watch for Clouds 1 and 2 turning flat while Clouds 3 and 4 remain directional — a sign of potential trend exhaustion or consolidation. Keep the table enabled during backtesting to manually evaluate how each Cloud behaved during price turns and consolidations. ──────────────────────────────────────────────────────────── ╭───────────────────────╮ ‎ ‎ ‎ ‎‎ ‎ ‎ ‎‎ ‎‎ ‎ 📌 License & Usage Terms ╰───────────────────────╯ This script is provided under the Creative Commons Attribution-NonCommercial 4.0 International License . ✅ You are allowed to: Use this script for personal or educational purposes Study, learn, and adapt it for your own non-commercial strategies ❌ You are not allowed to: Resell or redistribute the script without permission Use it inside any paid product or service Republish without giving clear attribution to the original author For commercial licensing , private customization, or collaborations, please contact Joshua Danford directly.

Indicator

by JoshuaDanford

BERLIN-MAX 1V.5 BERLIN-MAX 1V.5 is a comprehensive trading indicator designed for PulseWire that combines multiple advanced strategies and tools. It integrates EMA crossover signals, UT Bot logic with ATR-based trailing stops, customizable stop-loss and target multipliers per timeframe, Hull Moving Averages with color-coded trends, linear regression channels for support and resistance, and a multi-timeframe RSI and volume signal table. This script aims to provide clear entry and exit signals for scalping and swing trading, enhancing decision-making across different market conditions.

Indicator

Adaptive Market Profile – Auto Detect & Dynamic Activity Zones Adaptive Market Profile is an advanced indicator that automatically detects and displays the most relevant trend channel and market profile for any asset and timeframe. Unlike standard regression channel tools, this script uses a fully adaptive approach to identify the optimal period, providing you with the channel that best fits the current market dynamics. The calculation is based on maximizing the statistical significance of the trend using Pearson’s R coefficient, ensuring that the most relevant trend is always selected. Within the selected channel, the indicator generates a dynamic market profile, breaking the price range into configurable zones and displaying the most active areas based on volume or the number of touches. This allows you to instantly identify high-activity price levels and potential support/resistance zones. The “most active lines” are plotted in real-time and always stay parallel to the channel, dynamically adapting to market structure. Key features: - Automatic detection of the optimal regression period: The script scans a wide range of lengths and selects the channel that statistically represents the strongest trend. - Dynamic market profile: Visualizes the distribution of volume or price touches inside the trend channel, with customizable section count. - Most active zones: Highlights the most traded or touched price levels as dynamic, parallel lines for precise support/resistance reading. - Manual override: Optionally, users can select their own channel period for full control. - Supports both linear and logarithmic charts: Simple toggle to match your chart scaling. Use cases: - Trend following and channel trading strategies. - Quick identification of dynamic support/resistance and liquidity zones. - Objective selection of the most statistically significant trend channel, without manual guesswork. - Suitable for all assets and timeframes (crypto, stocks, forex, futures). Originality: This script goes beyond basic regression channels by integrating dynamic profile analysis and fully adaptive period detection, offering a comprehensive tool for modern technical analysts. The combination of trend detection, market profile, and activity zone mapping is unique and not available in PulseWire built-ins. Instructions: Add Adaptive Market Profile to your chart. By default, the script automatically detects the optimal channel period and displays the corresponding regression channel with dynamic profile and activity zones. If you prefer manual control, disable “Auto trend channel period” and set your preferred period. Adjust profile settings as needed for your asset and timeframe. For questions, suggestions, or further customization, contact Julien Eche (@Julien_Eche) directly on PulseWire.

Indicator

Dynamic S/R System - Pivot + Channel Dynamic S/R System - Pivot + Channel A comprehensive Support & Resistance indicator combining dual methodologies for institutional-grade price level analysis 📊 CORE FEATURES Dual Detection System • Pivot-Based Levels - Historical turning points with intelligent touch counting • Dynamic Channel S/R - Trend-aware linear regression boundaries • Smart Level Management - Auto-merges similar levels, removes weak/outdated ones Volume Integration • Multi-timeframe volume analysis using EMA oscillator and spike detection • Volume confirmation for all breakout signals to filter false moves • Real-time volume status (Normal/High/Spike) in live information panel Intelligent Touch Counting • Automatic level validation through touch frequency analysis • Strength classification with visual differentiation (colors/thickness) • Level labels showing exact touch count (S3, R5, etc.) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎨 VISUAL ELEMENTS Line System Solid Lines: Pivot-based S/R levels Dashed Lines: Dynamic channel boundaries Color Coding: • 🔵 Blue/🔴 Red: Standard support/resistance • 🟠 Orange: Strong levels (multiple touches) • 🟣 Purple: Channel S/R levels Signal Labels • "B" - Pivot S/R breakout with volume confirmation • "CB" - Channel boundary breakout • "Bull/Bear Wick" - False breakout detection (wick rejections) Information Panel Real-time analysis displays: • Total resistance/support levels detected • Closest S/R levels to current price • Volume status and position relative to levels • Current market position assessment ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✅ KEY ADVANTAGES Multi-Method Validation Combines historical pivot analysis with dynamic trend channels for comprehensive market view False Breakout Protection • Volume confirmation requirements • Wick analysis to identify failed attempts • Multiple validation criteria before signal generation Adaptive Level Management • Automatically updates as new pivots form • Removes outdated/weak levels • Maintains clean, relevant level display Institutional-Grade Analysis • Touch counting reveals institutional respect levels • Volume integration shows smart money activity • Strength classification identifies high-probability zones ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⏰ OPTIMAL USE CASES Best Timeframes • Daily - Primary recommendation for swing trading • 4-Hour - Intraday analysis and entries • Weekly - Long-term position planning Ideal Markets • Crypto pairs (especially ETH/BTC, BTC/USD) • Forex majors with good volume data • Large-cap stocks with institutional participation Trading Applications • Entry/exit planning around key S/R levels • Breakout confirmation with volume validation • Risk management using nearest S/R for stops • Trend analysis through channel dynamics ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ CONFIGURATION GUIDELINES Conservative Setup (Higher Confidence) Min Pivot Strength: 3-4 Volume Threshold: 25-30% Max Levels: 6-8 Aggressive Setup (More Signals) Min Pivot Strength: 2 Volume Threshold: 15-20% Max Levels: 10-12 🔔 ALERT SYSTEM Breakout Alerts • Resistance/Support breaks with volume confirmation • Channel boundary violations • Approaching strong S/R levels Advanced Notifications • Strong level approaches (within 0.5% of price) • False breakout detection • Volume spike confirmations 📈 TRADING STRATEGY GUIDE Entry Strategy 1. Wait for price to approach identified S/R level 2. Confirm with volume analysis (spike/high volume preferred) 3. Watch for wick formations indicating rejection 4. Enter on confirmed breakout with volume or bounce with rejection Risk Management • Use nearest S/R level for stop placement • Scale position size based on level strength (touch count) • Monitor volume confirmation for exit signals Market Context • Combine with higher timeframe trend analysis • Consider overall market sentiment and volatility • Use channel direction for bias confirmation Transform complex S/R analysis into actionable trading intelligence with institutional-level insights for professional trading decisions.

Indicator

by lazy_capitalist

In-depth global business and economic analysis Comprehensive trading education and market insights