EMA RSI MACD Confluence Strategy Hybrid ATR ExitA role-based confluence strategy for crypto swing trading, validated on 4H charts of liquid majors (BTC, ETH, SOL).
Why "role-based"? Most multi-indicator scripts stack three oscillators and fire when they agree — three lagging versions of the same information. Here, each component has one distinct job:
EMA (21/50) — trend regime. The master filter. Longs only while fast EMA is above slow EMA (optionally with rising slope); shorts in the mirror condition.
MACD (12/26/9) — entry trigger. A signal-line cross fires the entry, only in the direction the regime allows.
RSI (14) — confirmation and guardrail. Momentum must agree (above/below the 50 midline), and entries chasing into overbought/oversold extremes are blocked.
ATR (14) — risk engine. Stops, targets, and the trail all scale with volatility.
The hybrid exit (what makes this version different). The initial stop and take-profit are anchored to the ATR captured at entry, so the risk-per-trade sizing stays honest even when volatility expands mid-trade. The trailing stop, however, deliberately uses live ATR — it widens as volatility expands, which lets winners run in accelerating trends. In testing, freezing the trail at entry ATR destroyed the edge; adapting it restored it. Both behaviours are documented in the input tooltips.
Higher-timeframe regime filter. An optional daily-EMA filter permits longs only in a higher-TF uptrend and shorts only in a downtrend — the single biggest chop filter in testing.
Non-repainting by construction: all logic uses closed-bar values, orders process on bar close, the HTF filter requests the last closed daily bar with lookahead off, and alerts fire on bar close matching the backtest exactly.
Risk management: each trade is sized so a full stop-out loses a fixed % of equity (default 1%); a hard leverage cap (default 1.0 = none) prevents notional from exceeding equity; commission (0.05%) and slippage (2 ticks) are included so results reflect realistic costs.
Honest usage notes: this is a trend-following system — expect a low win rate with larger winners, and flat-to-negative stretches in ranging markets. It is validated on 4H; on 5m/15m, trading costs typically consume the edge. Adjust commission/slippage to your venue and forward-test before trading anything live.
Open-source so you can audit every line. Feedback welcome in the comments.
Past performance does not guarantee future results. This script is a tool, not financial advice. Strategy
Indicator
Indicator
MACD Momentum Matrix [MTF]# MACD Multi-Timeframe Confirmation — v1
A MACD confirmation tool that only signals when your chart timeframe and a
higher timeframe agree — built to demonstrate reliable, non-repainting
multi-timeframe logic.
## What it does
- Standard MACD (configurable fast/slow/signal lengths) on your chart's
timeframe
- Reads MACD trend state from a higher timeframe you choose
- Fires a confirmed signal only when both timeframes align (optional —
can be turned off to use chart-timeframe crosses alone)
- Clean triangle markers on the price chart at confirmed signals
- Live status table showing chart-timeframe state, higher-timeframe state,
and whether they're currently aligned
- Separate bullish/bearish alerts
## What it deliberately leaves out (v1 scope)
- Multiple stacked higher timeframes
- Alternate MACD variants (zero-line cross, histogram slope, etc.)
- Backtesting or strategy logic
Those become a separate "MACD Pro" build so this stays a fast, dependable
confluence tool.
## Design principles
- **Non-repainting multi-timeframe data.** Higher-timeframe MACD is pulled
with lookahead = barmerge.lookahead_off, the standard safe pattern for
MTF requests in Pine Script — no future data leaks into historical bars.
- **Confirmed on close.** Signals are based on a completed MACD line/signal
line cross, not intrabar movement.
- **Readable code.** Organized into clearly commented sections so a client
can follow exactly what triggers a signal.
## Ideal use cases
- Traders who use MACD for trend confirmation and want to filter out
lower-timeframe noise automatically
- A building block for custom strategies that need a reliable "is the
bigger picture agreeing with this move" filter
- Anyone who's been burned by repainting MTF indicators and wants one that
behaves the same live as in backtest
---
*Built by Pedro Silva — Pine Script v6 development for custom indicators,
alert systems, and backtesting tools. Open for custom work: .* fix it
MACD Momentum Matrix
MACD Momentum Matrix is a multi-timeframe momentum confirmation tool designed to filter lower-timeframe MACD signals through broader market context.
Instead of treating every MACD crossover as an actionable event, the indicator evaluates three layers:
Chart-timeframe MACD for signal timing
Completed 5-minute MACD data for immediate momentum
Completed 15-minute MACD data for directional bias
A signal appears only when the enabled momentum, trend, candle, session, and signal-management conditions agree.
How it works
Chart-timeframe trigger
The chart-timeframe MACD crossover provides the initial bullish or bearish trigger. Signals are evaluated only after the chart candle closes.
Five-minute momentum
The completed 5-minute MACD histogram determines whether immediate momentum supports the potential signal.
Three confirmation modes are available:
Directional
Directional and Strengthening
Directional or Strengthening
Fifteen-minute bias
The completed 15-minute MACD histogram provides the broader directional context. Users may optionally require that this higher-timeframe momentum is also strengthening.
Price confirmation
Optional trend filters can require price to be positioned correctly relative to:
Session VWAP
A configurable EMA
Both VWAP and EMA
Neither filter
An additional candle-direction filter can require bullish signals to close above their open and bearish signals to close below their open.
Signal management
The indicator includes controls designed to reduce clustered or repetitive signals:
Configurable cooldown between signals
One signal per momentum leg
Optional session restriction
Confirmed-close evaluation
Independent bullish and bearish alerts
These features do not predict reversals or guarantee profitable entries. They organize MACD confirmation into a more selective multi-timeframe framework.
Non-repainting higher-timeframe logic
The 5-minute and 15-minute calculations use values from completed higher-timeframe candles.
The script requests historically confirmed values using an offset expression with barmerge.lookahead_on. This prevents an unfinished higher-timeframe candle from changing the imported momentum state while the current chart candle is developing.
Signal markers are also gated by confirmed chart-bar closes.
This means historical signals are evaluated using the same completed-candle information available during live operation.
Momentum Matrix dashboard
The compact dashboard summarizes:
Chart-timeframe trigger state
Five-minute momentum state
Fifteen-minute directional bias
Current bullish or bearish context
Filter readiness
Most recent confirmed signal
The dashboard is intended to show why a setup is active, blocked, or still waiting without covering the chart with unnecessary information.
Customization
Users can configure:
MACD fast, slow, and signal lengths
Momentum and bias timeframes
Five-minute confirmation method
Fifteen-minute bias requirements
VWAP and EMA filtering
EMA length
Candle-direction confirmation
Signal cooldown
One-signal-per-leg behavior
Signal session and timezone
Marker visibility and colors
Dashboard visibility and position
Alerts
Separate alert conditions are included for:
Bullish multi-timeframe MACD confirmation
Bearish multi-timeframe MACD confirmation
Create PulseWire alerts from either condition after applying the indicator to a chart.
Recommended starting configuration
The default structure is intended primarily for short-term intraday charts:
Chart timeframe: 1 minute
Momentum timeframe: 5 minutes
Bias timeframe: 15 minutes
Trend filter: VWAP
Confirmed candle direction: Enabled
One signal per momentum leg: Enabled
Signal cooldown: 10 chart bars
These are starting values, not universal trading rules. Settings should be adjusted for the instrument, session, and trading style being evaluated.
Intended use
MACD Momentum Matrix can be used as:
An intraday momentum-confirmation tool
A filter for lower-timeframe MACD noise
A visual multi-timeframe market-state dashboard
An alert framework for discretionary traders
A foundation for custom strategy development and testing
Scope
This version does not include:
Automated order execution
Stop-loss or profit-target calculations
Position sizing
Backtesting statistics
Support and resistance detection
Reversal prediction
It is a confirmation indicator, not a complete trading system. Signals should be evaluated alongside market structure, meaningful price levels, risk management, and the user’s own tested trading plan.
Built by Pedro Silva in Pine Script v6. Available for custom indicators, alert systems, backtesting tools, and Pine Script development. Indicator
MACD Momentum Matrix [MTF]# MACD Multi-Timeframe Confirmation — v1
A MACD confirmation tool that only signals when your chart timeframe and a
higher timeframe agree — built to demonstrate reliable, non-repainting
multi-timeframe logic.
## What it does
- Standard MACD (configurable fast/slow/signal lengths) on your chart's
timeframe
- Reads MACD trend state from a higher timeframe you choose
- Fires a confirmed signal only when both timeframes align (optional —
can be turned off to use chart-timeframe crosses alone)
- Clean triangle markers on the price chart at confirmed signals
- Live status table showing chart-timeframe state, higher-timeframe state,
and whether they're currently aligned
- Separate bullish/bearish alerts
## What it deliberately leaves out (v1 scope)
- Multiple stacked higher timeframes
- Alternate MACD variants (zero-line cross, histogram slope, etc.)
- Backtesting or strategy logic
Those become a separate "MACD Pro" build so this stays a fast, dependable
confluence tool.
## Design principles
- **Non-repainting multi-timeframe data.** Higher-timeframe MACD is pulled
with `lookahead = barmerge.lookahead_off`, the standard safe pattern for
MTF requests in Pine Script — no future data leaks into historical bars.
- **Confirmed on close.** Signals are based on a completed MACD line/signal
line cross, not intrabar movement.
- **Readable code.** Organized into clearly commented sections so a client
can follow exactly what triggers a signal.
## Ideal use cases
- Traders who use MACD for trend confirmation and want to filter out
lower-timeframe noise automatically
- A building block for custom strategies that need a reliable "is the
bigger picture agreeing with this move" filter
- Anyone who's been burned by repainting MTF indicators and wants one that
behaves the same live as in backtest
---
*Built by — Pine Script v6 development for custom indicators,
alert systems, and backtesting tools. Open for custom work: .* Indicator
NOVA_FX Miracle v.3.0 IndicatorNOVA_FX Miracle v.3.0
A multi-signal trend indicator combining Smoothed Heiken Ashi trend detection, EMA-based pullback confirmation, and classic pin bar recognition — built for spotting high-probability trend-continuation and reversal entries.
How it works:
• Smoothed Heiken Ashi (SHA) — a double-smoothed Heiken Ashi trend engine that filters out noise and defines the dominant market bias (bullish/bearish).
• SHA Pullback Signals — triggers when price pulls back into the SHA zone during an established trend and reverses, confirmed by an ADX strength filter and a shadow/range filter that excludes abnormally large "outlier" candles.
• EMA Touch Signals — fires when price wicks into a sloped EMA(50) (slope measured relative to ATR, so it adapts to any instrument/timeframe) without the candle's close breaking through it, followed by a candle color reversal — a classic dynamic support/resistance bounce.
• Pin Bar Signals — standalone reversal pattern detection at the EMA, independent of the SHA state machine.
All signal types (long/short, SHA/EMA/Pin Bar) can be toggled independently in settings, along with built-in alert conditions for each.
Русский:
NOVA_FX Miracle v.3.0
Мультисигнальный трендовый индикатор, объединяющий определение тренда через сглаженный Heiken Ashi, подтверждение отката по EMA и классическое распознавание пинбаров — создан для поиска входов на продолжении тренда и на разворотах с повышенной вероятностью отработки.
Как это работает:
• Smoothed Heiken Ashi (SHA) — дважды сглаженный Heiken Ashi определяет доминирующее направление рынка (бычье/медвежье), отфильтровывая рыночный шум.
• SHA Pullback сигналы — срабатывают, когда цена откатывается в зону SHA внутри устоявшегося тренда и разворачивается, с подтверждением по силе тренда (ADX) и фильтром теней/диапазона, который исключает аномально крупные "выбросные" свечи.
• EMA Touch сигналы — появляются, когда цена тенью касается направленной EMA(50) (наклон измеряется относительно ATR, поэтому индикатор адаптируется под любой инструмент и таймфрейм), не закрываясь телом за её пределами, с последующей сменой цвета свечи — классический отбой от динамической поддержки/сопротивления.
• Pin Bar сигналы — самостоятельное распознавание разворотного паттерна у EMA, независимо от состояния SHA.
Каждый тип сигнала (лонг/шорт, SHA/EMA/Pin Bar) включается и выключается отдельно в настройках, для каждого предусмотрены свои алерты.
Indicator
Indicator
Indicator
STRX - Multi MA [Touch Detect]STRX - Multi MA is an overlay indicator that plots up to five independently configurable moving averages on the chart. Each moving average can use the chart timeframe or a selected custom timeframe through the Time Frame input, making it possible to combine local and higher-timeframe dynamic levels in a single view.
How it works
The script calculates up to five moving averages, each with its own visibility, length, type, color, touch marker setting, and timeframe selection. When the candle range intersects a moving average value, the script prints a small marker directly on that level to highlight the touch event without adding excessive visual noise to the chart.
Touch detection concept
A touch is detected when the candle’s high-low range crosses the moving average value. This marker is intended as a visual reference only: it helps identify moments when price interacts with a dynamic level, which can be useful for monitoring reactions, retests, confluence areas, or contextual confirmation.
Multi-timeframe structure
Each moving average can remain on the chart timeframe by leaving the Time Frame input empty, or it can be calculated from a custom timeframe. This allows traders to display, for example, higher-timeframe moving averages directly on lower-timeframe charts while keeping all selected averages inside the same overlay.
Inputs
Show MA: enables or disables each moving average.
Show Touch Marks: displays or hides touch markers for the selected moving average.
Length: defines the moving average period.
Type: selects the moving average method, including SMA, EMA, WMA, RMA, and VWMA.
Time Frame: uses the chart timeframe when empty, or a custom timeframe when specified.
Color: sets the display color of the moving average and its touch marker.
Use cases
This indicator can be used to monitor multiple moving averages at once, compare reactions across different dynamic levels, and keep higher-timeframe moving averages visible on lower-timeframe charts. It is designed to support chart reading and market context analysis rather than to function as a standalone entry or exit system.
Notes
Higher-timeframe values requested through the Time Frame input may update according to the source timeframe structure, so their behavior can differ from averages calculated directly on the chart timeframe. As with any analytical tool, this script should be used together with broader market structure analysis and risk management. Indicator
Venor Trend Pulse V2Short Description
A professional trend confirmation indicator designed to filter market noise, validate momentum, and identify higher-quality trading opportunities across multiple markets and timeframes.
Full Description
Venor Trend Pulse
Venor Trend Pulse is a proprietary trend confirmation indicator developed to help traders identify higher-quality market opportunities while filtering out unnecessary market noise.
Rather than reacting to every price fluctuation, the indicator evaluates multiple aspects of market behavior, including trend structure, volatility, and momentum confirmation, before generating a trading signal. By requiring several conditions to align, Venor Trend Pulse aims to reduce low-quality entries that commonly occur during ranging or indecisive markets.
The internal calculation is proprietary and intentionally remains undisclosed. However, the overall methodology is based on combining trend confirmation with adaptive market filtering to improve signal quality while maintaining timely market responsiveness.
Key Features
Trend confirmation using multiple analytical factors
Adaptive filtering to reduce market noise
Momentum validation before signal generation
Designed for discretionary trading and market analysis
Compatible with cryptocurrencies, Forex, indices, and other liquid markets
Suitable for multiple timeframes
Recommended Usage
Venor Trend Pulse is intended to be used as a confirmation tool rather than a complete trading system.
For best results, it can be combined with:
Market Structure Analysis
Support & Resistance
Volume Analysis
Risk Management
Position Sizing
Like any technical analysis tool, signals should always be evaluated within the broader market context.
Interface Translation
Chinese English
多頭 Bullish
空頭 Bearish
買進 Buy
賣出 Sell
趨勢確認 Trend Confirmation
強勢 Strong Trend
弱勢 Weak Trend
Disclaimer
This indicator is provided for educational and analytical purposes only. It does not constitute financial advice or guarantee future performance. Trading financial markets involves substantial risk. Always perform your own analysis and apply appropriate risk management before making trading decisions. Indicator
Deep Market Structure & Liquidity Matrix [Pro]================================================================================
Deep Market Structure & Liquidity Matrix
================================================================================
Welcome to the Deep Market Structure & Liquidity Matrix . This all-in-one technical indicator is designed for Smart Money Concepts (SMC) traders, price action analysts, and institutional structure followers. It cleans up market noise and delivers precise structure mapping directly on your chart.
Whether you trade Forex, Crypto, Indices, or Commodities, this tool provides clear, real-time insights into macro trends, key structural breaks, major liquidity levels, and dynamic trend channels.
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KEY FEATURES & DETAILED BREAKDOWN
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1. Smooth Glowing Trend Line (Length: 70)
Unlike standard moving averages that lag or cause frequent false flips during choppy sessions, this script incorporates a high-period smoothed trend tracking algorithm (Hull-based).
- Green Line: Confirms a sustained macro Bullish Trend.
- Red Line: Confirms a sustained macro Bearish Trend.
It filters out minor price noise and keeps your focus aligned with the dominant higher-timeframe trend direction.
2. Major ITH & ITL Badges (Intermediate Term Highs/Lows)
Identifying major structural pivots is essential for liquidity mapping.
- Red "ITH" Badge: Highlights major macro swing highs (Intermediate Term Highs) where buy-side liquidity resides.
- Green "ITL" Badge: Highlights major macro swing lows (Intermediate Term Lows) where sell-side liquidity resides.
These badges only trigger on major swing points, keeping your charts clutter-free.
3. SMC Structure Mapping (BOS & CHoCH with Offset Labels)
To eliminate visual clutter, all structure markers are placed precisely with clean vertical offsets:
- BOS (Break of Structure): Highlights structural trend continuations.
- CHoCH (Change of Character): Signals potential early trend reversals.
Labels are placed above bullish break lines and below bearish break lines to prevent candles or lines from obscuring the text.
4. Dynamic Trend Channel Engine
Automated swing-point connections generate real-time trend channels to highlight dynamic support and resistance zones. This helps traders visually identify key channel boundaries and structural slope without manual drawing clutter.
5. Live Market Structure Dashboard
Located at the top right of the chart, this live dashboard summarizes key market metrics at a glance:
- Market Trend: Live macro direction (Bullish / Bearish).
- Market Phase: Automatically detects Consolidation (Low Volatility) vs. Expansion (High Volatility) using ATR parameters.
- Volatility (ATR): Displays real-time 14-period Average True Range metrics.
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HOW TO USE THIS INDICATOR
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1. Trend Identification: Use the Glowing Trend Line to bias your trades (Long when Green, Short when Red).
2. Liquidity Zones: Monitor the Major ITH and ITL levels as key targets or reversal zones.
3. Confirmation: Look for CHoCH for trend shift signals and BOS for continuation entries aligned with the main trend.
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DISCLAIMER & HOUSE RULES COMPLIANCE
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This script is strictly created for educational and analytical purposes only. It does not provide buy/sell signals or financial advice. Trading involves substantial risk, and past structural setups do not guarantee future price action. Always apply sound risk management strategies.
Indicator
Legacy MA Set [7 MAs]Legacy MA Set is a lightweight, fully customizable Moving Average toolkit that combines 7 essential MAs into a single, clutter-free indicator.
🔹 Originality & Why This Script is Unique:
Unlike PulseWire's built-in MAs where you can only view one MA at a time, this script allows you to:
• Enable/Disable each MA independently
• Switch between EMA and SMA per MA
• Customize length, source, color, and width for each MA individually
🔹 Why This Mashup is Useful:
This combination is specifically designed for traders who want to analyze multiple timeframes at a glance — short-term momentum (SMA 7, EMA 21), intermediate trend (SMA 21, EMA 50, SMA 50), and long-term market structure (EMA 200, SMA 200) — all in one place.
🔹 Core MAs Included:
• SMA 7 – Ultra-short term momentum
• EMA 21 – Primary short-term trend
• SMA 21 – Short-term trend confirmation
• EMA 50 – Intermediate trend (commonly used by institutions)
• SMA 50 – Intermediate trend confirmation
• EMA 200 – Long-term trend / Market structure (the "Golden Cross" MA)
• SMA 200 – Long-term trend confirmation
🔹 How to Use:
1. Add the indicator to your chart.
2. Open Settings → Customize each MA's type, length, color, and width.
3. Disable MAs you don't need for a minimal setup.
4. Use EMA 200 / SMA 200 as your primary trend filter.
5. EMA 21 and SMA 21 work well for entry/exit signals.
6. SMA 7 is ideal for scalping and ultra-short-term moves.
🔹 Technical Note:
This script uses official PulseWire ta.ema() and ta.sma() functions with Smoothing = None, ensuring 100% accurate, non-repainting lines that match the built-in indicators.
Works on all markets – Crypto, Stocks, Forex, Commodities. All timeframes.
This is an original script. All logic is independently implemented using official Pine Script functions. Indicator
Smooth Live Daily EMAsThree Daily EMAs combines three independently configurable Exponential Moving Averages in a single indicator, helping keep the chart clean while tracking short-, medium-, and longer-term price trends.
The default EMA lengths are 5, 10, and 21 days, but each can be adjusted separately.
Features:
Three independently configurable EMAs
Individual length, price source, and offset settings
Shared indicator timeframe
Customizable colors and line styles
Optional smoothing for each EMA using SMA, EMA, SMMA/RMA, WMA, or VWMA
Optional SMA with Bollinger Bands for each EMA
To display daily EMAs on an intraday, daily, or weekly chart, set the indicator’s Timeframe to “1 day.” All three EMAs use the same selected timeframe.
The default 5-, 10-, and 21-day combination can help visualize short- and intermediate-term trend structure. An arrangement where the faster EMA is above the slower EMAs indicates stronger recent price momentum, while the reverse arrangement indicates weakening momentum.
This indicator is intended as a visualization and trend-analysis tool. EMA crossovers or alignment should be evaluated alongside price action, volume, market conditions, and risk management. Indicator
Indicator
Smart Money Liquidity Matrix & Session Finder==============================================================================================
SMART MONEY LIQUIDITY MATRIX & SESSION FINDER
==============================================================================================
OVERVIEW
The Smart Money Liquidity Matrix & Session Finder is a lightweight, high-precision technical mapping indicator designed to help traders analyze market structure, session ranges, and key supply/demand areas in real time.
By combining smooth higher-timeframe trend directional bias, automated swing structure breaks, and session liquidity windows, this tool provides a clean, clutter-free environment for contextual chart analysis.
KEY TECHNICAL FEATURES
1. ASIAN SESSION RANGE & TIMING ENGINE
• Automatically tracks and marks the Asian Range boundaries (default: 20:00–00:00 NY time).
• Defines a clear trading session execution window (default: 00:00–03:00 NY time) to analyze session breakouts and liquidity sweeps.
2. DYNAMIC SMOOTHED TREND DIRECTION
• Utilizes a double-smoothed moving average filter to plot a clean, adaptive trend line.
• Eliminates false color flips during minor pullbacks, staying Green during bullish momentum and Red during bearish trends.
3. STRUCTURE BREAK MAPPING (BOS & CHoCH)
• Automatically identifies major market structure pivots and plots clean horizontal level lines.
• Features centered text labels for Break of Structure (BOS) and Change of Character (CHoCH) to maintain clean horizontal visualization.
4. BREAKER BLOCK STYLE ZONES
• Maps key dynamic Support and Resistance areas directly around pivot wicks and bodies.
• Features clean, right-aligned inside box text labels identifying major Reversal and Support/Resistance boundaries.
INDICATOR SETTINGS & INPUTS EXPLAINED
1. SESSION & TIMEZONE SETTINGS
• NY Timezone: Configures the base exchange time standard for accurate session calculation.
• Range Window: Defines the exact session hours used to calculate initial liquidity range high/low.
• Trade Window: Sets the active session hours where breakout evaluation is active.
2. SIGNAL & ENTRY CONFIGURATION
• Show Buy / Sell Signals: Toggle display for session breakout and FVG confirmation labels.
• Only 1 Trade Per Day: Limits signal generation to a single daily execution setup to prevent over-analysis.
• Signal Padding: Adjusts the vertical offset (in ticks) for signal labels relative to candle highs/lows.
3. MAJOR SMOOTH TREND LINE
• Smooth Trend Length: Adjusts the baseline length of the trend-following moving average (Higher values smooth out short-term market noise).
4. PROFESSIONAL STRUCTURE (BOS / CHoCH)
• Major Swing Sensitivity: Controls pivot lookback period for detecting major structural breaks (Higher values focus only on higher-timeframe swings).
5. BREAKER BLOCK ZONES
• Zone Sensitivity: Controls the lookback depth for active Support and Resistance breaker zones.
HOW TO USE IN YOUR ANALYSIS
• Trend Bias: Use the smooth dynamic trend line to align your trades with the primary market direction
( Green = Bullish Bias, Red = Bearish Bias).
• Session Liquidity: Observe price behavior relative to the Asian Session High/Low levels during the active trade window.
• Breaker Zones: Dynamic Resistance boxes indicate potential supply/reversal areas, while Support boxes highlight potential demand/bounce levels.
• Structure Confirmation: Use BOS and CHoCH signals to confirm structural trend continuations or shifts.
DISCLAIMER
This technical indicator is provided strictly for educational and chart analysis purposes. It does not constitute financial or investment advice. Past performance is not indicative of future results. Always manage risk responsibly.
==============================================================================================
Indicator
Daily Moving Averages Any TFThis indicator displays the Daily 9 EMA, 21 EMA, 50 EMA, and 200 SMA on any timeframe, allowing you to see the most important daily trend levels while executing trades on your preferred timeframe. Whether you are trading the 1-minute, 5-minute, 15-minute, hourly, or any other chart, the indicator automatically keeps the daily moving averages visible.
Use the Daily moving averages to identify overall trend direction, momentum, potential pullback zones, dynamic support and resistance, and higher-timeframe confluence. By combining the Daily 9, 21, 50 EMAs and 200 SMA with your own price action, chart patterns, breakouts, and trading strategy, you can maintain a clear view of the bigger picture while focusing on short-term execution. Indicator
TRADION Multi Trend EngineTRADION Multi Trend Engine
TRADION Multi Trend Engine is a multi-layer trend-following indicator designed to measure the overall market direction and trend strength by combining multiple trend analysis methods into a single consensus-based system.
The indicator evaluates Classic Trend Structure, Linear Regression, Logarithmic Trend, SuperTrend, and Hull Moving Average simultaneously. Each enabled method contributes bullish or bearish signals, which are combined into an overall trend consensus.
Trend Analysis Methods
Classic Trend
Analyzes price structure using confirmed pivot highs and pivot lows.
Higher lows indicate a bullish trend.
Lower highs indicate a bearish trend.
Confirmed structures are displayed as dynamic trend lines on the chart.
Linear Regression
Calculates the linear price trend over the selected period.
In addition to the regression line, the indicator plots upper and lower deviation bands based on the standard deviation.
Price above a rising regression line indicates a bullish trend.
Price below a falling regression line indicates a bearish trend.
Logarithmic Trend
Evaluates price movements using a logarithmic scale, providing a more balanced trend analysis, especially for long-term charts or assets with significant percentage price changes.
SuperTrend
Uses ATR-based volatility calculations to determine the primary market trend.
Green SuperTrend: Bullish trend
Red SuperTrend: Bearish trend
Hull Trend
Uses the Hull Moving Average to identify market direction with reduced lag.
Rising Hull MA with price above the average indicates a bullish trend.
Falling Hull MA with price below the average indicates a bearish trend.
Consensus Scoring System
Each enabled trend method independently contributes either a bullish or bearish score.
The indicator calculates an overall consensus and classifies the market into one of the following conditions:
STRONG BUY – Bullish consensus of 80% or higher
BUY – Bullish consensus between 60% and 79%
READY BUY – Bullish consensus between 50% and 59%
STRONG SELL – Bearish consensus of 80% or higher
SELL – Bearish consensus between 60% and 79%
READY SELL – Bearish consensus between 50% and 59%
WAIT – No clear directional consensus
The dashboard located in the upper-right corner displays the Bull Score, Bear Score, and the current status of every active trend method.
Buy & Sell Signals
The BUY and SELL labels are generated when both the Linear Regression and Logarithmic Trend confirm the same directional breakout.
BUY Signal
Generated when price moves above both the Linear Regression line and the Logarithmic Trend line for the first time.
SELL Signal
Generated when price moves below both the Linear Regression line and the Logarithmic Trend line for the first time.
Signals are generated only on the initial breakout. As long as price remains within the same trend region, no additional labels are created.
Dashboard
The built-in dashboard displays:
Overall Trend Status
Bull Score
Bear Score
Classic Trend Direction
Linear Regression Direction
Logarithmic Trend Direction
SuperTrend Direction
Hull Trend Direction
The dashboard supports a compact mobile mode, and both text and background colors can be customized.
Alert Conditions
The indicator includes the following alert conditions:
TRADION Strong Buy
TRADION Strong Sell
TRADION Buy
TRADION Sell
To reduce temporary intrabar signals, it is recommended to configure PulseWire alerts using the "Once Per Bar Close" option.
Recommended Usage
TRADION Multi Trend Engine is designed as a trend confirmation and market analysis tool, rather than a standalone automated trading system.
For better decision-making, signals should be combined with:
Support and Resistance
Volume Analysis
Market Structure
Momentum Analysis
Proper Risk Management
Lower timeframes may produce more market noise and a higher number of signals, while medium and higher timeframes generally provide more reliable trend identification.
Technical Note
The Classic Trend module is based on confirmed pivot highs and lows. Since pivot confirmation requires future bars, trend lines are plotted only after the selected pivot sensitivity has been confirmed.
Disclaimer
This indicator is intended for technical analysis and educational purposes only. It does not provide financial or investment advice and should not be interpreted as a recommendation to buy or sell any financial instrument.
Past performance does not guarantee future results. Always conduct your own analysis and apply appropriate risk management, position sizing, and stop-loss strategies before making trading decisions.
Indicator
EMA + RSI + Stochastic SignalEMA + RSI + Stochastic Signal (Graded Confluence)
Overview
This indicator combines a multi-EMA trend framework, RSI momentum, and a Stochastic crossover trigger into a single, graded signal system. Instead of just firing a triangle, every signal is scored A / B / C based on how much confluence lines up behind it — and a hover tooltip shows you exactly which conditions passed or failed. Optional Heikin-Ashi smoothing helps filter noise.
How signals are generated
A BUY requires all three core conditions:
Price breaks above the EMA High band
RSI > 50 (bullish momentum)
Stochastic %K crosses up (and is not yet overbought)
A SELL is the mirror image:
Price breaks below the EMA Low band
RSI < 50 (bearish momentum)
Stochastic %K crosses down (and is not yet oversold)
Confluence grading
Once a core signal fires, three extra factors are checked to grade signal quality:
EMA trend stack (EMA1 > EMA2 > EMA3 for longs, inverse for shorts)
Volume surge vs its moving average
2nd-candle confirmation in the signal's direction
Grade: A = all 3 confirmed (full confluence), B = 2 (partial), C = 1 or fewer (weak). Hover any signal label to see the full ✓/✗ checklist.
On-chart tools
Graded BUY/SELL labels with detailed hover tooltips
Live info table (RSI, %K, %D, Stoch cross status, current signal) — position selectable
Signal background highlighting
Optional Heikin-Ashi candle overlay
Alerts
Dynamic alert() calls deliver the full breakdown — ticker, price, timeframe, grade, and the pass/fail checklist — straight to your pop-up/webhook. Classic alertcondition() BUY/SELL alerts are also included. To use the detailed version, create an alert and choose "Any alert() function call."
Settings
EMA lengths & colors (trend + High/Low bands)
RSI length and source
Stochastic %K/%D/smoothing and OB/OS levels
Heikin-Ashi toggle & display
Volume MA length and surge multiplier
Table location
Notes
This is an analysis/education tool, not financial advice. Signals repaint intra-bar; wait for bar close for confirmation, and always combine with your own risk management. Best used with trend and higher-timeframe context. Indicator
[Kpt-Ahab] Moving Average Simple AlgoPilotImportant Notice and Risk Warning
The published settings were selected exclusively based on historical data for the asset and timeframe shown.
The displayed result may be random or over-optimized and cannot automatically be transferred to other assets, timeframes, or future market conditions. Even with the presented settings, the strategy may cause significant losses at any time, including the complete loss of the allocated strategy capital.
This script is intended exclusively for analysis and testing purposes. It does not constitute investment advice or a trading recommendation.
Description
This script uses reused and adapted code components from ** Auto RiskManagement & Backtest System 2.1b** and the ** Moving Average Alarm Output **.
These components have been combined into a standalone strategy that integrates moving-average signals with position management, risk management, and backtesting functions.
How It Works
The strategy uses two freely configurable moving averages. **SMA, EMA, WMA, VWMA, or HMA** can be selected independently for the short and long moving averages.
A long signal is generated when the short moving average crosses above the long moving average. A short signal is generated when the short moving average crosses below the long moving average.
The moving averages are displayed directly on the chart. An additional colored area visualizes the position of the price relative to the long moving average. Its intensity changes according to the distance between the two moving averages.
Position and Risk Management
The script supports, among other features:
* Long and short positions
* Fixed or trailing stop-loss levels
* Multiple partial profit targets
* A final profit target
* Breakeven after the first profit target
* Optional additional entries
* Drawdown and losing-trade limits
* Internal or external trading signals
* Different position-sizing methods
Additional entries and simulated leverage may significantly increase the risk of loss.
Backtest Limitations
Strategy Tester results are based exclusively on historical market data. Real-world results may differ significantly due to commissions, spreads, slippage, liquidity, price gaps, and execution delays.
Past performance is not a reliable indication of future results.
Signals During an Open Position
The **Open Position Signals** setting determines how new signals are handled while a position is already open:
* **Wait-End-Deal:** All new moving-average signals are ignored until the current position has been closed by a profit target, stop-loss, or another protective function.
* **Wait-Reversal:** An opposing moving-average signal may close the currently open position.
With **Wait-Reversal**, a sell signal closes a long position, while a buy signal closes a short position. The opposing signal does not automatically open a new position during the same step.
Price-based additional entries remain independent of this setting and may still be executed when enabled.
Stop-Loss, Trailing Stop, Breakeven, and Liquidation Line
The strategy supports both a fixed stop-loss and a trailing stop. The selected percentage represents the direct price distance from the average entry price and is not automatically adjusted by the simulated leverage.
In **FIXED %** mode, the stop is calculated from the current average entry price. If the average entry price changes due to an additional entry, the stop is recalculated accordingly.
In **TRAILING** mode, the stop only moves in a direction that is favorable to the position. If the average entry price changes due to an additional entry, the existing trailing stop is adjusted accordingly.
The stop may optionally be moved to the average entry price after the first profit target has been reached. A stop mode must be enabled for this breakeven function to operate.
The displayed liquidation line is only an internal estimate based on the simulated position and account values. It may differ significantly from the actual liquidation calculation used by a broker or exchange.
Using External Indicators
An external numerical signal source may be used instead of the integrated moving-average signals.
The external indicator must provide a selectable plot series containing the following values:
* **+1:** Long or buy signal
* **−1:** Short or sell signal
All other values, including `na`, produce no new signal.
The external indicator must output the required numerical values through a selectable plot. This plot can then be selected under **External Source**.
How an external signal is processed while a position is already open also depends on the selected **Open Position Signals** setting.
Wichtiger Hinweis und Risikowarnung
Die veröffentlichten Einstellungen wurden ausschließlich anhand historischer Daten für das dargestellte Asset und den verwendeten Zeitrahmen gewählt.
Das Ergebnis kann zufällig oder überoptimiert sein und lässt sich nicht automatisch auf andere Assets, Zeitrahmen oder zukünftige Marktphasen übertragen. Auch mit den dargestellten Einstellungen kann die Strategie jederzeit erhebliche Verluste verursachen und das eingesetzte Strategiekapital vollständig verlieren.
Dieses Skript dient ausschließlich zu Analyse- und Testzwecken und stellt keine Anlageberatung oder Handelsempfehlung dar.
Beschreibung
Dieses Skript verwendet wiederverwendete und angepasste Codebestandteile aus ** Auto RiskManagement & Backtest System 2.1b** und dem ** Moving Average Alarm Output **.
Die Komponenten wurden zu einer eigenständigen Strategie verbunden, die Moving-Average-Signale mit Positions-, Risiko- und Backtestfunktionen kombiniert.
Funktionsweise
Die Strategie verwendet zwei frei konfigurierbare gleitende Durchschnitte. Für den kurzen und den langen Moving Average können jeweils **SMA, EMA, WMA, VWMA oder HMA** ausgewählt werden.
Ein Long-Signal entsteht, wenn der kurze Moving Average den langen Moving Average von unten nach oben kreuzt. Ein Short-Signal entsteht bei einer Kreuzung von oben nach unten.
Die Moving Averages werden direkt im Chart dargestellt. Eine zusätzliche farbliche Fläche visualisiert die Position des Kurses relativ zum langen Moving Average. Die Intensität der Darstellung verändert sich abhängig vom Abstand zwischen den beiden Moving Averages.
Positions- und Risikomanagement
Das Skript unterstützt unter anderem:
* Long- und Short-Positionen
* feste oder nachlaufende Stop-Loss-Marken
* mehrere Teilgewinnziele
* ein abschließendes Gewinnziel
* Breakeven nach dem ersten Gewinnziel
* optionale zusätzliche Einstiege
* Drawdown- und Verlustserienbegrenzungen
* interne oder externe Handelssignale
* unterschiedliche Methoden zur Bestimmung der Positionsgröße
Zusätzliche Einstiege und ein simulierter Hebel können das Verlustrisiko deutlich erhöhen.
Einschränkungen des Backtests
Die Ergebnisse des Strategietesters basieren ausschließlich auf historischen Kursdaten. Reale Ergebnisse können durch Gebühren, Spread, Slippage, Liquidität, Kurslücken und Ausführungsverzögerungen erheblich abweichen.
Vergangene Ergebnisse sind kein verlässlicher Hinweis auf zukünftige Ergebnisse.
Signale während einer offenen Position
Über **Open Position Signals** wird festgelegt, wie neue Signale während einer bereits geöffneten Position behandelt werden:
* **Wait-End-Deal:** Alle neuen Moving-Average-Signale werden ignoriert, bis die aktuelle Position durch ein Gewinnziel, einen Stop-Loss oder eine andere Schutzfunktion beendet wurde.
* **Wait-Reversal:** Ein entgegengesetztes Moving-Average-Signal kann die aktuell geöffnete Position schließen.
Bei **Wait-Reversal** schließt ein Verkaufssignal eine Long-Position und ein Kaufsignal eine Short-Position. Das entgegengesetzte Signal eröffnet dabei nicht automatisch im selben Schritt eine neue Position.
Preisbasierte zusätzliche Einstiege bleiben von dieser Auswahl unabhängig und können weiterhin ausgeführt werden, sofern sie aktiviert sind.
Stop-Loss, Trailing-Stop, Breakeven und Liquidationslinie
Die Strategie unterstützt einen festen Stop-Loss sowie einen nachlaufenden Trailing-Stop. Der eingestellte Prozentwert beschreibt den direkten Kursabstand zum durchschnittlichen Einstiegspreis und wird nicht automatisch durch den simulierten Hebel verändert.
Im Modus **FIXED %** wird der Stop anhand des aktuellen durchschnittlichen Einstiegspreises berechnet. Verändert sich dieser durch einen zusätzlichen Einstieg, wird auch der Stop neu berechnet.
Im Modus **TRAILING** wird der Stop nur in eine für die Position günstigere Richtung nachgezogen. Verändert sich der durchschnittliche Einstiegspreis durch einen zusätzlichen Einstieg, wird der bestehende Trailing-Stop entsprechend angepasst.
Optional kann der Stop nach dem Erreichen des ersten Gewinnziels auf den durchschnittlichen Einstiegspreis verschoben werden. Für diese Breakeven-Funktion muss ein Stop-Modus aktiviert sein.
Die angezeigte Liquidationslinie ist lediglich eine interne Schätzung auf Basis der simulierten Positions- und Kontowerte. Sie kann deutlich von der tatsächlichen Liquidationsberechnung eines Brokers oder einer Börse abweichen.
Verwendung externer Indikatoren
Anstelle der integrierten Moving-Average-Signale kann eine externe numerische Signalquelle verwendet werden.
Der externe Indikator muss eine auswählbare Plot-Serie mit den folgenden Werten bereitstellen:
* **+1:** Long- beziehungsweise Kaufsignal
* **−1:** Short- beziehungsweise Verkaufssignal
Bei allen anderen Werten oder bei `na` wird kein neues Signal ausgelöst.
Der externe Indikator muss die benötigten Zahlenwerte direkt über einen auswählbaren Plot ausgeben. Dieser Plot kann anschließend unter **External Source** ausgewählt werden.
Wie ein externes Signal während einer bereits geöffneten Position verarbeitet wird, hängt zusätzlich von der gewählten Einstellung unter **Open Position Signals** ab.
Strategy
Multi-EMA Suite with Margin LabelsOverview
This indicator combines 5 fully customizable Exponential Moving Averages (9, 20, 50, 100, and 200 by default) into a single script to help traders save indicator slots on their charts.
In addition to standard EMA plots, this script includes real-time right-margin price labels. These labels display the exact value and period of each active EMA dynamically, allowing for fast visual identification without needing to cross-reference color keys or look back at the status bar.
Key Features
5-in-1 EMA Engine: Saves chart layout space by running five key moving average periods simultaneously.
Dynamic Margin Labels: Cleanly plots price tags on the far-right edge of the price pane.
Fully Customizable: Easily alter EMA lengths, plot visibility, and color palettes through the settings menu.
Clean & Lightweight: Optimized using Pine Script v6 standards to ensure fast loading times with minimal chart clutter.
How to Use
Trend Direction: Use shorter EMAs (e.g., 9/20) for short-term dynamic momentum, and longer EMAs (e.g., 50/100/200) to identify overall macro trend bias.
Support & Resistance: Observe price action near key higher-period lines (like the 50 or 200 EMA) for potential support/resistance retests.
Margin Reading: Refer to the custom labels on the right side of the active price action to instantly verify current line values.
Inputs & Settings
EMA Settings: Modify the calculation period for each individual EMA line.
Visual Settings: Toggle margin labels on/off or change the line and label colors according to your background theme preferences.
Disclaimer & Risk Warning
Important Notice: This indicator is designed purely for informational, educational, and technical analysis mapping purposes. Traders should NOT execute trades solely based on this script or moving averages alone. Moving averages are lagging indicators that summarize historical price action and cannot predict future market movements. Always practice proper risk management and combine indicator analysis with price action, market context, volume analysis, and additional confirmation tools before entering any trade. Indicator
Jurik Moving Average Approximation🚀 JURIK MOVING AVERAGE APPROXIMATION (JMA)
The Jurik Moving Average Approximation (JMA) , engineered by gunebak4n , is an advanced, ultra-low lag, adaptive noise-reduction indicator framework designed for PulseWire. Built upon the legendary signal-processing principles conceptualized by Mark Jurik (Jurik Research) , this open-source implementation resolves the classical moving average tradeoff between lag and smoothness—delivering crisp, real-time trend tracking without erratic price oscillations or excessive signal delay.
Standard moving averages (such as SMA, EMA, or WMA) suffer from a fundamental lag-vs-noise dilemma: lengthening the period removes noise but introduces severe lag, while shortening the period reduces lag at the expense of excessive whipsaws. JMA overcomes this limitation by utilizing an adaptive, multi-stage recursive filtering process combined with a dynamic phase-adjustment mechanism. The result is an ultra-smooth, responsive curve that reacts instantly to sharp breakouts and price gaps while remaining stable during choppy, sideways consolidation.
💡 CORE DESIGN PRINCIPLES
🧭 Eliminating the Lag vs. Noise Dilemma
Conventional moving averages lag behind sudden market moves—especially during aggressive gaps or volatility expansions. JMA acts as a near-ideal noise filter: it tracks price action with minimal temporal delay while suppressing high-frequency market noise that leads to false signals.
🎛️ Fine-Tuned Phase & Power Control
Unlike standard averages that offer only a period setting, JMA provides modular fine-tuning controls:
• Phase (-100 to +100): Adjusts the balance between lag reduction and overshoot prevention. Positive values accelerate responsiveness for fast-moving markets, while negative values increase smoothness.
• Power: Controls the acceleration exponent of the smoothing curve, allowing traders to customize how aggressively the filter adapts to price velocity.
🌐 Native Multi-Timeframe (MTF) Capability
Equipped with Pine Script v5 multi-timeframe evaluation engines ( timeframe parameter), JMA enables you to seamlessly overlay higher-timeframe trend lines (e.g., Daily or Weekly JMA) onto lower-timeframe execution charts without breaking visual layout or causing repainting.
💡 KEY FEATURES
• Ultra-Low Lag Adaptive Tracking: Captures rapid price breakouts and market gaps instantaneously, giving traders earlier macro directional bias compared to traditional exponential or weighted moving averages.
• Dynamic Trend & Bar Coloring: Includes an optional visual execution engine that dynamically colors both the JMA line and chart price bars based on real-time trend direction (Bullish = Green, Bearish = Red).
• Integrated Alert System: Features pre-configured, non-repainting alertcondition events for bullish and bearish trend flips, enabling instant mobile notifications or webhooks for automated trading workflows.
🔬 MATHEMATICAL ARCHITECTURE
• Beta Coefficient: Beta = (0.45 * (Length - 1)) / (0.45 * (Length - 1) + 2.0)
• Alpha Coefficient: Alpha = Beta ^ Power
• Phase Ratio (PR): Mapped from Phase input (-100 to +100) into range
• Stage 1 (Raw Smoothing): e0 = (1 - Alpha) * Source + Alpha * e0
• Stage 2 (Trend Detrending): e1 = (Source - e0) * (1 - Beta) + Beta * e1
• Stage 3 (Phase-Adjusted Offset): e2 = (e0 + PR * e1 - JMA ) * (1 - Alpha)^2 + Alpha^2 * e2
• JMA_Current = JMA_Previous + e2
🛠️ USAGE FRAMEWORK
1. Trend Bias & Macro Axis
• Green JMA Line / Green Bars: Bullish regime. Focus on long entries, trend continuations, or buying pullbacks toward the JMA line.
• Red JMA Line / Red Bars: Bearish regime. Focus on short entries, trend continuations, or selling relief rallies toward the JMA line.
2. Dynamic Support & Resistance / Trailing Stop
Due to its low-lag and ultra-smooth profile, JMA functions as an exceptional dynamic trailing stop-loss boundary during sustained trend movements, preventing premature exits caused by minor intraday noise.
3. Replacement Proxy for Oscillators
Standard indicators (MACD, RSI, Stochastics) often generate false crossovers when calculated using raw price or EMAs. Passing the smoothed JMA output into these classical formulas yields significantly cleaner, higher-conviction oscillator signals.
⚙️ SYSTEM CHARACTERISTICS
• Zero Repainting: All calculations strictly evaluate on closed historical bar states.
• Fully Parameterized Inputs: Customize source price, length, phase, power, bar coloring, and color themes.
• Asset-Agnostic Engine: Operates with high precision across Equities, Forex, Crypto, Commodities, Futures, and Indices.
• Clean & Modern UI: Designed for high visual clarity on both dark and light chart themes.
📌 CREDIT & ATTRIBUTION
The Jurik Moving Average Approximation script is engineered and published by gunebak4n on PulseWire.
This indicator is based on the mathematical concepts of the Jurik Moving Average (JMA) originally conceptualized by Mark Jurik (Jurik Research) .
⚠️ DISCLAIMER
This script is an open-source community implementation and mathematical approximation of the JMA concept. It is not affiliated with, officially supported by, or endorsed by Mark Jurik or Jurik Research. This indicator is a technical analysis visualization tool and does not provide financial advice, automated trading signals, or profit guarantees. Always perform thorough backtesting and practice strict risk management. Indicator
Innovation-Gated Hull Supertrend [BackQuant] Innovation-Gated Hull Supertrend
Overview
Innovation-Gated Hull Supertrend is an adaptive trend-following overlay that combines three distinct signal-processing components:
A Hull Moving Average projection for responsive trend estimation.
An innovation-gated recursive filter for adaptive noise reduction.
A volatility-based Supertrend applied to the filtered Hull estimate.
The indicator is designed to behave differently during quiet and active market conditions.
When the Hull estimate changes only slightly relative to recent volatility, the innovation gate restricts how much of that movement is admitted into the filtered trend estimate. The Supertrend bands can also expand during these quieter conditions, reducing sensitivity to minor fluctuations.
When a larger and statistically more meaningful change occurs, the gate opens. The recursive filter becomes more responsive, the Supertrend bands return closer to their base width, and the model is allowed to react more quickly.
The result is a trend framework that attempts to balance two competing requirements:
Remain stable when price movement is small and noisy.
Respond more quickly when new information produces a meaningful displacement.
The indicator does not predict future prices. It is a causal trend model that adapts its response according to the size of newly arriving information relative to the current volatility environment.
Core calculation chain
The complete calculation can be summarised as:
Calculate a Hull Moving Average projection from the selected price source.
Estimate current volatility using ATR, standard deviation, or a blend of both.
Compare the Hull projection with the recursive filter’s previous estimate.
Normalise that difference by volatility to calculate an innovation score.
Pass the score through a smooth logistic gate.
Use the gate to adapt the recursive filter’s measurement and process uncertainty.
Generate the innovation-filtered Hull estimate.
Optionally adapt the Supertrend band multiplier using the same gate.
Apply Supertrend logic around the filtered Hull estimate.
Generate bullish and bearish regime changes when the Supertrend changes sides.
Each stage solves a different problem.
The Hull projection provides a responsive directional input. The innovation filter decides how much of that input should be trusted. The Supertrend then converts the filtered estimate into a persistent trailing regime.
Historical background
The indicator combines ideas from several areas of technical analysis and signal processing.
Hull Moving Average
The Hull Moving Average was developed by Alan Hull as a method of reducing lag while preserving a smooth output.
Traditional moving averages face a basic trade-off:
Short averages respond quickly but contain more noise.
Long averages are smoother but react later.
The Hull Moving Average attempts to improve this balance by combining weighted moving averages of different lengths.
Its general construction is:
Fast WMA = WMA of price over approximately half the main length.
Slow WMA = WMA of price over the full length.
Raw Hull = 2 × Fast WMA - Slow WMA.
Final Hull = WMA of the Raw Hull over the square root of the main length.
The subtraction stage compensates for some of the delay introduced by the longer average. The final square-root smoothing stage reduces noise in the compensated series.
Recursive estimation and the Kalman-filter principle
The innovation filter is based on the general recursive-estimation framework associated with Kalman filtering.
The Kalman filter was developed by Rudolf E. Kálmán and became widely used in engineering, navigation, aerospace, robotics and control systems.
A recursive estimator typically follows two stages:
Predict the current state from the previous state.
Correct that prediction using the newest observation.
The correction depends on how uncertain the model is and how reliable the new observation is believed to be.
The difference between the observation and prediction is called the:
Innovation
In this indicator:
The observation is the current Hull projection.
The prediction is the previous filtered estimate.
The innovation is the difference between them.
A large innovation means the Hull projection has moved significantly away from the model’s prior estimate.
A small innovation means the new observation is close to what the model already expected.
Supertrend
Supertrend is a volatility-trailing concept built from an underlying price reference and ATR-based bands.
Its basic structure consists of:
An upper band above the reference.
A lower band below the reference.
One-sided trailing behaviour.
A regime switch when price crosses the opposing band.
In a bullish regime, the lower band acts as the active trail.
In a bearish regime, the upper band acts as the active trail.
This indicator modifies the conventional approach in two important ways:
The central reference is the innovation-filtered Hull estimate rather than a normal price midpoint.
The band multiplier can adapt according to the innovation gate.
Stage 1: Hull projection
The first stage calculates the Hull projection from the selected price source.
The script determines:
The full Hull length.
A half-length rounded to a valid integer.
A square-root length rounded to a valid integer.
It then calculates:
Fast WMA = WMA(source, half length)
Slow WMA = WMA(source, full length)
Raw Hull = 2 × Fast WMA - Slow WMA
Hull Projection = WMA(Raw Hull, square-root length)
The Hull projection is more responsive than many conventional moving averages of a similar nominal length.
However, responsiveness also means it can react to short-lived movements. For that reason, the Hull projection is not used directly as the final trend line. It becomes the observation supplied to the innovation filter.
Hull Length
The Hull Length controls the underlying trend horizon.
Lower values:
React more quickly.
Follow shorter trend legs.
Produce more local changes.
Admit more short-term noise into the next stage.
Higher values:
Produce a smoother projection.
Focus on broader trend structure.
Respond later to sudden reversals.
The Hull Length therefore controls the basic timescale of the model before any adaptive filtering or Supertrend logic is applied.
Stage 2: Volatility model
The innovation must be interpreted relative to current market conditions.
A movement of 10 points may be large in a quiet market but insignificant in a highly volatile market.
The indicator therefore normalises the innovation using a selectable volatility estimate.
Three modes are available:
ATR
Standard Deviation
Blend
ATR mode
Average True Range measures recent trading range while accounting for gaps from the previous close.
True Range is based on the greatest of:
Current high minus current low.
Absolute current high minus previous close.
Absolute current low minus previous close.
ATR then smooths True Range across the selected Volatility Length.
ATR is useful because it measures the realised movement range of the instrument.
It is sensitive to:
Wide candles.
Price gaps.
Range expansion.
Standard Deviation mode
Standard deviation measures how widely the Hull projection has varied around its recent mean.
It is a dispersion measure rather than a range measure.
Standard deviation responds to:
Variation in the selected series.
Directional displacement.
Changes in the distribution of the filtered input.
While ATR focuses on bar range, standard deviation focuses on dispersion of the Hull series itself.
Blend mode
Blend mode calculates the average of ATR and standard deviation.
Conceptually:
Blended Volatility = (ATR + Standard Deviation) / 2
This provides a combined estimate incorporating:
Observed range behaviour.
Statistical dispersion of the Hull projection.
Neither measure is universally superior. The blend attempts to reduce dependence on only one definition of volatility.
Volatility Length
The Volatility Length controls how quickly the normalisation baseline changes.
Lower values:
React faster to recent volatility changes.
Cause the innovation score to adjust more quickly.
May make the gate less stable.
Higher values:
Produce a slower volatility baseline.
Create more consistent normalisation.
May respond later when volatility changes abruptly.
The volatility estimate is prevented from falling below the instrument’s minimum tick size, avoiding unstable division during extremely quiet periods.
Stage 3: Innovation calculation
The filter begins each bar with a prediction.
In this implementation, the prediction is the previous filtered estimate.
The innovation is:
Innovation = Hull Projection - Previous Filter Estimate
The innovation may be positive or negative.
A positive value means the Hull projection is above the prior estimate.
A negative value means it is below the prior estimate.
The absolute innovation measures the size of the disagreement regardless of direction.
Innovation score
The raw innovation is normalised by current volatility:
Innovation Score = |Innovation| / Volatility
This expresses the new movement in volatility units.
For example:
A score of 0.25 means the innovation is approximately one quarter of the selected volatility measure.
A score of 1.00 means it is approximately equal to that volatility measure.
A score above 1.00 means the change is larger than the current volatility baseline.
The score is dimensionless, making it more comparable across instruments and price scales.
This is the key quantity used to determine whether the filter should remain cautious or become more responsive.
Stage 4: Logistic innovation gate
The innovation score is passed through a logistic function.
The logistic function has the form:
Gate = 1 / (1 + exp(-x))
Its output remains between zero and one.
In the indicator, the gate input depends on:
Innovation Score
Innovation Threshold
Gate Sharpness
Conceptually:
Gate Input = Sharpness × (Score - Threshold)
When the score is below the threshold:
The gate approaches zero.
The filter treats the new Hull movement cautiously.
When the score rises above the threshold:
The gate moves toward one.
The filter becomes more willing to admit the new movement.
The logistic function creates a smooth transition rather than a hard on/off switch.
This is important because a binary threshold could cause abrupt changes whenever the score moves slightly above or below one exact value.
Innovation Threshold
The Innovation Threshold determines where the gate begins moving from a quiet state toward an active state.
Higher values:
Require a larger volatility-normalised innovation.
Keep the filter conservative for longer.
Reject more moderate changes.
Lower values:
Open the gate sooner.
Increase responsiveness.
Allow smaller movements to influence the estimate.
The threshold should be interpreted in relation to the selected volatility model.
Gate Sharpness
Gate Sharpness controls how rapidly the logistic gate transitions around the threshold.
Lower sharpness:
Creates a gradual transition.
Produces a wider intermediate region.
Changes responsiveness smoothly.
Higher sharpness:
Makes the gate behave more like a hard switch.
Creates a faster transition near the threshold.
Produces stronger separation between quiet and active states.
An extremely high value can make the adaptive behaviour abrupt, while a low value may reduce the distinction between quiet and active conditions.
Admission Floor
The gate is converted into an admission value.
The Admission Floor ensures that the filter never completely ignores the Hull projection.
The admission calculation is:
Admission = Floor + (1 - Floor) × Gate
When the gate is near zero:
Admission remains near the selected floor.
When the gate is near one:
Admission approaches one.
A lower floor creates stronger filtering during quiet conditions.
A higher floor keeps the model more responsive even when innovation is small.
This setting prevents the estimator from becoming fully frozen.
Stage 5: Adaptive recursive update
The admission and gate values modify two uncertainty terms:
Measurement noise.
Process noise.
These terms control how the recursive filter balances its existing estimate against the new Hull observation.
Measurement Noise
Measurement Noise represents uncertainty in the incoming Hull projection.
Higher measurement noise tells the filter:
Trust the new observation less.
Remain closer to the previous estimate.
Produce more smoothing.
Lower measurement noise tells the filter:
Trust the Hull projection more.
Correct the estimate more aggressively.
Become more responsive.
The script adapts measurement noise using the admission value:
Adaptive Measurement Noise = Base Measurement Noise / Admission
When admission is low:
Measurement noise increases.
The new Hull movement receives less weight.
When admission is high:
Measurement noise moves closer to its base value.
The filter becomes more receptive.
Process Noise
Process Noise represents uncertainty in the filter’s current state model.
Higher process noise tells the estimator:
The underlying trend may be changing.
The previous estimate may no longer be reliable.
Allow faster adaptation.
Lower process noise tells it:
Assume the existing state remains relatively stable.
Change the estimate more cautiously.
The script increases process noise as the gate opens:
Adaptive Process Noise = Base Process Noise × (1 + Process Boost × Gate)
This creates a two-sided adaptive response.
During quiet conditions:
Measurement noise increases.
Process noise remains closer to its base level.
The filter resists small changes.
During high-innovation conditions:
Measurement noise decreases toward its normal value.
Process noise increases.
The filter becomes substantially more responsive.
Process Boost
Process Boost controls how strongly the process uncertainty expands when the gate opens.
Higher values:
Allow faster response to large innovations.
Increase the filter gain during active movement.
Can make the model more sensitive after shocks.
Lower values:
Keep behaviour closer to the base recursive filter.
Produce more controlled adaptation.
May respond more slowly to genuine regime changes.
Covariance and filter gain
The recursive filter maintains an internal covariance representing uncertainty in its estimate.
Before the new observation is processed:
Predicted Covariance = Previous Covariance + Adaptive Process Noise
The filter gain is then:
Gain = Predicted Covariance / (Predicted Covariance + Adaptive Measurement Noise)
The gain remains between zero and one.
A low gain means:
The previous estimate receives more influence.
The Hull observation receives less influence.
A high gain means:
The filter moves more strongly toward the current Hull projection.
The new estimate is:
Filtered Hull = Prediction + Gain × Innovation
The covariance is then updated for the next bar.
Why the filter is innovation-gated
A normal recursive filter may use constant process and measurement noise settings.
That means its responsiveness is broadly fixed.
This indicator changes those terms according to the size of the innovation.
The model therefore behaves differently under two broad conditions.
Quiet condition
When the Hull projection remains close to the prior estimate relative to volatility:
Innovation score is low.
Gate remains mostly closed.
Admission is limited.
Adaptive measurement noise rises.
Process noise remains lower.
Filter gain falls.
The filtered Hull changes more slowly.
Active condition
When the Hull projection moves meaningfully away from the prior estimate:
Innovation score rises.
Gate opens.
Admission approaches one.
Measurement noise decreases.
Process noise increases.
Filter gain rises.
The estimate adapts more quickly.
This allows the model to filter small movement without applying the same degree of resistance to every large move.
Stage 6: Innovation-adaptive Supertrend bands
The filtered Hull becomes the centre of the Supertrend calculation.
The initial raw bands are:
Upper Band = Filtered Hull + Factor × ATR
Lower Band = Filtered Hull - Factor × ATR
The Supertrend uses its own ATR Period, which is independent of the volatility length used by the innovation score.
This distinction is important:
Innovation volatility determines whether the filter should admit new information.
Supertrend ATR determines the distance of the trailing regime bands.
Adaptive band factor
When Adapt Bands With Innovation is enabled, the Supertrend factor changes according to the gate.
The adaptive factor is:
Adaptive Factor = Base Factor ×
When the gate is near one:
The adaptive factor approaches the base factor.
Bands become relatively tighter.
The Supertrend can respond more readily.
When the gate is near zero:
The factor expands above its base value.
Bands become wider.
Minor price fluctuations are less likely to cause a reversal.
This creates coordinated adaptation:
Quiet conditions produce stronger filtering and wider bands.
Active conditions produce faster filtering and narrower bands.
The same innovation state therefore influences both the centre estimate and the trailing threshold.
Quiet Band Expansion
Quiet Band Expansion controls how much wider the Supertrend factor becomes when the innovation gate is closed.
A value of zero disables the expansion effect even if band adaptation is enabled.
Higher values:
Create wider bands during low-innovation conditions.
Reduce quiet-market reversals.
Delay new signals until price moves further.
Lower values:
Keep the adaptive factor closer to its base setting.
Allow more responsive regime changes.
The expansion is greatest when the gate is near zero and fades as the gate opens.
Supertrend trailing logic
The raw upper and lower bands are converted into one-sided trailing bands.
The lower band is prevented from moving downward while price remains above its previous value.
The upper band is prevented from moving upward while price remains below its previous value.
This ratcheting behaviour creates:
A rising lower trail during bullish conditions.
A falling upper trail during bearish conditions.
A trend change occurs when price crosses the active opposing boundary.
In a bullish regime:
The lower band is the active Supertrend.
In a bearish regime:
The upper band is the active Supertrend.
ATR Period and Factor
ATR Period
Controls the volatility horizon used to construct the Supertrend bands.
Lower values:
React faster to current range changes.
Produce more variable band widths.
Higher values:
Produce a steadier range estimate.
Respond more slowly to sudden volatility changes.
Factor
Controls the base distance between the filtered Hull and the Supertrend bands.
Lower factors:
Create tighter bands.
Produce earlier regime changes.
Increase sensitivity to noise.
Higher factors:
Create wider bands.
Produce fewer regime changes.
Increase confirmation delay.
When adaptation is enabled, the selected factor acts as the minimum or active-condition factor. Quiet conditions may expand it further.
Trend signals
The indicator generates a long signal when the Supertrend changes into its bullish state.
It generates a short signal when the Supertrend changes into its bearish state.
The signal requires the completed calculation chain:
Hull projection.
Innovation filtering.
Adaptive band factor.
Supertrend regime change.
The plotted symbols are:
𝕃 for a bullish transition.
𝕊 for a bearish transition.
These markers identify regime changes. They are not complete trading systems and do not define stop placement, position size or profit targets.
Innovation impulse alert
The script also includes an Innovation Impulse alert.
This occurs when the innovation score crosses above the selected Innovation Threshold.
It indicates that:
The difference between the Hull projection and the recursive estimate has become large relative to volatility.
The gate is entering a more active state.
The filter is beginning to admit new information more aggressively.
An innovation impulse does not necessarily produce an immediate Supertrend reversal.
It can occur:
During acceleration within an existing trend.
At the beginning of a possible regime change.
During a temporary volatility shock.
It is therefore best interpreted as an information-arrival event rather than an automatic long or short signal.
Visual components
Hull Projection
Displays the unfiltered Hull Moving Average input.
This is useful for comparing:
The responsive raw projection.
The innovation-filtered result.
The final Supertrend.
The Hull projection will generally react first.
Filtered Hull
Displays the recursive innovation-gated estimate.
The distance between the Hull projection and filtered Hull helps illustrate the filter’s current behaviour.
During quiet conditions:
The filtered Hull may lag behind small changes.
During meaningful innovations:
It can move more rapidly toward the Hull projection.
IGH Supertrend
Displays the final volatility trail around the filtered Hull.
It is the primary regime output.
The line is coloured according to the persistent bullish or bearish trend state.
Candle colouring
Candles may be coloured according to the active Supertrend regime:
Bullish colour during the long regime.
Bearish colour during the short regime.
This provides immediate chart-wide directional context.
How to interpret the indicator
Bullish regime
A bullish regime indicates that price has crossed into the bullish side of the adaptive Supertrend structure.
The active trail is positioned below the market and can be interpreted as:
A dynamic trend boundary.
A possible pullback reference.
A regime invalidation guide.
Bearish regime
A bearish regime indicates that price has crossed into the bearish side of the adaptive structure.
The active trail is positioned above the market and may act as:
Dynamic resistance.
A rally reference.
A bearish regime invalidation guide.
Low innovation score
A low score means the current Hull movement is small relative to volatility.
The model responds by:
Filtering more strongly.
Reducing admission.
Using a lower recursive gain.
Potentially expanding the Supertrend bands.
This is intended to reduce reactions to small fluctuations.
High innovation score
A high score means the Hull projection has changed substantially relative to volatility.
The model responds by:
Opening the gate.
Increasing admission.
Increasing process uncertainty.
Raising the filter gain.
Reducing quiet-condition band expansion.
This allows a faster response when the incoming information is more significant.
Rising Hull without a trend flip
The Hull projection may turn before the filtered Hull or Supertrend.
This means:
The fast input has changed.
The adaptive filter has not yet admitted enough of that change.
The Supertrend boundary has not yet been crossed.
This is not an error. It demonstrates the staged confirmation design.
Innovation impulse without trend reversal
An innovation impulse can occur without a long or short signal.
This may indicate:
Acceleration in the existing trend.
A volatility shock.
An attempted reversal that has not crossed the Supertrend.
The Supertrend remains the final regime layer.
How to use the indicator
1. Trend regime filter
Use the active Supertrend state to filter another entry method:
Prioritise long setups during bullish regimes.
Prioritise short setups during bearish regimes.
2. Pullback framework
In a bullish regime, pullbacks toward the Supertrend may represent tests of the active trend boundary.
In a bearish regime, rallies toward the Supertrend may represent resistance tests.
A touch alone does not guarantee continuation.
3. Innovation monitoring
The innovation alert can be used to identify when the model detects a meaningful change in its input.
This may help direct attention to:
Fresh acceleration.
Breakout attempts.
Possible trend transitions.
4. Confirmation framework
The three optional lines can be read as a progression:
Hull projection changes first.
Filtered Hull adapts according to innovation.
Supertrend confirms the final regime.
This allows users to study the difference between early movement and confirmed structure.
5. Trailing risk reference
The final Supertrend may be used as a visual trailing reference.
However, it does not account for:
Account size.
Position size.
Slippage.
Liquidity.
Maximum acceptable loss.
It should not replace a complete risk-management process.
Parameter interaction
The settings should not be tuned independently without considering how they interact.
More responsive configuration
A more responsive setup may use:
Lower Hull Length.
Lower Innovation Threshold.
Higher Admission Floor.
Lower Measurement Noise.
Higher Process Noise or Process Boost.
Lower Supertrend Factor.
Lower Quiet Band Expansion.
This will generally produce earlier changes but more noise.
More conservative configuration
A more conservative setup may use:
Higher Hull Length.
Higher Innovation Threshold.
Lower Admission Floor.
Higher Measurement Noise.
Lower Process Boost.
Higher Supertrend Factor.
Higher Quiet Band Expansion.
This will generally create fewer transitions but greater delay.
Balanced interpretation
Changing several settings in the same direction can produce an extreme result.
For example:
A very low threshold, high admission floor, large process boost and tight Supertrend factor may overreact.
A very high threshold, low admission floor, high measurement noise and wide Supertrend factor may respond excessively slowly.
The appropriate balance depends on the instrument, timeframe and intended holding period.
How this differs from a standard Hull trend indicator
A standard Hull trend indicator normally uses:
Hull slope.
Price crossing the Hull.
A fast and slow Hull comparison.
This indicator instead:
Uses the Hull as an observation.
Measures its disagreement with a recursive estimate.
Normalises that disagreement by volatility.
Adapts the filter gain according to the innovation.
Applies a final Supertrend regime around the filtered result.
The Hull is therefore the beginning of the model, not the final signal.
How this differs from a fixed Kalman-style filter
A fixed recursive filter uses constant uncertainty settings.
Innovation-Gated Hull Supertrend adapts both measurement and process uncertainty according to the normalised innovation.
This means:
Small innovations are filtered more heavily.
Large innovations receive greater admission.
The response speed is therefore state dependent.
How this differs from a standard Supertrend
A standard Supertrend is commonly centred around a raw price reference such as HL2.
This indicator uses:
A responsive Hull projection.
An innovation-gated recursive estimate of that projection.
An optionally adaptive band multiplier.
The Supertrend is therefore built around a filtered trend estimate rather than raw price alone.
Strengths
Combines responsive and stable trend-processing stages.
Normalises new movement by current volatility.
Uses a smooth gate rather than a binary threshold.
Adapts measurement and process uncertainty.
Can widen trend bands during quiet conditions.
Can respond more rapidly to meaningful innovations.
Separates early movement from final regime confirmation.
Supports ATR, standard deviation and blended volatility models.
Provides trend, impulse and visual comparison outputs.
Limitations
The indicator is reactive rather than predictive.
Strong filtering can delay genuine reversals.
Responsive settings can increase whipsaws.
A large innovation may represent a temporary shock rather than a lasting trend.
Supertrend signals still depend on ATR and price crossing behaviour.
Parameter combinations can materially change the model’s behaviour.
The indicator may require different settings across assets and timeframes.
The recursive state develops from the available chart history.
Values can update while the current real-time candle is still forming.
Causality and real-time behaviour
The calculation uses current and historical observations without future-looking references.
However, like most indicators calculated on live candles, the current bar’s values can change before the candle closes.
This means:
The Hull projection may move intrabar.
The innovation score and gate may change intrabar.
A Supertrend transition may appear and disappear before confirmation.
Users requiring confirmed signals should evaluate the indicator at bar close or configure alerts accordingly.
Alerts
The indicator provides three alert conditions:
IGH ST Long: the adaptive Supertrend changes into a bullish regime.
IGH ST Short: the adaptive Supertrend changes into a bearish regime.
IGH Impulse: the normalised innovation score crosses above the selected threshold.
The impulse alert identifies increased information flow into the filter. It does not specify direction by itself because the innovation score uses the absolute size of the prediction error.
Summary
Innovation-Gated Hull Supertrend combines a responsive Hull Moving Average, a volatility-normalised innovation gate, an adaptive recursive filter and a volatility-trailing Supertrend.
The Hull projection provides an early estimate of directional movement. The recursive filter compares that projection with its prior state and measures the resulting innovation relative to ATR, standard deviation or a blend of both.
A logistic gate then determines how strongly the new movement should be admitted. During quiet conditions, the filter becomes more conservative and the Supertrend bands can expand. During meaningful displacement, the filter becomes more responsive and the bands move closer to their base width.
The final Supertrend converts the adaptive estimate into a persistent bullish or bearish regime.
The indicator is designed to make responsiveness conditional rather than fixed: small movements receive stronger filtering, while larger volatility-adjusted innovations are allowed to influence the model more quickly.
Indicator
Indicator
