Trend Persistence OscillatorTrend Persistence Oscillator
OVERVIEW
Most oscillators answer "is price stretched?" This one answers the prior question almost everyone skips: "is the market even in a state where a stretch should snap back?" It plots a rolling persistence exponent of price around the 0.5 line. ~0.5 is a random walk; above 0.5 the series is persistent (moves tend to continue → trending); below 0.5 it is anti-persistent (moves tend to reverse → mean-reverting). It is an analytical study of market state — not a directional signal and not a strategy.
WHY THESE COMPONENTS BELONG IN ONE SCRIPT (mashup rationale)
Three parts that chain into one testable idea — is a reversion likely here, and has that held before?
The persistence exponent classifies the regime (trending / random / reverting). Research finds price reverts to its mean significantly faster when the local exponent is anti-persistent, so a low reading is a green light for fades and a high reading is a warning that a reversion will likely fail.
A stretch z-score measures how far price sits from its rolling mean — the "is it extended?" half a regime read alone can't supply.
A fade flag arms only when both agree (anti-persistent regime and stretched), turning the research claim into a concrete, located event.
The calibration harness proves or disproves the claim on your instrument: it logs each fade and checks, a fixed horizon later, whether price actually reverted — reporting Edge versus the unconditional base rate.
A regime read without a stretch is just a state label; a stretch without the regime is a naive fade; either without calibration is an untested assertion. Chained, they answer one question end to end. Remove a part and the chain breaks.
HOW IT WORKS
The exponent is estimated by the structure-function (generalized-Hurst) method: for several lags, the windowed mean of |log-price(t) − log-price(t−lag)| scales like lag^H, so the exponent is the slope of log(mean|Δ|) against log(lag). The first-moment (absolute) form is used deliberately because it is the variant most robust to the heavy tails of financial returns — Monte-Carlo studies find the generalized-Hurst approach gives the lowest bias and variance of the common estimators on heavy-tailed data.
A short optional smoothing tames the noise inherent to short-window local estimates (very short windows are known to produce volatile readings and false alarms).
A stretch z-score and the regime thresholds combine into the fade flag.
The harness logs each fade and, a fixed horizon later, checks a ≥ k × ATR reversion.
HOW TO USE
Read the line for regime: in the green (reverting) zone, mean-reversion / fade setups have the wind behind them; in the gold (trending) zone, expect continuation and treat reversion setups with suspicion; near 0.5 the tape is effectively random. The fade dots mark reverting-and-stretched moments. Then read the Edge row — a regime filter only earns its keep if fades taken inside it beat the unconditional base rate. Context, never a standalone trigger.
Three visual styles are provided (Gradient area + glow / Histogram / Line).
UNIVERSAL ACROSS MARKETS
The price source is an input, so the engine runs on any instrument and timeframe. Defaults target intraday index futures (e.g. NSE NIFTY); change the source for any other market. The reading is self-normalising around 0.5, so the same regime bands work everywhere.
ORIGINALITY
The exponent itself is a standard public statistic, credited below. The original work is the assembly: a structure-function persistence estimator chosen for heavy-tail robustness and smoothed against short-window noise, gated against a stretch z-score into a located fade event, and tied to a forward base-rate calibration so the regime claim is tested on each instrument rather than asserted. It is a regime and validation tool, not a plain exponent plot. No third-party Pine code is reused.
CONCEPT CREDIT
The scaling exponent and rescaled-range analysis — Harold E. Hurst (1951). Fractional / self-similar processes and the generalized exponent — Benoit Mandelbrot. The structure-function (generalized-Hurst) estimator is the variant most robust to heavy-tailed financial data. The anti-persistence-anticipates-reversion application follows recent local-exponent mean-reversion research (2024). Not affiliated with, nor endorsed by, any third party.
HONESTY / LIMITATIONS
The exponent is an estimate from a finite window — it is noisy and lags, and short windows can raise false alarms (which is why a smoothing control is provided, on by default). A low reading is context, not a trigger. The Edge figures are in-sample, close-to-close, with overlapping forward windows and no costs — descriptive context, not a verified backtest. An Edge near zero or negative is the harness honestly reporting that the regime read isn't helping here; do not tune until it turns green — that is curve-fitting. Nothing here predicts direction.
DISCLAIMER
Research and educational tool only. NOT financial advice and NO guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. Indicator
Lead-Lag Information FlowLead-Lag Information Flow
OVERVIEW
Correlation tells you two instruments move together. It cannot tell you who moves first. This indicator answers that question directly: it measures the net directional information flow between a reference symbol and the chart using transfer entropy — how much knowing the reference's last move reduces uncertainty about the chart's next move, beyond what the chart's own history already says, minus the same quantity in the other direction.
The result plots around zero. Positive = the reference leads the chart; negative = the chart leads the reference. A regime read (is the follower trending or chopping?) sits alongside it, because a lead is only worth acting on when the follower is in a state that lets the move pay off.
WHY THESE COMPONENTS BELONG IN ONE SCRIPT (mashup rationale)
Three parts, one question — is there exploitable lead-lag right now, and which way? Each closes a gap the others leave open:
Transfer entropy (net, in bits) answers the DIRECTION of information — who leads. It is model-free and captures nonlinear lead-lag that a correlation or linear regression misses, and netting the two directions cancels much of the small-sample bias that distorts raw entropy estimates.
The Hurst regime read answers whether a lead is tradeable: information flowing into a persistent (trending) follower is far more actionable than into a mean-reverting chop. The same lead means different things in different regimes.
The calibration harness answers whether it has actually worked here: it logs each lead-and-follow setup and, a fixed horizon later, checks whether the chart moved with the leader by at least k × ATR, reporting Hit %, Base %, and Edge.
Direction without a regime filter fires into noise; a regime read without direction is just a Hurst line; either without calibration is an untested assertion. Together they form one decision — lead exists (entropy) and the follower can run (regime) and it has paid before (Edge). Remove any one and the question is answered less completely.
HOW IT WORKS
Each series' bar-to-bar move is reduced to an up/down state.
Over a rolling window, state-transition frequencies estimate the transfer entropy in each direction (Schreiber's estimator); the plotted line is the net (reference→chart minus chart→reference), in bits. An optional Miller-Madow finite-sample correction subtracts the small-sample bias raw entropy estimates carry on short windows — a streaming-feasible step toward effective transfer entropy.
A Hurst exponent (a structure-function estimate around the 0.5 line) classifies the follower's regime as trending or reverting.
A follow setup arms when net flow says the reference leads and the reference has just moved; the calibration harness then measures whether the chart followed.
HOW TO USE
Read the line for direction — above the upper threshold, the reference leads; below the lower threshold, the chart leads — and read the dashboard for regime and the Edge row. A lead into a trending follower with a positive, matured Edge is the context this tool is built to surface. A lead into a reverting follower, or one where Edge sits near zero, is the engine telling you the lead-lag is not exploitable on this pair and timeframe. The background tints faintly green when the reference leads decisively and red when the chart leads. Treat all of this as context, never a standalone trigger.
Three visual styles are provided (Gradient area + glow / Histogram / Line); the gradient area's intensity scales with how strong the net flow is.
UNIVERSAL ACROSS MARKETS
The chart is the follower; the Reference symbol is the candidate leader — both are inputs, so the engine runs on any related pair in any market: cash index vs its futures, an index vs a lead constituent, an asset vs its dominant driver. Defaults pair NSE:NIFTY (cash) as the candidate leader against a NIFTY-futures chart; change the reference for any other pair. Use it on the timeframe at which you expect the lead-lag to operate.
ORIGINALITY
The techniques are public and credited below. The original work is the integration: a streaming two-state transfer-entropy estimator that nets the two directions and applies a Miller-Madow finite-sample correction to approximate effective transfer entropy (the documented fix for small-sample bias) without the shuffle step that a streaming script can't perform, gated by a Hurst regime classifier so a lead is only surfaced where the follower can act on it, and tied to a forward base-rate calibration so every follow setup reports its own realized Edge rather than an asserted one. No third-party Pine code is reused.
CONCEPT CREDIT
Transfer entropy — Thomas Schreiber (2000); effective transfer entropy and small-sample bias correction — Marschinski & Kantz (2002). Finite-sample entropy correction — Miller (1955) / Madow. Information entropy — Claude E. Shannon (1948). Hurst exponent — Harold E. Hurst (1951); long-memory framing — Benoit Mandelbrot. Not affiliated with, nor endorsed by, any third party.
HONESTY / LIMITATIONS
This is a coarse, two-state, windowed estimator. The finite-sample (Miller-Madow) correction and the netting of the two directions together approximate effective transfer entropy — they reduce the small-sample bias raw TE carries — but they are not a full surrogate-shuffle effective TE with significance testing (which requires reshuffling that isn't possible in a streaming script). The Edge figures are in-sample, close-to-close, with overlapping forward windows and no costs — descriptive context, not a verified backtest. An Edge near zero or negative is the harness honestly reporting that the lead-lag is not exploitable here; do not tune until it turns green — that is curve-fitting. The reference must be a genuinely related instrument for the read to mean anything. Nothing here predicts price.
DISCLAIMER
Research and educational tool only. NOT financial advice and NO guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. Indicator
BCH RSI Indicator [3Commas]BCH RSI Indicator
🔷 What it does:
This is the signal-only companion to the BCH RSI Short strategy — it fires alerts without running a backtest engine. It tracks one virtual short at a time, opened when the RSI(9) — sampled on the 5-minute timeframe — crosses back DOWN through 80. The indicator itself runs on the 15-minute chart, which acts as the execution/confirmation layer: signals are evaluated at 15m bar close while the trigger reads the lower-timeframe RSI. Up to three averaging orders stack at +1%, +2%, and +3% above entry (equal size). The deal closes on a 1.3% Take Profit from the average with a 0.3% trailing lock, or a hard 8% Stop Loss. Running average entry, deployed capital, open PnL, and lifetime realized PnL are kept from honest fill-by-fill bookkeeping, and every event emits a webhook-ready JSON payload for a DCA Bot.
- RSI trigger on 5m; indicator run on the 15m chart (higher timeframe = confirmation).
- Uniform averaging ladder above entry: +1% / +2% / +3%.
- 1.3% Take Profit with a 0.3% trailing lock, plus a hard 8% Stop Loss.
- Live Open PnL and lifetime Total PnL on the chart.
🔷 Who is it for:
- Intraday traders fading overbought spikes on BCH with a multi-timeframe filter.
- Bot operators wiring PulseWire alerts straight into a DCA Bot via per-event JSON.
- Traders who want a defined-risk short signal — averaging with a stop, not a stopless martingale.
- Operators who want to watch the virtual deal state (entry, fills, exit) directly on the chart.
🔷 How does it work:
Timeframe Setup: Add the indicator to a 15-minute chart. The RSI is pulled from the 5-minute timeframe via request.security with lookahead disabled (no repaint). The entry signal is driven by 5m RSI dynamics, while the execution clock — when entries, averaging orders, and exits are evaluated — is the 15m bar close. The higher 15m timeframe therefore acts as a confirmation/execution layer over the faster 5m trigger.
Entry Trigger: The base short opens when the 5m RSI(9) was ≥ 80 on its prior close and drops below it — the overbought-to-neutral rollover.
Base Entry: On the trigger, the indicator marks a virtual short, records the entry, and seeds the cost-basis ledger with the base order size (default 500 USDT).
Averaging Ladder (uniform): Three safety orders at fixed +1% / +2% / +3% above base, 250 USDT each. Each fill updates the running cost-basis and dispatches its own webhook, raising the virtual average entry.
Honest Bookkeeping: Cost and quantity update on every event, so the average entry, deployed capital, Open PnL, and Total PnL in the status table reflect the true broker-equivalent state.
Exit (TP + Trailing): At 1.3% below the running average, a trailing exit arms; the indicator tracks the in-favor low and signals a close on a 0.3% retrace off it.
Stop Loss: A hard 8% stop above the average fires the close webhook, banks realized PnL, and resets the virtual position.
Lifetime Total PnL: Each closed cycle's realized PnL accumulates into a lifetime counter shown alongside the current-cycle Open PnL.
🔷 Why it's unique:
- Multi-Timeframe Filter: A 5m RSI rollover trigger executed on the 15m chart blends a fast signal with a slower execution cadence — the 15m close acts as a confirmation gate that reduces reaction to 5m noise.
- Stop-Bounded Averaging: A compact 3-rung ladder plus an explicit 8% stop keeps the worst-case loss known up front.
- Trailing Profit Lock: The 1.3% target arms a 0.3% trail, banking the snap-back while letting an extended drop run.
- Lifetime PnL Tracking: Open and lifetime Total PnL on the chart give strategy-tester-equivalent insight without a backtest.
- Plug-and-Play Webhooks: Base, each AO, and the exit each emit a complete JSON alert; one "Any alert() function call" alert drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Indicator:
Sample Size: The companion strategy's backtest produced 131 closed trades — above the ~100-trade floor commonly used for statistical relevance. Still a single test window, so treat the metrics as indicative.
Timeframe Pairing: This setup samples a LOWER timeframe (5m) than the chart it runs on (15m); the indicator only acts at 15m closes, filtering some intra-15m 5m crosses — that is the intended "confirmation" behavior. Keep the chart on 15m to reproduce the companion strategy's results.
Short Execution Venue: This signals shorts. Live shorting of BCH requires a margin or perpetual venue — it cannot run on a spot account.
Stop Loss Discipline: The 8% stop is the core risk control. Base plus three AOs deploy at most ~1,250 USDT (12.5% of the default reference equity); an 8% stop on that caps the worst case near ~1% of equity. Keep the stop on.
Trend Risk: Fading strength suits ranges and choppy tape. In a relentless uptrend the short can be stopped out repeatedly; the rollover trigger reduces, but does not remove, that risk.
Cross Detection Granularity: Entries, AO fills, and exits evaluate on bar close. A spike-and-revert within a single bar may be missed by design — matching realistic polling and avoiding intra-bar over-signaling.
Live vs Historical State: The virtual state is rebuilt from chart history on each recompile. If added mid-deployment or if the live bot diverges (manual interventions, partial fills), states may differ. Toggle the indicator off and on to reset.
Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester — but the live Total PnL counter gives a running approximation. For full metrics over a ~13.7-month sample (131 closed trades, 87.79% win rate, 1.73% max drawdown, profit factor 2.821, +4.63% net return), use the companion strategy version on identical parameters.
🔷 How to Use It:
🔸 Add the indicator to a 15-minute BCH / USDT chart (the RSI input stays on 5m — this is the intended pairing).
🔸 Review the RSI trigger level/timeframe, the averaging-order count/deviation/size, the Take Profit, Trailing, and Stop Loss percentages. Defaults mirror the source strategy.
🔸 Set Base Order Size and AO sizes to match your bot's configuration (the avg-entry display becomes meaningful when virtual sizing matches real sizing).
🔸 In the DCA Bot Webhook group, paste the Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_BCH).
🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. The indicator emits JSON for entry, each averaging order, and the TP/SL exit.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): Virtual order size for the avg-entry / open-PnL computation.
Averaging Orders per Trade: Number of safety orders (default 3).
First AO Size (USDT): Virtual size of each averaging order (uniform by default).
Deviation to First AO (%) / Deviation Step Multiplier: Spacing of the AO ladder above base entry. Defaults to uniform +1% steps.
Order Size Multiplier: Per-rung size scaling (1.0 = uniform).
RSI Timeframe / Length / Crossing Down Level: The RSI(9) crossing-down trigger — default 5m, run on the 15m chart.
Take Profit (%) / Trailing (%): TP distance below average entry and the trailing retrace that closes the position.
Stop Loss (%): Hard stop above average entry.
Active Window: Optional date filter — when ON, the indicator only fires signals between From and To dates.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle DCA Ladder, Avg / TP / SL plot lines, fill labels, signal triangles, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Indicator
BCH RSI Strategy [3Commas]BCH RSI Strategy
🔷 What it does:
A short-only, momentum-fade DCA system for Bitcoin Cash. The deal arms the moment a fast push higher exhausts itself: the RSI(9) — sampled on the 5-minute timeframe — must cross back DOWN through 80. The strategy itself runs on the 15-minute chart, which acts as the execution/confirmation layer: signals are evaluated and orders fire at 15m bar close, while the trigger reads the lower-timeframe RSI. From the base short, up to three averaging orders stack at +1%, +2%, and +3% above entry (equal size). The position closes on a 1.3% Take Profit from the average with a 0.3% trailing lock, and a hard 8% Stop Loss caps the downside.
- RSI trigger on 5m; strategy executed on the 15m chart (higher timeframe = confirmation).
- One base short plus a 3-rung uniform averaging ladder placed above entry.
- Take Profit at −1.3% from average with a 0.3% trailing retrace to extend winners.
- Hard 8% Stop Loss — a real, bounded per-trade risk rather than an open-ended martingale.
- Every base fill, averaging order, and exit emits a webhook-ready JSON payload for a DCA Bot.
🔷 Who is it for:
- Intraday traders who fade overbought spikes on BCH with a multi-timeframe filter.
- Bot operators wiring PulseWire alerts straight into a DCA Bot via per-event JSON.
- Traders who want averaging with a stop attached, not a stopless grind.
- Portfolio builders adding a high-win-rate short-side sleeve with capped risk.
🔷 How does it work:
Timeframe Setup: Add the strategy to a 15-minute chart. The RSI is pulled from the 5-minute timeframe via request.security with lookahead disabled (no repaint). So the entry signal is driven by 5m RSI dynamics, while the execution clock — when entries, averaging orders, and exits are evaluated — is the 15m bar close. The higher 15m timeframe therefore acts as a confirmation/execution layer over the faster 5m trigger.
Entry Trigger: The base short opens when the 5m RSI(9) was ≥ 80 on its prior close and drops below it — the overbought-to-neutral rollover.
Base Order: 500 USDT default (5% of 10k capital), placed Limit at the signal bar's close (a Market toggle is available).
Averaging Ladder (uniform): Three safety orders sit at fixed +1% / +2% / +3% above the base, each 250 USDT (half the base). They average the short up if price keeps climbing, shrinking the bounce needed to reach target.
Exit (TP + Trailing): Once price reaches 1.3% below the running average, a trailing exit arms; the strategy then tracks the in-favor low and closes on a 0.3% retrace off it.
Stop Loss: A hard 8% stop above the average closes the deal at market if the short keeps running against the position.
🔷 Why it's unique:
- Multi-Timeframe Filter: A 5m RSI rollover trigger executed on the 15m chart blends a fast signal with a slower execution cadence — the 15m close acts as a confirmation gate that reduces reaction to 5m noise.
- Stop-Bounded Averaging: A compact 3-rung ladder plus an explicit 8% stop keeps the worst-case loss known up front, unlike classic stopless martingale shorts.
- Trailing Profit Lock: The 1.3% target arms a 0.3% trail, banking the snap-back while still letting an extended drop run.
- Plug-and-Play Webhooks: Base, each AO, and the exit each emit a complete JSON alert; one "Any alert() function call" alert drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Strategy:
Sample Size: The backtest produced 131 closed trades — above the ~100-trade floor commonly used for statistical relevance. The 87.79% win rate and 2.821 profit factor still reflect a single test window, so treat them as indicative and broaden the test (longer period or more assets) before sizing up.
Timeframe Pairing: This setup samples a LOWER timeframe (5m) than the chart it runs on (15m). The strategy only acts at 15m closes, so some intra-15m 5m crosses are effectively filtered — that is the intended "confirmation" behavior. If you change the chart timeframe, the signal cadence changes; keep the chart on 15m to reproduce these results.
Stop Loss Discipline: The 8% Stop Loss is the defining risk control. With the base plus three averaging orders, maximum deployed capital is ~1,250 USDT (12.5% of default equity); an 8% stop on that bounds the worst-case loss to roughly 1% of equity. Keep the stop enabled.
Trend Risk: Fading overbought conditions works best in ranges and choppy regimes. In a strong, sustained uptrend the short can hit the 8% stop repeatedly. The RSI-crossing-down trigger reduces but does not eliminate this.
Commission Calibration: The default 0.06% commission is calibrated for Bybit perpetual taker conditions. Match it to your venue's actual fees.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:BCHUSDT.P (Perpetual) — portable to any BCH / USDT pair.
Timeframe: 15M chart, with the RSI trigger sampled from 5M (higher timeframe acts as confirmation).
Test Period: May 1, 2025 — June 23, 2026 (~13.7 months).
Initial Capital: 10,000 USDT.
Order Size: 500 USDT base (5%) + 3 averaging orders of 250 USDT each (uniform).
Max Capital Deployed: ~1,250 USDT per trade (~12.5% of equity).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Margin for Short Positions: 100% (1× leverage, Isolated in source config).
Indicator Settings: Default Configuration.
Base Order: 500 USDT, Limit by default (Market toggle available).
Entry Trigger: 5m RSI(9) Crossing Down 80 (evaluated on the 15m chart).
Averaging Orders: 3 with fixed deviations +1% / +2% / +3% above base entry; uniform 250 USDT sizing.
Take Profit: 1.3% below average entry, with 0.3% trailing.
Stop Loss: 8% above average entry (hard close).
Strategy: Short Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +462.89 USDT (+4.63%)
Max Equity Drawdown: 173.62 USDT (1.73%)
Total Closed Trades: 131
Percent Profitable: 87.79% (115 / 131)
Profit Factor: 2.821
🔷 How to Use It:
🔸 Add the strategy to a 15-minute BCH / USDT chart (the RSI input stays on 5m — this is the intended pairing).
🔸 Adjust Settings: Review the Base Order Size, the AO count/deviation/size, the RSI trigger level/timeframe, the Take Profit/Trailing, and the Stop Loss. Defaults mirror the source DCA Bot configuration.
🔸 Results Review: 131 closed trades clears the ~100-trade floor; still validate across a longer window or more assets, and confirm drawdown and trade frequency fit your tolerance before going live.
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs. The strategy emits JSON for entry, each averaging order, and exit.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): USDT amount opened on the initial short.
Use LIMIT for Base: Toggle between Limit (default) and Market entry.
Averaging Orders per Trade: Number of safety orders (default 3).
First AO Size (USDT): Size of each averaging order (uniform by default).
Deviation to First AO (%) / Deviation Step Multiplier: Spacing of the AO ladder above base entry. Defaults to uniform +1% steps.
Order Size Multiplier: Per-rung size scaling (1.0 = uniform).
RSI Timeframe / Length / Crossing Down Level: The RSI(9) crossing-down trigger — default 5m, run on the 15m chart.
Take Profit (%) / Trailing (%): TP distance below average entry and the trailing retrace that closes the position.
Stop Loss (%): Hard stop above average entry.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle DCA Ladder, Avg / TP / SL plot lines, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Strategy
RSI Divergence (Bull/Bear) RSI Divergence (Bull/Bear) is an advanced momentum analysis indicator that automatically detects bullish and bearish RSI divergence between price action and the Relative Strength Index (RSI). These divergence signals can help traders identify potential market reversals, trend exhaustion, and high-probability trading opportunities across multiple financial markets.
The indicator continuously analyzes swing highs and swing lows in both price and RSI, highlighting areas where momentum no longer confirms the current price movement. These conditions often appear before significant trend reversals or corrective moves.
Features
• Automatic Bullish RSI Divergence Detection
• Automatic Bearish RSI Divergence Detection
• Swing High & Swing Low Analysis
• Visual Buy & Sell Signal Labels
• Divergence Confirmation Zones
• Optional RSI Sensitivity Settings
• Clean & Lightweight Chart Layout
• Multi-Timeframe Compatible
• Non-Repainting Divergence Detection
• Customizable Signal Display
How It Works
The indicator monitors price swings alongside RSI momentum.
When price forms a **Lower Low** while RSI forms a **Higher Low**, a **Bullish Divergence** is detected, suggesting weakening selling pressure and a possible bullish reversal.
When price forms a **Higher High** while RSI forms a **Lower High**, a **Bearish Divergence** is detected, indicating weakening buying momentum and a potential bearish reversal Signals are displayed directly on the chart, allowing traders to quickly identify possible turning points.
Signal Types
🟢 Bullish Divergence
• Price makes a Lower Low
• RSI makes a Higher Low
• Possible bullish reversal
• Momentum strengthening
🔴 Bearish Divergence
• Price makes a Higher High
• RSI makes a Lower High
• Possible bearish reversal
• Momentum weakening
Best Markets
• Forex • Gold (XAUUSD) • Silver (XAGUSD)
• Crypto • Indices • Stocks • Futures
Recommended Timeframes
Scalping • M5 • M15
Intraday • M30 • H1
Swing Trading • H4 • Daily
Indicator Highlights
• Automatic RSI Divergence Detection
• Early Reversal Identification
• Visual Buy & Sell Signals
• High-Probability Momentum Analysis
• Non-Repainting Logic
• Adjustable RSI Parameters
• Beginner Friendly
• Professional Trading Tool
• Works in Trending and Ranging Markets
Suggested Trading Workflow
1. Identify the overall market trend.
2. Wait for a Bullish or Bearish RSI Divergence signal.
3. Confirm the setup using market structure, support/resistance, or candlestick confirmation.
4. Enter the trade with proper risk management and position sizing.
Notes
This indicator is designed to assist traders in identifying potential momentum shifts through RSI divergence analysis. It should be used alongside market structure, price action, and sound risk management principles. Like all technical analysis tools, it does not predict future price movements or guarantee profitable trades. Indicator
Cardwell RSI Trade Navigator [MarkitTick]💡 An advanced, multi-dimensional technical overlay designed to translate hidden momentum shifts into actionable, visually structured chart setups.
By extracting the core principles of Andrew Cardwell's methodology—which applies moving averages directly to the Relative Strength Index (RSI) rather than price—this tool identifies underlying momentum trends before they fully manifest in price action.
✨ Originality and Utility
Standard oscillators force traders to divert their attention away from price action to interpret lower-panel squiggles, which can often lead to a disconnect in charting focus.
This script is highly original because it extracts the mathematical cross of RSI-based moving averages and projects them directly onto the main price chart as a comprehensive, fully visualized trade management ecosystem.
It does not just paint a simple signal arrow; it algorithmically constructs a complete risk-to-reward framework the exact moment a momentum cross is mathematically validated.
By integrating directional filters like the ADX and higher timeframe (HTF) consensus protocols, it effectively filters out low-probability market chop.
The primary utility lies in its ability to automate the visual calculation of entry parameters, construct stop losses based on real-time volatility, and project multiple take-profit milestones based on strict multiples, essentially acting as a dynamic charting assistant built entirely on objective mathematical rules.
🔬 Methodology and Concepts
The core computational engine of this indicator relies on the calculation of a standard 14-period Relative Strength Index (RSI).
Instead of looking for traditional overbought or oversold reversal levels, the script calculates two Relative Moving Averages (RMA) of the RSI itself—a Fast RMA (9-period) and a Slow RMA (45-period).
A bullish bias is generated when the Fast RMA crosses above the Slow RMA, indicating that short-term momentum is accelerating faster than the baseline trend velocity.
Conversely, a bearish bias occurs when the Fast RMA crosses below the Slow RMA, signaling immediate downside momentum acceleration.
To ensure these momentum signals are not triggered in stagnant or mean-reverting markets, the script integrates an Average Directional Index (ADX) filter.
The ADX must register a value above a user-defined threshold (default 20) to mathematically confirm that the market is currently in a trending phase capable of sustaining the RSI momentum push.
Furthermore, a Higher Timeframe (HTF) filter requests the RSI RMA cross status from a macro timeframe. Signals on the current charting timeframe are only validated if they align perfectly with the HTF bias, ensuring that all setups are traded strictly in the direction of the dominant market flow.
Once all conditions of a valid signal are met, the script utilizes the Average True Range (ATR) to calculate a dynamic, volatility-adjusted Stop Loss, and then projects exact Take Profit targets using standardized Risk:Reward multipliers.
🎨 Visual Guide
The script transforms the standard candlestick chart into a highly visual, logically color-coded trade environment.
Candle Coloring: Candlesticks are dynamically colored based on underlying momentum strength. A visual gradient shifts from a neutral gray to a bright green (bullish) or bright red (bearish) depending directly on the separation distance between the Fast and Slow RSI RMAs.
HTF Trend Cloud: An optional visual cloud is plotted both above and below the price action. It is colored teal for HTF bullishness and crimson for HTF bearishness, offering traders macro context at a single glance without switching timeframes.
Trade Setup Lines: Upon a validated signal, dashed white horizontal lines appear on the chart, representing the exact calculated price levels for the Stop Loss, Entry point, Take Profit 1 (TP1), Take Profit 2 (TP2), and Take Profit 3 (TP3).
Risk Zones: The chart background between the entry price and the stop loss is shaded in a semi-transparent dark red. The zones between the entry and the consecutive take-profit levels are shaded in progressive green tones to visually represent risk versus reward areas.
Price Labels: Distinctive text labels featuring geometric icons are plotted dynamically at the end of the trade lines, displaying the exact numeric price coordinates for the Stop Loss, Entry, and all TPs.
Signal Strength Score Label: is a calculated metric designed to quantify the momentum and quality of the trade setup at the exact moment the signal is triggered. This value provides a "snapshot" of the signal's conviction level the moment it appears, whereas dashboard metrics track ongoing market conditions.
Dashboard Table: Located permanently in the top right corner, this dark-themed data table displays real-time metrics including the ticker symbol, current trend direction, current ATR value, a visual ADX strength bar, an overall signal strength percentage, the overarching HTF bias, and a counter tracking the number of bars since the last valid signal.
📖 How to Use
Traders can utilize this framework to efficiently identify and manage momentum-based trend continuation setups across any asset.
First, wait for a clear momentum shift, visually indicated by a change in the candlestick gradient color and the sudden appearance of the geometric trade setup zones.
Before considering the setup valid, reference the top-right dashboard table. Confirm that the ADX bar is registering sufficient trend strength and that the HTF Bias aligns with the direction of the signal.
Once the dashed white lines and colored risk zones appear, use the Entry line as the suggested area of execution.
The Stop Loss line provides a definitive, volatility-based invalidation point that should be respected.
As price moves in favor of the active setup, closely monitor the progression through the green reward zones.
If the "Breakeven on TP1" feature is enabled in the settings, observe the Stop Loss label automatically transitioning to a Breakeven line once the first target is struck, theoretically securing the position.
Finally, use the dynamic Risk:Reward live label attached to the current price action to actively monitor the floating R-multiple of the current signal.
⚙️ Inputs and Settings
RSI Length & RMA Lengths: Controls the core sensitivity of the underlying momentum engine. Lower values create more frequent signals, while higher values smooth the data for longer-term trend captures.
ATR Length & SL Multiplier: Defines the strictness of the stop loss protocol. A higher multiplier increases the breathing room for the trade but mathematically requires a larger price move to achieve a 1R target.
TP Risk:Reward Multipliers: Customizes the exact distance of the three take-profit targets relative to the initial ATR-based risk unit.
HTF Timeframe: Sets the macro timeframe used for the overarching trend consensus filter.
Choppiness / ADX Filter: Toggles the strict requirement for a minimum ADX threshold to validate signals, preventing entries in tight trading ranges.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Momentum Derivatives and Relative Strength
The foundational architecture of this script rests upon J. Welles Wilder Jr.'s Relative Strength Index (RSI), a momentum oscillator that measures the speed and change of price movements.
The mathematical formula bounds the output between absolute values of 0 and 100.
By taking a derivative of this oscillator—specifically applying Relative Moving Averages (RMAs, which are mathematically equivalent to Wilder's Smoothing method or an Exponential Moving Average with alpha = 1/length)—the script effectively isolates the velocity of the momentum itself.
The intersection of a fast-period RMA and a slow-period RMA of the RSI mathematically represents a point of momentum inflection, where short-term acceleration deviates significantly from the longer-term mean.
● Volatility-Normalized Risk Management
The utilization of the Average True Range (ATR) establishes a statistically sound, non-static risk framework.
ATR quantifies the historical volatility of an asset by calculating the greatest of the current high minus the current low, the absolute value of the current high minus the previous close, and the absolute value of the current low minus the previous close.
By multiplying the ATR by a specific scalar value, the script dynamically calculates a stop-loss distance that is statistically placed outside the normal noise distribution of the current market environment.
This approach is scientifically superior to static percentage-based stop losses, as it continuously adapts to the heteroskedasticity (changing variance) inherent in complex financial time series.
● Trend Directionality and Vector Strength
The Average Directional Index (ADX) component provides a purely quantitative measure of trend strength that is entirely independent of direction.
ADX is derived from the smoothed moving averages of the +DI and -DI, which measure the positive and negative directional movement vectors.
By requiring the ADX to breach a specific numerical threshold, the script mathematically filters out random walk (stochastic) market phases.
This ensures that the structural momentum setups only trigger when they occur within a statistically significant directional drift, massively increasing the probability of trend continuation.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Multi-Factor Divergence MatrixMulti-Factor Divergence Matrix
OVERVIEW
Most divergence tools read one oscillator against price. The Multi-Factor Divergence Matrix reads fifteen independent lenses at once, standardizes them onto a single shared standard-deviation (sigma) scale, and then organizes them into a structure: lenses roll up into 14 aspects (distinct questions), aspects roll up into 6 families (factor classes), and families roll up into one composite. Divergence is detected five different ways on that construction, and a built-in calibration harness scores whether each method has actually carried any edge on your instrument.
The core idea: a price move is more trustworthy when many independent reads confirm it, and a divergence is more meaningful when it shows up across different kinds of information — not just three flavours of momentum that all say the same thing.
WHY THE COMPONENTS BELONG IN ONE SCRIPT (mashup rationale)
This is a deliberate multi-factor engine, not indicators stacked side by side. Every part answers the same question — is this price move confirmed, and by how broad a set of independent reads? — and each fixes a blind spot of the others:
A single oscillator can only diverge one way. Fifteen lenses across six families let price be unconfirmed by momentum, by trend efficiency, by location, by volatility, by order flow, or by cross-asset carry — independently.
Raw factor-stacking double-counts. Standardizing every lens to one sigma scale makes them directly comparable, and grouping correlated lenses into aspects (then families) means consensus is counted where it carries independent information, not where it merely repeats.
One detection method misses what another catches. Pivot divergence is precise but lags; slope fires earlier; correlation is continuous; sequential catches structured exhaustion; the intra-family split is often the very first crack. Run together, they cover the ways divergence actually appears.
Assertions are cheap. The calibration harness ties the whole construction back to realized forward outcomes, per method, so the tool reports whether its own signals carry edge rather than claiming they do.
Remove any one layer and the central question is answered less completely — which is what makes them one tool.
HOW IT WORKS
The 15 lenses → 14 aspects → 6 families
Momentum — oscillatory (RSI + Know Sure Thing), velocity (low-lag two-pole strength), stationary (fractional-difference of log price)
Trend / Efficiency — path quality (Kaufman efficiency ratio), extension (SAR distance in ATR units), rollover (dual-horizon efficiency gap)
Location / Mean — volume-anchored (VWAP deviation), geometric (linear-regression deviation)
Volatility — realized expansion (directional range), implied-vs-realized (variance-risk-premium spread)
Flow / Volume — net pressure (cumulative signed-volume delta, lower-timeframe estimated), volume-weighted (Money Flow Index)
Cross-Asset — carry (futures-vs-spot basis), fear (volatility-index vs price)
Each lens is z-scored over a rolling window (up = bullish). Correlated lenses that answer the same question (e.g. RSI and KST) are averaged into one aspect — the anti-redundancy step. A family agrees only when a majority of its filled aspects align; when its aspects disagree it is flagged SPLIT.
Two consensus axes, both at family resolution, auto-scaled by timeframe
Extreme-count — how many families are stretched to their extreme.
Divergence-count — how many families are diverging from price right now.
Five detection methods
Pivot — regular, hidden, exaggerated (equal-extreme) and triple divergence on the composite.
Slope — price-vs-composite regression-slope sign disagreement (fires earlier than pivots).
Correlation — rolling price-composite correlation flipping negative (continuous, always-on).
Sequential — a structured RSI exhaustion pattern (three deeper pushes, then a turn).
Leading — the intra-family SPLIT, often the first warning before a family flips.
Calibration. Each event is a directional hypothesis, queued and resolved a fixed horizon later versus an ATR threshold, then compared with the unconditional same-horizon base rate. The dashboard reports, per method: number of events, Hit %, and Edge = Hit − Base. Events are logged and resolved on confirmed bars only.
HOW TO USE
The dashboard has two modes. Compact (default) shows the decision essentials: the composite zone, the two consensus counts (Stretched X/6 · Diverging Y/6), a one-line family summary (bull / bear / split), and the single best-calibrated method with its Edge. Pro expands this to every family row (vote arrow, aspect agreement, SPLIT flag) and every per-method calibration class. In both, a high divergence-count backed by clean family agreement is strong context; the Edge figure tells you whether that read has actually preceded a move on this symbol and timeframe. Treat consensus as context, never a standalone trigger.
UNIVERSAL ACROSS MARKETS
Price, high, low, the VWAP source, the spot reference symbol and the volatility symbol are all inputs, so the engine runs on any instrument and timeframe. Volume-based lenses (VWAP, flow, MFI) need real traded volume — use the futures contract, not a cash index. Defaults target NSE NIFTY index futures intraday with an NSE:NIFTY spot reference and NSE:INDIAVIX; lenses without data quietly drop out and the consensus scales to whatever stays active.
ORIGINALITY
The individual techniques are public and credited below. The original work is the integration: standardizing fifteen heterogeneous reads onto one sigma axis, the aspect → family → composite roll-up that counts agreement only where it is independent, the dual extreme-and-divergence consensus, the surfacing of intra-family disagreement as a leading signal, and the forward base-rate calibration over every detection method. No third-party Pine code is reused.
CONCEPT CREDIT
RSI, Parabolic SAR, ATR, DMI — J. Welles Wilder. Know Sure Thing — Martin J. Pring. Efficiency Ratio — Perry J. Kaufman. Money Flow Index — Quong & Soudack. VWAP and cumulative volume delta — standard public market-microstructure concepts. Fractional differentiation — the long-memory / stationarity literature (Hosking 1981; adapted for finance by M. López de Prado). Two-pole low-pass smoothing — John F. Ehlers. The basis is explained by the cost-of-carry framework (N. Kaldor 1939; H. Working 1948–49). Variance risk premium — the implied-minus-realized literature. Linear regression and price/oscillator divergence are long-established public techniques. Not affiliated with, nor endorsed by, any third party.
HONESTY / LIMITATIONS
Consensus is context, not a trigger. Independence is managed, not perfect — lenses inside a family still share inputs, which is exactly why consensus counts families and aspects rather than raw lenses, and why a high count is never proof. The Edge figures are in-sample, close-to-close, with overlapping forward windows and no costs — descriptive context, not a verified backtest. An Edge near zero, negative, or unstable across timeframes is the harness honestly telling you the method has no reliable edge on that instrument; do not tune parameters until it turns green — that is curve-fitting. Divergence and reversals confirm a few bars after their pivot (inherent to honest pivot detection). Nothing here predicts price.
DISCLAIMER
Research and educational tool only. NOT financial advice and NO guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. Indicator
Fractional-Diff Momentum OscillatorFractional-Diff Momentum Oscillator
What it does
The Fractional-Diff Momentum Oscillator is a momentum line, scaled in standard-deviation (σ) units around a zero balance, built on the fractional differencing of price — the smallest amount of differencing that makes price statistically stationary while still keeping its memory.
Why this is different (and original)
Almost every momentum oscillator works on returns — that is, price differenced once (integer order d = 1). Returns are stationary, but differencing once erases the series' memory, throwing away the slow, persistent structure that carries trend information. Raw price (order d = 0) keeps all the memory but is non-stationary and unusable by most statistical tools.
Fractional differencing uses a non-integer order (typically 0.3–0.6) that sits between the two: it removes just enough drift to reach stationarity while retaining long memory. The result is a momentum series that is both well-behaved and information-rich. This transform is standard in quantitative research but rare on retail charts, where oscillators almost universally difference once and discard the signal. That is what makes this original: it is a momentum oscillator built on a memory-preserving transform rather than plain returns.
How it works
The fixed-width fractional-difference weights are generated recursively — w(0) = 1, w(k) = −w(k−1)·(d − k + 1)/k — and truncated once they fall below a tolerance, giving a finite window. Those weights are convolved with log-price to produce the fractionally-differenced series. That series is then z-scored over the normalization window and lightly smoothed into the σ oscillator you see, centred on zero.
How to use it
Zero is the balance line. Above zero = net up-momentum; below = net down-momentum.
Dashed σ bands mark stretched momentum; dotted bands mark extremes prone to exhaustion (red on top, green on the bottom in the standard reading).
Zero-crosses (triangles) are momentum-flip events.
Divergences (circles) warn when price makes a new extreme that momentum does not confirm.
Read the EDGE row. The dashboard runs a live forward-return harness: for every momentum flip it checks whether a favourable move (≥ k×ATR within the horizon) actually occurred, and compares that Hit % against the unconditional Base %. EDGE = Hit − Base is the honest measure of whether the signal adds information on your instrument and timeframe. If EDGE is near zero, the signal is not helping there — and the tool says so.
Settings guide
01 · Data & Differencing — source, log-price toggle, differencing order d, weight tolerance, max window, and a universal price source for the harness.
02 · Normalization — z-score window and output smoothing.
03 · Calibration — horizon, favourable-move threshold (×ATR), base-rate window.
04 · Bands — momentum and extreme σ bands; divergence pivot.
05 · Display & Theme — visual style (gradient area + glow / histogram / line), regime tint, dashboard, colors.
Non-repaint
The weights are fixed and the convolution reads only closed bars — no recalculation of past values, no future leak.
Concept credit
Fixed-width window fractional differentiation — Marcos López de Prado, Advances in Financial Machine Learning (2018).
Fractional integration in time series — Hosking (1981); Granger & Joyeux (1980).
Disclaimer
For research and education only. Not financial advice, not a recommendation, and not a guarantee of future results. All statistics shown are in-sample, close-to-close, and exclude costs — a study aid, not a backtest. Do your own research and manage your own risk. Indicator
Indicator
Ease Fractal Reclaim [ZOM]Ease Fractal Reclaim is an open-source structure and reclaim tool built around Ease of Movement flow, recent fractal range context, CCI impulse, and ATR/body thrust confirmation.
The script is designed to show when price is attempting to reclaim or reject a recent structure zone while movement becomes easier and momentum begins to confirm. The visual style uses sparse fractal rails and price-anchored markers instead of a heavy cloud, with a compact mini dashboard for quick context.
Core components:
- Ease of Movement flow / resistance read
- Recent fractal range rails and reclaim/reject context
- CCI zero-line impulse filter
- ATR/body thrust confirmation
- Cooldown-aware watch and confirmed signals
- Compact mini dashboard with mode, EOM flow, fractal map, CCI impulse, bias, and quality score
- Alerts for bullish and bearish watch/confirmed conditions
The Quality Score is a compact confluence read, not a prediction. It summarizes whether flow, structure, impulse, thrust, and cooldown conditions are aligned enough to support the current signal context.
This is not financial advice or a standalone trading system. Use it with broader market structure, risk controls, and your own confirmation process. Indicator
Momentum RSI | NAL1. Overview
Momentum RSI | NAL is a momentum-regime indicator built around a Jurik-smoothed double RSI engine. It first smooths price using a Jurik-style moving average, then applies RSI twice to measure both momentum and momentum-of-momentum.
Instead of relying on raw RSI movement, the indicator uses a smoothed second RSI layer to better identify when momentum is expanding or deteriorating. The final Momentum RSI is compared against bullish and bearish thresholds to create a clean directional state.
2. Calculation
The indicator starts by smoothing the selected source with a Jurik-style moving average. This creates a cleaner input before the RSI calculation, helping reduce noise while keeping the response relatively fast.
The first RSI measures the momentum of the smoothed source. The second RSI is then applied to the first RSI, creating a double RSI structure. This second layer measures whether the original RSI itself is strengthening or weakening.
After the double RSI is calculated, it is smoothed again using the same Jurik-style smoothing method. This produces the final Momentum RSI line.
The signal is based on two thresholds. A bullish state triggers when the Momentum RSI rises above the long threshold. A bearish state triggers when the Momentum RSI falls below the short threshold.
When the Momentum RSI is between both thresholds, the indicator keeps its previous directional state. This helps avoid constant neutral flipping and gives a cleaner regime-style output.
3. Key Features
Jurik-smoothed double RSI momentum engine.
Measures both momentum and momentum-of-momentum.
Bullish and bearish threshold-based regime detection.
State-based coloring that holds the previous direction between thresholds.
Glow-style RSI plot, threshold fills, candle coloring, and transition labels.
4. Use
Works well for identifying momentum shifts and potential exhaustion areas during trending periods. The double RSI structure can react to changes in momentum before a standard RSI fully confirms the move.
A move above the long threshold suggests bullish momentum pressure. A move below the short threshold suggests bearish momentum pressure. The colored candles and transition labels make it easier to see when the indicator changes state.
Best used in confluence with other indicators, due to its unique behavior and potential for false signals in choppy or low-directional regimes. The indicator is best used as a momentum-regime tool for confirming trend continuation, spotting momentum deterioration, and visually separating bullish and bearish conditions. Indicator
Momentum RSI For Loop | NAL1. Overview
Momentum RSI For Loop | NAL is a momentum-regime indicator built around a Jurik-smoothed double RSI engine. It first smooths price using a Jurik-style moving average, then applies RSI twice to measure both momentum and momentum-of-momentum.
Instead of using a fixed RSI threshold, the indicator compares the current smoothed double RSI against many of its previous values. This creates a loop counter that shows whether current momentum is stronger or weaker than a broad section of recent history.
2. Calculation
The indicator starts by smoothing the selected source with a Jurik-style moving average. This creates a cleaner input before RSI is calculated, helping reduce noise while keeping the response relatively fast.
The first RSI measures the momentum of the smoothed source. The second RSI is then applied to the first RSI, creating a double RSI structure. This second layer measures whether the original RSI itself is strengthening or weakening.
After the double RSI is calculated, it is smoothed again using the same Jurik-style smoothing method. This produces the final momentum series used by the loop engine.
The loop mechanism then compares the current smoothed double RSI value against past values over the selected range. If the current value is greater than the value from i bars ago, the counter adds one point. If it is not greater, the counter subtracts one point.
A high positive counter means current momentum is stronger than many previous momentum readings. A deeply negative counter means current momentum is weaker than many previous readings.
The final signal is based on two thresholds. A bullish state triggers when the loop counter rises above the upper threshold. A bearish state triggers when the loop counter falls below the lower threshold.
3. Key Features
Jurik-smoothed double RSI momentum engine.
For-loop comparison against historical momentum values.
Measures relative momentum strength instead of relying on static RSI levels.
Upper and lower loop thresholds for bullish and bearish regime detection.
Glow-style loop plot, threshold fills, candle coloring, and transition labels.
4. Use
Works well in getting out around tops and bottoms, during trending periods. Best used in confluence with other indicators, due to it's unique behaviour, and it being prone to false signals in regimes where other indicators are not.
The indicator is best used as a momentum-regime tool. It can help confirm trend continuation, detect momentum shifts, and visually separate bullish and bearish conditions through candle coloring and transition labels. Indicator
Harmonic Envelope Oscillator 1.1Harmonic Envelope Oscillator 1.1 (HE Oscillator) is a non-overlay momentum oscillator that measures how far price has deviated from a central moving average, normalized into clean harmonic levels based on powers of 2.It calculates multiple SMAs with exponentially increasing lengths (base length × 1, 2, 4, 8, ..., 128), uses one of them as the dynamic center (default MA3), and then normalizes the deviation using a highly flexible multiplier (from 1/1024 up to 16384 with fine-tuning). The result is plotted as a smooth oscillator with fixed harmonic envelopes at ±1, ±2, ±4, ±8, ±16, ±32, ±64, ±128.The indicator features clear color-coded zones, background coloring, a real-time "Current Zone" table, and zero-line cross signals.Main Use Cases:1. Mean-Reversion TradingExtreme readings (Env 4 / +8 and above) often mark overextended conditions and potential reversal zones.
Especially powerful when price reaches "Unicorn" or "Env 8" levels.
2. Trend Strength & Momentum ConfirmationSustained readings above +4 or +8 confirm strong directional moves.
Helps you stay in trending trades longer and avoid premature exits.
3. Volatility & Regime IdentificationThe colored zones visually tell you the current market character:Noise / Continuation → low volatility, chop
High / Very High → strong momentum
Extreme → Unicorn → Env 8 → outlier / parabolic moves
4. Scalping & IntradayUse tighter multipliers (1/4 to 1/2) on 1m–15m charts for precise entries around zero and Env 1–2 levels.
5. Swing & Position TradingHigher multipliers (1 to 16+) on 1H–Daily charts work well to spot major exhaustion points.
6. Divergence & Confluence ToolExcellent when combined with other indicators (RSI, MACD, Volume Profile, or the Gann Grid you asked about earlier) for high-probability setups.
Strengths: Very clean and structured harmonic levels (mathematically elegant).
Adaptive to different instruments and timeframes via the multiplier.
Excellent visual hierarchy with zones and table.
Indicator
Indicator
Indicator
Volume Flow MatrixVolume Flow Matrix is a relative volume histogram that helps identify how strong or weak current market participation is compared to recent volume activity.
The indicator measures current volume against a fixed 300-bar volume baseline. Instead of showing raw volume only, it converts volume into a relative reading. This makes it easier to see whether the current candle is trading below average volume, around normal activity, with increased participation, or at an unusually high volume level.
On historical candles, the calculation uses completed candle volume. On the live candle, the indicator uses realtime volume projection. This means the current candle’s volume is estimated based on how much time has passed in the candle. As a result, the histogram can react during the candle instead of only after the candle closes.
The histogram is divided into five volume conditions:
Dry Volume shows candles with weak participation. These bars appear when relative volume is below 0.75. Dry volume can be useful for spotting quiet market phases, low-interest candles, or areas where price is moving without strong volume support.
Default Volume represents normal volume conditions. These candles do not meet the requirements for dry, directional, or extreme volume. Default volume helps separate ordinary market activity from more important volume events.
Bull Volume appears when relative volume is elevated and the candle also shows bullish pressure. For a candle to qualify as Bull Volume, relative volume must be at least 1.55, the candle must close above its open, and the close must be positioned in the upper part of the candle range. This can help highlight candles where stronger participation supports upward pressure.
Bear Volume appears when relative volume is elevated and the candle shows bearish pressure. For a candle to qualify as Bear Volume, relative volume must be at least 1.55, the candle must close below its open, and the close must be positioned in the lower part of the candle range. This can help highlight candles where stronger participation supports downward pressure.
Extreme Volume marks unusually high relative volume at or above 2.30. These candles show that volume is significantly above the recent baseline. Extreme Volume does not automatically mean bullish or bearish continuation. It should be read together with price location, candle structure, support and resistance, liquidity zones, or the broader market context.
Each candle is assigned to only one volume condition. The script checks the conditions in a fixed order so the histogram remains clean and does not stack multiple volume types on the same bar.
How to use it:
Use Dry Volume to identify low-participation areas where price movement may be less reliable.
Use Bull Volume and Bear Volume to confirm whether directional candles are supported by stronger participation.
Use Extreme Volume to mark important high-activity candles that may appear near breakouts, liquidity grabs, absorption areas, reversals, or strong continuation moves.
Use Default Volume as the neutral background state between low-volume and high-volume conditions.
Volume Flow Matrix does not provide trade entries or exits by itself. It is designed to support analysis by making volume behavior easier to read. The strongest use case is combining it with price action, market structure, key levels, liquidity, trend context, or any existing trading plan.
Indicator
Zero Lag CVD, RSI & Stochastic Divergence (All-in-One) [D4A]Zero Lag CVD, RSI, Stochastic Divergence
Overview
Zero-Lag Divergence indicator is designed to identify bullish and bearish divergences as they happen, without relying on traditional pivot confirmation delays. By comparing price action with output of CVD, RSI and Stochastic across two independent detection periods, the indicator helps traders spot potential trend exhaustion and reversal opportunities earlier than conventional divergence tools.
How is this indicator different from other similar tools?
- Provides real-time non-repainting divergence signals for CVD, RSI and Stochastic in one convenient script
- Provides instant and separate divergence signals for one of the three oscillators (CVD, RSI, Stochastic), combination of two oscillators or combination of all three (Agreement Mode), thus marking double or triple confirmation of discrepancy between the price, momentum and volume, signalling potentially important reversal zone.
- To maximize probability of validity of the signal, the user can configure overbought and oversold conditions for both momentum oscillators (RSI & Stochastic) to filter only the strongest signals.
- To keep chart clutter under control the tool combines divergence labels into one common label in Agreement Mode
- The indicator tracks divergence simultaneously using two different and configurable periods (short- and long-term divergence) thus allowing to track shorter and longer periods for possible divergences while using only one timeframe
- Displays all signals directly on the chart - no need for additional panel below or above the chart
- All three oscillators can be independently configured, eg. signal length, smoothing, overbought and oversold levels.
Bullish Divergence Logic
Occurs when price forms a lower low while oscillator forms a higher low, suggesting weakening bearish momentum (volume) and the possibility of an upward reversal.
Bearish Divergence Logic
Occurs when price forms a higher high while oscillator forms a lower high, indicating weakening bullish momentum (volume) and the potential for a downward move.
Why Zero-Lag?
Most divergence indicators require future candle confirmation before displaying a signal. This indicator prioritizes immediacy by highlighting potential divergences as they form, allowing traders to react sooner to developing momentum shifts.
While this approach can generate earlier opportunities, it may also create false signals and market noise. For best results, consider combining divergence signals with trend analysis, support and resistance levels, volume studies, or additional confirmation tools.
Notes
* Signals are non-repainting once generated.
* Earlier detection may result in more frequent signals compared to traditional pivot-confirmed divergence indicators.
* Suitable for stocks, forex, cryptocurrencies, indices, and other liquid markets.
* Can be used on any timeframe, from intraday trading to higher-timeframe swing analysis.
SETTINGS
- Zero-Lag Divergence - enable the display of signals
- Mode - select for which oscillator should divergence signals be plotted:
CVD - Cumulative Volume Delta
RSI - Relative Strength Index
Stochastic - Momentum oscillator
Agreement - two or three indicators agree at the same time (same candle)
- Minimum Agreement - how many indicators should agree at the same time: Any Two or Any Three
- Cumulative Volume Delta Length
- RSI Length, OB (overbought) level , OS (oversold) level. OB and OS levels can be used to select more extreme zones to find divergence (stronger signals).
- Stochastic: %K and Smoothing settings, as well as OB and OS settings (work similar to RSI logic)
- Show Labels - show labels on the chart
- Bullish Label - can be set and color coded for different indicators
- Bearish Label - can be set and color coded for different indicators
- All Oscillators Agree - displays label when all three oscillators generate divergence signals at the same time
- RSI + Stochastic - displays label when both RSI and Stochastic agree at the same time
- CVD + Stochastic - displays label when both CVD and Stochastic agree at the same time
- CVD + RSI - displays label when both CVD and RSI agree at the same time
- RSI Divergence Label only if RSI >=OB or RSI <= OS - display the label only when RSI divergence signals are detected at user-defined overbought or oversold levels
- Stochastic Divergence Label only if Stochastic >=OB or Stochastic <= OS - display the label only when Stochastic divergence signals are detected at user-defined overbought or oversold levels
- Show Lines - draw lines between divergence points.
- Short Period - define the 1st period for which divergence is detected
- Long Period - define the 2nd period for which divergence is detected
- Distance Multiplier & ATR - used to position the labels at specific distance from divergence point
What is CVD?
CVD measures the cumulative difference between buying and selling volume. A rising CVD indicates more buying pressure, while a falling CVD indicates more selling pressure. Divergence occurs when the price action contradicts the CVD's direction, suggesting a potential shift in momentum or trend reversal.
What is RSI?
The relative strength index (RSI) is a momentum indicator used to measures the speed and magnitude of a asset's recent price changes to detect overbought or oversold conditions.
What is Stochastic?
Trading View definition: Stochastic Oscillator (STOCH) is a range bound momentum oscillator. The Stochastic indicator is designed to display the location of the close compared to the high/low range over a user defined number of periods. Typically, the Stochastic Oscillator is used for three things; Identifying overbought and oversold levels, spotting divergences and also identifying bull and bear set ups or signals.
-----------------
Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Indicator
EWO,RSI advanced Signals Strategy - Exhaustion Filter## EWO, RSI, MFI - Advanced Exhaustion Filter
## Overview
Strategy - Advanced Exhaustion Filter is a comprehensive momentum and mean-reversion trading strategy designed for Pine Script v6. It combines multi-indicator momentum tracking with structural price filters to protect traders from "falling knives" during market capitulation and distribution phases.
By blending the Elliott Wave Oscillator (EWO), Relative Strength Index (RSI), Money Flow Index (MFI), and volume-weighted confirmations, this strategy ensures you only enter a trade when genuine momentum returns to the market.
------------------------------
## How It Works##
1. Core Momentum Engine
The strategy relies on three distinct layers of confirmation before generating a trade:
* Elliott Wave Oscillator (EWO): Measures the displacement of price to determine the dominant market wave. Entries require the EWO to be ticking upward from below zero.
* Relative Strength Index (RSI): Filters structural momentum. A long entry triggers when RSI crosses above the critical 40 line, proving a shift out of bearish territory.
* Money Flow Index (MFI): Adds volume-weighted momentum to ensure asset accumulation is actually taking place rather than a low-liquidity squeeze.
2. The Exhaustion & Structural Filter (Anti-Falling Knife)
Standard momentum strategies often fail during deep market sell-offs because indicators flash "buy" on minor relief bounces while price continues to plummet. This script solves that problem using two proprietary rules:
* The Breakout/Breakdown Barrier: The script dynamically tracks the highest high and lowest low of the last N bars (lookback_len). Even if indicators say buy, the strategy will wait until price physically breaks above this local structural barrier.
* Capitulation Memory Flag: If the market enters a state of extreme panic (RSI drops below rsi_oversold), the strategy flags an "Exhaustion Zone". In this zone, the strategy prepares for an explosive trend reset, overriding standard barriers once momentum reverses.
3. Volumetric Confirmation
Signals are filtered through a volume moving average (Volume MA). Entries and exits are only permitted if market volume is at least 80% of its recent average, keeping you out of choppy, illiquid trading sessions.
------------------------------
## Strategy Parameters
* EWO Fast / Slow (Default: 5, 34): The short and long-term moving averages used to calculate the Elliott Wave Oscillator waves.
* RSI Length (Default: 14): The lookback window for trend and exhaustion momentum.
* MFI Length (Default: 14): The lookback window for volume-weighted money flow tracking.
* Breakout Lookback Bars (Default: 10): The number of historical bars used to calculate local structural highs and lows to prevent premature entries.
* Exhaustion RSI Level (Default: 30): The extreme oversold threshold that triggers capitulation logic.
------------------------------
## Best Practices & Asset Classes
* Timeframes: Optimised for 15-minute, 1-hour, and 4-hour charts where structural highs and lows carry significant weight.
* Markets: Highly effective on trending assets with periodic high-volatility liquidations, such as Crypto (BTC, ETH), major Forex pairs, and Tech Stocks.
------------------------------
## ⚠️ Disclaimer
Financial Risk Warning: Financial trading involves substantial risk of loss and is not suitable for every investor. The information, strategies, and script provided here are strictly for educational, informational, and research purposes.
No Advice: This script is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past performance as demonstrated by historical backtesting is never a guarantee of future results.
User Responsibility: Markets change rapidly, and default settings may not fit all assets or market conditions. You are fully responsible for your own trading decisions. Always thoroughly backtest, forward-test on a demo account, and apply your own strict risk management protocols before risking real capital.
Strategy
Indicator
Indicator
Hybrid OscillatorHybrid Oscillator
Hybrid Oscillator is a visual oscillator designed to read momentum pressure, overbought conditions, oversold conditions, oscillator crosses, extreme zones and directional fading inside a separate chart pane.
the indicator combines a selected oscillator engine with a smoothed wave, a secondary cross line, gradient zones, level dots and alert conditions.
the goal is to help traders understand when momentum is expanding, when it is reaching an extreme area, when it is cooling down, and when the main oscillator line crosses its reference line.
this tool is not a trading strategy. it does not place trades, does not guarantee reversals and does not predict future price movement. it is a technical analysis tool for market context, momentum reading and visual confirmation.
main concept
the oscillator moves between 0 and 100.
values near the upper zone show stronger upside pressure or overbought conditions.
values near the lower zone show stronger downside pressure or oversold conditions.
the main oscillator line is the active momentum wave.
the real cross line is a smoother reference line.
when the main oscillator crosses above the real cross line, momentum may be recovering or shifting upward.
when the main oscillator crosses below the real cross line, momentum may be weakening or shifting downward.
what the indicator displays
main oscillator line
real cross line
upper and lower gradient zones
overbought level
oversold level
extreme overbought level
extreme oversold level
mid upper level
mid lower level
top extreme dots
bottom extreme dots
real cross dots
level lines
alert conditions
oscillator engines
the script includes several oscillator calculation modes.
rsi
uses relative strength index behavior.
this mode is useful for reading classic momentum strength and overbought or oversold behavior.
stochastic
uses stochastic positioning.
this mode focuses on where price is closing compared to its recent high and low range.
hybrid rsi plus stochastic
uses rsi first, then applies a stochastic calculation to the rsi behavior.
this mode focuses on momentum position inside the rsi range and gives a more reactive exhaustion style.
cci normalized
uses commodity channel index behavior and normalizes it into a 0 to 100 style range.
this mode can be useful for reading broader deviation and momentum pressure.
how the real cross line works
the real cross line is a smoothed version of the active oscillator.
it is not a separate oscillator type. it follows the selected engine.
if rsi mode is selected, the cross line follows the rsi-based oscillator.
if stochastic mode is selected, the cross line follows the stochastic-based oscillator.
if hybrid mode is selected, the cross line follows the hybrid oscillator.
if cci normalized mode is selected, the cross line follows the normalized cci oscillator.
the cross dots are based on the actual intersection between the main oscillator and the real cross line.
orange cross dots show an upward cross.
magenta cross dots show a downward cross.
input guide
source
selects the price source used by the oscillator.
common choices are close, hl2, hlc3 or ohlc4.
close is simple and reactive.
hlc3 is smoother because it includes high, low and close.
length
controls the base oscillator calculation period.
a lower value makes the oscillator faster and more sensitive.
a higher value makes the oscillator smoother and slower.
smoothing
controls the smoothing applied to the final oscillator.
a lower value reacts faster.
a higher value reduces noise but adds more delay.
oscillator type
selects the calculation engine.
rsi is classic momentum.
stochastic is range position.
hybrid rsi plus stochastic is a more sensitive momentum range model.
cci normalized is a deviation-based momentum model.
extreme overbought
sets the upper extreme zone.
when the oscillator reaches this area, upside momentum is considered stretched.
overbought
sets the main upper warning level.
crossing this level can mark a strong bullish extension.
mid upper
sets the upper midline reference.
this can be used to detect smaller upward crosses around the upper balance area.
mid lower
sets the lower midline reference.
this can be used to detect smaller downward crosses around the lower balance area.
oversold
sets the main lower warning level.
crossing this level can mark a strong bearish extension.
extreme oversold
sets the lower extreme zone.
when the oscillator reaches this area, downside momentum is considered stretched.
enable gradient fills
turns the upper and lower visual gradient zones on or off.
when enabled, the oscillator pane becomes easier to read visually.
gradient layers
controls the number of visual layers used for the gradient style.
more layers create a smoother visual feel.
show level cross dots
shows or hides the dots created by cross conditions and extreme conditions.
show real cross line
shows or hides the smoother cross reference line.
this line is useful when you want to see exactly where the oscillator cross dots come from.
show level lines
shows or hides the horizontal reference lines.
these lines help identify overbought, oversold, extreme and midpoint areas.
oscillator line width
controls the thickness of the main oscillator line.
higher values make the oscillator more visible.
lower values keep the chart cleaner.
how to read the dots
top extreme dots
these appear when the oscillator is inside the extreme overbought zone.
they indicate strong upside extension.
they do not mean price must reverse immediately.
bottom extreme dots
these appear when the oscillator is inside the extreme oversold zone.
they indicate strong downside extension.
they do not mean price must reverse immediately.
orange cross dots
these appear when the main oscillator crosses above the real cross line.
they can show a possible upward momentum shift.
magenta cross dots
these appear when the main oscillator crosses below the real cross line.
they can show a possible downward momentum shift.
important note about dots
cross dots are not automatic buy or sell signals.
they show technical events inside the oscillator.
always confirm with trend, support and resistance, candle close, volume and risk management.
alerts
the script includes alert conditions for:
cross above the real cross line
cross below the real cross line
cross above overbought
cross below oversold
cross above extreme overbought
cross below extreme oversold
recommended beginner alert use
start with real cross up and real cross down.
use overbought and oversold alerts only as context.
use extreme alerts as exhaustion warnings, not direct trade signals.
avoid activating every alert at once if you want a clean workflow.
beginner tutorial
step 1: start with the default oscillator type
begin with hybrid rsi plus stochastic.
this mode gives a balanced view between momentum and range behavior.
step 2: keep the default levels
use the default overbought, oversold and extreme levels first.
do not change too many settings before understanding the oscillator behavior.
step 3: enable the real cross line
turn on the real cross line to see where cross dots come from.
when the oscillator crosses above the line, upward momentum may be improving.
when the oscillator crosses below the line, momentum may be weakening.
step 4: read the zones
above overbought, the market is showing strong upside momentum.
below oversold, the market is showing strong downside momentum.
inside the middle area, the market is more balanced.
step 5: read extremes carefully
extreme overbought can show strong bullish pressure.
extreme oversold can show strong bearish pressure.
an extreme does not guarantee a reversal.
strong markets can stay extreme longer than expected.
step 6: confirm with price action
before using any oscillator event, check the main chart.
look for:
trend direction
support and resistance
market structure
candle close
volume reaction
higher timeframe context
risk to reward
step 7: keep the chart clean
do not use every signal as an entry.
focus on the main oscillator, real cross line, extreme zones and a few important dots.
example 1: upward cross from the lower zone
the oscillator is near the oversold area.
then it crosses above the real cross line.
an orange dot appears at the real cross.
this can suggest that downside momentum is cooling and upward pressure may be starting.
a beginner should wait for price confirmation, such as a higher low, bullish candle close or break of short-term resistance.
example 2: downward cross from the upper zone
the oscillator is near the overbought area.
then it crosses below the real cross line.
a magenta dot appears at the real cross.
this can suggest that upside momentum is weakening.
a beginner should wait for price confirmation, such as rejection, lower high or break of short-term support.
example 3: extreme overbought continuation
the oscillator reaches the extreme overbought zone.
top extreme dots appear.
this means momentum is very strong to the upside.
it does not mean a sell signal is confirmed.
in a strong trend, the oscillator can remain high while price continues moving upward.
example 4: extreme oversold continuation
the oscillator reaches the extreme oversold zone.
bottom extreme dots appear.
this means momentum is very strong to the downside.
it does not mean a buy signal is confirmed.
in a strong downtrend, the oscillator can remain low while price continues moving downward.
example 5: using the cross line for timing
price is near support.
the oscillator is low.
the oscillator crosses above the real cross line.
an orange dot appears.
this can be used as an early momentum recovery warning, but the trader should still wait for price structure confirmation before making a decision.
example 6: using overbought as context
price is in an uptrend.
the oscillator crosses above the overbought level.
this confirms strong bullish pressure.
instead of shorting immediately, a beginner can watch for continuation or wait for a later loss of momentum.
best use cases
momentum reading
overbought and oversold context
detecting oscillator cross events
watching exhaustion zones
supporting reversal analysis
supporting trend continuation analysis
building alert-based watchlists
confirming price action with momentum context
recommended beginner setup
oscillator type: hybrid rsi plus stochastic
length: 14
smoothing: 3
show real cross line: on
show level cross dots: on
show level lines: on
enable gradient fills: on
use cross dots as warnings
use extreme dots as context
confirm every idea on the price chart
practical workflow
first, identify the current trend on the main chart.
second, check whether the oscillator is near the upper, middle or lower zone.
third, watch the real cross line.
fourth, note any orange or magenta cross dot.
fifth, check whether price confirms the oscillator event.
sixth, define invalidation and risk before any trade idea.
seventh, avoid taking signals against a strong trend without extra confirmation.
limitations
the oscillator is based on historical price data.
signals can appear late during fast moves.
extreme zones can stay extreme during strong trends.
cross dots are momentum events, not guaranteed reversals.
the tool should not be used alone.
risk note
this indicator is designed for technical analysis and educational market study. it does not provide financial advice, investment advice or guaranteed trading signals. all dots, levels, crosses, alerts and visual zones are references that require independent confirmation and proper risk management.
Indicator
Kevin's swingdicatorsKevin's swingdicators
Kevin's swingdicators is a combined indicator for swing trading analysis. It includes an RSI divergence module and a configurable moving average ribbon.
The moving average module plots up to six moving averages on the price chart. By default, the first four moving averages are enabled: 20 SMA, 50 SMA, 100 SMA and 200 SMA. The fifth and sixth moving averages are disabled by default and can be configured manually. Users can change the moving average type, source, length and color.
The RSI module is displayed in a separate pane below the price chart. It includes optional detection of regular and hidden RSI divergences. Divergences are detected by comparing RSI pivots with the corresponding price highs or lows on the same bars.
Regular bullish divergence occurs when price makes a lower low while RSI makes a higher low. This can indicate weakening bearish momentum and a possible bullish reversal.
Regular bearish divergence occurs when price makes a higher high while RSI makes a lower high. This can indicate weakening bullish momentum and a possible bearish reversal.
Hidden bullish divergence occurs when price makes a higher low while RSI makes a lower low. This is generally interpreted as a possible bullish trend-continuation signal.
Hidden bearish divergence occurs when price makes a lower high while RSI makes a higher high. This is generally interpreted as a possible bearish trend-continuation signal.
The RSI divergence module includes three preset modes:
- Conservative: RSI length 14, pivot left 5, pivot right 5.
- Medium: RSI length 7 or 9, pivot left 3, pivot right 3.
- Aggressive: RSI length 5, pivot left 1, pivot right 3.
The conservative preset produces fewer signals and is intended to reduce noise. The aggressive preset produces more signals and reacts faster, but it may also produce more false signals. The medium preset is a compromise between both.
This indicator is intended for educational and analytical use only. It does not provide financial advice, buy signals or sell signals. RSI divergences should not be used in isolation. They are best interpreted together with market structure, support and resistance, trend direction, moving averages, volume, Fibonacci levels and other forms of technical analysis.
Dutch documentation is provided below.
## Nederlandse documentatie
Handig als je de gratis versie van Tradingview hebt of als je in 1 keer de setup klaar wil hebben zoals Kevin trade. Alles binnen 1 indicator, dus ruimschoots binnen de twee die je bij een gratis account van TV mag gebruiken.
De volgende indicatoren zijn hier gebundeld:
# Zes moving averages
Bij default staat dit ingesteld:
* 20SMA, blauw
* 50SMA, rood
* 100SMA, oranje
* 200SMA, grijs
Je kunt er desgewenst nog twee extra toevoegen, als je dat graag wilt. Deze staan default uit. Uiteraard kun je eventueel ook het type MA veranderen (bijv. exponentieel) en de kleuren wijzigen. Maar de defaults passen bij de instellingen die Kevin hanteert.
# Relative Strength Indicator
De RSI staat in een pane onder de chart.
## RSI divergentie
Als extra opties kan de RSI indicator ook bearish en bullish divergences identificeren (maar dat kun je ook uit zetten). Je kunt divergenties op meerdere manieren bepalen, de default is de "conservatieve" setting:
* Conservatief: gebruikt de lengte 14 (de wereldwijde RSI standaard), gebruikt 5 bars links en 5 bars rechts om een relevante low of high te bepalen.
* Aggresief: lengte 5 en 1 bar links en 3 rechts. Dit geeft veel meer divergenties en dus ook meer ruis. Maar als je aggresiever wilt traden, dan is dit er voor je.
Je kunt ook zelf de diverse instellingen wijzigen naar smaak en trading stijl.
Een **RSI-divergentie** ontstaat wanneer de prijs en de RSI niet meer dezelfde richting bevestigen. De prijs maakt bijvoorbeeld een nieuwe high of low, terwijl de RSI dat niet doet. Omdat RSI momentum meet, kan zo’n verschil erop wijzen dat de kracht achter de huidige beweging afneemt of juist dat een correctie binnen een trend bijna klaar is.
RSI-divergenties worden meestal berekend door twee opeenvolgende **swing points** of **pivots** met elkaar te vergelijken:
```text
Prijs-pivot 1 versus prijs-pivot 2
RSI-pivot 1 versus RSI-pivot 2
```
In deze indicator worden de pivots gevonden op basis van de RSI. Daarna wordt op dezelfde bars gekeken wat de prijs deed. Een bullish divergentie gebruikt doorgaans RSI-pivot lows en prijs-lows. Een bearish divergentie gebruikt RSI-pivot highs en prijs-highs.
---
# Reguliere RSI-divergentie
Een **reguliere divergentie** wijst meestal op een mogelijke **trendomkeer**. De prijs zet de bestaande beweging nog door, maar de RSI bevestigt die nieuwe extreme niet meer.
## Regular bullish divergence
Een **regular bullish divergence** ontstaat wanneer:
```text
Prijs: lagere low
RSI: hogere low
```
Berekening:
```text
current price low < previous price low
current RSI low > previous RSI low
```
Interpretatie:
De prijs maakt een nieuwe lagere bodem, maar de RSI maakt juist een hogere bodem. Dat betekent dat de neerwaartse beweging in prijs niet meer volledig wordt bevestigd door momentum. De verkoopdruk kan dus afnemen.
Voorbeeld:
```text
Prijs low 1 = 100
Prijs low 2 = 95
RSI low 1 = 25
RSI low 2 = 32
```
De prijs is zwakker, maar de RSI is sterker. Dit wordt meestal gezien als een mogelijk bullish reversal-signaal.
---
## Regular bearish divergence
Een **regular bearish divergence** ontstaat wanneer:
```text
Prijs: hogere high
RSI: lagere high
```
Berekening:
```text
current price high > previous price high
current RSI high < previous RSI high
```
Interpretatie:
De prijs maakt een nieuwe hogere top, maar de RSI maakt een lagere top. De opwaartse beweging wordt dus niet meer volledig bevestigd door momentum. De koopdruk kan afnemen.
Voorbeeld:
```text
Prijs high 1 = 100
Prijs high 2 = 106
RSI high 1 = 75
RSI high 2 = 67
```
De prijs is sterker, maar de RSI is zwakker. Dit wordt meestal gezien als een mogelijk bearish reversal-signaal.
---
# Hidden RSI-divergentie
Een **hidden divergence** is anders. Waar een reguliere divergentie meestal op een mogelijke draai wijst, wijst een hidden divergence meestal op mogelijke **trendvoortzetting**.
Bij hidden divergence blijft de prijsstructuur in de richting van de trend intact, maar de RSI corrigeert sterker dan de prijs. Dat kan betekenen dat de markt intern momentum heeft “gereset”, terwijl de trend zelf nog niet gebroken is.
---
## Hidden bullish divergence
Een **hidden bullish divergence** ontstaat meestal binnen een bestaande uptrend.
Voorwaarde:
```text
Prijs: hogere low
RSI: lagere low
```
Berekening:
```text
current price low > previous price low
current RSI low < previous RSI low
```
Interpretatie:
De prijs blijft relatief sterk, omdat hij een hogere bodem maakt. De RSI maakt echter een lagere bodem, wat aangeeft dat de oscillator dieper is gecorrigeerd. Dit kan betekenen dat de pullback voldoende is afgekoeld terwijl de bullish prijsstructuur intact blijft.
Voorbeeld:
```text
Prijs low 1 = 100
Prijs low 2 = 104
RSI low 1 = 40
RSI low 2 = 31
```
De prijs maakt een hogere bodem, maar RSI maakt een lagere bodem. Dit wordt vaak gezien als een bullish continuation-signaal.
---
## Hidden bearish divergence
Een **hidden bearish divergence** ontstaat meestal binnen een bestaande downtrend.
Voorwaarde:
```text
Prijs: lagere high
RSI: hogere high
```
Berekening:
```text
current price high < previous price high
current RSI high > previous RSI high
```
Interpretatie:
De prijs blijft relatief zwak, omdat hij een lagere top maakt. De RSI maakt echter een hogere top, wat aangeeft dat de oscillator sterker is opgeveerd dan de prijs. Dit kan betekenen dat de tijdelijke bounce voldoende is afgekoeld, terwijl de bearish prijsstructuur intact blijft.
Voorbeeld:
```text
Prijs high 1 = 100
Prijs high 2 = 96
RSI high 1 = 58
RSI high 2 = 69
```
De prijs maakt een lagere top, maar RSI maakt een hogere top. Dit wordt vaak gezien als een bearish continuation-signaal.
---
# Belangrijkste verschil tussen regular en hidden divergence
Het verschil zit zowel in de **berekening** als in de **interpretatie**.
| Type | Prijs | RSI | Meestal geïnterpreteerd als |
| --------------- | ----------: | ----------: | -------------------------------- |
| Regular bullish | lagere low | hogere low | mogelijke omkeer omhoog |
| Regular bearish | hogere high | lagere high | mogelijke omkeer omlaag |
| Hidden bullish | hogere low | lagere low | mogelijke voortzetting uptrend |
| Hidden bearish | lagere high | hogere high | mogelijke voortzetting downtrend |
Kort gezegd:
```text
Regular divergence = prijs maakt een nieuw extreme, RSI bevestigt niet.
Hidden divergence = prijsstructuur blijft intact, RSI corrigeert dieper.
```
Of nog compacter:
```text
Regular divergence = mogelijke reversal
Hidden divergence = mogelijke continuation
```
---
# Gebruik in de praktijk
Een RSI-divergentie is geen zelfstandig koop- of verkoopsignaal. In Kevin's aanpak gebruiken we divergenties als contextsignaal.
Een reguliere bullish divergence is sterker wanneer die verschijnt rond steun, na een duidelijke daling, of wanneer daarna een hogere high in prijs ontstaat. Een reguliere bearish divergence is sterker rond weerstand, na een duidelijke stijging, of wanneer daarna een lagere low in prijs ontstaat.
Hidden bullish divergence is vooral relevant in een bestaande uptrend. Hidden bearish divergence is vooral relevant in een bestaande downtrend. Zonder trendcontext zijn hidden divergences minder betrouwbaar, omdat ze bedoeld zijn als voortzettingssignalen.
Gebruik RSI-divergenties alleen in combinatie met sterke levels, ronde getallen, Fibonacci, tend, moving averages, et cetera.
Indicator
