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232 indicadores gratis en Deepwick Script, un subconjunto de Pine Script: tendencia, momentum, volatilidad, volumen, SMC y patrones de velas. Los de código abierto muestran todo el código.
232 scripts públicos
Ease of Movement measures how easily price moves per unit of volume — high EMV = price advancing on thin volume (weak trend), low EMV = price grinding on heavy volume (strong trend). - Smooth it with len to filter bar-to-bar noise. - Useful as a trend-quality filter alongside a directional indicator.
Elder's Force Index smooths (close - close[1]) × volume — combines price change with volume to express the force behind every move. - Above zero = bulls in force; below zero = bears in force. - Sharp divergences against price often precede the next day's reversal.
Chaikin Money Flow is the ratio of accumulation-flow volume to total volume over the lookback — bounded around zero, with +0.2 and -0.2 as common signal thresholds. - Sustained CMF 0.2 = strong accumulation. - Sustained CMF < -0.2 = strong distribution; rallies on the failed CMF tend to die fast.
A/D Oscillator subtracts a slow EMA of the A/D line from a fast EMA — converts the cumulative accumulation/distribution into a momentum-style oscillator. - Above zero = buyers winning; below zero = sellers winning. - Crossovers are timing tools for the broader trend.
Accumulation/Distribution Line cumulatively weights volume by where the close sits inside the bar's range — a classic A/D flow tracker. - Rising A/D = buyers absorbing supply; falling = sellers dumping. - Divergences between A/D and price often precede the actual turn.
Rolling VWAP is a moving-window equivalent of the anchored VWAP — useful when the platform doesn't reset the session (crypto, FX). - Compare the rolling VWAP to the live VWAP for a clean 'is price trending relative to its recent volume-weighted path' read.
VWAP (Volume-Weighted Average Price) is the session-anchored average price weighted by volume — the institutional fair-value benchmark for the day. - Above VWAP = buyers in control for the session. - Below VWAP = sellers in control; VWAP often acts as the first support / resistance when revisited.
On-Balance Volume (OBV) is the running total of volume signed by the bar's direction — a cumulative tape that leads price on breakouts. - Rising OBV + flat price = accumulation; falling OBV + flat price = distribution. - Divergences between OBV and price are the classic smart-money signal.
Welles Wilder Volatility is the classic Wilder ATR divided by price — Wilder's preferred way to express volatility as a percentage. - Symmetric and bounded enough to compare across instruments. - Originally shipped with the 1978 Wilder book on commodities; predates NATR by a decade.
Relative Volatility is today's ATR divided by its own 4× longer moving average — a self-referencing 'vol vs its own baseline' oscillator. - Above 1.0 = current ATR is bigger than the longer baseline (expansion). - Below 1.0 = current ATR is smaller than the longer baseline (compression).
Bollinger Squeeze Histogram is a momentum proxy = close − SMA(close,20) with the BB-inside-KC squeeze flagged as a grey background. - Positive histogram bars = bullish momentum building. - Negative histogram bars = bearish momentum building. - Grey background = squeeze is on, prepare for release.
Volatility Stop is a self-correcting ATR trail: the stop ratchets in the direction of the trend and resets when the trend flips. - Acts as a regime marker — the line flipping below price = trend up, flipping above = trend down. - Tighter than Chandelier because it uses the ratchet rather than the raw rolling high.
Annualized Range expresses the recent high-low excursion as a percent of price and scales it to a yearly equivalent — a 'how much did it actually move' vol estimator. - Useful when close-to-close vol masks big intraday ranges (crypto / FX). - Compare to Historical Volatility to see how much of the move came from gaps vs intraday range.
Beta here is the ratio of the bar-to-bar price change covariance to the rolling price variance — a single-instrument serial sensitivity number. - Beta 1 = today's move amplified the prior bar (momentum continuation). - Beta < 1 = today's move dampened the prior bar (mean-reversion tendency). - Use alongside a market benchmark input for true market beta.
Fractal Chaos Bands mark the recent swing high/low midpoint and offset two thin ATR rails — designed for visualising the 'fair value' zone during choppy ranges. - A narrow pair of rails = tight range; price meanders between them. - A wide pair of rails = directional expansion; trail a stop on the inner side.
ATR Bands wrap a smoothed moving average with parallel ATR envelopes — a cleaner ride channel than Keltner that uses fixed ATR rather than the KC rolling formula. - Outer rails are common stop and target levels. - Slope of the mid line tells you the trend direction.
BB Squeeze plots Bollinger Bandwidth alongside a Keltner-equivalent width — when BBW falls inside the KC envelope, volatility is compressed. - Background highlights the squeeze. - Watch for the squeeze to release (BBW crossing back above the KC width) — that's the breakout.
Volatility Ratio divides a short-window ATR by a long-window ATR — a clean number for 'are we in a quiet regime or a loud one right now'. - Above 1.0 = recent ATR is bigger than the longer-term baseline (vol expansion). - Below 1.0 = compression / squeeze regime; expect a breakout soon.
Chandelier Exit plots a trailing stop anchored at the rolling high/low adjusted for ATR — originally designed to let winners run. - Long stop = rolling high minus mult × ATR; flip when price closes below the prior stop. - Combine with a trend filter (above/below a slow MA) for the classic swing entry.
Ulcer Index measures depth and duration of drawdowns from the rolling high — designed to capture how painful the ride was, not just how volatile. - Rises during prolonged declines, falls during recoveries. - Common alternative to StdDev for risk-adjusted return ratios (Ulcer Performance Index).
NATR is ATR as a percent of price — the volatility number that lets you line up a $5 stock against a $5,000 coin without one swamping the other. - Useful as a position-sizing input: 1×NATR = how much you expect price to move in one ATR period. - Compare across instruments on the same chart.
Mass Index sums the ratio of the smoothed range to its double-smoothing over a 25-bar window — designed to spot trend reversals via a range bulge. - A bulge above 27.0 warns that the range is expanding fast; look for a reversal candle. - Falling back below 26.5 after a bulge often marks the actual turn.
Yang-Zhang Volatility combines overnight close-to-open variance, open-to-close drift and intraday high-low range into a single annualised estimator. - Handles gaps cleanly — open moves don't get washed out like in HV. - Slightly noisier than GK but the most realistic single number for crypto & 24/7 markets.
Garman-Klass Volatility adds an open-to-close variance term to the Parkinson high-low estimator. - More efficient than Parkinson because it uses the open in addition to the range. - Best for liquid instruments where the open prints near the prior close.