The information provided here is not financial advice
VIDEO: https://youtu.be/ONCuVSxCUDw?si=cpXUhB7rGs1tH9UA
A comprehensive intraday research and paper-trading tool built using Pine Script v5, combining EMA trend structure, VWAP behavior, volatility bands, relative volume, angle-based momentum detection, and a CFO-style dashboard for real-time market context.
This script was developed as part of my Data Analytics Programming final project, where it helped analyze time-of-day volatility patterns and algorithmic signal behavior.
Paper-trading accuracy: 85.7% (educational use only — not financial advice).
- EMA-5 / EMA-9 crossover system
- EMA-20 trend baseline
- Automatic detection of:
- Bullish trend start (5 > 9 > 20)
- Bearish trend start (5 < 9 < 20)
- Angle-based momentum confirmation
- Optional over-extension detection
- VWAP with dynamic standard deviation bands
- Z-score distance from VWAP
- Strong VWAP trend detection (5 > 9 > VWAP > 20)
- High-volume confirmations
- Multi-bar pattern checks
- RVOL display on dashboard
Displays the most important intraday quantitative metrics:
- VIX
- ADR (10-day average daily range)
- Expected Move (% via VIX/16)
- ADX (trend strength)
- RVOL
- VWAP deviation (σ)
Includes 10+ TradingView alert conditions:
- EMA cross signals
- Trend alignment
- Strong VWAP alignment
- High-volatility confirmations
- Trend-colored candles
- Buy/Sell labels
- VWAP band fills
- Dashboard (bottom-right)
- Intraday volatility analysis
- Studying algorithmic momentum & trend behavior
- Understanding VWAP deviation cycles
- Paper trading strategy development
- Educational market microstructure research