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ICC Trading System# ICC Trading System - Indication, Correction, Continuation ## Overview The ICC (Indication, Correction, Continuation) Trading System is a comprehensive market structure analysis tool designed to identify high-probability trend continuation setups. This indicator helps traders understand market phases and provides clear entry signals based on institutional trading concepts. ## Key Features ### 🎯 **Market Structure Analysis** - Automatic detection of swing highs and swing lows - Real-time identification of market trends and reversals - Dynamic support and resistance zone mapping - Clear visual representation of market phases ### 📊 **ICC Phase Detection** - **Indication Phase**: Identifies new higher highs (bullish) or lower lows (bearish) - **Correction Phase**: Tracks pullbacks and retracements - **Continuation Phase**: Signals when trends resume after corrections ### 🚀 **Entry Signals** - Precise BUY signals after bullish indications and corrections - Clear SELL signals after bearish indications and corrections - Entry points based on price breaking back through key levels - Eliminates guesswork in trend continuation trades ### 🎨 **Visual Components** - Swing point markers (triangles) for easy identification - Color-coded support/resistance zones - Background highlighting for current market phase - Information table showing current
Pine Script®指標
由TroutyTrades提供
3
Time Block with Current K-Line TimeThis indicator divides the market into fixed time blocks (daily, three-day, weekly, monthly, and yearly) and displays 1/4, 1/2, and 3/4 dividing lines within each block, indicating key price positions within the block. ———————————— Description: 1. Generally speaking, the duration of a market period is one time block within the corresponding period. 2. Supports display of the current candlestick time, the dividing line for the next block, and a countdown. 3. Multi-time zone support: Shanghai, New York, London, Tokyo, and UTC. Time display automatically adapts to the selected time zone. 4. Time block visualization: Select the time block length based on the observation period and draw dividers at the time block boundaries. 5. Real-time time display: Detailed time of the current candlestick chart (year/month/day, hour:minute, day of the week). 6. Future time prediction: Displays the next time block's start position with a future divider. A countdown function displays the time until the next block, helping to determine the remaining duration of the current trend. ———————————— Use scenarios: Day trading: Identify trading day boundaries (1-day blocks) Swing trading: Optimize weekly/monthly time frame transitions (1-week/1-month blocks) Long-term investment: Observe annual market cycles (1-year blocks) Cross-time zone trading: Seamlessly switch between major global trading time zones. ———————————— Functions: - Time block division to observe market cycles - Draw 1/4, 1/2, and 3/4 dividers to assist in trading decisions - Current K-line Time Display - Future Block Divider and Countdown Indicator ———————————— How to Use: Can be combined with trend lines or other trend-following tools to identify trend-following entry opportunities near the dividing line and follow the main trend. —————————————————————————————————————————————————————————— 本指标将行情划分为固定时间区块（日、三日、周、月、年），并在每个区块内显示1/4、1/2、3/4分割线，标示区块内关键价格位置 ———————————— 描述： 1. 通常而言，一段行情的持续时间为对应周期下的一个时间区块 2. 支持显示当前K线时间及下一个区块的分割线和倒计时。 3. 多时区支持，支持上海、纽约、伦敦、东京、UTC五大交易时区，自适应所选时区的时间显示 4. 时间区块可视化：根据观测周期选择时间区块长度，在时间区块边界绘制分隔线 5. 实时时间显示：当前K线详细时间（年/月/日 时:分 星期） 6. 未来时间预测，下一个时间区块开始位置显示未来分割线，倒计时功能显示距离下个区块的时间，用于辅助判断当前趋势的剩余持续时间 ———————————— 使用场景： 日内交易：识别交易日边界（1日区块） 波段交易：把握周/月时间框架转换（1周/1月区块） 长期投资：观察年度市场周期（1年区块） 跨时区交易：无缝切换全球主要交易时区 ———————————— 功能： - 时间区块划分，观察行情周期 - 绘制1/4、1/2、3/4分割线，辅助交易判断 - 当前K线时间显示 - 未来区块分割线及倒计时提示 ———————————— 使用方法： 可结合趋势线或其他趋势跟随工具，在分割线附近寻找顺势进场机会，追随主趋势
Pine Script®指標
由RosamondCheung提供
Candle Size MonitorCandle Size Monitor Description (Bullet Points) Calculates the average candle size and the largest candle over a user-defined number of previous candles. Candle size is measured as the difference between high and low of each candle. Displays the results in a compact table overlay on the chart. The table shows: Average size (Ø) of the last N candles Maximum size among those candles Users can customize: Number of candles to analyze Text size (small, medium, large) Text color and background color Position of the table (top/bottom left/right) Values are shown with one decimal precision for clarity. Table updates dynamically with each new bar.
Pine Script®指標
由kp_eu_de提供
Sessions High/Low with Break LogicSessions High/Low with Break Logic Description (Bullet Points) Calculates the session high and session low for three defined trading sessions: Tokyo, London, and New York. Draws corresponding lines and labels on the chart to visually represent each session’s high and low levels. Automatically detects if a session high or low has been broken and updates the label text accordingly (“Break”). Session times are configurable via input fields. Each session uses distinct colors for high and low lines to improve visual separation. Labels optionally display the price value alongside the session name. The horizontal position of labels can be adjusted using an offset setting. The time zone is handled via a UTC input to ensure correct session timing. Includes a default session for periods outside the three main sessions (not visually displayed). All lines and labels are reset and redrawn at the start of each new session. Display updates also occur on the last bar of the chart to keep the latest levels visible
Pine Script®指標
由kp_eu_de提供
OSAMA RASMIHow this script works? - it finds and keeps Pivot Points - when it found a new Pivot Point it clears older S/R channels then; - for each pivot point it searches all pivot points in its own channel with dynamic width - while creating the S/R channel it calculates its strength - then sorts all S/R channels by strength - it shows the strongest S/R channels, before doing this it checks old location in the list and adjust them for better visibility - if any S/R channel was broken on last move then it gives alert and put shape below/above the candle - The colors of the S/R channels are adjusted automatically
Pine Script®指標
由Lancer_Gx提供
TitansAlgo SureshotsIt waits for a fixed market open time (default: 9:30) and records the high and low of the first candle after the open. Once that candle is complete, it monitors price action for a breakout: If price closes above the recorded high, it triggers a Buy trade. If price closes below the recorded low, it triggers a Sell trade. For each trade, it calculates a Stop Loss (SL) and Take Profit (TP) based on the user-defined Risk-Reward Ratio (default: 2.0). The script plots these SL and TP levels as horizontal lines with labels on the chart. It visually marks the trade entries with green dots (buy) or red dots (sell) under/above the signal candle, and also places "Buy" or "Sell" text labels on the next candle. The first candle after the open is highlighted with a background color, and bullish/bearish candles are optionally recolored. The script resets trade conditions at the start of each new trading day (excluding weekends) and ensures that only one trade signal is executed per day. Optional alerts can be enabled for both Buy and Sell signals, which include the entry price, SL, and TP in the alert message. This makes the indicator suitable for both manual trading and automation through alerts.
Pine Script®指標
由ruthmarkalgo提供
Time Cycles SMT Detector📊 Overview The Time Cycles SMT Detector is an advanced indicator designed to identify Smart Money Technique (SMT) divergences across multiple time cycles during the New York trading session. It compares price action between correlated instruments to spot institutional footprints and potential market reversals. 🎯 What is SMT (Smart Money Timing)? SMT occurs when correlated markets fail to make matching highs or lows, indicating potential institutional manipulation or positioning. This divergence often precedes significant market moves. ⚙️ Key Features Multi-Timeframe Cycle Analysis: 90-minute cycles (6 cycles per trading day) - Major institutional positioning 30-minute cycles (18 cycles per trading day) - Intermediate market structure 10-minute cycles (54 cycles per trading day) - Intraday momentum shifts 3-minute cycles (180 cycles per trading day) - Scalping opportunities Intelligent Overlap Prevention Hierarchical priority system prevents visual clutter Higher timeframe SMTs take precedence over lower timeframes Clean, readable charts even with multiple active signals Dual Correlation Analysis Compare your main chart with two different instruments simultaneously Default setup: MES1! (S&P 500) and MYM1! (Dow Jones) Fully customizable ticker selection 📈 Trading Signals Bullish SMT Main instrument makes a higher low while correlated instrument makes a lower low Indicates potential upward movement Displayed with customizable bullish colors (default: green for MES, aqua for MYM) Bearish SMT Main instrument makes a lower high while correlated instrument makes a higher high Indicates potential downward movement Displayed with customizable bearish colors (default: red for MES, orange for MYM) 🔧 Customization Options Visual Settings: Toggle individual timeframe cycles on/off Customize colors for each ticker's bullish/bearish signals Choose line styles (solid, dashed, dotted) Show/hide cycle text labels Optional SMT zones with adjustable transparency Cycle boxes for visual time segmentation Analysis Settings: Compare only consecutive cycles or scan multiple cycles back Adjust maximum cycles to compare (1-20) Enable/disable bullish or bearish SMT detection separately Real-time alerts for all timeframes 💡 How to use it Add to your chart - Works best on 1-minute timeframe for maximum precision Select your correlated instruments - Default MES/MYM for NQ traders Monitor for divergences - Look for SMT lines connecting cycle highs/lows Confirm with market context - Use alongside your existing strategy Trade the convergence - Expect prices to realign after SMT divergence 🎓 Best Practices Focus on higher timeframes first - 90m and 30m SMTs carry more weight Look for confluence - Multiple timeframes showing same direction SMT Time your entries - Use lower timeframe SMTs (10m, 3m) for precise entry timing Respect the hierarchy - When overlapping signals occur, higher timeframes have priority ⏰ Trading Hours The indicator operates during New York trading hours (7:00 AM - 4:00 PM ET), automatically resetting at the start of each trading day. 🚀 Why This Indicator? Institutional Logic: Based on how smart money creates divergences before major moves Multi-dimensional Analysis: Four different time cycles provide complete market perspective Clean Visualization: Smart overlap prevention keeps your charts readable Flexible Configuration: Adapt to any correlated market pairs Real-time Alerts: Never miss a significant SMT formation 📝 Notes Designed primarily for index futures (NQ, ES, YM) but works with any correlated instruments Best results on 1-minute charts for accurate cycle detection All cycles reset at 7:00 AM New York time Maximum effectiveness during regular trading hours Acknowledgement This indicator is based on ICT (Inner Circle Trader) concepts and Smart Money techniques for identifying institutional order flow through market divergences.
Pine Script®指標
由michele.amori提供
5
The RSP/VOO indicatorThe RSP/VOO indicator refers to the ratio between the performance of two exchange-traded funds (ETFs): RSP (Invesco S&P 500 Equal Weight ETF) and VOO (Vanguard S&P 500 ETF). RSP tracks an equal-weighted version of the S&P 500 index, meaning each of the 500 stocks in the index is given the same weight regardless of company size. In contrast, VOO is a market-cap-weighted ETF, where larger companies (like Apple or Microsoft) have a greater influence on the fund's performance based on their market capitalization. This ratio (RSP divided by VOO) is often used as a market breadth indicator in finance. When the RSP/VOO ratio rises, it suggests that smaller or mid-sized stocks in the S&P 500 are outperforming the largest ones, indicating broader market participation and potentially healthier overall market conditions. Conversely, when the ratio falls, it implies that a few mega-cap stocks are driving the market's gains, which can signal increased concentration risk or a narrower rally. For example, RSP provides more diversified exposure by reducing concentration in large-cap stocks, while VOO reflects the dominance of top-weighted holdings. Investors might monitor this ratio to gauge market sentiment, with RSP historically showing higher expense ratios (around 0.20%) compared to VOO's lower fees (about 0.03%), but offering potentially better risk-adjusted returns in certain environments.1.6秒
Pine Script®指標
由littlesun1992提供
QLitCycle QuarterlyQLITCYCLE QLitCycle is an intraday cycle visualization tool that divides each trading day into multiple segments, helping traders identify time-based patterns and recurring market behaviors. By splitting the day into distinct periods, this indicator allows for better analysis of intraday rhythms, cycle alignment, and time-specific market tendencies. It can be applied to various markets and timeframes, but is most effective on intraday charts where precise time segmentation can reveal valuable insights.
Pine Script®指標
由grttat提供
Index Options Expirations and Calendar EffectsFeatures - Highlights monthly equity options expiration (opex) dates. - Marks VIX options expiration dates based on standard 30-day offset. - Shows configurable vanna/charm pre-expiration window (green shading). - Shows configurable post-opex weakness window (red shading). - Adjustable colors, start/end offsets, and on/off toggles for each element. What this does This overlay highlights option-driven calendar windows around monthly equity options expiration (opex) and VIX options expiration. It draws: - Solid blue lines on the third Friday of each month (typical monthly opex). - Dashed orange lines on the Wednesday ~30 days before next month’s opex (typical VIX expiration schedule). - Green shading during a pre-expiration window when vanna/charm effects are often strongest. - Red shading during the post-expiration "window of non-strength" often observed into the Tuesday after opex. How it works 1. Monthly opex is detected when Friday falls between the 15th–21st of the month. 2. VIX expiration is calculated by finding next month’s opex date, then subtracting 30 calendar days and marking that Wednesday. 3. Vanna/charm window (green) : starts on the Monday of the week before opex and ends on Tuesday of opex week. 4. Post-opex weakness window (red) : starts Wednesday of opex week and ends Tuesday after opex. How to use - Add to any chart/timeframe. - Adjust inputs to toggle VIX/opex lines, choose colors, and fine-tune the start/end offsets for shaded windows. - This is an educational visualization of typical timing and not a trading signal. Limitations - Exchange holidays and contract-specific exceptions can shift expirations; this script uses standard calendar rules. - No forward-looking data is used; all dates are derived from historical and current bar time. - Past patterns do not guarantee future behavior. Originality Provides a single, adjustable visualization combining opex, VIX expiration, and configurable vanna/charm/weakness windows into one tool. Fully explained so non-coders can use it without reading the source code.
Pine Script®指標
由non-profit-hedge-fund提供
Sector Hourly Trend + Dynamic % Here’s a concise but clear description you can give to other users: --- **📊 Sector Hourly Trend + Dynamic % Change Table (Pine Script v6)** This TradingView indicator displays a fixed on-screen table showing the **real-time performance** of the 11 major SPDR sector ETFs. **Features:** * **Hourly Trend Column:** Uses 60-minute candle data to detect the sector’s current direction vs. the previous hour: * **^** (green) → sector is up over the past hour. * **v** (red) → sector is down over the past hour. * **–** (gray) → no change. * **Dynamic % Change Column:** Calculates the percentage move over a user-defined window (in minutes) using 1-minute data. * Background colors: bright green for positive, bright red for negative, gray for no change. * Text color: black for maximum contrast. * **Sector Column:** Lists each SPDR sector by name, color-coded for easy identification. * **Customizable Position:** Choose screen corner and fine-tune with X/Y offsets to avoid overlapping the TradingView Pro badge or UI buttons. * **Always On-Screen:** The table is fixed to the chart’s viewport, so it stays visible regardless of zoom or scroll. **Use Cases:** * Quick visual snapshot of which sectors are leading or lagging intraday. * Monitor short-term sector rotation without switching tickers. * Combine with your trading strategy to align trades with sector momentum.
Pine Script®指標
由howie42gale提供
FX4M by fx4_livingFX4M Simplified by fx4_living 1. Previous Period Framework Selectable Period: Prior Daily, Weekly, or Monthly. Range Box: Full high-to-low span of the prior period, shaded by up/down close. Body Box: Open-to-close section within the range box. High/Low Lines: Horizontal lines at the previous period’s high/low. Equilibrium Line: Midpoint between the previous high and low. 2. Intraday Opening Lines Plots reference price lines for: Daily Open (00:00 New York) Midnight Open 09:30 AM Open 13:30 PM Open Current-Hour Open; plus Weekly/Monthly Opens when Weekly/Monthly is selected. Each line has its own color, style, and time/price label. 3. Intraday High/Low Tracking Marks the current day’s highest and lowest prices. “D-H” and “D-L” labels with time in tooltip. 4. Accumulation Range Definition: First one-third of the selected reference period. Shows full range (high-to-low) and body (open-to-close), shaded by up/down close. After it ends, the Accumulation High/Low/EQ are drawn as horizontal lines. Optional alerts mark the first time the Accumulation High or Low is reached. 5. Accumulation Range Deviation Levels After the Accumulation period ends, horizontal levels are drawn at ±0.5, ±1.0, ±1.5 … ±3.5 of the Accumulation range size from its High/Low. Optional small labels show the level value. Optional alerts mark the first time each deviation level is reached. 6. Previous Period Hit Detection Marks the first time price reaches the prior period’s High, Low, or Equilibrium during the current period. Optional alerts are possible. 7. Pre-Market Zone Marks 05:00–06:59 New York time with a shaded box and dotted midline; color reflects up/down close. The midline can extend forward. Displayed on intraday charts up to 15 minutes. 8. Status Table Daily High (time & price) Daily Equilibrium (current deviation % and price) Daily Low (time & price) MWD Institutional order flow (optional): shows Daily/Weekly/Monthly closes vs. their respective opens (directional arrows in colored cells). Customizable Watermark (optional). Enjoy fx4_living
Pine Script®指標
由FX4_LIVING提供
14
Crypto Macro CockpitCrypto Macro Cockpit — Institutional Liquidity Regime Detection 🔍 Overview This script introduces a modern macro framework for crypto market regime detection, leveraging newly added stablecoin market data on TradingView. It’s designed to guide traders through the evolving institutional era of crypto — where liquidity, not just price, is king. 🌐 Why This Matters Historically, traditional proxies like M2 money supply or bond yields were referenced to infer macro liquidity shifts. But with the regulatory green light and institutional embrace of stablecoins, on-chain fiat liquidity is now directly observable. Stablecoins = The new M2 for crypto. This script utilizes real-time data from: 📊 CRYPTOCAP:STABLE.C (Total Stablecoin Market Cap) 📊 CRYPTOCAP:STABLE.C.D (Stablecoin Dominance) to assess dry powder, risk appetite, and macro regime transitions. 📋 How to Read the Crypto Macro Cockpit This dashboard updates every few bars and is organized into four actionable segments: 1️⃣ Macro Spreads Metric --> Interpretation Risk Flow --> Measures capital flow between stablecoins and total crypto market cap. → Green = risk deploying. ETH vs BTC --> Shift in dominance between ETH and BTC → rotation gauge. ETHBTC --> Price ratio movement → confirms leadership tilt. ALTs (TOTAL3ES) --> Momentum in altcoin market, excluding BTC/ETH/stables → key for alt season timing. 2️⃣ Liquidity & Risk Appetite Metric --> Interpretation Liquidity --> Directional change in stablecoin cap → more stables = more dry powder. Risk Appetite --> Inverse of stablecoin dominance → falling dominance = capital rotating into risk. 3️⃣ Stablecoin Context Metric --> Interpretation StableCap ROC --> Growth rate of stablecoin market cap → proxy for fiat inflows. StableDom ROC --> Change in stablecoin dominance → reflects market caution or aggression. 4️⃣ Composite Labels Label --> Interpretation Rotation --> Sector tilt (BTC-led vs ETH/Alts) Regime --> Synthesized macro environment → "Risk-ON", "Caution", "Waiting", or "Risk-OFF" Background Color --> Optional tint reflecting regime for quick glance validation All metrics are evaluated with directional arrows (▲/▼/•) and acceleration overlays, using user-defined thresholds scaled by timeframe for precision. 🔔 Built-in Alerts Predefined, non-repainting alerts include: Regime transitions Sector rotations Confirmed ETH/ALT rotations Stablecoin market cap spikes Risk Flow acceleration You can use these alerts for discretionary trading or automated system triggers. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice. Trading cryptocurrencies involves risk, and past performance does not guarantee future results. Always do your own research and manage risk responsibly. ✅ Ready to Use No configuration needed — just load the script Works on all timeframes (optimized for 1D) Thresholds and smoothing are customizable Table positioning and sizing is user-controlled If you find this helpful, feel free to ⭐️ favorite or leave feedback. Questions welcome in the comments. Let’s trade with macro awareness in this new era.
Pine Script®指標
由RWCS_LTD提供
Bitcoin Expectile Model [LuxAlgo]The Bitcoin Expectile Model is a novel approach to forecasting Bitcoin, inspired by the popular Bitcoin Quantile Model by PlanC. By fitting multiple Expectile regressions to the price, we highlight zones of corrections or accumulations throughout the Bitcoin price evolution. While we strongly recommend using this model with the Bitcoin All Time History Index INDEX:BTCUSD on the 3 days or weekly timeframe using a logarithmic scale, this model can be applied to any asset using the daily timeframe or superior. Please note that here on TradingView, this model was solely designed to be used on the Bitcoin 1W chart, however, it can be experimented on other assets or timeframes if of interest. 🔶 USAGE The Bitcoin Expectile Model can be applied similarly to models used for Bitcoin, highlighting lower areas of possible accumulation (support) and higher areas that allow for the anticipation of potential corrections (resistance). By default, this model fits 7 individual Expectiles Log-Log Regressions to the price, each with their respective expectile ( tau ) values (here multiplied by 100 for the user's convenience). Higher tau values will return a fit closer to the higher highs made by the price of the asset, while lower ones will return fits closer to the lower prices observed over time. Each zone is color-coded and has a specific interpretation. The green zone is a buy zone for long-term investing, purple is an anomaly zone for market bottoms that over-extend, while red is considered the distribution zone. The fits can be extrapolated, helping to chart a course for the possible evolution of Bitcoin prices. Users can select the end of the forecast as a date using the "Forecast End" setting. While the model is made for Bitcoin using a log scale, other assets showing a tendency to have a trend evolving in a single direction can be used. See the chart above on QQQ weekly using a linear scale as an example. The Start Date can also allow fitting the model more locally, rather than over a large range of prices. This can be useful to identify potential shorter-term support/resistance areas. 🔶 DETAILS 🔹 On Quantile and Expectile Regressions Quantile and Expectile regressions are similar; both return extremities that can be used to locate and predict prices where tops/bottoms could be more likely to occur. The main difference lies in what we are trying to minimize, which, for Quantile regression, is commonly known as Quantile loss (or pinball loss), and for Expectile regression, simply Expectile loss. You may refer to external material to go more in-depth about these loss functions; however, while they are similar and involve weighting specific prices more than others relative to our parameter tau, Quantile regression involves minimizing a weighted mean absolute error, while Expectile regression minimizes a weighted squared error. The squared error here allows us to compute Expectile regression more easily compared to Quantile regression, using Iteratively reweighted least squares. For Quantile regression, a more elaborate method is needed. In terms of comparison, Quantile regression is more robust, and easier to interpret, with quantiles being related to specific probabilities involving the underlying cumulative distribution function of the dataset; on the other expectiles are harder to interpret. 🔹 Trimming & Alterations It is common to observe certain models ignoring very early Bitcoin price ranges. By default, we start our fit at the date 2010-07-16 to align with existing models. By default, the model uses the number of time units (days, weeks...etc) elapsed since the beginning of history + 1 (to avoid NaN with log) as independent variable, however the Bitcoin All Time History Index INDEX:BTCUSD do not include the genesis block, as such users can correct for this by enabling the "Correct for Genesis block" setting, which will add the amount of missed bars from the Genesis block to the start oh the chart history. 🔶 SETTINGS Start Date: Starting interval of the dataset used for the fit. Correct for genesis block: When enabled, offset the X axis by the number of bars between the Bitcoin genesis block time and the chart starting time. 🔹 Expectiles Toggle: Enable fit for the specified expectile. Disabling one fit will make the script faster to compute. Expectile: Expectile (tau) value multiplied by 100 used for the fit. Higher values will produce fits that are located near price tops. 🔹 Forecast Forecast End: Time at which the forecast stops. 🔹 Model Fit Iterations Number: Number of iterations performed during the reweighted least squares process, with lower values leading to less accurate fits, while higher values will take more time to compute.
Pine Script®指標
由LuxAlgo提供
7
US Macro Cycle (Z-Score Model)US Macro Cycle (Z-Score Model) This indicator tracks the US economic cycle in real time using a weighted composite of seven macro and market-based indicators, each converted into a rolling Z-score for comparability. The model identifies the current phase of the cycle — Expansion, Peak, Contraction, or Recovery — and suggests sector tilts based on historical performance in each phase. Core Components: Yield Curve (10y–2y): Positive & steepening = growth; inverted = slowdown risk. Credit Spreads (HYG/LQD): Tightening = risk-on; widening = risk-off. Sector Leadership (Cyclicals vs. Defensives): Measures market leadership regime. Copper/Gold Ratio: Higher copper = growth signal; higher gold = defensive. SPY vs. 200-day MA: Equity trend strength. SPY/IEF Ratio: Stocks vs. bonds relative strength. VIX (Inverted): Low/falling volatility = supportive; high/rising = risk-off. Methodology: Each series is transformed into a rolling Z-score over the selected lookback period (optionally using median/MAD for robustness and winsorization to clip outliers). Z-scores are combined using user-defined weights and normalized. The smoothed composite is compared against phase thresholds to classify the macro environment. Features: Customizable Weights: Emphasize the indicators most relevant to your strategy. Adjustable Thresholds: Fine-tune cycle phase definitions. Background Coloring: Visual cue for the current phase. Summary Table: Displays composite Z, confidence %, and individual Z-scores. Alerts: Trigger when the phase changes, with details on the composite score and recommended tilt. Use Cases: Align sector rotation or relative strength strategies with the macro backdrop. Identify favorable or defensive phases for tactical allocation. Monitor macro turning points to manage portfolio risk. It's doesn't fill nan gaps so there is quite a bit of zeroes, non-repainting.
Pine Script®指標
由GabrielAmadeusLau提供