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SMC Analysis - Fair Value Gaps (Enhanced)SMC Analysis - Fair Value Gaps (Enhanced) Script Summary Overview The "SMC Analysis - Fair Value Gaps (Enhanced)" script, written in Pine Script (version 6), is a technical analysis indicator designed for TradingView to identify and visualize Fair Value Gaps (FVGs) on a price chart. It supports both the main timeframe and multiple higher timeframes (MTF) for comprehensive market analysis. FVGs are price gaps formed by a three-candle pattern, indicating potential areas of market inefficiency where price may return to fill the gap. Key Features FVG Detection: Identifies bullish FVGs: Occur when the high of a candle two bars prior is lower than the low of the current candle, with the middle candle being bullish (close > open). Identifies bearish FVGs: Occur when the low of a candle two bars prior is higher than the high of the current candle, with the middle candle being bearish (close < open). Visualizes FVGs as colored boxes on the chart (green for bullish, red for bearish). Mitigation Tracking: Tracks when FVGs are touched (price overlaps the gap range) or mitigated (price fully closes the gap). Strict Mode: Marks an FVG as mitigated when price touches the gap range. Normal Mode: Requires a full breakthrough (price crossing the gap’s bottom for bullish FVGs or top for bearish FVGs) for mitigation. Optionally converts FVG box borders to dashed lines and increases transparency when partially touched. Multi-Timeframe (MTF) Support: Analyzes FVGs on three user-defined higher timeframes (default: 15m, 60m, 240m). Displays MTF FVGs with distinct labels and slightly more transparent colors. Ensures no duplicate processing of MTF bars to maintain performance. Customization Options: FVG Length: Adjustable duration for how long FVGs are displayed (default: 20 bars). Show/Hide FVGs: Toggle visibility for main timeframe and each MTF. Color Customization: User-defined colors for bullish and bearish FVGs (default: green and red). Display Options: Toggle for showing dashed lines after partial touches and strict mitigation mode. Performance Optimization: Limits the number of displayed boxes (50 for main timeframe, 20 per MTF) to prevent performance issues. Automatically removes older boxes to maintain a clean chart. Functionality Visualization: Draws boxes around detected FVGs, with customizable colors and text labels ("FVG" for main timeframe, "FVG " for MTF). Dynamic Updates: Extends or terminates FVG boxes based on mitigation status and user settings. Efficient Storage: Uses arrays to manage FVG data (boxes, tops, bottoms, indices, mitigation status, and touch status) separately for main and MTF analyses. Use Case This indicator is designed for traders using Smart Money Concepts (SMC) to identify areas of market inefficiency (FVGs) for potential price reversals or continuations. The MTF support allows analysis across different timeframes, aiding in confirming trends or spotting higher-timeframe support/resistance zones.
Pine Script®指標
由osterhansi_提供
Optimized ADX DI CCI Strategy### Key Features: - Combines ADX, DI+/-, CCI, and RSI for signal generation. - Supports customizable timeframes for indicators. - Offers multiple exit conditions (Moving Average cross, ADX change, performance-based stop-loss). - Tracks and displays trade statistics (e.g., win rate, capital growth, profit factor). - Visualizes trades with labels and optional background coloring. - Allows countertrading (opening an opposite trade after closing one). 1. **Indicator Calculation**: - **ADX and DI+/-**: Calculated using the `ta.dmi` function with user-defined lengths for DI and ADX smoothing. - **CCI**: Computed using the `ta.cci` function with a configurable source (default: `hlc3`) and length. - **RSI (optional)**: Calculated using the `ta.rsi` function to filter overbought/oversold conditions. - **Moving Averages**: Used for CCI signal smoothing and trade exits, with support for SMA, EMA, SMMA (RMA), WMA, and VWMA. 2. **Signal Generation**: - **Buy Signal**: Triggered when DI+ > DI- (or DI+ crosses over DI-), CCI > MA (or CCI crosses over MA), and optional ADX/RSI filters are satisfied. - **Sell Signal**: Triggered when DI+ < DI- (or DI- crosses over DI+), CCI < MA (or CCI crosses under MA), and optional ADX/RSI filters are satisfied. 3. **Trade Execution**: - **Entry**: Long or short trades are opened using `strategy.entry` when signals are detected, provided trading is allowed (`allow_long`/`allow_short`) and equity is positive. - **Exit**: Trades can be closed based on: - Opposite signal (if no other exit conditions are used). - MA cross (price crossing below/above the exit MA for long/short trades). - ADX percentage change exceeding a threshold. - Performance-based stop-loss (trade loss exceeding a percentage). - **Countertrading**: If enabled, closing a trade triggers an opposite trade (e.g., closing a long opens a short). 4. **Visualization**: - Labels are plotted at trade entries/exits (e.g., "BUY," "SELL," arrows). - Optional background coloring highlights open trades (green for long, red for short). - A statistics table displays real-time metrics (e.g., capital, win rates). 5. **Trade Tracking**: - Tracks the number of long/short trades, wins, and overall performance. - Monitors equity to prevent trading if it falls to zero. ### 2.3 Key Components - **Indicator Calculations**: Uses `request.security` to fetch indicator data for the specified timeframe. - **MA Function**: A custom `ma_func` handles different MA types for CCI and exit conditions. - **Signal Logic**: Combines crossover/under checks with recent bar windows for flexibility. - **Exit Conditions**: Multiple configurable exit strategies for risk management. - **Statistics Table**: Updates dynamically with trade and capital metrics. ## 3. Configuration Options The script provides extensive customization through input parameters, grouped for clarity in the TradingView settings panel. Below is a detailed breakdown of each setting and its impact. ### 3.1 Strategy Settings (Global) - **Initial Capital**: Default `10000`. Sets the starting capital for backtesting. - **Effect**: Determines the base equity for calculating position sizes and performance metrics. - **Default Quantity Type**: `strategy.percent_of_equity` (50% of equity). - **Effect**: Controls the size of each trade as a percentage of available equity. - **Pyramiding**: Default `2`. Allows up to 2 simultaneous trades in the same direction. - **Effect**: Enables multiple entries if conditions are met, increasing exposure. - **Commission**: 0.2% per trade. - **Effect**: Simulates trading fees, reducing net profit in backtesting. - **Margin**: 100% for long and short trades. - **Effect**: Assumes no leverage; adjust for margin trading simulations. - **Calc on Every Tick**: `true`. - **Effect**: Ensures real-time signal updates for precise execution. ### 3.2 Indicator Settings - **Indicator Timeframe** (`indicator_timeframe`): - **Options**: `""` (chart timeframe), `1`, `5`, `15`, `30`, `60`, `240`, `D`, `W`. - **Default**: `""` (uses chart timeframe). - **Effect**: Determines the timeframe for ADX, DI, CCI, and RSI calculations. A higher timeframe reduces noise but may delay signals. ### 3.3 ADX & DI Settings - **DI Length** (`adx_di_len`): - **Default**: `30`. - **Range**: Minimum `1`. - **Effect**: Sets the period for calculating DI+ and DI-. Longer periods smooth trends but reduce sensitivity. - **ADX Smoothing Length** (`adx_smooth_len`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Smooths the ADX calculation. Longer periods produce smoother ADX values. - **Use ADX Filter** (`use_adx_filter`): - **Default**: `false`. - **Effect**: If `true`, requires ADX to exceed the threshold for signals to be valid, filtering out weak trends. - **ADX Threshold** (`adx_threshold`): - **Default**: `25`. - **Range**: Minimum `0`. - **Effect**: Sets the minimum ADX value for valid signals when the filter is enabled. Higher values restrict trades to stronger trends. ### 3.4 CCI Settings - **CCI Length** (`cci_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for CCI calculation. Longer periods reduce noise but may lag. - **CCI Source** (`cci_src`): - **Default**: `hlc3` (average of high, low, close). - **Effect**: Defines the price data for CCI. `hlc3` is standard, but users can choose other sources (e.g., `close`). - **CCI MA Type** (`ma_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the moving average type for CCI signal smoothing. EMA is more responsive; VWMA weights by volume. - **CCI MA Length** (`ma_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the CCI MA. Longer periods smooth the MA but may delay signals. ### 3.5 RSI Filter Settings - **Use RSI Filter** (`use_rsi_filter`): - **Default**: `false`. - **Effect**: If `true`, applies RSI-based overbought/oversold filters to signals. - **RSI Length** (`rsi_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for RSI calculation. Longer periods reduce sensitivity. - **RSI Lower Limit** (`rsi_lower_limit`): - **Default**: `30`. - **Range**: `0` to `100`. - **Effect**: Defines the oversold threshold for buy signals. Lower values allow trades in more extreme conditions. - **RSI Upper Limit** (`rsi_upper_limit`): - **Default**: `70`. - **Range**: `0` to `100`. - **Effect**: Defines the overbought threshold for sell signals. Higher values allow trades in more extreme conditions. ### 3.6 Signal Settings - **Cross Window** (`cross_window`): - **Default**: `0`. - **Range**: `0` to `5` bars. - **Effect**: Specifies the lookback period for detecting DI+/- or CCI crosses. `0` requires crosses on the current bar; higher values allow recent crosses, increasing signal frequency. - **Allow Long Trades** (`allow_long`): - **Default**: `true`. - **Effect**: Enables/disables new long trades. If `false`, only closing existing longs is allowed. - **Allow Short Trades** (`allow_short`): - **Default**: `true`. - **Effect**: Enables/disables new short trades. If `false`, only closing existing shorts is allowed. - **Require DI+/DI- Cross for Buy** (`buy_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI+ crossover DI- for buy signals; if `false`, DI+ > DI- is sufficient. - **Require CCI Cross for Buy** (`buy_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossover MA for buy signals; if `false`, CCI > MA is sufficient. - **Require DI+/DI- Cross for Sell** (`sell_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI- crossover DI+ for sell signals; if `false`, DI+ < DI- is sufficient. - **Require CCI Cross for Sell** (`sell_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossunder MA for sell signals; if `false`, CCI < MA is sufficient. - **Countertrade** (`countertrade`): - **Default**: `true`. - **Effect**: If `true`, closing a trade triggers an opposite trade (e.g., close long, open short) if allowed. - **Color Background for Open Trades** (`color_background`): - **Default**: `true`. - **Effect**: If `true`, colors the chart background green for long trades and red for short trades. ### 3.7 Exit Settings - **Use MA Cross for Exit** (`use_ma_exit`): - **Default**: `true`. - **Effect**: If `true`, closes trades when the price crosses the exit MA (below for long, above for short). - **MA Length for Exit** (`ma_exit_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the exit MA. Longer periods delay exits. - **MA Type for Exit** (`ma_exit_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the MA type for exit signals. EMA is more responsive; VWMA weights by volume. - **Use ADX Change Stop-Loss** (`use_adx_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the ADX changes by a specified percentage. - **ADX % Change for Stop-Loss** (`adx_change_percent`): - **Default**: `5.0`. - **Range**: Minimum `0.0`, step `0.1`. - **Effect**: Specifies the percentage change in ADX (vs. previous bar) that triggers a stop-loss. Higher values reduce premature exits. - **Use Performance Stop-Loss** (`use_perf_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the loss exceeds a percentage threshold. - **Performance Stop-Loss (%)** (`perf_stop_percent`): - **Default**: `-10.0`. - **Range**: `-100.0` to `0.0`, step `0.1`. - **Effect**: Specifies the loss percentage that triggers a stop-loss. More negative values allow larger losses before exiting. ## 4. Visual and Statistical Output - **Labels**: Displayed at trade entries/exits with arrows (↑ for buy, ↓ for sell) and text ("BUY," "SELL"). A "No Equity" label appears if equity is zero. - **Background Coloring**: Optionally colors the chart background (green for long, red for short) to indicate open trades. - **Statistics Table**: Displayed at the top center of the chart, updated on timeframe changes or trade events. Includes: - **Capital Metrics**: Initial capital, current capital, capital growth (%). - **Trade Metrics**: Total trades, long/short trades, win rate, long/short win rates, profit factor. - **Open Trade Status**: Indicates if a long, short, or no trade is open. ## 5. Alerts - **Buy Signal Alert**: Triggered when `buy_signal` is true ("Cross Buy Signal"). - **Sell Signal Alert**: Triggered when `sell_signal` is true ("Cross Sell Signal"). - **Usage**: Users can set up TradingView alerts to receive notifications for trade signals.
Pine Script®策略
由osterhansi_提供
Martingale Strategy Simulator [BackQuant]Martingale Strategy Simulator Purpose This indicator lets you study how a martingale-style position sizing rule interacts with a simple long or short trading signal. It computes an equity curve from bar-to-bar returns, adapts position size after losing streaks, caps exposure at a user limit, and summarizes risk with portfolio metrics. An optional Monte Carlo module projects possible future equity paths from your realized daily returns. What a martingale is A martingale sizing rule increases stake after losses and resets after a win. In its classical form from gambling, you double the bet after each loss so that a single win recovers all prior losses plus one unit of profit. In markets there is no fixed “even-money” payout and returns are multiplicative, so an exact recovery guarantee does not exist. The core idea is unchanged: Lose one leg → increase next position size Lose again → increase again Win → reset to the base size The expectation of your strategy still depends on the signal’s edge. Sizing does not create positive expectancy on its own. A martingale raises variance and tail risk by concentrating more capital as a losing streak develops. What it plots Equity – simulated portfolio equity including compounding Buy & Hold – equity from holding the chart symbol for context Optional helpers – last trade outcome, current streak length, current allocation fraction Optional diagnostics – daily portfolio return, rolling drawdown, metrics table Optional Monte Carlo probability cone – p5, p16, p50, p84, p95 aggregate bands Model assumptions Bar-close execution with no slippage or commissions Shorting allowed and frictionless No margin interest, borrow fees, or position limits No intrabar moves or gaps within a bar (returns are close-to-close) Sizing applies to equity fraction only and is capped by your setting All results are hypothetical and for education only. How the simulator applies it 1) Directional signal You pick a simple directional rule that produces +1 for long or −1 for short each bar. Options include 100 HMA slope, RSI above or below 50, EMA or SMA crosses, CCI and other oscillators, ATR move, BB basis, and more. The stance is evaluated bar by bar. When the stance flips, the current trade ends and the next one starts. 2) Sizing after losses and wins Position size is a fraction of equity: Initial allocation – the starting fraction, for example 0.15 means 15 percent of equity Increase after loss – multiply the next allocation by your factor after a losing leg, for example 2.00 to double Reset after win – return to the initial allocation Max allocation cap – hard ceiling to prevent runaway growth At a high level the size after k consecutive losses is alloc(k) = min( cap , base × factor^k ) . In practice the simulator changes size only when a leg ends and its PnL is known. 3) Equity update Let r_t = close_t / close_{t-1} − 1 be the symbol’s bar return, d_{t−1} ∈ {+1, −1} the prior bar stance, and a_{t−1} the prior bar allocation fraction. The simulator compounds: eq_t = eq_{t−1} × (1 + a_{t−1} × d_{t−1} × r_t) . This is bar-based and avoids intrabar lookahead. Costs, slippage, and borrowing costs are not modeled. Why traders experiment with martingale sizing Mean-reversion contexts – if the signal often snaps back after a string of losses, adding size near the tail of a move can pull the average entry closer to the turn Behavioral or microstructure edges – some rules have modest edge but frequent small whipsaws; size escalation may shorten time-to-recovery when the edge manifests Exploration and stress testing – studying the relationship between streaks, caps, and drawdowns is instructive even if you do not deploy martingale sizing live Why martingale is dangerous Martingale concentrates capital when the strategy is performing worst. The main risks are structural, not cosmetic: Loss streaks are inevitable – even with a 55 percent win rate you should expect multi-loss runs. The probability of at least one k-loss streak in N trades rises quickly with N. Size explodes geometrically – with factor 2.0 and base 10 percent, the sequence is 10, 20, 40, 80, 100 (capped) after five losses. Without a strict cap, required size becomes infeasible. No fixed payout – in gambling, one win at even odds resets PnL. In markets, there is no guaranteed bounce nor fixed profit multiple. Trends can extend and gaps can skip levels. Correlation of losses – losses cluster in trends and in volatility bursts. A martingale tends to be largest just when volatility is highest. Margin and liquidity constraints – leverage limits, margin calls, position limits, and widening spreads can force liquidation before a mean reversion occurs. Fat tails and regime shifts – assumptions of independent, Gaussian returns can understate tail risk. Structural breaks can keep the signal wrong for much longer than expected. The simulator exposes these dynamics in the equity curve, Max Drawdown, VaR and CVaR, and via Monte Carlo sketches of forward uncertainty. Interpreting losing streaks with numbers A rough intuition: if your per-trade win probability is p and loss probability is q=1−p , the chance of a specific run of k consecutive losses is q^k . Over many trades, the chance that at least one k-loss run occurs grows with the number of opportunities. As a sanity check: If p=0.55 , then q=0.45 . A 6-loss run has probability q^6 ≈ 0.008 on any six-trade window. Across hundreds of trades, a 6 to 8-loss run is not rare. If your size factor is 1.5 and your base is 10 percent, after 8 losses the requested size is 10% × 1.5^8 ≈ 25.6% . With factor 2.0 it would try to be 10% × 2^8 = 256% but your cap will stop it. The equity curve will still wear the compounded drawdown from the sequence that led to the cap. This is why the cap setting is central. It does not remove tail risk, but it prevents the sizing rule from demanding impossible positions Note: The p and q math is illustrative. In live data the win rate and distribution can drift over time, so real streaks can be longer or shorter than the simple q^k intuition suggests.. Using the simulator productively Parameter studies Start with conservative settings. Increase one element at a time and watch how the equity, Max Drawdown, and CVaR respond. Initial allocation – lower base reduces volatility and drawdowns across the board Increase factor – set modestly above 1.0 if you want the effect at all; doubling is aggressive Max cap – the most important brake; many users keep it between 20 and 50 percent Signal selection Keep sizing fixed and rotate signals to see how streak patterns differ. Trend-following signals tend to produce long wrong-way streaks in choppy ranges. Mean-reversion signals do the opposite. Martingale sizing interacts very differently with each. Diagnostics to watch Use the built-in metrics to quantify risk: Max Drawdown – worst peak-to-trough equity loss Sharpe and Sortino – volatility and downside-adjusted return VaR 95 percent and CVaR – tail risk measures from the realized distribution Alpha and Beta – relationship to your chosen benchmark If you would like to check out the original performance metrics script with multiple assets with a better explanation on all metrics please see Monte Carlo exploration When enabled, the forecast draws many synthetic paths from your realized daily returns: Choose a horizon and a number of runs Review the bands: p5 to p95 for a wide risk envelope; p16 to p84 for a narrower range; p50 as the median path Use the table to read the expected return over the horizon and the tail outcomes Remember it is a sketch based on your recent distribution, not a predictor Concrete examples Example A: Modest martingale Base 10 percent, factor 1.25, cap 40 percent, RSI>50 signal. You will see small escalations on 2 to 4 loss runs and frequent resets. The equity curve usually remains smooth unless the signal enters a prolonged wrong-way regime. Max DD may rise moderately versus fixed sizing. Example B: Aggressive martingale Base 15 percent, factor 2.0, cap 60 percent, EMA cross signal. The curve can look stellar during favorable regimes, then a single extended streak pushes allocation to the cap, and a few more losses drive deep drawdown. CVaR and Max DD jump sharply. This is a textbook case of high tail risk. Strengths Bar-by-bar, transparent computation of equity from stance and size Explicit handling of wins, losses, streaks, and caps Portable signal inputs so you can A–B test ideas quickly Risk diagnostics and forward uncertainty visualization in one place Example, Rolling Max Drawdown Limitations and important notes Martingale sizing can escalate drawdowns rapidly. The cap limits position size but not the possibility of extended adverse runs. No commissions, slippage, margin interest, borrow costs, or liquidity limits are modeled. Signals are evaluated on closes. Real execution and fills will differ. Monte Carlo assumes independent draws from your recent return distribution. Markets often have serial correlation, fat tails, and regime changes. All results are hypothetical. Use this as an educational tool, not a production risk engine. Practical tips Prefer gentle factors such as 1.1 to 1.3. Doubling is usually excessive outside of toy examples. Keep a strict cap. Many users cap between 20 and 40 percent of equity per leg. Stress test with different start dates and subperiods. Long flat or trending regimes are where martingale weaknesses appear. Compare to an anti-martingale (increase after wins, cut after losses) to understand the other side of the trade-off. If you deploy sizing live, add external guardrails such as a daily loss cut, volatility filters, and a global max drawdown stop. Settings recap Backtest start date and initial capital Initial allocation, increase-after-loss factor, max allocation cap Signal source selector Trading days per year and risk-free rate Benchmark symbol for Alpha and Beta UI toggles for equity, buy and hold, labels, metrics, PnL, and drawdown Monte Carlo controls for enable, runs, horizon, and result table Final thoughts A martingale is not a free lunch. It is a way to tilt capital allocation toward losing streaks. If the signal has a real edge and mean reversion is common, careful and capped escalation can reduce time-to-recovery. If the signal lacks edge or regimes shift, the same rule can magnify losses at the worst possible moment. This simulator makes those trade-offs visible so you can calibrate parameters, understand tail risk, and decide whether the approach belongs anywhere in your research workflow.
Pine Script®指標
由BackQuant提供
BTC Macro Composite Global liquidity Index -OffsetThis indicator is based on the thesis that Bitcoin price movements are heavily influenced by macro liquidity trends. It calculates a weighted composite index based on the following components: • Global Liquidity (41%): Sum of central bank balance sheets (Fed , ECB , BoJ , and PBoC ), adjusted to USD. • Investor Risk Appetite (22%): Derived from the Copper/Gold ratio, inverse VIX (as a risk-on signal), and the spread between High Yield and Investment Grade bonds (HY vs IG OAS). • Gold Sensitivity (15–20%): Combines the XAUUSD price with BTC/Gold ratio to reflect the historical influence of gold on Bitcoin pricing. Each component is normalized and then offset forward by 90 days to attempt predictive alignment with Bitcoin’s price. The goal is to identify macro inflection points with high predictive value for BTC. It is not a trading signal generator but rather a macro trend context indicator. ❗ Important: This script should be used with caution. It does not account for geopolitical shocks, regulatory events, or internal BTC market structure (e.g., miner behavior, on-chain metrics). 💡 How to use: • Use on the 1D timeframe. • Look for divergences between BTC price and the macro index. • Apply in confluence with other technical or fundamental frameworks. 🔍 Originality: While similar components exist in macro dashboards, this script combines them uniquely using time-forward offsets and custom weighting specifically tailored for BTC behavior.
Pine Script®指標
由electronicRhin4023提供
Futures Confluence Delta (FCD) - Histogram The Futures Confluence Delta (FCD) Histogram is a powerful trend-following indicator tailored for scalping futures on 1-minute charts. Displayed in a bottom panel like RSI or volume, it visualizes cumulative volume delta to identify bullish or bearish market momentum. The histogram turns green for positive delta (buying pressure, suggesting a long trend) and red for negative delta (selling pressure, indicating a short trend), providing quick insight into market direction. This indicator is ideal for futures traders seeking confluence with other tools, such as VWMA or order block strategies. It uses a simple yet effective delta calculation (buy volume for up candles, sell volume for down candles, smoothed with EMA) to highlight trend strength, making it perfect for fast-paced scalping environments. Key Features: Cumulative Delta Histogram: Tracks buying vs. selling pressure, smoothed with an EMA for clarity. Color-Coded Trend Signals: Green for bullish (long) trends, red for bearish (short) trends. Customizable Settings: Adjust the delta lookback period and enable/disable daily reset for flexibility. Optimized for 1-minute charts on futures. Alert Support: Set alerts for trend changes to stay ahead of market shifts. How to Use: Add the indicator to your 1-minute chart. Observe the histogram in the bottom panel: Green bars (positive delta) suggest a bullish trend, favoring long entries. Red bars (negative delta) indicate a bearish trend, favoring short entries. Combine with other indicators (e.g., VWMA, order blocks, or FVGs) for confluence. Set alerts for trend changes via the FCD Long Trend or FCD Short Trend conditions. Adjust settings (delta lookback, daily reset) to match your trading style. Settings: Delta Lookback Period (default: 14): Controls the EMA smoothing of the delta. Lower values increase sensitivity; higher values smooth trends. Reset Delta Daily (default: true): Resets cumulative delta at the start of each trading day for futures session alignment. Long Color (default: green): Color for bullish delta. Short Color (default: red): Color for bearish delta. Notes: Ensure sufficient historical data (500+ bars) for accurate delta calculations. Test on NQ for higher volatility, as it may show stronger delta signals compared to GC or ES. Check the Pine Logs pane (“More” > “Pine Logs”) for any NA data issues if the histogram doesn’t display. Share your feedback or suggestions in the comments!
Pine Script®指標
由jcanup提供
Student Wyckoff RS Symbol/MarketRelative Strength Indicator STUDENT WYCKOFF RS SYMBOL/MARKET Description The Relative Strength (RS) Indicator compares the price performance of the current financial instrument (e.g., a stock) against another instrument (e.g., an index or another stock). It is calculated by dividing the closing price of the first instrument by the closing price of the second, then multiplying by 100. This provides a percentage ratio that shows how one instrument outperforms or underperforms another. The indicator helps traders identify strong or weak assets, spot market leaders, or evaluate an asset’s performance relative to a benchmark. Key Features Relative Strength Calculation: Divides the closing price of the current instrument by the closing price of the second instrument and multiplies by 100 to express the ratio as a percentage. Simple Moving Average (SMA): Applies a customizable Simple Moving Average (default period: 14) to smooth the data and highlight trends. Visualization: Displays the Relative Strength as a blue line, the SMA as an orange line, and colors bars (blue for rising, red for falling) to indicate changes in relative strength. Flexibility: Allows users to select the second instrument via an input field and adjust the SMA period. Applications Market Comparison: Assess whether a stock is outperforming an index (e.g., S&P 500 or MOEX) to identify strong assets for investment. Sector Analysis: Compare stocks within a sector or against a sector ETF to pinpoint leaders. Trend Analysis: Use the rise or fall of the RS line and its SMA to gauge the strength of an asset’s trend relative to another instrument. Trade Timing: Bar coloring helps quickly identify changes in relative strength, aiding short-term trading decisions. Interpretation Rising RS: Indicates the first instrument is outperforming the second (e.g., a stock growing faster than an index). Falling RS: Suggests the first instrument is underperforming. SMA as a Trend Filter: If the RS line is above the SMA, it may signal strengthening performance; if below, weakening performance. Settings Instrument 2: Ticker of the second instrument (default: QQQ). SMA Period: Period for the Simple Moving Average (default: 14). Notes The indicator works on any timeframe but requires accurate ticker input for the second instrument. Ensure data for both instruments is available on the selected timeframe for precise analysis.
Pine Script®指標
由StudentWyckoff提供
ORB with Golden Zone FIB targets, Any Timeframe by TenAMTraderDescription: This indicator is designed to help traders identify key price levels using Fibonacci extensions and retracements based on the Opening Range Breakout (ORB). The levels are visualized as “Golden Zones”, which can serve as potential targets for trades. Features: Customizable ORB Timeframe: By default, the ORB is set from 9:30 AM to 9:45 AM EST, but any timeframe can be configured in the settings to fit your trading style. Golden Zones as Targets: Fibonacci levels are intended to be used as potential profit-taking zones or areas to monitor for reversals, providing a structured framework for intraday and swing trading. Adjustable Chart Settings: Color-coded levels make it easy to interpret at a glance, and all lines can be customized for personal preference. Versatile Application: The indicator works across any timeframe, enabling traders to analyze both intraday and multi-day price action. How to Use: Ensure Regular Trading Hours (RTH) is enabled on your chart for accurate level calculation. Observe price action near Golden Zones: a confirmed breakout may indicate continuation, while a pullback could signal a reversal opportunity. Use the Golden Zones as reference targets for managing risk and planning exits. Adjust the ORB timeframe and display settings to match your preferred trading style. Legal Disclosure: This indicator is provided for educational purposes only and is not financial advice. Trading carries a substantial risk of loss. Users should always perform their own analysis and consult a licensed financial professional before making any trading decisions. Past performance is not indicative of future results.
Pine Script®指標
由TenAM_Trader提供
Future Value ProjectionFuture Value Projection with Actual CAGR This indicator calculates the future value (FV) of the current ticker’s price using its historical Compound Annual Growth Rate (CAGR). It measures how much the price has grown over a chosen lookback period, derives the average annual growth rate, and then projects the current price forward into the future. Formulae: CAGR: CAGR = ( PV_now / PV_past )^(1 / t) - 1 Future Value: FV = PV_now × ( 1 + CAGR / n )^( n × T ) Where: PV_now = Current price PV_past = Price t years ago t = Lookback period (years) CAGR = Compound Annual Growth Rate n = Compounding periods per year (1=annual, 12=monthly, 252=daily, etc.) T = Projection horizon (years forward) How it works: Select a lookback period (e.g., 3 years). The script finds the price from that time and computes the CAGR. It then projects the current price forward by T years using the CAGR. The chart shows: Current price (blue) Projected FV target (green) A table with CAGR and projection details Use case: Helps investors and traders visualize long-term growth projections if the ticker continues growing at its historical pace.
Pine Script®指標
由isaleem10提供
Third Eye ORB Pro (0915-0930 IST, no-plot)Third Eye ORB Pro (Opening Range Breakout + Range Mode) This indicator is designed specifically for Indian stocks and indices (NIFTY, BANKNIFTY, FINNIFTY, MIDCAP, etc.) to track the Opening Range (09:15–09:30 IST) and generate actionable intraday trade signals. It combines two key modes — Range Mode (mean reversion inside the opening range) and Breakout Mode (momentum trading beyond the range). 1. Opening Range Framework (09:15–09:30 IST) The indicator automatically plots the Opening Range High (ORH) and Opening Range Low (ORL) after the first 15 minutes of market open. The area between ORH and ORL acts as the intraday battlefield where most price action occurs (historically ~70–80% of the day is spent inside this zone). A shaded box and horizontal lines mark this range, serving as a visual reference for support and resistance throughout the day. 2. Range Mode (Mean Reversion Inside OR) When price trades inside the Opening Range, the indicator looks for edge rejections to capture range-bound trades. Range BUY (RB): Triggered near ORL when a bullish rejection candle forms (strong body + long lower wick). Range SELL (RS): Triggered near ORH when a bearish rejection candle forms (strong body + long upper wick). Optional filters (toggleable in settings): RSI Filter: Only allow range buys if RSI is oversold (≤45) and range sells if RSI is overbought (≥55). VWAP Filter: Only allow range trades if price is not too far from VWAP (distance ≤ X% of OR size). Labels show suggested Stop Loss (just outside the OR band) and Target (midline/VWAP). Cooldown logic prevents consecutive whipsaw signals. 3. Breakout Mode (Directional Moves Beyond OR) When price closes strongly outside the ORH/ORL with momentum, the indicator confirms a breakout/breakdown trade. Buffers are applied to avoid false breakouts: ATR Buffer: Price must extend at least ATR × multiplier beyond the range edge. % Buffer: Price must extend at least a percentage of OR size (default 10%). Confirmation Filters: Candle must have a strong body (≥60% of total bar range). Optional “two closes” rule: price must close outside the range for 2 consecutive candles. BUY BO: Trigger when price closes above ORH + buffer with momentum. SELL BD: Trigger when price closes below ORL – buffer with momentum. Labels and alerts are plotted for quick action. 4. Practical Usage Works best on 5-minute charts for intraday trading. Designed to help traders capture both: Range-bound moves during the day (mean reversion plays). Strong directional breakouts when institutions push price beyond the opening range. Particularly effective on expiry days, trending sessions, and major news days when breakouts are more likely. On sideways days, Range Mode provides reliable scalp opportunities at the OR edges. 5. Features Auto-plots Opening Range High, Low, Midline. Box + line visuals (no repainting). Buy/Sell labels for both Range Mode and Breakout Mode. Customizable buffers (ATR, % of range) to suit volatility. Alerts for all signals (breakouts and range plays). Built with risk management in mind (suggested SL and TP shown on chart).
Pine Script®指標
由Spoiltbrat提供
Trend by ΔMA + Double ZigZag + EMA/WMA Bands by KidevThis script is a multi-tool trend and structure analyzer combining moving average slope confirmation, double zigzag swing mapping, and dynamic EMA/WMA trend bands — all in one overlay indicator. 🔹 Key Features: ΔMA Trend Detection Detects trend shifts using the slope of a chosen moving average (SMA, EMA, WMA, RMA, HMA). Confirms uptrend/downtrend only after a user-defined confirmation window. Draws color-coded MA line (green = uptrend, red = downtrend, gray = sideways). Optional arrows for trend change entries. Alerts for confirmed trend shifts. Double ZigZag Swing Analysis Two customizable ZigZag layers with independent lookback periods. Optional swing labels (HH, HL, LH, LL) to track market structure. Full control over line style, width, and colors for each ZigZag. EMA Band (96 default) Plots a dynamic EMA channel (High, HLC3, Low). Visual band highlights volatility and trend zones. Adjustable fill color and transparency. Weighted Moving Average (WMA 96) Clean trend-following baseline. Adjustable source, length, and color. Background Highlight Toggleable background shading for bullish / bearish / sideways conditions. Fully customizable colors and transparency. Helps visually separate market phases at a glance. Note: ZigZag repainting is inherent by design (future swings refine past points). Use it as a structural guide, not as a standalone signal.
Pine Script®指標
由kidevswamynathan提供
Intraday Scalping Trading System with AlertsThis is a unique script in the way it signals and alert on Volume Imbalances and VWAP based out on ATR. Many professional traders consider Volume Imbalance as a great indicator to identify stock movement. I didn't find any indicator or all these option together so created one for us. 1. Fully controllable with toggle buttons. 2. Choose you best Trading directional signals with filters as per your sentiments - 2. EMA crossings - EMA crossings + VWAP confirmation - EMA crossings + SuperTrend Confirmation 3. Highest and Lowest volumes visually appeared 4. OHLCs Daily, Weekly and Monthly line options 5. First Candle Range - you can choose First candle range and it's time frame (default IST 9:15 but you can customize in pinescript as per your preferred Time Zone or just hide with toggle button.
Pine Script®指標
由AdarshSrivastava提供
1
Secret bubbleSecret bubble Why Might It Be Called "Bubbles"? Although not officially named so, some traders or platforms might refer to Bollinger Bands as "bubbles" because: The bands visually surround the price like a bubble. During low volatility, the bands form a tight "bubble" around price. Breakouts look like the price "popping out" of a bubble. Hence, the nickname "пузырьки" (bubbles) could be a colloquial or visual metaphor for Bollinger Bands in Russian-speaking trading communities. Conclusion While there is no official technical indicator called "Bubbles", the term likely refers to Bollinger Bands due to their visual appearance and function. This powerful tool helps traders assess volatility, spot potential reversals, and time entries and exits. When combined with other analysis methods, Bollinger Bands remain a cornerstone of modern technical trading. 🔧 Tip: You can find Bollinger Bands on almost every trading platform (TradingView, MetaTrader, ThinkorSwim) by searching "Bollinger Bands" in the indicators list.
Pine Script®指標
由SaNtA_1408提供
Statistical FootprintStatistical Footprint - Behavioral Support & Resistance This indicator identifies key price levels based on actual market behavior rather than traditional pivot calculations. It analyzes how bulls and bears have historically moved price from session opens, creating statistical zones where future reactions are most likely. The concept is simple: track how far bullish candles typically push above the open versus how far bearish candles drop below it. These patterns reveal the market's behavioral "footprint" - showing where momentum typically stalls and reverses. Key Features: - Separate analysis for daily and weekly timeframes - Smart zone merging when levels cluster together (within 5 points) - Uses both mean and median calculations for more robust levels - XGBoost-optimized lookback periods for maximum statistical significance - Clean zone-only display focused on actionable price areas How it Works: The code separates bullish and bearish sessions, measuring their typical range extensions from the open. It then projects these statistical ranges forward from current session opens, creating "behavioral zones" where the market has historically shown consistent reactions. When daily and weekly levels align closely, they merge into combined zones with enhanced significance. Labels show both the mean and median values when they differ meaningfully. Best Used For: - Identifying high-probability reversal zones - Setting profit targets based on historical behavior - Understanding market sentiment shifts at key levels - Confluence analysis between different timeframes The lookback periods have been optimized using machine learning to find the most predictive historical sample sizes for current market conditions.
Pine Script®指標
由AmpedTrading提供
3
Prev RTH FibsThis study captures the previous day’s Regular Trading Hours (RTH) range (default 09:30–16:00 America/New_York), then projects it onto the current session. It draws HIGH, LOW, and an optional 50% midpoint, plus a configurable set of inside fib-style percentages measured from the HIGH downward. Every level extends a short distance to the right of the current price and shows a clean numeric label (no box) on the right edge. Key features Prev-day RTH range tracked automatically; plotted each new session. Inside levels (from HIGH ↓): 11%, 25%, 29.5%, 38.2%, 45%, 55%, 62% (OTE), 70.5%, 75%, 78.6%, 85% (toggle any on/off). Clean right-side labels: numbers only, resizable (Tiny → Huge) with transparent background. Line styling: HIGH/LOW and 50% are solid; inside levels can be Solid/Dashed/Dotted with independent color/width. Smart right padding: lines/labels extend a few bars past the latest candle, so annotations stay beside price without violating TradingView’s “>500 bars in future” rule. Works on any symbol/timeframe; RTH window and timezone are adjustable. Inputs you control Session: RTH session string and timezone. Right-side padding (bars) and number size. Visibility & style for HIGH, LOW, and 50%. Which inside levels to show, plus their style/color/width.
Pine Script®指標
由crptoworthy提供
Signal Hunter Pro - GKDXLSignal Hunter Pro - GKDXL combines four powerful technical indicators with trend strength filtering and volume confirmation to generate reliable BUY/SELL signals. This indicator is perfect for traders who want a systematic approach to market analysis without the noise of conflicting signals. 🔧 Core Features 📈 Multi-Indicator Signal System Moving Averages: EMA 20, EMA 50, and SMA 200 for trend analysis Bollinger Bands: Dynamic support/resistance with price momentum detection RSI: Enhanced RSI logic with smoothing and multi-zone analysis MACD: Traditional MACD with signal line crossovers and zero-line analysis 🎛️ Advanced Filtering System ADX Trend Strength Filter: Only signals when trend strength exceeds threshold Volume Confirmation: Ensures signals occur with adequate volume participation Multi-Timeframe Logic: Works on any timeframe from 1m to 1D and beyond 🚨 Intelligent Signal Generation Requires 3 out of 4 indicators to align for signal confirmation Separate bullish and bearish signal conditions Real-time signal strength scoring (1/4 to 4/4) Built-in alert system for automated notifications ⚙️ Customizable Parameters 📊 Technical Settings Moving Averages: Adjustable EMA and SMA periods Bollinger Bands: Configurable length and multiplier RSI: Customizable length, smoothing, and overbought/oversold levels MACD: Flexible fast, slow, and signal line settings 🎯 Risk Management Risk Percentage: Set your risk per trade (0.1% to 10%) Reward Ratio: Configure risk-to-reward ratios (1:1 to 1:5) ADX Threshold: Control minimum trend strength requirements 🖥️ Display Options Indicator Visibility: Toggle individual indicators on/off Information Table: Optional detailed status table (off by default) Volume Analysis: Real-time volume vs. average comparison 🎨 Visual Elements 📈 Chart Indicators EMA Lines: Blue (20) and Orange (50) exponential moving averages SMA 200: Gray long-term trend line Bollinger Bands: Upper/lower bands with semi-transparent fill Clean Interface: Minimal visual clutter for clear analysis 📋 Information Table (Optional) Real-time indicator status with ✓/✗/— symbols Current signal strength and direction ADX trend strength measurement Volume confirmation status No-signal reasons when conditions aren't met 🔔 Alert System 📢 Three Alert Types BUY Signal: Triggered when 3+ indicators align bullishly SELL Signal: Triggered when 3+ indicators align bearishly General Alert: Any signal detection for broader monitoring 📱 Alert Messages Clear, actionable alert text Includes indicator name for easy identification Compatible with webhook integrations 🎯 How It Works 📊 Signal Logic Indicator Assessment: Each of the 4 indicators is evaluated as Bullish/Bearish/Neutral Consensus Building: Counts aligned indicators (minimum 3 required) Filter Application: Applies trend strength and volume filters Signal Generation: Generates BUY/SELL when all conditions are met 🔍 Indicator States Moving Averages: Price position, EMA alignment, and crossovers Bollinger Bands: Price relative to bands and momentum shifts RSI: Multi-zone analysis with momentum and crossover detection MACD: Signal line crossovers and zero-line positioning 🎉 Why Choose Signal Hunter Pro? ✅ Multi-Indicator Confirmation reduces false signals ✅ Trend Strength Filtering improves win rate ✅ Volume Confirmation ensures market participation ✅ Customizable Parameters adapt to any trading style ✅ Clean Visual Design doesn't clutter your charts ✅ Professional Alert System for automated trading ✅ No Repainting - reliable historical signals ✅ Works on All Timeframes from scalping to investing
Pine Script®指標
由gkdxlceo提供
Major & Modern Wars TimelineDescription: This indicator overlays vertical lines and labels on your chart to mark the start and end dates of major global wars and modern conflicts. Features: Displays start (red line + label) and end (green line + label) for each war. Covers 20th century wars (World War I, World War II, Korean War, Vietnam War, Gulf War, Afghanistan, Iraq). Includes modern conflicts: Syrian Civil War, Ukraine War, and Israel–Hamas War. For ongoing conflicts, the end date is set to 2025 for timeline visualization. Customizable: label position (above/below bar), line width. Works on any chart timeframe, overlaying events on financial data. Use case: Useful for historical market analysis (e.g., gold, oil, S&P 500), helping traders and researchers see how wars and conflicts align with market movements.
Pine Script®指標
由dragosmarzac提供