立即開始

Forecasting

🕊️ Shemitah + Jubilee Cycle OverlayShemitah + Jubilee Cycle Overlay This indicator overlays significant biblical cycle events—Shemitah and Jubilee years—onto your chart, providing a unique perspective on historical and potential future market cycles. The Shemitah cycle occurs every 7 years, while the Jubilee cycle spans 49 years, both starting from a user-defined year (defaulting to 1917). Key features include: Highlight Shemitah Years: Shades the chart background in orange during Shemitah years, with customizable color and transparency. Mark Jubilee Years: Draws bold blue vertical lines on the chart for Jubilee years, with optional labels. Event Markers: Places vertical lines and labels (e.g., "Shemitah" or "Jubilee") on a specified month and day (defaulting to September 10th) for each cycle event. Countdown Display: Shows the next upcoming Shemitah and Jubilee years on the chart for easy reference. Customizable Inputs: Adjust the start year, cycle lengths, event date, colors, and visibility of highlights and labels to suit your analysis. Ideal for traders and analysts exploring long-term economic or market patterns influenced by these traditional cycles, this overlay combines historical context with visual clarity. Use it on daily or higher timeframes for best results. The best markets to overlay this indicator on include major stock indices (e.g., S&P 500, Dow Jones), precious metals (e.g., Gold, Silver), cryptocurrencies (e.g., Bitcoin, Ethereum), and debt markets (e.g., U.S. Treasury Bonds, Corporate Bond ETFs), as these markets often reflect macroeconomic shifts, debt cycles, and speculative behavior that may correlate with Shemitah and Jubilee cycles. Rationale for Including Debt Markets U.S. Treasury Bonds: Treasury securities (e.g., 10-year or 30-year bonds) are sensitive to interest rate changes and government debt levels. The Shemitah cycle (every 7 years) has been historically linked to debt-related economic adjustments, while the Jubilee cycle (every 49 years) aligns with broader debt forgiveness or restructuring concepts, making bonds a prime candidate. Corporate Bond ETFs (e.g., LQD, HYG): Corporate bond ETFs represent corporate debt and are influenced by credit cycles and economic resets. The indicator could highlight periods of potential default risk or yield shifts tied to Shemitah or Jubilee years. Relevance to Biblical Context: The Jubilee year, as described in the Bible (Leviticus 25), involves the release of debts and return of land, directly tying it to debt markets. The Shemitah year also includes a release of debts every seven years, making debt instruments a natural fit for this indicator’s thematic analysis.
Pine Script®指標
由trade528s提供
1
Moon Phase & Celestial Events TrackerMoon Phase & Celestial Events Tracker Overview A comprehensive astronomical and celestial event indicator that tracks and projects major cosmic events from 2011 to 2040. This indicator overlays important astronomical phenomena directly on your charts, allowing traders and researchers to analyze potential correlations between celestial events and market movements. Key Features Eclipse Tracking 🌑 Blood Moons (Total Lunar Eclipses) including 2014-2015 tetrad Partial Lunar Eclipses with distinctive yellow markers Solar Eclipses: Total, Annular, Partial, and Hybrid types with unique symbols Optional eclipse season background highlighting Moon Cycles 🌕 Supermoons at perigee (closest Earth approach) Regular moon phases: New, First Quarter, Full, Last Quarter Adjustable phase marking with day-offset capability Mercury Retrograde ☿ Start and end dates clearly marked Optional period highlighting for entire retrograde duration Complete cycle tracking through 2040 Seasonal Transitions ✨ Spring Equinox, Summer Solstice, Autumn Equinox, Winter Solstice Precise astronomical season changes Future Projections 📊 Event forecasting up to 5 years ahead Customizable projection range (30-1825 days) Selective projection by event type Adjustable visual styles and transparency Interpretation Guide Blood Moons Total lunar eclipses where Earth's atmosphere creates the red appearance. In financial astrology, these are often watched as potential reversal or volatility periods, though correlations vary significantly. Eclipse Seasons Twice-yearly windows when Sun-Earth-Moon alignment allows eclipses. Some market practitioners note increased volatility during these periods, though empirical evidence remains debated. Mercury Retrograde The apparent backward motion of Mercury occurs 3-4 times yearly. In trading folklore, it's associated with communication issues, technical problems, and false signals. Many practitioners suggest extra caution with new positions during these periods. Supermoons Full or new moons at closest Earth approach. Some traders track these for potential short-term highs/lows, particularly in commodities and currencies, though effects are subtle if present. Seasonal Markers Astronomical season changes have been incorporated into various market timing systems, with some analysts noting clustering of trend changes around these dates. Use Cases Historical pattern analysis Event-based research Educational astronomy tracking Market cycle studies Long-term planning and observation Technical Details ⚙️ Data Coverage: 2011-2040 (30 years of precise astronomical events) Compatibility: All timeframes with smart filtering (Weekly/Monthly show only major events) Performance: Lightweight with efficient calculations and minimal chart impact Data Source: Based on NASA ephemeris data for precise event timing Customization Options 🎨 Individual colors for each event type Transparency controls for projections Event visibility toggles Optional date labels on events Alert Options 🔔 Set custom alerts for any tracked event including all eclipse types, moon phases, Mercury retrograde start/end, and seasonal transitions. ⚠️ Important Note This indicator displays astronomical events for research and educational purposes. Any perceived correlations with market movements should be thoroughly backtested. Financial astrology interpretations are included for historical context only and should not be considered trading advice. Always use proper risk management and multiple forms of analysis in trading decisions. Best Suited For Market researchers and analysts Students of market cycles Those interested in astronomical timing Educational and observational purposes Long-term pattern analysis
Pine Script®指標
由Robertsanktov提供
ASPO - Adaptive Statistical Position OscillatorASPO - Advanced Statistical Price Position Oscillator - Time-Weighted Based on a time-weighted statistical model, this indicator quantifies price deviation from its recent mean. It uses a Z-Score to normalize price position and calculates the statistical probability of its occurrence, helping traders identify over-extended market conditions and mean-reversion opportunities with greater sensitivity. - Time-Weighted Model: Reacts more quickly to recent price changes by using a Weighted Moving Average (WMA) and a weighted standard deviation. - Statistical Foundation: Utilizes Z-Score standardization and a probability calculation to provide an objective measure of risk and price extremity. - Dynamic Adaptation: Automatically adjusts its calculation period and sensitivity based on market volatility, making it versatile across different market conditions. - Intelligent Visuals: Dynamic line thickness and gradient color-coding intuitively display the intensity of price deviations. - Multi-Dimensional Analysis: Combines the main line's position (Z-Score), a momentum histogram, and real-time probability for a comprehensive view. 1. Time-Weighted Statistical Model (Z-Score Calculation) - Weighted Mean (μ_w): Instead of a simple average, the indicator uses a Weighted Moving Average (ta.wma) to calculate the price mean, giving more weight to recent data points. - Weighted Standard Deviation (σ_w): A custom weighted_std function calculates the standard deviation, also prioritizing recent prices. This ensures that the measure of dispersion is more responsive to the latest market behavior. - Z-Score: The core of the indicator is the Z-Score, calculated as Z = (Price - μ_w) / σ_w. This value represents how many weighted standard deviations the current price is from its weighted mean. A higher absolute Z-Score indicates a more statistically significant price deviation. 2. Probability Calculation - The indicator uses an approximation of the Normal Cumulative Distribution Function (normal_cdf_approx) to calculate the probability of a Z-Score occurring. - The final price_probability is a two-tailed probability, calculated as 2 * (1 - CDF(|Z-Score|)). This value quantifies the statistical rarity of the current price deviation. For example, a probability of 0.05 (or 5%) means that a deviation of this magnitude or greater is expected to occur only 5% of the time, signaling a potential market extreme. 3. Dynamic Parameter Adjustment - Volatility Measurement: The system measures market volatility using the standard deviation of price changes (ta.stdev(ta.change(src))) over a specific lookback period. - Volatility Percentile: It then calculates the percentile rank (ta.percentrank) of the current volatility relative to its history. This contextualizes whether the market is in a high-volatility or low-volatility state. - Adaptive Adjustment: - If volatility is high (e.g., >75th percentile), the indicator can shorten its distribution_period and increase its position_sensitivity. This makes it more responsive to fast-moving markets. - If volatility is low (e.g., <25th percentile), it can lengthen the period and decrease sensitivity, making it more stable in calmer markets. This adaptive mechanism helps maintain the indicator's relevance across different market regimes. 4. Momentum and Cycle Analysis (Histogram) - The indicator does not use a Hilbert Transform. Instead, it analyzes momentum cycles by calculating a histogram: Histogram = (Z-Score - EMA(Z-Score)) * Sensitivity. - This histogram represents the rate of change of the Z-Score. A positive and rising histogram indicates accelerating upward deviation, while a negative and falling histogram indicates accelerating downward deviation. Divergences between the price and the histogram can signal a potential exhaustion of the current deviation trend, often preceding a reversal. - Reversal Signals: Look for the main line in extreme zones (e.g., Z-Score > 2 or < -2), probability below a threshold (e.g., 5%), and divergence or contraction in the momentum histogram. - Trend Filtering: The main line's direction indicates the trend of price deviation, while the histogram confirms its momentum. - Risk Management: Enter a high-alert state when probability drops below 5%; consider risk control when |Z-Score| > 2. - Gray, thin line: Price is within a normal statistical range (~1 sigma, ~68% probability). - Orange/Yellow, thick line: Price is moderately deviated (1 to 2 sigma). - Cyan/Purple, thick line: Price is extremely deviated (>2 sigma, typically <5% probability). - Distribution Period: 50 (for weighted calculation) - Position Sensitivity: 2.5 - Volatility Lookback: 10 - Probability Threshold: 0.03 Suitable for all financial markets and timeframes, especially in markets that exhibit mean-reverting tendencies. This indicator is a technical analysis tool and does not constitute investment advice. Always use in conjunction with other analysis methods and a strict risk management strategy. Copyright (c) 2025 | Pine Script v6 Compatible --- 高级统计价格位置振荡器 (ASPO) - 时间加权版 基于时间加权统计学模型，该指标量化了当前价格与其近期均值的偏离程度。它使用Z分数对价格位置进行标准化，并计算其出现的统计概率，帮助交易者更灵敏地识别市场过度延伸和均值回归的机会。 - 时间加权模型：通过使用加权移动平均（WMA）和加权标准差，对近期价格变化反应更迅速。 - 统计学基础：利用Z分数标准化和概率计算，为风险和价格极端性提供了客观的衡量标准。 - 动态自适应：根据市场波动率自动调整其计算周期和敏感度，使其在不同市场条件下都具有通用性。 - 智能视觉：动态线条粗细和渐变颜色编码，直观地展示价格偏离的强度。 - 多维分析：结合了主线位置（Z分数）、动能柱和实时概率，提供了全面的市场视角。 1. 时间加权统计模型 (Z分数计算) - 加权均值 (μ_w)：指标使用加权移动平均 (ta.wma) 而非简单平均来计算价格均值，赋予近期数据点更高的权重。 - 加权标准差 (σ_w)：通过一个自定义的 weighted_std 函数计算标准差，同样优先考虑近期价格。这确保了离散度的衡量对最新的市场行为更敏感。 - Z分数：指标的核心是Z分数，计算公式为 Z = (价格 - μ_w) / σ_w。该值表示当前价格偏离其加权均值的加权标准差倍数。Z分数的绝对值越高，表示价格偏离在统计上越显著。 2. 概率计算 - 指标使用正态累积分布函数 (normal_cdf_approx) 的近似值来计算特定Z分数出现的概率。 - 最终的 price_probability 是一个双尾概率，计算公式为 2 * (1 - CDF(|Z分数|))。该值量化了当前价格偏离的统计稀有性。例如，0.05（或5%）的概率意味着这种幅度或更大的偏离预计只在5%的时间内发生，这预示着一个潜在的市场极端。 3. 动态参数调整 - 波动率测量：系统通过计算特定回溯期内价格变化的标准差 (ta.stdev(ta.change(src))) 来测量市场波动率。 - 波动率百分位：然后，它计算当前波动率相对于其历史的百分位排名 (ta.percentrank)。这将当前市场背景定义为高波动率或低波动率状态。 - 自适应调整： - 如果波动率高（例如，>75百分位），指标可以缩短其 distribution_period（分布周期）并增加其 position_sensitivity（位置敏感度），使其对快速变化的市场反应更灵敏。 - 如果波动率低（例如，<25百分位），它可以延长周期并降低敏感度，使其在较平静的市场中更稳定。这种自适应机制有助于保持指标在不同市场制度下的有效性。 4. 动能与周期分析 (动能柱) - 该指标不使用希尔伯特变换。相反，它通过计算一个动能柱来分析动量周期：动能柱 = (Z分数 - Z分数的EMA) * 敏感度。 - 该动能柱代表Z分数的变化率。一个正向且不断增长的动能柱表示向上的偏离正在加速，而一个负向且不断下降的动能柱表示向下的偏离正在加速。价格与动能柱之间的背离可以预示当前偏离趋势的衰竭，通常发生在反转之前。 - 反转信号：寻找主线进入极端区域（如Z分数 > 2 或 < -2）、概率低于阈值（如5%）以及动能柱出现背离或收缩。 - 趋势过滤：主线的方向指示价格偏离的趋势，而动能柱确认其动量。 - 风险管理：当概率降至5%以下时进入高度警惕状态；当|Z分数| > 2时考虑风险控制。 - 灰色细线：价格处于正常统计范围内（约1个标准差，约68%概率）。 - 橙色/黄色粗线：价格中度偏离（1到2个标准差）。 - 青色/紫色粗线：价格极端偏离（>2个标准差，通常概率<5%）。 - 分布周期：50（用于加权计算） - 位置敏感度：2.5 - 波动率回溯期：10 - 概率阈值：0.03 适用于所有金融市场和时间框架，尤其是在表现出均值回归特性的市场中。 本指标为技术分析辅助工具，不构成任何投资建议。请务必结合其他分析方法和严格的风险管理策略使用。 版权所有 (c) 2025 | Pine Script v6 兼容
Pine Script®指標
由Lavaetin42提供
Measured Move Volume XIndicator Description The "Measured Move Volume X" indicator, developed for TradingView using Pine Script version 6, projects potential price targets based on the measured move concept, where the magnitude of a prior price leg (Leg A) is used to forecast a subsequent move. It overlays translucent boxes on the chart to visualize bullish (green) or bearish (red) price projections, extending them to the right for a user-specified number of bars. The indicator integrates volume analysis (relative to a simple moving average), RSI for momentum, and VWAP for price-volume weighting, combining these into a confidence score to filter entry signals, displayed as triangles on breakouts. Horizontal key level lines (large, medium, small) are drawn at significant price points derived from the measured moves, with customizable thresholds, colors, and styles. Exhaustion hints, shown as orange labels near box extremes, indicate potential reversal points. Anomalous candles, marked with diamond shapes, are identified based on volume spikes and body-to-range ratios. Optional higher timeframe candle coloring enhances context. The indicator is fully customizable through input groups for lookback periods, transparency, and signal weights, making it adaptable to various assets and timeframes. Adjustment Tips for Optimization To optimize the "Measured Move Volume X" indicator for specific assets or timeframes, adjust the following input parameters: Leg A Lookback (default: 14 bars): Increase to 20-30 for volatile markets (e.g., cryptocurrencies) to capture larger price swings; decrease to 5-10 for intraday charts (e.g., stocks) for faster signals. Extend Box to the Right (default: 30 bars): Extend to 50+ for daily or weekly charts to project further targets; shorten to 10-20 for lower timeframes to reduce clutter. Volume SMA Length (default: 20) and Relative Volume Threshold (default: 1.5): Lower the threshold to 1.2-1.3 for low-volume assets (e.g., commodities) to detect subtler spikes; raise to 2.0+ for high-volume equities to filter noise. Match SMA length to RSI length for consistency. RSI Parameters (default: length 14, overbought 70, oversold 30): Set overbought to 80 and oversold to 20 in trending markets to reduce premature exit signals; shorten length to 7-10 for scalping. Key Level Thresholds (default: large 10%, medium 5%, small 5%): Increase thresholds (e.g., large to 15%) for volatile assets to focus on significant moves; disable medium or small lines to declutter charts. Confidence Score Weights (default: volume 0.5, VWAP 0.3, RSI 0.2): Increase volume weight (e.g., 0.7) for volume-driven markets like futures; emphasize RSI (e.g., 0.4) for momentum-focused strategies. Anomaly Detection (default: volume multiplier 1.5, small body ratio 0.2, large body ratio 0.75): Adjust the volume multiplier higher for stricter anomaly detection in noisy markets; fine-tune body-to-range ratios based on asset-specific candle patterns. Use TradingView’s replay feature to test adjustments on historical data, ensuring settings suit the chosen market and timeframe. Tips for Using the Indicator Interpreting Signals: Green upward triangles indicate bullish breakout entries when price exceeds the prior high with a confidence score ≥40; red downward triangles signal bearish breakouts. Use these to identify potential entry points aligned with the projected box targets. Box Projections: Bullish boxes project upward targets (top of box) equal to the prior leg’s height added to the breakout price; bearish boxes project downward. Monitor price action near box edges for target completion or reversal. Exhaustion Hints: Orange labels near box tops (bullish) or bottoms (bearish) suggest potential exhaustion when price deviates within the set percentage (default: 5%) and RSI or volume conditions are met. Use these as cues to watch for reversals. Key Level Lines: Large, medium, and small lines mark significant price levels from box tops/bottoms. Use these as potential support/resistance zones, especially when drawn with high volume (colored differently). Anomaly Candles: Orange diamonds highlight candles with unusual volume/body characteristics, indicating potential reversals or pauses. Combine with box levels for context. Higher Timeframe Coloring: Enable to color bars based on higher timeframe candle closures (e.g., 1, 2, 5, or 15 minutes) for added trend context. Customization: Toggle "Only Show Bullish Moves" to focus on bullish setups. Adjust transparency and line styles for visual clarity. Test settings to balance signal frequency and chart readability. Inputs: Organized into groups (e.g., "Measured Move Settings") using input.int, input.float, input.color, and input.bool for user customization, with tooltips for clarity. Calculations: Computes relative volume (ta.sma(volume, volLookback)), VWAP (ta.vwap(hlc3)), RSI (ta.rsi(close, rsiLength)), and prior leg extremes (ta.highest/lowest) using prior bar data ( ) to prevent repainting. Boxes and Lines: Creates boxes (box.new) for bullish/bearish projections and lines (line.new) for key levels. The f_addLine function manages line arrays (array.new_line), capping at maxLinesCount to avoid clutter. Confidence Score: Combines volume, VWAP distance, and RSI into a weighted score (confScore), filtering entries (≥40). Rounded for display. Exhaustion Hints: Functions like f_plotBullExitHint assess price deviation, RSI, and volume decrease, using label.new for dynamic orange labels. Entry Signals and Plots: plotshape displays triangles for breakouts; plot and hline show VWAP and RSI levels; request.security handles higher timeframe coloring. Anomaly Detection: Identifies candles with small-body high-volume or large-body average-volume patterns via ratios, plotted as diamonds.
Pine Script®指標
由kwsatterfield1提供
2
AriVestHub_SMCIntroduction to the AriVestHub_SMC Indicator: The AriVestHub_SMC indicator is designed and coded based on Smart Money Concepts (SMC). This tool has unique features that you won’t find in any other indicator built around SMC. I’ve been active in the crypto market since 2019, and besides using the SMC strategy, I also apply several custom strategies in my trading. Personalized versions of these strategies will gradually be shared with you as well. The main reason for developing this indicator was the gap in existing tools. Many times, setups like Valid Pullback or Inside Bar Candles appear on the chart but are not easily recognizable at first glance, and therefore they get ignored. This often leads to mistakes in Market Structure Mapping right from the beginning, which then causes errors in further analysis and predictions. Since the SMC strategy is entirely built on market structure, any mistake in identifying its key components basically destroys the reliability of the analysis. Unlike similar indicators that mostly just draw nice lines and zones on the chart for promotional purposes, AriVestHub_SMC aims to show the reality of the market, not beautify it. Price behavior is the result of trader psychology and the clash of different views—it doesn’t have to look neat and pretty all the time. This indicator shows exactly what has happened in the market and the possible scenarios ahead. Once you use this tool and study this guide, you’ll clearly feel the difference compared to other common indicators. My main goal in creating AriVestHub_SMC was to give real help to traders—not just to sell or commercialize it. The AriVestHub_SMC indicator is basically a Market Structure Mapping Engine (SMC Structure Mapping Engine), whose main task is to detect and accurately map market structure movements. ________________________________________ Its key features include: • BOS / CHoCH – Detecting • breakouts and changes in market character • IDM / Pullback – Confirming pivots and valid moves • OF / OB – Marking key supply and demand zones • SMT (Smart Money Trap) – Spotting invalid zones and smart money traps • Liquidity Sweeps / Equal High-Low – Liquidity hunts and reversal setups • Transfer Option – Automatically correcting structure in Single Leg scenarios ________________________________________ Basic Concepts in the AriVestHub_SMC Strategy 1. Inside Bar An Inside Bar is a candle (or group of candles) whose price range falls between the High and Low of the previous candle. In Smart Money and market structure analysis, these candles are usually ignored, and only the main candle is considered. Simply put, an Inside Bar signals market pause and energy buildup—a place where both buyers and sellers are waiting for price to decide its next direction. In the picture, you can see candles highlighted in a different color that fall within the main candle range. They should not be treated as independent candles, and all of them together should be considered as one. ________________________________________ 2. Pullback A pullback happens when price makes a temporary return after a main move. Even a single candle can cause it. In Smart Money, a valid pullback is defined as: • In an uptrend: if the Low of a candle breaks the Low of the previous candle which is not an Inside Bar, a valid pullback occurs. • In a downtrend: if the High of a candle breaks the High of the previous candle which is not an Inside Bar, a valid pullback occurs. Valid pullbacks are the points where the market gathers the energy needed to continue its move. In the image below, both valid and invalid pullbacks are shown. ________________________________________ 3. IDM – Inducement Inducement is one of the most important concepts in AriVestHub_SMC. Without IDM, no structure in Smart Money can form. Every valid pullback can be considered an IDM. There are two types: Major IDM and Minor IDM. Correctly identifying IDM is critical, because the entire market structure is mapped based on it. After each BOS or CHoCH, a new HH or LL pivot is only confirmed if the price returns and touches the IDM. • In an uptrend after BOS: the lowest price of the first valid pullback is the Major IDM, and the last pullback before reaching the Major IDM is the Minor IDM. • In an uptrend after CHoCH: the highest price of the first valid pullback is the Major IDM, and the last pullback before reaching the Major IDM is the Minor IDM. The same rules apply in reverse for downtrends. In this strategy, Major IDM always takes priority. The image shows different types of IDM, and the same applies for downtrends. ________________________________________ 4. BOS – Break of Structure A Break of Structure happens when price breaks its previous High or Low in the direction of the trend: • In an uptrend: if the previous HH is broken, BOS occurs. • In a downtrend: if the previous LL is broken, BOS occurs. BOS confirms continuation of the current market trend. ________________________________________ 5. CHoCH – Change of Character Change of Character occurs when price moves against the previous trend: • In an uptrend: if the previous LL is broken, CHoCH occurs. • In a downtrend: if the previous HH is broken, CHoCH occurs. CHoCH is usually a signal of a trend reversal or a deep market correction. The image shows the overall market structure with BOS and CHoCH. ________________________________________ 6. Order Flow Order Flow zones are formed from valid pullbacks and are usually points where price reacts strongly. They are defined as: • In an uptrend: Last Selling Momentum Before pushing upside • In a downtrend: Last Buying Momentum Before pushing dowside Three main types of Order Flow used in this strategy: • OF: Decisional (Dec) – The first valid OF after IDM, where the market makes its key decision. • OF: Extreme (Ext) – The last valid OF after IDM, acting as the final defense of buyers or sellers. • SMT – Smart Money Trap – All order zones before IDM, and those between Dec and Ext. These usually cause short-term, deceptive reactions and are not valid for trading. In addition: • Unmitigated Order Flow – A zone not yet touched, still a liquidity source. • Mitigated Order Flow – A zone that has been touched, with reduced validity. • Redefine Order Flow – Identifying internal OFs within a main unmitigated OF for more precise entries. The image shows the different types of OF. ________________________________________ 7. H/L Liquidity Sweep A Liquidity Sweep happens when price breaks a previous High or Low with a wick, but the candle body fails to close beyond it. • If the High is broken with a wick but the candle closes below it, a Liquidity Sweep occurs. • If the Low is broken with a wick but the candle closes above it, a Liquidity Sweep occurs. These setups are often signs of trapping traders and starting a move in the opposite direction. In fact, Liquidity Sweep points are among the best trading setups. ________________________________________ 🔑 Final Note All these concepts are like puzzle pieces: Inside Bar, Valid Pullback, IDM, BOS, CHoCH, Order Flow, and Liquidity Sweep. When combined, they create a clear and accurate picture of the market’s real behavior. ________________________________________ Indicator Settings 1. Analyze From … To … • Set the analysis time range. • Another use: In ping-pong structures, you can add another copy of the indicator to the chart, set the starting point at the recent HH or LL, and map the internal structure for counter-trend trading. ________________________________________ 2. Main • Confirm CHoCH with wicks → If enabled, only the wick (not the body) is considered for BOS and CHoCH confirmation. Useful for spotting subtle liquidity-based breaks. • Major / Minor IDM → Choose IDM type. • Consider Inside Bar → Best kept enabled, so candles inside the previous candle are ignored. ________________________________________ 3. Fib Ret • Min pullback retracement % → Set the minimum retracement level. • Helps identify valid pullbacks and gives more confidence in trend continuation. • Meaning: if BOS happens, price must at least retrace by the minimum percentage before expecting the trend to continue. ________________________________________ 4. BOS/CHoCH • Display BOS and CHoCH on the chart with customizable color and style. ________________________________________ 5. IDM • Mark previous IDM : Show past IDMs. • Mark live IDM : Show current active IDM. • Customize IDM display options. ________________________________________ 6. Pivots • Display HH and LL pivots. ________________________________________ 7. Transferring H/L IDM BOS/CHoCH • Transfer in case of lack idmB or idmS → When the move is Single Leg and no valid IDM exists in the recent move, HH, LL, and IDM must be shifted and corrected. This adjusts the market structure. • In case of transferring, remove all previous transferred Market Structure → If enabled, every time HH/LL and IDM need to be shifted, the transfer happens and the market structure is re-analyzed from scratch. • Important: Often after one transfer, another Single Leg appears. This option keeps adjusting structure automatically, while doing it manually would be slow and error-prone. ________________________________________ 8. Order Flow • Display Decisional, Extreme, and Supply/Demand OFs. ________________________________________ 9. H/L Sweeps • Detect Liquidity Sweeps at Highs and Lows. • These are very strong reversal setups. ________________________________________ 10. Equal High/Low • Show equal Highs and Lows where liquidity often accumulates. ________________________________________ 11. Moving Average • Add a moving average as a trend filter. • Option to choose type (SMA/EMA) and length (e.g., 50 or 200). • Usually: o MA50 → For mid-term trends, quick confirmation. o MA200 → For long-term trends, stronger confirmation. ________________________________________ 12. Internal Structure (ZigZag) • Show internal market structure as ZigZag. ________________________________________ 13. Inside Bar Candles • Display Inside Bars in color or with a box. Direct Message: Telegram.com/ArmanAria
Pine Script®指標
由arman_ariamanesh提供
DZ/SZ - HFM by MamaRight-Empty Wick Zones (MTF) draws Supply/Demand zones from the remaining wick of adjacent opposite-color candles (Classic & Non-classic rules). Zones extend right only through empty space and stop at the first touching candle. Multi-TF scan (H1/H4/1D/1W/1M) with TF-colored boxes and labels showing Demand/Supply + H/L. Demand (red → green, adjacent): Classic: if the red candle’s lower wick is longer than the green’s → zone = (the “excess” red wick). Non-classic: if the red’s lower wick is shorter or equal → zone = (use the longer green wick). Supply (green → red, adjacent): Classic: if the green candle’s upper wick is longer than the red’s → zone = (the “excess” green wick). Non-classic: if the green’s upper wick is shorter or equal → zone = (use the longer red wick). After a zone is created, the box extends right and terminates at the very first bar whose price range (body or wick) overlaps the zone → ensures the plotted area is genuinely right-empty. What you see Zone boxes with distinct colors per timeframe (e.g., H1/H4/1D/1W/1M). Optional labels on each box: H4 Demand / H1 Supply, plus H/L prices of the zone. Labels can sit at the left edge or follow the right edge of the box. Inputs Toggles: Demand Classic / Demand Non-classic / Supply Classic / Supply Non-classic. Timeframes to scan: H1, H4, 1D, 1W, 1M. Min zone thickness (price): minimum height of a zone (in price units). Initial right extension (bars): initial box length; the script auto-cuts at the first touch. Show labels / place labels at the right edge. How to use (suggestion) Use higher TF (e.g., 1D) for bias and lower TFs (H1/H4) for execution zones. Keep only the rule set (Classic/Non-classic) that matches your playbook. Treat zones as areas of interest—wait for your own confirmations (e.g., swing rejection, wick re-entry, structure shift, volume cues) and manage risk accordingly. Notes Because zones are sourced from higher TFs via request.security, the drawing can update intrabar; a zone is final once the source TF bar closes. Min zone thickness uses price units (e.g., on XAUUSD, 1.00 ≈ $1). This tool is an analytical aid, not financial advice or an entry/exit signal. อินดิเคเตอร์ DZ/SZ - HFM by Mama ใช้หา Demand/Supply zone จาก “ไส้ที่เหลือ” ของ คู่แท่งสีตรงข้ามที่ติดกัน แล้ววาดเป็นกล่อง ยืดไปทางขวาเฉพาะช่วงที่ว่าง และ หยุดตรงแท่งแรกที่เข้ามาแตะโซน รองรับหลาย Timeframe (H1/H4/1D/1W/1M) พร้อมสีแยก TF และป้ายกำกับ Demand/Supply + H/L ของโซน รายละเอียดการทำงาน (ไทย) แนวคิดหลัก Demand: เลือกคู่ แดง→เขียว ที่ “ติดกัน” Classic: ถ้า ไส้ล่าง ของแท่งแดงยาวกว่าแท่งเขียว → โซน = Non-classic: ถ้า ไส้ล่าง ของแท่งแดงสั้นกว่าหรือเท่าเขียว → โซน = Supply: เลือกคู่ เขียว→แดง ที่ “ติดกัน” Classic: ถ้า ไส้บน ของแท่งเขียวยาวกว่าแท่งแดง → โซน = Non-classic: ถ้า ไส้บน ของแท่งเขียวสั้นกว่าหรือเท่าแดง → โซน = เมื่อสร้างโซนแล้ว กล่องจะ ยืดทางขวา ไปเรื่อย ๆ และ หยุดทันทีเมื่อมีแท่งแรกที่ช่วงราคา (ไส้หรือตัวแท่ง) ทับซ้อนกับโซน ⇒ ได้ “พื้นที่ขวาว่าง” ตามโจทย์ สิ่งที่แสดงบนกราฟ กล่องโซนสีตาม Timeframe (เช่น H1=ฟ้า, H4=เขียว, 1D=ส้ม, 1W=ม่วง, 1M=เทา) Label ที่มุมกล่อง: H4 Demand / H1 Supply + ราคาของ High/Low ของโซน (เลือกวาง ซ้าย หรือ ขอบขวา ของกล่องได้ในตั้งค่า) ตัวเลือกสำคัญใน Settings เปิด/ปิด: Demand Classic / Demand Non-classic / Supply Classic / Supply Non-classic เลือก TF ที่จะสแกน: H1, H4, 1D, 1W, 1M Min zone thickness (price): กำหนด “ความหนา” ขั้นต่ำของโซน (หน่วยเป็นราคา เช่น XAUUSD = ดอลลาร์) Initial right extension (bars): ความยาวยืดเริ่มต้น (อินดี้จะตัดให้สั้นลงเองเมื่อมีแท่งมาแตะ) แสดง Label บนโซน และ วาง Label ที่ขอบขวากล่อง วิธีใช้แนะนำ เลือก TF ที่ต้องการ (เช่น ให้ H1/H4 เป็นโซนเทรดละเอียด และ 1D ใช้กรองทิศ) เปิดเฉพาะโหมด (Classic/Non-classic) ที่ตรงกับแนวคิดการเทรดของคุณ ใช้โซนเป็นบริเวณ “สนใจ” แล้วรอพฤติกรรมราคา/สัญญาณยืนยันเสริม (เช่น สวิงกลับ, rejection wick, โวลลุ่ม, หรือโครงสร้างจบคลื่น) หมายเหตุสำคัญ อินดี้ใช้ข้อมูลข้าม TF; สัญญาณจาก TF สูง อาจเปลี่ยนระหว่างแท่งยังไม่ปิด (ลักษณะ intrabar update) โซนจะ “นิ่ง” เมื่อแท่งของ TF ต้นทาง ปิดแล้ว หน่วยของ Min zone thickness เป็น หน่วยราคา ไม่ใช่ pips (XAUUSD: 1.00 = $1) อินดี้ไม่ได้ให้สัญญาณเข้า–ออกอัตโนมัติ ควรใช้ร่วมกับแผนเทรดและการจัดการความเสี่ยง
Pine Script®指標
由starfactorythailand提供
Short Sellingell signal when RSI < 40, MACD crosses zero or signal line downward in negative zone, close below 50 EMA, candle bearish. Strong sell signal confirmed on 5-minute higher timeframe with same conditions. Square off half/full signals as defined. Target lines drawn bold based on previous swing lows and extended as described. Blue candle color when RSI below 30. One sell and one full square off per cycle, blocking repeated sells until full square off.
Pine Script®指標
由AkshayShah99提供
BLITZ PE ANAYLYZERFollowing script is designed specifically to meet the requirement of accessing the PE ratio, comparing it to it's historical averages, median and expected values that are possible. Following is the method to use the indicator: 1) User must select the look back years which is by default set to 3 years as per the text book reference from the book "The Intelligent Investor" by Sir Benjamin Graham 2) The red or green histogram represents the deviation of the current PE to the average PE. If the histograms are green in color, it represent buy opportunity because the current PE is lower than that of the average PE values, the % deviation of the current PE from the average value is mentioned in the black color table and a negative value represents under evaluations as compared to the historical PE ratio 3) The black color line is the SMA of the PE ratio. 4) Another plots exists for plotting the current PE which is red or green depending upon its deviation from the average PE values & another plot exists for median PE ratio which is light blue when healthy and purple when not healthy. 5) Using the inflation data and the EPS growth of the company the black table also displays the expected value of the PE ratio for the stock.
Pine Script®指標
由Noob1003提供
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator - Time-Weighted Based on a time-weighted statistical model, this indicator quantifies price deviation from its recent mean. It uses a Z-Score to normalize price position and calculates the statistical probability of its occurrence, helping traders identify over-extended market conditions and mean-reversion opportunities with greater sensitivity. - Time-Weighted Model: Reacts more quickly to recent price changes by using a Weighted Moving Average (WMA) and a weighted standard deviation. - Statistical Foundation: Utilizes Z-Score standardization and a probability calculation to provide an objective measure of risk and price extremity. - Dynamic Adaptation: Automatically adjusts its calculation period and sensitivity based on market volatility, making it versatile across different market conditions. - Intelligent Visuals: Dynamic line thickness and gradient color-coding intuitively display the intensity of price deviations. - Multi-Dimensional Analysis: Combines the main line's position (Z-Score), a momentum histogram, and real-time probability for a comprehensive view. 1. Time-Weighted Statistical Model (Z-Score Calculation) - Weighted Mean (μ_w): Instead of a simple average, the indicator uses a Weighted Moving Average (ta.wma) to calculate the price mean, giving more weight to recent data points. - Weighted Standard Deviation (σ_w): A custom weighted_std function calculates the standard deviation, also prioritizing recent prices. This ensures that the measure of dispersion is more responsive to the latest market behavior. - Z-Score: The core of the indicator is the Z-Score, calculated as Z = (Price - μ_w) / σ_w. This value represents how many weighted standard deviations the current price is from its weighted mean. A higher absolute Z-Score indicates a more statistically significant price deviation. 2. Probability Calculation - The indicator uses an approximation of the Normal Cumulative Distribution Function (normal_cdf_approx) to calculate the probability of a Z-Score occurring. - The final price_probability is a two-tailed probability, calculated as 2 * (1 - CDF(|Z-Score|)). This value quantifies the statistical rarity of the current price deviation. For example, a probability of 0.05 (or 5%) means that a deviation of this magnitude or greater is expected to occur only 5% of the time, signaling a potential market extreme. 3. Dynamic Parameter Adjustment - Volatility Measurement: The system measures market volatility using the standard deviation of price changes (ta.stdev(ta.change(src))) over a specific lookback period. - Volatility Percentile: It then calculates the percentile rank (ta.percentrank) of the current volatility relative to its history. This contextualizes whether the market is in a high-volatility or low-volatility state. - Adaptive Adjustment: - If volatility is high (e.g., >75th percentile), the indicator can shorten its distribution_period and increase its position_sensitivity. This makes it more responsive to fast-moving markets. - If volatility is low (e.g., <25th percentile), it can lengthen the period and decrease sensitivity, making it more stable in calmer markets. This adaptive mechanism helps maintain the indicator's relevance across different market regimes. 4. Momentum and Cycle Analysis (Histogram) - The indicator does not use a Hilbert Transform. Instead, it analyzes momentum cycles by calculating a histogram: Histogram = (Z-Score - EMA(Z-Score)) * Sensitivity. - This histogram represents the rate of change of the Z-Score. A positive and rising histogram indicates accelerating upward deviation, while a negative and falling histogram indicates accelerating downward deviation. Divergences between the price and the histogram can signal a potential exhaustion of the current deviation trend, often preceding a reversal. - Reversal Signals: Look for the main line in extreme zones (e.g., Z-Score > 2 or < -2), probability below a threshold (e.g., 5%), and divergence or contraction in the momentum histogram. - Trend Filtering: The main line's direction indicates the trend of price deviation, while the histogram confirms its momentum. - Risk Management: Enter a high-alert state when probability drops below 5%; consider risk control when |Z-Score| > 2. - Gray, thin line: Price is within a normal statistical range (~1 sigma, ~68% probability). - Orange/Yellow, thick line: Price is moderately deviated (1 to 2 sigma). - Cyan/Purple, thick line: Price is extremely deviated (>2 sigma, typically <5% probability). - Distribution Period: 50 (for weighted calculation) - Position Sensitivity: 2.5 - Volatility Lookback: 10 - Probability Threshold: 0.03 Suitable for all financial markets and timeframes, especially in markets that exhibit mean-reverting tendencies. This indicator is a technical analysis tool and does not constitute investment advice. Always use in conjunction with other analysis methods and a strict risk management strategy. Copyright (c) 2025 | Pine Script v6 Compatible --- 统计价格位置振荡器 (SPPO) - 时间加权版 基于时间加权统计学模型，该指标量化了当前价格与其近期均值的偏离程度。它使用Z分数对价格位置进行标准化，并计算其出现的统计概率，帮助交易者更灵敏地识别市场过度延伸和均值回归的机会。 - 时间加权模型：通过使用加权移动平均（WMA）和加权标准差，对近期价格变化反应更迅速。 - 统计学基础：利用Z分数标准化和概率计算，为风险和价格极端性提供了客观的衡量标准。 - 动态自适应：根据市场波动率自动调整其计算周期和敏感度，使其在不同市场条件下都具有通用性。 - 智能视觉：动态线条粗细和渐变颜色编码，直观地展示价格偏离的强度。 - 多维分析：结合了主线位置（Z分数）、动能柱和实时概率，提供了全面的市场视角。 1. 时间加权统计模型 (Z分数计算) - 加权均值 (μ_w)：指标使用加权移动平均 (ta.wma) 而非简单平均来计算价格均值，赋予近期数据点更高的权重。 - 加权标准差 (σ_w)：通过一个自定义的 weighted_std 函数计算标准差，同样优先考虑近期价格。这确保了离散度的衡量对最新的市场行为更敏感。 - Z分数：指标的核心是Z分数，计算公式为 Z = (价格 - μ_w) / σ_w。该值表示当前价格偏离其加权均值的加权标准差倍数。Z分数的绝对值越高，表示价格偏离在统计上越显著。 2. 概率计算 - 指标使用正态累积分布函数 (normal_cdf_approx) 的近似值来计算特定Z分数出现的概率。 - 最终的 price_probability 是一个双尾概率，计算公式为 2 * (1 - CDF(|Z分数|))。该值量化了当前价格偏离的统计稀有性。例如，0.05（或5%）的概率意味着这种幅度或更大的偏离预计只在5%的时间内发生，这预示着一个潜在的市场极端。 3. 动态参数调整 - 波动率测量：系统通过计算特定回溯期内价格变化的标准差 (ta.stdev(ta.change(src))) 来测量市场波动率。 - 波动率百分位：然后，它计算当前波动率相对于其历史的百分位排名 (ta.percentrank)。这将当前市场背景定义为高波动率或低波动率状态。 - 自适应调整： - 如果波动率高（例如，>75百分位），指标可以缩短其 distribution_period（分布周期）并增加其 position_sensitivity（位置敏感度），使其对快速变化的市场反应更灵敏。 - 如果波动率低（例如，<25百分位），它可以延长周期并降低敏感度，使其在较平静的市场中更稳定。这种自适应机制有助于保持指标在不同市场制度下的有效性。 4. 动能与周期分析 (动能柱) - 该指标不使用希尔伯特变换。相反，它通过计算一个动能柱来分析动量周期：动能柱 = (Z分数 - Z分数的EMA) * 敏感度。 - 该动能柱代表Z分数的变化率。一个正向且不断增长的动能柱表示向上的偏离正在加速，而一个负向且不断下降的动能柱表示向下的偏离正在加速。价格与动能柱之间的背离可以预示当前偏离趋势的衰竭，通常发生在反转之前。 - 反转信号：寻找主线进入极端区域（如Z分数 > 2 或 < -2）、概率低于阈值（如5%）以及动能柱出现背离或收缩。 - 趋势过滤：主线的方向指示价格偏离的趋势，而动能柱确认其动量。 - 风险管理：当概率降至5%以下时进入高度警惕状态；当|Z分数| > 2时考虑风险控制。 - 灰色细线：价格处于正常统计范围内（约1个标准差，约68%概率）。 - 橙色/黄色粗线：价格中度偏离（1到2个标准差）。 - 青色/紫色粗线：价格极端偏离（>2个标准差，通常概率<5%）。 - 分布周期：50（用于加权计算） - 位置敏感度：2.5 - 波动率回溯期：10 - 概率阈值：0.03 适用于所有金融市场和时间框架，尤其是在表现出均值回归特性的市场中。 本指标为技术分析辅助工具，不构成任何投资建议。请务必结合其他分析方法和严格的风险管理策略使用。 版权所有 (c) 2025 | Pine Script v6 兼容
Pine Script®指標
由Lavaetin42提供
[DEM] Other Asset Predicting Indicator Other Asset Predicting Indicator is a cross-asset signal generator that uses technical signals from one market to predict price movements in the current chart's asset, based on the correlation between the two instruments. The indicator allows users to select from a comprehensive list of assets including major indices, sector ETFs, cryptocurrencies, forex pairs, country ETFs, and commodities, then applies one of four technical signal methods (Supertrend, Parabolic SAR, EMA Cross, or MACD Crossover) to generate buy and sell signals from the selected reference asset. A key feature is the built-in correlation analysis that calculates a rolling correlation coefficient between the current asset and the reference asset, displayed in a color-coded table where green indicates positive correlation (above 0.5) and red shows negative correlation (below 0.5). The indicator includes an option to invert signals for negatively correlated assets, making it particularly useful for identifying intermarket relationships and leveraging leading indicators from related markets to anticipate price movements in the current instrument.
Pine Script®指標
由divacleevq提供
[DEM] Doji Candlestick Identifier Doji Candlestick Identifier is designed to automatically detect and highlight doji candlestick patterns on the price chart by identifying bars where the opening and closing prices are nearly identical, indicating market indecision. The indicator uses statistical analysis to determine what constitutes a "near identical" open-close relationship by calculating the standard deviation of close-open differences over a specified lookback period (default 200 bars) and setting tolerance bands at one-tenth of this deviation above and below zero. When a candlestick's open-close difference falls within these narrow tolerance bands, the indicator places a small gray triangle below the bar to mark the doji pattern, helping traders quickly identify potential reversal or continuation points where buying and selling pressure are balanced.
Pine Script®指標
由divacleevq提供
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator === INDICATOR OVERVIEW === The Statistical Price Position Oscillator (SPPO) is an innovative technical analysis tool built on rigorous statistical principles. Unlike traditional oscillators that rely on fixed periods or subjective thresholds, SPPO uses dynamic statistical modeling to assess where current prices stand within their historical distribution. === KEY FEATURES === • Statistical Foundation: Based on normal distribution theory and Z-Score standardization • Dynamic Parameter Adjustment: Automatically adapts to market volatility conditions • Probability Quantification: Provides objective probability assessments for price levels • Multi-Layer Visual System: Six layers of information encoding (line position, color intensity, line width, background, histogram, data panel) • Professional Color Schemes: Multiple themes optimized for different trading environments • Real-time Risk Assessment: Quantifies the statistical significance of current price positions === CORE COMPONENTS === 1. SPPO Main Line - Represents the standardized price position (Z-Score × Sensitivity) - Dynamic line width: Normal (2px) for |Z| ≤ 1.0, Bold (6px) for extreme deviations - Color coding: Neutral (gray) for normal range, Orange/Yellow for moderate deviation, Blue/Purple for extreme deviation 2. SPPO Histogram (Momentum Bars) - Measures the momentum of statistical deviation, not price momentum - Calculated as: (Current Z-Score - EMA of Z-Score) × Sensitivity - Helps identify momentum divergences and trend continuation/reversal signals 3. Intelligent Data Panel - Real-time display of key statistical metrics - Shows: Price Position, Z-Score, Probability, Momentum, Deviation Classification, Market Regime - Dynamic parameter display for transparency 4. Adaptive Background System - Visual representation of market regimes - Color intensity based on statistical significance - Helps quickly identify extreme market conditions === PARAMETER SETTINGS === Core Parameters: • Distribution Period (30-120, default 50): Statistical calculation window based on Central Limit Theorem • Range Evaluation Period (10-100, default 14): Price range assessment window • Position Sensitivity (0.5-4.0, default 2.5): Indicator responsiveness factor • Probability Threshold (0.01-0.2, default 0.03): Signal trigger threshold Confidence Intervals: • 1σ Confidence (60%-75%, default 68%): Normal range boundary • 2σ Confidence (90%-98%, default 95%): Significant deviation boundary • 3σ Confidence (99.5%-99.9%, default 99.7%): Extreme deviation boundary Dynamic Adjustment: • Enable Dynamic Adjustment: Automatically optimizes parameters based on market volatility • Volatility Lookback (10-50, default 10): Period for volatility assessment • Dynamic Sensitivity Multiplier (0.5-3.0, default 1.5): Volatility-based sensitivity adjustment === MATHEMATICAL FOUNDATION === SPPO is built on several key mathematical concepts: 1. Z-Score Standardization: Z = (X - μ) / σ Where X = current price, μ = mean, σ = standard deviation 2. Normal Distribution Theory: Assumes prices follow normal distribution within rolling windows 3. Probability Density Function: PDF(z) = e^(-z²/2) / √(2π) 4. Cumulative Distribution Function: Approximates tail probabilities for extreme events 5. Dynamic Parameter Optimization: Adjusts calculation parameters based on market volatility percentiles === TRADING APPLICATIONS === 1. Mean Reversion Strategy - Entry: SPPO > +8 or < -8 with probability < 5% - Confirmation: Momentum histogram showing divergence - Exit: SPPO returns to ±3 range 2. Trend Confirmation - Trend continuation: SPPO and histogram aligned - Trend exhaustion: Extreme SPPO with weakening histogram - Breakout validation: SPPO breaking confidence intervals with volume 3. Risk Management - Position sizing based on probability inverse - Stop-loss when SPPO extends beyond ±12 - Take-profit at statistical mean reversion levels === MARKET REGIME CLASSIFICATION === • Normal Range (|SPPO| < 3): Trend-following strategies preferred • Moderate Deviation (3 < |SPPO| < 8): Cautious mean reversion with partial positions • Extreme Deviation (|SPPO| > 8): Aggressive mean reversion with strict risk management === TIMEFRAME RECOMMENDATIONS === • Short-term Trading (30-50 period): Intraday scalping, high sensitivity • Medium-term Analysis (50-80 period): Swing trading, balanced sensitivity • Long-term Trends (80-120 period): Position trading, statistical stability focus === UNIQUE ADVANTAGES === 1. Objective Signal Generation: Every signal backed by statistical probability 2. Self-Adaptive System: Automatically adjusts to changing market conditions 3. Multi-Dimensional Information: Six layers of visual information in single indicator 4. Universal Application: Works across all markets and timeframes 5. Risk Quantification: Provides probability-based risk assessment 6. Professional Visualization: Institutional-grade color schemes and data presentation === TECHNICAL SPECIFICATIONS === • Pine Script Version: v6 compatible • Maximum Bars Back: 500 (optimized for performance) • Calculation Efficiency: Incremental updates with caching • Memory Management: Dynamic array sizing with intelligent cleanup • Rendering Optimization: Conditional rendering to reduce resource consumption === ALERT CONDITIONS === • Extreme Probability Alert: Triggered when probability < extreme threshold • Buy Signal Alert: Statistical mean reversion buy conditions met • Sell Signal Alert: Statistical mean reversion sell conditions met • High Volatility Alert: Market enters high volatility regime (>90th percentile) === COMPATIBILITY === • Asset Classes: Stocks, Forex, Commodities, Cryptocurrencies, Indices • Timeframes: All standard timeframes (1m to 1M) • Market Sessions: 24/7 markets and traditional market hours • Data Requirements: Minimum 120 bars for optimal statistical accuracy === PERFORMANCE OPTIMIZATION === • Efficient Algorithms: Uses Pine Script built-in functions for optimal speed • Memory Management: Limited historical data caching to prevent overflow • Rendering Optimization: Layered rendering system reduces redraw overhead • Precision Balance: Optimized balance between calculation accuracy and performance === RISK DISCLAIMER === SPPO is a statistical analysis tool designed to assist in market analysis. While based on rigorous mathematical principles, it should not be used as the sole basis for trading decisions. Always combine SPPO analysis with: • Fundamental analysis • Risk management practices • Market context awareness • Position sizing discipline Past performance does not guarantee future results. Trading involves substantial risk of loss. === SUPPORT AND DOCUMENTATION === For detailed technical documentation, implementation examples, and advanced strategies, please refer to the comprehensive SPPO Technical Documentation included with this indicator. === VERSION INFORMATION === Current Version: 2.0 Last Updated: 2024 Compatibility: Pine Script v6 Author: === CONCLUSION === SPPO represents a significant advancement in technical analysis, bringing institutional-grade statistical modeling to retail traders. Its combination of mathematical rigor, adaptive intelligence, and professional visualization makes it an invaluable tool for traders seeking objective, probability-based market analysis. The indicator's unique approach to quantifying price position within statistical distributions provides traders with unprecedented insight into market extremes and mean reversion opportunities, while its self-adaptive nature ensures consistent performance across varying market conditions.
Pine Script®指標
由Lavaetin42提供
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator === INDICATOR OVERVIEW === The Statistical Price Position Oscillator (SPPO) is an innovative technical analysis tool built on rigorous statistical principles. Unlike traditional oscillators that rely on fixed periods or subjective thresholds, SPPO uses dynamic statistical modeling to assess where current prices stand within their historical distribution. === KEY FEATURES === • Statistical Foundation: Based on normal distribution theory and Z-Score standardization • Dynamic Parameter Adjustment: Automatically adapts to market volatility conditions • Probability Quantification: Provides objective probability assessments for price levels • Multi-Layer Visual System: Six layers of information encoding (line position, color intensity, line width, background, histogram, data panel) • Professional Color Schemes: Multiple themes optimized for different trading environments • Real-time Risk Assessment: Quantifies the statistical significance of current price positions === CORE COMPONENTS === 1. SPPO Main Line - Represents the standardized price position (Z-Score × Sensitivity) - Dynamic line width: Normal (2px) for |Z| ≤ 1.0, Bold (6px) for extreme deviations - Color coding: Neutral (gray) for normal range, Orange/Yellow for moderate deviation, Blue/Purple for extreme deviation 2. SPPO Histogram (Momentum Bars) - Measures the momentum of statistical deviation, not price momentum - Calculated as: (Current Z-Score - EMA of Z-Score) × Sensitivity - Helps identify momentum divergences and trend continuation/reversal signals 3. Intelligent Data Panel - Real-time display of key statistical metrics - Shows: Price Position, Z-Score, Probability, Momentum, Deviation Classification, Market Regime - Dynamic parameter display for transparency 4. Adaptive Background System - Visual representation of market regimes - Color intensity based on statistical significance - Helps quickly identify extreme market conditions === PARAMETER SETTINGS === Core Parameters: • Distribution Period (30-120, default 50): Statistical calculation window based on Central Limit Theorem • Range Evaluation Period (10-100, default 14): Price range assessment window • Position Sensitivity (0.5-4.0, default 2.5): Indicator responsiveness factor • Probability Threshold (0.01-0.2, default 0.03): Signal trigger threshold Confidence Intervals: • 1σ Confidence (60%-75%, default 68%): Normal range boundary • 2σ Confidence (90%-98%, default 95%): Significant deviation boundary • 3σ Confidence (99.5%-99.9%, default 99.7%): Extreme deviation boundary Dynamic Adjustment: • Enable Dynamic Adjustment: Automatically optimizes parameters based on market volatility • Volatility Lookback (10-50, default 10): Period for volatility assessment • Dynamic Sensitivity Multiplier (0.5-3.0, default 1.5): Volatility-based sensitivity adjustment === MATHEMATICAL FOUNDATION === SPPO is built on several key mathematical concepts: 1. Z-Score Standardization: Z = (X - μ) / σ Where X = current price, μ = mean, σ = standard deviation 2. Normal Distribution Theory: Assumes prices follow normal distribution within rolling windows 3. Probability Density Function: PDF(z) = e^(-z²/2) / √(2π) 4. Cumulative Distribution Function: Approximates tail probabilities for extreme events 5. Dynamic Parameter Optimization: Adjusts calculation parameters based on market volatility percentiles === TRADING APPLICATIONS === 1. Mean Reversion Strategy - Entry: SPPO > +8 or < -8 with probability < 5% - Confirmation: Momentum histogram showing divergence - Exit: SPPO returns to ±3 range 2. Trend Confirmation - Trend continuation: SPPO and histogram aligned - Trend exhaustion: Extreme SPPO with weakening histogram - Breakout validation: SPPO breaking confidence intervals with volume 3. Risk Management - Position sizing based on probability inverse - Stop-loss when SPPO extends beyond ±12 - Take-profit at statistical mean reversion levels === MARKET REGIME CLASSIFICATION === • Normal Range (|SPPO| < 3): Trend-following strategies preferred • Moderate Deviation (3 < |SPPO| < 8): Cautious mean reversion with partial positions • Extreme Deviation (|SPPO| > 8): Aggressive mean reversion with strict risk management === TIMEFRAME RECOMMENDATIONS === • Short-term Trading (30-50 period): Intraday scalping, high sensitivity • Medium-term Analysis (50-80 period): Swing trading, balanced sensitivity • Long-term Trends (80-120 period): Position trading, statistical stability focus === UNIQUE ADVANTAGES === 1. Objective Signal Generation: Every signal backed by statistical probability 2. Self-Adaptive System: Automatically adjusts to changing market conditions 3. Multi-Dimensional Information: Six layers of visual information in single indicator 4. Universal Application: Works across all markets and timeframes 5. Risk Quantification: Provides probability-based risk assessment 6. Professional Visualization: Institutional-grade color schemes and data presentation === TECHNICAL SPECIFICATIONS === • Pine Script Version: v6 compatible • Maximum Bars Back: 500 (optimized for performance) • Calculation Efficiency: Incremental updates with caching • Memory Management: Dynamic array sizing with intelligent cleanup • Rendering Optimization: Conditional rendering to reduce resource consumption === ALERT CONDITIONS === • Extreme Probability Alert: Triggered when probability < extreme threshold • Buy Signal Alert: Statistical mean reversion buy conditions met • Sell Signal Alert: Statistical mean reversion sell conditions met • High Volatility Alert: Market enters high volatility regime (>90th percentile) === COMPATIBILITY === • Asset Classes: Stocks, Forex, Commodities, Cryptocurrencies, Indices • Timeframes: All standard timeframes (1m to 1M) • Market Sessions: 24/7 markets and traditional market hours • Data Requirements: Minimum 120 bars for optimal statistical accuracy === PERFORMANCE OPTIMIZATION === • Efficient Algorithms: Uses Pine Script built-in functions for optimal speed • Memory Management: Limited historical data caching to prevent overflow • Rendering Optimization: Layered rendering system reduces redraw overhead • Precision Balance: Optimized balance between calculation accuracy and performance === RISK DISCLAIMER === SPPO is a statistical analysis tool designed to assist in market analysis. While based on rigorous mathematical principles, it should not be used as the sole basis for trading decisions. Always combine SPPO analysis with: • Fundamental analysis • Risk management practices • Market context awareness • Position sizing discipline Past performance does not guarantee future results. Trading involves substantial risk of loss. === SUPPORT AND DOCUMENTATION === For detailed technical documentation, implementation examples, and advanced strategies, please refer to the comprehensive SPPO Technical Documentation included with this indicator. === VERSION INFORMATION === Current Version: 2.0 Last Updated: 2024 Compatibility: Pine Script v6 Author: === CONCLUSION === SPPO represents a significant advancement in technical analysis, bringing institutional-grade statistical modeling to retail traders. Its combination of mathematical rigor, adaptive intelligence, and professional visualization makes it an invaluable tool for traders seeking objective, probability-based market analysis. The indicator's unique approach to quantifying price position within statistical distributions provides traders with unprecedented insight into market extremes and mean reversion opportunities, while its self-adaptive nature ensures consistent performance across varying market conditions.
Pine Script®指標
由Lavaetin42提供