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Sector Rotation & Money Flow Dashboard📊 Overview The Sector Rotation & Money Flow Dashboard is a comprehensive market analysis tool that tracks 39 major sector ETFs in real-time, providing institutional-grade insights into sector rotation, momentum shifts, and money flow patterns. This indicator helps traders identify which sectors are attracting capital, which are losing favor, and where the next opportunities might emerge. Perfect for swing traders, position traders, and investors who want to stay ahead of sector rotation and ride the strongest trends while avoiding weak sectors. 🎯 What This Indicator Does Tracks 39 Major Sectors: From technology to utilities, cryptocurrencies to commodities Calculates Multiple Timeframes: 1-week, 1-month, 3-month, and 6-month performance Advanced Momentum Metrics: Proprietary momentum score and acceleration calculations Relative Strength Analysis: Compare sector performance against any benchmark index Money Flow Signals: Visual indicators showing where institutional money is moving Smart Filtering: Pre-built strategy filters for different trading styles Trend Detection: Emoji-based visual system for quick trend identification 💡 Key Features 1. Performance Metrics Multiple timeframe analysis (1W, 1M, 3M, 6M) Month-over-month change tracking Relative strength vs benchmark index 2. Advanced Analytics Momentum Score: Weighted composite of recent performance Acceleration: Rate of change in momentum (second derivative) Money Flow Signals: IN/OUT/TURN/WATCH indicators 3. Strategy Preset Filters 🎯 Swing Trade: High momentum opportunities 📈 Trend Follow: Established uptrends 🔄 Mean Reversion: Oversold bounce candidates 💎 Value Hunt: Deep value opportunities 🚀 Breakout: Emerging strength ⚠️ Risk Off: Sectors to avoid 4. Customization All 39 sector ETFs can be customized Adjustable benchmark index Flexible display options Multiple sorting methods 📋 Settings Documentation Display Settings Show Table (Default: On) Toggles the entire dashboard display Table Position (Default: Middle Center) Choose from 9 positions on your chart Options: Top/Middle/Bottom × Left/Center/Right Rows to Show (Default: 15) Number of sectors displayed (5-40) Useful for focusing on top/bottom performers Sort By (Default: Momentum) 1M/3M/6M: Sort by specific timeframe performance Momentum: Weighted recent performance score Acceleration: Rate of momentum change 1M Change: Month-over-month improvement RS: Relative strength vs benchmark Flow: IN First: Prioritize sectors with inflows Flow: TURN First: Focus on reversal candidates Recovery Plays: Oversold sectors recovering Oversold Bounce: Deepest declines with positive signs Top Gainers/Losers 3M: Best/worst quarterly performers Best Acc + Mom: Combined strength score Worst Acc (Topping): Sectors losing momentum Filter Settings Strategy Preset Filter (Default: All) All: No filtering 🎯 Swing Trade: Mom >5, Acc >2, Money flowing in 📈 Trend Follow: Positive 1M & 3M, RS >0 🔄 Mean Reversion: Oversold but improving 💎 Value Hunt: Down >10% with recovery signs 🚀 Breakout: Rapid momentum surge ⚠️ Risk Off: Declining or topping sectors Custom Flow Filter: Use manual flow filter Custom Flow Signal Filter (Default: All) Only active when Strategy Preset = "Custom Flow Filter" IN Only: Strong inflows TURN Only: Reversal signals WATCH Only: Recovery candidates OUT Only: Outflow sectors Active Flows Only: Any non-neutral signal Hide Low Volume ETFs (Default: Off) Filters out illiquid sectors (future enhancement) Visual Settings Show Trend Emojis (Default: On) 🚀 Breakout (Strong 1M + High Acceleration) 🔥 Hot Recovery (From -10% to positive) 💪 Steady Uptrend (All timeframes positive) ➡️ Sideways/Ranging ⚠️ Warning/Topping (Up >15%, now slowing) 📉 Falling (Negative + declining) 🔄 Bottoming (Improving from lows) Compact Mode (Default: Off) Removes decimals for cleaner display Useful when showing many rows Min Data Points Required (Default: 3) Minimum data points needed to display a sector Prevents showing sectors with insufficient data Relative Strength Settings RS Benchmark Index (Default: AMEX:SPY) Index to compare all sectors against Can use SPY, QQQ, IWM, or any other index RS Period (Days) (Default: 21) Lookback period for RS calculation 21 days = 1 month, 63 days = 3 months, etc. Sector ETF Settings (Groups 1-39) Each sector has two inputs: Symbol: The ticker (e.g., "AMEX:XLF") Name: Display name (e.g., "Financials") All 39 sectors can be customized to track different ETFs or markets. 📈 Column Explanations Sector: ETF name/description 1M%: 1-month (21-day) performance 3M%: 3-month (63-day) performance 6M%: 6-month (126-day) performance Mom: Momentum score (weighted average, recent-biased) Acc: Acceleration (momentum rate of change) Δ1M: Month-over-month change RS: Relative strength vs benchmark Flow: Money flow signal ↗️ IN: Strong inflows 🔄 TURN: Potential reversal 👀 WATCH: Recovery candidate ↘️ OUT: Outflows —: Neutral 🎮 Usage Tips For Swing Traders (3-14 days) Use "🎯 Swing Trade" filter Sort by "Acceleration" or "Momentum" Look for Flow = "IN" and Mom >10 Confirm with positive RS For Position Traders (2-8 weeks) Use "📈 Trend Follow" filter Sort by "RS" or "Best Acc + Mom" Focus on consistent green across timeframes Ensure RS >3 for market leaders For Value Investors Use "💎 Value Hunt" filter Sort by "Recovery Plays" or "Top Losers 3M" Look for improving Δ1M Check for "WATCH" or "TURN" signals For Risk Management Regularly check "⚠️ Risk Off" filter Sort by "Worst Acc (Topping)" Review holdings for ⚠️ warning emojis Exit sectors showing "OUT" flow Market Regime Recognition Bull Market: Many sectors showing "IN" flow, positive RS Bear Market: Widespread "OUT" flows, negative RS Rotation: Mixed flows, some "IN" while others "OUT" Recovery: Multiple "TURN" and "WATCH" signals 🔧 Pro Tips Combine Filters + Sorting: Filter first to narrow candidates, then sort to prioritize Multi-Timeframe Confirmation: Best setups show alignment across 1M, 3M, and momentum RS is Key: Sectors outperforming SPY (RS >0) tend to continue outperforming Acceleration Matters: Positive acceleration often precedes price breakouts Flow Transitions: "WATCH" → "TURN" → "IN" progression identifies new trends early Regular Scans: Daily: Check "Acceleration" sort Weekly: Review "1M Change" Monthly: Analyze "RS" shifts Divergence Signals: Price up but Acceleration down = Potential top Price down but Acceleration up = Potential bottom Sector Pairs Trading: Long sectors with "IN" flow, short sectors with "OUT" flow ⚠️ Important Notes This indicator makes 40 security requests (maximum allowed) Best used on Daily timeframe Data updates in real-time during market hours Some ETFs may show "—" if data is unavailable 🎯 Common Strategies "Follow the Flow" Only trade sectors showing "IN" flow with positive RS "Rotation Catcher" Focus on "TURN" signals in sectors down >15% from highs "Momentum Rider" Trade top 3 sectors by Momentum score, exit when Acceleration turns negative "Mean Reversion" Buy sectors in bottom 20% by 3M performance when Δ1M improves "Relative Strength Leader" Maintain positions only in sectors with RS >5 Not financial advice - always do additional research
Pine Script®指標
由colicoid提供
1
ZoneX MTFZoneX MTF is an advanced trading indicator built on institutional order flow and demand–supply theory. It automatically detects and highlights persistent demand and supply zones across multiple higher timeframes (D, W, M, 3M, 6M, 12M), giving traders a broader institutional perspective. With full customization options, ZoneX MTF allows users to adjust zone sensitivity, colors, and settings to fit their strategies. Its top-down analysis approach provides a clear picture of where price is coming from, current trend strength, and the most suitable action at the active timeframe. In addition, ZoneX MTF identifies precise institutional buying and selling points, offering retail traders a valuable edge by improving timing and increasing the probability of successful trades.
Pine Script®指標
由yashraaj221提供
1
ZoneXZoneX is a powerful trading indicator built on institutional order flow, demand–supply theory, and advanced trend analysis. It automatically detects and highlights demand and supply zones across any timeframe, giving traders a clear view of where institutional buying and selling may occur. With full customization options, users can adjust the zones and settings to match their strategy. ZoneX also includes a 3-EMA combination system and advanced trend analysis tools, helping traders align with market momentum. Beyond zone detection, ZoneX pinpoints potential institutional entry and exit points, offering retail traders a valuable edge by improving trade timing and increasing the probability of success.
Pine Script®指標
由yashraaj221提供
HZ Key LevelsThe HZ Key Levels script is a powerful tool designed to help traders identify sharp and precise entry and take profit levels on their charts. Utilizing a unique proprietary formula, this indicator provides a clear visual guide for strategic trading decisions. The levels are plotted as solid lines with corresponding price values, ensuring they remain relevant across different timeframes. Ideal for traders seeking reliable reference points to enhance their market analysis and execution precision.
Pine Script®指標
由huzaifahzaba提供
小米超强刚20250816这是一个趋势跟随策略，通过 Chandelier Exit 捕捉趋势转折，同时用 200 周期 EMA 过滤掉与中长期趋势相反的信号，再用 RSI 及其平滑线过滤掉动量不足的信号，最终生成 "趋势 + 动量" 共振的交易信号，适合在趋势明显的市场中使用。 This is a trend - following strategy. It captures trend reversals through the Chandelier Exit. At the same time, it filters out signals that are contrary to the medium - and long - term trend using a 200 - period EMA. Additionally, it filters out signals with insufficient momentum using the RSI and its smoothed line. Finally, it generates trading signals with the resonance of "trend + momentum", which is suitable for use in markets with obvious trends.
Pine Script®指標
由ms023999提供
CleanBreak Lines (Break + First Retest)CleanBreak lines draws one robust support line (green) from swing lows and one robust resistance line (red) from swing highs, then optionally signals a confirmed break and the first clean retest back to that line. Lines are scored with a transparent W-Score (0–100) so traders can judge quality at a glance. The script is non-repainting and uses only confirmed bar data. What it does Auto-builds two trendlines that aim to represent meaningful support and resistance. Uses a median-based slope so outliers and single spikes do not distort the line. Computes a W-Score per line from three things: touches, span (how long it held), and respect (staying on the correct side). Optionally triggers a single, tightly-gated signal on Break + First Retest. How it works (plain English) Detect recent swing highs and swing lows. Fit one line through highs and one through lows using a robust, median-style slope estimate. Score each line: more clean touches and longer span raise the W-Score; frequent violations lower it. A break requires a candle close beyond the line by a small ATR margin. A first retest requires price to come back to the line within a limited number of bars and hold on close. A single arrow may print on that confirmed retest, with optional alerts. What it is not Not a prediction model and not a promises-of-profit tool. Not a multi-signal spammer: by design it aims to allow one retest entry per break. Not a regression channel or machine-learning system. How to use At a glance: treat the green line as candidate support and the red line as candidate resistance. Conservative approach: wait for a break on close and then the first retest to hold; use the arrow as a prompt, not a command. Context-only mode: hide arrows in Style if you want the lines and W-Score only. Inputs (brief) Core: Swing Length, Max Pivots, Min Touches, Min Span Bars. Scoring: Touches Max (cap), Weights for touches vs span, Min W-Score to arm. Break and Retest: Break Margin x ATR, Retest Tolerance x ATR, Retest Window (bars). Visuals: Show Labels, Show Table, Line Width, Fade When Refit. Recommended presets Cleaner, fewer signals: Min Touches 4–5, Min Span Bars 100–150, Min W-Score 70–80, Break Margin 0.40–0.60 ATR, Retest Tolerance 0.10–0.15 ATR, Retest Window 8–12 bars. Lines-only: keep defaults and uncheck the two plotshapes in Style. Alerts CB Long Retest: break above the red line and first retest holds. CB Short Retest: break below the green line and first retest holds. Use “Once per bar close” for consistency. On-chart table (if enabled) RES / SUP: W-Score and distance from price in ATR terms. Status: “Waiting Long RT”, “Waiting Short RT”, or “Idle”. Thresholds: MinScore and Retest bars for quick context. Timeframes Works well on 1h to 1D. On very low timeframes, raise Break Margin x ATR to reduce whipsaw effects. On higher timeframes, increase Min Touches and Min Span Bars. Non-repainting policy All logic uses confirmed pivots and confirmed bar closes. Breaks and retests are validated on close; alerts reference only confirmed conditions. No lookahead in any request.security call. Original implementation focused on a median-based robust slope for auto trendlines, plus a transparent W-Score and a single retest gate. Disclosure This script is for education and charting. It does not guarantee outcomes, and past behavior does not imply future results. Always validate on historical data and practice risk management.
Pine Script®指標
由Finntech1提供
BTC Power Law [Financial 6-Pack | @itsToghrul]A clean, research-grade roadmap for Bitcoin’s long-term trajectory. The script fits a power-law curve to INDEX:BTCUSD price vs. days since genesis, adds asymmetric deviation bands to reflect diminishing upside, and can project the path forward while keeping chart clutter under control. A compact stats table shows model fit quality, live deviation, and model prices for a custom future date. What it does - Plots a base power-law model of BTC price over time. - Adds an upper band that decays over time to capture diminishing returns, with multiple decay options. - Adds a lower band as a fixed multiple to frame downside risk. - Optionally boosts cycle peaks with Gaussian “bumps” to reflect halving-cycle dynamics. - Draws dashed forward projections for the base line and bands over a user-defined horizon. Displays a stats table with: - Rolling R² of model vs. price (in log space) over a user-defined lookback. - Current % deviation from the base model. - Model, upper, and lower prices for a custom date you set. Key features - Five upper-band modes: Fixed, Exponential, Power-law, Stretched Exponential (Weibull), and Logistic/Hill. Each mode has intuitive controls for steepness, midpoint, floor, and reference scales. - Cycle peak enhancer: Optional Gaussian sum with per-cycle decay, width, and period controls, plus an optional cosine modulation. - Future projection controls: Choose the forward horizon in days and a sampling step to balance precision vs. performance. Projections render as transparent dashed lines to avoid clutter. - Lightweight rendering: Internal caps on line segments keep drawings responsive without losing structure. - Custom-date pricing: Build a date/time from parts and read off model, upper, and lower prices in the table. - Transparent fit metric: Rolling R² in log space offers a quick quality check for the current regime. Inputs overview - Future projection: On/off, horizon (days), and sampling step. - Colors: Base line and band colors with separate transparency for projections. - Upper deviation: Mode selector plus parameters for decay shape, floor, reference scale, or midpoint/steepness, depending on mode. - Lower deviation: Single fixed multiple with color. - Gaussian peaks (optional): Amplitude base, cycle width, period, first-peak center, per-cycle decay, number of cycles, and optional cosine modulation. - Stats: Rolling R² lookback length. - Custom date: Year, month, day, hour, minute for quick scenario checks. How to read it - Base line: Long-term fair-value trend under a power-law regime. - Upper band: Probable cycle top envelope that compresses over time. Switching modes changes how quickly headroom fades. - Lower band: Defensive envelope for stress scenarios. - Deviation %: Positive values signal overvaluation vs. model; negative values signal undervaluation vs. model. - Custom date row: Quick “what-if” prices for your chosen timestamp. Practical tips - Use log scale on the price chart for visual clarity. - For conservative tops, select Logistic/Hill or Stretched Exp with a non-trivial floor. - For aggressive tops, use Power-law upper mode with a moderate exponent, then temper with the Gaussian enhancer. - Keep the projection step coarse on lower-power machines to maintain snappy charts. - Treat R² as a diagnostic, not a signal. Markets drift around regime shifts. Intended use Research and risk framing for BTC on higher timeframes. Works best on weekly or higher with reliable BTC spot pairs. Disclaimer Educational content only. No financial advice. Markets carry risk. Manage exposure and test ideas before acting.
Pine Script®指標
由toghrulaliyev提供
[c3s] CWS - M2 Global Liquidity Index & BTC Correlation CWS - M2 Global Liquidity Index with Offset BTC Correlation This custom indicator visualizes and analyzes the relationship between the global M2 money supply and Bitcoin (BTC) price movements. It calculates the correlation between these two variables to provide insights into how changes in global liquidity may impact Bitcoin’s price over time. Key Features: Global M2 Liquidity Index Calculation: Fetches M2 money supply data from multiple economies (China, US, EU, Japan, UK) and normalizes using currency exchange rates (e.g., CNY/USD, EUR/USD). Combines all M2 data points and normalizes by dividing by 1 trillion (1e12) for easier visualization. Offset for M2 Data: The offset parameter allows users to shift the M2 data by a specified number of days, helping track the influence of past global liquidity on Bitcoin. BTC Price Correlation: Computes the correlation between shifted global M2 liquidity and Bitcoin (BTC) price, using a 52-day lookback period by default. Correlation Quality Display: Categorizes correlation quality as: Excellent : Correlation >= 0.8 Good : Correlation >= 0.6 and < 0.8 Weak : Correlation >= 0.4 and < 0.6 Very Weak : Correlation < 0.4 Displays correlation quality as a label on the chart for easy assessment. Visual Enhancements: Labels : Displays dynamic labels on the chart with metrics like M2 value and correlation. Plot Shapes : Uses shapes to indicate data availability for global M2 and correlation. Data Table : Optionally shows a data table in the top-right corner summarizing: Global M2 value (in trillions) The correlation between global M2 and BTC The correlation quality Optional Debugging: Debug plots help identify when data is missing for M2 or correlation, ensuring transparency and accurate functionality. Inputs: Offset: Shift the M2 data (in days) to see past liquidity effects on Bitcoin. Lookback Period: Number of periods (default 52) used to calculate the correlation. Show Labels: Toggle to show or hide labels for M2 and correlation values. Show Table: Toggle to show or hide the data table in the top-right corner. Usage: Ideal for traders and analysts seeking to understand the relationship between global liquidity and Bitcoin price. The offset and lookback period can be adjusted to explore different timeframes and correlation strengths, aiding more informed trading decisions.
Pine Script®指標
由c3smonkey提供
Meta-LR ForecastThis indicator builds a forward-looking projection from the current bar by combining twelve time-compressed “mini forecasts.” Each forecast is a linear-regression-based outlook whose contribution is adaptively scaled by trend strength (via ADX) and normalized to each timeframe’s own volatility (via that timeframe’s ATR). The result is a 12-segment polyline that starts at the current price and extends one bar at a time into the future (1× through 12× the chart’s timeframe). Alongside the plotted path, the script computes two summary measures: * Per-TF Bias% — a directional efficiency × R² score for each micro-forecast, expressed as a percent. * Meta Bias% — the same score, but applied to the final, accumulated 12-step path. It summarizes how coherent and directional the combined projection is. This tool is an indicator, not a strategy. It does not place orders. Nothing here is trade advice; it is a visual, quantitative framework to help you assess directional bias and trend context across a ladder of timeframe multiples. The core engine fits a simple least-squares line on a normalized price series for each small forecast horizon and extrapolates one bar forward. That “trend” forecast is paired with its mirror, an “anti-trend” forecast, constructed around the current normalized price. The model then blends between these two wings according to current trend strength as measured by ADX. ADX is transformed into a weight (w) in using an adaptive band centered on the rolling mean (μ) with width derived from the standard deviation (σ) of ADX over a configurable lookback. When ADX is deeply below the lower band, the weight approaches -1, favoring anti-trend behavior. Inside the flat band, the weight is near zero, producing neutral behavior. Clearly above the upper band, the weight approaches +1, favoring a trend-following stance. The transitions between these regions are linear so the regime shift is smooth rather than abrupt. You can shape how quickly the model commits to either wing using two exponents. One exponent controls how aggressively positive weights lean into the trend forecast; the other controls how aggressively negative weights lean into the anti-trend forecast. Raising these exponents makes the response more gradual; lowering them makes the shift more decisive. An optional switch can force full anti-trend behavior when ADX registers a deep-low condition far below the lower tail, if you prefer a categorical stance in very flat markets. A key design choice is volatility normalization. Every micro-forecast is computed in ATR units of its own timeframe. The script fetches that timeframe’s ATR inside each security call and converts normalized outputs back to price with that exact ATR. This avoids scaling higher-timeframe effects by the chart ATR or by square-root time approximations. Using “ATR-true” for each timeframe keeps the cross-timeframe accumulation consistent and dimensionally correct. Bias% is defined as directional efficiency multiplied by R², expressed as a percent. Directional efficiency captures how much net progress occurred relative to the total path length; R² captures how well the path aligns with a straight line. If price meanders without net progress, efficiency drops; if the variation is well-explained by a line, R² rises. Multiplying the two penalizes choppy, low-signal paths and rewards sustained, coherent motion. The forward path is built by converting each per-timeframe Bias% into a small ATR-sized delta, then cumulatively adding those deltas to form a 12-step projection. This produces a polyline anchored at the current close and stepping forward one bar per timeframe multiple. Segment color flips by slope, allowing a quick read of the path’s direction and inflection. Inputs you can tune include: * Max Regression Length. Upper bound for each micro-forecast’s regression window. Larger values smooth the trend estimate at the cost of responsiveness; smaller values react faster but can add noise. * Price Source. The price series analyzed (for example, close or typical price). * ADX Length. Period used for the DMI/ADX calculation. * ATR Length (normalization). Window used for ATR; this is applied per timeframe inside each security call. * Band Lookback (for μ, σ). Lookback used to compute the adaptive ADX band statistics. Larger values stabilize the band; smaller values react more quickly. * Flat half-width (σ). Width of the neutral band on both sides of μ. Wider flats spend more time neutral; narrower flats switch regimes more readily. * Tail width beyond flat (σ). Distance from the flat band edge to the extreme trend/anti-trend zone. Larger tails create a longer ramp; smaller tails reach extremes sooner. * Polyline Width. Visual thickness of the plotted segments. * Negative Wing Aggression (anti-trend). Exponent shaping for negative weights; higher values soften the tilt into mean reversion. * Positive Wing Aggression (trend). Exponent shaping for positive weights; lower values make trend commitment stronger and sooner. * Force FULL Anti-Trend at Deep-Low ADX. Optional hard switch for extremely low ADX conditions. On the chart you will see: * A 12-segment forward polyline starting from the current close to bar\_index + 1 … +12, with green segments for up-steps and red for down-steps. * A small label at the latest bar showing Meta Bias% when available, or “n/a” when insufficient data exists. Interpreting the readouts: * Trend-following contexts are characterized by ADX above the adaptive upper band, pushing w toward +1. The blended forecast leans toward the regression extrapolation. A strongly positive Meta Bias% in this environment suggests directional alignment across the ladder of timeframes. * Mean-reversion contexts occur when ADX is well below the lower tail, pushing w toward -1 (or forcing anti-trend if enabled). After a sharp advance, a negative Meta Bias% may indicate the model projects pullback tendencies. * Neutral contexts occur when ADX sits inside the flat band; w is near zero, the blended forecast remains close to current price, and Meta Bias% tends to hover near zero. These are analytical cues, not rules. Always corroborate with your broader process, including market structure, time-of-day behavior, liquidity conditions, and risk limits. Practical usage patterns include: * Momentum confirmation. Combine a rising Meta Bias% with higher-timeframe structure (such as higher highs and higher lows) to validate continuation setups. Treat the 12th step’s distance as a coarse sense of potential room rather than as a target. * Fade filtering. If you prefer fading extremes, require ADX to be near or below the lower ramp before acting on counter-moves, and avoid fades when ADX is decisively above the upper band. * Position planning. Because per-step deltas are ATR-scaled, the path’s vertical extent can be mentally mapped to typical noise for the instrument, informing stop distance choices. The script itself does not compute orders or size. * Multi-timeframe alignment. Each step corresponds to a clean multiple of your chart timeframe, so the polyline visualizes how successively larger windows bias price, all referenced to the current bar. House-rules and repainting disclosures: * Indicator, not strategy. The script does not execute, manage, or suggest orders. It displays computed paths and bias scores for analysis only. * No performance claims. Past behavior of any measure, including Meta Bias%, does not guarantee future results. There are no assurances of profitability. * Higher-timeframe updates. Values obtained via security for higher-timeframe series can update intrabar until the higher-timeframe bar closes. The forward path and Meta Bias% may change during formation of a higher-timeframe candle. If you need confirmed higher-timeframe inputs, consider reading the prior higher-timeframe value or acting only after the higher-timeframe close. * Data sufficiency. The model requires enough history to compute ATR, ADX statistics, and regression windows. On very young charts or illiquid symbols, parts of the readout can be unavailable until sufficient data accumulates. * Volatility regimes. ATR normalization helps compare across timeframes, but unusual volatility regimes can make the path look deceptively flat or exaggerated. Judge the vertical scale relative to your instrument’s typical ATR. Tuning tips: * Stability versus responsiveness. Increase Max Regression Length to steady the micro-forecasts but accept slower response. If you lower it, consider slightly increasing Band Lookback so regime boundaries are not too jumpy. * Regime bands. Widen the flat half-width to spend more time neutral, which can reduce over-trading tendencies in chop. Shrink the tail width if you want the model to commit to extremes sooner, at the cost of more false swings. * Wing shaping. If anti-trend behavior feels too abrupt at low ADX, raise the negative wing exponent. If you want trend bias to kick in more decisively at high ADX, lower the positive wing exponent. Small changes have large effects. * Forced anti-trend. Enable the deep-low option only if you explicitly want a categorical “markets are flat, fade moves” policy. Many users prefer leaving it off to keep regime decisions continuous. Troubleshooting: * Nothing plots or the label shows “n/a.” Ensure the chart has enough history for the ADX band statistics, ATR, and the regression windows. Exotic or illiquid symbols with missing data may starve the higher-timeframe computations. Try a more liquid market or a higher timeframe. * Path flickers or shifts during the bar. This is expected when any higher-timeframe input is still forming. Wait for the higher-timeframe close for fully confirmed behavior, or modify the code to read prior values from the higher timeframe. * Polyline looks too flat or too steep. Check the chart’s vertical scale and recent ATR regime. Adjust Max Regression Length, the wing exponents, or the band widths to suit the instrument. Integration ideas for manual workflows: * Confluence checklist. Use Meta Bias% as one of several independent checks, alongside structure, session context, and event risk. Act only when multiple cues align. * Stop and target thinking. Because deltas are ATR-scaled at each timeframe, benchmark your proposed stops and targets against the forward steps’ magnitude. Stops that are much tighter than the prevailing ATR often sit inside normal noise. * Session context. Consider session hours and microstructure. The same ADX value can imply different tradeability in different sessions, particularly in index futures and FX. This indicator deliberately avoids: * Fixed thresholds for buy or sell decisions. Markets vary and fixed numbers invite overfitting. Decide what constitutes “high enough” Meta Bias% for your market and timeframe. * Automatic risk sizing. Proper sizing depends on account parameters, instrument specifications, and personal risk tolerance. Keep that decision in your risk plan, not in a visual bias tool. * Claims of edge. These measures summarize path geometry and trend context; they do not ensure a tradable edge on their own. Summary of how to think about the output: * The script builds a 12-step forward path by stacking linear-regression micro-forecasts across increasing multiples of the chart timeframe. * Each micro-forecast is blended between trend and anti-trend using an adaptive ADX band with separate aggression controls for positive and negative regimes. * All computations are done in ATR-true units for each timeframe before reconversion to price, ensuring dimensional consistency when accumulating steps. * Bias% (per-timeframe and Meta) condenses directional efficiency and trend fidelity into a compact score. * The output is designed to serve as an analytical overlay that helps assess whether conditions look trend-friendly, fade-friendly, or neutral, while acknowledging higher-timeframe update behavior and avoiding prescriptive trade rules. Use this tool as one component within a disciplined process that includes independent confirmation, event awareness, and robust risk management.
Pine Script®指標
由Tradenometry提供
1
Trading Dashboard Position managementWhat This Script Does: A Simple Overview Imagine you want a small, neat box on your trading chart that automatically calculates and displays key price levels for a potential trade. This script does exactly that. It creates a "Trade Dashboard" that uses a popular volatility indicator called the Average True Range (ATR) to suggest: A potential Entry price. A Stop Loss level to limit potential losses. Three different Target levels for taking profits. You can customize everything, from how these levels are calculated to how the dashboard looks.
Pine Script®指標
由subhasisnayak509提供
Seasonality Monte Carlo Forecaster [BackQuant]Seasonality Monte Carlo Forecaster Plain-English overview This tool projects a cone of plausible future prices by combining two ideas that traders already use intuitively: seasonality and uncertainty. It watches how your market typically behaves around this calendar date, turns that seasonal tendency into a small daily “drift,” then runs many randomized price paths forward to estimate where price could land tomorrow, next week, or a month from now. The result is a probability cone with a clear expected path, plus optional overlays that show how past years tended to move from this point on the calendar. It is a planning tool, not a crystal ball: the goal is to quantify ranges and odds so you can size, place stops, set targets, and time entries with more realism. What Monte Carlo is and why quants rely on it • Definition . Monte Carlo simulation is a way to answer “what might happen next?” when there is randomness in the system. Instead of producing a single forecast, it generates thousands of alternate futures by repeatedly sampling random shocks and adding them to a model of how prices evolve. • Why it is used . Markets are noisy. A single point forecast hides risk. Monte Carlo gives a distribution of outcomes so you can reason in probabilities: the median path, the 68% band, the 95% band, tail risks, and the chance of hitting a specific level within a horizon. • Core strengths in quant finance . – Path-dependent questions : “What is the probability we touch a stop before a target?” “What is the expected drawdown on the way to my objective?” – Pricing and risk : Useful for path-dependent options, Value-at-Risk (VaR), expected shortfall (CVaR), stress paths, and scenario analysis when closed-form formulas are unrealistic. – Planning under uncertainty : Portfolio construction and rebalancing rules can be tested against a cloud of plausible futures rather than a single guess. • Why it fits trading workflows . It turns gut feel like “seasonality is supportive here” into quantitative ranges: “median path suggests +X% with a 68% band of ±Y%; stop at Z has only ~16% odds of being tagged in N days.” How this indicator builds its probability cone 1) Seasonal pattern discovery The script builds two day-of-year maps as new data arrives: • A return map where each calendar day stores an exponentially smoothed average of that day’s log return (yesterday→today). The smoothing (90% old, 10% new) behaves like an EWMA, letting older seasons matter while adapting to new information. • A volatility map that tracks the typical absolute return for the same calendar day. It calculates the day-of-year carefully (with leap-year adjustment) and indexes into a 365-slot seasonal array so “March 18” is compared with past March 18ths. This becomes the seasonal bias that gently nudges simulations up or down on each forecast day. 2) Choice of randomness engine You can pick how the future shocks are generated: • Daily mode uses a Gaussian draw with the seasonal bias as the mean and a volatility that comes from realized returns, scaled down to avoid over-fitting. It relies on the Box–Muller transform internally to turn two uniform random numbers into one normal shock. • Weekly mode uses bootstrap sampling from the seasonal return history (resampling actual historical daily drifts and then blending in a fraction of the seasonal bias). Bootstrapping is robust when the empirical distribution has asymmetry or fatter tails than a normal distribution. Both modes seed their random draws deterministically per path and day, which makes plots reproducible bar-to-bar and avoids flickering bands. 3) Volatility scaling to current conditions Markets do not always live in average volatility. The engine computes a simple volatility factor from ATR(20)/price and scales the simulated shocks up or down within sensible bounds (clamped between 0.5× and 2.0×). When the current regime is quiet, the cone narrows; when ranges expand, the cone widens. This prevents the classic mistake of projecting calm markets into a storm or vice versa. 4) Many futures, summarized by percentiles The model generates a matrix of price paths (capped at 100 runs for performance inside TradingView), each path stepping forward for your selected horizon. For each forecast day it sorts the simulated prices and pulls key percentiles: • 5th and 95th → approximate 95% band (outer cone). • 16th and 84th → approximate 68% band (inner cone). • 50th → the median or “expected path.” These are drawn as polylines so you can immediately see central tendency and dispersion. 5) A historical overlay (optional) Turn on the overlay to sketch a dotted path of what a purely seasonal projection would look like for the next ~30 days using only the return map, no randomness. This is not a forecast; it is a visual reminder of the seasonal drift you are biasing toward. Inputs you control and how to think about them Monte Carlo Simulation • Price Series for Calculation . The source series, typically close. • Enable Probability Forecasts . Master switch for simulation and drawing. • Simulation Iterations . Requested number of paths to run. Internally capped at 100 to protect performance, which is generally enough to estimate the percentiles for a trading chart. If you need ultra-smooth bands, shorten the horizon. • Forecast Days Ahead . The length of the cone. Longer horizons dilute seasonal signal and widen uncertainty. • Probability Bands . Draw all bands, just 95%, just 68%, or a custom level (display logic remains 68/95 internally; the custom number is for labeling and color choice). • Pattern Resolution . Daily leans on day-of-year effects like “turn-of-month” or holiday patterns. Weekly biases toward day-of-week tendencies and bootstraps from history. • Volatility Scaling . On by default so the cone respects today’s range context. Plotting & UI • Probability Cone . Plots the outer and inner percentile envelopes. • Expected Path . Plots the median line through the cone. • Historical Overlay . Dotted seasonal-only projection for context. • Band Transparency/Colors . Customize primary (outer) and secondary (inner) band colors and the mean path color. Use higher transparency for cleaner charts. What appears on your chart • A cone starting at the most recent bar, fanning outward. The outer lines are the ~95% band; the inner lines are the ~68% band. • A median path (default blue) running through the center of the cone. • An info panel on the final historical bar that summarizes simulation count, forecast days, number of seasonal patterns learned, the current day-of-year, expected percentage return to the median, and the approximate 95% half-range in percent. • Optional historical seasonal path drawn as dotted segments for the next 30 bars. How to use it in trading 1) Position sizing and stop logic The cone translates “volatility plus seasonality” into distances. • Put stops outside the inner band if you want only ~16% odds of a stop-out due to noise before your thesis can play. • Size positions so that a test of the inner band is survivable and a test of the outer band is rare but acceptable. • If your target sits inside the 68% band at your horizon, the payoff is likely modest; outside the 68% but inside the 95% can justify “one-good-push” trades; beyond the 95% band is a low-probability flyer—consider scaling plans or optionality. 2) Entry timing with seasonal bias When the median path slopes up from this calendar date and the cone is relatively narrow, a pullback toward the lower inner band can be a high-quality entry with a tight invalidation. If the median slopes down, fade rallies toward the upper band or step aside if it clashes with your system. 3) Target selection Project your time horizon to N bars ahead, then pick targets around the median or the opposite inner band depending on your style. You can also anchor dynamic take-profits to the moving median as new bars arrive. 4) Scenario planning & “what-ifs” Before events, glance at the cone: if the 95% band already spans a huge range, trade smaller, expect whips, and avoid placing stops at obvious band edges. If the cone is unusually tight, consider breakout tactics and be ready to add if volatility expands beyond the inner band with follow-through. 5) Options and vol tactics • When the cone is tight : Prefer long gamma structures (debit spreads) only if you expect a regime shift; otherwise premium selling may dominate. • When the cone is wide : Debit structures benefit from range; credit spreads need wider wings or smaller size. Align with your separate IV metrics. Reading the probability cone like a pro • Cone slope = seasonal drift. Upward slope means the calendar has historically favored positive drift from this date, downward slope the opposite. • Cone width = regime volatility. A widening fan tells you that uncertainty grows fast; a narrow cone says the market typically stays contained. • Mean vs. price gap . If spot trades well above the median path and the upper band, mean-reversion risk is high. If spot presses the lower inner band in an up-sloping cone, you are in the “buy fear” zone. • Touches and pierces . Touching the inner band is common noise; piercing it with momentum signals potential regime change; the outer band should be rare and often brings snap-backs unless there is a structural catalyst. Methodological notes (what the code actually does) • Log returns are used for additivity and better statistical behavior: sim_ret is applied via exp(sim_ret) to evolve price. • Seasonal arrays are updated online with EWMA (90/10) so the model keeps learning as each bar arrives. • Leap years are handled; indexing still normalizes into a 365-slot map so the seasonal pattern remains stable. • Gaussian engine (Daily mode) centers shocks on the seasonal bias with a conservative standard deviation. • Bootstrap engine (Weekly mode) resamples from observed seasonal returns and adds a fraction of the bias, which captures skew and fat tails better. • Volatility adjustment multiplies each daily shock by a factor derived from ATR(20)/price, clamped between 0.5 and 2.0 to avoid extreme cones. • Performance guardrails : simulations are capped at 100 paths; the probability cone uses polylines (no heavy fills) and only draws on the last confirmed bar to keep charts responsive. • Prerequisite data : at least ~30 seasonal entries are required before the model will draw a cone; otherwise it waits for more history. Strengths and limitations • Strengths : – Probabilistic thinking replaces single-point guessing. – Seasonality adds a small but meaningful directional bias that many markets exhibit. – Volatility scaling adapts to the current regime so the cone stays realistic. • Limitations : – Seasonality can break around structural changes, policy shifts, or one-off events. – The number of paths is performance-limited; percentile estimates are good for trading, not for academic precision. – The model assumes tomorrow’s randomness resembles recent randomness; if regime shifts violently, the cone will lag until the EWMA adapts. – Holidays and missing sessions can thin the seasonal sample for some assets; be cautious with very short histories. Tuning guide • Horizon : 10–20 bars for tactical trades; 30+ for swing planning when you care more about broad ranges than precise targets. • Iterations : The default 100 is enough for stable 5/16/50/84/95 percentiles. If you crave smoother lines, shorten the horizon or run on higher timeframes. • Daily vs. Weekly : Daily for equities and crypto where month-end and turn-of-month effects matter; Weekly for futures and FX where day-of-week behavior is strong. • Volatility scaling : Keep it on. Turn off only when you intentionally want a “pure seasonality” cone unaffected by current turbulence. Workflow examples • Swing continuation : Cone slopes up, price pulls into the lower inner band, your system fires. Enter near the band, stop just outside the outer line for the next 3–5 bars, target near the median or the opposite inner band. • Fade extremes : Cone is flat or down, price gaps to the upper outer band on news, then stalls. Favor mean-reversion toward the median, size small if volatility scaling is elevated. • Event play : Before CPI or earnings on a proxy index, check cone width. If the inner band is already wide, cut size or prefer options structures that benefit from range. Good habits • Pair the cone with your entry engine (breakout, pullback, order flow). Let Monte Carlo do range math; let your system do signal quality. • Do not anchor blindly to the median; recalc after each bar. When the cone’s slope flips or width jumps, the plan should adapt. • Validate seasonality for your symbol and timeframe; not every market has strong calendar effects. Summary The Seasonality Monte Carlo Forecaster wraps institutional risk planning into a single overlay: a data-driven seasonal drift, realistic volatility scaling, and a probabilistic cone that answers “where could we be, with what odds?” within your trading horizon. Use it to place stops where randomness is less likely to take you out, to set targets aligned with realistic travel, and to size positions with confidence born from distributions rather than hunches. It will not predict the future, but it will keep your decisions anchored to probabilities—the language markets actually speak.
Pine Script®指標
由BackQuant提供
2
Time Cycles SMT Detector📊 Overview The Time Cycles SMT Detector is an advanced indicator designed to identify Smart Money Technique (SMT) divergences across multiple time cycles during the New York trading session. It compares price action between correlated instruments to spot institutional footprints and potential market reversals. 🎯 What is SMT (Smart Money Timing)? SMT occurs when correlated markets fail to make matching highs or lows, indicating potential institutional manipulation or positioning. This divergence often precedes significant market moves. ⚙️ Key Features Multi-Timeframe Cycle Analysis: 90-minute cycles (6 cycles per trading day) - Major institutional positioning 30-minute cycles (18 cycles per trading day) - Intermediate market structure 10-minute cycles (54 cycles per trading day) - Intraday momentum shifts 3-minute cycles (180 cycles per trading day) - Scalping opportunities Intelligent Overlap Prevention Hierarchical priority system prevents visual clutter Higher timeframe SMTs take precedence over lower timeframes Clean, readable charts even with multiple active signals Dual Correlation Analysis Compare your main chart with two different instruments simultaneously Default setup: MES1! (S&P 500) and MYM1! (Dow Jones) Fully customizable ticker selection 📈 Trading Signals Bullish SMT Main instrument makes a higher low while correlated instrument makes a lower low Indicates potential upward movement Displayed with customizable bullish colors (default: green for MES, aqua for MYM) Bearish SMT Main instrument makes a lower high while correlated instrument makes a higher high Indicates potential downward movement Displayed with customizable bearish colors (default: red for MES, orange for MYM) 🔧 Customization Options Visual Settings: Toggle individual timeframe cycles on/off Customize colors for each ticker's bullish/bearish signals Choose line styles (solid, dashed, dotted) Show/hide cycle text labels Optional SMT zones with adjustable transparency Cycle boxes for visual time segmentation Analysis Settings: Compare only consecutive cycles or scan multiple cycles back Adjust maximum cycles to compare (1-20) Enable/disable bullish or bearish SMT detection separately Real-time alerts for all timeframes 💡 How to use it Add to your chart - Works best on 1-minute timeframe for maximum precision Select your correlated instruments - Default MES/MYM for NQ traders Monitor for divergences - Look for SMT lines connecting cycle highs/lows Confirm with market context - Use alongside your existing strategy Trade the convergence - Expect prices to realign after SMT divergence 🎓 Best Practices Focus on higher timeframes first - 90m and 30m SMTs carry more weight Look for confluence - Multiple timeframes showing same direction SMT Time your entries - Use lower timeframe SMTs (10m, 3m) for precise entry timing Respect the hierarchy - When overlapping signals occur, higher timeframes have priority ⏰ Trading Hours The indicator operates during New York trading hours (7:00 AM - 4:00 PM ET), automatically resetting at the start of each trading day. 🚀 Why This Indicator? Institutional Logic: Based on how smart money creates divergences before major moves Multi-dimensional Analysis: Four different time cycles provide complete market perspective Clean Visualization: Smart overlap prevention keeps your charts readable Flexible Configuration: Adapt to any correlated market pairs Real-time Alerts: Never miss a significant SMT formation 📝 Notes Designed primarily for index futures (NQ, ES, YM) but works with any correlated instruments Best results on 1-minute charts for accurate cycle detection All cycles reset at 7:00 AM New York time Maximum effectiveness during regular trading hours Acknowledgement This indicator is based on ICT (Inner Circle Trader) concepts and Smart Money techniques for identifying institutional order flow through market divergences.
Pine Script®指標
由michele.amori提供
3
EEI Strategy — Greedy/Guarded v1.2Purpose Day‑trading strategy (5‑min focus) that hunts “armed” setups (PRE) and confirms them (GO) with greedy-but‑guarded execution. It adapts to symbol type, trend strength, and how long it’s been since the last signal. Core signals & regime Trend/Regime: EMA‑200 (intraday bias), VWAP, and a non‑repainting HTF EMA (via request.security(...) ). Momentum/Structure: Manual Wilder DMI/ADX, micro‑ribbon (EMA 8/21), Bollinger‑Keltner squeeze + “squeeze fire,” BOS (break of swing high/low), pullback to band. Liquidity/Vol: RVOL vs SMA(volume) + a latch (keeps eligibility a few bars after the first spike). Volatility: ATR + ATR EMA (expansion). PRE / GO engine Score (0–100) aggregates trend, momentum, RVOL, squeeze, OBV slope, ribbon, pullback, BOS, and an Opening‑Range (OR) proximity penalty. PRE arms when the adjusted score ≥ threshold and basic hygiene passes (ATR%, cooldown, etc.). GO confirms within a dynamic window (1–3 bars): Wick‑break mode on hot momentum (trend‑day / high ADX+RVOL): stop orders above/below the PRE high/low with a tick buffer. Close‑through mode otherwise: close must push through PRE high/low plus ATR buffer. Chase guard: entry cannot be too far from PRE price (ATR‑based), with a tiny extra allowance when the 8/21 ribbon aligns. Multiple PREs per squeeze (capped) + per‑entry cooldown. Adaptive behavior Presets (Conservative/Balanced/Aggressive/Turbo) shift score/ADX/RVOL/ATR gates, GO window, cooldown, and max chase. Profiles / Auto by Symbol: Mega Trend (e.g., AMD/NVDA/TSLA/AAPL): looser chase, ATR stop, chandelier trail. Mid Guarded (e.g., TTD/COIN/SOFI): swing stop, EMA trail, moderate gates. Small Safe (e.g., BTAI/BBAI class): tighter gates, more guardrails. BBAI micro‑override: easier arming (lower score/ADX/RVOL), multi‑PRE=3, swing stop + EMA trail, lighter OR penalty. Trend‑day detector: if ADX hot + RVOL strong + ATR expanding + distance from day‑open large → GO window = 1 and wick‑break mode. Mid‑day relaxers: mild score bonus between 10:30–14:30 to keep signals flowing in quieter tape. Auto‑Relaxer (no‑signal fallback): after N bars without PRE/GO, gradually lowers score/ADX/RVOL/ATR% gates and raises max chase so the engine doesn’t stall on sleepy symbols. Auto‑Session fallback: if RTH session isn’t detected (some tickers/premarket), it falls back to daily boundaries so Opening Range and day‑open logic still work. Risk & exits Initial stop per side chosen by ATR, Swing, or OR (computed every bar; no conditional calls). Scaled targets: TP1/TP2 (R‑based) + runner with optional Chandelier or EMA trailing. BE logic: optional move to breakeven after TP1; trailing can start after TP1 if configured. Opening Range (OR) Computes day open, OR high/low over configurable minutes; applies a penalty when entries are too close to OR boundary (lighter for small caps/BBAI). Protects against boundary whips. Alerts & visuals Alertconditions: PRE Long/Short Armed, GO Long/Short + explicit alert() calls for once‑per‑bar automation. Plots: EMA‑200, HTF EMA, BB/KC bands, OR lines, squeeze shading, and PRE markers. Why it’s robust Non‑repainting HTF technique, all series precomputed every bar, no function calls hidden in conditionals that could break history dependence, and consistent state handling (var + sentinels). Tuning cheat‑sheet (fast wins) More trades: lower scoreBase, adxHot, or rvolMinBase a notch; reduce cooldownBase; increase maxPREperSqueeze. Fewer whips: increase closeBufferATR, wickBufferTicks, or atrMinPct; reduce maxChaseATRBase. Trend capture: use trailType="Chandelier", smaller trailLen, slightly larger trailMult; set preset="Aggressive". Choppy names: prefer stopMode="Swing", enable EMA trail, keep OR penalty on.
Pine Script®策略
由pitretmed提供
Strong Economic Events Indicator (mtbr)This indicator is designed to help traders anticipate market reactions to key economic events and visualize trade levels directly on their TradingView charts. It is highly customizable, allowing precise planning for entries, take-profits, and stop-losses. Key Features: Multi-Event Support: Supports dozens of economic events including ISM Services PMI, CPI, Core CPI, PPI, Non-Farm Payrolls, Unemployment Rate, Retail Sales, GDP, and major central bank rate decisions (Fed, ECB, BOE, BOJ, Australia, Brazil, Canada, China). Custom Event Date and Time: Manually set the year, month, day, hour, and minute of the event to match your chart and timezone, ensuring accurate alignment. Forecast vs Actual Analysis: Input the forecast and actual values. The indicator calculates the likely market direction (Buy/Sell/Neutral) according to historical market reactions for each event. Dynamic Trade Levels: Automatically plots: Entry price TP1, TP2, TP3 in pips relative to the entry Stop Loss in pips relative to the entry Levels are automatically adjusted based on the event's Buy/Sell direction. Visual Chart Representation: Entry: Blue line and label TP1/TP2/TP3: Green lines and labels Stop Loss: Red line and label Event occurrence: Orange dashed vertical line Informative Table Panel: Displays at the bottom-right of the chart: Event name Entry price TP1, TP2, TP3 values Current market direction (Buy/Sell/Neutral) Customizable Line Extension: Extend the lines for visibility across multiple bars on the chart. How to Use the Indicator: Select the Asset: Set the Asset to Trade input to the symbol you want to analyze (e.g., XAUUSD, EURUSD). Choose the Economic Event: Use the drop-down menu to select the event you want to track. Set the Event Date and Time: Input the year, month, day, hour, and minute of the event. This ensures the event lines and labels appear at the correct time on your chart. Input Forecast and Actual Values: Enter the forecasted value and the actual result of the event. The script will determine market direction based on historically observed reactions for that event. Configure Entry and Pip Levels: Set your Entry Price Set pip distances for TP1, TP2, TP3, and Stop Loss The script automatically adjusts the levels according to Buy or Sell direction. View Levels and Status: Once the event occurs (or on backtesting), the indicator will plot: Entry, Take Profits, Stop Loss on the chart Vertical line for event occurrence Table summarizing levels and Buy/Sell status Adjust Line Extension: Use the Line Extension (bars) input to control how far the horizontal levels extend on the chart. Example Scenario: Event: PPI MoM Forecast: 0.2 Actual: 0.9 The indicator identifies the correct market reaction (Sell for EURUSD) and plots the Entry, TP1, TP2, TP3, and Stop Loss accordingly. Important Notes: The indicator does not execute trades automatically; it is for analysis and visualization only. Always combine the signals with your own risk management and analysis. Ensure your chart is set to the correct timezone corresponding to the event’s time. This description fully explains how to use the indicator, what it displays, and step-by-step guidance for beginners and experienced traders
Pine Script®指標
由MestredosTradersBR提供
1
Strong Economic Event Indicator (mtbr)Description: This indicator is designed for traders to visualize entry levels, targets (TP1, TP2, TP3), and stop loss around key economic events for the selected asset, defaulting to XAUUSD. It provides a clear reference for potential market movements based on the event's surprise and direction (Bullish, Bearish, or Neutral). Key Features: Customizable Event Selection: Select from a list of major economic events including ISM Services PMI, CPI, Non-Farm Payrolls, Fed Rate Decision, and more. Set the exact year, month, day, hour, and minute for the event so that lines and labels appear at the correct bar. Surprise Calculation and Direction: Automatically calculates the difference between Actual and Forecast. Displays the market direction in the table as Bullish, Bearish, or Neutral. Price Levels in Pips Relative to Entry: Entry, three targets (TP1, TP2, TP3), and Stop Loss can be set in pips relative to the entry price. Directional logic ensures that levels adjust automatically according to Bullish or Bearish surprise. Each line and label is independent and updates only when its corresponding input changes. Chart Visualization: Colored lines and labels: Entry → Blue TPs → Green Stop Loss → Red Vertical event line → Orange (dashed), highlighting the event release moment. Integrated Informative Table: Displays: Selected economic event Entry price TP1, TP2, TP3 levels Market direction status Color-coded: green for Bullish, red for Bearish, gray for Neutral. How to use the script: Add the indicator to the chart of your preferred asset (default is XAUUSD). Select the economic event from the drop-down list. Set the event date and time in the input panel. Enter the Entry Price and pip values for TP1, TP2, TP3, and Stop Loss according to your strategy. The indicator will automatically draw lines and labels on the chart and update the table with event details and market direction. Whenever an input value changes, only the corresponding line and label will update, leaving other levels intact. Important Notes: This indicator is visual and educational only; it does not place trades automatically. Make sure the event timezone is correct to match your local release time. Use in combination with your own trading strategy and risk management. TradingView Publication Compliance: Full instructions for usage Explanation of inputs and settings Description of line and label behavior Educational disclaimer (no automated trading)
Pine Script®指標
由MestredosTradersBR提供
1
Cvd Divergence Signals with filter. CVD Divergence + Candles - False Signal Filter Hey traders, I want to share my custom indicator with you. Through testing, I've found that CVD (Composite Volume Delta) captures divergences much more accurately than traditional tools like RSI. But this isn't just another divergence indicator - I've added strict candlestick pattern confirmation to filter out false signals. I'll keep improving this tool over time, and I welcome all your suggestions in the comments. How it works step-by-step: 1. First, it detects CVD divergences (the delta between buy/sell volumes) 2. Then confirms each signal with reversal candlestick patterns: - Hammer/Hanging Man - Engulfing - Pin Bar - Inside Bar Why mine beats standard CVD indicators: • No raw divergences - only shows signals confirmed by BOTH volume AND price action • Eliminates 80% of junk signals from basic versions • Adaptable to any asset and timeframe Simple usage guide: Green arrows = Buy when: - CVD shows bullish divergence - AND a hammer/pin bar appears Red arrows = Sell when: - CVD shows bearish divergence - Confirmed by hanging man/engulfing pattern Pro tip: For best results, combine with: • Volume profile analysis • Smart Money concepts (order blocks, FVGs ) Important notes: This isn't a holy grail - I personally use it with support/resistance levels. Works best on 5M charts for scalping. **PS** Got questions? Drop them in comments!
Pine Script®指標
由algoboy444提供