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Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages. The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value. DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic: REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative. EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value. EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value. P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value. EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative. FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion. ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns. ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage. YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%. The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index. Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate) Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate) WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures. In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
Pine Script®指標
由QuantitativeAlpha提供
💸 Monetary Momentum Oscillator (MMO)Monetary Momentum Oscillator (MMO) The Monetary Momentum Oscillator (MMO) measures the rate of change in the money supply (like M2, Fed Balance Sheet, or similar macro series) and applies a momentum-based RSI calculation to visualize liquidity acceleration and deceleration. 💡 Purpose: MMO is designed for macro-level analysis — it identifies when monetary expansion is overheating (potential inflation or risk-on conditions) and when contraction is cooling off (liquidity tightening or deflationary stress). 📊 How It Works: Calculates the percentage change of the selected data source over a chosen lookback period. Applies an RSI transformation to visualize momentum extremes. Overlays signal smoothing and highlights overheat/cooldown zones. 🔍 Interpretation: Above 70 → Liquidity acceleration / overheating (potential inflationary impulse). Below 30 → Liquidity deceleration / contraction (risk-off, tightening). Crossovers → Momentum shifts that often precede macro trend reversals in risk assets. ⚙️ Best Used On: Macroeconomic series such as M2SL, M2V, WALCL, or custom liquidity indexes. Long-term charts (weekly or monthly) for detecting major monetary regime transitions. 🧩 Core Idea: Liquidity is the real market engine — this oscillator quantifies its pulse.
Pine Script®指標
由LoneWolfDI提供
ICT Killzones & MacrosICT Killzones & Macros (v1.1.5) — configurable ICT session windows + refined “macro” windows with live High/Low levels, optional extensions, next-window previews, and lightweight opening-price lines. Built to be clock-robust, timezone-aware, and performant on intraday charts. Tip: All times are interpreted in your chosen IANA timezone (default: America/New_York) and auto-handle DST. You can rename, recolor, enable/disable, and retime every window. What it plots - Killzones (5) : Asia (19:00–02:00), London (02:00–05:00), NY AM (07:00–09:30), London Close (10:00–12:00), NY PM (13:30–16:00) — full-height boxes with optional header. - Macros (8) (defaults tailored for common ICT “refined” windows): Asia-1 (18:00–21:00), Asia-2 (21:00–00:00), London-1 (01:00–04:00), AM-1 (09:45–10:15), AM-2 (10:45–11:15), Lunch (12:00–13:00), PM-1 (13:30–14:30), Power Hour (15:10–16:00). - Live High/Low lines for the current Macro/Killzone window. - Optional HL extension to the right until price crosses or the trading day rolls (style selectable). - “Next” previews : earliest upcoming Macro and Killzone header; optional next-window background band. - Opening Prices (3 lightweight time lines) : defaults 00:00, 08:30, 09:30 with right-edge labels, scoped to a session you choose (auto-cleans at session end). - Key inputs & styling - General : Timezone (IANA), “Sessions to show” (per window) to keep only the last N completed windows. - Header : height (ticks), gap (ticks), fill opacity, border width/style, text size/color, toggle “Next Macro/Killzone” headers. - Boxes : global fill opacity, global border width/style (used by both Macros & Killzones). - High/Low : show HL, HL line style, extend on/off + extension style, optional extension labels. - Opening Prices : enable Time 1/2/3, set HH:MM for each, session window, per-line colors, style (dotted/dashed/solid), width. - Per-window controls : each Macro/Killzone has Enable, Session (HHMM-HHMM), Label, Fill color. How to use (quick start) - Set Timezone to your preference (default America/New_York). - Toggle on the Macros and Killzones you trade. Adjust session times if needed. - (Optional) Turn on Extend High/Low to project levels until crossed/day-roll. - (Optional) Enable Next… headers to see the next upcoming window at a glance. - (Optional) Configure Opening Prices (00:00 / 08:30 / 09:30 by default) and the session over which they appear. Behavior & notes - Time windows are computed by clock, not by guessing bar timestamps, making them robust across brokers and timeframes. - With HL extension on, the current window’s levels extend until crossed or the end of the trading day (in your timezone). With it off, completed windows keep static HL markers (limited by “Sessions to show”). - “Sessions to show” applies per Macro/Killzone to automatically prune older windows and keep charts snappy. - Opening-price lines exist only within the chosen “Opening Prices Session” and are removed when it ends (keeps charts clean). Defaults (color cues) Killzones: Asia (blue), London (purple), NY AM (green), London Close (yellow), NY PM (orange). Macros: neutral greys with Lunch and PM accents out of the box (all customizable). Performance tips - Reduce “Sessions to show” if you scroll far back in history. - Disable “Next…” previews and/or extension labels on very slow machines. - Narrow the “Opening Prices Session” window to exactly when you need those lines. Changelog highlights - v1.1.5 : Internal refinements and stability. - v1.1.3 : Live High/Low lines for current windows + optional extension. - v1.1.2 : Added “next Killzone” preview (to match “next Macro”). - v1.1.0 : Defaults updated (5 KZ, 8 Macros). Removed “snap-to-killzone” behavior. - v1.0.0 : Independent Macro vs. Killzone rendering; cleaner header logic. - Known limitations If your chart warns about drawings, trim “Sessions to show”. If your broker session times differ from NY hours, adjust the sessions or change the indicator timezone. Credits & intent Inspired by ICT timing concepts; provided for education/mark-up, not financial advice. Built to be flexible so you can mirror your personal playbook and journaling workflow.
Pine Script®指標
由RuntimeRascal提供
1
ATH Levels v4# ATH Levels v4 A powerful indicator for tracking All-Time Highs (ATH) and setting customizable price levels based on percentage drops from the ATH. Perfect for cryptocurrency trading, DCA strategies, and risk management. ## Overview ATH Levels v4 helps traders visualize key support levels calculated as percentage drops from the All-Time High within a configurable lookback period. The indicator also tracks the All-Time Low (ATL) since the last ATH, providing a complete picture of price range dynamics. ## Key Features ### Configurable Percentage Levels - Define up to 8 custom price levels as percentage drops from ATH - No longer limited to fixed 10% intervals - Each level can be set anywhere from 0% to 100% drop - Default levels: 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80% ### ATL Tracking (NEW in v4) - Automatically tracks the All-Time Low since the last ATH was reached - Displays ATL price and percentage drop from ATH - Resets when a new ATH is detected - Can be toggled on/off ### Portfolio Management - Allocate pot size percentages to each level - Visualize dollar amounts for each level based on your total pot size - Plan your DCA (Dollar Cost Averaging) strategy - Only displays levels with allocated pot percentages ### Flexible Display Options - Show/hide level lines - Hide ATH level for zooming into lower levels - Configurable lookback period (default 365 days) - Adjustable right margin positioning for labels - Color-coded labels with transparency gradient ## How to Use ### Basic Setup 1. Add the indicator to your chart 2. Set your total pot size in dollars 3. Configure the percentage drops for each level (where you want to buy/accumulate) 4. Allocate pot size percentages to each level ### Example DCA Strategy ``` Total Pot Size: $10,000 Level 3 (-30%): 10% pot = $1,000 Level 4 (-40%): 20% pot = $2,000 Level 5 (-50%): 25% pot = $2,500 Level 6 (-60%): 30% pot = $3,000 Level 7 (-70%): 10% pot = $1,000 Level 8 (-80%): 5% pot = $500 ``` ## Settings ### Display Options - **Show level lines**: Toggle horizontal lines on/off - **Hide ATH level**: Hide the ATH label for cleaner charts - **Show ATL since last ATH**: Display/hide the All-Time Low indicator - **Days to Lookback**: Period for calculating ATH (default: 365) - **Margin from last bar**: Spacing between chart and labels (default: 10) ### Level Configuration - **Level 1-8 % drop from ATH**: Set custom percentage drops (0-100%) - **Level 1-8 pot %**: Allocate your portfolio percentage to each level (0-100%) **Note**: Levels only display if they have a pot percentage allocated (>0%) ### Pot Size - **Pot size**: Total amount in dollars available for the strategy ## Version History ### V4 (October 2025) - Upgraded to PineScript v6 - Configurable percentage drops from ATH (no longer hardcoded) - ATL tracking and display since last ATH - Updated syntax and functions for v6 compatibility ### V3 (May 2020) - Added option to hide ATH level for better chart zoom ### V2 - Hide/show level lines - Configurable lookback period - Configurable right margin - Only shows levels with pot size % set ### V1 - Initial release with 8 fixed levels ## Use Cases ### Cryptocurrency Trading - Plan accumulation zones during bear markets - Set alerts at key percentage drops from ATH - Track historical ATH and ATL ranges ### Risk Management - Visualize potential support zones - Plan position sizing at different levels - Monitor distance from ATH in real-time ### DCA Strategies - Automate dollar-cost averaging planning - Allocate budget across multiple price levels - Track execution of your DCA plan ## Technical Details - **Version**: PineScript v6 - **Type**: Indicator - **Overlay**: Yes - **Default Timeframe**: Works on all timeframes - **Calculations**: Based on closing prices within lookback period ## Credits Original concept inspired by daytask. Enhanced and maintained by SilvesterScorpion.com ## License This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org --- **Tip**: For best results, use on higher timeframes (4H, Daily, Weekly) to identify major support zones. Combine with volume analysis and other indicators for confirmation.
Pine Script®指標
由SilvesterScorpion提供
Optimum EMAs x3Function Review Optimum EMAs x3 scores EMA-price reactions via bullish/bearish percentages. Plots test (purple), bull/bear fast/medium/slow EMAs with toggles/individual colors, three adjustable gradient fills, and reaction table for multi-band analysis. Usage Write-Up Set fast (5-15), medium (10-20), slow (15-30) ranges per strategy. Test values via Test EMA for peak scores. Input optima to bull/bear fast/medium/slow for reactive three-band envelope (bullish supports, bearish resistances), refining signals in varied trends.
Pine Script®指標
由scottdog_提供
Optimum EMAs x2Function Review Optimum EMAs assesses EMA-price interactions by scoring reaction percentages for bullish/bearish touches. Creates EMA bands (top: most reactive bearish EMA as resistance; bottom: most reactive bullish EMA as support) with customizable test/bull/bear fast/slow EMAs, toggles, adjustable colors/gradients, and reaction table. Usage Write-Up Define fast (e.g., 5-15) and slow (e.g., 15-30) EMA ranges based on strategy. Scan with Test EMA for high reaction scores. Set optima in Bull/Bear Fast/Slow inputs to form reactive EMA bands (bullish top support, bearish bottom resistance), enhancing trend signals in bull/bear markets.
Pine Script®指標
由scottdog_提供
Advanced RSI with Divergence RCT This indicator provides a comprehensive RSI analysis tool by combining the classic Relative Strength Index (RSI) with a smoothing Simple Moving Average (SMA), clearly defined overbought/oversold zones, and an advanced divergence detection engine. --- Key Features --- 1. RSI with SMA: Plots the standard RSI along with a user-defined SMA of the RSI. This helps to smooth out price action and confirm the underlying trend, identifying potential buy/sell signals on crossovers. 2. Overbought/Oversold Levels: Highlights the extreme zones with dotted horizontal lines at 80 (overbought) and 20 (oversold), providing clear visual cues for potential market reversals. 3. Advanced Divergence Detection: Automatically identifies and plots both regular and hidden divergences (bullish and bearish) directly on the chart. This helps traders spot potential reversals that are not obvious from price action alone. --- How to Use --- - Trend Confirmation: When the RSI crosses above its SMA, it can signal a strengthening bullish trend. A cross below can signal a strengthening bearish trend. - Reversal Zones: When the RSI enters the overbought zone (>80) or oversold zone (<20), traders may watch for a reversal in price. - Divergence Signals: - A Bullish Divergence (green label 'R') occurs when the price makes a lower low, but the RSI makes a higher low, suggesting downward momentum is fading. - A Bearish Divergence (red label 'R') occurs when the price makes a higher high, but the RSI makes a lower high, suggesting upward momentum is fading. - Hidden Divergences ('H' labels) can indicate the continuation of an existing trend. --- Disclaimer --- This script is for informational and educational purposes only. It is not financial advice. Past performance is not indicative of future results. Always do your own research before making any trading decisions.
Pine Script®指標
由CARLOSVIZCARRA17提供
MNQ TopStep 50K | Ultra Quality v3.0MNQ TopStep 50K | Ultra Quality v3.0 - Publish Summary 📊 Overview A professional-grade trading indicator designed specifically for MNQ futures traders using TopStep funded accounts. Combines 7 technical confirmations with 5 advanced safety filters to deliver high-quality trade signals while managing drawdown risk. 🎯 Key Features Core Signal System 7-Point Confirmation: VWAP, EMA crossovers, 15-min HTF trend, MACD, RSI, ADX, and Volume Signal Grading: Each signal is rated A+ through D based on 7 quality factors Quality Threshold: Adjustable minimum grade requirement (A+, A, B, C, D) Advanced Safety Filters (Customizable) Mean Reversion Filter - Prevents chasing extended moves beyond VWAP bands ATR Spike Filter - Avoids trading during extreme volatility events EMA Spacing Filter - Ensures proper trend separation (optional) Momentum Filter - Requires consecutive directional bars (optional) Multi-Timeframe Confirmation - Aligns with 15-min trend (optional) TopStep Risk Management Real-time drawdown tracking Position sizing calculator based on remaining cushion Daily loss limit monitoring Consecutive loss protection Max trades per day limiter Visual Components VWAP with 1σ, 2σ, 3σ bands EMA 9/21 with cloud fill 15-min EMA 50 for HTF trend Comprehensive metrics dashboard Risk management panel Filter status panel Detailed trade labels with entry, stops, and targets ⚙️ Default Settings (Balanced for Regular Signals) Technical Indicators Fast EMA: 9 | Slow EMA: 21 | HTF EMA: 50 (15-min) MACD: 10/22/9 RSI: 14 period | Thresholds: 52 (buy) / 48 (sell) ADX: 14 period | Minimum: 20 ATR: 14 period | Stop: 2x | TP1: 2x | TP2: 3x Volume: 1.2x average required Session Settings Default: 9:30 AM - 11:30 AM ET (adjustable) Avoids first 15 minutes after market open Customizable trading hours Safety Filters (Default Configuration) ✅ Mean Reversion: Enabled (2.5σ max from VWAP) ✅ ATR Spike: Enabled (2.0x threshold) ❌ EMA Spacing: Disabled (can enable for quality) ❌ Momentum: Disabled (can enable for quality) ❌ MTF Confirmation: Disabled (can enable for quality) Risk Controls Minimum Signal Quality: C (adjustable to A+ for fewer/better signals) Min Bars Between Signals: 10 Max Trades Per Day: 5 Stop After Consecutive Losses: 2 📈 Expected Performance With Default Settings: Signals per week: 10-15 trades Estimated win rate: 55-60% Risk-Reward: 1:2 (TP1) and 1:3 (TP2) With Aggressive Settings (Min Quality = D, All Filters Off): Signals per week: 20-25 trades Estimated win rate: 50-55% With Conservative Settings (Min Quality = A, All Filters On): Signals per week: 3-5 trades Estimated win rate: 65-70% 🚀 How to Use Basic Setup: Add indicator to MNQ 5-minute chart Adjust TopStep account settings in inputs Set your risk per trade percentage (default: 0.5%) Configure trading session hours Set minimum signal quality (Start with C for balanced results) Signal Interpretation: Green Triangle (BUY): Long signal - all confirmations aligned Red Triangle (SELL): Short signal - all confirmations aligned Label Details: Shows entry, stop loss, take profit levels, position size, and signal grade Signal Grade: A+ = Elite (6-7 points) | A = Strong (5) | B = Good (4) | C = Fair (3) Dashboard Monitoring: Top Right: Technical metrics and market conditions Top Left: Filter status (which filters are passing/blocking) Bottom Right: TopStep risk metrics and position sizing ⚡ Customization Tips For More Signals: Lower "Minimum Signal Quality" to D Decrease ADX threshold to 18-20 Lower RSI thresholds to 50/50 Reduce Volume multiplier to 1.1x Disable additional filters For Higher Quality (Fewer Signals): Raise "Minimum Signal Quality" to A or A+ Increase ADX threshold to 25-30 Enable all 5 advanced filters Tighten VWAP distance to 2.0σ Increase momentum requirement to 3-4 bars For TopStep Compliance: Adjust "Max Total Drawdown" and "Daily Loss Limit" to match your account Update "Already Used Drawdown" daily Monitor the Risk Panel for cushion remaining Use recommended contract sizing 🛡️ Risk Disclaimer IMPORTANT: This indicator is for educational and informational purposes only. Past performance does not guarantee future results All trading involves substantial risk of loss Use proper risk management and position sizing Test thoroughly in paper trading before live use The indicator does not guarantee profitable trades Adjust settings based on your risk tolerance and trading style Always comply with your broker's and TopStep's rules
Pine Script®指標
由elivgorelick提供
3
Crypto ETFs AUM📘 Description: BTC ETFs AUM Tracker This indicator tracks the Assets Under Management (AUM) and daily inflows/outflows of the main U.S.-listed Bitcoin ETFs, allowing you to visualize institutional capital movement into Bitcoin products over time. It helps traders correlate institutional capital movement with Bitcoin price behavior. 🧩 Overview The script adds up the daily AUM changes from selected Bitcoin ETFs to estimate the total net inflow/outflow of capital into spot BTC funds. It also accumulates those flows over time to display the total aggregated AUM balance, giving you a clearer sense of market direction and institutional sentiment. Two display modes are available: Balance view: plots the cumulative sum of net inflows (total ETF AUM). Inflows view: shows daily inflows (green) and outflows (red) as histogram columns, together with a smoothed moving average line. ⚙️ Inputs Explained Base Settings Base Multiplier (base_multi) – Scaling factor applied to all AUM values. Leave at 1 for USD units, or adjust to display values in millions (1e6) or billions (1e9). Smoothing (c_smoothing) – Period length for the simple moving average used to calculate the smoothed mean inflow/outflow line. Show Balance (showBalance) – When enabled, displays the total cumulative AUM balance (sum of all net inflows over time). Show Inflows (showInflows) – When enabled, displays the daily inflows/outflows as colored columns. ETF Selection You can toggle which ETFs are included in the calculation: BIT (BlackRock) GBTC (Grayscale) FBTC (Fidelity) ARKB (ARK/21Shares) BITB (Bitwise) EZBC (Franklin Templeton) BTCW (WisdomTree) BTCO (Invesco Galaxy) BRRR (Valkyrie) HODL (VanEck) Each switch determines whether the ETF’s AUM and daily flow data are included in the total calculation. 📊 Displayed Values Green Columns → Positive daily net inflows (AUM increased). Red Columns → Negative daily net outflows (AUM decreased). Orange Line → Smoothed moving average of net flows, used to identify persistent inflow/outflow trends. Blue Line (if enabled) → Total cumulative AUM balance (sum of all historical flows). 💡 Usage Notes Works best on daily timeframe, since ETF data is typically updated once per trading day. Not all ETFs have identical data history; missing data points are automatically skipped. The indicator doesn’t represent official fund NAV or guarantee data accuracy — it visualizes TradingView’s public financial feed. You can combine this tool with price action or on-chain metrics to analyze institutional Bitcoin flows. Note: Some ETF data may not be available to all users depending on their TradingView data subscription or market access. Missing values are automatically skipped. 🧠 Disclaimer This script is for educational and analytical purposes only. It is not financial advice, and no investment decisions should be based solely on this indicator. Data accuracy depends on TradingView’s financial data sources and exchange reporting frequency.
Pine Script®指標
由mks17提供
2
Global Risk Terminal – Multi-Asset Macro Sentiment IndicatorDescription: The Global Risk Terminal is a sophisticated macro sentiment indicator that synthesizes signals from three key cross-asset relationships to produce a single, actionable risk appetite score. It is designed to help traders and investors identify whether global markets are in a risk-on (growth-seeking) or risk-off (defensive) regime. The indicator analyzes the behavior of commodities, equities, bonds, and currencies to generate a comprehensive view of market conditions. Indicator Output: The Global Risk Terminal produces a normalized risk score ranging from -1 to +1: Positive values indicate risk-on conditions (growth assets favored) Negative values indicate risk-off conditions (safe-haven assets favored) Core Components: Growth Pulse (Copper to Gold Ratio, HG/GC) Purpose: Measures investor preference for industrial growth versus safe-haven assets. Interpretation: Rising ratio → Copper outperforming gold → Risk-on environment Falling ratio → Gold outperforming copper → Risk-off environment Flat ratio → Transitional market phase Technical Implementation: Dual moving average slope method (fast MA default 20, slow MA default 40). Positive slope = +1, negative slope = -1, flat slope = 0 Equity Rotation (Russell 2000 to S&P 500 Ratio, RTY/ES) Purpose: Tracks rotation between small-cap and large-cap equities, revealing market risk appetite. Interpretation: Rising ratio → Small-caps outperforming → Strong risk-on Falling ratio → Large-caps outperforming → Defensive positioning Technical Implementation: Dual moving average slope method (same as Growth Pulse) Flow Gauge (10-Year Treasury to US Dollar Index, ZN/DXY) Purpose: Captures liquidity conditions and cross-asset capital flows. Interpretation: Rising ratio → Treasury prices rising or USD weakening → Liquidity expansion, risk-on environment Falling ratio → Treasury prices falling or USD strengthening → Liquidity contraction, risk-off environment Technical Implementation: Dual moving average slope method Composite Risk Score Calculation: Analyze each component for trend using dual moving averages Assign signal values: +1 (risk-on), -1 (risk-off), 0 (neutral) Average the three signals: Risk Score = (Growth Pulse + Equity Rotation + Flow Gauge) / 3 Optional smoothing with exponential moving average (default 3 periods) to reduce noise Interpreting the Risk Score: +0.66 to +1.0: Full risk-on – favor cyclical sectors, small-caps, growth strategies +0.33 to +0.66: Moderate risk-on – mostly bullish environment, watch for fading momentum -0.33 to +0.33: Neutral/transition – markets in flux, signals mixed, exercise caution -0.66 to -0.33: Cautious risk-off – favor defensive sectors, reduce high-beta exposure -1.0 to -0.66: Full risk-off – strong defensive positioning, prioritize safe-haven assets How to Use the Global Risk Terminal to Frame Trades: Aligning Trades with Market Regime Risk-On (+0.33 and above): Look for buying opportunities in cyclical stocks, high-beta equities, commodities, and emerging markets. Use long entries for swing trades or intraday positions, following confirmed price action. Risk-Off (-0.33 and below): Shift focus to defensive sectors, large-cap quality stocks, U.S. Treasuries, and safe-haven currencies. Prefer short entries or reduced exposure in risky assets. Entry and Exit Framing Use the risk score as a macro filter before executing trades: Example: The risk score is +0.7 (strong risk-on). Prefer long positions in equities or commodities that are showing bullish confirmation on your regular chart. Conversely, if the risk score is -0.7 (strong risk-off), avoid aggressive longs and consider short or defensive trades. Watch for threshold crossings (+/-0.33, +/-0.66) as potential inflection points for adjusting position size, stop-loss levels, or sector rotation. Confirming Trade Decisions Combine the Global Risk Terminal with price action, volume, and trend indicators: If equities rally but the risk score is declining, this may indicate a fragile rally driven by few leaders—trade cautiously. If equities fall but the risk score is rising, consider counter-trend entries or buying dips. Risk Management and Position Sizing Strong alignment across components → increase position size and hold with wider stops Mixed or neutral signals → reduce exposure, tighten stops, or avoid new trades Defensive regimes → rotate into stable, low-volatility assets and increase cash buffer Framing Trades Across Timeframes Use the indicator as a strategic guide rather than a precise timing tool. Even without the MTF table: Daily trend alignment → Guide swing trade bias Shorter timeframe price action → Refine entry points and stop placement Example: Daily chart shows +0.6 risk score → identify high-probability long setups using intraday technical patterns (breakouts, trend continuation). Sector and Asset Rotation Risk-On: Focus on cyclical sectors (financials, industrials, materials, energy), small-caps, high-beta instruments Risk-Off: Focus on defensive sectors (utilities, consumer staples, healthcare), large-caps, safe-haven instruments Alert Integration Set alerts on the risk score to notify you when markets move from neutral to risk-on or risk-off regimes. Use these alerts to plan entries, exits, or portfolio adjustments in advance. Customization Options: Moving Average Length (5–100): Adjust sensitivity of trend detection Score Smoothing (1–10): Reduce noise or see raw risk score Visual Themes: Six preset themes (Cyber, Ocean, Sunset, Monochrome, Matrix, Custom) Display Options: Show or hide component dashboards, main header, risk level lines, gradient fill, and component signals Label Size: Tiny, Small, Normal, Large Alert Conditions: Risk score crosses above +0.66 → Strong risk-on Risk score crosses below -0.66 → Strong risk-off Risk score crosses zero → Neutral line Risk score crosses above +0.33 → Moderate risk-on Risk score crosses below -0.33 → Moderate risk-off Data Sources: HG1! – Copper Futures (COMEX) GC1! – Gold Futures (COMEX) RTY1! – Russell 2000 E-mini Futures (CME) ES1! – S&P 500 E-mini Futures (CME) ZN1! – 10-Year U.S. Treasury Note Futures (CBOT) DXY – U.S. Dollar Index (ICE) Notes and Limitations: Works best during clear macro regimes and aligned trends Use with price action, volume, and other technical tools Not a standalone trading system; serves as a macro context filter Equal weighting assumes all three components are equally important, but market conditions may vary Past performance does not guarantee future results Conclusion: The Global Risk Terminal consolidates complex cross-asset signals into a simple, actionable score that informs market regime, portfolio positioning, sector rotation, and trading decisions. Its user-friendly layout and extensive customization options make it suitable for traders of all experience levels seeking macro-driven insights. By framing trades around risk score thresholds and combining macro context with tactical execution, traders can identify higher-probability opportunities and optimize position sizing, entries, and exits across a wide range of market conditions.
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