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Debasement Trap: Real Wealth Tracker [Binet]Debasement Trap: Real Wealth Tracker - Script Description Overview A sophisticated TradingView Pine Script indicator that measures real wealth performance by adjusting nominal asset gains for monetary debasement (M2 expansion) and inflation expectations. Unlike traditional price-based indicators, this tool calculates what your investments are actually worth after accounting for purchasing power erosion. Key Features Core Metrics Real Performance - Nominal gains minus purchasing power loss Debasement Trap Detection - Identifies when assets show positive nominal returns but negative real returns Purchasing Power Decay - Tracks cumulative wealth erosion from money supply expansion Real Yield Analysis - Uses FRED data for 10-year inflation expectations vs nominal rates Monetary Regime Classification - Automatic detection of repression (negative real yields) vs tightening Advanced Analytics High Water Mark (HWM) - Peak real performance tracking with visual reference Time-To-Zero (TTZ) - Days until gains are fully eroded at current debasement pace Halflife Calculation - Years for purchasing power to decline to 50% Benchmark Comparison - Real performance vs Gold, Bitcoin, S&P 500, or custom assets Regime Shift Detection - Alerts when monetary policy regime changes Trap Severity Rating - Light/Moderate/Severe classification of debasement impact Alpha Velocity - Rate of change of real performance (momentum indicator) Data Sources FRED M2 Money Supply (WM2NS) with automatic year-over-year calculation FRED 10-Year Inflation Expectations (T10YIFR) FRED 10-Year Treasury Yield (T10YIE) Real-time benchmark pricing User Interface Compact or expanded HUD terminal (8-15 rows) Comprehensive tooltips on all metrics Color-coded risk indicators Unicode sparklines for trend visualization Data staleness monitoring AI-friendly console logging Portfolio real return analysis Long-term wealth preservation tracking Macro economic regime monitoring Inflation hedge strategy validation Asset real performance comparison Monetary policy impact assessment Purchasing power loss quantification
Pine Script®指標
由TrendMatrix_Labs提供
1
Bitcoin Relative Strength: BTC vs Any Asset [Customizable]# Bitcoin Relative Strength: BTC vs Any Asset ## 📖 Description **Compare Bitcoin's performance against ANY asset on TradingView** — S&P 500, Nasdaq, Gold, DXY, Ethereum, or any other ticker of your choice. This indicator calculates and plots the **BTC / Asset ratio**, showing how many units of the chosen comparison asset one Bitcoin is worth. A rising ratio means Bitcoin is outperforming the selected asset; a falling ratio means it is underperforming. ### 🔑 Key Features - **BTC vs Any Asset** — select any TradingView ticker as the comparison asset (SPX, NDX, GOLD, DXY, ETH, and more) - **Dual Moving Averages** — EMA / SMA / WMA / VWMA / RMA with customizable lengths to identify trend direction - **Bollinger Bands** — detect volatility compression and breakout zones on the ratio - **RSI of Ratio** — identify overbought / oversold conditions in relative strength - **Percentage Change** — adjustable lookback period (1–365 days) to quantify recent momentum - **Trend Coloring** — dynamic bullish / bearish / neutral coloring based on ratio vs MA - **Fill Zones** — optional fill between the ratio line and MA for easy visual trend spotting - **Info Table** — real-time data panel showing ratio, individual prices, % change, trend, and MA values - **Built-in Alerts** — MA crossovers, Golden / Death crosses, Bollinger breakouts, and RSI extremes - **Fully Customizable** — colors, line widths, transparency, table position, text size, and more ### 📊 How to Use 1. **Add the indicator** to any chart. 2. Open **Settings → Data Sources** and choose your preferred Bitcoin ticker (e.g., BINANCE:BTCUSD) and comparison asset (e.g., SP:SPX, TVC:GOLD, FOREXCOM:DXY). 3. Enable optional overlays: Moving Averages, Bollinger Bands, RSI, or the Info Table. 4. Set alerts for key events like MA crossovers or Bollinger breakouts. ### 💡 Interpretation | Ratio Direction | Meaning | |---|---| | 📈 Rising | Bitcoin outperforms the comparison asset | | 📉 Falling | Bitcoin underperforms the comparison asset | | ▲ Above MA | Bullish relative trend | | ▼ Below MA | Bearish relative trend | | Golden Cross (MA1 × MA2) | Long-term bullish shift | | Death Cross (MA1 × MA2) | Long-term bearish shift | ### ⚠️ Disclaimer This indicator is for **educational and informational purposes only**. It does not constitute financial advice. Always do your own research before making investment decisions. **Indicator by:** iCD_creator **Version:** 1.0 **Pine Script™ Version:** 6 --- Updates & Support For questions, suggestions, or bug reports, please comment below or message the author. **Like this indicator? Leave a 👍 and share your feedback!** --- **#Bitcoin #BTC #RelativeStrength #BTCRatio #BTCvsSPX #BTCvsGold #BTCvsDXY #BTCvsETH #CryptoAnalysis #TechnicalAnalysis #TradingView #PineScript #Cryptocurrency #BitcoinDominance #CryptoIndicator #BTCStrength #MacroAnalysis #RatioChart #BitcoinVs #IntermarketAnalysis #CryptoTrading #BTCTrend #BTCSentiment #BitcoinPerformance #AltcoinRatio**
Pine Script®指標
由iCD_creator提供
FCPO Monthly News DayFCPO Monthly News Day Smart visual guide for key palm oil data releases This indicator is specifically designed for FCPO traders who want to stay prepared for important palm oil industry report dates. It automatically plots vertical lines on: • 5th – SPPOMA • 10th – MPOB, SPPOMA, AMPSPEC, ITS • 15th – SPPOMA, AMPSPEC, ITS • 20th – SPPOMA, AMPSPEC, ITS • 25th – SPPOMA, AMPSPEC, ITS • End of Month – SPPOMA, AMPSPEC, ITS All lines are displayed at 10:30 AM Malaysia time. Key Features ✅ Automatically shifts if the date falls on Saturday/Sunday ✅ Holiday-safe – if it falls on a public holiday, the line appears on the next trading day ✅ Upcoming line (default red) to highlight the next scheduled event ✅ Custom color and style for both event and upcoming lines ✅ Custom labels for each date ✅ Lightweight and clean – optimized for intraday FCPO trading Why This Indicator Matters FCPO traders know that: • MPOB data can shift monthly bias • SPPOMA / AMPSPEC / ITS export surveys can impact short-term momentum This indicator helps you: • Anticipate volatility • Align your setups with news flow • Avoid blind trading on major data days • Plan entries around liquidity events Built specifically for the Malaysian market (Asia/Kuala_Lumpur timezone).
Pine Script®指標
由ElyasAmirCFTE提供
2
Institutional Value Relocation VerdictSummary in one paragraph Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities, liquid crypto • Timeframes. One minute to daily • Default demo used in the publication. NQ1! on 15 minute • Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection • Limits. This is an indicator. It does not place orders and does not simulate fills Originality and usefulness This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached. • Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary • What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating • Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears • Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols • Protected scripts. Public open source, implementation visible Method overview in plain language Base measures • Range basis. True Range smoothed with ATR over ATR length • Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone Components • Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels • Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently • Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty • Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus • Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges • Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue Fusion rule • Two separate scores are maintained during a probe: Acceptance score and Rejection risk • During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk • Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table Signal rule • ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive • ACC Down is symmetric for probes below the boundary • REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold • REJ Down is symmetric for probes below the boundary • WAIT shows when no probe is active or when neither side has a clear edge What you will see on the chart • Active boundary line. Thick line at the frozen probe boundary • Value zone. Optional VWAP band fill and optional VWAP lines for context • Probe band. Optional thin band around the boundary equal to the outside buffer • Break VWAP. Optional line during the probe that shows break anchored VWAP • Markers. ACC and REJ markers on the bar where the model resolves • Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only • Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers Table fields and quick reading guide • Decision. Lean ACC, Lean REJ, or Wait • State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session • Regime. Trend Up, Trend Down, or Range • ACC Score. 0 to 100 plus a bar gauge • REJ Risk. 0 to 100 plus a bar gauge • Boundary. Frozen boundary price during the probe • Value VWAP. Session anchored VWAP price • Outside. Closes outside count versus Accept min closes outside • Delta. ACC Score minus REJ Risk, used to express separation • Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar. Inputs with guidance Setup • Theme. Dark or Light. Matches chart background for readability • Preset. Minimal, Standard, Pro. Minimal is the clean chart default • Session and Require session. Typical use is ON for index futures and intraday equity sessions • Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes • Max probe bars. Typical range 20 to 120. Lower avoids stale probes • Decision delta. Typical range 10 to 25. Higher demands more separation before leaning Levels • Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom • Opening range minutes. Typical 15 to 60 on intraday charts • Break trigger. Close is more conservative. Wick is earlier but noisier • VWAP band width ATR. Typical 0.5 to 1.5 • Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower Scoring • Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside • Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations • Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion • Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction • Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary • Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding • Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance • Accept score threshold. Typical 60 to 85 • Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries • Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance Rejection scoring • Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure • Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure • RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8 • Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50 • Reject score threshold. Typical 60 to 85 Context • Context timeframe. Typical 15, 30, or 60 minutes for intraday • Context EMA length. Typical 34 to 100 • VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15 • Bias scores by regime. ON by default. Turn OFF if you want pure probe math only UI • Show signals, probe band, value fill, value lines, signal labels • Table position and table size Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF Usage recipes Intraday trend focus • Preset Standard • Context timeframe 30 • Bias scores by regime ON • Accept score threshold 75 • Reject score threshold 80 • Break trigger Close • Decision delta 20 Intraday mean reversion focus • Preset Standard • Mode Prev Day HL or Opening Range • Bias scores by regime ON • Reject max closes outside 3 • Reject min sweep 0.35 and snapback 0.20 • Reject score threshold 70 • Decision delta 15 Swing continuation • Timeframe 60 minutes to 4 hours • Context timeframe 1 day • Increase Accept min closes outside and Accept confirm bars • Increase Max probe bars • Use Close trigger • Raise Decision delta Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • No certainty about the future • Intrabar motion reminder. Shapes can move while a bar forms and settle on close • Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks Honest limitations and failure modes • Economic releases and thin liquidity can invalidate sweep and relocation behavior • Gap heavy symbols can distort intrabar probe stats on small timeframes • Very quiet regimes reduce score separation. Consider longer windows or higher thresholds • Session windows use the exchange time of the chart • Custom mode requires valid upper and lower values or the script will wait Open source reuse and credits • None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script®指標
由exlux提供
Quarterly Earnings + Sector📊 Quarterly Earnings + Sector This indicator displays key fundamental performance metrics directly on your chart, combining earnings, revenue growth, and company classification in one clean table. It is designed for traders and investors who want to quickly evaluate quarterly performance without leaving the price chart. 🔎 What It Shows Quarterly or Yearly EPS (Diluted) Total Revenue (Sales) % Change (YoY for FY / QoQ-style comparison for FQ) Free Float (Cr) or Market Cap (Cr) — selectable Sector Name (automatically detected from symbol data) Historical view of multiple previous quarters ⚙ Features 📅 Switch between FQ (Quarterly) and FY (Yearly) data 🎯 Adjustable lookback (display multiple past periods) 🌙 Dark Mode support 🚦 Mini Mode with traffic-light visual signals 📊 Clean, non-intrusive table layout 📌 Auto-updates with TradingView fundamental data 🧠 How It Helps This tool allows you to: Quickly spot accelerating or decelerating earnings Compare revenue growth trends Identify sector positioning Assess company size via Free Float or Market Cap Combine fundamental strength with technical setups Ideal for: Growth traders Position traders Long-term investors Earnings momentum strategies ℹ Notes Data is sourced from TradingView fundamentals. % Change compares current value with prior comparable period. Some symbols may have limited fundamental history. For informational and educational purposes only — not financial advice.
Pine Script®指標
由nitingulati195提供
Entry Filter v2.2[CaptainJack]进场筛选器v2.2 Multi-timeframe entry filter with trend analysis. Features adaptive volatility adjustment, momentum filtering, and range detection. Displays 4-period trend lines, 15-minute control line, and trend background. Generates buy, cautious buy, sell, and take-profit signals with crossover alerts. Includes golden/death cross markers and trend confirmation. Ideal for both high and low frequency trading with customizable parameters.
Pine Script®指標
由captain_jack0159提供
Session High/Low + Session OpenSession High/Low + Session Open This indicator tracks the Asia, London, and New York trading sessions using Eastern Time and provides clear structural reference levels for intraday trading. What It Does 1. Session High & Low Tracking During each session, the script monitors price in real time. It records the highest high and lowest low made within that session. When the session ends, it prints a small horizontal “tick” at: The final session high The final session low Each session uses a different color: Asia → Yellow London → Red New York → Green These ticks mark important liquidity levels that institutions often target in later sessions. 2. Market Open Vertical Lines (Toggleable) Optional infinite vertical lines mark the exact open of each session. Each session open matches its session color. These lines extend infinitely up and down for clear time-based structure. All session opens can be toggled individually or as a group. 3. Timezone All sessions are calculated using Eastern Time (New York time) to ensure accurate alignment with global market structure. 4. Scale & Chart Compatibility The indicator is designed to anchor directly to price so levels stay fixed to candles regardless of zooming, dragging, or scaling. For Best Experience For proper alignment and clean structure: Pin the indicator to the same price scale as your candles (usually the right scale). Avoid using multiple separate scales on the chart. Use standard candles (not synthetic types like Heikin Ashi) for accurate session highs/lows. Best used on intraday timeframes (1m–15m) for precision session analysis. Keep your chart clean — these levels are meant to highlight liquidity, not clutter the screen.
Pine Script®指標
由alexm170611提供
Dollar Ladder Rulerutomatically draws clean horizontal dollar-based price levels around the current price to highlight key psychological support and resistance zones. Designed for intraday traders, scalpers, and options traders (SPY / QQQ / high-liquidity stocks) who trade around whole and half-dollar magnets. Levels update dynamically as price moves — no manual drawing needed. Level hierarchy • $0.50 → thin white dashed • $1.00 → thin white solid • $2.50 → yellow dashed • $5.00 → thick yellow • $10.00 → thicker yellow • $50.00 → thickest possible (major macro level) Higher increments stand out visually so you can instantly spot: reaction zones bounce/rejection areas breakout levels scalp targets Best for • 1m–5m charts • SPY / QQQ / large caps • 0DTE & day trading • price action + structure trading Settings Range Above/Below ($) Controls how many levels are displayed around current price. Tip: 10–15 → tight scalping view 20–30 → broader intraday view
Pine Script®指標
由myttthew提供
Dollar Ladder RulerAn automatic horizontal price ladder overlay that draws clean, evenly spaced dollar levels around the current price to highlight psychological support/resistance zones and common reaction areas. Built specifically for intraday traders, scalpers, and options traders (SPY / QQQ / large caps) who rely on whole/half dollar magnets and key dollar increments. No manual drawing required — levels update automatically as price moves. Level hierarchy • $0.50 → thin white dashed • $1.00 → thin white solid • $2.50 → yellow dashed • $5.00 → thick yellow • $10.00 → thicker yellow • $50.00 → thickest possible (major macro level) Higher increments visually stand out more so you instantly see: major reaction zones bounce/rejection areas breakout magnets key scalping targets Why this helps • Highlights psychological whole/half dollar behavior • Cleaner than manually drawing lines • Great for 1m–5m charts • Perfect for 0DTE / day trading • Automatically centers around current price • Lightweight and fast Settings Range Above/Below Price ($) Controls how many levels are displayed around price.
Pine Script®指標
由myttthew提供
1. 10 Years + Corona1) Covid Marker (10-Year Lookback) A clean visual lookback tool that highlights the most relevant 10-year window on the chart and marks the Covid period as a reference point. Built for orientation and consistent historical context. Features Visual 10-year lookback window Covid period marker/reference Visual only — no trade signals How to use Add it to any chart Use it as the fixed historical reference window for analysis Note Not a buy/sell indicator — context only.
Pine Script®指標
由Emotionless-Edge提供
SentinelIndexOverview The Sentinelindex is a comprehensive risk-assessment tool designed to expose the divergence between market price action and underlying macroeconomic reality. While the S&P 500 might print new highs, the Sentinelindex looks beneath the surface to see if the move is backed by liquidity, economic stability, and institutional conviction. This indicator aggregates three non-correlated pillars of market health into a single, easy-to-read 0-100 normalized score. The Three Pillars of the Sentinel Score Liquidity (M2 Money Supply YoY): Markets run on fuel, and that fuel is money. By tracking the Year-over-Year change in the M2 Money Supply (via FRED data), the indicator penalizes the score when liquidity is contracting or stagnating, signaling a "dry" environment where rallies are harder to sustain. Economic Clock (Yield Curve 10Y-2Y): The 10Y-2Y spread is the most reliable recession predictor in history. However, the real danger isn't just inversion—it's de-inversion. This script specifically monitors the critical phase where the curve returns to positive territory (0 to 1.0), a zone historically associated with market pivots and economic shifts. The Shadow (Insider Sell/Buy Ratio): The ultimate "Smart Money" signal. This component tracks the behavior of corporate insiders (CEOs, CFOs). When those with the most information are selling into a rally at a high ratio, the Sentinel Score spikes, revealing a "Distribution Phase" that retail traders often miss. How to Interpret the Score 0 - 40 (Green): Healthy Accumulation. High liquidity, stable macro, and calm insiders. The trend is likely supported by fundamentals. 40 - 75 (Orange): Tactical Caution. Divergences are forming. Liquidity is tightening or the Yield Curve is shifting. The ice is getting thinner. 75 - 100 (Red): Distribution Alert. Maximum risk. While prices may be high, the "Smart Money Shadow" indicates institutional exiting and macro headwinds. Capital protection becomes the priority. Instructions for Users Manual Input: Due to the proprietary nature of aggregate Insider Trading data, the Insider Sell/Buy Ratio must be updated manually once a week (typically every Monday) in the script settings. We recommend using a 1-week aggregate ratio from reliable sources like OpenInsider. Data Source: This indicator automatically fetches real-time data from the Federal Reserve (FRED). Ensure your TradingView account has access to FRED symbols (default for most users). Best Timeframes: Daily (D) or Weekly (W) for high-level macro analysis.
Pine Script®指標
由luigiloconsole72提供
Earnings Move & Volatility RadarEarnings Move & Volatility Radar: an overlay indicator for analyzing **earnings events**, designed to quickly quantify and visualize a stock’s typical reaction on the **first trading day after earnings (E+1)** and the **second trading day (E+2)**—including typical move size, up/down odds, extremes, and where your chosen thresholds sit inside the historical distribution. The script automatically detects earnings events using TradingView earnings data and annotates key reaction points on the chart to support review, backtesting, and risk framing. **Chart Annotations** - **PreMkt label**: Overnight/premarket gap from **earnings-day close → E+1 open** (direction-colored). - **E+1 label**: **E+1 close vs earnings-day close** percent move, with date for quick per-event review. - **E+2 label**: **E+2 close vs E+1 close** percent move to judge continuation vs reversal. **Statistics Table Fields** **Observations (Xm)** - The number of earnings events included within your lookback window (X months). This is the sample size used for all stats. **E+1 Close-Day Stats (E+1 close vs earnings-day close)** - **Max move**: The largest E+1 close-to-close change (%) observed (biggest first-day reaction up). - **Min move**: The smallest E+1 close-to-close change (%) observed (worst first-day reaction down). - **Up frequency**: % of events where the E+1 close change is > 0. - **Down frequency**: % of events where the E+1 close change is < 0. - **Avg up move**: Average E+1 close change (%) considering only up outcomes. - **Avg down move**: Average E+1 close change (%) considering only down outcomes. - **Percentile @ %**: Places your threshold inside the historical same-direction distribution. - For upside thresholds: % of E+1 up moves that are <= the threshold. - For downside thresholds: % of E+1 down moves whose absolute size is smaller than |threshold|. Answers: “How common is a move at/under this level (in this direction)?” - **Rank @ %**: A 0–100 linear position of your threshold between the historical min and max (same-direction set). Answers: “Is this threshold closer to the historical low end or high end?” **E+1 vs SPY** - **RelVol avg**: Average Relative Volatility multiple on E+1, computed as `|stock E+1 return| / |SPY return|` for the same session. - **RelVol > 10x**: % of events where RelVol exceeds the chosen multiple (default 10x). - **RelVol max**: Maximum RelVol observed. - **RelVol min**: Minimum RelVol observed. - **β_normal(60) avg**: Average “normal beta” across earnings events—each event samples the **60-session rolling beta** snapshot at the **earnings-day close** (pre-reaction baseline), then averages across all events. Formula: `β = Cov(R_stock, R_SPY) / Var(R_SPY)`, where `R` is the close-to-close return. - **β_imp_gap_abs(E+1) avg**: Average “implied gap strength (absolute)” across earnings events—computed per event as: `β_imp_gap_abs(E+1) = |Gap_stock| / |Gap_SPY|`, where `Gap = Open(E+1) / Close(EarningsDay) − 1`. To prevent extreme inflation when the benchmark overnight gap is near zero, an event is excluded (set to N/A) unless `|Gap_SPY|` is at least the configured minimum: **“Min benchmark gap abs for β_imp (%, E+1)”**. **E+2 Follow-Through Stats (E+2 close vs E+1 close)** - **Max move**: Largest E+2 close-to-close change (%) observed. - **Min move**: Smallest E+2 close-to-close change (%) observed. - **Up frequency**: % of events where E+2 change is > 0. - **Down frequency**: % of events where E+2 change is < 0. - **Avg up move**: Average E+2 change (%) considering only up outcomes. - **Avg down move**: Average E+2 change (%) considering only down outcomes. - **Percentile @ %**: Same concept as E+1, applied to the E+2 distribution. - **Rank @ %**: Same concept as E+1, applied to the E+2 distribution. Disclaimer: For educational and analytical purposes only. Not financial advice. ---------------------------------------------------------------------------------------------- Earnings Move & Volatility Radar：是一款用于“财报事件”分析的图表叠加指标，核心目标是快速量化并可视化：个股在财报发布后第 1 个交易日（E+1）与第 2 个交易日（E+2）的典型波动幅度、上涨/下跌概率、极值区间，以及你设定的阈值在历史分布中的位置。指标会基于 TradingView 的财报数据自动识别财报事件，并在图表上标注关键反应节点，帮助你回测与复盘“财报后走势规律”、评估预期波动与尾部风险、制定更合理的交易/风控参数。 图表标注说明 - PreMkt 标签：显示财报日收盘 → 下一交易日开盘（E+1 open）的跳空幅度（盘前/隔夜反应），用红绿区分方向。 - E+1 标签：显示 E+1 收盘相对财报日收盘的涨跌幅，并附带日期，便于逐次复盘首日反应。 - E+2 标签：显示 E+2 收盘相对 E+1 收盘的涨跌幅，用于观察第二天是否延续或反转。 统计表（Statistics table）字段说明 Observations (Xm) - 统计样本数：在你设置的回看窗口（X 个月）内、被纳入统计的财报事件数量。这个数值就是所有统计结果的样本基数。 E+1 Close-Day Stats（E+1：收盘相对财报日收盘） - Max move：样本中 E+1 最大涨幅（%），代表最强的首日正向反应。 - Min move：样本中 E+1 最大跌幅（%），代表最强的首日负向反应/尾部风险。 - Up frequency：E+1 收涨（>0）的占比，告诉你首日更常收红还是收绿。 - Down frequency：E+1 收跌（<0）的占比。 - Avg up move：仅统计 E+1 收涨样本的平均涨幅（%），反映“涨的时候通常能涨多少”。 - Avg down move：仅统计 E+1 收跌样本的平均跌幅（%），反映“跌的时候通常能跌多少”。 - Percentile @ %：把你设置的 E+1 阈值放进历史同向分布里看“常见程度”。 - 若阈值为正：统计 E+1 上涨样本中，涨幅 ≤ 该阈值的比例。 - 若阈值为负：统计 E+1 下跌样本中，跌幅绝对值 < |该阈值| 的比例。 用于回答：这个目标幅度在历史上“有多常见/多罕见”。 - Rank @ %：把阈值映射到历史最小—最大区间中的 0–100 位置（同向集合），更直观地看阈值处于“偏低/中等/偏极端”。 E+1 vs SPY（E+1 相对大盘的对比） - RelVol avg：E+1 的相对波动均值（倍数），计算为 |个股 E+1 涨跌幅| / |SPY 同期涨跌幅|。 用于判断：财报后首日反应通常是“远强于大盘”还是“与大盘差不多”。 - RelVol > 10x：RelVol 超过 10 倍（默认阈值）的事件占比。 用于衡量：出现“相对大盘异常放大波动”的频率有多高。 - RelVol max：样本中最大 RelVol（最极端的相对放大波动）。 - RelVol min：样本中最小 RelVol（最弱的相对波动）。 - β_normal(60) avg：样本期内“常态 Beta”的平均值——对每一次财报事件，取财报反应发生前（财报日收盘时点）的 60 根滚动 Beta 快照，再对所有事件求平均。 计算公式：β = Cov(R_stock, R_SPY) / Var(R_SPY)，其中 R 为日收盘到收盘收益率。 - β_imp_gap_abs(E+1) avg：样本期内“隔夜跳空隐含强度（绝对值口径）”的平均值——对每一次财报事件，按隔夜跳空幅度计算： β_imp_gap_abs(E+1) = |Gap_stock| / |Gap_SPY|， 其中 Gap = Open(E+1) / Close(财报日) − 1，然后对所有事件求平均。 为避免大盘隔夜跳空过小（分母接近 0）导致数值被极端放大，当 |Gap_SPY| 小于你设置的最小阈值时，该次事件会被剔除（记为 N/A，不参与平均）。 E+2 Follow-Through Stats（E+2：收盘相对 E+1 收盘） - Max move：样本中 E+2 最大涨幅（%），代表最强的第二天延续。 - Min move：样本中 E+2 最大跌幅（%），代表最强的第二天回撤/反转风险。 - Up frequency：E+2 收涨（>0）的占比。 - Down frequency：E+2 收跌（<0）的占比。 - Avg up move：仅统计 E+2 收涨样本的平均涨幅（%）。 - Avg down move：仅统计 E+2 收跌样本的平均跌幅（%）。 - Percentile @ %：同 E+1 的逻辑，但基于 E+2 的历史分布，用来衡量你设定的 E+2 目标幅度在历史上是否常见。 - Rank @ %：同 E+1 的逻辑，但应用于 E+2。 免责声明：本指标仅用于学习与分析，不构成任何投资建议。
Pine Script®指標
由k2jysy提供
Saisonalitaeten Index by BullruntradingThis indicator visualizes historical seasonality patterns over a customizable time range. It displays how each month has performed historically, allowing traders to quickly identify recurring seasonal tendencies. The heatmap shows: Monthly performance by year within the selected starting period Average monthly return across the visible time span Live performance of the current month, updated in real time Standard deviation, indicating the volatility of each month Positive occurrence percentage (Pos%), showing how often a month closed positive within the analyzed period The color intensity reflects the strength of the monthly performance, making strong seasonal trends immediately visible. This tool helps traders identify statistically favorable months, assess consistency, and compare current market behavior to historical seasonal patterns.
Pine Script®指標
由madizzon1提供
SyCryptoPro SignalWhy SyCryptoPro Signal? Zero Noise, Pure Signal: Integrated RSI, BB, and Pivot Divergence logic filtered by proprietary re-entry pauses. You don't get signals; you get confirmed entries. Automation-Ready: Engineered for WonderTrade, 3Commas, and Finandy. Our "Smart Alert Engine" delivers instantaneous, single-bar closing alerts to your bot via Webhooks. Non-Repaint Reliability: Every signal is locked on bar close. What you see on the chart is what your bot executes. Period. Multi-Timeframe Dominance: From 5m scalp-hunting to Daily trend-following, the logic scales with the market volatility. -The Rules of Engagement Strict Filtering: No signal is generated unless the RSI, Momentum, and Volatility align. We don't trade often; we trade right. Anti-Choppiness Logic: Built-in "Wait Opposite" and "Re-entry Pause" prevent you from getting liquidated in sideways markets. -LEASE ONLY – FOR THE SERIOUS 1% This engine is not for sale. The code is proprietary, the logic is elite, and access is restricted. We don't sell the "Golden Goose"—we only rent out the eggs. Are you ready to stop guessing and start executing?
Pine Script®指標
由Sinanzy提供
3
Trading Sessions with High/Low LevelsTrading Sessions with High/Low Levels A comprehensive Pine Script indicator for TradingView that provides visual background coloring for major trading sessions along with dynamic high/low level tracking and labeling. Overview This advanced indicator combines session background highlighting with precise high/low level detection for each trading session. It tracks and displays the highest and lowest price levels reached during Asia, London, and USA trading sessions, with customizable visual elements including lines, labels, and background colors. Features Three Major Trading Sessions : Asia, London, and USA sessions with default time ranges. High/Low Level Tracking : Automatic detection and display of session highs and lows. Dynamic Line Drawing : Horizontal lines marking key levels with customizable styling. Price Labels : Optional labels showing exact high/low values. Session Background Colors : Customizable background highlighting for active sessions. Historical Session Display : View multiple previous sessions simultaneously. Current Day Filter : Option to display only today's sessions. Line Extension Control : Choose between session-bound or current bar extension. Timezone Adjustment : Built-in UTC offset adjustment for local timezone compatibility. Comprehensive Customization : Individual control over colors, styles, and visibility for each session. Configuration Options Session-Specific Settings: Each trading session includes the following configurable parameters: Background Options: Show session background : Toggle to enable/disable background coloring. Session background color : Background color with transparency control. Session Definition: Name : Custom label for the session. Session time : Time range in HHMM-HHMM format. Line Options: Show High/Low lines : Toggle to enable/disable level lines. Line/Label color : Color for both lines and labels. Line width : Thickness of the lines (1-5 pixels). Line style : Choose between Solid, Dashed, or Dotted lines. Label Options: Show High/Low labels : Toggle to enable/disable price labels. Label text color : Text color for price labels. Label size : Choose between Tiny, Small, Normal, or Large. High/Low Lines Options Number of sessions to show lines : Display 1-21 previous sessions (ignored when current day filter is active). Only show current day sessions : Filter to display only today's sessions. Extend lines to current bar : Choose between session-bound lines or extension to current price action. Global Options UTC Time Zone Adjustment : Offset value (-12 to +14) to match your local timezone. Timezone Configuration The indicator uses a custom UTC offset system. To configure for your timezone: Examples: New York (EST) : Set UTC offset to `-5` (or `-4` during DST). London (GMT) : Set UTC offset to `0` (or `+1` during BST). Tokyo (JST) : Set UTC offset to `+9`. Sydney (AEST) : Set UTC offset to `+10` (or `+11` during AEDT). Key Functionality Session Tracking Real-time Detection : Automatically identifies session start/end times. High/Low Calculation : Tracks extreme values throughout each session. Historical Storage : Maintains chronological record of completed sessions. Visual Elements Background Coloring : Independent control for each session's background. Horizontal Lines : Precise level marking with customizable styling. Price Labels : Centered labels showing exact high/low values. Line Management : Automatic cleanup of old visual elements. Display Modes Historical View : Show multiple previous sessions for pattern analysis. Current Day Focus : Filter to display only today's activity. Line Extension : Choose between session-specific or current bar alignment. Limitations Intraday Only : The indicator will display an error on daily, weekly, or monthly timeframes. Session Overlap : Multiple sessions may overlap, with colors and lines layering based on execution order. Maximum of three sessions : Currently supports three configurable sessions. Line Limit : Maximum of 500 lines enforced by TradingView platform.
Pine Script®指標
由Devilquest提供
NSE Momentum Sessions (IST)📊 NSE Momentum Sessions – Intraday Levels & Targets (IST) This indicator is specially designed for the Indian stock market (NSE) to help intraday traders identify high-probability momentum zones and key price levels during the most active trading sessions. It automatically tracks Morning Momentum and Power Hour, plots session-based levels, and extends them as intraday targets for the rest of the day. ⏰ Sessions Covered (IST) Morning Momentum: 9:15 AM – 10:30 AM Power Hour: 2:20 PM – 3:30 PM These are the time windows where maximum volume, liquidity & breakouts usually happen. 🔑 What This Indicator Does ✅ Session Boxes Highlights both sessions using colored boxes Box automatically adjusts to session High & Low Helps visually identify consolidation & expansion zones ✅ Key Levels (Auto-Plotted) For each session, the indicator plots: Open High Low Close Average Price ✅ Intraday Target Levels After session ends, all levels extend to the right These act as support, resistance & intraday targets Perfect for breakout, retest & reversal trades ✅ Previous Day Levels (Optional) Option to keep or hide last day’s levels Previous day levels are shown in a faded + thin style Today’s levels remain bright & bold Makes it very easy to distinguish today vs yesterday ✅ Adjustable Level Offset Move all levels up or down Offset in ticks and points Useful for: Slippage buffer Option selling zones Aggressive / conservative entries ✅ Smart Labels at Session Low Clean label placed at session LOW Shows: Session name Range (points & ticks) Average price OHLC values ⚙️ Customisation Options Show / hide session boxes Show / hide levels Control previous day visibility Adjust fade intensity of last day levels Control line thickness (today vs previous day) Level offset (up/down) 📈 Best Use Cases NIFTY / BANKNIFTY / FINNIFTY Intraday stocks Breakout trading Liquidity sweep setups Range expansion days Support–Resistance based entries ⚠️ Important Notes Works on intraday timeframes only Best used with price action & volume Not a buy/sell signal indicator 💡 Tip Use Morning session High/Low as the main bias levels and Power Hour levels for late-day moves or reversals.
Pine Script®指標
由dasharjit15提供
COT Matrix by BullruntradingCOT Index – Commercials vs Specs (with Extremes Zones) This indicator visualizes the COT Index (Commitment of Traders Index) for three participant groups: Commercials (Producers / Hedgers) Large Speculators (Non-Commercials) Small Speculators (Non-Reportables) The COT Index is calculated as a percentile value from 0% to 100% over a rolling lookback window (Number of weeks). It shows where the current net position sits relative to its historical range: 100% = net position is at the top of the lookback range (extreme) 0% = net position is at the bottom of the lookback range (extreme) How it works Net positions are calculated from the COT data: Net = Long positions − Short positions The indicator converts the net positions into an index: It finds the lowest and highest net position over the selected lookback period. It scales the current net position into 0–100%. Two horizontal thresholds define “extreme zones”: Upper Threshold (default 80%) Lower Threshold (default 20%) Background zones (Extremes) If enabled, the script highlights: Above the Upper Threshold → green background Below the Lower Threshold → red background You can fully customize the zone colors and transparency. Labels (Right side) The indicator can show clean right-side labels for: Commercials Large Specs Small Specs These labels are positioned slightly to the right (configurable via Label offset) and do not cover the lines. ✅ Important: Labels remain visible even if “Hide the current week” is enabled. Settings you can customize Lookback period (Number of weeks) Upper / lower thresholds Which groups to display (Commercials / Large / Small) Line colors Threshold line colors Zone colors + zone transparency Label texts + label offset Typical interpretation (general guidance) Values near 80–100% can indicate a high/extreme positioning relative to the lookback range. Values near 0–20% can indicate a low/extreme positioning. This does not automatically mean “buy” or “sell” — it simply highlights positioning extremes that many traders use as context alongside price structure, macro, and sentiment.
Pine Script®指標
由madizzon1提供
SPP PRO Wyckoff Institutional Engine v4.0Dear User, Quick Start guide Step 1: Install the Indicator 1. Open TradingView and navigate to the Pine Script editor (bottom panel). 2. Click “Open” > “New blank indicator” to clear the editor. 3. Delete all existing code and paste the entire Wyckoff Institutional Engine v4.0 script. 4. Click “Add to chart”. The indicator will compile and appear on your chart. Step 2: Read the Dashboard Once loaded, you will see a dark-themed dashboard in the top-right corner of your chart. This is your command centre. Focus on these key readings: Dashboard Row What It Tells You Action PATTERN Whether the market is in Accumulation, Distribution, or Neutral Determines your directional bias PHASE Current Wyckoff phase (A through E) Tells you where you are in the cycle CONFIDENCE Overall signal quality score (0–100%) Only trade above your minimum threshold P(ACC) / P(DIST) Bayesian probability of accumulation vs distribution Confirms or contradicts the pattern read COMPOSITE Institutional money flow direction (0–100) Above 60 = institutional buying, below 40 = selling Step 3: Watch for Event Labels When the engine detects a Wyckoff event (Spring, SOS, UTAD, etc.), a colour-coded label appears directly on the chart with the event name and its confidence percentage. Green labels are bullish events; red labels are bearish events. The label size scales with confidence: larger labels indicate higher-conviction signals. Step 4: Set Your First Alert 1. Right-click the indicator name on your chart and select “Add alert on Wyckoff Institutional Engine v4.0”. 2. In the Condition dropdown, select “High Quality Signal” (fires when signal quality exceeds 80%). 3. Choose your notification method (popup, email, push notification, or webhook). 4. Set the alert name to something descriptive like “Wyckoff HQ Signal – BTCUSD” and click Create. Quick Start Tip Start with the default settings. The indicator is calibrated for daily charts. For intraday use, reduce the Range Detection Period to 30 and increase Detection Sensitivity to 1.3. How the Indicator Works Wyckoff Phase Detection Engine The core of the indicator is a finite state machine that tracks the progression of Wyckoff schematic events. The engine maintains persistent state across bars, recording the current phase, trading range boundaries (support and resistance), and the count of confirmed events. Accumulation Schematic Phase Key Events What Happens Detection Criteria A: Stopping SC (Selling Climax), AR (Automatic Rally) Downtrend halts with climactic volume and a sharp counter-rally Ultra-high volume + wide spread + close near lows in downtrend; followed by strong bullish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates within the trading range, building a cause for the future move Return to SC area on reduced volume with lower wick > body C: Spring/Test Spring, Shakeout, Test Price briefly penetrates support to shake out weak hands, then recovers Price breaks below range support then closes back above it on moderate volume; close strength > 0.5 D: Markup Begins SOS (Sign of Strength), LPS (Last Point of Support) Demand overwhelms supply with strong moves up on volume; pullbacks hold on declining volume Bullish bar + high volume + close above EMA20 + close strength > 0.7 + composite score > 55 E: Breakout JAC (Jump Across Creek) Decisive break above the trading range on strong volume Close above range high + bullish bar + high volume + close strength > 0.7 Distribution Schematic Phase Key Events What Happens Detection Criteria A: Stopping BC (Buying Climax), AR (Automatic Reaction) Uptrend halts with climactic volume and a sharp sell-off Ultra-high volume + wide spread + close near highs in uptrend; followed by bearish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates near the high, institutional selling absorbs demand Return to BC area on reduced volume with upper wick > body C: UTAD UTAD (Upthrust After Distribution) Price briefly penetrates resistance to trap breakout buyers, then reverses Price breaks above range high then closes below it on moderate volume; close strength < 0.5 D: Markdown Begins SOW (Sign of Weakness), LPSY (Last Point of Supply) Supply overwhelms demand with strong moves down on volume; rallies fail on declining volume Bearish bar + high volume + close below EMA20 + close strength < 0.3 + composite score < 45 E: Breakdown ICE Break Decisive break below the trading range on strong volume Close below range low + bearish bar + high volume + close strength < 0.3 Phase Reset Logic If price moves more than 3x ATR beyond the trading range while still in Phases A–C, the state machine resets to prevent stale phase readings. Phases D and E are not reset as these represent confirmed markup/markdown. 3.2 Volume Spread Analysis (VSA) The VSA layer classifies every bar according to the Tom Williams methodology, reading the relationship between volume, spread (high minus low), and close position to identify institutional activity that is invisible on price-only charts. Bar Classifications Signal Volume Spread Close Position Interpretation Stopping Volume High Any Lower wick > body, pos < 30% Institutions absorbing supply near lows No Demand Low Narrow Bullish, pos > 50% Rally lacks institutional participation No Supply Low Narrow Bearish, pos < 50% Decline lacks institutional selling Selling Climax Bar Ultra-high Wide Bearish, pos < 20% Panic selling; potential exhaustion Buying Climax Bar Ultra-high Wide Bullish, pos > 80% Euphoric buying; potential exhaustion Test Bar Low Narrow pos < 30%, lower wick > upper Successful test of prior supply area Upthrust Bar High — Upper wick > 1.5x body, pos > 70% Failed breakout attempt; supply entering Absorption High effort, low result Narrow EVR < 0.5 Large orders being absorbed without moving price Effort vs Result (EVR) The EVR ratio divides the result (spread ratio) by the effort (volume ratio). A value below 0.5 with high volume indicates absorption: large institutional orders are being filled without moving the price, a hallmark of accumulation or distribution. A value above 2.0 with low volume indicates ease of movement: price is moving freely, suggesting markup or markdown has begun. 3.3 Smart Money Composite Operator The Composite Operator score synthesises six institutional flow indicators into a single 0–100 reading that profiles the direction and intensity of institutional money flow. Component Weight What It Measures Bullish Reading Chaikin Money Flow (CMF) 25% Volume-weighted buying/selling pressure over 20 bars CMF > 0 (positive flow) Cumulative Delta 20% Net buying vs selling volume (tick-level proxy) Delta above its 20-bar MA On-Balance Volume (OBV) 15% Cumulative volume flow direction OBV above its 20-bar MA Accumulation/Distribution Line 15% Money flow persistence A/D above its 20-bar MA VSA Signal 15% Current bar’s VSA classification Stopping volume, no supply, or test bar Money Flow Index (MFI) 10% Volume-weighted RSI (overbought/oversold) MFI between 40–80 (healthy range) Smart Money Divergence: The engine also detects divergences between price and institutional flow. A bullish divergence occurs when price makes a lower low but cumulative delta makes a higher low and CMF is positive, indicating institutions are accumulating while price falls. A bearish divergence is the mirror: price rising while delta and CMF decline. 3.4 Bayesian AI Probability Engine The Bayesian engine calculates the posterior probability that the current market structure represents accumulation versus distribution. It starts with a configurable prior probability (default 50%) and updates it by multiplying seven likelihood ratios derived from independent evidence layers. Evidence Layers & Likelihood Ratios Evidence Layer Bullish LR Bearish LR Neutral LR E1: Volume Pattern (stopping vol, absorption) 2.5 0.4 1.0 E2: Price Position (bottom/top of range) 2.0 (pos < 30%) 0.5 (pos > 70%) 1.0 E3: Smart Money Flow (composite score) 1.5–2.0 (score > 60) 0.5–1.0 (score < 40) 1.0 E4: VSA Signal (stopping vol, no supply, test) 2.0 0.5 1.0 E5: Effort vs Result (absorption detected) 1.8 0.6 1.0 E6: Trend Context (downtrend at lows) 1.5 0.6 1.0 E7: Cumulative Delta (bullish divergence) 2.2 0.45 1.0 The Calculation The combined likelihood ratio is the product of all seven individual ratios. The posterior probability is then computed using Bayes’ theorem: P(Acc | Evidence) = (Combined_LR × Prior) / (Combined_LR × Prior + (1 - Prior)) The Bayesian Confidence displayed on the dashboard is how far the posterior is from 50/50, scaled to 0–100%. A confidence of 80% means the posterior is at 90% accumulation or 10% accumulation (90% distribution). 3.5 Adaptive Learning System The adaptive learning system tracks the outcome of every signal by recording the entry price and checking whether price moved favourably within 20 bars. It maintains separate success rates for accumulation and distribution signals, updating them using exponential smoothing: new_rate = old_rate + learning_rate × (outcome - old_rate) Where outcome is 1 for a winning signal and 0 for a losing signal. The learning rate (default 0.08) controls how quickly the system adapts: higher values respond faster to recent results but are noisier; lower values are more stable but slower to adjust. The win rate is displayed in the dashboard and is factored into the Signal Quality Score, creating a feedback loop where the indicator’s confidence in its own signals adjusts based on empirical performance. 3.6 Market Regime Detection The regime detector classifies the current market environment using ADX (trend strength) and ATR percentile (volatility). This contextualises Wyckoff signals: the same Spring event has very different implications in a quiet ranging market versus a volatile trending market. Regime Criteria Signal Implications TREND ▲ ADX > 25, EMA20 > EMA50 Accumulation signals are strongest; distribution signals may be counter-trend TREND ▼ ADX > 25, EMA20 < EMA50 Distribution signals are strongest; accumulation signals are counter-trend RANGE ADX < 20, range < 15% of price Ideal environment for Wyckoff detection; phases develop most clearly VOLATILE ATR > 1.5x its 100-bar average Signals may whipsaw; reduce position size and require higher confidence QUIET ATR < 0.7x average + ranging Low-risk testing environment; springs and UTADs are most reliable here 3.7 Multi-Timeframe Confluence When enabled, the engine pulls data from a higher timeframe (default: Daily) and scores the alignment between the current chart’s signals and the higher timeframe context. The MTF alignment score (0–100) is built from four factors: • HTF Trend: EMA20 vs EMA50 on the higher timeframe (+/- 15 points) • HTF RSI: RSI above or below 50 on the higher timeframe (+/- 10 points) • HTF CMF: Chaikin Money Flow positive or negative on the higher timeframe (+/- 10 points) • Price vs HTF EMA: Current close above or below the higher timeframe EMA20 (+/- 15 points) MTF Best Practice For intraday charts (5m–60m), set the higher timeframe to 4H or Daily. For daily charts, use Weekly. Signals that align with the higher timeframe trend have significantly higher win rates. 3.8 Actuarial Risk Management The risk management layer provides institutional-grade metrics using a Cornish-Fisher expansion to account for the non-normal distribution of financial returns (fat tails and skewness). Value at Risk (VaR) VaR estimates the maximum expected loss over one period at a given confidence level. The standard parametric approach assumes normally distributed returns, but real markets exhibit skewness and excess kurtosis. The Cornish-Fisher adjustment modifies the z-score to account for these higher moments: CF_z = z + (z²-1)×skew/6 + (z³-3z)×kurt/24 - (2z³-5z)×skew²/36 VaR = -(mean_return - CF_z × std_deviation) × portfolio_value Expected Shortfall (CVaR) While VaR tells you the threshold loss, Expected Shortfall (also called Conditional VaR) tells you the average loss in the tail beyond the VaR threshold. This is the risk metric preferred by regulators and institutional risk managers because it captures catastrophic tail risk. Kelly Criterion The Kelly criterion calculates the theoretically optimal fraction of capital to risk on each trade based on the adaptive win rate and assumed reward-to-risk ratio. The dashboard displays the half-Kelly fraction, which is the standard conservative implementation used by professional fund managers to avoid over-leverage. Position Sizing The ATR-based position size divides the maximum dollar risk per trade (portfolio value multiplied by max risk percentage) by the stop distance (2x ATR). This produces the number of units to trade such that a 2-ATR adverse move results in exactly the configured maximum loss.   4. Understanding the Visual Interface 4.1 The Dashboard The dashboard is a 22-row, 3-column panel rendered in a Bloomberg-terminal aesthetic with a dark (#0d1117) background. It is divided into five logical sections: Section Rows Contents Header Row 0 Indicator name, ticker symbol, timeframe Pattern Rows 1–3 Pattern type (Accumulation/Distribution/Neutral), current phase (A–E), confirmed event count AI Rows 4–8 Section header, signal confidence with bar gauge (███░░), Bayesian P(Acc), P(Dist), adaptive win rate with sample count Flow Rows 9–13 Section header, composite operator score with bar gauge, CMF value, volume ratio, market regime VSA Rows 14–16 Section header, current VSA signal name, effort-vs-result ratio with absorption/ease label Risk Rows 17–21 Section header, VaR ($ and %), CVaR ($ and %), half-Kelly %, ATR-based position size with stop level Colour Coding • Green: Bullish readings (composite > 60, CMF positive, confidence > 75%, rising metrics) • Red: Bearish readings (composite < 40, CMF negative, risk metrics, falling metrics) • Amber: Warning or transitional readings (medium confidence, elevated volume, VaR levels) • Blue: Accent colour for section headers and high-confidence indicators • Grey: Neutral or inactive readings 4.2 Phase Progress Bar The phase progress bar sits at the bottom centre of the chart and provides an at-a-glance view of how far through the Wyckoff schematic the current pattern has progressed. It shows five cells (A through E) with the following states: • ✓ (check mark): Phase completed • ● (filled circle): Phase currently active • ○ (open circle): Phase not yet reached The left cell shows ACC or DIS with the appropriate colour, and the right cell shows the current confidence percentage. 4.3 Event Labels & Tooltips When the engine detects a Wyckoff event and the signal quality exceeds your minimum confidence threshold, a label is placed directly on the chart. Labels appear below price for bullish events and above price for bearish events. Element Behaviour Label text Event abbreviation + confidence percentage (e.g., SPRING 78%) Label colour Green for bullish events, red for bearish events, with 20% transparency Label size Normal for quality ≥ 75%, Small for ≥ 55%, Tiny for others Tooltip Hover over any label to see: Phase, Bayesian probability, quality score, composite score, and volume ratio 4.4 Supply/Demand Zones & Trading Range When zones are enabled, the indicator draws three types of visual overlays: • Accumulation Zone (blue fill): A shaded box around the trading range support level (±0.3 ATR) with a dashed border. This highlights the area where institutional buying is concentrated. • Distribution Zone (red fill): A shaded box around the trading range resistance level (±0.3 ATR) with a dashed border. This highlights the area where institutional selling is concentrated. • Trading Range Box (dotted outline): A rectangular box from the phase start bar to the current bar, bounded by the range high and low. This provides the overall structural context. 4.5 Trend Ribbon & VWAP The trend ribbon is a filled area between EMA20 and EMA50. When EMA20 is above EMA50, the fill is green (bullish); when below, it is red (bearish). The SMA200 is plotted as a grey structural reference line. The VWAP (Volume Weighted Average Price) is plotted in purple and serves as an institutional benchmark: institutional traders frequently use VWAP to gauge whether they are buying below or above the day’s fair value. 4.6 VaR Risk Bands When risk analytics are enabled, amber-shaded bands appear above and below the close price representing the daily VaR range. If price closes near the edge of these bands, it indicates the market is approaching its statistical tail risk boundary for the day. This helps traders visually assess whether a move is within normal range or represents an outlier. 4.7 Bar Coloring The indicator applies subtle bar colouring only when a qualified event is detected, keeping the chart clean during normal market activity. Event Type Colour Meaning Spring / Shakeout Bright green (#39d353) Key reversal event in accumulation UTAD Bright red (#da3633) Key reversal event in distribution JAC (breakout) Green (#3fb950) Confirmed markup beginning ICE Break (breakdown) Red (#f85149) Confirmed markdown beginning Other bullish events Green (40% transparency) Supporting bullish evidence Other bearish events Red (40% transparency) Supporting bearish evidence No event / below threshold No colour override Chart uses default candle colours   5. Settings Reference 5.1 Core Detection Setting Default Range Description Volume MA Length 20 5–100 Period for the volume moving average. Lower values make volume spike detection more sensitive; higher values smooth out noise. Range Detection Period 50 20–200 Lookback for determining the trading range (highest high / lowest low). Use 30–50 for intraday, 50–100 for daily, 100–200 for weekly. Pivot Lookback 5 2–20 Number of bars left and right for pivot high/low detection. Lower values catch minor pivots; higher values catch major structure. Detection Sensitivity 1.0 0.3–2.0 Global sensitivity multiplier. Increase above 1.0 for noisy markets or lower timeframes; decrease below 1.0 for clean markets. ATR Period 14 5–50 Average True Range lookback used for stop distances, zone sizing, and volatility measurements. 5.2 Bayesian AI Engine Setting Default Range Description Enable AI Pattern Recognition On — Master toggle for the Bayesian probability engine. When off, the dashboard shows N/A for probability fields. Enable Adaptive Learning On — Toggle for the signal outcome tracking system. When off, the indicator uses fixed success rate assumptions. Learning Rate 0.08 0.01–0.5 Controls how fast the adaptive system adjusts. 0.01 = very stable (slow to change), 0.5 = very reactive (changes quickly). Recommended: 0.05–0.15. Minimum Signal Confidence % 60 40–95 Only events with a signal quality score above this threshold generate chart labels. Higher values = fewer but higher-quality signals. Prior: Accumulation 0.50 0.1–0.9 Starting probability for accumulation in the Bayesian engine. Set to 0.6 if you believe the broader market has a bullish bias; 0.4 for bearish bias. 5.3 Actuarial Risk Setting Default Range Description Enable Risk Analytics On — Master toggle for VaR, CVaR, Kelly, and position sizing calculations. VaR Confidence % 95.0 90–99.9 Confidence level for VaR calculation. 95% is standard; 99% is conservative (used by banks). Risk Lookback 100 50–500 Number of bars used for calculating return statistics (mean, std dev, skewness, kurtosis). Portfolio Value ($) 100,000 1,000+ Your total portfolio value. Used to compute dollar VaR/CVaR and ATR-based position sizing. Max Risk Per Trade % 2.0 0.5–10 Maximum percentage of portfolio value to risk on a single trade. Industry standard is 1–2%. 5.4 Display Setting Default Description Show Dashboard On Toggle the main 22-row info panel Show S/D Zones On Toggle supply/demand zone boxes around support and resistance Show Event Labels On Toggle on-chart labels for detected Wyckoff events Show VWAP On Toggle the Volume Weighted Average Price line Show VaR Risk Bands On Toggle the amber VaR bands around the close Show Phase Progress On Toggle the bottom-centre phase A–E progress bar Dashboard Position Top Right Move the dashboard to any corner (Top Right, Top Left, Bottom Right, Bottom Left) Color Theme Dark Dark (Bloomberg-style #0d1117 background) or Light (white background) 5.5 Multi-Timeframe Setting Default Description Enable MTF Confluence On Toggle higher-timeframe data fetching and alignment scoring Higher Timeframe D (Daily) The timeframe used for MTF analysis. Must be higher than the chart timeframe. Examples: 60 (1H), 240 (4H), D (Daily), W (Weekly).   6. Setting Up Alerts The Wyckoff Institutional Engine v4.0 provides 11 pre-built alert conditions that cover every major signal type. Alerts can be delivered via popup, email, push notification, SMS (via webhook), or integrated into automated trading systems. 6.1 Available Alert Conditions Alert Name Trigger Use Case 🟢 Spring Detected Phase C accumulation spring event Primary buy signal — potential reversal from support 🔴 UTAD Detected Phase C distribution upthrust Primary sell signal — potential reversal from resistance 🟢 Jump Across Creek Phase E accumulation breakout Confirmed markup — trend-following long entry 🔴 Break of ICE Phase E distribution breakdown Confirmed markdown — trend-following short entry 🟢 Sign of Strength Phase D strong demand event Demand exceeding supply — markup acceleration 🔴 Sign of Weakness Phase D strong supply event Supply exceeding demand — markdown acceleration ⚪ Selling Climax Phase A climactic selling exhaustion Potential downtrend exhaustion — early warning ⚪ Buying Climax Phase A climactic buying exhaustion Potential uptrend exhaustion — early warning ⭐ High Quality Signal Signal quality score exceeds 80% Highest conviction setups across all event types 🔵 SM Bull Divergence Price falling + institutional accumulating Hidden bullish divergence in smart money flow 🔵 SM Bear Divergence Price rising + institutional distributing Hidden bearish divergence in smart money flow 6.2 Step-by-Step Alert Configuration Method 1: From the Indicator (Recommended) 1. Ensure the Wyckoff Institutional Engine v4.0 is active on your chart. 2. Right-click the indicator name in the top-left corner of the chart (or in the status line) and select “Add alert on Wyckoff Institutional Engine v4.0…”. 3. In the alert creation dialog, the “Condition” dropdown will show “Wyckoff Institutional Engine v4.0” as the source. The second dropdown will list all 11 alert conditions. 4. Select your desired alert condition (e.g., “Spring Detected”). 5. Set the “Trigger” to the appropriate firing mode. For event-based alerts, use “Any alert() function call” or “Once Per Bar Close” (recommended for avoiding intra-bar noise). 6. Configure your notification channels in the “Notifications” tab: enable the checkboxes for Popup, Email, Push (mobile app), Webhook URL, or SMS. 7. Set the alert name to include the ticker and alert type (e.g., “BTCUSD – Wyckoff Spring”). 8. Set the expiration. For ongoing monitoring, select “Open-ended” if your plan supports it, or set a future date. 9. Click “Create”. Method 2: From the Alert Manager 1. Click the clock/bell icon in the right sidebar (or press Alt+A) to open the Alert Manager. 2. Click “Create Alert” (or the + button). 3. In the “Condition” section, select “Wyckoff Institutional Engine v4.0” from the first dropdown. 4. Select the specific alert condition from the second dropdown. 5. Follow steps 5–9 from Method 1 above. Important: Once Per Bar Close For the most reliable signals, always set the trigger to “Once Per Bar Close”. Intra-bar alerts may fire on conditions that reverse before the bar closes, leading to false signals. Bar-close alerts ensure the Wyckoff event has been confirmed by the completed bar. Alert Message Customization Each alert comes with a pre-configured message that includes the event name and a brief description. You can customise the alert message in the “Message” field of the alert dialog. TradingView supports these placeholders in alert messages: Placeholder Output {{ticker}} The symbol (e.g., BTCUSD) {{exchange}} The exchange (e.g., BINANCE) {{interval}} The chart timeframe (e.g., 60, D) {{time}} The alert trigger time (server time) {{close}} The closing price of the bar {{volume}} The volume of the bar Example Custom Message Wyckoff {{ticker}} on {{exchange}} ({{interval}}): Spring detected at {{close}}. Volume: {{volume}}. Check dashboard for confidence and risk metrics. 6.3 Alert Strategies by Trading Style Conservative (Beginners) Focus on the single highest-quality alert to minimise false signals while you learn the system: • Primary alert: High Quality Signal (fires only when quality > 80%) • Supplementary: Smart Money Bull/Bear Divergence for early warning This gives you perhaps 2–5 alerts per week on a daily chart, each representing a high-conviction setup. Active (Intermediate) Add event-specific alerts for the most tradeable Wyckoff events: • Core alerts: Spring Detected + UTAD Detected (Phase C reversals) • Confirmation: SOS + SOW (Phase D confirmation of direction) • Breakout: Jump Across Creek + Break of ICE (Phase E entries) This gives you comprehensive coverage of the Wyckoff cycle with approximately 5–15 alerts per week. Aggressive (Advanced) Enable all alerts and use the dashboard to filter in real-time: • All 11 alerts enabled on your watchlist symbols • Use the confidence score in the alert message to prioritise which alerts to act on • Reduce minimum confidence to 50% in settings to see more events, then use the dashboard and tooltip data to make decisions Institutional (Portfolio Managers) Use webhook alerts to feed signals into your order management system or risk platform: • Webhook URL: Point alerts to your API endpoint or middleware (e.g., TradingView webhook to Alpaca, IBKR, or custom OMS) • Signal filtering: Use the High Quality Signal alert with a customised JSON message payload • Multi-asset: Set up identical alert configurations across your entire universe 6.4 Webhook & Automation Setup TradingView alerts can be sent as HTTP POST requests to any webhook URL. This enables integration with automated trading systems, Slack/Discord channels, Google Sheets logging, and custom dashboards. Webhook Message Format (JSON) Configure your alert message as a JSON payload for easy parsing by your receiving system: { "ticker": "{{ticker}}", "exchange": "{{exchange}}", "timeframe": "{{interval}}", "price": {{close}}, "volume": {{volume}}, "signal": "Spring Detected", "timestamp": "{{time}}" } Common Webhook Integrations Platform Setup Discord Create a webhook in your Discord channel settings, paste the URL into TradingView’s Webhook URL field. Format the message as a Discord-compatible JSON with a “content” field. Slack Create an incoming webhook in your Slack workspace. Paste the webhook URL and format the message with a “text” field. Telegram Use a Telegram bot API URL (api.telegram.org) with chat_id and text parameters. Google Sheets Deploy a Google Apps Script web app that accepts POST requests and appends data to a spreadsheet. Paste the web app URL. 3Commas / Cornix Follow the platform’s documentation for TradingView webhook integration. Format your alert message according to their required JSON structure. Custom API Any endpoint that accepts HTTP POST with a JSON body. Include authentication tokens in the message payload if required.   7. Trading Strategies 7.1 Conservative Strategy (Beginners) This strategy prioritises capital preservation and only takes trades with the strongest confirmation. Parameter Setting Minimum Confidence 75% Entry Trigger High Quality Signal alert only Entry Confirmation Bayesian P(Acc) > 70% for longs, P(Dist) > 70% for shorts Stop Loss Below the Spring low (longs) or above the UTAD high (shorts) Take Profit 1.5x the risk distance (1.5R) Position Size Half-Kelly or 1% of portfolio, whichever is smaller Max Concurrent Positions 2 7.2 Active Strategy (Intermediate) This strategy trades multiple phases of the Wyckoff cycle with moderate risk tolerance. Parameter Setting Minimum Confidence 60% Entry Trigger Spring, SOS, or JAC alerts for longs; UTAD, SOW, or ICE Break for shorts Entry Confirmation Composite Operator > 55 (longs) or < 45 (shorts) + regime not VOLATILE Stop Loss 2x ATR from entry Take Profit Scale out: 50% at 2R, 25% at 3R, trail remainder Position Size ATR-based from the risk panel Max Concurrent Positions 4–6 7.3 Aggressive Strategy (Advanced) This strategy captures early-phase signals and trades more frequently with tighter risk management. Parameter Setting Minimum Confidence 50% Entry Trigger All event alerts including SC/BC early warnings and Smart Money Divergences Entry Confirmation At least 2 of: VSA signal, composite direction, Bayesian bias aligned Stop Loss 1.5x ATR from entry (tight) Take Profit Dynamic: move to breakeven at 1R, trail at 1x ATR Position Size Full Kelly (use with caution) Max Concurrent Positions 8–10 7.4 Institutional Strategy (Portfolio Managers) This strategy integrates Wyckoff signals into a portfolio-level risk management framework. Parameter Setting Minimum Confidence 70% Portfolio VaR Budget Allocate total portfolio VaR across positions; each new position must fit within remaining budget Entry Filter High Quality Signal + MTF alignment > 65 + regime is RANGE or QUIET Position Sizing CVaR-based: size positions so that each position’s CVaR contribution is equal Correlation Adjustment Reduce position size when adding correlated assets (same sector/factor exposure) Rebalance Trigger Rebalance when any position’s VaR exceeds 30% of its initial allocation Exit Rules Hard stop at 2x initial CVaR; profit-take when Wyckoff phase advances past D   8. Troubleshooting & FAQ The indicator shows “Scanning...” and no events are detected. This means the phase state machine has not yet identified a Selling Climax (for accumulation) or Buying Climax (for distribution) to begin tracking. This is normal: Wyckoff events require specific market conditions. Wait for a climactic volume event near a range extreme, or try a different symbol that is currently in a trading range. The confidence score seems stuck at the same value. The confidence score updates on every bar based on the current evidence. If it appears static, it may be because the underlying factors (volume ratios, price position, smart money flow) are not changing significantly. This often happens during Phase B (building cause), which is typically a low-volatility consolidation. The VaR and CVaR values seem too high or too low. Check the Risk Lookback setting. A very short lookback (50 bars) captures recent volatility and may spike during volatile periods. A longer lookback (200–500 bars) smooths the calculation but may underestimate current risk. Also verify that your Portfolio Value is set correctly, as VaR is expressed in dollar terms. Alerts are firing too frequently. Increase the Minimum Signal Confidence threshold in settings (e.g., from 60% to 75%). You can also switch your alert trigger from “Any alert() function call” to “Once Per Bar Close” to eliminate intra-bar noise. For the most selective filtering, use only the “High Quality Signal” alert, which requires quality > 80%. The indicator is slow to load. The engine performs extensive calculations including Bayesian updates, higher-moment statistics, and multi-timeframe data requests. On lower timeframes (1m, 5m) with large amounts of historical data, loading may take 5–15 seconds. If performance is an issue, disable MTF Confluence, or reduce the Risk Lookback period. Can I use this on any market? Yes. The indicator works on any asset with volume data: stocks, ETFs, futures, forex, and crypto. For forex pairs where tick volume is used instead of real volume, the VSA and volume-based signals will be less reliable. The indicator auto-adjusts sensitivity based on the timeframe but performs best on instruments with genuine exchange volume. The Smart Money Divergence alert fired but price kept going in the original direction. Smart money divergences are early warnings, not immediate reversal signals. Institutional accumulation or distribution can take weeks or months to complete. Treat these alerts as a heads-up to begin watching for Phase C events (Spring/UTAD), not as standalone trade triggers. Why does the win rate start at 50%? The adaptive learning system initialises with a neutral 55% success rate assumption and requires actual signal outcomes to adjust. After approximately 20–30 signals (which may take weeks on a daily chart), the win rate will reflect the indicator’s actual performance on the specific symbol and timeframe you are monitoring.   9. Glossary Term Definition Absorption The process of large institutional orders being filled without moving price, visible as high volume with narrow spread (high effort, low result). ADX Average Directional Index. Measures trend strength on a 0–100 scale. Above 25 indicates a trending market; below 20 indicates a ranging market. AR (Automatic Rally/Reaction) A sharp counter-move following a Selling or Buying Climax, establishing the other boundary of the trading range. ATR Average True Range. Measures volatility as the average of high-low ranges over N periods. Bayesian Probability A statistical method that updates the probability of a hypothesis (accumulation vs distribution) as new evidence becomes available. BC (Buying Climax) A wide-spread, ultra-high-volume bar near the top of an uptrend, indicating buying exhaustion and the beginning of potential distribution. CMF Chaikin Money Flow. A volume-weighted buying/selling pressure indicator ranging from -1 to +1. Composite Operator Wyckoff’s concept of the “smart money”—the aggregate activity of institutional traders who manipulate price to accumulate or distribute positions. Cornish-Fisher Expansion A mathematical correction that adjusts VaR calculations for non-normal return distributions by incorporating skewness and kurtosis. Creek The resistance level at the top of an accumulation trading range. “Jumping across the creek” means breaking above resistance. CVaR (Expected Shortfall) The average expected loss in the tail beyond the VaR threshold. Captures extreme risk that VaR misses. EVR Effort vs Result ratio. Effort = volume ratio, Result = spread ratio. Low EVR with high volume = absorption. ICE The support level at the bottom of a distribution trading range. “Breaking the ICE” means falling below support. JAC (Jump Across Creek) A decisive bullish breakout above the trading range resistance in Phase E of accumulation. Kelly Criterion A formula that determines the optimal fraction of capital to risk on a trade: K = (W×R - L) / R, where W = win rate, L = loss rate, R = reward/risk ratio. Likelihood Ratio The ratio of the probability of observing evidence under one hypothesis versus another. Used in Bayesian updating. LPS (Last Point of Support) The final pullback to support during Phase D of accumulation, confirmed by declining volume. LPSY (Last Point of Supply) The final rally to resistance during Phase D of distribution, confirmed by declining volume. MFI Money Flow Index. A volume-weighted version of RSI that ranges from 0 to 100. OBV On-Balance Volume. A cumulative volume indicator that adds volume on up days and subtracts on down days. SC (Selling Climax) A wide-spread, ultra-high-volume bar near the bottom of a downtrend, indicating selling exhaustion and the beginning of potential accumulation. Shakeout A deep spring where price penetrates well below support with high volume before recovering strongly. More severe than a standard spring. SOS (Sign of Strength) A strong bullish move during Phase D of accumulation, confirming that demand is overwhelming supply. SOW (Sign of Weakness) A strong bearish move during Phase D of distribution, confirming that supply is overwhelming demand. Spring A brief break below trading range support in Phase C that is quickly reversed, designed to shake out weak holders before markup. ST (Secondary Test) A return to the area of the climax on reduced volume, confirming that supply (or demand) has been absorbed. UTAD (Upthrust After Distribution) A brief break above trading range resistance in Phase C that fails, designed to trap breakout buyers before markdown. VaR (Value at Risk) The maximum expected loss at a given confidence level over one period. 95% VaR = the loss that will not be exceeded 95% of the time. VSA Volume Spread Analysis. A method of reading the relationship between volume, spread, and close position to identify institutional activity. VWAP Volume Weighted Average Price. The average price weighted by volume, used as an institutional execution benchmark.
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