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US Sentiment DashBoard [MaYsTrO]A fast, options-ready market dashboard that turns volatility, credit/liquidity, rotation, breadth, and macro tone into clear entries, risk triggers, and position size—without guesswork. What it does US Sentiment Board condenses the market’s moving parts into a single view designed specifically for call/put decisioning: Regime & Core Trend – quick read on the major indices’ health. Volatility + Structure Recommender – suggests Long Calls / Debit Spreads / Calendars based on IV state and term structure. Liquidity Gate (PASS/WARN) – blends credit, USD, and rates into a single green-light. Sector Rotation – shows where money is rotating so you focus long risk where it’s welcomed. Breadth & Participation – gauges how many stocks are actually joining the move. Macro & Safety – keeps a quiet eye on risk proxies without clutter. Quick Alerts – simple “pay attention now” flags when conditions deteriorate. Entry Checklist – one clean row that must be ✅ for new long calls. Options Score → Position Size – converts the whole board into Full / Half / Probe / No Long Calls. All logic is protected; the board shows results, not the recipe. Who it’s for Active traders who: Trade single-name calls or index/sector options and want a pre-trade checklist. Need a liquidity and volatility sanity check before pressing buy. Prefer rules over vibes—with a dashboard that’s fast to read. How to use it (quick start) Glance at Market Mood and Core Trend to know if the wind is at your back. Check Volatility and the Structure Recommender (calls vs. spreads vs. calendars). Confirm the Liquidity Gate is PASS. Make sure your target sector appears in Rotation (leaders > laggards). Ensure Breadth supports the move. Only enter when the Entry Checklist shows ✅. Size the trade by the Options Score → Position Size row. Works on Any chart. Internally blends daily trend context with live data for “today” reads. No user parameters needed; layout/visibility toggles are available for convenience. Key notes User must have the Ultimate TV plan in order of the indicator to work. No repaint; signals confirm on bar close for the relevant timeframe. The board does not place trades. It’s a decision aid for your own execution plan. Data is subject to each symbol’s exchange feed and TradingView availability. Support Questions or access requests? DM MaYsTrO on TradingView. Tags sentiment, breadth, volatility, credit, rotation, options, risk, dashboard, liquidity Disclaimer This script is for educational and informational purposes only and does not constitute financial advice or a recommendation to buy or sell any security or derivative. Trading involves risk, including the risk of loss. Past performance does not guarantee future results. You are solely responsible for your trading decisions and risk management. The author assumes no liability for any losses or damages resulting from the use of this script. Protected code. Redistribution, modification, re-uploading, or derivative works are prohibited without the author’s written permission.
Pine Script®指標
由Mohammed_Albalawi提供
Zarza Trade🕊️ Zarza Trade Indicator for God’s Kingdom “But remember the Lord your God, for it is He who gives you the power to get wealth, that He may establish His covenant.” — Deuteronomy 8:18 The Zarza Trade Indicator is more than a trading tool — it’s a divinely inspired system designed to help Kingdom traders operate with clarity, discipline, and spiritual alignment in the markets. Built to detect momentum shifts, liquidity zones, reversals, and smart-money movements, this indicator brings together the best of technical precision and prophetic purpose. This isn’t just about charts — it’s about stewardship. Every trade is an act of faith and discernment, partnering with Heaven’s wisdom to prepare for the great wealth transfer that will fund God’s Kingdom projects and reach souls across the nations.
Pine Script®指標
由pddcnllc提供
Bruno iarussi MNQ finalThe MAC Strategy (Multi-Adaptive Control) is a precision-driven quantitative trading model designed for scalping and swing trading across futures, forex, and crypto markets. It combines mathematical momentum models, adaptive volatility filters, and probability-based entry validation to capture the most efficient moves within controlled risk parameters. ⚙️ Core Logic Dynamic Market Structure Recognition – identifies short-term trend shifts and high-probability continuation zones using volume-weighted and EMA-anchored filters. Adaptive Drift Engine – analyzes real-time volatility compression and directional bias to project 30- to 120-second micro-drift predictions. Smart Entry Optimization – enters only when institutional-grade volume confirmation aligns with directional bias and volatility normalization. Auto-Exit Risk Control – applies trailing ATR logic, max daily loss protection, and profit-locking mechanisms to safeguard capital and optimize gains.
Pine Script®策略
由investmentbico提供
Business Predictability | Robinhodl21Have you ever wondered why a company beats earnings estimates yet its stock barely moves—or even drops? It might be because the market already expected a beat. Companies that consistently outperform forecasts tend to attract higher expectations over time, so another “+20 % surprise” may no longer surprise anyone. In other cases, investors may weigh sales growth more heavily than earnings, especially in growth sectors where top-line momentum matters more than margin control. This indicator was built to explore exactly that dynamic. It helps you quantify how predictable a business truly is, how consistently it beats (or misses) expectations, and how well management seems to understand and guide its own performance. It’s not a timing tool, but a quality lens for long-term stock pickers who want to identify stable, well-managed companies with disciplined forecasting and execution. What the indicator is its is designed to quantify how often and how well a company beats-or-misses expectations (earnings and sales) over multiple years, then map that into a “predictability” and “quantile” score that you can use to compare across stocks. Its core logic combines deviation from estimates, rolling history, and statistical ranking to highlight companies where the management and the business appear to be aligned, stable and reliable. Key features: (• Choice of financial data frequency: you can select FQ (quarterly) or FY (annual) mode so the indicator adapts to your preferred horizon. (• Deviation calculation: earnings surprise and/or sales surprise can be combined via a weighted setup so you pick which metric drives the score. (• History buffer: you choose how many “commit points” (i.e., past surprises) to include in the statistics and quantile calculations. (• Quantile ranking: the tool computes how the company’s recent deviation stacks up versus its own history; in FY-mode we still use quarterly density for statistical robustness. (• Predictability & volatility metrics: beyond the quantile, you get a predictability score (low recent deviation + low volatility) and a simple “moat” / management-quality overlay via the SLOAN ratio. (• Status and CI table: the indicator comes with a visualization panel summarizing mean surprise, standard deviation, sample length, and your computed quantile and predictability grades. (• Future box: optional forward-map showing the next earnings date, estimated deltas and flagged surprises. What it is not It is not a timing indicator (i.e., it won’t tell you when to buy or sell precisely). It does not predict short-term price movements. Instead, it is tuned for fundamental stock picking: look for companies that repeatedly deliver surprise results, for which you believe management and business model give an advantage. Use it to add an extra dimension of “earnings surprise stability & management forecasting quality” to your dashboard. My usage case I developed this indicator as part of a broader portfolio strategy: I screen for companies that are both highly predictable (i.e., rarely miss) and have the capacity to beat earnings by a meaningful margin, because I believe this reflects strong business execution and good internal alignment. Over time I plan to expand the dashboard with more indicators geared toward company quality and moat (quantitative metrics built from financial statement data). This version is still work in progress (there may be bugs), so consider the output as one more input—do not rely on it exclusively. Important caveats The code is relatively computation-intensive, especially with large lookback windows and quarterly frequency. On my Mac Pro it runs smoothly—but depending on your device and market data feed you may experience slower performance. Also: synchronising earnings release timing and sales release timing across companies is tricky—sometimes data lags or is updated later, so there may be discrepancies. Because of this the indicator’s output should be treated as a guide rather than a guarantee. Empirical background The academic literature supports the idea that consistent surprises and management execution can matter—but the relationship is complex. For example, research on post-earnings-announcement drift (PEAD) shows that markets often under-react to surprise earnings and that returns continue to drift in the direction of surprise for weeks or months.  At the same time, studies such as Skinner & Sloan (2000) show that when you control for growth expectations the relation of surprise to future returns becomes weaker.  In other words: just beating earnings by 20 % repeatedly does not guarantee outsized share-price gains, because market expectations adjust, estimates bake in the beat and other factors (discount rates, fundamentals) still dominate. Final word Use it as part of your fundamental stock-analysis toolkit to gauge how well a company consistently delivers relative to expectations, how volatile those surprises are, and whether you think management has a competitive edge in forecasting or executing. As mentioned, this is a work in progress and should not be your only tool—but used wisely, it can add a meaningful extra dimension to your decision-making. I’ll continue to improve it and add new quality-and-moat oriented indicators in future releases.
Pine Script®指標
由Robinhodl21提供
JINN: Joint Investment Neural and NetworkWelcome to the next evolution in market analysis. JINN Trading and Execution Engine (herein known as JINN) is not just another indicator; it is a comprehensive, adaptive, and deeply intelligent trading framework designed to navigate the complexities of modern markets. Inspired by the principles of neural networks and ensemble learning, JINN processes a vast spectrum of market data through a multi-layered system of analysis, arbitration, and execution to deliver a single, coherent trading signal. At its core, JINN operates like a council of specialized experts. Each expert analyzes the market from a unique perspective—technical, order-flow, probabilistic, and structural. Their individual insights are then debated, weighted, and arbitrated by a central engine to arrive at a consensus decision. This collaborative approach is designed to be robust, adaptive, and resilient, filtering out market noise to identify high-probability opportunities. Key Features and Integrated Components JINN's power lies in the seamless integration of its many specialized modules. Here’s a look under the hood: The Machine Learning Core JINN's intelligence starts here. Instead of static rules, it employs adaptive techniques to evolve with the market. • Bayesian Fusion : Probabilistically combines trend and order-flow filters. This moves beyond rigid "AND" logic, allowing for more nuanced and flexible signal gating. If the trend signal is strong, it might forgive a weaker order-flow signal, and vice-versa. • Online Z-Score Drift : Automatically adjusts its normalization lookback period based on market volatility (ATR). In volatile markets, it becomes smoother and less prone to noise; in quiet markets, it becomes more responsive. • Kalman-Like Smoothing : Applies an adaptive smoothing filter to the VWAP slope, providing a cleaner, more reliable measure of the primary trend by reducing whipsaw and noise. The Auto-Tuning Engine This is JINN's adaptive brain. The Auto-Tuning Engine runs a real-time competition between multiple pre-defined "expert" configurations, from conservative to aggressive. • Performance-Based Weighting : Using a sophisticated reward function that blends Expected Value and Brier Score, the engine continuously evaluates how each expert would have performed. • Dynamic Adaptation : It increases the influence of the best-performing experts by either biasing the JINN Signal Arbitration (JSA) weights or directly adjusting the core module thresholds. This allows JINN to automatically adapt its personality to the current market regime without manual intervention. Advanced Signal Generation and Classification JINN goes far beyond traditional indicators to classify market behaviour. • Lorentzian Classification : This advanced module treats the ensemble scores as a probability distribution, using a Lorentzian function to classify the market's state. It can act as a standalone signal or a powerful confirmation filter, providing a deep, probabilistic view of market sentiment. • Markov Chain Model : The script models the market as a system transitioning between "Uptrend," "Downtrend," and "Sideways" states. It calculates the probability of the next state, offering a powerful probabilistic trend filter that can veto trades if the market is likely to enter a sideways regime. • JINN Pattern Veto (JPV) : A unique pattern-matching engine that uses Dynamic Time Warping (DTW). It compares the recent trajectory of the Lorentzian consensus curve to a learned template of "safe" market behavior. If the current pattern deviates too far, it acts as a final veto, protecting you from structurally unfavorable conditions. JINN Signal Arbitration (JSA) When multiple modules generate signals, the JSA acts as the judge. Instead of letting conflicting signals cancel each other out, it resolves them based on your chosen mode: • First Wins : The first signal to pass from a prioritized list of modules is taken. • Highest Score : The signal from the module with the highest weighted score is chosen. • Consensus : All modules must agree for a signal to pass. This ensures every final decision is deliberate and structured. Multi-Layered Filtering and Gating Before any signal reaches you, it must pass a rigorous, multi-layered gauntlet of filters designed to screen out low-probability setups. • Primary and Secondary Trend Filters : A comprehensive suite of trend filters including VWAP/VWMA bands, ADX strength floors, ATR slope analysis, and Linear Regression angle to ensure you are trading with the dominant momentum. • Shannon Entropy Filter : A sophisticated randomness filter. It measures the level of chaos or unpredictability in the market. If entropy is too high, JINN will stand aside, preventing trades in noisy, unpredictable conditions. • Breakout and Order-Flow Filters : Identifies high-volume breakouts from Donchian channels and confirms institutional activity through deep order-flow analysis, including volume delta, relative volume, and absorption. • Execution Latches : A dynamic cool-down mechanism that prevents over-trading by pausing new entries for a few bars after a trade, with the duration intelligently scaled by market volatility. Visualization and The JINN Dashboard Clarity is paramount. JINN provides a clean, intuitive visual experience. • Dynamic Threshold Bands : The primary visual, these bands widen and narrow based on market volatility, showing you exactly what score is needed to trigger a signal. • Contextual Heatmaps and Plots : Optional background coloring based on the Lorentzian consensus and plots for VWAP bands provide at-a-glance context of the market regime. • Real-Time Metrics Dashboard : A comprehensive, customizable table that gives you a complete overview of the system's status. Switch between Signal Gate Metrics to see the pass/fail status of every single filter, or Quantitative Metrics for a deep numerical dive into market conditions. Who is JINN For? • Discretionary Traders : Use JINN as your ultimate confirmation tool. The dashboard and multi-layered filters provide an unparalleled, at-a-glance view of market conditions, helping you validate your own analysis and avoid suboptimal entries. • Systematic Traders and Developers : JINN is a powerful engine for systematic strategy development. The high degree of customization allows you to fine-tune its logic to fit your specific style, while the webhook-ready alerts enable seamless integration with auto-trading platforms. • Traders Seeking an Edge : If you are looking to move beyond standard indicators and leverage a system that thinks probabilistically and adapts to the market, JINN is the tool you've been waiting for. Thank you for your interest in JINN. We believe it represents a significant step forward in trading indicator technology, and we are excited to see how you leverage its power in the markets. Disclaimer The information contained in JINN does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance and liquidity needs.
Pine Script®指標
由INVESTATI提供
Previous Day Volume Profile NQ!This indicator takes the previous U.S. regular trading session and maps its most actively traded price zone onto the next day. It draws a shaded box representing the Value Area (≈68% of prior-day volume), bounded by VAH (Value Area High) and VAL (Value Area Low). A line through the middle marks the POC (Point of Control), the single price with the most traded volume. The box projects 15.5 hours into the new day so you can see where today’s action sits relative to yesterday’s “fair value.” To help with intraday decisions, the indicator also extends VAH/VAL/POC as dotted lines. These extensions act like “guide rails” for context into the next trading session. How to read it Inside the box: Market is back in yesterday’s fair value. Expect mean-reversion behavior, with price often rotating between VAL and VAH. Re-entry signals: When price comes from outside and establishes back inside, the script can flag a Long Re-entry (from below, bias toward VAH) or Short Re-entry (from above, bias toward VAL). Optional target lines show the opposite edge as a practical objective. Rejection signals: When price tests a boundary (VAH/VAL) and fails to establish inside, it can reject and push away—often a clue for potential price discovery beyond the box. POC focus: The POC often behaves like a magnet during balance and a pivot during imbalance; the dotted extension keeps it visible even after the box window. Use case Ideal for day traders and short-term swing traders who want a clear, repeatable framework. Quickly judge whether today is balancing (staying within yesterday’s value) or seeking new value (rejecting and exploring). Pair the signals with your execution rules (e.g., 5-minute closes, buffers, or confirmation candles). Everything is configurable—colors, opacities, and whether to show extensions or target lines—so you can tailor the visuals to your style without clutter.
Pine Script®指標
由Skapez提供
Previous Cycle Range + SMTs [bilal x shpat]Inspired by ICT (Inner Circle Trader) concepts Description made by ChatGPT Thank you shpat.a for making the SMT option 📝 Overview The Previous Cycle Range + SMTs indicator is a multi-timeframe tool designed to visualize key market structure levels derived from the previous trading cycle’s range — a concept heavily utilized in ICT-style analysis. In addition to the traditional range levels, this indicator adds Smart Money Tool (SMT) detection, allowing traders to identify bullish or bearish divergences across multiple correlated assets, giving an edge in spotting potential turning points and liquidity imbalances. It helps traders identify equilibrium levels, liquidity zones, and potential premium/discount areas based on the prior day (or any chosen period) high and low — now with intermarket divergence insights. ⚙️ Features Custom Cycle Length: Define your own cycle in minutes (e.g., 1440 = 1 day, 10080 = 1 week). Previous High/Low: Automatically plots the previous cycle’s high and low levels. Equilibrium (EQ): Optional 50% midpoint line to highlight the market’s equilibrium. Quarter Levels: Adds 25% and 75% range lines for refined premium/discount analysis. Extended Ranges: Optional extended levels (e.g., -100%, +200%) to identify continuation or retracement targets. Fib Levels (1.272 & 1.618): Adds ICT-style Fibonacci extension levels for confluence zones. Smart Money Tool (SMT) Detection: Detects bullish or bearish divergences between your main asset and up to two comparison symbols. Highlights potential SMT zones with optional text labels for quick visualization. Optional SMT summary table displays divergence status for all three assets. Custom Styling: Full control over colors, line width, label style, and extension distance. 💡 How It Helps This indicator aligns with ICT principles by making the previous day’s range visible and actionable, now with SMT divergence insights: The previous day’s high/low often act as liquidity pools. The equilibrium (EQ) represents fair value — useful for spotting premium/discount zones. Quarter levels and Fibonacci extensions add precision when mapping market structure and potential reaction points. SMT detection helps traders identify early divergence signals that may indicate upcoming bullish or bearish moves across correlated markets. 🔍 Example Uses Identify where price is trading relative to the previous session’s range. Use EQ and quarter levels to gauge premium vs. discount conditions. Spot intermarket divergences using SMTs to anticipate potential reversal or continuation points. Combine with other ICT-based tools (e.g., PD arrays, dealing ranges, or kill zones) for refined trade setups.
Pine Script®指標
由bilalmil提供
KI-StageSpot V3**🧭 KI-StageSpot V3** An advanced multi-layer visual tool that identifies **Weekly Bases**, **Breakouts**, and **Stage progressions** using Wyckoff-style logic. It automatically marks **Base Highs/Lows**, shows **Depth & Duration stats**, and highlights **Breakout zones** with customizable labels. Includes: * 📊 **Base detection & statistics** (depth %, weeks, merge logic) * ⚡ **Breakout (BH/BO) markers** * ☁️ **Daily EMA Cloud (10/20)** for trend confirmation * 📈 **ST/MT/LT SMA zones** with **Stage Arrows** for phase shifts * 🧾 **Custom watermark overlay** with ticker & timeframe Perfect for analyzing **Stage 1–2 transitions**, base durations, and **trend maturity** across Daily/Weekly timeframes.
Pine Script®指標
由kunalin提供
My setup [Pro] (fadi)My Setup is a powerful TradingView indicator that visualizes your trading strategy, helping you find high-probability setups with precision and discipline. It combines Higher Timeframe (HTF) context with Lower Timeframe (LTF) entries on a single chart, streamlining your trading process. What It Does Tracks your chosen timeframe and its paired higher timeframe for custom trade setups, so you don’t have to stay glued to the screen. Plots clear Entry, Stop Loss, and Take Profit levels when your conditions align. Customizes to your strategy with HTF triggers (e.g., sweeps, liquidity grabs) and LTF entries (e.g., Order Blocks, FVGs, Breakers). Ensures discipline by only showing setups that meet all your rules, eliminating emotional trading and FOMO. Backtest your edge by visualizing past setups to refine entries, stops, and confluences. How It Works Set Your HTF Trigger: Choose a market event like a sweep of a high/low, pivot point, or liquidity grab on the paired higher timeframe (e.g., 1H for a 5m chart). Define Your LTF Entry: Select your entry model from a range of institutional concepts, such as Order Block, Fair Value Gap (FVG), Inverted FVG (iFVG), Breaker Block, Unicorn Model, and more, on the chart’s timeframe. Add Confluence Filters: Stack conditions like requiring an FVG + Breaker for higher-probability setups. See It on Your Chart: When a setup forms, it’s instantly plotted with Entry, Stop Loss, and Take Profit levels based on your Risk-to-Reward ratio. Key Features Multi-Timeframe Sync: Pair your chart’s timeframe (e.g., 5m) with a higher timeframe (e.g., 1H) for seamless analysis. Institutional Tools: Supports a comprehensive suite of ICT concepts, including Order Blocks, FVGs, iFVGs, Breakers, Unicorn Model, and additional entry models. Custom Risk Management: Set your Stop Loss and Take Profit levels with fixed R:R or measured moves using large range of entry and stop levels. Session Filtering: Limit setups to specific trading sessions (e.g., London, New York) with timezone support. Visual Clarity: Displays HTF candles and key levels on your chart for context, with customizable colors and styles. Alerts: Get notified the moment a valid setup appears, even on live candles. Who It’s For Traders who want to systematize their ICT-based strategy on a single chart. Those seeking to trade with discipline and avoid impulsive decisions. Anyone looking to backtest and optimize their setups with clear, visual feedback. Busy traders who need a tool to track their chart while they focus on life. Why Choose My Setup ? Save Time: Let the indicator track your chart and its paired timeframe. Trade Confidently: Only take A+ setups that match your exact rules. Learn and Improve: Analyze historical setups to refine your strategy. Disclaimer of Warranties and Limitation of Liability for [My Setup ] Please read this disclaimer carefully before using the [My Setup ] indicator (hereafter referred to as "the Software"). 1. No Financial Advice The Software is provided for educational and informational purposes only. The data, calculations, and signals generated by the Software are not, and should not be interpreted as, financial advice, investment advice, trading advice, or a recommendation or solicitation to buy, sell, or hold any security or financial instrument. 2. Assumption of Risk You acknowledge that trading and investing are inherently risky activities that carry a high potential for significant financial loss. All actions you take in the market, including but not limited to trade execution and risk management, are your sole responsibility. You agree to use the Software at your own sole risk. The creator shall not be held responsible or liable for any financial losses or damages you may incur as a result of using the Software. 3. No Warranty; "AS IS" Provision The Software is provided "AS IS" and "AS AVAILABLE", without any warranties of any kind, either express or implied. The creator disclaims all warranties, including, but not limited to, implied warranties of merchantability, fitness for a particular purpose, accuracy, timeliness, completeness, and non-infringement. The creator does not warrant that the Software will be error-free, uninterrupted, secure, or free of bugs, viruses, or other harmful components. You acknowledge that software is never wholly free from defects, and you are responsible for implementing your own procedures for data accuracy and security. 4. Limitation of Liability TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, IN NO EVENT SHALL THE CREATOR, FADI ZEIDAN, BE LIABLE FOR ANY CLAIM, DAMAGES, OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT, OR OTHERWISE, ARISING FROM, OUT OF, OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. This limitation of liability applies to any and all damages, including but not limited to: Direct, indirect, incidental, special, consequential, or exemplary damages. Loss of profits, revenue, data, or use. Financial losses resulting from trading decisions made based on the Software. Damages arising from software defects, interruptions, or inaccuracies. 5. Indemnification You agree to indemnify, defend, and hold harmless the creator, Fadi Zeidan, from and against any and all claims, liabilities, damages, losses, or expenses, including reasonable attorneys' fees and costs, arising out of or in any way connected with your access to or use of the Software. 6. Acknowledgment and Agreement By accessing, installing, or using the [My Setup ] indicator, you acknowledge that you have read, understood, and agree to be bound by the terms of this disclaimer. If you do not agree with these terms, you must not use the Software.
Pine Script®指標
由fadizeidan提供
10
Volume Bubble Map [Herman]Volume Bubble Map visualizes relative volume strength directly on the price chart. Each candle gets a bubble at its average price (hlc3). Bubble size and intensity reflect how unusual that bar’s volume is compared to recent history, helping you spot activity clusters, spikes, droughts, and tempo shifts at a glance. What it shows: σ -scaled bubbles: The script normalizes volume with a 200-bar standard deviation and classifies each bar into five bands: -Tiny < 1σ -Small 1–2σ -Normal 2–3σ -Large 3–4σ Huge ≥ 4σ Bullish bars use the “Up Color,” bearish bars the “Down Color.” A gradient is applied so higher n_vol appears more intense. On-chart stats table: -Selected LookBack window -Average and Maximum volume (+ price at max) -Count and percentage of bars in each σ bucket (Tiny → Huge) -Light/Dark theme and position controls for readability Optional labels for extremes: If a bar is ≥ 4σ, the indicator can print its exact volume value above the bubble (color of the text is configurable). Inputs & UI -LookBack (default 250): number of most recent bars considered in stats and display. -Display Volume Bubbles: global toggle to show/hide all bubbles. -Volume Bubbles Size Control: enable/disable each σ band (Tiny/Small/Normal/Large/Huge). -Up/Down Color: base colors for bullish/bearish bubbles. -Bubble Label Text Color: text color for ≥4σ volume labels. -Show Stats Table / Table Position / Table Theme: control the on-chart table’s visibility, corner placement, and theme (Dark/Light). How it works (method) -Computes stdev(volume, 200) and creates a normalized volume metric: n_vol = volume / stdev(volume, 200). -Restricts drawing to the LookBack window for clarity and performance. -Draws one bubble per bar at hlc3 with size determined by the σ band and color by bar direction. Updates the stats table on candle close (non-repainting): averages, maxima, and σ-bucket counts/percentages are recalculated for the current LookBack window. Typical use cases -Spot high-activity nodes: quickly see where the market concentrated participation within your session. -Confirm momentum bursts: clusters of Large/Huge bubbles often mark acceleration phases. -Context for reversals/sweeps: unusual volume near key levels can add confluence to price action reads. -Session studies: combine with your session overlays. Notes & limitations Works on any symbol/timeframe that provides OHLCV. Uses only bar volume available in TradingView ; it does not access Level-2, DOM, or tick-by-tick executions. Non-repainting: statistics update on confirmed bars. Summary: This indicator provides a statistical visualization of bar volume, not live order-book data. Use it to contextualize activity and spot volume anomalies within TradingView’s dataset; use specialized orderflow tools if you need actual order executions and depth.
Pine Script®指標
由helmans13提供
Hedge Fund Statistical Aggregate Index | QuantLapseHedge Fund Statistical Aggregate Index (LLF) A Quantitative Macro-Technical Fusion Model for Cross-Asset Systemic Momentum Forecasting Overview The Hedge Fund Statistical Aggregate Index (LLF) is an institutional-grade, multi-layered quantitative framework designed to model systemic capital flow dynamics across crypto and macroeconomic markets. It integrates high-frequency technical structure analysis with global macro-liquidity aggregates, producing a unified signal that reflects both micro-trend strength and macroeconomic liquidity expansion or contraction. This system was engineered to replicate the capital allocation logic of multi-asset hedge fund algorithms — aggregating rate-of-change metrics, volatility-adjusted momentum scores, and liquidity proxies into a single, normalized market sentiment index. How Its Used More accurate on a swing trading setup Not used for scalping purposes Used in longer term traders, from days to weeks, weeks to month, or month to years Not used for mean reversion, overbought oversold valuation Programed for high correlation assets Could be used in stock market Specifically designed for cryptocurrency How to Interpret. How Signal is Produced For this example, the based asset is CRYPTO:BTCUSD , If the trend calculations sense or predict a negative trend or positive trend on CRYPTO:BTCUSD , it will produce a signal on your current ticker. If the strategy is predicting CRYPTO:BTCUSD would be going down, it will produce a sell signal on your current chart, for this example, CRYPTO:SOLUSD . Vice Versa. Colors: Green/Teal = High probability trending upwards Colors: Pink/Red= High probability trending downwards Buy/Long Signals: Buy when previous bar was trending down and current bar close is trending up. Sell/Short Signals: Buy when previous bar was trending up and current bar close is trending down. WARNING: IT WILL NOT EXIT YOU OUT OF A TRADE UNTIL THE BASE ASSET SIGNAL TURNS BUY OR SELL Core Structure The LLF architecture is composed of three synergistic domains: Technical Layer (Short- to Medium-Term Price Mechanics) Utilizes a suite of advanced mathematical transformations and adaptive algorithms to detect structural inflection points in market behavior. These include: Spectral Decomposition models for cycle extraction and volatility adaptation. Adaptive trend-based oscillators that dynamically recalibrate to volatility and momentum asymmetries. Volatility-indexed moving average systems for noise suppression and lag reduction. Market median convergence engines to determine equilibrium bias and structural drift. The ensemble produces a multi-factor technical sentiment score reflecting short-term directional confidence. Higher Timeframe Technical Layer A macro-synchronized extension of the primary model, integrating: Multi-timeframe momentum coherence testing. Cross-trend confirmation weighting between medium and high timeframe systems. This provides alignment validation — filtering false short-term volatility impulses that oppose dominant cyclical structure. Macroeconomic Liquidity Layer (Global Monetary & Systemic Inputs) This layer models the behavior of global liquidity expansion, credit conditions, and systemic monetary flow. It synthesizes live economic data through TradingView’s macroeconomic database to produce a normalized liquidity index. Key components include: Global M2 Money Supply Composite — tracking the aggregate liquidity expansion across the U.S., Eurozone, Japan, China, and the U.K., adjusted for currency weightings. Global Liquidity Index (GLI) — derived from a composite of sovereign bond yields (e.g., CN10Y), USD strength (DXY), high-yield spreads (BAMLH0A0HYM2), and central bank balance sheets (Fed, BoJ, PBoC, ECB). Net Liquidity Index — tracking the Federal Reserve’s total balance sheet net of reverse repos, Treasury balances, and foreign deposits. CNY Sovereign Yield × M2 Correlation Factor — serving as a global credit elasticity proxy, measuring the relationship between Chinese sovereign yields and domestic monetary supply as a leading indicator of risk-on global liquidity. These components are dynamically weighted to measure real-time macro expansion or contraction — effectively identifying inflection points where global liquidity regimes transition, impacting risk-asset performance. Aggregation & Signal Architecture The LLF model unifies its three primary domains (Technical, HigherTF Technical, and Macroeconomic) through a Bayesian-style weighted aggregation process, resulting in an Overall Statistical Signal (OSS). The OSS computes: Cross-domain coherence (when technical and macro conditions align). Rate of Change (RoC) differentials within a rolling 3-bar statistical window. Normalized z-score deviations from baseline liquidity equilibrium. Outputs are presented as: Rate of Change Status: Indicates acceleration or deceleration of systemic conditions. System Value: Normalized composite strength metric (-1.00 to +1.00). System Signal: Trade direction derived from cross-confirmation among components. Interpretation Technical Index Reflects real-time momentum, volatility symmetry, and price dislocation probability. HigherTF Technical Validates multi-timeframe momentum coherence. Filters false short-term moves. Macroeconomic Index Measures global liquidity, credit expansion, and monetary flow trends. Determines macro regime bias. Overall Signal: Aggregates all three domains to derive a probabilistic directional bias. Hedge-fund-level risk-on/risk-off classification. System Dynamics When global liquidity expansion (rising M2, GLI, or net liquidity) coincides with positive technical alignment across timeframes, LLF transitions to a Buy/Long regime — identifying systemic risk-on phases. Conversely, when macro contraction or liquidity withdrawal synchronizes with technical deterioration, LLF transitions to a Sell/Short regime, signaling systemic deleveraging risk. The Rate of Change Engine continuously measures short-horizon deltas between component scores to forecast momentum fatigue, trend acceleration, or liquidity inflection reversals. Backtesting and Metrics Integrated with the OfficalQLBacktestingMetrics provides institutional-grade analytics, including: Sharpe & Sortino Ratios Profit Factor & Trade Efficiency Maximum Drawdown and Net Profit Tracking Omega Ratio and Equity Curve Visualization This performance analysis framework ensures statistical robustness and confirms the model’s capability to outperform passive benchmarks under varying macro regimes. Summary The Hedge Fund Statistical Aggregate Index (LLF) functions as a quantitative macro-sentiment engine — bridging technical precision with macroeconomic foresight. By fusing market microstructure analytics with global liquidity intelligence, it provides an elite framework for detecting early-phase regime shifts, enabling traders, analysts, and funds to position ahead of systemic capital rotations.
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