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指標和策略

MACD Divergence Optimizer# MACD Divergence Optimizer - User Guide ## Overview The **MACD Divergence Optimizer** is a professional-grade technical analysis indicator for TradingView that automatically detects hidden divergences on MACD with volume weighting. It identifies potential reversal points before price action confirms the move, giving traders an early edge. --- ## What is Divergence? A **divergence** occurs when price and an oscillator (like MACD) move in opposite directions: - **Bullish Divergence**: Price makes a lower low, but MACD makes a higher low → Potential uptrend reversal - **Bearish Divergence**: Price makes a higher high, but MACD makes a lower high → Potential downtrend reversal Divergences are among the most reliable reversal signals in technical analysis. --- ## Indicator Features ### Volume-Weighted MACD - Standard MACD is calculated on closing price - This indicator uses **volume-weighted closing prices** for greater accuracy - Formula: MACD = (Volume-Weighted EMA₁₂ - Volume-Weighted EMA₂₆) - Volume weighting gives more importance to high-conviction price moves ### Automatic Swing Detection - Detects local highs and lows (5-bar lookback) - Tracks the last 5 swings for divergence analysis - Only meaningful swings are tracked (filtered for noise) ### Smart Signal Generation - Green triangle (▲) = Bullish Divergence (BUY signal) - Red triangle (▼) = Bearish Divergence (SELL signal) - Triangles appear directly on the MACD line for precise entry timing ### Built-in Alerts - Real-time notifications for divergence signals - Alerts can trigger mobile push notifications or sound - Never miss a trading opportunity --- ## How to Use ### Installation 1. Open TradingView and navigate to the Chart 2. Click "Indicator" → Search "MACD Divergence Optimizer" 3. Click "Add to Chart" 4. The indicator appears in a separate panel below the price chart ### Reading the Indicator **MACD Panel displays:** - **Blue Line** = MACD (fast momentum) - **Orange Line** = Signal line (slow momentum) - **Histogram** (colored bars) = Difference between MACD and Signal - Green bars = MACD above signal (bullish) - Red bars = MACD below signal (bearish) **Divergence Signals:** - **Green Triangle ▲** = Bullish divergence detected - Price is lower, but MACD momentum is strengthening - Look for uptrend reversal - Confirm with higher closes or volume - **Red Triangle ▼** = Bearish divergence detected - Price is higher, but MACD momentum is weakening - Look for downtrend reversal - Confirm with lower closes or selling volume --- ## Parameters & Settings ### MACD Fast Length (Default: 12) - Controls the faster moving average period - **Lower values** → More responsive, more false signals - **Higher values** → Smoother, fewer signals - **Typical range**: 8-15 ### MACD Slow Length (Default: 26) - Controls the slower moving average period - **Lower values** → Faster divergence detection - **Higher values** → More reliable, fewer signals - **Typical range**: 20-35 ### Signal Smoothing (Default: 9) - EMA period applied to MACD itself - **Lower values** → Faster crossover signals - **Higher values** → Fewer false crossovers - **Typical range**: 5-15 ### Min Divergence Strength (Default: 0.5%) - Minimum % difference between current MACD and swing MACD - **Lower values** → More divergence signals (noisier) - **Higher values** → Only strong divergences (fewer signals) - **Recommended**: 0.3% - 1.0% ### Lookback Bars (Default: 75) - Historical window for analysis - Larger lookback = more context but slower calculation - **Typical range**: 50-100 --- ## Trading Strategy ### Bullish Divergence (Entry Setup) 1. **Identify Signal**: Green triangle appears on MACD 2. **Confirm Price**: Look for price rejection of the low (bounce) 3. **Volume Check**: Buy on increase in volume at the bounce 4. **Entry**: Above the swing low level 5. **Stop Loss**: Below the most recent swing low 6. **Target**: Next swing high or resistance level ### Bearish Divergence (Entry Setup) 1. **Identify Signal**: Red triangle appears on MACD 2. **Confirm Price**: Look for price rejection of the high 3. **Volume Check**: Sell on increase in volume at rejection 4. **Entry**: Below the swing high level 5. **Stop Loss**: Above the most recent swing high 6. **Target**: Next swing low or support level ### Risk Management - **Position Size**: Risk only 1-2% per trade - **Stop Loss**: Place beyond recent swings - **Take Profit**: Scale out at 1:1, 1:2, 1:3 risk-reward ratios - **Filter**: Use on higher timeframes (4H, Daily) for reliability --- ## Timeframe Recommendations | Timeframe | Best For | Signal Quality | |-----------|----------|---| | **1H** | Scalping, day trading | Moderate (some noise) | | **4H** | Swing trading | Excellent | | **Daily** | Position trading | Excellent | | **Weekly** | Long-term trends | Excellent | --- ## Tips & Best Practices ### ✅ DO: - **Use on trends**: Divergences work best when there's a clear trend - **Combine signals**: Look for confirmation from price action, volume, or moving averages - **Trade the bounce**: Wait for price to react to the swing, then enter - **Adjust parameters**: Test different MACD lengths for your trading style - **Use alerts**: Set up mobile alerts so you don't miss signals ### ❌ DON'T: - **Trade every signal**: Some signals are stronger than others - **Trade flat/choppy markets**: Divergences fail in ranging markets - **Ignore support/resistance**: Trade divergences near key levels for best results - **Over-leverage**: Divergences are probabilistic, not guaranteed - **Disable volume analysis**: Always check volume when divergence fires --- ## Advanced Features ### Volume Weighting The indicator uses **volume-weighted MACD** instead of standard MACD. This means: - High-volume reversals get more emphasis - Low-volume moves are smoothed out - More accurate momentum readings - Better at identifying true trend changes ### Array Tracking The indicator tracks the last 5 swings in arrays: - `swingLows ` = last 5 price lows - `swingHighs ` = last 5 price highs - `swingMacds ` = corresponding MACD values This allows detection of **hidden divergences** not visible in traditional analysis. --- ## Common Questions **Q: Why didn't the indicator trigger a signal when I see a divergence?** A: The indicator may require: - MACD histogram to cross the zero line (confirms momentum shift) - Minimum strength threshold to be met (adjust Min Divergence Strength) - At least 5 swings to be recorded in the lookback window **Q: Can I use this on all timeframes?** A: Yes, but divergences are more reliable on higher timeframes (4H+). Lower timeframes produce more signals but with more noise. **Q: Should I trade every green/red triangle?** A: No. Use them as a heads-up for potential reversals. Always confirm with: - Price action (rejection of the swing) - Volume (increasing volume at reversal) - Key support/resistance levels **Q: How do I set alerts?** A: 1. Right-click the indicator → Edit Alerts 2. Check "Bullish Divergence" and/or "Bearish Divergence" 3. Choose notification type (browser, mobile, email) 4. Set frequency to "Once per bar close" **Q: What's the difference between regular and hidden divergence?** A: This indicator detects **hidden divergences** (also called continuation divergences): - **Regular**: Price makes new extreme, but oscillator doesn't - **Hidden**: Price makes new extreme, oscillator makes new extreme in different direction - Hidden divergences are often more reliable for continuation plays --- ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Past performance does not guarantee future results. Always use proper risk management and combine with other analysis methods. Trading and investing carry risk of loss. Do your own research before making trading decisions. --- ## Support & Updates For issues, feature requests, or questions: - Check the indicator settings and parameter values - Test on historical data first before live trading - Adjust parameters to match your trading style and timeframe --- **Version**: 1.0 **Last Updated**: November 2025 **Compatible**: TradingView v6+
Pine Script®指標
由srinarayanant提供
ZFX Prime Trend Matrix PRO – Zumiko FX📌 ZFX Prime Trend Matrix PRO – Zumiko FX ZFX Prime Trend Matrix PRO is a multi-timeframe trend dashboard designed by Zumiko FX to give traders an instant, complete market overview. It analyzes six key timeframes simultaneously and displays trend direction, band positioning, momentum, volatility and alignment — all in one clean, horizontal table. This matrix is made to simplify decision-making and help traders instantly identify when multiple timeframes agree on a market direction. 🔹 What the Matrix Shows The dashboard updates in real time and displays: 1. Trend Direction UP / DOWN / Neutral for each timeframe (M1, M5, M15, H1, H4, D1). 2. Bands Position (Prime Bands) Shows whether price is: Above Fast Band Below Fast Band Above Slow Band Below Slow Band Inside range Perfect for spotting breakouts and trend continuation zones. 3. RSI (Momentum Strength) Color-coded RSI readings help detect overbought/oversold and neutral momentum. 4. Stochastic (Timing Tool) Reads market timing with Stoch K/D movements. Highlights when a trend aligns with momentum. 5. ATR Bias Instant view of volatility pressure: LONG SHORT Neutral Great for filtering entries. 6. HTF Alignment Shows whether each timeframe is aligned with the next higher timeframe. A powerful trend continuation filter used by advanced traders. 7. Trading Signal Zone Final synthesised signal: BUY ZONE → Strong bullish alignment SELL ZONE → Strong bearish alignment NO TRADE → Conditions not optimal This allows traders to quickly identify “green light” moments across the trend structure. 🔹 Why This Matrix Is Powerful ✔ Shows 6 timeframes at once ✔ Helps confirm entries from other indicators ✔ Reveals hidden contradictions in trend ✔ Perfect for scalpers and day traders who need fast confirmation ✔ Works with any strategy as a high-level filter ✔ Clean, minimalistic, professional UI 🔹 Who Is It For? Scalpers Day traders Swing traders Traders using trend-following strategies Traders who want a clean, high-level overview 🔹 About Zumiko FX Developed by Zumiko FX, known for precision-based systems and advanced multi-timeframe tools for serious traders.
Pine Script®指標
由kodik19788提供
Candlestick toolkit (Candle Over Candle)Candlestick pattern toolkit focused on reading price action via candle anatomy, body dynamics, and a specific 2-bar continuation/reversal pattern. This indicator highlights: Long upper and lower wicks (“topping” and “bottoming” tails) that can signal exhaustion or potential reversal. Large bullish bodies relative to Average True Range (ATR), showing strong momentum. Sequences of large green candles. Runs of green candles with strictly increasing or strictly decreasing body size, to visualize acceleration vs. momentum fade. A two-candle pattern: “Candle over Candle” (CoC) for long bias: two bullish bars where the first has a small upper wick and the second has a modest lower wick (a brief dip then push higher). Optional mirrored “Candle under Candle” (CuC) for short bias. The script labels: Topping/Bottoming tails (TT/BT). Large-green sequences and increasing/decreasing bodies (N×LG, ↑B, ↓B). CoC/CuC pattern bars as “PRE” and the actual breakout bars as “GO”. While a pattern is “live,” a reference line marks the trigger level (pattern high for longs, pattern low for shorts). Inputs let you: Tune wick and body percentage thresholds for tail detection. Adjust ATR length and the multiplier that defines a “large” body. Change how many candles are required for large-green sequences and body size trends. Configure the two-candle pattern (maximum wick sizes, whether a small dip is required, confirmation within N bars). Choose confirmation mode: close-through the trigger or intrabar wick break. Enable or disable the short (CuC) side. Control visual features (tail markers, sequence markers, pattern labels, and background shading on pattern bars). Typical use: Apply on intraday or swing timeframes. Use tails and body behavior to read strength/weakness and potential exhaustion. Treat CoC/CuC PRE labels as pattern formation, and GO labels as potential trade triggers above/below the pattern. Combine with your own filters (trend, volume, higher-timeframe levels) rather than using it as a standalone signal generator.
Pine Script®指標
由DayTradingMD1992提供
Sav Fx Dynamic P & D°//@version=5 indicator("Sav Fx Dynamic P & D°", overlay = true, max_boxes_count = 50, max_labels_count = 2, max_lines_count = 10) // Global Settings (visible) customLineColor = input.color(#000000, "True Open", group = "Global Settings") // Input for custom sessionTypeText size and width sessionTypeTextSize = input.string("small", "Session Type Text Size", options= , group="Text Settings") // On/Off switches for each open line show90MinuteCycleOpen = input.bool(true, "90 Minute Cycle Open", group="Open Lines") showTrueNewYorkOpen = input.bool(true, "True New York Open", group="Open Lines") showTrueDayOpen = input.bool(true, "True Day Open", group="Open Lines") showTrueWeekOpen = input.bool(true, "True Week Open", group="Open Lines") showTrueMonthOpen = input.bool(false, "True Month Open", group="Open Lines") IsTime(h, m, timezone) => not na(time) and hour(time, timezone) == h and minute(time, timezone) == m IsSession(sess, timezone) => not na(time(timeframe.period, sess, timezone)) is6_00Session = IsSession("0600-0730", "America/New_York") is7_30Session = IsSession("0730-0900", "America/New_York") is9_00Session = IsSession("0900-1030", "America/New_York") is10_30Session = IsSession("1030-1200", "America/New_York") var MOPLine = line.new(na, na, na, na, color = customLineColor, width = 1, style = line.style_dashed) var MOPLabel = label.new(na, na, text = "True Day Open", color = color.rgb(120, 123, 134, 100), textcolor = customLineColor, size = size.small, style = label.style_label_left) var float trueDayOpen = na if showTrueDayOpen if IsTime(0, 0, "America/New_York") line.set_xy1(MOPLine, bar_index, open) line.set_xy2(MOPLine, bar_index, open) label.set_xy(MOPLabel, bar_index, open) trueDayOpen := open if barstate.islast line.set_x2(MOPLine, bar_index + 20) label.set_x(MOPLabel, bar_index + 20) else line.delete(MOPLine) label.delete(MOPLabel) var NYTrueOpenLine = line.new(na, na, na, na, color = customLineColor, width = 1, style = line.style_dashed) var NYTrueOpenLabel = label.new(na, na, text = "True New York Open", color = color.rgb(105, 130, 218, 100), textcolor = customLineColor, size = size.small, style = label.style_label_left) var float NYTrueOpen = na if showTrueNewYorkOpen if IsTime(1, 30, "America/New_York") or IsTime(7, 30, "America/New_York") or IsTime(13, 30, "America/New_York") line.set_xy1(NYTrueOpenLine, bar_index, open) line.set_xy2(NYTrueOpenLine, bar_index, open) label.set_xy(NYTrueOpenLabel, bar_index, open) NYTrueOpen := open if IsTime(1, 30, "America/New_York") label.set_text(NYTrueOpenLabel, "True London Open") if IsTime(7, 30, "America/New_York") label.set_text(NYTrueOpenLabel, "True New York Open") if IsTime(13, 30, "America/New_York") label.set_text(NYTrueOpenLabel, "True PM Session Open") if barstate.islast line.set_x2(NYTrueOpenLine, bar_index + 20) label.set_x(NYTrueOpenLabel, bar_index + 20) else line.delete(NYTrueOpenLine) label.delete(NYTrueOpenLabel) var lookahead_bars = 20 var MondayLine = line.new(na, na, na, na, color = customLineColor, width = 1, style = line.style_dashed) var MondayLabel = label.new(na, na, text = timeframe.isintraday and timeframe.multiplier >= 5 ? "True week Open" : "", color = #9b27b000, textcolor = customLineColor, size = size.small, style = label.style_label_left) if showTrueWeekOpen if dayofweek == dayofweek.monday and IsTime(18, 0, "America/New_York") line.set_xy1(MondayLine, bar_index, close) line.set_xy2(MondayLine, bar_index, close) label.set_xy(MondayLabel, bar_index, close) if barstate.islast line.set_x2(MondayLine, bar_index + lookahead_bars) label.set_x(MondayLabel, bar_index + lookahead_bars) else line.delete(MondayLine) label.delete(MondayLabel) var ninetyMinuteCycleLine = line.new(na, na, na, na, color = customLineColor, width = 1, style = line.style_dashed) var ninetyMinuteCycleLabel = label.new(na, na, text = "90 Minute Cycle True Open", color = #4caf4f00, textcolor = customLineColor, size = size.small, style = label.style_label_left) if show90MinuteCycleOpen if IsTime(3, 23, "America/New_York") or IsTime(9, 23, "America/New_York") or IsTime(15, 23, "America/New_York") line.set_xy1(ninetyMinuteCycleLine, bar_index, open) line.set_xy2(ninetyMinuteCycleLine, bar_index, open) label.set_xy(ninetyMinuteCycleLabel, bar_index, open) if IsTime(3, 23, "America/New_York") label.set_text(ninetyMinuteCycleLabel, "03:23 Cycle True Open") if IsTime(9, 23, "America/New_York") label.set_text(ninetyMinuteCycleLabel, "09:23 Cycle True Open") if IsTime(15, 23, "America/New_York") label.set_text(ninetyMinuteCycleLabel, "15:23 Cycle True Open") if barstate.islast line.set_x2(ninetyMinuteCycleLine, bar_index + lookahead_bars) label.set_x(ninetyMinuteCycleLabel, bar_index + lookahead_bars) else line.delete(ninetyMinuteCycleLine) label.delete(ninetyMinuteCycleLabel) var monthOpenLine = line.new(na, na, na, na, color = customLineColor, width = 1, style = line.style_dashed) var monthOpenLabel = label.new(na, na, text = "True Month Open", color = #ff990000, textcolor = customLineColor, size = size.small, style = label.style_label_left) isSecondWeekSunday = dayofweek == dayofweek.sunday and (dayofmonth >= 8 and dayofmonth <= 14) if showTrueMonthOpen if isSecondWeekSunday and IsTime(18,0, "America/New_York") line.set_xy1(monthOpenLine, bar_index, close) line.set_xy2(monthOpenLine, bar_index + lookahead_bars, close) label.set_xy(monthOpenLabel, bar_index, close) if barstate.islast line.set_x2(monthOpenLine, bar_index + lookahead_bars) label.set_x(monthOpenLabel, bar_index + lookahead_bars) else line.delete(monthOpenLine) label.delete(monthOpenLabel) directionalBias = "N/A" if is6_00Session or is7_30Session or is9_00Session or is10_30Session directionalBias := open > NYTrueOpen ? "Bullish" : "Bearish" var directionalBiasLabel = label.new(na, na, text = "Directional Bias: " + directionalBias, color = na, textcolor = customLineColor, size = size.normal, style = label.style_label_left) if barstate.islast label.set_x(directionalBiasLabel, bar_index + lookahead_bars) label.set_text(directionalBiasLabel, "Directional Bias: " + directionalBias) var float WeekOpen = na if dayofweek == dayofweek.monday and IsTime(18, 0, "America/New_York") WeekOpen := close if showTrueWeekOpen line.set_xy1(MondayLine, bar_index, close) line.set_xy2(MondayLine, bar_index, close) label.set_xy(MondayLabel, bar_index, close) // New table for static session type display var sessionTable = table.new(position.bottom_right, 1, 1, bgcolor = #b9b9bab8) // Update the table.cell function call if barstate.islast and not na(trueDayOpen) and not na(NYTrueOpen) and not na(WeekOpen) var string sessionTypeText = syminfo.ticker + " Dead Zone" var color sessionColor = color.rgb(126, 126, 126, 65) // Check conditions and set session type text and color accordingly if close < trueDayOpen and close < NYTrueOpen and close < WeekOpen sessionTypeText := syminfo.ticker + " Week Discount" sessionColor := #ba4b4b59 else if close > trueDayOpen and close > NYTrueOpen and close > WeekOpen sessionTypeText := syminfo.ticker + " Week Premium" sessionColor := #4b56ba5a else if close < trueDayOpen and close < NYTrueOpen and close > WeekOpen sessionTypeText := syminfo.ticker + " Day Discount & Week Dead Zone" sessionColor := #ba4b4b59 else if close > trueDayOpen and close > NYTrueOpen and close < WeekOpen sessionTypeText := syminfo.ticker + " Day premium & Week Dead Zone" sessionColor := #4b56ba5a // Using only size input for session type text table.cell(sessionTable, 0, 0, sessionTypeText, bgcolor = sessionColor, text_color = color.black, text_size = sessionTypeTextSize)
Pine Script®指標
由Roni84提供
Ultra Strong Key Levels Ultra Strong Key Levels (Volume-Highlighted, Scalable) This indicator automatically detects very strong support and resistance levels using high-strength pivots combined with clustered volume analysis. It highlights only the most meaningful levels — those backed by significant volume activity — and visually scales each level based on its importance. How It Works Identifies strong pivot highs and lows using a customizable pivot strength. Calculates clustered volume around each pivot to determine how important that level is. Filters out weak levels by requiring volume around the pivot to exceed a dynamic threshold. Draws each valid level with: Adaptive line width (higher volume = thicker line) Dynamic color intensity (higher volume = brighter line) Keeps the chart clean by storing only the 10 most recent strong highs and lows. Inputs Pivot Strength — Defines how strong a pivot must be to qualify. Larger values = fewer but more reliable levels. Volume Multiplier — Adjusts sensitivity to volume around the pivot. Volume Window — Number of bars before and after the pivot used to calculate cluster volume. Max Line Width — Upper limit for level thickness. What This Indicator Shows Red levels = Strong resistance zones (pivot highs with heavy volume) Green levels = Strong support zones (pivot lows with heavy volume) Thicker and more intense lines represent higher trading activity, meaning the level is more likely to impact price behavior. Use Cases Spot high-value reversal zones Identify institutional reaction levels Confirm key breakout/ breakdown points Combine with trend tools or volume profile for enhanced precision If you'd like, I can also create: ✓ A shorter version ✓ SEO-optimized TradingView description ✓ A version formatted with bullets, emojis, or markdown style
Pine Script®指標
由Bonavivitalik提供
1
RSI Curl 52/48 UpdatedI have change My Original RSI Curl Indicator this now plots the RSI In a separate pane and gives buy and sell signals on the RSI I use It with Support and resistance and with My MTF with DXY and ADR Filter I only will trade in the Direction of the MTF the Large Triangle on the chart are from The MTF Letting you know all Timeframe Directions Turn off the DXY Filter if not Trading Gold and It is better to monitor the 30 min to one Hour chart as better signals you can then trade on 15m 5 m or any timeframe of your choice I use other Indicator for confirmation please use your favorite ones
Pine Script®指標
由boption4mzrj提供
MP Universal FVG Detector🇺🇸 English Description MP Universal FVG Detector A clean and powerful indicator that automatically detects classic ICT 3-candle Fair Value Gaps on any market and any timeframe. It highlights bullish and bearish imbalances with clear colored boxes, helping you quickly spot inefficient price zones where liquidity is likely to return. Perfect for: • Smart Money Concepts • ICT/Inner Circle Trader setups • Breaker / OB / Displacement traders • Scalpers, day traders, swing traders The indicator works with all assets: crypto, forex, stocks, indices, commodities — and on all timeframes. 🇺🇦 Опис українською MP Universal FVG Detector Чистий і потужний індикатор, який автоматично визначає класичні 3-свічкові Fair Value Gap (FVG) у стилі ICT на будь-якому ринку та будь-якому таймфреймі. Він підсвічує бичачі та ведмежі дисбаланси кольоровими боксами, щоб ти легко бачив неефективні зони ціни, куди з великою ймовірністю повернеться ліквідність. Підходить для: • Smart Money Concepts • ICT/Inner Circle Trader структур • Breaker / Order Block / Displacement трейдерів • Скальпінгу, внутрідеяльної та свінг-торгівлі Працює з усіма активами: крипта, форекс, акції, індекси, товари — і на всіх таймфреймах.
Pine Script®指標
由mp_mood提供
sima-Prev HTF & Sessions (Tehran)This indicator automatically plots the Opening, Closing, High, and Low levels of the major global trading sessions: London, New York, and Asia. It is designed to help traders visualize intraday liquidity zones, session-based volatility, and potential reaction levels where price commonly expands or reverses. The script includes fully adjustable session times and highlights each session using clean visual markers so traders can easily identify market structure within different time windows. By displaying the Open, Close, High, and Low of each session, the indicator helps forecast areas of interest such as breakout levels, range boundaries, and session-based support/resistance. This tool is especially useful for intraday traders, scalpers, and anyone who relies on session dynamics to analyze market behavior. It works on all timeframes and all markets, including Forex, indices, metals, and crypto. No repainting is used; all levels are plotted based on completed session data.
Pine Script®指標
由hilvdzff提供
VIX 恐慌指數 VOO 抄底策略 VIX 恐慌指數 VOO 抄底策略 📊 策略目的 本策略利用 VIX 恐慌指數作為市場情緒指標，幫助投資人在市場極度恐慌時理性進場抄底，並透過客觀的技術訊號避免情緒化操作。適合用於捕捉 VOO（或其他美股 ETF）在恐慌性下跌後的反彈機會。 🎯 進出場條件 進場條件（同時滿足）： VIX 指數達到設定門檻以上（預設 25，可調整） VIX 死亡交叉其均線（預設 5 日均線），確認恐慌情緒開始回落 出場條件（三種模式可選）： 持有天數模式：持有達到設定天數後出場（預設 100 天） VIX 回落模式：VIX 降至設定門檻以下時出場（預設 20） 兩者皆可模式：任一條件滿足即出場 ⚠️ 重要警語 不適合槓桿型 ETF 抄底：VIX 反映的是市場波動度，使用槓桿 ETF（如 TQQQ、SOXL）會因為衰減效應和更大波動而增加風險，可能在恐慌期間造成更大虧損。 空頭市場失準風險：本策略假設市場會從恐慌中反彈，但在長期空頭或系統性風險（如 2008 金融危機、2022 升息循環）中，VIX 可能長期處於高檔，多次觸發買入訊號卻持續下跌，導致策略失效。 建議搭配大盤趨勢判斷：在多頭格局中使用效果較佳，空頭格局建議提高 VIX 門檻或暫停使用。 僅供參考，非投資建議：歷史績效不代表未來表現，請依個人風險承受度謹慎使用。 VIX Panic Index VOO Bottom-Fishing Strategy 📊 Strategy Overview This strategy utilizes the VIX (Volatility Index) as a market sentiment indicator to help investors rationally enter positions during periods of extreme market panic, using objective technical signals to avoid emotional decision-making. It is designed to capture rebound opportunities in VOO (or other US equity ETFs) following panic-driven selloffs. 🎯 Entry and Exit Conditions Entry Conditions (both must be met): VIX reaches or exceeds the set threshold (default 25, adjustable) VIX death crosses below its moving average (default 5-day MA), confirming panic sentiment is beginning to recede Exit Conditions (three modes available): Holding Period Mode: Exit after holding for the set number of days (default 100 days) VIX Decline Mode: Exit when VIX falls below the set threshold (default 20) Either Condition Mode: Exit when either condition is met ⚠️ Important Warnings Not Suitable for Leveraged ETF Bottom-Fishing: VIX reflects market volatility. Using leveraged ETFs (such as TQQQ, SOXL) increases risk due to decay effects and greater volatility, potentially causing larger losses during panic periods. Bear Market Inaccuracy Risk: This strategy assumes markets will rebound from panic. However, during prolonged bear markets or systemic risks (such as the 2008 financial crisis or 2022 rate hike cycle), VIX may remain elevated for extended periods, triggering multiple buy signals while prices continue declining, rendering the strategy ineffective. Recommended to Combine with Market Trend Analysis: Works better in bull market conditions. In bear markets, consider raising VIX thresholds or suspending use. For Reference Only, Not Investment Advice: Historical performance does not guarantee future results. Please use cautiously according to your personal risk tolerance.
Pine Script®策略
由rwanwan提供
Time ColorsTime Colors – Custom Trading Sessions Visualizer Time Colors is a simple visual helper for backtesting and intraday trading. It lets you define up to 10 custom time blocks and highlights the chart background during those periods. Use it to: Mark the exact times when you are realistically able to trade Visually separate different sessions (e.g. London, New York, Asia) Filter out “dream trades” that happened while you were sleeping or at work Features Up to 10 fully customizable time blocks Individual on/off toggle for each block Custom color for every block Works on any intraday timeframe Session resolution input for flexible time handling How to use Add the Time Colors indicator to your chart. Set each Time Block to your personal trading hours (based on your TradingView timezone). Disable blocks you don’t need with “Enable Block X”. When backtesting, only count trades that occur inside the colored areas – those are the times you could have actually taken trades.
Pine Script®指標
由Twe3x提供
SP500 Session Gap Fade StrategySummary in one paragraph SPX Session Gap Fade is an intraday gap fade strategy for index futures, designed around regular cash sessions on five minute charts. It helps you participate only when there is a full overnight or pre session gap and a valid intraday session window, instead of trading every open. The original part is the gap distance engine which anchors both stop and optional target to the previous session reference close at a configurable flat time, so every trade’s risk scales with the actual gap size rather than a fixed tick stop. Scope and intent • Markets. Primarily index futures such as ES, NQ, YM, and liquid index CFDs that exhibit overnight gaps and regular cash hours. • Timeframes. Intraday timeframes from one minute to fifteen minutes. Default usage is five minute bars. • Default demo used in the publication. Symbol CME:ES1! on a five minute chart. • Purpose. Provide a simple, transparent way to trade opening gaps with a session anchored risk model and forced flat exit so you are not holding into the last part of the session. • Limits. This is a strategy. Orders are simulated on standard candles only. Originality and usefulness • Unique concept or fusion. The core novelty is the combination of a strict “full gap” entry condition with a session anchored reference close and a gap distance based TP and SL engine. The stop and optional target are symmetric multiples of the actual gap distance from the previous session’s flat close, rather than fixed ticks. • Failure mode it addresses. Fixed sized stops do not scale when gaps are unusually small or unusually large, which can either under risk or over risk the account. The session flat logic also reduces the chance of holding residual positions into late session liquidity and news. • Testability. All key pieces are explicit in the Inputs: session window, minutes before session end, whether to use gap exits, whether TP or SL are active, and whether to allow candle based closes and forced flat. You can toggle each component and see how it changes entries and exits. • Portable yardstick. The main unit is the absolute price gap between the entry bar open and the previous session reference close. tp_mult and sl_mult are multiples of that gap, which makes the risk model portable across contracts and volatility regimes. Method overview in plain language The strategy first defines a trading session using exchange time, for example 08:30 to 15:30 for ES day hours. It also defines a “flat” time a fixed number of minutes before session end. At the flat bar, any open position is closed and the bar’s close price is stored as the reference close for the next session. Inside the session, the strategy looks for a full gap bar relative to the prior bar: a gap down where today’s high is below yesterday’s low, or a gap up where today’s low is above yesterday’s high. A full gap down generates a long entry; a full gap up generates a short entry. If the gap risk engine is enabled and a valid reference close exists, the strategy measures the distance between the entry bar open and that reference close. It then sets a stop and optional target as configurable multiples of that gap distance and manages them with strategy.exit. Additional exits can be triggered by a candle color flip or by the forced flat time. Base measures • Range basis. The main unit is the absolute difference between the current entry bar open and the stored reference close from the previous session flat bar. That value is used as a “gap unit” and scaled by tp_mult and sl_mult to build the target and stop. Components • Component one: Gap Direction. Detects full gap up or full gap down by comparing the current high and low to the previous bar’s high and low. Gap down signals a long fade, gap up signals a short fade. There is no smoothing; it is a strict structural condition. • Component two: Session Window. Only allows entries when the current time is within the configured session window. It also defines a flat time before the session end where positions are forced flat and the reference close is updated. • Component three: Gap Distance Risk Engine. Computes the absolute distance between the entry open and the stored reference close. The stop and optional target are placed as entry ± gap_distance × multiplier so that risk scales with gap size. • Optional component: Candle Exit. If enabled, a bullish bar closes short positions and a bearish bar closes long positions, which can shorten holding time when price reverses quickly inside the session. • Session windows. Session logic uses the exchange time of the chart symbol. When changing symbols or venues, verify that the session time string still matches the new instrument’s cash hours. Fusion rule All gates are hard conditions rather than weighted scores. A trade can only open if the session window is active and the full gap condition is true. The gap distance engine only activates if a valid reference close exists and use_gap_risk is on. TP and SL are controlled by separate booleans so you can use SL only, TP only, or both. Long and short are symmetric by construction: long trades fade full gap downs, short trades fade full gap ups with mirrored TP and SL logic. Signal rule • Long entry. Inside the active session, when the current bar shows a full gap down relative to the previous bar (current high below prior low), the strategy opens a long position. If the gap risk engine is active, it places a gap based stop below the entry and an optional target above it. • Short entry. Inside the active session, when the current bar shows a full gap up relative to the previous bar (current low above prior high), the strategy opens a short position. If the gap risk engine is active, it places a gap based stop above the entry and an optional target below it. • Forced flat. At the configured flat time before session end, any open position is closed and the close price of that bar becomes the new reference close for the following session. • Candle based exit. If enabled, a bearish bar closes longs, and a bullish bar closes shorts, regardless of where TP or SL sit, as long as a position is open. What you will see on the chart • Markers on entry bars. Standard strategy entry markers labeled “long” and “short” on the gap bars where trades open. • Exit markers. Standard exit markers on bars where either the gap stop or target are hit, or where a candle exit or forced flat close occurs. Exit IDs “long_gap” and “short_gap” label gap based exits. • Reference levels. Horizontal lines for the current long TP, long SL, short TP, and short SL while a position is open and the gap engine is enabled. They update when a new trade opens and disappear when flat. • Session background. This version does not add background shading for the session; session logic runs internally based on time. • No on chart table. All decisions are visible through orders and exit levels. Use the Strategy Tester for performance metrics. Inputs with guidance Session Settings • Trading session (sess). Session window in exchange time. Typical value uses the regular cash session for each contract, for example “0830-1530” for ES. Adjust if your broker or symbol uses different hours. • Minutes before session end to force exit (flat_before_min). Minutes before the session end where positions are forced flat and the reference close is stored. Typical range is 15 to 120. Raising it closes trades earlier in the day; lowering it allows trades later in the session. Gap Risk • Enable gap based TP/SL (use_gap_risk). Master switch for the gap distance exit engine. Turning it off keeps entries and forced flat logic but removes automatic TP and SL placement. • Use TP limit from gap (use_gap_tp). Enables gap based profit targets. Typical values are true for structured exits or false if you want to manage exits manually and only keep a stop. • Use SL stop from gap (use_gap_sl). Enables gap based stop losses. This should normally remain true so that each trade has a defined initial risk in ticks. • TP multiplier of gap distance (tp_mult). Multiplier applied to the gap distance for the target. Typical range is 0.5 to 2.0. Raising it places the target further away and reduces hit frequency. • SL multiplier of gap distance (sl_mult). Multiplier applied to the gap distance for the stop. Typical range is 0.5 to 2.0. Raising it widens the stop and increases risk per trade; lowering it tightens the stop and may increase the number of small losses. Exit Controls • Exit with candle logic (use_candle_exit). If true, closes shorts on bullish candles and longs on bearish candles. Useful when you want to react to intraday reversal bars even if TP or SL have not been reached. • Force flat before session end (use_forced_flat). If true, guarantees you are flat by the configured flat time and updates the reference close. Turn this off only if you understand the impact on overnight risk. Filters There is no separate trend or volatility filter in this version. All trades depend on the presence of a full gap bar inside the session. If you need extra filtering such as ATR, volume, or higher timeframe bias, they should be added explicitly and documented in your own fork. Usage recipes Intraday conservative gap fade • Timeframe. Five minute chart on ES regular session. • Gap risk. use_gap_risk = true, use_gap_tp = true, use_gap_sl = true. • Multipliers. tp_mult around 0.7 to 1.0 and sl_mult around 1.0. • Exits. use_candle_exit = false, use_forced_flat = true. Focus on the structured TP and SL around the gap. Intraday aggressive gap fade • Timeframe. Five minute chart. • Gap risk. use_gap_risk = true, use_gap_tp = false, use_gap_sl = true. • Multipliers. sl_mult around 0.7 to 1.0. • Exits. use_candle_exit = true, use_forced_flat = true. Entries fade full gaps, stops are tight, and candle color flips flatten trades early. Higher timeframe gap tests • Timeframe. Fifteen minute or sixty minute charts on instruments with regular gaps. • Gap risk. Keep use_gap_risk = true. Consider slightly higher sl_mult if gaps are structurally wider on the higher timeframe. • Note. Expect fewer trades and be careful with sample size; multi year data is recommended. Properties visible in this publication • On average our risk for each position over the last 200 trades is 0.4% with a max intraday loss of 1.5% of the total equity in this case of 100k $ with 1 contract ES. For other assets, recalculations and customizations has to be applied. • Initial capital. 100 000. • Base currency. USD. • Default order size method. Fixed with size 1 contract. • Pyramiding. 0. • Commission. Flat 2 USD per order in the Strategy Tester Properties. (2$ buying + 2$selling) • Slippage. One tick in the Strategy Tester Properties. • Process orders on close. ON. Realism and responsible publication • No performance claims are made. Past results do not guarantee future outcomes. • Costs use a realistic flat commission and one tick of slippage per trade for ES class futures. • Default sizing with one contract on a 100 000 reference account targets modest per trade risk. In practice, extreme slippage or gap through events can exceed this, so treat the one and a half percent risk target as a design goal, not a guarantee. • All orders are simulated on standard candles. Shapes can move while a bar is forming and settle on bar close. Honest limitations and failure modes • Economic releases, thin liquidity, and limit conditions can break the assumptions behind the simple gap model and lead to slippage or skipped fills. • Symbols with very frequent or very large gaps may require adjusted multipliers or alternative risk handling, especially in high volatility regimes. • Very quiet periods without clean gaps will produce few or no trades. This is expected behavior, not a bug. • Session windows follow the exchange time of the chart. Always confirm that the configured session matches the symbol. • When both the stop and target lie inside the same bar’s range, the TradingView engine decides which is hit first based on its internal intrabar assumptions. Without bar magnifier, tie handling is approximate. Legal Education and research only. This strategy is not investment advice. You remain responsible for all trading decisions. Always test on historical data and in simulation with realistic costs before considering any live use.
Pine Script®策略
由exlux提供
2
双布林Dual Bollinger Bands This technical indicator combines dual Bollinger Bands with multiple moving average overlays to provide a comprehensive view of price trends, volatility, and potential support/resistance zones. **Components:** 1. **TEMA21 (Triple Exponential Moving Average)** - Yellow line representing the 21-period TEMA - Provides smooth trend direction with reduced lag compared to traditional moving averages - Calculated using three sequential EMAs to filter out market noise 2. **SMA21 & EMA21 Channel** - Green filled area between the 21-period Simple Moving Average and Exponential Moving Average - Visualizes the dynamic zone where these two averages interact - Helps identify trend strength when price stays above/below this channel 3. **MA21 (Simple Moving Average)** - Bright green line showing the 21-period SMA - Classic trend-following indicator 4. **EMA21 (Exponential Moving Average)** - Dark green line displaying the 21-period EMA - More responsive to recent price changes than SMA 5. **Dual Bollinger Bands** - **Outer Bands (2 Standard Deviations)**: Orange lines marking the traditional Bollinger Band boundaries - **Inner Bands (1 Standard Deviation)**: Orange lines creating a tighter volatility zone - **Orange Shaded Areas**: Highlight the zones between outer and inner bands - All bands use a 21-period basis and are fully customizable **Settings:** - Length: 21 (adjustable) - Source: Close price (adjustable) - Outer Band StdDev: 2.0 (adjustable) - Inner Band StdDev: 1.0 (adjustable) - Offset: 0 (adjustable from -500 to +500) **Usage:** This indicator is ideal for identifying trend direction, volatility expansion/contraction, and potential reversal zones. The dual Bollinger Bands provide multiple levels for support/resistance analysis, while the moving averages confirm trend strength and direction.
Pine Script®指標
由nozhizhi提供