Wavelet-Trend ML Integration [Alpha Extract]Alpha-Extract Volatility Quality Indicator
The Alpha-Extract Volatility Quality (AVQ) Indicator provides traders with deep insights into market volatility by measuring the directional strength of price movements. This sophisticated momentum-based tool helps identify overbought and oversold conditions, offering actionable buy and sell signals based on volatility trends and standard deviation bands.
🔶 CALCULATION
The indicator processes volatility quality data through a series of analytical steps:
Bar Range Calculation: Measures true range (TR) to capture price volatility.
Directional Weighting: Applies directional bias (positive for bullish candles, negative for bearish) to the true range.
VQI Computation: Uses an exponential moving average (EMA) of weighted volatility to derive the Volatility Quality Index (VQI).
Smoothing: Applies an additional EMA to smooth the VQI for clearer signals.
Normalization: Optionally normalizes VQI to a -100/+100 scale based on historical highs and lows.
Standard Deviation Bands: Calculates three upper and lower bands using standard deviation multipliers for volatility thresholds.
Signal Generation: Produces overbought/oversold signals when VQI reaches extreme levels (±200 in normalized mode).
Formula:
Bar Range = True Range (TR)
Weighted Volatility = Bar Range × (Close > Open ? 1 : Close < Open ? -1 : 0)
VQI Raw = EMA(Weighted Volatility, VQI Length)
VQI Smoothed = EMA(VQI Raw, Smoothing Length)
VQI Normalized = ((VQI Smoothed - Lowest VQI) / (Highest VQI - Lowest VQI) - 0.5) × 200
Upper Band N = VQI Smoothed + (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
Lower Band N = VQI Smoothed - (StdDev(VQI Smoothed, VQI Length) × Multiplier N)
🔶 DETAILS
Visual Features:
VQI Plot: Displays VQI as a line or histogram (lime for positive, red for negative).
Standard Deviation Bands: Plots three upper and lower bands (teal for upper, grayscale for lower) to indicate volatility thresholds.
Reference Levels: Horizontal lines at 0 (neutral), +100, and -100 (in normalized mode) for context.
Zone Highlighting: Overbought (⋎ above bars) and oversold (⋏ below bars) signals for extreme VQI levels (±200 in normalized mode).
Candle Coloring: Optional candle overlay colored by VQI direction (lime for positive, red for negative).
Interpretation:
VQI ≥ 200 (Normalized): Overbought condition, strong sell signal.
VQI 100–200: High volatility, potential selling opportunity.
VQI 0–100: Neutral bullish momentum.
VQI 0 to -100: Neutral bearish momentum.
VQI -100 to -200: High volatility, strong bearish momentum.
VQI ≤ -200 (Normalized): Oversold condition, strong buy signal.
🔶 EXAMPLES
Overbought Signal Detection: When VQI exceeds 200 (normalized), the indicator flags potential market tops with a red ⋎ symbol.
Example: During strong uptrends, VQI reaching 200 has historically preceded corrections, allowing traders to secure profits.
Oversold Signal Detection: When VQI falls below -200 (normalized), a lime ⋏ symbol highlights potential buying opportunities.
Example: In bearish markets, VQI dropping below -200 has marked reversal points for profitable long entries.
Volatility Trend Tracking: The VQI plot and bands help traders visualize shifts in market momentum.
Example: A rising VQI crossing above zero with widening bands indicates strengthening bullish momentum, guiding traders to hold or enter long positions.
Dynamic Support/Resistance: Standard deviation bands act as dynamic volatility thresholds during price movements.
Example: Price reversals often occur near the third standard deviation bands, providing reliable entry/exit points during volatile periods.
🔶 SETTINGS
Customization Options:
VQI Length: Adjust the EMA period for VQI calculation (default: 14, range: 1–50).
Smoothing Length: Set the EMA period for smoothing (default: 5, range: 1–50).
Standard Deviation Multipliers: Customize multipliers for bands (defaults: 1.0, 2.0, 3.0).
Normalization: Toggle normalization to -100/+100 scale and adjust lookback period (default: 200, min: 50).
Display Style: Switch between line or histogram plot for VQI.
Candle Overlay: Enable/disable VQI-colored candles (lime for positive, red for negative).
The Alpha-Extract Volatility Quality Indicator empowers traders with a robust tool to navigate market volatility. By combining directional price range analysis with smoothed volatility metrics, it identifies overbought and oversold conditions, offering clear buy and sell signals. The customizable standard deviation bands and optional normalization provide precise context for market conditions, enabling traders to make informed decisions across various market cycles.
指標和策略
Line at Custom Price📌 Script Title: Line at Custom Price
📝 Description:
Draw a clean and customizable horizontal line at any price level you define.
This simple but effective indicator is perfect for marking psychological levels, round numbers (e.g., 100k BTC), support/resistance zones, or target areas. Use it to visually track key price levels without cluttering your chart.
⸻
🔧 Features:
• 🔹 Customizable input for any price level (default: 103,000)
• 🔹 Bold, dashed red line overlay for maximum visibility
• 🔹 Works on all timeframes and assets
• 🔹 Ideal for marking breakout zones, profit targets, or alert areas
⸻
💡 Usage Ideas:
• Set a key resistance level like 103000 on BTC
• Track liquidation zones or Fibonacci targets
• Combine with other indicators like Moving Averages or VWAP
Unified Signal Engine5 Scripts
1) PMO indicator
2) Average Force indicator has positive force that is bullish yellow histogram
3) Dynamic Sentiment RSI
4) Adaptive Resonance Oscillator
5) When Turbo Oscillator
[Cimafire] Historical 01:55 H/LThis is the Asian timezone 5minute candle observer and marker
Description
This indicator tracks the high and low of the 01:55 AM candle each day based on your selected timezone.
📍 Draws horizontal lines from the high and low of the 01:55 AM candle
🕐 Highlights the 01:55 candle on the chart for easy visual reference
🔼 If the next candle closes above the high — a “Breakout” label is displayed
🔽 If the next candle closes below the low — a “Breakdown” label is displayed
📏 Line duration is customizable to fit your analysis window
Perfect for traders monitoring early-session activity, breakouts, and pre-market structure.
EMAブレイク手法（エントリーポイント価格表示＋アラート付き）This Pine Script is designed for 15-minute chart trading using EMA crossover breakouts.
It identifies bullish and bearish setups based on the relationship between the 12-period and 26-period EMAs, and plots entry points with price labels.
SURF (ex-mafgi) 2.55 4m design @VanyaKsenyaSURF 2.55 is a version of a multi-correlations based MAFGI (inverted fear and greed synthetic index) analytical platform for analyzing the current asset from the standpoint of correlations with 3 other assets that you pick up.
There's a lot of calculations based on 3 different correlation modes and dynamic weigh assignment happening behind the scenes of this indicator, but here's a simple explanation on what's happening on the chart with the Bitcoin:
You see a bird's eye view on the sea coast where there are:
- Mountains with the wind blowing sometimes from the mountains in the opposite direction to the sea waves
- Wet sand with white sea foam
- Sea waves
- Wind that sometimes blows from the sea towards the shore
The sea wave is a synthetic correlations based index of the strength of the current asset plus 3 related ones. The higher the waves the better for bitcoin (or whatever assets you analyse).
How the waves develop?
a) first, the wind rises, blowing to the right along the sea — this is the earliest harbinger of a wave. Economically, it means that bitcoin price's index is balanced with the other 3 correlated assets. Most of the time it means that the wave is coming.
b) Then, usually, a surfer jumps onto the board — this is when the entry point detection algorithm triggers.
c) Then comes the wave. Normally the wave starts with a sun symbol and the sea foam abruptly jumping higher then usual.
If the wind comes from the mountains — large or smaller "breezes" from the mountain side — this means that on the index of related assets there is sharp volatility unfavorable for the current asset, just like a wind from the mountains — it stops the wave on the sea or holds it back until it lasts.
But if the wind is from the sea — bottom most wind icons below the sea waves — then this strengthens the wave.
The palm tree is the place where the wave might end (the peak on the wet sand).
If there are almost no mountains, it means the current asset is in an undervalued zone compared to the indices of correlated assets. (Think of it as of a multi-asset SMT divergence and you will grasp the idea.)
If the mountain is large — be careful with longs, only a wind from the sea can, in such a situation, make the wave even bigger. Otherwise be careful - shorts are coming, watch out for the moon symbols which means the strength of the asset is reducing abruptly compared to the index.
EMA Confluence Zones — Dynamic Support/ResistanceThis indicator identifies zones where multiple EMAs converge tightly together, which often act as dynamic support or resistance. You can customize which EMAs to include and define the maximum % spread between them to trigger a “confluence zone.”
🔧 How to Use
Use default EMAs (8, 13, 21, 34) or add your own.
Zones appear when EMAs are within a tight price range (configurable).
Look for price pullbacks into these zones for entries or continuation plays.
Great for trend traders and smart money setups.
Visual and adaptive — this indicator shows you where institutions might be stacking positions.
Previous Highs & Lows (Daily + Weekly)This indicator automatically plots the previous day's and previous week's high and low levels. These price points are commonly used by institutional traders as potential areas of support, resistance, or liquidity grabs.
🔧 How to Use
Previous Day High/Low: Use for intraday scalping or breakout setups.
Previous Week High/Low: Identify swing trade zones or key reaction areas.
Combine with price action (e.g., rejection candles or fakeouts) to spot smart money moves.
Enable/disable each level separately from settings.
Ideal for traders who rely on market structure, session levels, or liquidity theory.
Candle Body Pressure HeatmapThis indicator colors candles based on the strength of their real body relative to the total candle range (body + wicks). Strong bullish and bearish candles are highlighted with brighter colors, while weak or indecisive candles are shaded softly. Optional arrows mark high-conviction candles when volume exceeds the 20-period average.
🔧 How to Use
Bright Green = Strong Bullish Pressure (large body, small wicks, high volume)
Bright Red = Strong Bearish Pressure
Faded Candles = Weak conviction (spinning tops, doji-like)
Arrows signal strong candles backed by above-average volume.
Enable the volume filter to hide fake moves during low activity.
Useful for price action traders who want to focus on meaningful candles only. Combine with support/resistance or trendlines for better confirmation.
Alligator (Intraday) + Bill Williams + Dotted S/R TrendlinesPredator Edge is a powerful all-in-one intraday trading tool designed for traders seeking high-probability entries within 3–5 hour windows. It combines Bill Williams' Alligator indicator, automated support & resistance trendlines, and RSI divergence detection, giving you precision market insights in real-time.
🔍 Core Features:
✅ 1. Alligator Indicator (Optimized for Intraday)
Uses shorter EMA settings to adapt to fast-moving markets
Clearly identifies market trends and consolidation zones
Color-coded jaws, teeth, and lips to visualize momentum
✅ 2. Dynamic Support & Resistance
Automatically plots dotted trendlines at key swing highs and lows
Line weight and length are tuned to stay relevant to recent price action
Clean and uncluttered visual presentation
✅ 3. RSI Divergence Detection
Detects bullish and bearish RSI divergences using price pivots
Labels appear directly on the chart for easy signal spotting
Optimized RSI length and pivot settings for short-term intraday use
VWAP Bands with Volume PressureThis indicator plots a session-based VWAP (Volume Weighted Average Price) with dynamic standard deviation bands. The VWAP line is color-coded based on volume pressure — green when volume increases, red when it decreases — providing an instant view of market momentum.
💡 How to use it:
VWAP Line: Used as a dynamic fair value. Price above VWAP may suggest bullish pressure, below VWAP bearish.
Upper/Lower Bands: Represent overbought and oversold zones based on real-time volatility (standard deviation). When price touches or exceeds a band, it may signal:
A potential reversal zone (mean reversion)
Or a breakout continuation if supported by volume
Color of VWAP:
🔹 Green VWAP: increasing volume — confirms price move
🔻 Red VWAP: decreasing volume — caution, move may lack strength
📈 Useful for intraday traders, scalpers, and swing traders wanting to combine price and volume dynamics in a clean visual way.
Prev Week POC Buy/Sell Signals
Hi, I’m Edward. I created a straightforward strategy for swing traders (4hr or 8hr timeframe users). This strategy is for traders that are not interested to look at charts all day long, 2 times a day max, but still be profitable.
The indicator:
Print a buy signal when the price closes above the previous week's Point of Control (POC).
Stay in the trade until the price closes below the previous week's POC, then print a sell signal.
The indicator calculates the weekly POC using a basic volume profile method, then tracks the previous week's POC for signals.
Previous week POC is valid from Monday to Thursday. By close of business on Thursday, the current week trend and POC should be well established and should be used make buy or sell decisions. Enjoy!
Quantum Fibonacci Flow
Quantum Fib Ribbon (QFLOW)
📖 How It Works
A three-band ribbon built from Fibonacci-scaled moving averages, filled and colored to reflect current momentum strength and direction.
Green when bullish flow is strong, red when bearish flow dominates, and orange in between to highlight slowing momentum.
⚙️ Key Controls
* Base Length: Adjusts the ribbon’s overall lookback.
* Ribbon Opacity: How solid or translucent the fill appears.
* Momentum Scale & Exponent: Fine-tune how sensitively the ribbon reacts to price speed versus volatility.
* Override Threshold: Determines at what momentum level the ribbon “snaps” to full green or red.
🚨 Over-Extension Logic
When price extends significantly above or below the ribbon, it often signals exhaustion.
The first return to the ribbon after such an extension frequently acts as strong support or resistance — offering high-probability trade setups.
🔺 Optional Trade Signals
Enable the over-extension alert to mark these key areas:
* A green triangle shows price extended below the ribbon, then retested → potential long.
* A red triangle shows price extended above, then retested → potential short.
🎯 How to Trade
• Breakout-Retest Setup: Watch for over-extended price moves. The first comeback to the ribbon often marks key levels of interest for a reversal or continuation.
Fib-SMAs + 38↘23 Signal🧠 Fibonacci Time-Ribbon — the 32.8↗23.6 Bearish Reversion Signal (30min)
This indicator plots a dynamic ribbon of Simple Moving Averages (SMAs) derived from key Fibonacci and Golden Spiral ratios applied to time — not price.
It features five SMAs, calculated as Fibonacci-based percentages of a customizable base length (default: 100 candles):
% of base Color Rhythm
23.6% Fuchsia Very fast
32.8% Aqua Fast
50.0% White Neutral
61.8% Yellow Slow
78.6% Orange Very slow
🔍 These SMAs behave like a time-based Fibonacci retracement ladder, dynamically responding to market rhythm and structure.
⚠️ What to Watch For — The “32↗23” Signal
Through repeated intraday testing on BTC, ETH, and high-beta altcoins, we’ve found that:
When the 32.8% SMA crosses above the 23.6% SMA on the 30-minute chart,
price often experiences a short-term correction within the next 4–5 candles (2–2.5 hours).
⏱️ Typical Sequence:
Appears after strong intraday pumps or short-squeeze extensions.
Marks the exhaustion of local upside momentum.
Price often reverts back toward the 50% or 61.8% SMAs (mean).
📉 Historical Outcomes
In back-tested environments:
70–80% of these crosses were followed by pullbacks ranging –3% to –9.8% and sometimes -15~18%.
The moves typically played out within 2–3 hours, making them ideal for scalpers and short-term swing traders.
🛠 Features & Customization
🟨 32↗23 diamond marker appears on every confirmed signal.
📣 Includes alertcondition() so you can automate alerts or trigger bots.
⚙️ Inputs:
Adjustable base period (default 100)
Toggle visibility of the 32↗23 signal
🧵 Full Fibonacci ribbon context (5 SMAs) for trend direction and dynamic support/resistance structure.
✅ How to Use It
Add to a 30-minute chart.
When the 32.8 SMA (aqua) crosses above the 23.6 SMA (fuchsia):
Consider securing profits if long.
Avoid chasing long entries.
Look for reversion or fade entries aligned with broader context (e.g., VWAP, resistance zones, AVWAP anchor points).
Use confluence with Multi-Timeframe AVWAP, structure, or momentum indicators for higher-confidence plays.
🧠 Why 32.8%?
32.8% is the inverse complement of the Golden Ratio (1 – 0.618 = 0.382, and 0.328 is just below that).
While 38.2% is common in swing trading, the 32.8% level reacts more sensitively in faster intraday charts, helping to spot momentum shifts early.
⚠️ Disclaimer
This tool is for educational purposes only.
Historical patterns do not guarantee future performance.
Use in combination with risk management and your own trading system.
LORD_SETUPLord Setup: Trendline Breakouts + RSI Confirmation + ZLEMA Filter
The Lord Setup is a custom trend-following indicator designed to detect swing-based trendlines, breakout points, and momentum confirmation using RSI and a Zero Lag EMA (ZLEMA) filter. It combines three powerful tools into one cohesive system:
🔹 Dynamic Trendlines: Identifies pivot highs/lows and constructs dynamic trendlines using a selectable slope model (ATR, Standard Deviation, or Linear Regression).
🔹 Breakout Detection: Monitors price action for breakout conditions above/below trendlines, confirmed by RSI direction (RSI > 50 for bullish, < 50 for bearish).
🔹 ZLEMA Trend Filter: A Zero Lag Exponential Moving Average is used to highlight trend strength and filter signals based on recent directional bias.
📈 How to Use:
Watch for "B" signals: These indicate trendline breakouts with RSI confirmation.
Use ZLEMA coloring to assess momentum shifts: green for bullish, red for bearish.
Tune detection sensitivity using the length, slope multiplier, and RSI timeframe inputs.
🧠 The indicator works best on 5m–1h timeframes for active trading, but adapts well across timeframes.
🔄 Inspired by multiple open-source concepts, this script includes original logic for breakout detection and dynamic trendline projection.
🙏 Credits to PineCoders and the open-source community for foundational techniques.
Crypto Composite RS ScoreComposite score of various RS metrics to screen the market for crypto entry opportunities.
Universal FX Forecast DashboardMake Your Daily Forex Decisions With Confidence! (currently still in test phase)
Tired of guessing the trend, chasing signals, or fighting uncertainty every morning?
Unlock disciplined, data-driven trading with the Universal FX Forecast Dashboard – your all-in-one, visual daily bias tool for EUR/USD, GBP/USD, USD/JPY, XAU/USD, and more.
🟢 What Makes This Script Different?
Clear Trend Forecasts – Instantly see BUY or SELL bias for 4H and Daily timeframes, powered by advanced pivot analytics.
Dashboard Transparency – Not just “signals”—see the confidence % of every forecast, volatility status, market structure, and more.
Multi-Pair Presets – One script, many markets: easily adjust for EUR/USD, GBP/USD, USD/JPY, XAU/USD, or your favorite pair.
Rolling Accuracy Tracker – See historical win rate (% of successful signals) right on your chart.
Smart Warnings – The dashboard highlights market “cautions” (low volatility, mixed trend, structure/zone) so you know when to size up, stand aside, or wait for confirmation.
Perfect For:
Discipled day and swing traders
Bot/automation users who need a reliable daily bias
Anyone who wants clear, actionable trend guidance — not guesswork
✨ How To Use:
Select your trading pair (preset menu covers all majors + gold)
Check the dashboard each morning after the market opens
Use the “4H Bias” for your main direction
Trade with confidence only when the “Confirmed?” box is ✅ and Confidence % is strong
Use warnings (⚠️) to lower risk, pause, or filter choppy conditions
Review “Accuracy” to track performance and improve discipline
⚠️ Disclaimer: Read Me!
This script is NOT an automated buy/sell signal or a trading bot.
It is a decision support tool — designed to inform, not replace, your trading judgment.
All trading involves risk. Past performance does not guarantee future results.
Always use additional risk management and never rely solely on any indicator to place trades.
Elite Trader lite elite signal pro
best frame time is 1 min at sensitivity = 5.0
and 5 min frame at sensitivity = 3.4
GCM Heikin Ashi with PivotsTitle: GCM Heikin Ashi with Pivots
Description:
Overview
This indicator provides a powerful combination of trend visualization, precise reversal signals, and volume confirmation in a clean, customizable sub-chart. It is designed to help traders identify trend momentum using Heikin Ashi candles, pinpoint confirmed swing highs and lows (pivots), and spot surges in buying pressure with our unique Volume Rate-of-Change (VROC) highlighter.
The key feature of this script is its non-repainting pivot signals. A pivot high or low is only confirmed and plotted after a specific number of subsequent bars have closed, ensuring the signals are reliable and do not change after they appear.
Key Features
Heikin Ashi Sub-Chart: Displays smoothed Heikin Ashi candles in a separate pane to clearly visualize trend strength and direction without cluttering the main price chart.
Non-Repainting Pivot Signals: Uses ta.pivothigh and ta.pivotlow to identify confirmed swing points. The signals will not repaint or move once they are printed on the chart.
Smart Volume Spike Analysis (VROC): A Heikin Ashi candle will be highlighted in a distinct bright green (#2dff00) when the volume increases significantly on a bullish price candle. This "volume-confirmed" candle can signal strong conviction behind a move.
Complete Label Customization: Take full control over the look and feel of your signals:
Label Mode: Choose between "High & Low" (H/L) or "Buy & Sell" (B/S) to match your trading terminology.
Custom Colors: Set unique colors for both the high and low pivot labels.
Label Style: Select from various shapes like boxes, circles, diamonds, or squares.
Label Size: Adjust the size of the labels from Tiny to Huge for perfect visibility.
Adjustable Pivot Sensitivity: Fine-tune the pivot detection algorithm by setting the number of bars required to the left (strength) and right (confirmation) of a pivot point.
How to Use & Interpret the Signals
Assess the Trend with Heikin Ashi:
A series of green HA candles with little to no lower wicks indicates strong bullish momentum.
A series of red HA candles with little to no upper wicks indicates strong bearish momentum.
Look for Volume Confirmation:
A bright green highlighted candle signals a surge in buying pressure (VROC spike). This adds significant weight to bullish moves and can act as a leading indicator for a new leg up.
Identify Entry/Exit Points with Pivot Labels:
An "L" or "B" label marks a confirmed swing low. This is a potential buying opportunity, especially if it is followed by green Heikin Ashi candles and, ideally, a bright green VROC spike candle.
An "H" or "S" label marks a confirmed swing high. This is a potential selling/shorting opportunity, especially as HA candles turn red.
Example Strategy (High-Confluence)
A powerful way to use this indicator is to look for a sequence of events:
Wait for a "Buy" (B) or "Low" (L) signal to appear, confirming a bottom has likely formed.
Wait for the first bright green VROC spike candle to appear after the signal. This confirms that buyers are stepping in with conviction.
Consider an entry based on this high-confluence setup, using the swing low as a potential stop-loss area.
Settings Explained
Pivot Detection:
Left Bars (Strength): Number of bars to the left of a pivot. A higher number finds more significant pivots.
Right Bars (Confirmation): Number of bars to the right required to confirm a pivot. This creates a lag for reliability.
Volume Spike Detection (VROC):
Enable Volume Spike Highlighting: Turn the bright green candle highlight on or off.
VROC Length: The lookback period for calculating the volume's rate of change.
VROC Threshold %: The percentage volume must increase to trigger a highlight.
Label Customization:
Label Text Mode: Choose between "High & Low" or "Buy & Sell".
Label Color, Style, and Size: Full cosmetic control for the pivot labels.
Final Note
This indicator is a tool to aid in technical analysis and should not be used as a standalone trading system. Always use it in conjunction with other analysis methods, proper risk management, and a sound trading plan.
Enjoy!
NQ Fib Combo Suite📊 NQ Fib Combo Suite — Full Fibonacci Toolkit for Futures Traders
The NQ Fib Combo Suite is a comprehensive all-in-one indicator designed for precision Fibonacci-based trading on NQ and MNQ futures. It automatically identifies structure, draws fib levels, highlights confluence zones, and confirms price reactions — all with optional alerts and multi-timeframe analysis.
🔧 Features:
✅ Auto Fib Drawing from swing highs/lows (customizable swing depth)
🔁 Multi-Timeframe Fibs: View 15-min fib zones on intraday charts
🌀 Confluence Detection: Highlights overlapping fib levels within a set tolerance
🕯️ Reaction Detection: Labels wick rejections & engulfing candles at fib zones
🎯 ATR-Based Targets: Calculates dynamic long/short profit zones using 1.5× ATR
📈 Simplified Delta Overlay: Estimate directional volume strength
🔔 Smart Alerts: Sound notifications on wick/engulfing reactions
⚙️ Settings:
Toggle each module on/off: fibs, confluence, reactions, delta, alerts
Configure ATR length, swing sensitivity, confluence tolerance, and more
🧠 Ideal For:
Structure-based fib traders
Confluence scalpers and intraday momentum setups
NQ and MNQ futures traders looking to automate zone logic
PriceCatch NSE Charges CalculatorHi Folks!
Here is a Script that will help Indian Traders . This script displays the charges you will incur on your Intraday Trade.
DYNAMIC NATURE
The current charges are already embedded in the code. However, when the rates change, you can input new charges and fees.
BENEFIT
With this code on your chart, you can immediately see for yourself various charges of the trade and Net Profit/Net Loss after considering all charges and fees. So, it will serve as a ready reckoner.
I just had some time on my hand and thought, I will code and share it here on TradingView.
Hope it will be of use to you. All the best with your trades.
PriceCatch
PS: This is not an indicator that gives any signals.
SOMA NL (선행형)//@version=5
indicator(title="SOMA NL (선행형)", shorttitle="SOMA NL", overlay=true)
// 선행 주 수 입력
slide_weeks = input.int(10, title="선행 주 수", minval=0, maxval=52)
// 시간 단위 계산
var float minutes_per_bar = na
if timeframe.isminutes
minutes_per_bar := timeframe.multiplier * 1
else if timeframe.isdaily
minutes_per_bar := timeframe.multiplier * 1440
else if timeframe.isweekly
minutes_per_bar := timeframe.multiplier * 10080
else if timeframe.ismonthly
minutes_per_bar := timeframe.multiplier * 43200
bars_offset = math.round(slide_weeks * 7 * 1440 / minutes_per_bar)
// SOMA & RRP 호출
soma = request.security("FRED:WSHOSHO", "W", close) // SOMA (자산 매입잔고)
rrp = request.security("FRED:RRPONTSYD", "W", close) // Reverse Repo
valid_data = not na(soma) and not na(rrp)
net_liquidity = valid_data ? (soma - rrp) : na // SOMA 기반 NL
net_liquidity_normalized = net_liquidity / 1e12 // 단위: USD → Trillions
// BTC 기준으로 정규화
btc = close
btc_max = math.max(ta.highest(btc, 200), 1)
liq_max = math.max(ta.highest(net_liquidity_normalized, 200), 1e-4)
scale_factor = btc_max / liq_max
net_liquidity_scaled = net_liquidity_normalized * scale_factor
// 표시
plot(net_liquidity_scaled, offset=bars_offset, title="SOMA NL (선행)", color=color.blue, linewidth=2)
