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NY VWAP 2std to 3std Probabilities + Exit ZonesHow it works: Time buckets Early: 10:30 – 12:00 Mid: 12:00 – 14:00 Late: 14:00 – 16:00 Bands 2σ band (s2up / s2dn) → this is where the “potential breakout” starts. 3σ band (s3up / s3dn) → this is the “target” for the 2→3σ move. Counting logic If during a given bucket, the price touches the 2σ band, it counts as a 2σ hit. If after that, in the same bucket, the price also touches the 3σ band, it counts as a 3σ hit. Probability calculation \text{Probability 2→3σ} = \frac{\text{# of 3σ hits}}{\text{# of 2σ hits}} \times 100 For example, if in the late session the lower 2σ band is hit 10 times, and of those 10 times, 6 eventually hit the lower 3σ band, the script will show 60%. Labels / lines On the chart, Upper/Lower 2→3σ probabilities are displayed per bucket. So yes: “Late Lower 2σ → 3σ: 60%” means: if price touches the lower 2σ band in the late session, historically, 60% of those touches continued to the 3σ band. ⚠ Important caveats: These are historical probabilities, not predictions. Small sample sizes in a bucket can make percentages unstable early in the day. The script only counts session NY bars (0930–1600) and ignores pre-10:30 hits to reduce opening volatility noise.
Pine Script®指標
由seanhillis97提供
Macro Risk Sentiment - Intermarket Timing SignalOverview This indicator builds a composite macro sentiment score by analyzing intermarket relationships between bonds, credit spreads, the US dollar, and volatility. The core premise is that these markets often signal shifts in risk appetite before equities react, providing a timing edge for managing exposure. When macro conditions favor risk assets, the indicator signals RISK-ON (green). When conditions deteriorate, it signals RISK-OFF (red). This is not a predictive tool but rather a systematic way to assess the current macro environment. The Problem It Solves Markets do not move in isolation. Before major equity drawdowns, stress often appears first in credit markets, bonds, and volatility. By monitoring these leading indicators systematically, we can identify periods when holding equity exposure carries elevated risk. The goal is not to catch every move but to avoid the worst drawdowns by stepping aside when multiple macro factors align negatively. How It Works Step 1: Data Collection The indicator pulls daily data from four key markets: Risk-On Inputs (positive for equities when rising): - TLT (20+ Year Treasury Bonds): Rising bonds can signal improving liquidity or flight-to-safety ending - JNK (High-Yield Corporate Bonds): Rising junk bonds indicate credit conditions improving and risk appetite increasing Risk-Off Inputs (negative for equities when rising): - DXY (US Dollar Index): Strong dollar tightens global financial conditions and signals risk-off flows - VIX (Volatility Index): Elevated VIX indicates fear and hedging demand Step 2: Z-Score Normalization Each input trades at different absolute levels, so direct comparison is impossible. The indicator converts each to a z-score: how many standard deviations the current value is from its 252-day (1 year) average. A z-score of +1 means "unusually high relative to recent history." A z-score of -1 means "unusually low." This puts all inputs on the same scale. Step 3: Composite Calculation The macro score combines the normalized inputs: Macro Score = (TLT z-score + JNK z-score) - (DXY z-score + VIX z-score) The result is clamped between -1.5 and +1.5 to prevent outliers from dominating, then smoothed with an EMA to reduce noise. Step 4: Signal Generation Seven different methods are available for determining when conditions shift: 1. EMA Cross: Classic crossover between smoothed macro and its signal line 2. Slope: Simple direction of the macro trend 3. Momentum: Rate of change exceeding a threshold 4. Session Delta: Comparing today's reading to yesterday's 5. Pivot: Market structure analysis (higher lows vs lower highs) 6. Acceleration: Second derivative (is momentum increasing?) 7. Multi-Confirm: Requires 4 or more methods to agree Why These Specific Markets? Bonds (TLT) Treasury bonds often lead equities at turning points. When institutions rotate into bonds, it signals caution. When they rotate out, it signals risk appetite returning. Credit (JNK) High-yield bonds price credit risk faster than equities. Widening credit spreads (falling JNK) often precede equity weakness by days or weeks. Dollar (DXY) A strong dollar creates headwinds for multinational earnings, tightens global USD liquidity, and signals defensive positioning globally. Volatility (VIX) The options market prices fear before it manifests in price. Sustained elevated VIX readings indicate hedging demand and uncertainty. Research Application: Weekly Put Selling One application of this indicator is timing premium-selling strategies. I tested using the EMA Cross method to filter 7-day-to-expiration (7DTE) put sales on ES futures with 90% Profit Target and 600% Stop Loss, only selling puts when the indicator showed RISK-ON. Results with Macro Filter (2020-2025): - Trades: 200 - Win Rate: 96.0% - Total P/L: +$33,636 - Max Drawdown: 2.91% - Profit Factor: 3.51 Results without Filter (same period): - Trades: 357 - Win Rate: 96.1% - Total P/L: +$63,492 - Max Drawdown: 10.30% - Profit Factor: 2.90 Key Insight: The filtered approach made less total profit (fewer trades) but reduced maximum drawdown by 72% (from 10.30% to 2.91%). This significantly improves risk-adjusted returns and allows for potentially higher position sizing with confidence. Note: These results are from external backtesting on actual options data, not the TradingView backtest engine. Past performance does not guarantee future results. Features Seven configurable signal methods for different trading styles Adjustable weights for each data source Z-score normalization puts all inputs on equal footing Visual info table showing all metrics at a glance Background coloring for quick regime identification Alert conditions for signal changes Secondary plot showing method-specific metrics Settings Guide Macro Settings Z-Score Lookback (default 252): Period for calculating standard deviations. 252 equals approximately one trading year. Longer periods are more stable but slower to adapt. Macro EMA (default 7): Smoothing for the raw composite score. Lower values give faster but noisier signals. Signal EMA (default 8): Secondary smoothing for the signal line. Used primarily in EMA Cross method. Signal Method EMA Cross : Recommended starting point. Signals when smoothed macro crosses its signal line. Slope : Simpler approach based purely on trend direction. Momentum : Requires rate of change to exceed a threshold. Session Delta : Compares today to yesterday (daily timeframe focus). Pivot : Uses market structure (higher lows for bullish, lower highs for bearish). Acceleration : Measures change in slope (second derivative). Multi-Confirm : Conservative approach requiring 4+ methods to agree. Data Sources Each source can be enabled/disabled and weighted from 0 to 3 Default is equal weighting (1.0) for all four sources Experiment with emphasizing sources most relevant to your trading (tested on SPX) How to Use Basic Interpretation: Green background / RISK-ON: Macro conditions favor equity exposure Red background / RISK-OFF: Macro conditions suggest caution Arrow markers indicate regime changes For Risk Management: Use RISK-OFF signals to reduce position size or hedge Use RISK-ON signals to resume normal exposure Consider the indicator as one input among many, not a complete system For Options Strategies: Avoid selling premium during RISK-OFF periods Resume premium selling when RISK-ON returns This approach trades frequency for reduced tail risk Alert Setup: Set alerts on "Bullish Turn" and "Bearish Turn" conditions Receive notifications when the macro regime changes Research Ideas This indicator is designed as a research framework. Consider testing: Different signal methods for your specific strategy Adding or removing data sources based on what you trade Varying the z-score lookback for different market regimes Combining with price-based filters (moving averages, support/resistance) Using the multi-confirm method for higher-conviction signals only Limitations The indicator uses daily data, so intraday signals may lag Overnight gaps from surprise news cannot be anticipated False signals will occur, especially in choppy, range-bound markets The z-score lookback creates a recency bias; what was "normal" a year ago may not be relevant today Not all drawdowns are preceded by macro deterioration; some come from idiosyncratic events Past intermarket relationships may not persist in the future Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice. Past performance does not guarantee future results The research results shared are from historical backtesting and may not reflect actual trading conditions Always conduct your own research and due diligence Consider your personal risk tolerance before making any trading decisions Never risk more than you can afford to lose Credits Intermarket analysis concepts draw from established macro trading principles. The multi-signal approach is original work designed to give users flexibility in how they interpret the macro data.
Pine Script®指標
由luiscaballero提供
Auto Fibo Pivot [Ultimate MTF]Stocks: Locks lines during market hours (09:00-15:30) and switches to "Preview Mode" (Next Day) after market close. Forex/Crypto: Always Fixed Mode (24h). Multi-Timeframe (MTF): Select between Auto Daily, Weekly, Monthly, or Yearly pivots. Fully Customizable: Easily change Fibonacci ratios and colors in the settings. No Repaint: Stable lines on 1-minute charts. 自動判別・マルチタイムフレーム対応のフィボナッチピボット 株・為替を自動判別し、最適なモードで動作する実戦向けインジケーターです。 主な機能: 自動判別機能: 日本株: ザラ場中はラインを完全固定。15:30以降は自動で「明日の予習モード」に切り替わります。 為替・仮想通貨: 24時間常時固定モードで動作します。
Pine Script®指標
由KokusaiElectric提供
Supply & Demand (MTF) [Bearly Invested]Overview This multi-timeframe supply and demand zone indicator identifies institutional price areas using a unique "Last 2 Opposite Candles" methodology. Unlike traditional support/resistance indicators, this script detects zones by analyzing momentum-based impulse moves and marking the base formed by the last two opposite-colored candles before the displacement. ​ How It Works Zone Detection Logic The indicator identifies supply and demand zones through a four-step process: Momentum Detection: Monitors for consecutive candles with body sizes exceeding the 20-period average body size by a configurable multiplier (default 0.5x) Impulse Confirmation: When the required number of momentum candles (default: 4 candles within 4-bar span) is detected, the script identifies a potential impulse move Base Identification: Looks back through all consecutive momentum bars, then scans up to 50 bars to find the last two opposite-colored candles that formed before the impulse Zone Creation: Creates a supply/demand zone using the combined high and low of those two opposite candles Multi-Timeframe Analysis The indicator supports up to three simultaneous timeframes, allowing you to identify higher timeframe zones while trading on lower timeframes. Each timeframe independently calculates zones using its own momentum criteria, providing confluence when multiple timeframe zones align. ​ Zone Combination Feature When "Combine Zones" is enabled, overlapping zones from different timeframes or detection instances are automatically merged into single zones. Combined zones display all contributing timeframes in the label (e.g., "15 Min & 30 Min"). ​ Zone Management Invalidation Methods Choose between two zone invalidation approaches: Wick: Zone remains valid until price wicks through the boundary Close: Zone remains valid until a candle closes through the boundary Zone Filtering The script includes built-in filters to reduce noise: Minimum zone size requirement (10 bars on detection timeframe) Maximum zone size limit (1.5x ATR) Minimum 5-bar cooldown between new zone detections Distance-based filtering (zones beyond max lookback are hidden) Key Features Retest & Break Detection Retests: Automatically marks when price retests an active zone with "R" labels ​ Breaks: Optionally displays "B" labels when zones are invalidated Built-in cooldown system prevents label spam (5-bar minimum between retests) Alert Conditions Four alert types are included: Supply Zone Retest Demand Zone Retest Supply Zone Break Demand Zone Break Configuration Guide General Settings Zone Count: High (30 zones), Medium (5), Low (3), or One (single most recent zone per type) Momentum Count: Number of consecutive momentum candles required (default: 4) Momentum Span: Maximum bars to scan for momentum confirmation (default: 4) Max Lookback For Opposite Candles: How far back to search for base candles (default: 50) Max Distance To Last Bar: Controls historical zone visibility (High: 1250 bars, Normal: 500, Low: 150) Timeframe Configuration Enable up to three timeframes simultaneously. When multiple timeframes show the same value (e.g., chart timeframe), duplicate detection automatically disables redundant calculations. ​ Visual Options Customizable supply/demand colors with transparency "Show Historic Zones" toggles visibility of broken/invalidated zones Text color and label positioning controls Combined zones display with increased opacity for emphasis Best Practices Timeframe Selection: Use higher timeframes (15m, 30m, 1H) for swing trades; lower timeframes work for scalping when combined with HTF confluence Zone Invalidation: "Close" method reduces false breaks from wicks; "Wick" method is more conservative Zone Count: Start with "Medium" or "Low" settings to avoid chart clutter, especially on lower timeframes Momentum Parameters: Lower values (3-4) detect more zones; higher values (5-6) create stricter, higher-quality zones Combine Zones: Enable this feature to merge overlapping multi-timeframe zones for cleaner charts and stronger confluence areas Important Notes Zones are calculated in real-time on the detection timeframe and displayed on your chart timeframe The indicator looks back a maximum of 2000 bars for calculations Maximum of 500 boxes/labels can be displayed simultaneously due to Pine Script limitations Zones older than the "Max Distance" setting are automatically hidden but still tracked for break/retest detection The "Last 2 Opposite Candles" method may produce zones of varying sizes depending on the range of those base candles
Pine Script®指標
由BearlyInvested提供
Volatility Trend Score [BackQuant]Volatility Trend Score Overview Volatility Trend Score is a trend-strength and regime-evaluation indicator built to measure directional persistence, not just direction. Most trend tools answer “up or down” using slope, crossovers, or a single condition. This indicator answers a more useful question for real trading: “How consistently is trend structure holding up once volatility is accounted for?” It does this by building a volatility-scaled trailing structure (ATR-based) and then scoring how that structure evolves over a configurable lookback range. The output is a continuous score that rises when trend is persistent and decays when price action becomes noisy, mean-reverting, or unstable. What it is measuring (the real goal) This indicator is not trying to predict reversals. It is trying to quantify whether the market is behaving like a trend market or a chop market. It focuses on: Persistence: does structure keep pushing in one direction bar after bar? Stability: are pullbacks being absorbed without breaking the trailing structure? Regime: is the market trending strongly enough to justify directional bias? If you already have entries from other systems, this becomes a high-quality trend filter and trade management layer. Core idea At its foundation, the indicator combines two parts: A volatility-adjusted trailing level derived from ATR and a user-defined factor. A rolling persistence score that compares the current trail to prior trail values over a configurable loop window. The trailing structure adapts to volatility and enforces one-sided movement, while the scoring logic converts that behavior into a numeric measure of trend quality. Inputs and what they actually control Average True Range Period (calc_p) Defines the ATR window used to estimate volatility. A higher value smooths the volatility estimate and makes the trailing structure less reactive. Factor (atr_factor) Scales the ATR band size. Higher values widen the trailing band, filtering more noise, reducing flip frequency, and generally producing slower but more stable regimes. For Loop Start/End (start/end) Defines the comparison window used to build the score. It effectively sets how many historical trail values the current trail is compared against. Shorter ranges produce a faster, more responsive score. Longer ranges produce a slower, more “confidence-based” score that only climbs when trend persistence is sustained. Long/Short Thresholds (thresL/thresS) Convert a continuous score into regime thresholds. Long threshold is a “trend quality requirement” for bullish bias. Short threshold is used as a deterioration / breakdown trigger via crossunder logic. Volatility-adjusted trailing structure The trailing line is built from ATR bands around price: up = close + ATR * factor dn = close - ATR * factor Then a trailing value is maintained with one-sided ratcheting behavior: If dn rises above the previous trail, the trail steps up (ratchets upward). If up drops below the previous trail, the trail steps down (ratchets downward). This “ratchet” behavior is important. It prevents the trail from oscillating with small countertrend moves, forcing the trail to represent meaningful structure rather than micro-noise. On-chart, this trail often behaves like dynamic support/resistance in trends. Why the trail is a better base than raw price Price itself is noisy, and volatility changes the meaning of “big move” vs “small move.” By anchoring structure to ATR: A move is interpreted relative to current volatility, not in absolute points. High-volatility chop is less likely to be misread as a trend. Trend structure is normalized across assets and timeframes more reliably. This is why the score remains usable even when switching from low-vol assets to high-vol crypto pairs. Trend scoring logic The score is built by repeatedly comparing the current trailing value to trailing values from prior bars across a loop window: If current trail > trail , add +1 If current trail < trail , add -1 This is a persistence test, not a momentum calculation. In a strong trend, the trail should generally keep stepping in the trend direction, so current values will be greater than many past values (bullish) or lower than many past values (bearish). In chop, the trail fails to progress meaningfully, so the score compresses, oscillates, or bleeds out. How to interpret the score Think of the score as a “trend conviction meter”: High positive values: bullish persistence, structure is advancing consistently. Low positive values: bullish bias may exist, but trend quality is weak or unstable. Near zero: indecision, range behavior, or frequent structure challenges. Negative values: bearish dominance or sustained deterioration in structure. The speed of score change matters too: Fast expansion suggests a fresh regime gaining traction. Slow grind suggests mature trend continuation. Rapid compression often signals consolidation, exhaustion, or a transition phase. Signals and regime transitions This script uses two different styles of conditions (important detail): Long condition: score > long threshold (state-based, persistent while true). Short condition: crossunder(score, short threshold) (event-based trigger). That means: Long bias can remain active as long as score stays above the long threshold. Short regime flips are triggered at the moment the score breaks down through the short threshold. On the chart, long/short shapes are only plotted when the regime flips (first bar of the change), not on every bar, using: Long shape when signal becomes 1 and previous signal was -1 Short shape when signal becomes -1 and previous signal was 1 This keeps signals clean and avoids spam, making it usable for alerts and regime tagging. Visual presentation The indicator is designed to work both as a panel oscillator and as an on-chart overlay: Score plot (oscillator): color reflects active regime state. Optional trail on price: volatility-scaled structure line on chart. Optional threshold reference lines: clear regime boundaries. Optional candle coloring: makes regime obvious without reading the panel. Optional background shading: useful for quick scanning and backtesting visually. You can use only the score, only the trail, or both together depending on your workflow. Practical use cases 1) Trend filter for systems Use the score as a regime gate: Allow long entries only when score is above the long threshold. Avoid longs when score compresses toward zero or loses the threshold. Treat the short threshold break as “trend is no longer healthy.” This often improves system expectancy by reducing exposure during low-conviction conditions. 2) Trend quality grading Instead of treating all uptrends as equal: Higher score = higher persistence, better continuation odds. Score plateau = trend losing pressure, continuation becomes less reliable. Score decay while price rises = trend is getting weaker under the hood. This is useful for position sizing or deciding whether to add to winners. 3) Trade management and exits Two complementary tools exist here: Trail line can act as a dynamic stop reference or structure invalidation level. Score behavior can be used to scale out when persistence fades (before a full flip). Many traders use the trail for “hard structure” and the score for “soft deterioration.” 4) Breakout confirmation vs fakeouts A breakout that immediately fails to build score is often low quality. Healthy breakouts usually come with score expansion as structure advances. Fakeouts often revert quickly, score fails to climb, and regime stays unstable. Tuning guidelines These are general behaviors you can expect when adjusting settings: Higher ATR period and factor: slower regimes, fewer flips, cleaner structure. Lower ATR period and factor: faster reaction, more sensitivity, more noise risk. Longer loop range: score becomes more “confidence-based,” slower to change. Shorter loop range: score becomes more “tactical,” faster but more jittery. A good way to tune is to pick the trail behavior first (ATR period and factor), then tune the score window (loop) to match how quickly you want “trend conviction” to build. Market behavior focus Volatility Trend Score is most valuable in markets where volatility shifts frequently and fake trends are common, especially crypto. It is designed to: Stay out of low-quality chop where most indicators whipsaw. Quantify when volatility is being expressed directionally (constructive trend). Provide a clean regime framework for filtering, alignment, and management. Summary Volatility Trend Score converts volatility-adjusted structure into a quantified measure of trend persistence. By combining an ATR-based trailing mechanism with a rolling comparison score, it provides a more reliable read on trend quality than single-condition indicators. It is best used as a regime filter, a trend strength gauge, and a trade management layer, helping you stay aligned with strong directional phases while avoiding low-conviction envir
Pine Script®指標
由BackQuant提供
10
MATATABI SP Ver.1Specifications & Features This indicator is a comprehensive tool designed to monitor trend inception (Squeeze), key reversal zones (Smart SR), and market context (Range Analysis) on a single chart. It is updated for Pine Script v6. 1. 10 Moving Averages (MA) Spec: Displays a total of 10 Moving Averages. Defaults: All set to EMA (Exponential Moving Average) with periods 20, 25, 30, 35, 40, 45, 50, 55, 60, 65 (increments of 5). Customization: Period, type (SMA, EMA, SMMA, WMA), color, and width for each line can be adjusted in the settings. Visibility: MA01-MA08 are visible by default; MA09-MA10 are hidden by default. 2. MA Squeeze Detection Alert Feature: Detects when all 10 MAs contract (cluster together) and flatten out, indicating potential energy buildup for a move. Behavior: No background color change on the chart; it functions purely as an Alert condition configurable in TradingView. Logic: Triggered when the spread between the highest and lowest MA is below a specific ATR threshold AND the slope of the longest MA is near zero. 3. Smart Support & Resistance (Smart SR) Zone Display: Draws Support/Resistance as zones (bands) rather than thin lines. The width adapts automatically based on volatility (ATR). Auto-Removal on Break: When price breaks through a zone, the line stops extending to the right automatically. This ensures only currently active/unbroken levels remain visible on the chart. Significance Filter: Filters out minor noise, using a longer Pivot length (15) to identify only significant peaks and troughs. It also prevents drawing duplicate zones near existing ones. Multi-Timeframe (MTF): Can display SR zones from a higher timeframe (e.g., 4H SR on a 15m chart) alongside current timeframe zones. 4. Range Analysis Range Detection: Visualizes consolidation areas (boxes) based on price deviation and volume analysis. Info Dashboard: Displays a table (top-right) showing the range strength and a statistical "Directional Probability (Bullish/Bearish %)" for the potential breakout. Breakout Signals: Highlights the box border and triggers alerts when price breaks out of the detected range. 仕様と特徴 このインジケーターは、トレンドの初動（スクイーズ）、重要な反発ポイント（レジサポ）、**現在の相場環境（レンジ解析）**を1つのチャートで監視するための複合ツールです。Pine Script v6に対応しています。 1. 10本の移動平均線 (MA) 仕様: 合計10本の移動平均線を表示します。 初期設定: すべて**EMA（指数平滑移動平均線）**で、期間は 20, 25, 30, 35, 40, 45, 50, 55, 60, 65（5刻み）に設定されています。 カスタマイズ: 各ラインの期間、種類（SMA, EMA, SMMA, WMA）、色、太さは設定画面から変更可能です。 表示制御: MA01〜MA08はデフォルトで表示、MA09〜MA10は非表示設定です。 2. MA収縮（スクイーズ）検知アラート 特徴: 10本のMAが密集し、かつ傾きが平坦になった状態（エネルギーが溜まっている状態）を検知します。 動作: チャートの背景色は変更せず、アラート通知のみを行う仕様です（設定画面でアラート条件を作成可能）。 判定ロジック: 「MA全体の最大幅がATRの一定倍率以下」かつ「長期MAの傾きがほぼゼロ」の場合に検知します。 3. スマート・レジサポ (Smart Support & Resistance) ゾーン表示: 単なる線ではなく、価格帯（ゾーン）として描画されます。幅はボラティリティ（ATR）に基づいて自動調整されます。 ブレイクで自動消去: 価格がゾーンを実体でブレイク（上抜け/下抜け）すると、そのラインは「役割を終えた」と判断され、右側への延長が自動的に停止します。これにより、チャート上には「現在有効なレジサポ」のみが残ります。 重要度フィルター: 小さな値動きを除外し、目立つ山や谷（Pivot期間15）のみを抽出して描画します。また、既存のラインと近い場合は重複して描画しません。 マルチタイムフレーム (MTF): 現在足のレジサポに加え、上位足（例: 15分足チャートに4時間足のレジサポ）を同時に表示可能です。 4. レンジ解析 (Range Analyzer) レンジ検出: 価格の乱高下と出来高を分析し、レンジ相場をボックスで可視化します。 情報テーブル: チャート右上に、レンジの強度や、過去の統計に基づいた**「ブレイク方向の確率（強気/弱気 %）」**を表示します。 ブレイクアウト: レンジを抜けた際に、ボックスの色を変化させ、アラートを通知します。
Pine Script®指標
由Hide_FX_Treader提供
2
MidZone Breakout Pro 🚀 MidZone Breakout Pro — Smart Balance Zone Signals 🧭 Equilibrium-Based Market Insight MidZone Breakout Pro identifies key balance levels in the market and highlights directional opportunities when price decisively moves away from equilibrium. 📐 Dynamic Midpoint Zone Mapping Automatically plots a central price balance zone derived from recent market ranges, helping traders visualize fair value and expansion areas. 🎯 Clear Buy & Sell Signals Generates clean bullish and bearish signals when price exits the balance zone with momentum. 🎨 High-Visibility Zone Visualization Color-coded zones, background shading, and bold signal markers provide instant clarity without chart clutter. 🎚 Customizable Sensitivity Adjustable lookback period and zone width allow seamless adaptation across scalping, intraday, and swing trading. 🕰 Non-Repainting Signals All signals are calculated using confirmed price action and remain stable on historical charts. ⚡ Lightweight & Fast Performance Optimized design ensures smooth performance across all instruments and timeframes. 🛠 How to Use (Safe Version) 📉 **Buy Signal**: Appears when price moves strongly above the balance zone 📈 **Sell Signal**: Appears when price moves strongly below the balance zone 🟨 **Neutral Zone**: Indicates consolidation or equilibrium conditions Best used in combination with trend direction, support/resistance, or volume confirmation. ⚠️ Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice. Always apply proper risk management.
Pine Script®指標
由ChandraBose2002提供
2
The Cantillon Liquidity Trap [SFP] - PRORetail traders chase breakouts. Institutions engineer traps." The Problem: How often do you see price break a key High/Low, trigger your stop loss, and then immediately reverse in the other direction? This is not bad luck. This is a Liquidity Grab (Swing Failure Pattern). Institutions need your stop orders to fill their large positions. Once they are filled, the market reverses. How This Tool Helps: The Cantillon Liquidity Trap automatically detects these manipulation points in real-time. It does not just look for "wicks"—it uses a strict institutional algorithm to identify: Major Pivot Points: (Where the stops are hiding). The Sweep: (The stop run). The Failure: (Price closing back inside the range). Volume Confirmation: (Smart money absorption). The Signals: 🟥 TRAP (Bearish): A Swing High was swept, but buyers failed to hold. Look for Shorts. 🟩 GRAB (Bullish): A Swing Low was swept, but sellers were absorbed. Look for Longs. 🚀 How to Trade This (The Strategy): This tool provides the "WHEN" (The Trigger). To get the highest win rate, you must combine it with the "WHERE" (The Level). Optimum Setup: Wait for a "TRAP" signal that aligns perfectly with a Volume Shelf or AVWAP. When "Time" (SFP) meets "Location" (Cantillon Level), you have an A+ Institutional Setup. This is optimized for 4H, but feel free to play with it. 👇 Works best together with my "the cantillon overlay" signature below.
Pine Script®指標
由Thecantillonreport提供
1
HMA Trend Scalper V1[wjdtks255] Overview This indicator is a high-performance trend-following system optimized for crypto futures trading. It provides clear entry signals and dynamic, real-time risk management tools to help traders stay on the right side of the market. Key Features Dynamic Trend Tracking: Uses a specialized HMA (Hull Moving Average) to filter market noise and identify the core trend. Real-time TP/SL Extension: Unlike static indicators, the Take Profit (TP) and Stop Loss (SL) lines extend candle-by-candle along with the price action. Clean Chart UI: Lines only exist from the entry point to the current candle, preventing chart clutter. Automatic Completion: Once the price hits a target, the line stops extending and marks the result (Target Hit or Stop Out). Trading Strategy (How to Trade) 1. Long Entry (🚀 LONG) Condition: The price must be above the trend line, and a breakout of the recent 5-candle high must occur with significant volume. Action: Enter a Long position when the "🚀 LONG" label appears. Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line. 2. Short Entry (💀 SHORT) Condition: The price must be below the trend line, and a breakdown of the recent 5-candle low must occur with significant volume. Action: Enter a Short position when the "💀 SHORT" label appears. Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line. 3. Risk Management Stop Loss: The indicator automatically calculates the optimal SL based on recent volatility (ATR) and swing points. Take Profit: The TP is set at a calculated ratio to ensure a positive risk-to-reward setup. Settings Trend Sensitivity: Adjust the HMA length to match your preferred timeframe (Scalping vs. Swing). Volume Multiplier: Filter out weak moves by increasing the volume breakout requirement. Custom Styles: Fully customize line colors, widths, and styles (Solid, Dashed, Dotted) in the settings menu.
Pine Script®指標
由wjdtks255提供
5
Argentina Bonds TIR - Sovereign Bond Yield Curves Indicator# Argentina Bonds TIR A comprehensive indicator that calculates the Internal Rate of Return (IRR/TIR) for Argentine sovereign bonds and projects future price curves at fixed yield levels. ## Features **Real-time TIR Calculation** - Calculates current yield based on market price and expected cashflows - Uses Newton-Raphson iterative method for precise IRR calculation - Day count convention: Actual/365 with T+1 settlement **Automatic Currency Conversion** - Works with any trading currency: ARS, USD MEP (D suffix), USD Cable (C suffix) - Automatically converts prices using AL30/AL30D/AL30C ratios - Bonares use MEP conversion, Globales use Cable conversion **Yield Curve Projections** - Projects price curves 150 bars into the future (configurable) - Fixed TIR lines at 7%, 8%, 9%, 10%, 11%, 12% (each toggleable) - Current TIR line showing price trajectory at current yield - Custom TIR line with user-defined yield value **Clear Labeling** - Labels positioned near current date for easy reading (configurable offset) - Color-coded lines for quick identification - Info panel showing bond details, prices, TIR, and exchange rates ## Supported Bonds **Bonares** (Argentina legislation, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 **Globales** (Foreign legislation, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 ## How to Use 1. Apply indicator to any supported bond symbol (e.g., BCBA:AL30D, BCBA:GD35C) 2. The indicator auto-detects bond type and currency 3. View current TIR in the info panel 4. Use projected lines to visualize price targets at different yield levels 5. Toggle individual TIR lines on/off as needed 6. Add a custom TIR line for specific yield analysis ## Settings **Display**: Show/hide current TIR line, projection bars (30-300), label offset in days **Fixed TIR Lines**: Individual toggles for 7%, 8%, 9%, 10%, 11%, 12% **Custom TIR**: Enable custom TIR line, set value (%), choose color **Colors**: Customize colors for all lines ## Info Panel Shows bond ticker, type (Bonar/Global), trading currency, current price, native price, current TIR percentage, MEP and CCL exchange rates. --- ## Español Indicador que calcula la Tasa Interna de Retorno (TIR) para bonos soberanos argentinos y proyecta curvas de precios futuros a niveles fijos de rendimiento. ### Características - Cálculo de TIR en tiempo real usando método Newton-Raphson - Conversión automática de moneda (ARS, USD MEP, USD Cable) - Líneas de TIR fijas al 7%, 8%, 9%, 10%, 11%, 12% - Línea de TIR personalizada configurable - Panel informativo con detalles del bono y tipos de cambio ### Bonos Soportados - **Bonares** (USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 - **Globales** (USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 --- **DISCLAIMER**: This indicator is for informational and educational purposes only. Eco Valores S.A. does NOT provide investment advice or recommendations. Consult a qualified financial advisor before making investment decisions. **AVISO LEGAL**: Este indicador es solo para fines informativos y educativos. Eco Valores S.A. NO brinda asesoramiento ni recomendaciones de inversión. Consulte con un asesor financiero calificado antes de invertir.
Pine Script®指標
由Eco Valores提供
Quadruple Moving Average with Alerts [FitzTello]Quadruple Moving Average with Alerts (Quad MA) Quad MA plots four Simple Moving Averages (SMAs) on the chart to help you quickly visualize trend direction, dynamic support/resistance zones, and key mean-reversion areas. You can choose a built-in preset for the primary trend pair (7–21, 11–22, or 50–200) or switch to Custom to define your own M1 and M2 lengths. Two additional SMAs (M3 and M4) are always available for extra structure (e.g., intermediate trend, pullback filter, or multi-timeframe alignment). Alerts included: The script provides separate alert conditions for each SMA whenever price crosses above or below that line (effectively a “touch/cross” event), making it easy to automate notifications when price interacts with your chosen moving-average levels. Inputs: Preset selector, custom MA lengths (M1–M4), and source (default: close).
Pine Script®指標
由Fitztello提供
Zero-Lag ATR Trend [BackQuant]Zero-Lag ATR Trend Overview Zero-Lag ATR Trend is a volatility-adaptive trend-following overlay designed to identify directional market regimes with minimal delay while preserving structural clarity. The indicator combines a zero-lag moving average framework with a zero-lag volatility model to produce a trailing trend line that reacts quickly to meaningful price changes without becoming unstable or overly sensitive. Unlike conventional ATR-based trend tools that rely on lagging averages and delayed volatility estimates, this indicator applies zero-lag logic to both the trend centerline and the volatility calculation. The result is a trend structure that aligns more closely with real-time price action while still maintaining the discipline required for trend continuation trading. Core design philosophy The core idea behind Zero-Lag ATR Trend is simple: Reduce signal delay without sacrificing trend integrity. Adapt dynamically to changing volatility regimes. Provide a single, clean structure that defines trend direction, continuation, and invalidation. Instead of stacking multiple indicators, the script builds a complete trend framework from two tightly integrated components: a zero-lag trend spine and a zero-lag ATR trailing mechanism. Zero-lag trend spine The trend spine is constructed using a zero-lag moving average (ZLMA). This is achieved by applying a corrective step to a traditional moving average, effectively compensating for smoothing delay. Conceptually, the process works as follows: A base moving average is calculated from the selected price source. That moving average is then passed through a zero-lag correction. The correction pulls the line closer to current price without introducing noise. This produces a trend line that reacts faster than standard EMA, SMA, or HMA signals, particularly during early trend acceleration phases. Multiple moving-average types can be used inside the zero-lag framework, allowing traders to fine-tune responsiveness based on asset behavior and timeframe. Zero-lag volatility model Volatility is measured using True Range, but instead of applying classic ATR smoothing, the indicator uses a zero-lag smoothing pass on the True Range itself. This approach offers several advantages: Volatility expands more quickly during impulse moves. Volatility contracts faster during consolidations. Band width adjusts in near real-time to changing conditions. The smoothed zero-lag ATR is multiplied by a user-defined factor to create adaptive upper and lower boundaries around the trend spine. These boundaries define how much counter-movement price is allowed before the trend structure is invalidated. Volatility-aware trailing structure The trailing output is the defining feature of the indicator. It behaves as a one-directional trailing structure: In bullish conditions, the trailing line can only move upward. In bearish conditions, the trailing line can only move downward. Minor pullbacks inside the volatility envelope do not flip the trend. This logic prevents the indicator from reacting to shallow retracements and focuses instead on structural trend changes. Because the trailing behavior is volatility-scaled, the indicator remains stable during high volatility while still responding promptly during regime shifts. Trend flips and regime transitions Trend direction is determined by changes in the trailing structure itself rather than raw price crosses. A trend flip occurs only when price movement is strong enough, relative to current volatility, to force the trailing line to reverse direction. This means: Bullish flips represent genuine transitions into upward regimes. Bearish flips represent genuine transitions into downward regimes. Sideways noise is largely filtered out. As a result, the indicator is well suited for identifying medium-to-long trend phases rather than short-term oscillations. Visual structure and chart clarity The visual design is intentionally minimal and functional: The main trailing line is color-coded by trend direction. An optional ribbon or cloud reinforces directional bias. Optional candle coloring aligns price bars with the active trend. These elements allow traders to assess trend state instantly without interpreting multiple signals or overlays. How to use for trend following Trend bias Maintain a bullish bias while price holds above the trailing line. Maintain a bearish bias while price holds below the trailing line. Entries Trend flips can be used as initial directional entries. Pullbacks toward the trailing line often act as continuation opportunities. Momentum confirmation can be layered on top for additional confluence. Trend management The trailing line naturally functions as a dynamic stop reference. As long as price respects the trailing structure, the trend remains valid. A flip in direction signals a full regime transition rather than a minor correction. Why zero-lag matters for trend trading Traditional trend indicators often react late, especially during fast expansions, resulting in delayed entries and early exits. By reducing lag in both the trend calculation and the volatility model, Zero-Lag ATR Trend aims to capture a larger portion of directional moves while maintaining consistency and discipline. This makes it particularly effective for momentum-based trend following, breakout continuation strategies, and traders who prioritize staying aligned with dominant market structure rather than predicting reversals. Summary Zero-Lag ATR Trend is a complete trend-following framework built around responsiveness, adaptability, and clarity. Its zero-lag architecture allows it to respond earlier to meaningful price changes, while its volatility-aware trailing logic ensures that trends are only invalidated when structure truly breaks. The result is a clean, intuitive tool that supports disciplined trend participation across assets and timeframes.
Pine Script®指標
由BackQuant提供
4
Basic Key Levels | Feng FuturesKey Levels | Feng Futures (Basic) automatically plots the most essential daily reference levels used by futures traders to establish intraday context and structure. This lightweight version focuses on the three levels that matter most for session bias and liquidity reference: Previous Day High (PDH) Previous Day Low (PDL) Session Open (18:00 NY for futures) These levels are commonly used by professional and institutional participants as decision points for: directional bias continuation vs. reversal context risk definition and invalidation Features: • Auto-plotted PDH and PDL • Futures session open (18:00 NY) • Clean, non-repainting levels • Lines extend forward for intraday use • Optional price labels pinned to the right edge • Minimal design to reduce chart clutter • Full color, width, and label customization • Optimized for intraday futures trading This indicator does not provide trade signals or alerts. It is designed to support planning, execution, and review within your own trading framework. Best used on: ES, NQ, RTY, YM (intraday timeframes) PDH / PDL levels can be used as take profit targets or to help form bias. For example, if we break out of PDH, we may look for longs. Disclaimer: This indicator is for educational purposes only and does not constitute financial advice. Trading futures involves significant risk and may not be suitable for all investors. Always do your own research and use proper risk management.
Pine Script®指標
由ericfengg提供
RSI Divergence Pro Price Overlay High-Prob v6RSI Divergence Pro — Comprehensive Usage Guide 1) What This Indicator Does (in plain English) Goal: Detect high-probability reversal (and optionally continuation) points using RSI divergences, then draw clean visual lines on price (red/bearish, green/bullish) and attach a % Strength label to help you quickly decide if it’s worth trading. Core logic: • Finds confirmed peaks and valleys using ta.pivothigh and ta.pivotlow. • Bearish: Price makes Higher High while RSI makes Lower High. • Bullish: Price makes Lower Low while RSI makes Higher Low. • Filters for high probability: RSI near OB/OS, min RSI diff, ATR scaling, pivot spacing. • Draws lines on price chart and attaches % Strength label. • Alerts trigger only when a new divergence line is drawn. 2) Inputs & What Each One Means • RSI Period: Shorter = more reactive; longer = smoother. • Pivot Left/Right: Controls peak/valley confirmation. • RSI Overbought/Oversold: Default 60/40; tighten for lower TFs. • Min RSI Divergence: Minimum difference between RSI pivots. • ATR Length & Min Price Move vs ATR: Ensures structural change. • Bars Between Pivots: Avoid micro noise and stale signals. • Hidden Divergence toggle: OFF for reversal; ON for continuation. 3) The % Strength Label — What It Represents Combines RSI divergence magnitude (60%), Price move vs ATR (30%), OB/OS proximity (10%). Interpretation: • 80–100%: A-grade signals. • 60–79%: Good, tradable with confirmation. • 40–59%: Caution. • <40%: Usually skip. 4) High-Probability Trading Workflow (H1) 1. Step 1: Scan & identify the signal. 2. Step 2: Confirm with price action (structure break or engulfing). 3. Step 3: Entry (conservative or aggressive). 4. Step 4: Stop placement (pivot ±0.5×ATR). 5. Step 5: Take profit & management (TP1 1×ATR, TP2 2×ATR, trail). 5) Confluence & Filters • EMA slope confirmation. • Structure alignment with S/R zones. • Volatility regime check. 6) Example Scenarios • A) Bearish Classic Divergence: HH price + LH RSI, Strength 83%. • B) Bullish Classic Divergence: LL price + HL RSI, Strength 68%. • C) Hidden Bullish Divergence: HL price + LL RSI, Strength 75%. 7) Common Pitfalls & How to Avoid Them • Forcing signals in dead volatility. • Taking divergences in strong trends without confirmation. • Ignoring pivot spacing. 8) Tuning for Your Style • H1 defaults: RSI 10, pivots 5/5, thresholds 60/40. • M15/M5: thresholds 65/35, min RSI diff 10–12. • H4/D1: thresholds 58/42, ATR multiple 0.4–0.6. 9) Multi-Asset Notes • FX majors: overlap session ideal. • Indices: require engulfing confirmation. • Crypto: use ATR multiple ≥0.7. 10) Alerts — How to Use Them • Set alerts Once per bar close. • Alert names: Bearish RSI Divergence, Bullish RSI Divergence. 11) Backtesting & Forward Testing • Define rules: entry, stop, TP. • Track Strength % bins. 12) Troubleshooting & Diagnostics • No lines? Loosen thresholds. • Too many lines? Tighten thresholds. 13) Quick Operator’s Checklist • Signal present? • Location near S/R? • Confirmation present? 14) Future Upgrade Options • Session filter (London–NY overlap). • EMA slope confirmation. • Structure-break confirmation. • Alert text enhancements.
Pine Script®指標
由DayTraderz365提供
Purra Buy Sell Signalsindicator.lk's purra buy sell is a precision-tuned indicator designed specifically for XAU/USD (Gold) 5-minute scalping. It combines a smoothed trend-filter (based on a multi-stage EMA cascade with adaptive smoothing) and an ATR-based trailing stop logic to generate high-confidence Buy and Sell signals directly on the price chart. Ideal for short-term traders seeking clean, responsive entries with minimal lag, this tool helps you: Catch early trend reversals Avoid choppy false signals Execute fast scalps during active gold sessions (London & Asian overlap) Built with risk-aware logic and visual clarity in mind—green labels = long opportunities, red labels = short setups. Fully compatible with alerts for automated trade execution. Optimized for XAUUSD on the 5-minute timeframe. Works best during high-liquidity hours. 🛠️ How to Use (for Gold 5-Minute Scalping) Apply to Chart: Add the indicator to XAU/USD (Gold) on the 5-minute timeframe. Signal Interpretation: Green "Buy" label below bar: Strong bullish momentum—consider long entry. Red "Sell" label above bar: Strong bearish momentum—consider short entry. Confirmation Tips: Trade only when the background ribbon or trend line (if enabled) aligns with the signal direction (green = uptrend, red = downtrend). Avoid signals during major news events or low volatility (e.g., late NY session). For higher accuracy, combine with price action (e.g., rejection candles, break of micro structure). Risk Management: Use tight stop-losses just beyond recent swing points. Target 1:1 or 1:2 risk-reward; gold moves fast on 5M! Alerts: Enable TradingView alerts on “Purra Long” / “Purra Short” conditions for real-time notifications.
Pine Script®指標
由ewinacademy提供
1