立即開始

指標和策略

Institutional Cycle Intelligence System (Machine Learning) The Institutional Cycle Intelligence System (Machine Learning) represents a paradigmatic shift in the capabilities of retail trading analysis, bridging the substantial divide between standard technical analysis and the rigorous, mathematically intensive domain of quantitative finance. At its core, this system is not merely an indicator but a sophisticated ensemble engine that synthesizes advanced Digital Signal Processing (DSP), spectral analysis, and modern Machine Learning techniques into a singular, cohesive market view. For quantitative analysts and institutional traders, this script serves as a testament to the power of "higher mathematics" applied to the chaotic, non-stationary nature of financial time series data. It moves beyond the lagging nature of time-domain indicators—like moving averages or the RSI—and operates primarily in the frequency domain, attempting to deconstruct price action into its constituent oscillatory components. This approach acknowledges a fundamental truth of market mechanics: that price is a composite signal, a noisy waveform comprised of underlying trends, cyclical harmonics, and stochastic noise. By isolating these components, the system offers a look into the "heartbeat" of market liquidity and institutional accumulation-distribution cycles. The defining characteristic that elevates this system to an institutional grade is its refusal to rely on a single mathematical model. Financial markets are dynamic systems; they shift between trending, mean-reverting, and chaotic regimes. A model that excels in a clean sine-wave market, like a standard cycle, will fail primarily during strong trends or high-volatility shocks. To solve this, the system employs an "Ensemble Architecture," running seven distinct, high-level mathematical models simultaneously. It creates a "committee of experts," where each algorithm analyzes the market through a different mathematical lens—some statistical, some spectral, and some decompositional. However, the true innovation lies in the integration of a Gradient Boosting Machine (GBM). This is where the concept becomes a game-changer for Pine Script development. The system does not merely average these models; it employs a machine learning layer that dynamically optimizes the weight of each model based on its recent predictive performance. It "learns" which mathematical approach is currently syncing best with the market's behavior and amplifies that signal while dampening the others. This is an application of adaptive filtering and optimization theory that is rarely seen outside of proprietary high-frequency trading desks. To understand the gravity of the mathematics involved, one must examine the specific algorithms employed, starting with the Ehlers Bandpass Filter and Hilbert Transform. This component is rooted in electrical engineering and signal processing. The Bandpass filter is designed to reject frequencies outside a specific range, effectively stripping away the high-frequency noise (tick-by-tick randomness) and low-frequency trends (macro-economic drift) to isolate the "tradable" cycle. Once isolated, the script applies the Hilbert Transform, a linear operator that produces the analytic representation of the signal. By converting the real-valued price series into the complex plane (creating real and imaginary components), the system can mathematically calculate the instantaneous phase and amplitude of the cycle. This allows for the precise determination of market turning points without the lag associated with traditional smoothing, effectively solving the "phase delay" problem that plagues standard oscillators. Complementing the classic DSP approach is the MESA (Maximum Entropy Spectral Analysis) model. Standard Fourier analysis assumes that data outside the observation window repeats or is zero, which creates "spectral leakage" and inaccuracies when analyzing short data bursts typical of trading. MESA, however, is based on information theory. It constructs a model that maximizes the entropy (randomness) of the unobserved data, thereby making the fewest assumptions possible about what the market did before or after the sample size. This results in a high-resolution estimation of cycle periods even with limited data points. It is a highly mathematical approach to autoregressive modeling, allowing the system to detect shifting cycle lengths rapidly as market volatility expands or contracts. The system also integrates the Goertzel Algorithm, a method optimized for detecting specific frequency components within a signal. While a Fast Fourier Transform (FFT) scans the entire frequency spectrum, the Goertzel algorithm acts as a matched filter, surgically interrogating the price data for the presence of specific, pre-defined cycle periods (Short, Medium, and Long). It computes the energy or "power" at these specific frequencies. For a quant, this is akin to tuning a radio receiver to listen specifically for the presence of institutional order flow frequencies. If the "power" at the 20-bar cycle is high, the Goertzel component signals that this specific harmonic is currently driving price action. This selective frequency analysis is computationally efficient and provides a direct measurement of cycle strength, distinguishing between a genuine cycle and random market drift. Moving into the realm of non-linear and non-stationary analysis, the system employs Empirical Mode Decomposition (EMD). Developed for analyzing data that is neither linear nor stationary—a perfect description of financial markets—EMD does not assume a fixed basis like sine waves. Instead, it uses a recursive "sifting" process to decompose the price into a finite number of Intrinsic Mode Functions (IMFs). The algorithm identifies local maxima and minima, creates upper and lower envelopes using cubic splines, and subtracts the mean of these envelopes from the data. This process is repeated until true oscillatory modes are extracted. EMD is often referred to as the "Hilbert-Huang Transform" in academic literature and is considered one of the most powerful tools for analyzing natural phenomena. By using EMD, the system can adapt to asymmetric cycles (where the rally is fast and the drop is slow) that linear models like the Fourier transform would misinterpret. The inclusion of Singular Spectrum Analysis (SSA) further deepens the mathematical rigor. SSA is a nonparametric spectral estimation method that combines elements of classical time series analysis, multivariate geometry, and signal processing. Conceptually, it involves embedding the time series into a vector space to form a "trajectory matrix" and then performing a decomposition (similar to Principal Component Analysis or SVD) to separate the series into independent components representing trend, oscillatory signals, and noise. While Pine Script limits the full matrix algebra required for complete SVD, the implementation here utilizes heuristic approximations to achieve the decompositional effect. This allows the system to filter out noise "subspaces," reconstructing a signal that retains the structural integrity of the market movement while discarding the stochastic "fuzz" that leads to false signals. Wavelet Analysis is utilized to address the "Heisenberg Uncertainty Principle" of signal processing, which states one cannot know the precise frequency and precise time of an event simultaneously. While Fourier analysis loses time resolution to gain frequency resolution, Wavelets use "short" basis functions for high frequencies and "long" basis functions for low frequencies. This Multi-Resolution Analysis (MRA) allows the system to see the forest and the trees simultaneously. It decomposes price energy across different scales, identifying whether volatility is driven by short-term microstructure noise or long-term structural shifts. The calculation of "Wavelet Energy" within the script provides a distinct metric of market state, often preceding explosive moves when energy clusters across multiple timescales. Finally, the statistical backbone is provided by Autocorrelation. This is the mathematical study of self-similarity. It calculates the correlation of the price series with a lagged version of itself. By scanning through various lags (periods), the algorithm identifies the time shift that produces the highest correlation coefficient. If price correlates highly with itself from 20 bars ago, it confirms a 20-bar cycle memory in the market. This is a purely statistical validation method that serves as a "sanity check" for the more complex spectral models, ensuring that the detected cycles are statistically significant and not artifacts of curve fitting. The culmination of these seven mathematical titans is the Gradient Boosting Machine (GBM) optimization layer. In the context of Pine Script, this is a revolutionary concept. Traditional indicators have static parameters; they calculate the same way in a crash as they do in a bull run. This system, however, utilizes a simplified machine learning loop. It calculates the "loss" or error of each of the seven models relative to recent price returns. Using a gradient descent-inspired approach, it updates a weight vector, assigning higher influence to models that have been predictive in the recent lookback window and penalizing those that have failed. If the market enters a choppy period where trends vanish, the EMD and Wavelet models (which handle noise well) might gain dominance, while the Trend-following components are suppressed. If the market enters a clean harmonic swing, the Ehlers and Goertzel models will take the lead. This dynamic adaptation makes the system "alive," capable of morphing its internal logic to match the current market regime. For the quantitative analyst, this system offers a robust framework for algorithmic strategy development. It provides "feature engineering" out of the box—transforming raw price data into normalized, de-trended, and phase-aligned oscillators. The composite signal is not just a line on a chart; it is a probability-weighted vector of market state. The "Zero-Lag" nature of the phase calculations allows for entry and exit precision that moving averages mathematically cannot provide. Furthermore, the decomposition of market movements into Short, Medium, and Long cycles allows for fractal analysis—identifying moments of "Constructive Interference" where all three cycles align in phase, creating high-probability, high-velocity trade setups often associated with institutional order execution. In conclusion, the Institutional Cycle Intelligence System (Machine Learning) is a tour de force of applied mathematics and computational finance. It transcends the limitations of standard technical analysis by treating the market not as a visual pattern, but as a complex signal processing problem. By leveraging the orthogonality of different mathematical approaches—spectral, statistical, and decompositional—and fusing them through an adaptive machine learning mechanism, it offers a level of insight typically reserved for hedge funds with dedicated quant teams. It demonstrates that Pine Script is no longer just a scripting language for drawing lines, but a viable environment for implementing complex, adaptive, and mathematically rigorous trading systems. It is a tool for those who understand that in the financial markets, the edge lies not in predicting the future, but in deeply understanding the mathematical structure of the present.
Pine Script®指標
由jaydesaigu提供
Advanced Market Flow IndicatorAdvanced Market Flow Indicator - Complete Trading Guide What This Indicator Does The Advanced Market Flow (AMF) Indicator helps you identify whether the market is in a buying condition, selling condition, or if you should wait. It combines multiple analysis methods to give you clear signals on when to enter and exit trades. Getting Started: Choose Your Trading Mode Before using the indicator, select your preferred Trading Mode in the input settings: Aggressive Mode ⚡ Best for: Day traders, scalpers, short-term traders Shows: Volatility Band 1 (Green/Red line only) Characteristics: Fast signals, more trade opportunities, quicker reactions Risk Level: Higher (more false signals possible) Timeframes: 1M, 5M, 15M, 1H Balanced Mode 🎯 Best for: Swing traders, position traders, beginners Shows: Volatility Band 2 (Blue/Orange line only) Characteristics: Stable signals, fewer but quality trades, smoother trends Risk Level: Lower (more reliable signals) Timeframes: 1H, 4H, 1D, 1W Both Mode 📊 Best for: Experienced traders, full market analysis Shows: Both Volatility Bands (all lines visible) Characteristics: Complete picture, can compare fast vs slow signals Risk Level: Medium (requires understanding of both bands) Timeframes: All timeframes Understanding the Visual Elements 1. Volatility Bands Band 1 - Aggressive (Green/Red Line) More sensitive, reacts faster to price changes Green = Price in uptrend (bullish) Red = Price in downtrend (bearish) Acts as dynamic support/resistance for quick trades Band 2 - Balanced (Blue/Orange Line) Less sensitive, shows stronger, confirmed trends Blue = Price in confirmed uptrend (bullish) Orange = Price in confirmed downtrend (bearish) Acts as major support/resistance for swing trades Key Concept: When price is above the band = bullish territory When price is below the band = bearish territory Price touching the band = potential entry point 2. Green Zone (Bullish Zone) Appears when conditions favor buying Shows the support flow area where price may bounce up The larger the green zone, the stronger the bullish signal Only appears during BUY signals 3. Red Zone (Bearish Zone) Appears when conditions favor selling Shows the resistance flow area where price may reverse down The larger the red zone, the stronger the bearish signal Only appears during SELL signals 4. Status Box (Top Right) BUY (Green Background) = Long position conditions SELL (Red Background) = Short position conditions WAIT (Gray Background) = No clear direction, stay out P&L Row: Shows profit/loss from current signal entry point 5. Multi-Timeframe Table (Bottom Right) Displays signals across 7 timeframes (1M, 5M, 15M, 1H, 4H, 1D, 1W) Each row shows: Period | Status | P&L Helps confirm if multiple timeframes align Green = BUY, Red = SELL, Gray = WAIT How to Take Trades by Mode 🔴 AGGRESSIVE MODE TRADING BUY Signal (Long Entry) Set indicator to "Aggressive" mode Wait for Status Box to show "BUY" in green Confirm green zone appears on chart Watch for price to touch the Green/Red Band (when it's green) Enter: When price bounces off the green band or breaks above it Stop Loss: 10-20 points below the green zone bottom Take Profit: Quick scalp: 1:1 or 1:2 risk-reward Or exit when band turns red Or exit when Status changes to "WAIT" SELL Signal (Short Entry) Wait for Status Box to show "SELL" in red Confirm red zone appears on chart Watch for price to touch the Green/Red Band (when it's red) Enter: When price rejects from the red band or breaks below it Stop Loss: 10-20 points above the red zone top Take Profit: Quick scalp: 1:1 or 1:2 risk-reward Or exit when band turns green Or exit when Status changes to "WAIT" Aggressive Mode Tips Take profits quickly (signals change fast) Use tight stop losses Best during high volatility periods Check 1M, 5M, 15M timeframes in the table Don't hold positions overnight 🔵 BALANCED MODE TRADING BUY Signal (Long Entry) Set indicator to "Balanced" mode Wait for Status Box to show "BUY" in green Confirm green zone appears on chart Watch for price to touch the Blue/Orange Band (when it's blue) Enter: When price bounces off the blue band or confirms above it Stop Loss: 30-50 points below the green zone bottom Take Profit: Target previous swing high Or 2:1 to 3:1 risk-reward ratio Or exit when band turns orange Or exit when Status changes to "WAIT" SELL Signal (Short Entry) Wait for Status Box to show "SELL" in red Confirm red zone appears on chart Watch for price to touch the Blue/Orange Band (when it's orange) Enter: When price rejects from the orange band or confirms below it Stop Loss: 30-50 points above the red zone top Take Profit: Target previous swing low Or 2:1 to 3:1 risk-reward ratio Or exit when band turns blue Or exit when Status changes to "WAIT" Balanced Mode Tips Be patient, wait for clear setups Use wider stop losses Best during trending markets Check 1H, 4H, 1D timeframes in the table Can hold positions for days/weeks Fewer trades but higher win rate 🟣 BOTH MODE TRADING Advanced Strategy: Band Confluence When both bands are visible, you can use advanced techniques: Strong BUY Setup (Highest Probability) Both bands are green/blue = Strong uptrend Price above both bands = Momentum confirmed Green zone present = Support established Multiple timeframes show BUY = Alignment confirmed Action: Enter long with confidence, wider profit targets Strong SELL Setup (Highest Probability) Both bands are red/orange = Strong downtrend Price below both bands = Momentum confirmed Red zone present = Resistance established Multiple timeframes show SELL = Alignment confirmed Action: Enter short with confidence, wider profit targets Early Entry Signal Band 1 turns green but Band 2 still red = Early bullish reversal Action: Small position, tight stop, expect volatility Exit: When Band 2 turns blue (confirm trend) or Band 1 turns red (false signal) Trend Confirmation Signal Band 1 already green, Band 2 turns blue = Confirmed uptrend Action: Add to position, move stop to breakeven Hold: Until either band changes color Divergence Warning Band 1 red but Band 2 blue = Conflicting signals Action: Reduce position size or stay out Meaning: Short-term weakness in longer-term uptrend Both Mode Tips Use Band 1 for entries, Band 2 for confirmation When bands disagree, respect the higher timeframe (Band 2) Best for traders who want complete market view Requires more screen time and experience Multi-Timeframe Analysis How to Use the Bottom Right Table The table shows 7 timeframes simultaneously. Here's how to read it: Strong Signals (High Confidence) All green (1M through 1W) = Very strong uptrend across all timeframes All red = Very strong downtrend across all timeframes Action: Trade in the direction of alignment with larger positions Moderate Signals (Medium Confidence) 3-4 timeframes aligned = Decent trend forming Action: Trade with standard position size Example: 15M, 1H, 4H all show BUY = Good long setup Weak Signals (Low Confidence) Mixed colors = No clear trend, choppy market Action: Reduce position size or avoid trading Example: 5M shows BUY, but 1H shows SELL = Conflict Timeframe Priority by Trading Style Scalpers: Focus on 1M, 5M (must align) Day Traders: Focus on 5M, 15M, 1H (at least 2 must align) Swing Traders: Focus on 1H, 4H, 1D (at least 2 must align) Position Traders: Focus on 4H, 1D, 1W (must align) Risk Management Rules (CRITICAL) Position Sizing Aggressive Mode: Risk 0.5-1% per trade (more trades = smaller size) Balanced Mode: Risk 1-2% per trade (fewer trades = larger size) Both Mode: Risk 1-1.5% per trade Never risk more than 5% of capital across all open trades Stop Loss Rules ModeStop Loss DistanceMax Risk per TradeAggressive10-20 points below/above zone0.5-1%Balanced30-50 points below/above zone1-2%Both20-40 points (based on band used)1-1.5% Take Profit Targets Aggressive Mode: 1:1 to 1:2 risk-reward ratio Balanced Mode: 2:1 to 3:1 risk-reward ratio Both Mode: 1.5:1 to 2.5:1 risk-reward ratio When to Exit Immediately Status changes to "WAIT" (close all positions in that direction) Stop loss is hit (no exceptions, no "holding hoping") P&L in Status Box turns negative and worsening Major news event announced (close before news) Common Trading Scenarios Scenario 1: Perfect Setup (Take This Trade) Mode: Balanced Status: BUY Zone: Large green zone Timeframes: 1H, 4H, 1D all show BUY P&L: All positive in table Action: Enter long, standard position size, target 2:1 RR Scenario 2: Risky Setup (Reduce Size or Skip) Mode: Aggressive Status: BUY Zone: Small green zone Timeframes: Mixed (some BUY, some SELL) P&L: Some negative in table Action: Either skip or enter with 0.5% risk, tight stop Scenario 3: Reversal Setup Mode: Both Status: Changes from SELL to BUY Bands: Band 1 turns green, Band 2 still orange Action: Exit all shorts immediately, prepare for long entry when Band 2 turns blue Scenario 4: Trend Continuation Mode: Balanced Status: BUY (has been BUY for several candles) P&L: +50 in Status Box Price: Pulls back to touch blue band Action: Add to position (pyramid), move stop to breakeven Scenario 5: Choppy Market (Stay Out) Status: Constantly switching BUY → WAIT → SELL → WAIT Zones: Appearing and disappearing rapidly Timeframes: No alignment (all different) Action: Close all positions, wait for clarity Scenario 6: False Signal Status: BUY You enter: Long position P&L immediately negative: -10, -15, -20 Action: Exit immediately (don't wait for stop loss), signal is failing Trading Rules Checklist Before Entering Any Trade: Indicator Status is BUY or SELL (not WAIT) Appropriate zone is visible (green for BUY, red for SELL) At least 2 timeframes agree in the multi-timeframe table You know your exact stop loss level You know your exact take profit target Risk is 0.5-2% of capital (based on mode) No major news in next 30 minutes After Entering a Trade: Stop loss order placed immediately Take profit target set Position size recorded Monitor Status Box for changes Monitor P&L (if goes deeply negative, consider exit) Daily Trading Rules: Maximum 3 trades per day in Aggressive mode Maximum 1-2 trades per day in Balanced mode Stop trading after 2 consecutive losses Stop trading if daily loss reaches 3% Pro Tips & Tricks Timing Your Entries Best Entry (Aggressive): When price touches the band and shows rejection candle Best Entry (Balanced): Wait for candle close above/below band before entering Worst Entry: Chasing price far from the band Using the P&L Feature Positive P&L growing: Signal is working, consider adding position P&L near zero: Signal uncertain, prepare to exit Negative P&L: Signal failing, exit or tighten stop P&L in table all negative: Wrong market conditions, stop trading Zone Size Interpretation Large zones (wide gap): Strong conviction, high probability Medium zones: Standard signal, normal position size Tiny zones: Weak signal, reduce size or skip No zone: Never trade when no zone is visible Band Color Changes Aggressive Band (1) flips frequently: High volatility, good for scalping Balanced Band (2) stable: Low volatility, good for swing trading Both bands same color: Strong trend, high confidence Bands different colors: Transitioning, be cautious Best Market Conditions by Mode ModeBest MarketWorst MarketAggressiveHigh volatility, rangingLow volatility trendingBalancedTrending marketsChoppy, sidewaysBothAny (adaptable)Extremely choppy Troubleshooting Common Problems Problem 1: Too Many Losses in Aggressive Mode Solution: Switch to Balanced mode or reduce trade frequency Reason: Market may not be suitable for quick trades Problem 2: Missing Big Moves in Balanced Mode Solution: Switch to Both mode to see early signals Or: Add alerts on Aggressive band for early warnings Problem 3: Signals Keep Changing to WAIT Solution: Market is choppy, stop trading until clear trend forms Check: Move to higher timeframe charts Problem 4: Stop Loss Getting Hit Often Solution: Widen stop loss distance or trade higher timeframes Check: Zone size - if tiny, signals are weak Problem 5: Can't Decide Between Modes Start with: Balanced mode (safer for beginners) After 50 trades: Review results, switch if needed Consider: Your personality (patient vs action-oriented) Mode Selection Guide Choose Aggressive Mode If: You can monitor charts constantly You prefer many small profits over few large ones You trade during high volatility hours You're comfortable with quick decisions You use timeframes: 1M, 5M, 15M Choose Balanced Mode If: You check charts a few times per day You prefer fewer, higher-quality trades You want less stressful trading You're a beginner or part-time trader You use timeframes: 1H, 4H, 1D Choose Both Mode If: You're an experienced trader You want to see complete market structure You can interpret conflicting signals You want early entry + confirmation You use multiple strategies Quick Reference Cards Aggressive Mode Quick Reference SignalBand ColorZoneActionStopTargetBUYGreenGreen appearsLONG-10-20pts1:1 RRSELLRedRed appearsSHORT+10-20pts1:1 RRWAITAnyNone/BothOUT-- Balanced Mode Quick Reference SignalBand ColorZoneActionStopTargetBUYBlueGreen appearsLONG-30-50pts2:1 RRSELLOrangeRed appearsSHORT+30-50pts2:1 RRWAITAnyNone/BothOUT-- Both Mode Quick Reference Band 1Band 2Signal StrengthActionGreenBlueVery Strong UPLONG (full size)RedOrangeVery Strong DOWNSHORT (full size)GreenOrangeWeak/EarlyLONG (small size)RedBlueWeak/EarlySHORT (small size)MixedMixedConfusedWAIT Final Reminders Golden Rules Never trade without a stop loss - This is your safety net Respect the WAIT signal - No signal is better than a bad signal Start small - Master one mode before trying others Keep a trading journal - Track which mode works best for you The indicator is a tool, not a crystal ball - Use your brain too Success Formula Success = (Right Mode × Proper Risk Management × Discipline) - Emotions Remember This indicator shows probabilities, not certainties No indicator wins 100% of the time Risk management is more important than win rate Consistency beats occasional big wins Paper trade first before risking real money
Pine Script®指標
由Devjames提供
TheeArchitect Smart SMC & Screener [Pro]Description Text: TheeArchitect Smart SMC & Screener is an advanced, all-in-one institutional trading toolkit designed to declutter your charts and provide actionable, real-time Smart Money Concepts (SMC) analysis. Unlike standard SMC indicators that flood the screen with historical noise, this tool utilizes a proprietary "Smart Mitigation" engine that actively filters data, displaying only the unmitigated and highly probable Zones of Interest (PD Arrays) relevant to the current price action. 🚀 Key Features 1. Dynamic A-B-C Market Structure Engine The script automatically maps the market structure using a logic-based 3-point system: Point A (Origin): The start of the move. Point B (Strong Point/Invalidation): Defines the current trend Bias. A break of B signals a Trend Reversal. Point C (Weak Point/Target): The liquidity target. A break of C signals Trend Continuation. Benefit: Instantly identify the current market Bias (Bullish/Bearish) and structural range. 2. Smart Mitigation Logic (The "Clean Chart" Philosophy) This is the core innovation of this tool. The algorithm continuously scans historical Order Blocks and FVGs against price action: Automatic Cleanup: If a zone has been mitigated (tested) by price, it is automatically removed from the chart. Hierarchy Filter: Only the most extreme/relevant zones within the leg are shown. Result: You see only fresh, tradable zones without the visual noise. 3. High-Probability PD Arrays The tool identifies two specific types of zones within the dealing range: Order Blocks (OB): Validated based on "Discount" (for longs) and "Premium" (for shorts) pricing models. It detects both single-candle blocks and aggregated consecutive candles. Fair Value Gaps (FVG): Imbalance zones strictly filtered by equilibrium logic. 4. Multi-Asset Pro Screener A customizable dashboard attached to your chart monitors up to 20 different assets simultaneously in real-time. Status Indicators: Instantly see if any asset is currently inside an OB, an FVG, or triggering a Breakout. Signal Persistence: The screener uses advanced logic to prevent "flickering." Signals remain visible until the candle closes, ensuring confirmed setups. Customizable: You can change the 20 assets directly from the indicator settings to match your watchlist (Crypto, Forex, Indices, etc.). ⚙️ How to Use Trend Identification: Look at the structural lines. Green indicates a Bullish Bias; Red indicates a Bearish Bias. Entry Zones: Wait for price to retrace into the colored boxes (OB or FVG). Green Boxes: Bullish zones (Look for buys). Red Boxes: Bearish zones (Look for sells). The Screener: Use the table to scan the entire market at a glance. When you see "OB" or "FVG" next to a ticker, switch to that chart to execute your trade. 🔒 Access & Settings Fully Customizable: Change the 20 assets, line thickness, and zone transparency from the settings menu. Access: This is an Invite-Only script. To gain access, please send me a private message or follow the link in my signature. Disclaimer: Trading involves high risk. This tool is designed for educational and analytical purposes only and does not constitute financial advice. Past performance is not indicative of future results.
Pine Script®指標
由TheeArchitect提供
1
Classic Chartism-Market Structure- Support.ResistanceClassic Chartism – Market Structure + Support & Resistance This indicator is designed for traditional chart-based technical analysis, relying exclusively on price action and market structure, without the use of oscillators or lagging indicators. The script automatically detects significant swing highs and swing lows using confirmed pivots and classifies price structure according to classic market structure notation: HH (Higher High) HL (Higher Low) LH (Lower High) LL (Lower Low) Based on these swings, the indicator plots horizontal Support & Resistance (SR) levels, representing historically significant areas of supply and demand. These levels remain active until invalidated by price, providing a clear and objective market context. The indicator does not repaint once a swing is confirmed, making it suitable for real-time analysis and discretionary trading decisions. It performs well across cryptocurrencies, futures, indices, and equities, and is particularly useful for trend identification, pullback entries, and structure-based risk management.
Pine Script®指標
由Reawulf提供
OBV 3 MA Delta V2 + VWOBV Momentum OBV 3 MA Delta – Adaptive OBV for Different Market Structures Most traders use traditional OBV as a universal tool across all markets. However, after extensive testing, I realized this assumption is fundamentally flawed. 👉 Each market has a different relationship between price and volume. Crypto, equities, indices, and futures do NOT distribute volume the same way. ________________________________________ The Core Problem with Traditional OBV Classic OBV relies on a binary logic: • If price closes up → add full volume • If price closes down → subtract full volume This works reasonably well in some markets, but fails in others: • In Crypto (BTC, ETH) → strong volatility, momentum-driven volume • In Equity Indices (S&P 500) → smoother trends, institutional volume absorption As a result: • OBV can lag, • miss early divergences, • or completely flatten important volume signals. ________________________________________ What This Indicator Does Differently This indicator introduces multiple OBV calculation modes, allowing OBV to adapt to the market structure instead of forcing one formula everywhere. Calculation Modes Included OBV Close Uses price change × price level × volume → More sensitive to real price effort, especially effective for crypto markets OBV Standard Classic OBV logic → Kept for comparison and backward compatibility VWOBV % (Volume-Weighted OBV by % Price Change) Volume is weighted by percentage price movement, not just direction → Excellent for indices and large-cap markets VWOBV Momentum Measures volume-weighted price acceleration, not just accumulation → Highlights hidden institutional momentum that standard OBV often misses ________________________________________ BTC vs S&P 500 — Why One OBV Is Not Enough Bitcoin (BTCUSDT) Using OBV Close, bearish divergence appears early and clearly, well before price breaks down. Traditional OBV also shows divergence, but later and weaker. S&P 500 With classic OBV, divergence is shallow and often unclear. However, when switching to VWOBV % or VWOBV Momentum, the divergence becomes deep, structured, and visually obvious. 👉 Same indicator, same settings — different market, different behavior. This clearly demonstrates: OBV must adapt to the market, not the other way around. ________________________________________ Additional Features • Optional Heikin Ashi smoothing (auto-disabled on higher timeframes) • Flexible reset modes (daily, weekly, monthly, custom bars, specific date) • 3 Moving Averages on OBV for structure & trend confirmation • Clean visuals, minimal clutter • Designed for comparison & experimentation, not black-box signals ________________________________________ Final Thoughts This indicator is not claiming one OBV formula is “the best”. Instead, it provides a framework: • Test how price and volume interact in your market • Choose the OBV model that reflects that behavior • Use divergences as context, not blind signals Enjoy and happy trading! DISCLAIMER This script is intended for informational and educational purposes only. It does not constitute financial, investment, or trading advice. All trading decisions made based on its output are solely the responsibility of the user M.KHOA
Pine Script®指標
由MKhoa提供
Professional Multi-Asset Market Dashboard [Heatmap]Description: This comprehensive Market Dashboard provides traders with a high-level overview of the entire financial landscape in a single, organized table. Designed to replicate institutional-grade market scanners, this tool allows you to monitor 30+ assets across multiple categories (Commodities, Global Equities, Indices, and Sectors) without switching charts. It is specifically optimized for Essential (Pro) plans and above, utilizing efficient coding to fit within the request.security limits while delivering maximum data density. Key Features 4-Section Layout: Automatically organizes data into clear categories: Equity Alternatives: Commodities, Bonds, Currencies (DXY), and Crypto. Global Equities: Emerging Markets, International, and European stocks. US Equity Indices: Major US benchmarks (SPY, QQQ, DIA, IWM) and factors. Sectors: A complete breakdown of US sectors (Energy, Tech, Financials, etc.). Heatmap Visualization: Bullish (Green): Indicates positive performance or strong trends. Bearish (Red): Indicates negative performance or weak trends. Neutral (Gray): Indicates choppy or sideways action. Advanced Metrics: % Chg: Daily percentage move. ATRΔ (Volatility): Measures today's range relative to the 14-day Average True Range. A value > 1.0 means higher than average volatility. DCR (Daily Closing Range): Shows where the price closed relative to the day's high/low. (0% = Low of day, 100% = High of day). 52WR: Position within the 52-week range. MAx: Distance from the 20-day Moving Average. Trend Codes: ST (Short Term): Based on the 20 SMA. LT (Long Term): Based on the 200 SMA. 100% Customizable: Toggle Rows: Use checkboxes in the settings to hide/show specific assets. Custom Symbols: Change any ticker to fit your personal watchlist. Design Control: Customize colors, text size, and table position on the chart. How to Use Add to Chart: The dashboard defaults to a "Bottom Center" position. Interpret the Trend: Look for the ST (Short Term) and LT (Long Term) columns. "1A" indicates a confirmed Bullish Trend (Price > SMA). "4C" indicates a confirmed Bearish Trend (Price < SMA). Analyze Breadth: Use the color coding to instantly gauge if the market is "Risk On" (mostly green) or "Risk Off" (mostly red). Volatility Check: Use the ATRΔ column to spot assets that are moving significantly more than their average daily range. Settings Configuration Inputs Tab: Uncheck the box next to any symbol to hide it from the table. You can also rename the headers or change the tickers to your preferred assets (e.g., swapping Futures for ETFs). Style Tab: Adjust the table size (tiny, small, normal) to fit your screen resolution. Disclaimer: This indicator is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results.
Pine Script®指標
由noam73提供
Active Market SessionsThis indicator displays non-intrusive colored squares that indicate which market session is currently active. When you hover over each square, it shows the active session and the remaining time before that session closes. The following colors let you identify the active session at a glance: London (European Session) = Purple New York (American Session) = Blue Sydney (Pacific Session) = Yellow Tokyo (Asian Session) = Red You can change the indicator’s position on the chart through the settings. This indicator is also DST-aware and automatically adjusts its behavior based on the current daylight saving time status of each session.
Pine Script®指標
由Coinbank-MMXXV提供
ICT Visible Center-Label CISD & FVGsThis indicator provides a clean, institutional-grade view of market shifts and liquidity gaps, specifically optimized for ICT (Inner Circle Trader) concepts. Core Components CISD (+/-): Identifies a "Change in State of Delivery." A (+) indicates a bullish shift, while a (-) indicates a bearish shift. These appear as fixed black lines with labels that delete automatically once price breaches the level. Multi-Timeframe FVGs: Automatically plots Fair Value Gaps from the 5m, 15m, 1H, and 4H timeframes simultaneously. Center-Locked Labels: Timeframe labels (e.g., "1H") are centered within the gaps, making them easy to identify without scrolling back through price history. Auto-Cleaning Logic: To keep your chart clutter-free, gaps and CISD levels are instantly removed from the screen the moment they are mitigated (filled) by price.
Pine Script®指標
由garethsteadman47提供
Aegis SR AI Zonesb]Aegis SR AI Zones Multi-Timeframe Support/Resistance Zones & Key Structure Levels Overview Aegis SR AI Zones is a decision-support indicator that highlights multi-timeframe key price areas (zones) and a reference level to help traders focus on important locations where market reactions are more likely to occur. It is designed for market-structure reading, pullback confirmation, breakout/fakeout context, and multi-timeframe confluence scanning. What you see on the chart SR Zone (Band) : A horizontal band representing a key price area on each selected timeframe. Key Level : A horizontal reference level per timeframe for structure context. TF Tag : Right-side timeframe label (15m / 30m / 1h / 4h / 1D / 1W) for fast confluence checks. How to use (common workflows) Reaction at key areas : Observe price action when price touches a zone/level. Trend pullback confirmation : Zones can help identify higher-quality pullback areas. Breakout vs fakeout context : Watch acceptance vs quick reclaim around key areas. Multi-timeframe confluence : Overlapping zones/levels across timeframes often provide higher-value decision points. Risk management reference : Use zones/levels as structure-based invalidation references (stops/targets/position sizing). Important notice For personal learning & research only. This indicator is NOT financial advice and does not guarantee any results. Markets are risky. Always manage risk and make independent decisions. The author is not responsible for any trading outcomes. Access (Invite-only) This script is Invite-only . To request access, please send: Your TradingView username Your order/payment proof (if applicable) --- 中文说明（可选） --- 概述 Aegis SR AI Zones 是一款用于辅助识别多周期关键位置的指标，通过在图表上展示多周期的关键区域（Zone）与参考水平线（Level），帮助你把注意力集中在更可能发生价格反应的区域，用于结构判断、趋势回踩确认、突破/假突破识别以及多周期共振分析。 图表元素 撑压区间（Zone） ：每个周期对应的水平带状区域，用于提示关键价格范围。 参考水平线（Level） ：每个周期的结构参考价位，辅助判断强弱位置。 周期标记（TF Tag） ：右侧显示 15m/30m/1h/4h/1D/1W，便于快速多周期共振。 使用建议 关键位反应：价格触及 Zone/Level 时结合K线形态与波动变化观察。 趋势回踩确认：回踩关键区间的“守住/失守”可作为结构强弱参考。 突破/假突破：关注关键位附近的站稳或快速回收。 多周期共振：多个周期关键位重叠/聚集处通常更值得等待与决策。 风控辅助：Zone/Level 可作为结构破坏点参考，用于止损/止盈/仓位规划。 重要声明 仅供个人学习研究使用 ，不构成投资建议，不保证收益。请结合多方分析独立决策并做好风险控制，作者不对任何交易结果负责。
Pine Script®指標
由philipguangbr提供
Mashrab | Momentum X-RayStop guessing if a stock is strong or weak. The Momentum X-Ray is a professional Heads-Up Display (HUD) that tells you the truth about a stock in seconds. Most indicators just look at price. This dashboard looks at the Context: Relative Strength (The "King of the Hill" Check): It doesn't just compare stocks to the S&P 500. It automatically detects the stock's specific industry (e.g., Semiconductors, Regional Banks, Gold Miners) and compares it against its actual peers. Green = The stock is a Leader (Beating its sector). Red = The stock is a Laggard (Losing to its sector). Fundamental Health (The "Engine" Check): Instantly see Revenue Growth (QoQ and YoY) and Net Profit Margins. Filters out "junk" stocks that are moving up on hype but have no real business growth. Volatility Scanner: Calculates the ADR (Average Daily Range) to help you size your positions correctly. How to Read the Signals: Top Table (Momentum): Look for Double Green. If a stock is beating the SPY and its Sector, it is an "Alpha Leader." Bottom Table (Context): Check the "Industry" row to see exactly which ETF the script is using for comparison (e.g., SMH for Chips, KRE for Banks).
Pine Script®指標
由highstandart9提供
CVD Volume Profile, Pivot AnchoredThe Ultimate Guide to CVD Volume Profile: Pivot Anchored: Bridging Market Structure and Order Flow Analysis- In the evolving landscape of technical analysis, the separation between "Price Action" traders and "Order Flow" traders is becoming increasingly blurred. The CVD Volume Profile, Pivot Anchored indicator represents the pinnacle of this convergence. It is not merely a volume indicator; it is a sophisticated algorithmic tool designed to decode the internal auction mechanics of the market. By fusing Market Structure (Pivots), Auction Market Theory (Volume Profile), and Order Flow (Cumulative Volume Delta), this script offers a granular view of market sentiment that standard indicators cannot provide. This document serves as a comprehensive manual, theoretical framework, and strategic guide to understanding the algorithms, specialties, and superior utility of this tool. 1. The Data Mining Engine: Intrabar Granularity- At the heart of this script lies a mechanism designed to solve the "guesswork" problem of standard volume indicators. Standard indicators see a 1-hour bar as a single block of data. This script uses a Micro-Timeframe Tunnelling technique. The Request: The script sends a request to the server to fetch data from a lower timeframe (defaulting to 1 minute) for every single bar on your current chart. The Reconstruction: It looks inside your current candle (e.g., a 1-hour bar) and pulls out the 60 individual 1-minute candles that created it. The Intensity Logic: It analyzes these micro-candles individually. It determines "Buying Pressure" vs. "Selling Pressure" based on where the micro-candle closed relative to its high and low (the "Intrabar Intensity" method). If the micro-candle closed near its high: It attributes the volume to Buying. If it closed near its low: It attributes the volume to Selling. The Aggregation: It sums up these dozens of micro-calculations to create a highly accurate profile of Buy vs. Sell volume for the main bar, rather than just guessing based on the final color of the main candle. 2. The Structural Skeleton: Dynamic Pivot Anchoring- Most volume profiles are static (fixed to a time or a manual drawing). This algorithm is dynamic and reactive to Market Structure. Pivot Scanning: The script continuously scans price action looking for local "peaks" and "valleys." It uses a "Lookback/Lookforward" algorithm (checking N bars to the left and right) to confirm if a High is truly a structural High (Pivot). The Anchor Event: Once a Pivot is mathematically confirmed, the script identifies this as a "Change of Behavior." The Segmentation: It draws a virtual boundary line. It calculates a Volume Profile starting strictly from that Pivot point and ending at the next Pivot. This isolates the volume analysis to specific market "swings" or "legs," ensuring you are only analyzing the volume relevant to the current structural move. 3. The Binning Process: Profile Construction- How does the script turn raw volume numbers into the horizontal histogram bars on your screen? It uses a Binning Algorithm. Range Definition: For every specific swing (from Pivot A to Pivot B), the script finds the absolute Highest Price and Lowest Price. Slicing: It divides this vertical price range into a specific number of equal horizontal "slices" or rows (user-defined, e.g., 30 rows). Distribution Loop: The script runs a loop through every bar in that swing. It asks: "Which price slice did this bar trade in?" Allocation: It takes the Buy/Sell volume calculated in Step 1 and deposits it into the corresponding "buckets" (arrays) for those price slices. If a bar spans multiple slices, the algorithm intelligently distributes the volume across them to avoid data clustering. 4. The Smart Filter: Volume Quality Control- This is the noise-cancellation component of the algorithm. The Baseline: The script calculates a Simple Moving Average (SMA) of volume to establish a "baseline" of normal activity. The Threshold: It applies a multiplier (e.g., 1.5x) to that average to create a "Significance Threshold." The Gatekeeper: As the script processes the data, it checks every bar against this threshold. If a bar’s volume is below the threshold, the algorithm marks it as "Noise/Retail Chop" and excludes it from the Cumulative Volume Delta (CVD) calculation. If a bar’s volume is above the threshold, it is marked as "Institutional/Smart Money" and added to the profile. The Result: The final profile represents a map of high-conviction transactions only, stripping away the irrelevance of low-volume drift. 5. Statistical Geography: POC and Value Area- Once the "buckets" are full of volume data, the script performs statistical analysis to draw the key lines. Point of Control (POC) Search: The script scans the arrays to find the single index (row) containing the highest integer value. It marks this as the POC—the price most accepted by the market. Value Area Expansion: It calculates the total volume of the entire profile. It then calculates 68% of that total (representing one Standard Deviation). Starting from the POC, the algorithm expands row-by-row, moving up and down, accumulating volume until it hits that 68% number. The top row of this accumulation becomes the Value Area High (VAH), and the bottom becomes the Value Area Low (VAL). 6. The Dual-State Processor- Finally, the algorithm distinguishes between the Past and the Present. Historical State: For completed swings (Pivot High to Pivot Low), it finalizes the calculation, draws the box, and locks it in place. It will not change. Developing State: For the current market action (from the last Pivot to right now), the algorithm enters a "Live" state. It recalculates the bins, the POC, and the Value Area on every single price tick, allowing the trader to watch the levels migrate in real-time as new orders hit the book. 2. The Trinity of POCs Standard tools give you one Point of Control (POC)—the price with the most volume. This script calculates three: Total POC (Orange): The price level with the highest aggregate activity. Buy POC (Green): The price level where buyers were most aggressive. Sell POC (Red): The price level where sellers were most aggressive. Strategic Insight: Bullish Divergence: Price is at the Total POC, but the Buy POC is significantly higher. This indicates buyers are stepping up and accepting higher prices. Bearish Divergence: Price is rising, but the Sell POC remains lower, suggesting the move up lacks support and sellers are waiting below. 3. Delta Imbalance Bars Look for the bright purple bars protruding from specific rows. Function: These bars visualize the Net Delta (Buy Volume minus Sell Volume). Usage: They highlight "Imbalance Levels." If you see a massive Positive Delta bar at a swing high, but the candle closed bearishly, it indicates "Trapped Buyers." 4. Developing Profile vs. Historical Profile Historical Profiles: Located at previous pivot points. These are static and show the history of that specific swing. Developing Profile: Attached to the current price action (right side of the screen). This updates in real-time, allowing you to see the POC migrate tick-by-tick. Text Overlay: The developing profile features a text dashboard showing exact "Buy | Sell | Delta" numbers for the current row, providing a microscopic view of the current battle. 5. Volume Weighted Colored Bars (VWCB) The script colors the main candlesticks based on volume and delta. Dark Green/Red: High Volume + High Delta Directional move (Conviction). Bright Orange/Cyan: Low Volume (Indecision/Drift). Bright Green/Red: Normal Volume. Part 3: Superiority Over Existing Volume Profiles Why should a trader switch from the native TradingView "Fixed Range Volume Profile" (FRVP) to the CVD Pivot Anchored Profile? 1. Context vs. Convenience Existing Tools: FRVP requires manual drawing. Every time the market makes a new leg, you must delete your old tool and draw a new one. CVD Pivot Profile: It is autonomous. It flows with the market rhythm. It recognizes that the relevance of volume data resets when market structure breaks. It automates the workflow of a professional trader. 2. The "Who" Factor Existing Tools: Show you that 1M shares traded at $100. CVD Pivot Profile: Shows you that of those 1M shares, 800k were aggressive sells and 200k were buys. The Edge: Knowing the composition of the volume prevents getting trapped. A high-volume breakout level is usually seen as support. However, if this tool reveals that the volume at the breakout was 90% selling (into passive limit orders), you know that level is actually resistance, not support. 3. Data Resolution Existing Tools: Most user-created Pine Scripts rely on close > open logic to determine buy/sell volume, which is statistically roughly 60% accurate. CVD Pivot Profile: By leveraging request.security_lower_tf("1"), the accuracy jumps significantly, approaching the fidelity of professional order flow platforms like Sierra Chart or NinjaTrader, directly within the browser. 4. Noise Reduction Existing Tools: Count every single trade, cluttering the view with insignificant data from pre-market or lunch hours. CVD Pivot Profile: The Volume Filter feature allows you to see the market through the eyes of an institution. You can literally toggle off the "retail noise" and trade only against the levels created by whales. Part 4: Strategic Application Guide How to trade profitably using this script. Strategy A: The Value Area Rejection (Mean Reversion) Theory: 70% of volume occurs within the Value Area (VA). When price moves outside the VA (VA High or VA Low) without volume support, it is likely to revert to the POC. Identify: Price moves above the Value Area High (VAH). Confirm: Look at the Delta Bar at the high. Is it small or negative? This indicates a lack of buyers driving the breakout. Trigger: Price closes back inside the VAH. Target: The Total POC or the opposite side of the Value Area (VAL). Strategy B: The POC Migration Trend (Continuation) Theory: In a healthy trend, the Point of Control (POC) should migrate in the direction of the trend. Identify: An uptrend where new pivots are forming. Observe: Look at the Buy POC of the current developing profile vs. the Buy POC of the previous historical profile. Condition: If the Buy POC is stepping higher and the Buy Profile (Teal side) is thicker than the Sell Profile (Red side), the trend is healthy. Entry: Wait for a retracement to the developing Buy POC. Stop Loss: Below the Value Area Low. Strategy C: The Absorption Reversal Theory: High effort (Volume) with low result (Price movement) equals a reversal. Identify: Price crashes into a support level. Observe: The Sell Profile (Red) expands massively, becoming very wide. The Volume Weighted Colored Bar is dark red (High Volume). The Clue: Despite the massive sell volume, the Delta Imbalance is shrinking, or price forms a wick. Logic: Sellers are dumping, but passive buyers are absorbing 100% of the orders. The sellers are running out of ammunition. Entry: When price ticks above the Sell POC of that specific cluster. Strategy D: The Volume Filter Breakout Theory: Breakouts require institutional participation to sustain. Setup: Enable Filter Volume in settings. Set Multiplier to 1.5 or 2.0. Scenario: Price breaks a key resistance level. Verification: Does the breakout candle have a corresponding Diamond Marker (Volume Filter Pass)? Action: Yes: Valid breakout. Institutional money is present. Enter on retest. No: False breakout. The move lacks conviction. Fade the move (short). Part 5: Configuration and Inputs Guide To get the most out of this script, understanding the settings is crucial. Group: Main Settings Pivot Points Left/Right Length (Default: 20): This determines the sensitivity of the anchors. Lower (e.g., 10): More frequent resets, good for scalping. Higher (e.g., 60): Shows major structural swings, good for swing trading. Number of Rows (Default: 30): The resolution of the profile. Higher numbers give more detail but can look cluttered. 30-50 is the sweet spot. Value Area Volume % (Default: 68): Standard deviation logic. Keep at 68-70% for standard auction theory, or 100% to see the full range. Lower Timeframe for CVD (Default: 1): The timeframe used for intrabar calculation. Keep at "1" for 1-minute precision. Increasing this reduces accuracy but loads faster. Group: Volume Filter Filter Volume: Toggles the noise reduction engine. Filter Period: The length of the SMA used to determine average volume. Filter Multiplier: The threshold. 1.0 = Average. 2.0 = Double the average. Recommendation: Start with 1.5 to filter out standard activity and highlight spikes. Group: Buy/Sell/Total Profiles Show Buy/Sell Profile: Toggles the split visualization. Extend POC: This is a powerful feature. Until Bar Cross: Extends the POC line forward until price interacts with it. This leaves "Unnaked POCs" on the chart, which act as high-probability magnets for future price action. Group: Delta Imbalance Significant Imbalance Ratio (Default: 1.5): Defines when to highlight a level. If Buy Volume is 1.5x greater than Sell Volume, it triggers an imbalance highlight. Conclusion The CVD Volume Profile, Pivot Anchored script is a paradigm shift in technical analysis on TradingView. It moves the trader away from lagging indicators (RSI, MACD) and reactive tools (Standard Volume) toward a proactive, data-rich understanding of the market. It answers the fundamental questions of trading: Where is the value? (Value Area & POCs) Who is in control? (Buy vs. Sell Profiles) Are they committed? (Volume Filter & Delta) Is the move sustainable? (Intrabar Intensity) By anchoring this data to the natural pivots of market structure, it ensures that your analysis is always contextually synchronized with the current market rhythm. For the day trader, scalper, or swing trader looking to gain an institutional edge, this script provides the X-Ray vision necessary to see through the candles and into the order flow.
Pine Script®指標
由jaydesaigu提供