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🎯 Goal Tracker - Ace EditionTransform your trading mindset with the Goal Tracker – Ace Edition. This elegant visual tool lets you set a main goal and break it into four key steps — each represented by an Ace suit (♣️, ♠️, ♥️, ♦️). Mark each milestone as completed directly from the settings panel and instantly see your progress displayed on the chart. Perfect for traders who want to build consistency, focus, and discipline — one step at a time. ✨ Features: 🎯 Set your main goal and 4 customizable steps ♣️♠️♥️♦️ Each step linked to an Ace suit — symbolic and motivational ✅ Toggle completion with a single click 🎨 Fully customizable colors, fonts, and chart position 📍 Works in overlay mode — visible on any chart, any timeframe 💡 Ideal for: Traders working on mindset and discipline Prop firm traders tracking behavioral goals Anyone who wants to visualize progress right on their chart Example Usage: Goal: “Follow my trading plan for one week” ♣️ Step 1: Avoid impulsive entries ♠️ Step 2: Respect stop loss ♥️ Step 3: Take only A+ setups ♦️ Step 4: Journal every trade
Pine Script®指標
由El_Bichotico提供
BossExoticMAs A next-generation moving average and smoothing library by TheStopLossBoss, featuring premium adaptive, exotic, and DSP-inspired filters — optimized for Pine Script® v6 and designed for Traders who demand precision and beauty. > BossExoticMAs is a complete moving average and signal-processing toolkit built for Pine Script v6. It combines the essential trend filters (SMA, EMA, WMA, etc.) with advanced, high-performance exotic types used by quants, algo designers, and adaptive systems. Each function is precision-tuned for stability, speed, and visual clarity — perfect for building custom baselines, volatility filters, dynamic ribbons, or hybrid signal engines. Includes built-in color gradient theming powered by the exclusive BossGradient — //Key Features ✅ Full Moving Average Set SMA, EMA, ZEMA, WMA, HMA, WWMA, SMMA DEMA, TEMA, T3 (Tillson) ALMA, KAMA, LSMA VMA, VAMA, FRAMA ✅ Signal Filters One-Euro Filter (Crispin/Casiez implementation) ATR-bounded Range Filter ✅ Color Engine lerpColor() safe blending using color.from_gradient Thematic gradient palettes: STOPLOSS, VAPORWAVE, ROYAL FLAME, MATRIX FLOW Exclusive: BOSS GRADIENT ✅ Helper Functions Clamping, normalization, slope detection, tick delta Slope-based dynamic color control via slopeThemeColor() 🧠 Usage Example //@version=6 indicator("Boss Exotic MA Demo", overlay=true) import TheStopLossBoss/BossExoticMAs/1 as boss len = input.int(50, "Length") atype = input.string("T3", "MA Type", options= ) t3factor = input.float(0.7, "T3 β", step=0.05) smoothColor = boss.slopeThemeColor(close, "BOSS GRADIENT", 0.001)ma = boss.maSelect(close, len, atype, t3factor, 0.85, 14) plot(ma, "Boss Exotic MA", color=smoothColor, linewidth=2) --- 🔑 Notes Built exclusively for Pine Script® v6 Library designed for import use — all exports are prefixed cleanly (boss.functionName()) Some functions maintain internal state (var-based). Warnings are safe to ignore — adaptive design choice. Each MA output is non-repainting and mathematically stable. --- 📜 Author TheStopLossBoss Designer of precision trading systems and custom adaptive algorithms. Follow for exclusive releases, educational material, and full-stack trend solutions. movingaverage, trend, adaptive, filter, volatility, smoothing, quant, technicalanalysis, bossgradient, t3, alma, frama, vma
Pine Script®腳本庫
由TheStopLossBoss提供
Nqaba Goldminer StrategyThis indicator plots the New York session key timing levels used in institutional intraday models. It automatically marks the 03:00 AM, 10:00 AM, and 2:00 PM (14:00) New York times each day: Vertical lines show exactly when those time windows open — allowing traders to identify major global liquidity shifts between London, New York, and U.S. session overlaps. Horizontal lines mark the opening price of the 5-minute candle that begins at each of those key times, providing precision reference levels for potential reversals, continuation setups, and intraday bias shifts. Users can customize each line’s color, style (solid/dashed/dotted), width, and horizontal-line length. A history toggle lets you display all past occurrences or just today’s key levels for a cleaner chart. These reference levels form the foundation for strategies such as: London Breakout to New York Reversal models Opening Range / Session Open bias confirmation Institutional volume transfer windows (London → NY → Asia) The tool provides a simple visual structure for traders to frame intraday decision-making around recurring institutional time events.
Pine Script®指標
由NqabaNhantsi提供
10
3D Session Clock | Live Time with Sessions [CHE] 3D Session Clock | Live Time with Sessions — Projects a perspective clock face onto the chart to display current time and market session periods for enhanced situational awareness during trading hours. Summary This indicator renders a three-dimensional clock projection directly on the price chart, showing analog hands for hours, minutes, and seconds alongside a digital time readout. It overlays session arcs for major markets like New York, London, Tokyo, and Sydney, highlighting the active one with thicker lines and contrasting labels. By centralizing time and session visibility, it reduces the need to reference external clocks, allowing traders to maintain focus on price action while noting overlaps or transitions that influence volatility. The design uses perspective projection to simulate depth, making the clock appear tilted for better readability on varying chart scales. Sessions are positioned radially outward from the main clock, with the current time marker pulsing on the relevant arc. This setup provides a static yet live-updating view, confirmed on bar close to avoid intrabar shifts. Motivation: Why this design? Traders often miss subtle session shifts amid fast-moving charts, leading to entries during low-liquidity periods or exits before peak activity. Standard chart tools lack integrated time visualization, forcing constant tab-switching. This indicator addresses that by embedding a customizable clock with session rings, ensuring time context is always in view without disrupting workflow. What’s different vs. standard approaches? - Reference baseline: Traditional session highlighters use simple background fills or vertical lines, which clutter the chart and ignore global time zones. - Architecture differences: - Perspective projection rotates and scales points to mimic 3D depth, unlike flat 2D drawings. - Nested radial arcs for sessions, with dynamic radius assignment to avoid overlap. - Live time calculation adjusted for user-selected time zones, including optional daylight savings offset. - Practical effect: The tilted view prevents labels from bunching at chart edges, and active session emphasis draws the eye to liquidity hotspots, making multi-session overlaps immediately apparent for better timing. How it works (technical) The indicator calculates current time in the selected time zone by adjusting the system timestamp with a fixed offset, plus an optional one-hour bump for daylight savings. This yields hour, minute, and second values that drive hand positions: the hour hand advances slowly with fractional minute input, the minute hand ticks per 60 seconds, and the second hand sweeps fully each minute. Points for the clock face and arcs are generated as arrays of coordinates, transformed via rotation around the x-axis to apply tilt, then projected onto chart space using a scaling factor based on depth. Radial lines mark every hour from zero to 23, extending to the outermost session ring. Session arcs span user-defined hour ranges, drawn as open polylines with step interpolation for smoothness. On the last bar, all prior drawings are cleared, and new elements are added: filled clock circles, hand lines from center to tip, a small orbiting circle at the current time position, and centered labels for hours, sessions, and time. The active session is identified by checking if the current time falls within its range, then its arc thickens and label inverts colors. Initialization populates a timezone array once, with persistent bar time tracking for horizontal positioning. Parameter Guide Clock Size — Controls overall radius in pixels, affecting visibility on dense charts — Default: 200 — Larger values suit wide screens but may crowd small views; start smaller for mobile. Camera Angle — Sets tilt from top-down (zero) to side (90 degrees), altering projection depth — Default: 45 — Steeper angles enhance readability on sloped trends but flatten at extremes. Resolution — Defines polygon sides for circles and arcs, balancing smoothness and draw calls — Default: 64 — Higher improves curves on large clocks; lower aids performance on slow devices. Hour/Minute/Second Hand Length — Scales each hand from center, with seconds longest for precision — Defaults: 100/150/180 — Proportional sizing prevents overlap; shorten for compact layouts. Clock Base Color — Tints face and frame — Default: blue — Neutral shades reduce eye strain; match chart theme. Hand Colors — Assigns distinct hues to each hand — Defaults: red/green/yellow — High contrast aids quick scans; avoid chart-matching to stand out. Hour Label Size — Text scale for 1-12 markers — Default: normal — Larger for distant views, but risks clutter. Digital Time Size — Scale for HH:MM:SS readout — Default: large — Matches clock for balance; tiny for minimalism. Digital Time Vertical Offset — Shifts readout up (negative) or down — Default: -50 — Positions above clock to avoid hand interference. Timezone — Selects reference city/offset — Default: New York (UTC-05) — Matches trading locale; verify offsets manually. Summer Time (DST) — Adds one hour if active — Default: false — Enable for regions observing it; test transitions. Show/Label/Session/Color for Each Market — Toggles arc, sets name, time window, and hue per session (New York/London/Tokyo/Sydney) — Defaults: true/"New York"/1300-2200/orange, etc. — Customize windows to local exchange hours; colors differentiate overlaps. Reading & Interpretation The analog face shows a blue-tinted circle with white 1-12 labels and gray hour ticks; hands extend from center in assigned colors, pointing to current positions. A white dot with orbiting ring marks exact time on the session arc. Digital readout below displays padded HH:MM:SS in white on black. Active sessions glow with bold arcs and white labels on colored backgrounds; inactive ones use thin lines and colored text on light fills. Overlaps stack outward, with the innermost (New York) closest to the clock. If no session is active, the marker sits on the base ring. Practical Workflows & Combinations - Trend following: Enter longs during London-New York overlap (thicker dual arcs) confirmed by higher highs; filter with volume spikes. - Exits/Stops: Tighten stops pre-Tokyo open if arc thickens, signaling volatility ramp; trail during Sydney for overnight holds. - Multi-asset/Multi-TF: Defaults work across forex/stocks; on higher timeframes, enlarge clock size to counter bar spacing. Pair with session volume oscillators for confirmation. Behavior, Constraints & Performance Rendering occurs only on the last bar, using confirmed history for stable display; live bars update hands and marker without repainting prior elements. No security calls or higher timeframe fetches, so no lookahead bias. Resource limits include 2000 bars back for positioning, 500 each for lines, labels, and boxes—sufficient for full sessions without overflow. Arrays hold timezone data statically. On very wide charts, projection may skew slightly due to fixed scale. Known limits: Visual positioning drifts on extreme zooms; daylight savings assumes manual toggle, risking one-hour errors during changes. Sensible Defaults & Quick Tuning Start with New York timezone, 45-degree tilt, and all sessions enabled—these balance global coverage without clutter. For too-small visibility, bump clock size to 300 and resolution to 48. If labels overlap on narrow views, reduce hand lengths proportionally. To emphasize one session (e.g., London), disable others and widen its color contrast. For minimalism, set digital size to small and offset to -100. What this indicator is—and isn’t This is a visual time and session overlay to contextualize trading windows, not a signal generator or predictive tool. It complements price analysis and risk rules but requires manual interpretation. Use alongside order flow or momentum indicators for decisions. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino Acknowledgments This indicator draws inspiration from the open-source contributions of the TradingView community, whose advanced programming techniques have greatly influenced its development. Special thanks to LonesomeTheBlue for the innovative polyline handling and midpoint centering techniques in RSI Radar Multi Time Frame: Gratitude also extends to LuxAlgo for the precise timezone calculations in Sessions: Finally, appreciation to TradingView for their comprehensive documentation on polyline features, including the support article at www.tradingview.com and the blog post at www.tradingview.com These resources were instrumental in implementing smooth, dynamic drawings.
Pine Script®指標
由chervolino提供
Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation. What is PRO? Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions. How it works Takes midpoint of each candle ((H+L)/2) Ranks the current value vs previous N bars using rolling percentile rank Maps percentile to a normalized oscillator scale (-1..+1 or 0–100) Optionally evaluates VWMA deviation percentile for volume-confirmed signals Highlights extreme conditions and confluence zones Why percentile rank? Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure. Key features Rolling percentile rank of price action Optional VWMA-based percentile confirmation Adaptive, noise-robust structure User-selectable thresholds (default 95/5) Confluence highlighting for price + VWMA extremes Optional smoothing (RMA) Visual extreme zone fills for rapid signal recognition How to use High percentile values –> statistically extreme upward deviation (potential top) Low percentile values –> statistically extreme downward deviation (potential bottom) Price + VWMA confluence strengthens reversal context Best used as part of a broader trading framework (market structure, order flow, etc.) Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion. Suggested settings Default length: 100 bars Thresholds: 95 / 5 Smoothing: 1–3 (optional) Important note This tool does not predict direction or guarantee outcomes. It provides statistical context for price extremes to help traders frame probability and timing. Always combine with sound risk management and other tools.
Pine Script®指標
由exploretranspose提供
Multi-Mode Seasonality Map [BackQuant]Multi-Mode Seasonality Map A fast, visual way to expose repeatable calendar patterns in returns, volatility, volume, and range across multiple granularities (Day of Week, Day of Month, Hour of Day, Week of Month). Built for idea generation, regime context, and execution timing. What is “seasonality” in markets? Seasonality refers to statistically repeatable patterns tied to the calendar or clock, rather than to price levels. Examples include specific weekdays tending to be stronger, certain hours showing higher realized volatility, or month-end flow boosting volumes. This tool measures those effects directly on your charted symbol. Why seasonality matters It’s orthogonal alpha: timing edges independent of price structure that can complement trend, mean reversion, or flow-based setups. It frames expectations: when a session typically runs hot or cold, you size and pace risk accordingly. It improves execution: entering during historically favorable windows, avoiding historically noisy windows. It clarifies context: separating normal “calendar noise” from true anomaly helps avoid overreacting to routine moves. How traders use seasonality in practice Timing entries/exits : If Tuesday morning is historically weak for this asset, a mean-reversion buyer may wait for that drift to complete before entering. Sizing & stops : If 13:00–15:00 shows elevated volatility, widen stops or reduce size to maintain constant risk. Session playbooks : Build repeatable routines around the hours/days that consistently drive PnL. Portfolio rotation : Compare seasonal edges across assets to schedule focus and deploy attention where the calendar favors you. Why Day-of-Week (DOW) can be especially helpful Flows cluster by weekday (ETF creations/redemptions, options hedging cadence, futures roll patterns, macro data releases), so DOW often encodes a stable micro-structure signal. Desk behavior and liquidity provision differ by weekday, impacting realized range and slippage. DOW is simple to operationalize: easy rules like “fade Monday afternoon chop” or “press Thursday trend extension” can be tested and enforced. What this indicator does Multi-mode heatmaps : Switch between Day of Week, Day of Month, Hour of Day, Week of Month . Metric selection : Analyze Returns , Volatility ((high-low)/open), Volume (vs 20-bar average), or Range (vs 20-bar average). Confidence intervals : Per cell, compute mean, standard deviation, and a z-based CI at your chosen confidence level. Sample guards : Enforce a minimum sample size so thin data doesn’t mislead. Readable map : Color palettes, value labels, sample size, and an optional legend for fast interpretation. Scoreboard : Optional table highlights best/worst DOW and today’s seasonality with CI and a simple “edge” tag. How it’s calculated (under the hood) Per bar, compute the chosen metric (return, vol, volume %, or range %) over your lookback window. Bucket that metric into the active calendar bin (e.g., Tuesday, the 15th, 10:00 hour, or Week-2 of month). For each bin, accumulate sum , sum of squares , and count , then at render compute mean , std dev , and confidence interval . Color scale normalizes to the observed min/max of eligible bins (those meeting the minimum sample size). How to read the heatmap Color : Greener/warmer typically implies higher mean value for the chosen metric; cooler implies lower. Value label : The center number is the bin’s mean (e.g., average % return for Tuesdays). Confidence bracket : Optional “ ” shows the CI for the mean, helping you gauge stability. n = sample size : More samples = more reliability. Treat small-n bins with skepticism. Suggested workflows Pick the lens : Start with Analysis Type = Returns , Heatmap View = Day of Week , lookback ≈ 252 trading days . Note the best/worst weekdays and their CI width. Sanity-check volatility : Switch to Volatility to see which bins carry the most realized range. Use that to plan stop width and trade pacing. Check liquidity proxy : Flip to Volume , identify thin vs thick windows. Execute risk in thicker windows to reduce slippage. Drill to intraday : Use Hour of Day to reveal opening bursts, lunchtime lulls, and closing ramps. Combine with your main strategy to schedule entries. Calendar nuance : Inspect Week of Month and Day of Month for end-of-month, options-cycle, or data-release effects. Codify rules : Translate stable edges into rules like “no fresh risk during bottom-quartile hours” or “scale entries during top-quartile hours.” Parameter guidance Analysis Period (Days) : 252 for a one-year view. Shorten (100–150) to emphasize the current regime; lengthen (500+) for long-memory effects. Heatmap View : Start with DOW for robustness, then refine with Hour-of-Day for your execution window. Confidence Level : 95% is standard; use 90% if you want wider coverage with fewer false “insufficient data” bins. Min Sample Size : 10–20 helps filter noise. For Hour-of-Day on higher timeframes, consider lowering if your dataset is small. Color Scheme : Choose a palette with good mid-tone contrast (e.g., Red-Green or Viridis) for quick thresholding. Interpreting common patterns Return-positive but low-vol bins : Favorable drift windows for passive adds or tight-stop trend continuation. Return-flat but high-vol bins : Opportunity for mean reversion or breakout scalping, but manage risk accordingly. High-volume bins : Better expected execution quality; schedule size here if slippage matters. Wide CI : Edge is unstable or sample is thin; treat as exploratory until more data accumulates. Best practices Revalidate after regime shifts (new macro cycle, liquidity regime change, major exchange microstructure updates). Use multiple lenses: DOW to find the day, then Hour-of-Day to refine the entry window. Combine with your core setup signals; treat seasonality as a filter or weight, not a standalone trigger. Test across assets/timeframes—edges are instrument-specific and may not transfer 1:1. Limitations & notes History-dependent: short histories or sparse intraday data reduce reliability. Not causal: a hot Tuesday doesn’t guarantee future Tuesday strength; treat as probabilistic bias. Aggregation bias: changing session hours or symbol migrations can distort older samples. CI is z-approximate: good for fast triage, not a substitute for full hypothesis testing. Quick setup Use Returns + Day of Week + 252d to get a clean yearly map of weekday edge. Flip to Hour of Day on intraday charts to schedule precise entries/exits. Keep Show Values and Confidence Intervals on while you calibrate; hide later for a clean visual. The Multi-Mode Seasonality Map helps you convert the calendar from an afterthought into a quantitative edge, surfacing when an asset tends to move, expand, or stay quiet—so you can plan, size, and execute with intent.
Pine Script®指標
由BackQuant提供
SigmaRevert: Z-Score Adaptive Mean Reversion [KedArc Quant]🔍 Overview SigmaRevert is a clean, research-driven mean-reversion framework built on Z-Score deviation — a statistical measure of how far the current price diverges from its dynamic mean. When price stretches too far from equilibrium (the mean), SigmaRevert identifies the statistical “sigma distance” and seeks reversion trades back toward it. Designed primarily for 5-minute intraday use, SigmaRevert automatically adapts to volatility via ATR-based scaling, optional higher-timeframe trend filters, and cooldown logic for controlled frequency 🧠 What “Sigma” Means Here In statistics, σ (sigma) represents standard deviation, the measure of dispersion or variability. SigmaRevert uses this concept directly: Each bar’s price deviation from the mean is expressed as a Z-Score — the number of sigmas away from the mean. When Z > 1.5, the price is statistically “over-extended”; when it returns toward 0, it reverts to the mean. In short: Sigma = Standard deviation distance SigmaRevert = Trading the reversion of extreme sigma deviations 💡 Why Traders Use SigmaRevert Quant-based clarity: removes emotion by relying on statistical extremes. Volatility-adaptive: automatically adjusts to changing market noise. Low drawdown: filters avoid over-exposure during strong trends. Multi-market ready: works across stocks, indices, and crypto with parameter tuning. Modular design: every component can be toggled without breaking the core logic. 🧩 Why This Is NOT a Mash-Up Unlike “mash-up” scripts that randomly combine indicators, this strategy is built around one cohesive hypothesis: “Price deviations from a statistically stable mean (Z-Score) tend to revert.” Every module — ATR scaling, cooldown, HTF trend gating, exits — reinforces that single hypothesis rather than mixing unrelated systems (like RSI + MACD + EMA). The structure is minimal yet expandable, maintaining research integrity and transparency. ⚙️ Input Configuration (Simplified Table) Core `maLen` 120 Lookback for mean (SMA) `zLen` 60 Window for Z-score deviation `zEntry` 1.5 Entry when Z exceeds threshold `zExit` 0.3 Exit when Z normalizes Filters (optional) `useReCross` false Requires re-entry confirmation `useTrend` false / true Enables HTF SMA bias `htfTF` “60” HTF timeframe (e.g. 60-min) `useATRDist` false Demands min distance from mean `atrK` 1.0 ATR distance multiplier `useCooldown` false / true Forces rest after exit Risk `useATRSL` false / true Adaptive stop-loss via ATR `atrLen` 14 ATR lookback `atrX` 1.4 ATR multiplier for stop Session `useSession` false Restrict to market hours `sess` “0915-1530” NSE timing `skipOpenBars` 0–3 Avoid early volatility UI `showBands` true Displays ±1σ & ±2σ `showMarks` true Shows triggers and exits 🎯 Entry & Exit Logic Long Entry Trigger: `Z < -zEntry` Optional re-cross: prior Z < −zEntry, current Z −zEntry Optional trend bias: current close above HTF SMA Optional ATR filter: distance from mean ATR × K Short Entry Trigger: `Z +zEntry` Optional re-cross: prior Z +zEntry, current Z < +zEntry Optional trend bias: current close below HTF SMA Optional ATR filter: distance from mean ATR × K Exit Conditions Primary exit: `Z < zExit` (price normalized) Time stop: `bars since entry timeStop` Optional ATR stop-loss: ±ATR × multiplier Optional cooldown: no new trade for X bars after exit 🕒 When to Use Intraday (5m) `maLen=120`, `zEntry=1.5`, `zExit=0.3`, `useTrend=false`, `cooldownBars=6` Capture intraday oscillations Minutes → hours Swing (30m–1H) `maLen=200`, `zEntry=1.8`, `zExit=0.4`, `useTrend=true`, `htfTF="D"` Mean-reversion between daily pivots 1–2 days Positional (4H–1D) `maLen=300`, `zEntry=2.0`, `zExit=0.5`, `useTrend=true` Capture multi-day mean reversions Days → weeks 📘 Glossary Z-Score Statistical measure of how far current price deviates from its mean, normalized by standard deviation. Mean Reversion The tendency of price to return to its average after temporary divergence. ATR Average True Range — measures volatility and defines adaptive stop distances. Re-Cross Secondary signal confirming reversal after an extreme. HTF Higher Timeframe — provides macro trend bias (e.g. 1-hour or daily). Cooldown Minimum bars to wait before re-entering after a trade closes. ❓ FAQ Q1: Why are there no trades sometimes? ➡ Check that all filters are off. If still no trades, Z-scores might not breach the thresholds. Lower `zEntry` (1.2–1.4) to increase frequency. Q2: Why does it sometimes fade breakouts? ➡ Mean reversion assumes overextension — disable it during strong trending days or use the HTF filter. Q3: Can I use this for Forex or Crypto? ➡ Yes — but adjust session filters (`useSession=false`) and increase `maLen` for smoother means. Q4: Why is profit factor so high but small overall gain? ➡ Because this script focuses on capital efficiency — low drawdown and steady scaling. Increase position size once stable. Q5: Can I automate this on broker integration? ➡ Yes — the strategy uses standard `strategy.entry` and `strategy.exit` calls, compatible with TradingView webhooks. 🧭 How It Helps Traders This strategy gives: Discipline: no impulsive trades — strict statistical rules. Consistency: removes emotional bias; same logic applies every bar. Scalability: works across instruments and timeframes. Transparency: all signals are derived from visible Z-Score math. It’s ideal for quant-inclined discretionary traders who want rule-based entries but maintain human judgment for context (earnings days, macro news, etc.). 🧱 Final Notes Best used on liquid stocks with continuous price movement. Avoid illiquid or gap-heavy tickers. Validate parameters per instrument — Z behavior differs between equities and indices. Remember: Mean reversion works best in range-bound volatility, not during explosive breakouts. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Pine Script®策略
由kedarcquant提供
6
Custom Two Sessions H/L/50% LevelsTrack high/low/midpoint levels across two customizable time sessions. Perfect for monitoring H4 blocks, session ranges, or any custom time periods as reference levels for lower timeframe trading. What This Indicator Does: Tracks and projects High, Low, and 50% Midpoint levels for two fully customizable time sessions. Unlike fixed-session indicators, you define EXACTLY when each session starts and ends. Key Features: • Two independent sessions with custom start/end times (hour and minute) • High/Low/50% midpoint tracking for each session • Visual session boxes showing calculation periods • Horizontal lines projecting levels into the future • Historical session levels remain visible for reference • Works on any chart timeframe (M1, M5, M15, H1, H4, etc.) • Full visual customization (colors, line styles, widths) • DST timezone support Common Use Cases: H4 Candle Tracking - Set sessions to 4-hour blocks (e.g., 6-10am, 10am-2pm) to track individual H4 highs/lows H1 Candle Tracking - 1-hour blocks for scalping reference levels Session Trading - ETH vs RTH, London vs NY, Asian session, etc. Custom Time Periods - Any time range you want to monitor How to Use: The indicator identifies key price levels from higher timeframe periods. Use previous session H/L/50% as reference levels for: Identifying sweep and reclaim setups Lower timeframe structural flip confirmations Support/resistance zones for entries Delivery targets after breaks of structure Settings: Configure each session's start/end times independently. The indicator automatically triggers at the first bar crossing into your specified time, making it compatible with all chart timeframes.
Pine Script®指標
由michaelpharrold提供
1
💻 RSI Dual-Band Reversal Strategy (Hacker Mode)This 💻 RSI Dual-Band Reversal Strategy (Hacker Mode) is a mean-reversion trading strategy built on the Relative Strength Index (RSI) indicator. It identifies potential trend reversals when price momentum reaches extreme overbought or oversold levels — then enters trades expecting the price to revert. ⚙️ Strategy Concept The RSI measures market momentum on a scale of 0–100. When RSI is too low, it signals an oversold market → potential buy. When RSI is too high, it signals an overbought market → potential sell. This strategy sets two reversal zones using dual RSI bands: Zone RSI Range Meaning Action Upper Band 80–90 Overbought Prepare to Sell Lower Band 10–20 Oversold Prepare to Buy 🧩 Code Breakdown 1. Input Parameters rsiLength = input.int(14) upperBandHigh = input.float(90.0) upperBandLow = input.float(80.0) lowerBandLow = input.float(10.0) lowerBandHigh = input.float(20.0) You can adjust: RSI Length (default 14) → sensitivity of the RSI. Upper/Lower Bands → control when buy/sell triggers occur. 2. RSI Calculation rsi = ta.rsi(close, rsiLength) Calculates the RSI of the closing price over 14 periods. 3. Signal Logic buySignal = ta.crossover(rsi, lowerBandHigh) sellSignal = ta.crossunder(rsi, upperBandLow) Buy Signal: RSI crosses up through 20 → market rebounding from oversold. Sell Signal: RSI crosses down through 80 → market turning from overbought. 4. Plotting RSI line (lime green) Bands: 🔴 80–90 (Sell Zone) 🟢 10–20 (Buy Zone) Gray midline at 50 for reference. Triangle markers for signals: 🟢 “BUY” below chart 🔴 “SELL” above chart 5. Trading Logic if (buySignal) strategy.entry("Buy", strategy.long) if (sellSignal) strategy.entry("Sell", CRYPTO:BTCUSD strategy.short OANDA:XAUUSD ) Opens a long position on a buy signal. Opens a short position on a sell signal. No explicit stop loss or take profit — positions reverse when an opposite signal appears. 🧠 How It Works (Step-by-Step Example) RSI drops below 20 → oversold → buy signal triggers. RSI rises toward 80 → overbought → sell signal triggers. Strategy flips position, always staying in the market (either long or short). 📈 Visual Summary Imagine the RSI line oscillating between 0 and 100: 100 ──────────────────────────────── 90 ───── Upper Band High (Sell Limit) 80 ───── Upper Band Low (Sell Trigger) 50 ───── Midline 20 ───── Lower Band High (Buy Trigger) 10 ───── Lower Band Low (Buy Limit) 0 ──────────────────────────────── When RSI moves above 80 → SELL When RSI moves below 20 → BUY ⚡ Strategy Profile Category Description Type Mean Reversion Entry Rule RSI crosses up 20 → Buy Exit/Reverse Rule RSI crosses down 80 → Sell Strengths Simple, effective in sideways/range markets, minimal lag Weaknesses Weak in strong trends, no stop-loss or take-profit logic 💡 Suggested Improvements You can enhance this script by adding: Stop loss & take profit levels (e.g., % or ATR-based). Trend filter (e.g., trade only in direction of 200 EMA). RSI smoothing to reduce noise.
Pine Script®策略
由shaulsibghat25提供
NLR-ADX Divergence Strategy Triple-ConfirmedHow it works Builds a cleaner DMI/ADX Recomputes classic +DI, −DI, ADX over a user-set length. Then “non-linear regresses” each series toward a mean (your choice: dynamic EMA of the series or a fixed Static Mid like 50). The further a value is from the mean, the stronger the pull (controlled by alphaMin/alphaMax and the γ exponent), giving smoother, more stable DI/ADX lines with less whipsaw. Optional EMA smoothing on top of that. Lock in values at confirmed pivots Uses price pivots (left/right bars) to confirm swing lows and highs. When a pivot confirms, the script captures (“freezes”) the current +DI, −DI, and ADX values at that bar and stores them. This avoids later drift from smoothing/EMAs. Check for triple divergence For a bullish setup (potential long): Price makes a Lower Low vs. a prior pivot low, +DI is higher than before (bulls quietly stronger), −DI is lower (bears weakening), ADX is lower (trend fatigue). For a bearish setup (potential short) Price makes a Higher High, +DI is lower, −DI is higher, ADX is lower. Adds a “no-intersection” sanity check: between the two pivots, the live series shouldn’t snake across the straight line connecting endpoints. This filters messy, low-quality structures. Trade logic On a valid triple-confirm, places a strategy.entry (Long for bullish, Short for bearish) and optionally labels the bar (BUY or SELL with +DI/−DI/ADX arrows). Simple flip behavior: if you’re long and a new short signal prints (or vice versa), it closes the open side and flips. Key inputs you can tweak Custom DMI Settings DMI Length — base length for DI/ADX. Non-Linear Regression Model Mean Reference — EMA(series) (dynamic) or Static mid (e.g., 50). Dynamic Mean Length & Deviation Scale Length — govern the mean and scale used for regression. Min/Max Regression & Non-Linearity Exponent (γ) — how strongly values are pulled toward the mean (stronger when far away). Divergence Engine Pivot Left/Right Bars — how strict the swing confirmation is (larger = more confirmation, more delay). Min Bars Between Pivots — avoids comparing “near-duplicate” swings. Max Historical Pivots to Store — memory cap.
Pine Script®策略
由Cmo22提供
Squeeze Momentum ProSQUEEZE MOMENTUM PRO - Enhanced Visual Dashboard A modernized version of the TTM Squeeze Momentum indicator, designed for cleaner visual interpretation and faster decision-making. ═══════════════════════════════════════════ 📊 WHAT IS THE SQUEEZE? ═══════════════════════════════════════════ The "squeeze" occurs when Bollinger Bands contract inside Keltner Channels, indicating extremely low volatility. This compression typically precedes explosive directional moves - the tighter the squeeze, the bigger the potential breakout. John Carter's TTM Squeeze concept (from "Mastering the Trade") combines this volatility compression with momentum direction to identify high-probability setups. ═══════════════════════════════════════════ ✨ WHAT'S NEW IN THIS VERSION ═══════════════════════════════════════════ 🎯 VISUAL STATUS BAR - Real-time squeeze state with clear labels - Color-coded backgrounds (Red = Building, Green = Fired Bullish, Orange = Fired Bearish) - Squeeze duration counter to gauge compression time 📊 ENHANCED HISTOGRAM - 4-color momentum gradient (Strong Bull/Weak Bull/Weak Bear/Strong Bear) - Instantly shows both direction AND strength - Background shading for current market state 🔥 SQUEEZE INTENSITY GAUGE - 5-dot pressure indicator showing compression tightness - Percentage display of squeeze strength - Only appears during active squeezes 📈 REAL-TIME METRICS PANEL - Current momentum value - Direction indicator (increasing/decreasing) - Strength assessment (strong/weak) 🔔 COMPREHENSIVE ALERTS - Squeeze started - Squeeze fired (bullish/bearish) - Momentum crossovers ═══════════════════════════════════════════ 🎮 HOW TO USE ═══════════════════════════════════════════ 1. WAIT FOR SQUEEZE • Red status bar appears • Intensity dots show compression level • Longer duration = potentially bigger move 2. WATCH FOR RELEASE • Status changes to "FIRED - BULLISH" or "FIRED - BEARISH" • Histogram color confirms momentum direction • Background highlights the event 3. MANAGE POSITION • Monitor momentum strength in metrics panel • Exit when histogram changes color (momentum reversal) • Use with trend/volume confirmation ═══════════════════════════════════════════ ⚙️ CUSTOMIZATION ═══════════════════════════════════════════ - Toggle status bar, metrics, intensity dots independently - Adjustable BB/KC parameters - Custom color schemes - Show/hide squeeze duration ═══════════════════════════════════════════ 🙏 CREDITS ═══════════════════════════════════════════ Original TTM Squeeze concept: John F. Carter Original indicator code: LazyBear (@LazyBear) This builds on LazyBear's excellent implementation of the TTM Squeeze Momentum indicator, adding modern visual elements and real-time dashboards for improved usability. Original indicator: "Squeeze Momentum Indicator " ═══════════════════════════════════════════ ⚠️ DISCLAIMER ═══════════════════════════════════════════ This indicator is for educational purposes. Always use proper risk management and combine with other forms of analysis. No indicator guarantees profitable trades. ═══════════════════════════════════════════ Best used on: Day trading timeframes (1m-15m) for momentum plays Combine with: Volume analysis, trend filters, support/resistance levels
Pine Script®指標
由pitretmed提供
XAUUSD Multi-Timeframe Supertrend Alert v2**Indicator Overview: XAUUSD Multi-Timeframe Supertrend Alert v2** **Core Components:** 1. **Multi-Timeframe Supertrend System** - Two Supertrend indicators (ST1 & ST2) with customizable timeframes - ST1 typically set to Daily, ST2 to Weekly as main trend - Visualized with distinct colors and background fills 2. **Customizable SMA** - Adjustable period and timeframe - Plotted as blue line for additional trend reference 3. **Neutral Zone System** - Creates a neutral line offset from ST1 by customizable tick distance - Yellow dashed line that adjusts based on ST1 trend direction - **Alert Conditions:** - **Test Buy Zone**: Both ST1 & ST2 in uptrend AND price enters neutral zone above ST1 - **Test Sell Zone**: Both ST1 & ST2 in downtrend AND price enters neutral zone below ST1 4. **Distance Lines from ST2** - Upper/lower lines at customizable tick distance from ST2 - Purple dashed lines with touch alerts **Trading Signals:** - **Bullish Signal**: Price above ST2 but below ST1 (potential buy) - **Bearish Signal**: Price below ST2 but above ST1 (potential sell) - **Neutral Zone Alerts**: Price enters defined zone when both trends align - **Line Touch Alerts**: Price touches distance lines from ST2 **Alert System:** - Limited to 3 consecutive alerts per signal type - Visual markers (triangles, diamonds, circles) - Background coloring for signal zones - Separate alert conditions for each signal type **Visual Features:** - Candles colored green/red based on signals - Clear trend visualization with colored backgrounds - Real-time alert markers without information table clutter This indicator provides multi-timeframe trend analysis with precise entry zone detection and comprehensive alert system for XAUUSD trading. SAM89 M15, ST1 (5:10) M5, ST2 ( 1,5:20) H1, Test Buy Sell 7000, Line 15000
Pine Script®指標
由Debayako提供
Trend change[YI_YA_HA_]這是一個趨勢變化和盤整突破偵測指標。 This is a trend change and consolidation breakout detection indicator. 它能自動識別價格進入狹窄盤整區間。 It automatically identifies when price enters a tight consolidation range. 當價格突破箱型上緣，就判定為上升趨勢開始。 When price closes above the box top, it signals the start of an uptrend. 當價格突破箱型下緣，則觸發下跌趨勢警報。 When price closes below the box bottom, it triggers a downtrend alert. 程式會畫出黃色盤整箱體，突破後自動消失。 The script draws a yellow consolidation box that auto-deletes after breakout. 突破向上時，會從低點畫一條綠色趨勢線持續延伸。 On upward breakout, a green trendline is drawn from the low and extends right. 右側標籤即時顯示目前趨勢狀態與價格。 A label on the right shows the current trend status and price in real-time.
Pine Script®指標
由YI_YA_HA_提供
DTCC RECAPS Dates 2020-2025This is a simple indicator which marks the RECAPS dates of the DTCC, during the periods of 2020 to 2025. These dates have marked clear settlement squeezes in the past, such as GME's squeeze of January 2021. ------------------------------------------------------------------------------------------------------------------ The Depository Trust & Clearing Corporation (DTCC) has published the 2025 schedule for its Reconfirmation and Re-pricing Service (RECAPS) through the National Securities Clearing Corporation (NSCC). RECAPS is a monthly process for comparing and re-pricing eligible equities, municipals, corporate bonds, and Unit Investment Trusts (UITs) that have aged two business days or more . At its core, the Reconfirmation and Re-pricing Service (RECAPS) is a risk management tool used by the National Securities Clearing Corporation (NSCC), a subsidiary of the DTCC. Its primary purpose is to reduce the risks associated with aged, unsettled trades in the U.S. securities market . When a trade is executed, it is sent to the NSCC for clearing and settlement. However, for various reasons, some trades may not settle on their scheduled date and become "aged." These unsettled trades create risk for both the trading parties and the clearinghouse (NSCC) because the value of the underlying securities can change over time. If a trade fails to settle and one of the parties defaults, the NSCC may have to step in to complete the transaction at the current market price, which could result in a loss. RECAPS mitigates this risk by systematically re-pricing these aged, open trading obligations to the current market value. This process ensures that the financial obligations of the clearing members accurately reflect the present value of the securities, preventing the accumulation of significant, unmanaged market risk . Detailed Mechanics: How Does it Work? The RECAPS process revolves around two key dates you asked about: the RECAPS Date and the Settlement Date . The RECAPS Date: On this day, the NSCC runs a process to identify all eligible trades that have remained unsettled for two business days or more. These "aged" trades are then re-priced to the current market value. This re-pricing is not just a simple recalculation; it generates new settlement instructions. The original, unsettled trade is effectively cancelled and replaced with a new one at the current market price. This is done through the NSCC's Obligation Warehouse. The Settlement Date: This is typically the business day following the RECAPS date. On this date, the financial settlement of the re-priced trades occurs. The difference in value between the original trade price and the new, re-priced value is settled between the two trading parties. This "mark-to-market" adjustment is processed through the members' settlement accounts at the DTCC. Essentially, the process ensures that any gains or losses due to price changes in the underlying security are realized and settled periodically, rather than being deferred until the trade is ultimately settled or cancelled. Are These Dates Used to Check Margin Requirements? Yes, indirectly, this process is closely tied to managing margin and collateral requirements for NSCC members. Here’s how: The NSCC requires its members to post collateral to a clearing fund, which acts as a mutualized guarantee against defaults. The amount of collateral each member must provide is calculated based on their potential risk exposure to the clearinghouse. By re-pricing aged trades to current market values through RECAPS, the NSCC gets a more accurate picture of each member's outstanding obligations and, therefore, their current risk profile. If a member has a large number of unsettled trades that have moved against them in value, the re-pricing will crystallize that loss, which will be settled the next day. This regular re-pricing and settlement of aged trades prevent the build-up of large, unrealized losses that could increase a member's risk profile beyond what their posted collateral can cover. While RECAPS is not the only mechanism for calculating margin (the NSCC has a complex system for daily margin calls based on overall portfolio risk), it is a crucial component for managing the specific risk posed by aged, unsettled transactions. It ensures that the value of these obligations is kept current, which in turn helps ensure that collateral levels remain adequate. -------------------------------------------------------------------------------------------------------------- Future dates of 2025: - November 12, 2025 (Wed) - November 25, 2025 (Tue) - December 11, 2025 (Thu) - December 29, 2025 (Mon) The dates for 2026 haven't been published yet at this time. The RECAPS process is essentially the industry's way of retrying the settlement of all unresolved FTDs, netting outstanding obligations, and gradually forcing resolution (either delivery or buy-in). Monitoring RECAPS cycles is one way to track the lifecycle, accumulation, and eventual resolution (or persistence) of failures to deliver in the U.S. market. The US Stock market has become a game of settlement dates and FTDs, therefore this can be useful to track.
Pine Script®指標
由Infinite_Noise提供
No-Trade Zones UTC+7This indicator helps you visualize and backtest your preferred trading hours. For example, if you have a 9-to-5 job, you obviously can’t trade during that time — and when backtesting, you should avoid those hours too. It also marks weekends if you prefer not to trade on those days. By highlighting no-trade periods directly on the chart, you can easily see when you shouldn’t be taking trades, without constantly checking the time or date by hovering over the chart. It makes backtesting smoother and more realistic for your personal schedule.
Pine Script®指標
由AightBett提供
#1 Vishal Toora Buy Sell Tablecopyright Vishal Toora **“© 2025 Vishal Toora — counting volumes so you don’t have to. Buy, sell, or just stare at the screen.”** Or a few more playful options: 1. **“© Vishal Toora — making deltas speak louder than your ex.”** 2. **“© Vishal Toora — one signal to rule them all (Buy/Sell/Neutral).”** 3. **“© Vishal Toora — because guessing markets is so 2024.”** Disclaimer: This indicator is for educational and informational purposes only. I do not claim 100% accuracy, and you are responsible for your own trading decisions.
Pine Script®指標
由VishalT_Financee提供