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Mein Skript//@version=5 indicator("CAN SLIM Filter", overlay=true) // Beispielhafte Kriterien eps_growth = input.float(25, "EPS-Wachstum (%)") rel_volume = input.float(1.5, "Relatives Volumen") // Simulierte Beispieldaten mock_eps_growth = ta.rma(close / close - 1, 90) * 100 mock_rel_volume = volume / ta.sma(volume, 50) plotshape(mock_eps_growth > eps_growth and mock_rel_volume > rel_volume, title="CAN SLIM Match", location=location.belowbar, color=color.green, style=shape.labelup)
Pine Script®指標
由Skillat提供
TSEP Dual SMA + Optional BB//@version=5 indicator("TSEP – 50-day ADTV & Current Volume", overlay=false) // Calculate values currentVol = volume avgVol50 = ta.sma(volume, 50) // Format as millions (M) formatVolume(v) => v >= 1e9 ? str.tostring(v / 1e9, "#.##") + "B" : v >= 1e6 ? str.tostring(v / 1e6, "#.##") + "M" : v >= 1e3 ? str.tostring(v / 1e3, "#.##") + "K" : str.tostring(v, "#.##") // Create output strings volText = "Current Volume: " + formatVolume(currentVol) adtvText = "50-day ADTV: " + formatVolume(avgVol50) // Display in a table var table t = table.new(position.top_right, 1, 2, border_width = 1) if bar_index % 5 == 0 // Update every 5 bars to avoid flicker table.cell(t, 0, 0, adtvText, text_color=color.white, bgcolor=color.new(color.blue, 80)) table.cell(t, 0, 1, volText, text_color=color.white, bgcolor=color.new(color.blue, 80))
Pine Script®指標
由Nan4todd提供
TSEP Dual SMA + Optional BB//@version=5 indicator("TSEP Chart Data Overlay", overlay=true) currentVol = volume avgVol50 = ta.sma(volume, 50) currentPrice = close timestampStr = str.tostring(year) + "-" + str.tostring(month, "00") + "-" + str.tostring(dayofmonth, "00") // === Format Helpers === formatVal(val) => val >= 1e9 ? str.tostring(val / 1e9, "#.##") + "B" : val >= 1e6 ? str.tostring(val / 1e6, "#.##") + "M" : val >= 1e3 ? str.tostring(val / 1e3, "#.##") + "K" : str.tostring(val, "#.##") // === Label Text === labelText = "✅ Current Price: $" + str.tostring(currentPrice, "#.##") + " " + "✅ 50-day ADTV: " + formatVal(avgVol50) + " " + "✅ Current Volume: " + formatVal(currentVol) + " " + "✅ Timestamp: " + timestampStr // === Display Label === var label dataLabel = label.new(x=bar_index, y=high, text=labelText, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_left, textcolor=color.white, size=size.normal, color=color.new(color.blue, 80)) label.set_xy(dataLabel, bar_index, high) label.set_text(dataLabel, labelText)
Pine Script®指標
由Nan4todd提供
Elliott Wave Helper//@version=5 indicator("Elliott Wave Helper", overlay=true) // Settings pivotLength = input.int(5, "Pivot Length") showLabels = input.bool(true, "Show Wave Labels") zigzagColor = input.color(color.orange, "Zigzag Line Color") // Find Pivot Highs and Lows pivotHigh = ta.pivothigh(high, pivotLength, pivotLength) pivotLow = ta.pivotlow(low, pivotLength, pivotLength) // Store pivots var float pivotPrices = array.new_float() var int pivotBars = array.new_int() if not na(pivotHigh) array.push(pivotPrices, pivotHigh) array.push(pivotBars, bar_index - pivotLength) if not na(pivotLow) array.push(pivotPrices, pivotLow) array.push(pivotBars, bar_index - pivotLength) // Draw zigzag line between pivots for i = 1 to array.size(pivotBars) - 1 x1 = array.get(pivotBars, i - 1) y1 = array.get(pivotPrices, i - 1) x2 = array.get(pivotBars, i) y2 = array.get(pivotPrices, i) line.new(x1, y1, x2, y2, width=2, color=zigzagColor) // Label waves as 1-5 or A-C (manual cycling) if showLabels waveLabels = array.from("1", "2", "3", "4", "5", "A", "B", "C") labelText = array.get(waveLabels, (i - 1) % array.size(waveLabels)) label.new(x2, y2, text=labelText, style=label.style_label_up, textcolor=color.white, size=size.small, color=color.blue)
Pine Script®指標
由gafoorseashore提供
Volume VisualizerVolume by Hannsome The Volume Visualizer is a simple yet effective tool designed to display trading volume in a dedicated panel below the main price chart. Its primary goal is to help you easily identify when trading activity is significantly higher than usual. The indicator plots two key elements: Volume Bars: These are standard volume bars showing the amount of trading activity for each period. To draw your attention to important moments, bars with unusually high volume are highlighted in a distinct color (yellow by default). Average Volume Line: A moving average line (orange by default) is plotted over the volume bars. This line represents the recent average trading volume, giving you a clear baseline to compare the current volume against. A "significant" volume spike is defined as any period where the volume exceeds the moving average by a certain multiplier. You can adjust both the moving average length and this multiplier in the indicator's settings to fine-tune its sensitivity to what you consider a significant spike in activity.
Pine Script®指標
由hhnh_business提供
Custom Median MAThe 50-day moving average (50-DMA) is a popular technical analysis indicator used to identify the intermediate-term trend of a financial asset. It is calculated by averaging the closing prices of the asset over the past 50 trading days. As a lagging indicator, it smooths out price fluctuations and helps traders and investors identify potential support and resistance levels. When the price is consistently above the 50-DMA, it often signals an uptrend or bullish market sentiment. Conversely, if the price remains below the 50-DMA, it may indicate a downtrend or bearish sentiment. Crossovers involving the 50-DMA are also closely watched. For instance, a "golden cross" occurs when a shorter-term moving average (e.g., 20-day) crosses above the 50-DMA, suggesting potential upward momentum. A "death cross" is the opposite and can signal a downward trend. The 50-DMA is widely used because it strikes a balance between short-term sensitivity and long-term stability. It is applicable across various markets and timeframes, including stocks, indices, and cryptocurrencies.
Pine Script®指標
由superrockstar提供
TRIPLE Moving AveragesThis Pine Script indicator plots three customizable moving averages (MAs) along with an optional composite MA (average of all three). It provides visual cues, alerts, and trend confirmation based on MA crossovers and price positioning relative to the MAs. 🔹 Key Features 1. Multiple Moving Average Types Supports 7 different MA types for each line: EMA (Exponential Moving Average) SMA (Simple Moving Average) SMMA / RMA (Smoothed / Regular Moving Average) WMA (Weighted Moving Average) VWMA (Volume Weighted Moving Average) HMA (Hull Moving Average) 2. Three Independent MAs MA1, MA2, MA3 can each be enabled/disabled Custom lengths (default: 12, 21, 50) Different price sources (close, open, high, low, etc.) 3. Composite Moving Average (Optional) Calculates (MA1 + MA2 + MA3) / 3 Acts as a consensus trend filter 4. Visual & Alert Features ✅ Color-Coded Lines (Yellow = Price Above MA, Red = Price Below MA) ✅ Thick Line Width (3) for better visibility ✅ Background Highlights for crossovers/crossunders ✅ Alerts for All Crossover Combinations 🔹 How It Works 📈 MA Crossovers & Trend Signals Bullish Signal: When a faster MA crosses above a slower MA Bearish Signal: When a faster MA crosses below a slower MA Trend Confirmation: All MAs aligned in the same direction (e.g., MA1 > MA2 > MA3 = Strong Uptrend) 🎨 Visual Indicators Green Background → Bullish crossover detected Red Background → Bearish crossover detected Yellow Line → Price is above the MA (bullish) Red Line → Price is below the MA (bearish) 🔔 Alert Conditions Alerts are triggered for all possible MA crossover combinations, including: MA1 crossing MA2 MA1 crossing MA3 MA2 crossing MA3 Any MA crossing the Composite MA
Pine Script®指標
由Tiagorocha1989提供
Fear and Greed Indicator [DunesIsland]The Fear and Greed Indicator is a TradingView indicator that measures market sentiment using five metrics. It displays: Tiny green circles below candles when the market is in "Extreme Fear" (index ≤ 25), signalling potential buys. Tiny red circles above candles when the market is in "Greed" (index > 75), indicating potential sells. Purpose: Helps traders spot market extremes for contrarian trading opportunities.Components (each weighted 20%): Market Momentum: S&P 500 (SPX) vs. its 125-day SMA, normalized over 252 days. Stock Price Strength: Net NYSE 52-week highs (INDEX:HIGN) minus lows (INDEX:LOWN), normalized. Put/Call Ratio: 5-day SMA of Put/Call Ratio (USI:PC). Market Volatility: VIX (VIX), inverted and normalized. Stochastic RSI: 14-period RSI on SPX with 3-period Stochastic SMA. Alerts: Buy: Index ≤ 25 ("Extreme Fear - Potential Buy"). Sell: Index > 75 ("Greed - Potential Sell").
Pine Script®指標
由dunesisland提供
EMA-Pack MTFEMA-Pack MTF This TradingView Pine Script defines a custom indicator called "EMA-Pack MTF" that overlays various types of moving averages and Bollinger Bands across multiple timeframes on a chart. It begins by importing the built-in technical analysis library and defining a custom ma function that calculates several types of moving averages (SMA, EMA, TEMA, DEMA, HMA, and ALMA) based on user input. The ema function is the core logic, retrieving market data for the specified timeframe and calculating fast, mid, slow, 50, 100, and 200-period moving averages along with Bollinger Band components (basis, upper, and lower bands). The function adjusts values to the nearest valid price tick and returns them. User input fields allow customization of timeframes, source data, moving average types, and Bollinger Band parameters. The script calls the ema function for each selected timeframe (1 minute, 5 minutes, 15 minutes, 1 hour, 4 hours, and 1 day), storing their respective computed values. It then plots the calculated moving averages and Bollinger Band basis lines on the chart, using different colors and line widths to distinguish between them. Some plots are hidden by default (display.none) to reduce chart clutter. This script is useful for multi-timeframe trend analysis using customizable moving averages and Bollinger Bands.
Pine Script®指標
由veegee82提供
Intraday Reversal Pro1. CALL (Long/Buy) Setup Green "CALL" label appears below a candle: The system thinks a bullish reversal is likely. This happens when there’s a liquidity sweep (price sweeps below recent lows), an FVG (Fair Value Gap) below price, RSI is oversold, and short-term EMA is above the long-term EMA. Red dashed line (Stop Loss): This is your suggested stop loss (for a call/long option) — place it at or just below this line. Green dashed line (Take Profit): This is your suggested take profit (for the option) — consider exiting here for a 2:1 reward/risk trade. 2. PUT (Short/Sell) Setup Red "PUT" label appears above a candle: The system thinks a bearish reversal is likely. This happens when there’s a liquidity sweep above recent highs, an FVG above price, RSI is overbought, and short-term EMA is below the long-term EMA. Red dashed line (Stop Loss): This is your suggested stop loss (for a put/short option) — place it at or just above this line. Green dashed line (Take Profit): This is your suggested take profit (for the put/short option). How to Trade with It: Wait for a CALL or PUT label to appear (ideally after a sweep + FVG). Enter your option position at/near the signal candle close. Set your stop loss at the red dashed line (for calls, below; for puts, above). Take profit at the green dashed line. Optional: Use alerts to be notified when a new signal appears.
Pine Script®指標
由MrRo_man提供
ADX_Power_IndikatorThe ADX Power Indicator is a technical analysis tool based on the well-known Average Directional Index (ADX) developed by Welles Wilder. This script visualizes the core components of the ADX system – +DI, –DI, and ADX – in a clean and focused way. It emphasizes the crossovers between +DI and –DI, which can serve as potential entry or exit signals. 🔍 Features Plots the ADX line as a stepped line to represent trend strength Displays +DI (green) and –DI (red) lines clearly Highlights important crossovers with colored crosses: ✅ Buy signal: +DI crosses above –DI (green cross) ❌ Sell signal: –DI crosses above +DI (red cross) Clean and minimalistic layout – great for combining with other strategies 📈 How to Use This indicator is ideal for traders who want to: Measure trend strength using ADX Detect trend reversals through DI crossovers Confirm entries and exits based on momentum shifts The default parameters (14-period DI and ADX) can be adjusted in the script to suit your trading style or market conditions.
Pine Script®指標
由tom_munich提供
Super Neema!🟧 Super Neema! — Multi-Timeframe EMA-9 Overlay 🔍 What is "Neema"? The term "Neema" has recently emerged among traders such as Jeff Holden—a top proprietary trading firm trader—whose colleagues colloquially use "Neema" as shorthand for the 9-period Exponential Moving Average (EMA). Due to its increasing popularity and reliability, the phrase caught on quickly as traders needed a quick, memorable name for such an essential tool. 📚 Why the 9-EMA? Scalping around the 9-EMA is now one of the most widely used intraday trading techniques. Traders of various experience levels frequently rely on it because it effectively highlights short-term momentum shifts. But there's a crucial nuance: traders across different assets or market periods don't always agree on which timeframe’s 9-EMA to follow. Depending on who's currently active in the market, the dominant "Neema" could be the 1-minute, 2-minute, 3-minute, or 5-minute 9-EMA. This variation arises naturally due to differences in trader populations, risk tolerance, style, and current market conditions. 👥 Social Convention & Normative Social Influence Trading is fundamentally a social activity, and normative social influence plays a critical role in market behavior. Traders don’t operate in isolation; they follow patterns, respond to cues, and rely on shared conventions. The popularity of any given indicator—like the 9-EMA—is not just technical, but deeply social. Traders adapt to what's socially accepted, recognizable, and effective. Over time, these conventions shift. What once was "the standard" timeframe can subtly evolve as dominant traders or institutions shift their preferred style or timeframe, creating "variants" of established trends. Understanding this dynamic is essential for market participants because recognizing where the majority of traders currently focus gives a critical edge. 📈 Why Does This Matter? (Market Evolution & Trader Adaptability) Market trends aren't just technical—they're social constructs. As markets evolve, participants adapt their methods to fit new norms. Traders who recognize and adapt quickly to these evolving norms gain a decisive advantage. By clearly visualizing multiple Neemas (9-EMAs across timeframes) simultaneously, you don't merely see EMA levels—you visually sense the current social convention of the market. This heightened awareness helps you stay adaptive and flexible, aligning your strategy dynamically with the broader community of traders. 🎨 Transparency Scheme (Visual Identification): 5-minute Neema: Most opaque, brightest line (slowest, most significant trend) 3-minute Neema: Slightly more transparent 2-minute Neema: Even more transparent 1-minute Neema: Most transparent, subtle background hint (fastest, quickest reaction) This deliberate visual hierarchy makes it intuitive to identify immediately which timeframe is currently dominant, and therefore, which timeframe other traders are using most actively. ✅ Works on: Any timeframe, any chart. Automatically plots the 1m–5m EMA-9 lines regardless of your current chart. 🧠 Key Insight: Markets are driven by social trends and normative influence. Identifying the currently dominant timeframe (the Neema most respected by traders at that moment) is a powerful, socially-informed edge. Trader adaptability isn't just technical—it's social awareness in action. Enjoy your trading, and welcome to Super Neema! ⚡
Pine Script®指標
由garysebastianbrowniii提供
ma rationing🧠 MA Rationing Indicator – Multi-Averaged Momentum + Divergence Zones This script blends various moving average ratios (SMA, EMA, WMA, RMA) to create a smoothed and zero-centered momentum oscillator. Its goal is to highlight shifts in trend strength and spot possible divergences confirmed by volume. 🔍 Key Features: • MA Ratio Core: Composite of multiple MA types across a short vs. long smoothing window, plotted against zero for trend clarity. • Visual Acceleration Markers: Circle color intensity reflects momentum acceleration or deceleration. • Volume-Supported Divergence: Highlights when price diverges from momentum and volume supports the signal. • RSI Zone Highlighting: Dynamically draws boxes over RSI Overbought/Oversold regions as sentiment zones form. • Custom Alerts: Includes alerts for zero-line crosses and divergence + volume confirmation. This tool is designed for users seeking to combine price action, momentum, and volume into one clear visualization. It does not provide direct trade signals and should be used alongside your broader analysis.
Pine Script®指標
由ximi-imibitty提供
Alpha - Combined BreakoutThis Pine Script indicator, "Alpha - Combined Breakout," is a combination between Smart Money Breakout Signals and UT Bot Alert, The UT Bot Alert indicator was initially developer by Yo_adriiiiaan The idea of original code belongs HPotter. This Indicator helps you identify potential trading opportunities by combining two distinct strategies: Smart Money Breakout and a modified UT Bot (likely a variation of the Ultimate Trend Bot). It provides visual signals, draws lines for potential take profit (TP) and stop loss (SL) levels, and includes a dashboard to track performance metrics. Tutorial: Understanding and Using the "Alpha - Combined Breakout" Indicator This indicator is designed for traders looking for confirmation of market direction and potential entry/exit points by blending structural analysis with a trend-following oscillator. How it Works (General Concept) The indicator combines two main components: Smart Money Breakout: This part identifies significant breaks in market structure, which "smart money" traders often use to gauge shifts in supply and demand. It looks for higher highs/lows or lower highs/lows and flags when these structural points are broken. UT Bot: This is a trend-following component that generates buy and sell signals based on price action relative to an Average True Range (ATR) based trailing stop. You can choose to use these signals independently or combined to generate trading alerts and visual cues on your chart. The dashboard provides a quick overview of how well the signals are performing based on your chosen settings and display mode. Parameters and What They Do Let's break down each input parameter: 1. Smart Money Inputs These settings control how the indicator identifies market structure and breakouts. swingSize (Market Structure Time-Horizon): What it does: This integer value defines the number of candles used to identify significant "swing" (pivot) points—highs and lows. Effect: A larger swingSize creates a smoother market structure, focusing on longer-term trends. This means signals might appear less frequently and with some delay but could be more reliable for higher timeframes or broader market movements. A smaller swingSize will pick up more minor market structure changes, leading to more frequent but potentially noisier signals, suitable for lower timeframes or scalping. Analogy: Think of it like a zoom level on your market structure map. Higher values zoom out, showing only major mountain ranges. Lower values zoom in, showing every hill and bump. bosConfType (BOS Confirmation Type): What it does: This string input determines how a Break of Structure (BOS) is confirmed. You have two options: 'Candle Close': A breakout is confirmed only if a candle's closing price surpasses the previous swing high (for bullish) or swing low (for bearish). 'Wicks': A breakout is confirmed if any part of the candle (including its wick) surpasses the previous swing high or low. Effect: 'Candle Close' provides stronger, more conservative confirmation, as it implies sustained price movement beyond the structure. 'Wicks' provides earlier, more aggressive signals, as it captures momentary breaches of the structure. Analogy: Imagine a wall. 'Candle Close' means the whole person must get over the wall. 'Wicks' means even a finger touching over the top counts as a breach. choch (Show CHoCH): What it does: A boolean (true/false) input to enable or disable the display of "Change of Character" (CHoCH) labels. CHoCH indicates the first structural break against the current dominant trend. Effect: When true, it helps identify early signs of a potential trend reversal, as it marks where the market's "character" (its tendency to make higher highs/lows or lower lows/highs) first changes. BULL (Bullish Color) & BEAR (Bearish Color): What they do: These color inputs allow you to customize the visual appearance of bullish and bearish signals and lines drawn by the Smart Money component. Effect: Purely cosmetic, helps with visual identification on the chart. sm_tp_sl_multiplier (SM TP/SL Multiplier (ATR)): What it does: A float value that acts as a multiplier for the Average True Range (ATR) to calculate the Take Profit (TP) and Stop Loss (SL) levels specifically when you're in "Smart Money Only" mode. It uses the ATR calculated by the UT Bot's nLoss_ut as its base. Effect: A higher multiplier creates wider TP/SL levels, potentially leading to fewer trades but larger wins/losses. A lower multiplier creates tighter TP/SL levels, potentially leading to more frequent but smaller wins/losses. 2. UT Bot Alerts Inputs These parameters control the behavior and sensitivity of the UT Bot component. a_ut (UT Key Value (Sensitivity)): What it does: This integer value adjusts the sensitivity of the UT Bot. Effect: A higher value makes the UT Bot less sensitive to price fluctuations, resulting in fewer and potentially more reliable signals. A lower value makes it more sensitive, generating more signals, which can include more false signals. Analogy: Like a noise filter. Higher values filter out more noise, keeping only strong signals. c_ut (UT ATR Period): What it does: This integer sets the look-back period for the Average True Range (ATR) calculation used by the UT Bot. ATR measures market volatility. Effect: This period directly influences the calculation of the nLoss_ut (which is a_ut * xATR_ut), thus defining the distance of the trailing stop loss and take profit levels. A longer period makes the ATR smoother and less reactive to sudden price spikes. A shorter period makes it more responsive. h_ut (UT Signals from Heikin Ashi Candles): What it does: A boolean (true/false) input to determine if the UT Bot calculations should use standard candlestick data or Heikin Ashi candlestick data. Effect: Heikin Ashi candles smooth out price action, often making trends clearer and reducing noise. Using them for UT Bot signals can lead to smoother, potentially delayed signals that stay with a trend longer. Standard candles are more reactive to raw price changes. 3. Line Drawing Control Buttons These crucial boolean inputs determine which type of signals will trigger the drawing of TP/SL/Entry lines and flags on your chart. They act as a priority system. drawLinesUtOnly (Draw Lines: UT Only): What it does: If checked (true), lines and flags will only be drawn when the UT Bot generates a buy/sell signal. Effect: Isolates UT Bot signals for visual analysis. drawLinesSmartMoneyOnly (Draw Lines: Smart Money Only): What it does: If checked (true), lines and flags will only be drawn when the Smart Money Breakout logic generates a bullish/bearish breakout. Effect: Overrides drawLinesUtOnly if both are checked. Isolates Smart Money signals. drawLinesCombined (Draw Lines: UT & Smart Money (Combined)): What it does: If checked (true), lines and flags will only be drawn when both a UT Bot signal AND a Smart Money Breakout signal occur on the same bar. Effect: Overrides both drawLinesUtOnly and drawLinesSmartMoneyOnly if checked. Provides the strictest entry criteria for line drawing, looking for strong confluence. Dashboard Metrics Explained The dashboard provides performance statistics based on the lines drawing control button selected. For example, if "Draw Lines: UT Only" is active, the dashboard will show stats only for UT Bot signals. Total Signals: The total number of buy or sell signals generated by the selected drawing mode. TP1 Win Rate: The percentage of signals where the price reached Take Profit 1 (TP1) before hitting the Stop Loss. TP2 Win Rate: The percentage of signals where the price reached Take Profit 2 (TP2) before hitting the Stop Loss. TP3 Win Rate: The percentage of signals where the price reached Take Profit 3 (TP3) before hitting the Stop Loss. (Note: TP1, TP2, TP3 are in order of distance from entry, with TP3 being furthest.) SL before any TP rate: This crucial metric shows the number of times the Stop Loss was hit / the percentage of total signals where the stop loss was triggered before any of the three Take Profit levels were reached. This gives you a clear picture of how often a trade resulted in a loss without ever moving into profit target territory. Short Tutorial: How to Use the Indicator Add to Chart: Open your TradingView chart, go to "Indicators," search for "Alpha - Combined Breakout," and add it to your chart. Access Settings: Once added, click the gear icon next to the indicator name on your chart to open its settings. Choose Your Signal Mode: For UT Bot only: Uncheck "Draw Lines: Smart Money Only" and "Draw Lines: UT & Smart Money (Combined)". Ensure "Draw Lines: UT Only" is checked. For Smart Money only: Uncheck "Draw Lines: UT Only" and "Draw Lines: UT & Smart Money (Combined)". Ensure "Draw Lines: Smart Money Only" is checked. For Combined Signals: Check "Draw Lines: UT & Smart Money (Combined)". This will override the other two. Adjust Parameters: Start with default settings. Observe how the signals appear on your chosen asset and timeframe. Refine Smart Money: If you see too many "noisy" market structure breaks, increase swingSize. If you want earlier breakouts, try "Wicks" for bosConfType. Refine UT Bot: Adjust a_ut (Sensitivity) to get more or fewer UT Bot signals. Change c_ut (ATR Period) if you want larger or smaller TP/SL distances. Experiment with h_ut to see if Heikin Ashi smoothing suits your trading style. Adjust TP/SL Multiplier: If using "Smart Money Only" mode, fine-tune sm_tp_sl_multiplier to set appropriate risk/reward levels. Interpret Signals & Lines: Buy/Sell Flags: These indicate the presence of a signal based on your selected drawing mode. Entry Line (Blue Solid): This is where the signal was generated (usually the close price of the signal candle). SL Line (Red/Green Solid): Your calculated stop loss level. TP Lines (Dashed): Your three calculated take profit levels (TP1, TP2, TP3, where TP3 is the furthest target). Smart Money Lines (BOS/CHoCH): These lines indicate horizontal levels where market structure breaks occurred. CHoCH labels might appear at the first structural break against the prior trend. Monitor Dashboard: Pay attention to the dashboard in the top right corner. This dynamically updates to show the win rates for each TP and, crucially, the "SL before any TP rate." Use these statistics to evaluate the effectiveness of the indicator's signals under your current settings and chosen mode. * Set Alerts (Optional): You can set up alerts for any of the specific signals (UT Bot Long/Short, Smart Money Bullish/Bearish, or the "Line Draw" combined signals) to notify you when they occur, even if you're not actively watching the chart. By following this tutorial, you'll be able to effectively use and customize the "Alpha - Combined Breakout" indicator to suit your trading strategy.
Pine Script®指標
由Eternal_May提供
Range Breakout Statistics [Honestcowboy] ⯁ Overview The Range Breakout Statistics uses a very simple system to detect ranges/consolidating markets. The principle is simple, it looks for areas where the slope of a moving average is flat compared to past values. If the moving average is flat for X amount of bars that's a range and it will draw a box. The statistics part of the script is a bit more complicated. The aim of this script is to expand analysis of trading signals in a different way than a regular backtest. It also highlights the polyline tool, one of my favorite drawing tools on the tradingview platform. ⯁ Statistics Methods The script has 2 different modes of analyzing a trading signals strength/robustness. It will do that for 2 signals native to the script. Upper breakout: first price breakout at top of box, before max bars (100 bars by default) Lower breakout: first price breakout at bottom of box, before max bars The analysis methods themselves are straightforward and it should be possible for tradingview community to expand this type of analysis to other trading signals. This script is a demo for this analysis, yet some might still find the native signals helpful in their trading, that's why the script includes alerts for the 2 native signals. I've also added a setting to disable any data gathering, which makes script run faster if you want to automate it. For both of the analysis methods it uses the same data, just with different calculations and drawing methods. The data set is all past price action reactions to the signals saved in a matrix. Below a chart for explaining this visually. ⯁ Method 1: Averages Projection The idea behind this is that just showing all price action that happened after signal does not give actionable insights. It's more a spaghetti jumble mess of price action lines. So instead the script averages the data out using 3 different approaches, all selectable in the settings menu. Geometric Average: useful as it accurately reflects compound returns over time, smoothing out the impact of large gains or losses. Accounts for volatility drift. Arithmetic Average: a standard average calculation, can be misleading in trading due to volatility drift. It is the most basic form of averaging so I included it. Median: useful as any big volatility huge moves after a signal does not really impact the mean as it's just the middle value of all values. These averages are the 2 lines you will find in the middle of the projection. Having a clear difference between a lower break average and upper break average price reaction can signal significance of the trading signal instead of pure chaos. Outside of this I also included calculations for the maximum and minimum values in the dataset. This is useful for seeing price reactions range to the signal, showing extreme losses or wins are possible. For this range I also included 2 matrices of highs and lows data. This makes it possible to draw a band between the range based on closing price and the one using high/low data. Below is a visualisation of how the averages data is shown on chart. ⯁ Method 2: Equity Simulation This method will feel closer to home for traders as it more closely resembles a backtest. It does not include any commissions however and also is just a visualisation of price reaction to a signal. This method will simulate what would happen if you would buy at the breakout point and hold the trade for X amount of bars. With 0 being sell at same bar close. To test robustness I've given the option to visualise Equity simulation not just for 1 simulation but a bunch of simulations. On default settings it will draw the simulations for 0 bars holding all the way to 10 bars holding. The idea behind it is to check how stable the effect is, to have further confirmation of the significance of the signal. If price simulation line moves up on average for 0 bars all the way to 10 bars holding time that means the signal is steady. Below is a visualisation of the Equity Simulation. ⯁ Signal filtering For the boxes themselves where breakouts come from I've included a simple filter based on the size of the box in ATR or %. This will filter out all the boxes that are larger top to bottom than the ATR or % value you setup. ⯁ Coloring of Script The script includes 5 color themes, each carefully created using color themes from the pantone color institute. There are no color settings or other visual settings in the script, the script themes are simple and always have colors that work well together. Equity simulation uses a gradient based on lightness to color the different lines so it's easier to differentiate them while still upper breaks having a different color than lower breaks. This script is not created to be used in conjunction with other scripts, it will force you into a background color that matches the theme. It's purpose is a research tool for systematic trading, to analyse signals in more depth. Metaverse color theme: ⯁ Conclusion I hope this script will help traders get a deeper understanding of how different assets react to their assets. It should be possible to convert this script into other signals if you know how to code on the platform. It is my intention to make more publications that include this type of analysis. It is especially useful when dealing with signals that do not happen often enough, so a regular backtest is not enough to test their significance.
Pine Script®指標
由Honestcowboy提供