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Z-Score Probability IndicatorThis is the Z-Score Probability indicator. As many people like my original Z-Score indicator and have expressed more interest in the powers of the Z, I decided to make this indicator which shows additional powers of the Z-Score. Z-Score is not only useful for measuring a ticker or any other variable’s distance from the mean, it is also useful to calculate general probability in a normal distribution set. Not only can it calculate probability in a dataset, but it can also calculate the variables within said dataset by using the Standard Deviation and the Mean of the dataset. Using these 2 aspects of the Z-Score, you can, In principle, have an indicator that operates similar to Fibonacci retracement levels with the added bonus of being able to actually ascertain the realistic probability of said retracement. Let’s take a look at an example: This is a chart showing SPY on the daily timeframe. If we look at the current Z-Score level, we can see that SPY is pushing into the 2 to 3 Z-Score range. We can see two things from this: 1. We can see that a retracement to a Z-Score of 2 would correspond to a price of 425.26 based on the current dataset. And 2. We can see that the probability that SPY retraces to a Z-Score of 2 is around 0.9800 or 98%. To take it one step further, we can look at the various other variables in the distribution. If we were to bet on SPY retracing back to -1 SDs, that would correspond to a price of around 397.15, with a probability of around 0.1600 or 16% (see image below): Let’s say, we thought SPY would go to $440. Well, we can see that the probability SPY goes to 434.64 currently is pretty low. How do we know? Because the Z-Score table shows us the probability of values falling BELOW that Z-score level in the current distribution. So if we look at this example below: We can see that 0.9998 or roughly 99% of values in the current SPY distribution will fall below 434.64. Thus, it may be unrealistic, at this point in time, to target said value. So what is a Z-Score Table? Well, I need to disclose/clarify that the Z-Score Table being displayed in this indicator does Z-Score probability a HUGE injustice. However, with the constraints what is realistic to fit into an indicator, I had to make it far more succinct. Let’s take a look at an actual Z-Score Table below: Above is a look an the actual Z-Score table. How it works is you first identify you’re Z-Score and then find the corresponding value that relates to your score. The number displayed in the dataset represents the number of variables in the dataset/density distribution that fall BELOW that particular Z-score. So, for example, if we have a Z-Score of -2.31, we can consult that table, go to the -2.3 then scroll across to the 0.01 to represent -2.31. We would see that this Z-Score corresponds to a 0.0104 probability zone (or essentially 1%) indicating that the majority of the variables in the distribution fall below that mean Z-score. In terms of tickers and stocks, that would mean it would theoretically be “overbought”. So what does the indicator Z-Table tell us? I have averaged out the data for the purposes of this indicator. However, you can also reference a manual Z-Table to get the exact probability for the current precise Z-Score. However, the reality is it doesn’t necessarily matter to be exact when it comes to tickers. The reason being, ticker’s are in constant flux, and by the time you identify that probability, the ticker will already be at a different level. So generalizations are okay in these circumstances, you just need to get the “gist” of where the distribution lies. So how do I use the indicator? Using the indicator is pretty straightforward. Once launched, you will see the current Z-Score of the ticker, the current levels based on the distribution and the summarized Z-Table. The Z-Table will turn gray to indicate the zone the ticker is currently in. In this case, we can see that SPY currently is in the 2 SD Zone, meaning that 0.98 or 98% of the current dataset being shown falls below the price we are at: When we launch the settings, we can see a few inputs. Lookback Length: This determines the number of candles back we want to calculate the distribution for. It is defaulted to 75, but you can adjust it to whichever length you want. SMA Length: The SMA is optional but defaults to on. If you want to see the smoothed trend of the Z-Score, this will do the trick. It does not need to be set to the same length as the Z-Score lookback. Thus, if you want a more or less responsive SMA with, say, a larger dataset, then you can reduce the SMA length yourself. Distribution Probability Fills: This simply colour codes the distribution zones / probability zones on the indicator. Show Z-Table: This will display the summarized Z-Table. Show SMA: As I indicated, the SMA is optional, you can toggle it on or off to see the overall Z-Score trend. Concluding Remarks: And that my friends is the Z-Score Probability Indicator. I hope you all enjoy it and find it helpful. As always leave your comments, questions and suggestions below. Safe trades to all and take care!
Pine Script®指標
由Steversteves提供
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Kio IQ [TradingIQ]Introducing: “Kio IQ ” Kio IQ is an all-in-one trading indicator that brings momentum, trend strength, multi-timeframe analysis, trend divergences, pullbacks, early trend shift signals, and trend exhaustion signals together in one clear view. 🔶 The Philosophy of Kio IQ Markets move in trends—and capturing them reliably is the key to consistency in trading. Without a tool to see the bigger picture, it’s easy to mistake a pullback for a breakout, a fakeout for the real deal, or random market noise as a meaningful price move. Kio IQ cuts through that random market noise—scanning multiple timeframes, analyzing short, medium, and long-term momentum, and telling you on the spot whether a move is strong, weak, a trap, or simply a small move within a larger trend. With Kio IQ, price action reveals its next move. You’ll instantly see: Which way it’s pushing — up, down, or stuck in the middle. How hard it’s pushing — from fading weakness to full-blown strength. When the gears are shifting — early warnings, explosive moves, smart pullbacks, or signs it’s running out of steam. 🔶 Why This Matters Markets move in phases—sometimes they’re powering in one direction, sometimes they’re slowing down, and sometimes they’re reversing. Knowing which phase you’re in can help you: Avoid chasing a move that’s about to run out of steam. Jump on a move when it’s just getting started. Spot pullbacks inside a bigger trend (good for entries). See when different timeframes are all pointing the same way. 🔶 What Kio IQ Shows You Simple color-coded phases: “Strong Up,” “Up,” “Weak Up,” “Weak Down,” “Down,” “Strong Down.” Clear visual signals Full Shift: Strong momentum in one direction. Half Shift: Momentum is building but not full power yet. Pullback Shift: A small move against the trend that may be ending. Early Scout / Lookout: First hints of a possible shift. Exhaustion: Momentum is very stretched and may slow down. Divergences: When price moves one way but momentum moves the opposite way—often a warning of a change. Multi-Timeframe Table: See the trend strength for multiple timeframes (5m, current, 30m, 4h, 1D, and optional 1W/1M) all in one place. Trend Strength %: A single number that tells you how strong the trend is across all timeframes. Optional meters: A “momentum bar” and “trend strength gauge” for quick checks. 🔶 How It Works Behind the Scenes Kio IQ measures price movement in different “speeds”: Slow view: Big picture trend. Medium view: The main engine for detecting the current phase. Fast view: Catches recent changes in momentum. Super-fast view: Finds tiny pullbacks inside the bigger move. It compares these views to decide whether the market is strong up, weak up, weak down, strong down, or in between. Then it blends data from multiple timeframes so you see the whole picture, not just the current chart. 🔶 What You’ll See on the Chart 🔷 Full Shift Oscillator (FSO) The image above highlights the Full Shift Oscillator (FSO). The FSO is the cornerstone of Kio IQ, delivering mid-term momentum analysis. Using a proprietary formula, it captures momentum on a smooth, balanced scale — responsive enough to avoid lag, yet stable enough to prevent excessive noise or false signals. The Key Upside Level for the FSO is +20, while the Key Downside Level is -20. The image above shows the FSO above +20 and below -20, and the corresponding price movement. FSML above +20 confirms sustained upside momentum — the market is being driven by consistent, broad-based buying pressure, not just a price spike. FSML below -20 confirms sustained downside momentum — sellers are firmly in control across the market. We do not chase the first sudden price move. Entries are only considered when the market demonstrates persistence, not impulse. 🔷 Half Shift Oscillator (HSO) The image above highlights the Half Shift Oscillator (HSO). The HSO is the FSO’s wingman — faster, more reactive, and designed to catch the earliest signs of strength, weakness, or momentum shifts. While HSO reacts first, it is not a standalone confirmation of a major momentum change or trade-worthy strength. Using the same proprietary formula as the FSO but scaled down, the HSO delivers smooth, balanced short-term momentum analysis. It is more responsive than the FSO, serving as the scout that spots potential setups before the main signal confirms. The Key Upside Level for the FSO is +4, while the Key Downside Level is -4. 🔷 PlayBook Strategy: Shift Sync Shift Sync is a momentum alignment play that triggers when short-term and mid-term momentum lock into the same direction, signaling strong directional control. 🔹 UpShift Sync – Bullish Alignment HSO > +4 – Short-term momentum is firmly bullish. FSO > +20 – Mid-term momentum confirms the bullish bias. When both thresholds are met, buyers are in control and price is primed for continuation higher. 🔹 DownShift Sync – Bearish Alignment HSO < -4 – Short-term momentum is firmly bearish. FSO < -20 – Mid-term momentum confirms the bearish bias. When both thresholds are met, sellers dominate and price is primed for continuation lower. Execution: Look for an entry opportunity in the direction of the alignment when conditions are met. Avoid choppy conditions where alignment is frequently lost. Why It Works Think of the market as a tug-of-war between traders on different timeframes. Short-term traders (captured by the HSO) are quick movers — scalpers, intraday players, and algos hunting immediate edge. Mid-term traders (captured by the FSO) are swing traders, funds, and institutions who move slower but carry more weight. Most of the time, these groups pull in opposite directions, creating chop and fakeouts. But when they suddenly lean the same way, the rope gets yanked hard in one direction. That’s when momentum has the highest chance to drive price further with minimal resistance. Shift Sync works because it isolates those rare moments when multiple market “tribes” agree on direction — and when they do, price doesn’t just move, it flies. Best Market Conditions Shift Sync works best when the higher timeframe trend (daily, weekly, or monthly) is moving in the same direction as the alignment. This higher timeframe confluence increases follow-through potential and reduces the likelihood of false moves. The image above shows an example of an UpShift Sync signal where the momentum table shows that the 1D momentum is bullish. The image above shows bonus confluence, where the 1M and 1W momentum are also bullish. The image above shows an example of a DownShift Sync signal where the momentum table shows that the 1D momentum is bearish. Bonus confluence also exists, where the 1W and 1M chart are also bearish. Common Mistakes Chasing late signals – Avoid entering if the Shift Sync trigger has been active for a long time. Instead, wait for a Shift Sync Pullback to look for opportunities to join in the direction of the trend. Ignoring higher timeframe bias – Taking Shift Sync setups against the daily, weekly, or monthly trend reduces follow-through potential and increases the risk of a failed move. 🔷 Micro Shift Oscillator (MSO) The image above highlights the Micro Shift Oscillator (MSO) The MSO is the finishing touch to the FSO and HSO — the fastest and most reactive of the three. It’s built to spot pullback opportunities when the FSO and HSO are aligned, helping traders join strong price moves at the right time. The MSO may reveal the earliest signs of a momentum shift, but that’s not its primary role. Its purpose is to identify retracement and pullback opportunities within the overarching trend, allowing traders to join the move while momentum remains intact. 🔷 Playbook Strategy: Shift Sync Pullback Key Levels: MSO Upside Trigger: +3 MSO Downside Trigger: -3 🔹 UpShift Pullback Momentum Confirmation: FSO > +20 – Mid-term momentum is strongly bullish. HSO > +4 – Short-term momentum confirms alignment with the FSO. Pullback Trigger: MSO ≤ -3 – Signals a short-term retracement within the ongoing bullish trend and marks the earliest re-entry opportunity. Entry Zone: The blue arrow on the top chart shows where momentum remains intact while price pulls back into a zone primed for a move higher. Setup Validity: Both FSO and HSO must remain above their bullish thresholds during the pullback. Invalid Example: If either the FSO or HSO drop below their bullish thresholds, momentum alignment breaks. No trade is taken. 🔹 DownShift Pullback Momentum Confirmation: FSO < -20 – Mid-term momentum is strongly bearish. HSO < -4 – Short-term momentum aligns with the FSO, confirming seller dominance. Pullback Trigger: MSO ≥ +3 – Indicates a short-term retracement against the bearish trend, pointing to possible short-entry opportunities. Entry Zone: The purple arrow on the top chart marks valid pullback conditions — all three oscillators meet their bearish thresholds, and price is positioned to continue lower. Setup Validity: Both FSO and HSO must remain below their bearish thresholds during the pullback. Invalid Example: If either oscillator rises above the bearish threshold, momentum alignment is lost and the MSO signal is ignored. Why It Works Even in strong trends, price rarely moves in a straight line. Supply and demand dynamics naturally create retracements as traders take profits, bet on reversals, or hedge positions. While many momentum traders fear these pullbacks, they’re often the fuel for the next leg of the move — offering a “second chance” to join the trend at a more favorable price. The Shift Sync Pullback pinpoints moments when both short-term (HSO) and mid-term (FSO) momentum remain firmly aligned, even as price moves temporarily against the trend. This alignment suggests the retracement is a pause, not a reversal. By entering during a controlled pullback, traders often secure better entries, tighter stops, and stronger follow-through potential when the trend resumes. Best Market Conditions: Works best when the higher timeframe (daily, weekly, or monthly) is trending in the same direction as the pullback setup. Consistent momentum is ideal — avoid erratic, news-driven chop. Following a recent breakout (Gate Breaker setup) when momentum is still fresh. Common Mistakes Ignoring threshold breaks – Entering when either HSO or FSO dips through their momentum threshold often leads to taking trades in weakening trends. Trading against higher timeframe bias – A pullback against the daily or weekly trend is more likely to fail; use higher timeframe confluence as a filter. 🔷 Macro Shift Oscillator (MaSO) The chart above shows the MaSO in isolation. While the MaSO is not part of any active Kio IQ playbook strategies, it delivers the clearest view of the prevailing macro trend. MaSO > 0 – Macro trend is bullish. Readings above +4 signal extreme bullish conditions. MaSO < 0 – Macro trend is bearish. Readings below -4 signal extreme bearish conditions. Use the MaSO for context, not entries — it frames the environment in which all other signals occur 🔷 Shift Gates – Kio IQ Momentum Barriers The image above shows UpShift Gates. UpShift Gates mark the highest price reached during periods when the FSO is above +20 — moments when mid-term momentum is firmly bullish and buyers are in control. UpShift Gates are upside breakout levels — key swing highs formed before a pullback during periods of strong bullish momentum. When price reclaims an UpShift Gate with momentum confirmation, it signals a potential continuation of the uptrend. The image above shows DownShift Gates. DownShift Gates Mark The Lowest Price Reached During Periods When The FSO Is Below -20 — Moments When Mid-Term Momentum Is Firmly Bearish And Sellers Are In Control. DownShift Gates are downside breakout levels — key swing lows formed before an upside pullback during periods of strong bearish momentum. When price reclaims a DownShift Gate with momentum confirmation, it signals a potential continuation of the downtrend. 🔷 Playbook Strategy: Gate Breakers Core Rule: Long signal when price decisively closes beyond an UpGate (for longs) or DownGate (for shorts). The breakout must show commitment — no wick-only tests. 🔹 UpGate Breaker (UpGate) Trigger: Price closes above the UpShift Gate level. Bonus Confluence: MaSO > 0 at the moment of the break — confirms that the macro trend bias is in favor of the breakout. Invalidation: Avoid taking the signal if the gate level forms part of a DownShift Rift (bearish divergence) — this signals underlying weakness despite the break. The chart above shows valid UpGate Breakers. The chart above shows an invalidated UpGate Breaker setup. 🔹 DownGate Breaker (DownGate) Trigger: Price closes below the DownShift Gate level. Bonus Confluence: MaSO < 0 at the moment of the break — confirms that the macro trend bias is in favor of the breakdown. Invalidation: Avoid taking the trade if the gate level forms part of an UpShift Rift (bullish divergence) — this signals underlying strength despite the break. The chart above shows a valid DownGate Breaker. Why It Works Key swing levels like Shift Gates attract a high concentration of resting orders — stop losses from traders caught on the wrong side and breakout orders from momentum traders waiting for confirmation. When price decisively clears a gate with a strong close, these orders trigger in quick succession, creating a burst of directional momentum. Adding the MaSO filter ensures you’re breaking gates with the prevailing macro bias, improving the odds that the move will continue rather than stall. The divergence-based invalidation rule (Rift filter) prevents entries when underlying momentum is moving in the opposite direction, helping avoid “fake breakouts” that trap traders. Best Market Conditions: Works best in markets with clear trend structure and visible Shift Gates (not during chop). Strongest when higher timeframe (1D, 1W, 1M) momentum aligns with the breakout direction. MaSO > 0 for bullish breakouts, MaSO < 0 for bearish breakouts Most reliable after a period of consolidation near the gate, where pressure builds before the break. Common Mistakes Trading wick-only tests – A breakout without a decisive candle close beyond the gate often fails. Ignoring MaSO bias – Taking a break in the opposite macro direction greatly reduces follow-through odds. Skipping the Rift filter – Entering when the gate forms part of a divergence setup exposes you to higher reversal risk. Chasing extended moves – If price is already far beyond the gate by the time you see it, risk/reward is poor; wait for the next setup or a retest. 🔷 Shift Rifts - Kio IQ Divergences This chart shows an UpShift Rift — a bullish divergence where price action and momentum part ways, signaling a potential trend reversal or acceleration. Setup: Price Action: Price is marking lower lows, indicating short-term weakness. FSO Reading: The Full Shift Oscillator (FSO) is marking higher lows over the same period, showing underlying momentum strengthening despite falling prices. The rift between price and the FSO suggests selling pressure is losing force while buyers quietly regain control. When confirmed by broader trend alignment in Kio IQ’s multi-timeframe momentum table, the UpShift Rift becomes a setup for a bullish move. This chart shows a DownShift Rift — a bearish divergence where price action and momentum split, signaling a potential downside reversal. Setup: Price Action: Price is marking higher highs, suggesting continued strength on the surface. FSO Reading: The Full Shift Oscillator (FSO) is marking lower highs over the same period, revealing weakening momentum beneath the price advance. The rift between price and momentum signals that buying pressure is fading, even as price makes new highs. This disconnect often precedes a momentum shift in favor of sellers. When aligned with multi-timeframe bearish signals in Kio IQ’s momentum table, the DownShift Rift becomes a strong setup for downside continuation or reversal. 🔷 Playbook Strategy: Rift Reversal The Rift Reversal is a divergence-based reversal play that signals when momentum is fading and an trend reversal is likely. It’s designed to catch early turning points before the broader market catches on. Trader’s Note: This strategy is not intended for beginners — it requires confidence in reading divergence and trusting momentum shifts even when price action still appears weak. Best suited for traders experienced in managing reversals, as entries often occur before the broader market confirms the move. 🔹 UpRift Reversal Core Setup: Price Action – Forms a lower low. Momentum Rift – The FSO forms a higher low, signaling bullish divergence and weakening selling pressure. Trigger: A confirmed UpRift Reversal signal is printed when: Bullish Divergence is detected — price makes a new low, but the oscillator fails to confirm. Momentum begins turning up from the divergence low (marked on chart as ⇝) The image above shows a valid UpRift Reversal play. 🔹 DownRift Reversal Core Setup: Price Action – Forms a higher high. Momentum Rift – The FSO forms a lower high, signaling bearish divergence and weakening buying pressure. Trigger A confirmed DownRift Reversal signal is printed when: Bearish Divergence is detected — price makes a new high, but the oscillator fails to confirm. Momentum begins turning down from the divergence high (marked on chart as ⇝). Why It Works Shift Rifts work because momentum often fades before a price reverses. Price is the final scoreboard — it reflects what has already happened. Momentum, on the other hand, is a leading indicator of pressure. When the FSO begins to move in the opposite direction of price, it signals that the dominant side in the market is losing steam, even if the scoreboard hasn’t flipped yet. In an UpShift Rift, sellers keep pushing price lower, but each push has less force — buyers are quietly building pressure under the surface. In a DownShift Rift, buyers keep marking new highs, but they’re spending more effort for less result — sellers are starting to take control. These disconnects happen because large participants often scale into or out of positions gradually, creating momentum shifts before price reflects it. Shift Rifts capture those turning points early. Best Market Conditions: Best in markets that have been trending strongly but are starting to show signs of exhaustion. Works well after a prolonged move into key support/resistance, where large players may take profits or reverse positions. Higher win potential when the Rift aligns with higher timeframe momentum bias in Kio IQ’s multi-timeframe table. Common Mistakes Forcing Rifts in choppy markets – In sideways chop, small oscillations can look like divergences but lack conviction. Ignoring multi-timeframe bias – Trading an UpShift Rift when higher timeframes are strongly bearish (or vice versa) reduces follow-through odds. Entering too early – Divergences can extend before reversing; wait for momentum to confirm a turn (⇝) before making a trading decision. Confusing normal pullbacks with Rifts – Not every dip in momentum is a divergence; the Rift requires a clear and opposing trend between price and FSO. 🔷 Shift Count – Momentum Stage Tracker Purpose: Shift Count measures how far a bullish or bearish push has progressed, from its first spark to potential exhaustion. It tracks momentum in defined steps so traders can instantly gauge whether a move is just starting, picking up steam, fully extended, or at risk of reversing. How It Works Bullish Momentum: Start (1–2) → New momentum emerging, early entry window. Acceleration (3–4) → Momentum in full swing, best for holding or adding to a position. Extreme Bullish Momentum / Final Stages (5) → Watch for signs of reversal or take partial profits. Exhaust – Can only occur after 5 is reached, signaling that the rally may be losing steam. Bearish Momentum: Start (-1 to -2) → New selling pressure emerging. Acceleration (-3 to -4) → Bear trend accelerating. Extreme Bearish Momentum / Final Stages (-5) → Watch for reversal or scale out. Exhaust – Can only occur after -5 is reached, signaling that the sell-off may be running out of force. The chart above shows a full 5-UpShift count. The chart above shows a full 5-DownShift count. Why It’s Useful Markets often move in momentum “steps” before reversing or taking a breather. Shift Count makes these steps visible, helping traders: Spot the early stages of a potential move. Identify when a move is picking up steam. Identify when a move is mature and vulnerable to reversal. Combine with other Kio IQ strategies for better-timed entries and exits. Why This Works It’s visually obvious where you are in the momentum cycle without overthinking. You can build rules like: Only enter in Start phase when higher timeframe agrees. Manage positions aggressively once in Acceleration phase. Be ready to exit or fade in Exhaust phase. Best Market Conditions Trending markets where pullbacks are shallow. Works best when combined with Shift Sync Pullback or Gate Breaker triggers to confirm timing. Higher timeframe direction confluence. Common Mistakes Treating Exhaust as always a reversal — sometimes strong markets push past 5/-5 multiple times. Ignoring higher timeframe bias — a “Start” on a 1-minute chart against a strong daily trend is much riskier. 🔷 Playbook Strategy: Exhaust Flip Core idea: When Shift Count reaches 5 (or -5) and then prints Exhaust, momentum has likely climaxed, whether temporarily or leading to a full reversal. We take the first qualified signal against the prior move. Trader’s Note: This strategy is not intended for beginners — it requires confidence in trusting momentum shifts even when price action still appears strong. Best suited for traders experienced in managing reversals, as entries often occur before the broader market confirms the move. 🔹 UpExhaust Flip (fade a bullish run) Setup: Shift Count hits 5, then an Exhaust print occurs. Invalidation The local high is broken to the upside. The chart above explains the UpExhaust Flip strategy in greater detail. 🔹 DownExhaust Flip (fade a bearish run) Setup: Shift Count hits -5, then an Exhaust print occurs. Invalidation The local low is broken to the downside. The chart above explains the DownExhaust Flip strategy in greater detail. Bonus Confluence (optional, not required) Rift assist: An UpShift Rift (for longs) or DownShift Rift (for shorts) near Exhaust strengthens the flip. MaSO context: Neutral or opposite-leaning MaSO helps. Avoid flips straight against a strong MaSO bias unless you have a structure break. Why It Works Exhaust marks climax behavior: the prior side has pushed hard, then failed to extend after meeting significant pushback. Liquidity gets thin at the edges; aggressive profit-taking meets early contrarians. A small confirmation (micro structure break or HSO turn) is often enough to flip the tape for a snapback. Best Market Conditions After extended, one-sided runs (multiple Shift Count steps without meaningful pullbacks). Near Shift Gates or obvious swing extremes where trapped orders cluster. When higher-timeframe momentum is neutral or softening (you’re fading the last thrust of a decisive move, not a fresh trend). Common Mistakes Fading too early: Taking the trade at 5 without waiting for the Exhaust. Fading freight trains: Fighting a fresh Shift Sync in the same direction right after Exhaust (often just a pause). No structure reference: Entering without a clear micro swing to anchor risk. 🔷 MTF Shift Table The MTF Shift Table table provides a compact, multi-timeframe view of market momentum shifts. Each cell represents the current shift count within a given timeframe, while the classification label indicates whether momentum is strong, weak, or normal. The chart above further outlines the MTF Shift Table. Why It Works Markets rarely move in a perfectly linear fashion — momentum develops, stalls, and transitions at different speeds across different timeframes. This table allows you to: See momentum alignment at a glance – If multiple higher and lower timeframes show a sustained shift count in the same direction, the move has greater structural support. Spot divergences early – A shorter timeframe reversing against a longer-term sustained count can warn of potential pullbacks or trend exhaustion before price confirms. Identify “momentum stacking” opportunities – When shift counts escalate across timeframes in sequence, it often signals a stronger and more durable move. Avoid false enthusiasm – A single timeframe spike without agreement from other periods may be noise rather than genuine momentum. The Trend Score provides a concise, at-a-glance evaluation of an asset’s directional strength across multiple timeframes. It distills complex momentum and Shift data into a single, easy-to-read metric, allowing traders to quickly determine whether the prevailing conditions favor bullish or bearish continuation. The Trend Scale scales from -100 to 100. How to Use It in Practice Trend Confirmation – Confirm that your intended trade direction is backed by multiple timeframes maintaining consistent momentum. Risk Timing – Reduce position size or take partial profits when lower timeframes begin shifting against the dominant momentum classification. Multi-timeframe Confluence – Combine with other system signals (e.g., FSO, HSO) for higher-probability entries. This table effectively turns a complex multi-timeframe read into a single, glanceable heatmap of momentum structure, enabling quicker and more confident decision-making. The MTF Shift Table is the confluence backbone of every playbook strategy for Kio IQ. 🔷 Momentum Meter The Momentum Meter is a composite gauge built from three of Kio IQ’s core momentum engines: HSO – Short-term momentum scout FSO – Mid-term momentum backbone MaSO – Macro trend context By combining these three readings, the meter provides the most strict and lagging momentum classification in Kio IQ. It only flips direction when a composite score of all three oscillators reach defined thresholds, filtering out short-lived counter-moves and false starts. Why It Works Many momentum tools flip too quickly — reacting to short-lived spikes that don’t represent real directional commitment. The Momentum Meter avoids this by requiring alignment across short, mid, and macro momentum engines before it shifts bias. This triple-confirmation rule filters out noise, catching only those moments when traders of all speeds — scalpers, swing traders, and long-term participants — are leaning in the same direction. When that happens, price movement tends to be more sustained and less prone to immediate reversal. In other words, the Momentum Meter doesn’t just tell you “momentum looks good” — it tells you momentum looks good to everyone who matters, across all horizons. How It Works Blue = All three engines align bullish. Pink = All three engines align bearish. The meter ignores smaller pullbacks or temporary oscillations that might flip the faster indicators — it waits for total alignment before changing state. Because of this strict confirmation requirement, the Momentum Meter reacts slower but delivers higher-conviction shifts. How to Interpret Readings Blue (Bullish Alignment): Sustained buying pressure across short, mid, and macro views. Often marks the “full confirmation” stage of a move. Pink (Bearish Alignment): Sustained selling pressure across all views. Confirms sellers are in control. Practical Uses Trend Followers – Use as a “stay-in” confirmation once a position is already open. Swing Traders – Great for filtering out low-conviction setups; if the Momentum Meter disagrees with your intended direction, conditions aren’t fully aligned. Confluence and Direction Filter – The Momentum Meter can be used as a form of confluence i.e. blue = longs only, pink = shorts only. Limitations Will always turn after the faster oscillators (HSO/MSO). This is intentional. Works best in trending markets — in choppy conditions it may lag shifts significantly. Should be used as a bias filter, not a standalone entry signal. 🔷 Trend Strength Meter The Trend Strength Meter is a compact visual gauge that scores the current trend’s strength on a scale from -5 to +5: +5 = Extremely strong bullish trend 0 = Neutral, no clear trend -5 = Extremely strong bearish trend This is an optional tool in Kio IQ — designed for quick reference rather than as a primary trading trigger. Why it works Single-indicator trend reads can be misleading — they might look strong on one metric while quietly weakening on another. The Trend Strength Meter solves this by blending multiple inputs (momentum alignment, structure persistence, and multi-timeframe data) into one composite score. This matters because trend health isn’t just about direction — it’s about persistence. A +5 or -5 score means the market is not only trending but holding that trend with structural support across multiple timeframes. By tracking both direction and staying power, the Trend Strength Meter flags when a move is at risk of fading before price action fully confirms it — giving you a head start on adjusting your position or taking profits. How It Works The Trend Strength Meter evaluates multiple market inputs — including momentum alignment, price structure, and persistence — to assign a numeric value representing how firmly the current move is holding. The scoring logic: Positive values indicate bullish conditions. Negative values indicate bearish conditions. Higher magnitude (closer to ±5) = stronger conviction in that direction. Values near zero suggest the market is in a transition or range. How to Interpret Readings +4 to +5 (Strong Up) – Trend is well-established, often with multi-timeframe agreement. +1 to +3 (Up) – Bullish bias present, but not at maximum conviction. 0 (Neutral) – No dominant trend; could be consolidation or pre-shift phase. -1 to -3 (Down) – Bearish bias present but moderate. -4 to -5 (Strong Down) – Trend is firmly bearish, with consistent downside momentum. Why It Works A single timeframe or momentum reading can give a false sense of trend health. The Trend Strength Meter aggregates multiple layers of market data into one simplified score, making it easy to see whether a move has the underlying support to continue — or whether it’s more likely to stall. Because the score considers both direction and persistence, it can flag when a move is losing strength even before price structure fully shifts. 🔷 Kio IQ – Supplemental Playbook Strategies These phases are part of the Kio IQ Playbook—situational tools that can help you anticipate potential momentum changes. While they can be useful for planning and tactical adjustments, they are not primary trade triggers and should be treated as early, lower-conviction cues. 🔹 1. Scouting Phase (Light Early Cue) Purpose: Provide the earliest possible hint that momentum may be shifting. Upshift Trigger: FSO crosses above the 0 line. Downshift Trigger: FSO crosses below the 0 line. Why It Works The 0 line in the Full Shift Oscillator (FSO) acts as a neutral momentum boundary. When the FSO moves above 0, it suggests that medium-term momentum has shifted to bullish territory. When it moves below 0, it suggests that medium-term momentum has shifted to bearish territory. This crossover is often the first measurable sign of a momentum reversal or acceleration, well before slower indicators confirm it. Think of it as "momentum poking its head above water"—you’re spotting the change before it becomes obvious on price alone. Best Use Works best when confirmed later by Lookout Phase or other primary Kio IQ signals. Ideal for scouting in anticipation of potential opportunities. Helpful when monitoring multiple assets and you want a quick filter for shifts worth watching. Can act as a trade trigger when the MTF Shift Table shows confluence (i.e., UpShift Scouting Signal + Bullish MTF Table + High Trend Strength Score). Common Mistakes Acting on Scouting Phase signals against the MTF Shift Table as a stand-alone trade trigger. Without higher timeframe alignment or additional confirmation, many Scouting Phase crossovers can fade quickly or reverse, leading to premature entries. Ignoring market context A bullish Scouting Phase in a strong downtrend can easily fail. Always check higher timeframe trend alignment. Overreacting to noise: On lower timeframes, small fluctuations can create false scouting signals. Best Practices Filter with trend: Only act on Scouting Phases that align with the dominant higher timeframe trend. Watch volatility: In low-volatility conditions, false scouting triggers are more likely. 🔹 2. Lookout Phase (Early Momentum Alert) Purpose: The Lookout Phase signals an early alert that momentum is potentially strengthening in a given direction. It’s more meaningful than the Scouting Phase, but still considered a preliminary cue. Triggers: Upshift: FSO crosses above the HSO. Downshift: FSO crosses below the HSO. Why It Works: The Lookout Phase is designed to identify moments when mid-term momentum (FSO) overtakes short-term momentum (HSO). Since the FSO is smoother and reacts more gradually, its crossover of the faster-reacting HSO can indicate a shift from short-lived fluctuations to a more sustained directional move. This makes it a valuable early read on momentum transitions—especially when supported by higher-timeframe context. Best Practices: Always check the MTF Shift Table for higher-timeframe alignment before acting on a Lookout Phase signal. Look for confluence with the Momentum Meter Treat Lookout Phase entries as probing positions—small, exploratory trades that can be scaled into if follow-through develops. Common Mistakes: Treating Lookout Phase signals as a definitive trade trigger without context Entering solely on a Lookout Phase crossover, without considering the MTF Shift Table or broader market structure, can result in chasing short-lived momentum bursts that fail to follow through. Ignoring prevailing higher-timeframe momentum Trading a Lookout Phase signal that is counter to the dominant trend or higher-timeframe bias increases the risk of whipsaws and false moves. 🔶 Summary Kio IQ is an all-in-one trading indicator that combines momentum, trend strength, multi-timeframe analysis, divergences, pullbacks, and exhaustion alerts into a clear, structured view. It helps traders cut through market noise by showing whether a move is strong, weak, a trap, or simply part of a larger trend. With tools like the Full Shift Oscillator, Multi-Timeframe Shift Table, Shift Gates, and Rift Divergences, Kio IQ simplifies complex market behavior into easy-to-read signals. It’s designed to help traders spot early shifts, align with momentum, and recognize when trends are building or losing steam—all in one place.
Pine Script®指標
由Trading-IQ提供
3
MTF Volume Flow IndicatorThe MTF Volume Flow Indicator (MTF VFI) is an advanced and versatile tool that enhances market analysis by tracking the flow of volume across multiple timeframes. By integrating volume flow with multi-timeframe analysis, this indicator provides traders with a comprehensive understanding of market trends, momentum, and potential reversals. Key Features Multi-Timeframe Volume Flow Analysis: The MTF VFI computes the Volume Flow Indicator across various timeframes, ranging from 1 minute to 1 month. This multi-timeframe analysis enables traders to observe and compare volume flow dynamics across different time horizons, offering deeper insights into market behavior. Customizable VFI Settings: The indicator includes configurable VFI parameters such as length, coefficient, and volume cutoff, allowing users to tailor the analysis to different market conditions and trading strategies. This flexibility ensures that the indicator remains relevant across diverse market environments. Signal Line and Delta Calculations: The script features a signal line derived from the VFI and calculates the delta values (the difference between VFI and the signal line). These delta values are essential for identifying potential buy or sell signals and are presented as histograms for easy visual interpretation. Cumulative Delta with Dynamic Bands: The indicator introduces cumulative delta, a powerful tool that combines average and median VFI values to provide a clearer picture of market sentiment. Two standard deviation bands are plotted around the cumulative delta, offering a range within which price movements are likely to remain. These bands are smoothed using a 21-period EMA, providing a more refined view of market volatility. Multi-Timeframe and Analysis Tables: The MTF VFI includes optional tables that display VFI, signal line, and delta values across all selected timeframes. Additionally, an analysis table presents key statistical metrics such as the highest, lowest, average, standard deviation, range, and median VFI values. These tables provide a concise summary of market conditions, aiding in strategic decision-making. Dynamic Display Options: The indicator offers extensive customization options, allowing traders to display or hide elements such as delta histograms, delta bands, and tables. This ensures that users can focus on the most relevant information for their trading strategy. Neutral Candle Coloring Option: Traders can enable neutral candle colors, where bearish candles are gray and bullish candles are white. This feature helps to reduce noise and maintain focus on the overall trend and volume flow analysis. How It Works Volume Flow Indicator Calculation: The VFI is calculated using a combination of typical price, volume, and the standard deviation of price changes. The indicator smooths the VFI based on user preferences, allowing traders to adjust the sensitivity of the analysis to better match their trading style. Multi-Timeframe Integration: The script pulls VFI calculations from multiple timeframes, providing a holistic view of market trends. By analyzing VFI across different timeframes, traders can detect alignments or divergences in volume flow that might indicate trend strength or weakness. Cumulative Delta and Dynamic Bands: The cumulative delta is computed by combining the average and median VFI values. Dynamic two-standard-deviation bands are plotted around this cumulative delta, providing upper and lower bounds for expected price movements. These bands are further smoothed with a 21-period EMA, enhancing their effectiveness in volatile markets. Delta Analysis and Histogram Display: The difference between the VFI and its signal line (delta) is calculated and displayed as histograms. This visual representation helps traders quickly assess momentum and identify potential reversals or trend continuations. The cumulative delta is color-coded dynamically based on its direction, adding an extra layer of visual clarity. Alerts VFI Crossover Alerts: The indicator includes customizable alerts that notify traders when the VFI crosses above or below its signal line. These alerts are crucial for catching potential trend reversals or continuation signals, even when the trader is not actively monitoring the chart. Customizable Alert Conditions: Traders can tailor alert conditions to their preferred timeframes and VFI settings, ensuring that the notifications they receive are relevant and timely for their specific trading strategies. Application Trend Identification and Confirmation: The MTF VFI aids in identifying and confirming trends by analyzing volume flow across multiple timeframes. This capability is particularly useful for detecting trends that may not be visible on a single timeframe. Momentum and Divergence Analysis: By comparing VFI and delta values across timeframes, and analyzing cumulative delta with dynamic bands, traders can gain insights into market momentum and potential divergences, which are often precursors to reversals. Strategic Decision-Making: With its comprehensive multi-timeframe analysis, cumulative delta, and statistical summaries, the MTF VFI equips traders with the information needed to make informed trading decisions, whether for short-term trades or long-term investments. Visual Clarity and Customization: The indicator’s dynamic display options and neutral candle coloring help traders maintain a clear and focused view of the market, customizing the visualization to match their specific needs. The MTF Volume Flow Indicator (MTF VFI) by CryptoSea is an essential tool for traders who seek to gain a deeper understanding of market trends and volume dynamics across multiple timeframes. Its advanced features and customization options make it a valuable addition to any trader’s toolkit.
Pine Script®指標
由CryptoSeaTV提供
1
Smart Money Concepts (SMC)Introductions: Before explaining the functions of this indicator to you, we need to talk about what theoretical knowledge we need to have. Many different price approaches have been developed over the decades with different analysis methods and are still evolving. Some theories used in classical trend analysis methods are interpreted or blended with different perspectives over time and we try to make more successful analyses by having a consistent market reading strategy. While analyzing the classical market structure with the price action method, some issues that are missing and do not fit into place are brought to light with a higher level analysis method known as the smart money concept. As a result of the research and developments we have done on this subject from many different sources for a long time, I personally think that the most efficient and logical concept is the smart money concept. Of course, no matter which method we use, acting within a risk management and remaining strictly loyal to our conditions should be our first priority so that we can talk about sustainable success in the market. In light of all this, we decided to make an indicator of this concept, which we believe is consistent. In order to analyze the market structure correctly, we must first draw fractal structures and interpret them correctly. Because the market consists of fractal structures. Regardless of the technique, if we cannot draw fractals correctly or if we make an incorrect interpretation while determining them, our market structure analysis may also be incorrect. Instead of manually identifying fractal structures, script writers often choose the following method for ease of use; They leave the number of candles to the user's choice, detect the highest and lowest points among x number of candles, and draw fractal structures accordingly, but in fact this is not an accurate detection method. In the visual I have prepared below, you can see how the correct fractal structures should be drawn. Fractal structures should be made based on the previous and next candle levels, not from a certain group of candles. To identify market structures, we make an interpretation based on these fractal movements. While classic market structure analysis with traditional price action follows a relatively simpler path as shown in the example below, this situation is a bit more detailed in the smart money concepts. To explain the situation in the smart money concept in an easily understandable way, it is as follows; imagine an uptrend that progresses by creating levels HH and HL, when the price creates a new HL, we call this point as inducement and we move this level up as each new HL is formed. When drawing structures in this way, when the price falls below the inducement level, the peak is confirmed. To explain it with a different approach, the price must first get liquidity from these last rising bottoms in order to make a break of structure (BOS). The break of structure occurs when the price passes the approved peak. When BOS occurs, the lowest point between this point and the previous peak is defined as the Swing Low and this is the level that needs to be protected in uptrend. When BOS occurs, the last HL point that made this BOS is also defined as inducement and it continues to move as new HL is formed until the new peak is confirmed. If the price somehow "closes" below the Swing Low point that needs to be protected, CHOCH (change of character) has occurred and the trend direction has changed. After CHOCH, we start applying the same logic for the downtrend, the last LH peak formed after is defined as inducement and as the fractal structure continues downward, this level is also carried as the inducement level until the Swing Low level is determined. An important note is; In order for BOS and CHOCH to be valid, "a closing must definitely occur". If it remains in the form of a wick, we call it a liquidity sweep and the end point of this wick is updated as the point where we need to look for a closing in order to be able to say that the BOS or CHOCH level is determined. By the way, We call these liquidity sweep points as "x" in the indicator. It may be easier to explain this topic with a few sample images that I have shared below. The thing to consider in the smart money concept is that if you are going to take a long trade in an uptrend, you should wait for the price to fall below the inducement level or if you are going to take a short trade in a downtrend, you should wait for the price to rise above the inducement level and only then look for suitable structures, order flows, order blocks, price gaps and other structures before this are considered traps in this concept. I have some strategies that I personally apply, but since these are my personal preferences, I do not find it right to share them here in order not to affect your opinions, but I am basically careful to act as I stated above. While preparing this script, we paid attention to the fact that it can be interpreted with a real human eye, provides ease at the speed of machine language and can work extremely flawlessly. From the first moment we started preparing the script, we went through a long and seriously laborious preparation process that lasted months until now, which we happily share. We brought this code to life by putting on the table almost everything the user may want in terms of both flawlessly fulfilling the conditions specified by the concept and convenience. If we touch on the function of the code in order, our code finds the following; It perfectly identifies the fractals that form the basis of the market structure, within the framework of the rules that I mentioned above, we taught to the script. According to smart money concepts, as I explained in detail above, it provides great convenience in this regard by skillfully identifying the direction of the market in the time period you are in, rather than traditional methods. In addition to identifying the direction of the market, it also detects the direction changes taking place in the internal structure. Indicator tries to detect even the slightest direction changes by making a stricter interpretation while determining the trend and bottom-top points in the internal structure. Theoretically, it determines the top point in a downward fractal breakout, and marks the bottom point in an upward fractal breakout. In this context, it also uniquely identifies the candle flow direction and we can observe it on the table. I explained this issue in the first image about fractal determination, you can read that part again. When you identify swing structures correctly, you will also determine the area you need to focus on, and we have also included this in the script. Another one of our favorite features on the chart is that it can show active swing areas live by following the BOS, CHOCH and Inducement lines. So, I believe that this gives it a more professional appearance. In the light of all these functions, it provides great ease of use while presenting data on the direction of the market in a table not only in the current time frame but also in 6 different time frames that the user can choose according to his/her preference, including seconds timeframes (1 sec., 5 sec., 15 sec., 30 sec. etc.) In order to speed up the user, it instantly informs the selected parity and all structural changes (Bos, Choch, Inducement, Liquidity Sweeps etc.) that occur on the market structure of this timeframe by setting a single alarm. In the settings window, you will find the following settings that we have personalized for you: Main Options; Fractal Lines box: You can check this box to see whether the fractals that form the basic interpretation structure of the indicator are visible or not. Swing Lines box: You can use this box to turn on or off the Bos, Choch, Inducement and Liquidity Sweeps lines, which are the main elements of the market structure. Internal Structures box: You can check this box to observe the H and L points in the internal structure of the graph and therefore the direction in the internal structure. Live Bos / Choch / Inducement Lines box: You can turn on / off the visibility of the lines belonging to the current and active Bos, Choch and Inducement levels on the chart. Range Lines box: You can use it to turn on / off the visibility of range lines drawn between the active Swing high and Swing low points on the chart. Multitimeframe Tables box: It allows you to open and close the table where you can observe the main trend direction of the current parity on the screen, its internal structure and the candle flow direction in 6 different time frames. Fractal Settings; In this section, you can choose the colors, style and thickness of the fractal lines as you wish. Swing Settings; In this section you can choose the colors of the Swing High and Swing Low points, their shape and size. Likewise, you can choose the colors, line style, thickness and text size of Bos and Choch lines for bullish and bearish situations. There are also settings where you can choose the colors, style, line thickness and text size of the Liquidity Sweep and Inducement lines. Internal Swing Settings; In this section, you can determine the colors of the High and Low points detected in the internal structure and select the label size, style and thickness of the direction change lines. Live BOS / CHOCH / IDM Lines; In this section, you can select the colors, label sizes, line style and thickness of the bos, choch and inducement lines that show the important levels followed in the current status of the chart. Range Settings; As mentioned above, you can choose the color, style, thickness of the range lines drawn between the active swing high and swing low points and the size of the price tags of these levels. Multitimeframe Table Settings; In this section, there are settings boxes for 6 selectable timeframes, 9 different position alternatives where you can change the position of the table, and a section where you can find 2 different options to express the directions in the table. In addition to these, you will also be able to choose the background color of the table and the color of the text used to express the directions in the table. We hope that this script will reach a wide audience by becoming a tool that will be used with pleasure and indispensable, while providing convenience to all users, as we have dreamed of and expected from the first moment we started writing it. DISCLAIMER: No sharing, copying, reselling, modifying, or any other forms of use are authorized for the documents, script / strategy, and the information published with them. This informational planning script / strategy is strictly for individual use and educational purposes only. This is not financial or investment advice. Investments are always made at your own risk and are based on your personal judgement. We are not responsible for any losses you may incur. Please invest wisely. Best regards and enjoy it.
Pine Script®指標
由SpecialCodes提供
45
Volume Profile Histogram [SS]I usually (and by usually, I mean the past year xD) release a significant indicator as my Christmas gift to the community on Christmas Eve. Last year, it was the Z-Score buy and sell signal; this year, it's something a little more conventional. So here is this year’s gift—hope you like it! 🎁 Seems like everyone has their take on Volume Profiles (aka SVP or VSP). I decided to create one, and in true Steversteves fashion, you can expect to find all the goodies that come with most of my stuff, including a volume profile presented in a bell-curve/histogram style (chart above) and statistical frequency tables showing the cases by ranges: And it wouldn't be a true Steversteves indicator without some kind of ATR thing: So, what does it do? At the end of the day, it is a form of an SVP indicator. However, it is meant to operate on a larger scale, sorting volume in a traditional bell-curve style. In addition to displaying volume, it breaks down buying vs. selling volume. Selling volume is classified as such when the open is greater than close, while buying is when close is greater than open. This breakdown allows you to see the distribution, by price range, of where selling and buying occur. This permits the indicator to provide 2 Points of Control (POCs). A POC is defined as an area of high volume activity. Because buying and selling volumes are broken down into two, we can identify areas with high selling and areas with high buying. Sometimes they coincide, sometimes they differ. If we look at SQQQ, for example: We can see that the bearish point of control is one point below the bullish POC. This is interesting because it essentially shows where people may be "panic selling" or setting their stop-outs. If SQQQ drops below 18.8, then it's likely to trigger panic selling, as indicated by the histogram. Conversely, we can observe that traders tend to position long between $18 and $24. The POC is noted in the stats table and also displayed on the chart. Bullish POC is shown in purple, bearish in yellow. These, of course, can be toggled off. The Frequency Table: The frequency table shows how many observations were obtained in each price range. The histogram illustrates the cumulative volume traded, while the frequency simply counts how many cases occurred over the lookback period. ATR Range Analytics by Volume: The indicator also has the ability to display range analytics by volume. When you toggle on the range analytics by volume option, a range chart will appear: www.tradingview.com The range chart goes from the minimum recorded volume to the maximum recorded volume in the period, showing the average range and direction associated with this volume. This is crucial to pay attention to because not all stocks behave the same way. For example, in the chart above (AMD), we can see that low volume produces a general bearish bias, and high volume produces a general bullish bias. However, if we look at the range analytics for SPY: Low volume has the inverse effect. Low volume is associated with a more bullish bias, and high volume indicates a more bearish bias. In the ATR chart, the threshold volume to transition from bullish bias to bearish bias is approximately > 78,607,268 traded shares. The Stats Table: The stats table can be toggled on or off. It simply displays the POCs and the time range for the VSP. The default time range is 1 trading year (252 days), assuming you are on the daily timeframe. However, you can use this on any timeframe. The percentages displayed in the histogram is the cumulative percent of buying and selling volume independently. So when you see the percentage on the selling histogram, its the percent of cumulative selling only. Same for the buying. And that's the indicator! I hope you enjoy it. Let me know your thoughts. I hope you all have safe holidays, a Merry Christmas for you North Americans, and a Happy Christmas for you UKers, and whatever else you celebrate/care about and do! Safe trades, everyone, and enjoy your holidays! 🎁🎄🎄🎄⭐⭐⭐ 🕎 🕎 🕎
Pine Script®指標
由Steversteves提供
4
Bias AnalyzerName: Bias Analyzer Category: Market Analyzer Timeframe: 1H and 1D, depending on the Analysis type. Technical Analysis: Usually when we think about a Trading System we start from an idea. This idea comes normally from observation and the study of the market. Have we ever observed a market - for example Bitcoin - and thought that it increases at the start of a USA session? Great, this is a well-known category of Trading System and the purpose of the Bias Analyzer is to study these phenomena. There are different types of Trading System that we can classify considering the market in-efficiency that we use to our advantage. In this case we make the Bias. Literally "inclination" or "presupposition" or precisely "tendency" of the price to go up or down in a temporal way. The characteristics of the Bias depend on how much the Bias is persistent on the market since the analysed period. therefore we can consider: Hourly Bias : analysing the hourly behaviours during the week. Trades normally last from a few hours to a few days. Seasonal Bias : analysing the behaviour of the weeks in the monthly or annual context, evaluating the seasons. Suggested usage: The possibilities of the tool are infinite, these are some scenarios of use: Development of Intraday Trading Systems based on Hourly Bias with possible filters for specific days of the week. Development of a Multi-day Trading System based on daily Bias with monthly analysis. To identify the best day to execute our investment through Dollar Cost Average with a bit of healthy buy the dip Main features: Hourly Summary organized in Week The cells contain the sum of the various price deltas for the single hour. The transparency indicates the frequency in which the candles close positive or negative. This information is available both in a synthetic way, as in the first column "Sum", and for each day of the week. Hourly Details organized in different entry/exit Shows the cumulative data of the various deltas, considering the purchase and the sale at certain times. In the rows are represented the buying hours and in the columns the selling hours. Daily Summary organized in Months The cells contain the summation of the various price deltas for the single day. Hourly Details organized in different entry/exit Allows to visualise the detailed analysis table, choosing to do it for all the months or for a specific month and shows the cumulative data of the various deltas, considering the purchase and the sale in certain days. Configuration: You can configure the tool easily and completely. Analysis Calculate from Close to Open : this is the core of the whole analysis where the "Price Delta" to be calculated is defined. At this moment there is the possibility to calculate the distance between opening and closing. Calculate in Percent or Cash : this allows to calculate the Price Delta in Percent or in Cash. Analysis on 1H Timeframe Show Hourly Summary on : allows to visualise the summary analysis table of the week. The cells contain the sum of the various price deltas for the single hour. The transparency indicates the frequency in which the candles close positive or negative. This information is available both in a synthetic way, as in the first column "Sum", and for each day of the week. At the bottom left there is also data which allows us to understand how many candles are being analysed. At the bottom of each day it is possible to visualise the cumulative data of the day. The position of the table is customizable. Show Hourly Details of on : allows to visualise the detailed analysis table, choosing to do it for all days or for a specific day, and shows the cumulative data of the various deltas, considering the purchase and the sale at certain times. In the rows are represented the buying hours and in the columns the selling hours. For example, going to the table "All Days" we can see in the cell of row 13 and in column 22 the cumulative data of a possible buy on 13 and a sell at the end of 22. To facilitate the research of the values there is a configurable transparency system. Analysis on 1D Timeframe Show Daily Summary on : allows to visualise the summary analysis table of the month. The cells contain the summation of the various price deltas for the single day: The first row is the summation of all days of the month for all months in the analysis period, while the other rows represent the analysis for the various days of the individual months. Show Daily Details of on : allows to visualise the detailed analysis table, choosing to do it for all the months or for a specific month and shows the cumulative data of the various deltas, considering the purchase and the sale in certain days. In the rows are represented the buying days and in the columns the selling days. For example, going to the table "All Months" we can see in the cell at row 1 and at column 3 the cumulative of a possible purchase on the 1st and the sale on the 3rd. To facilitate the research of the values, there is a configurable transparency system. Table Layout Size : allows to define the size of the text in the table. Precision : it is possible to define the decimal precision of the calculations presented in the tables. Transparency Factor : allows the application of a multiplication factor when the table calculates the transparency of detail tables. Colours : allows to specify the colours of Profit, Loss and Neutral, besides to adapt a style coherent with the Dark Mode or Light Mode of Trading View Volatility Filter It is possible to directly apply a filter to the time series on which the delta is calculated. The volatility filter uses the ATR - an indicator that allows you to calculate the volatility in a given period. Briefly: the higher the ATR value, the higher the volatility. Therefore the filter works by comparing the volatility on two periods and indicates compression or expansion. Backtest Dates In order to facilitate the identification of in-sample and out-of-sample data, as well as the degradation of a given behaviour, it is possible to specify a period in which to do the analysis.
Pine Script®指標
由TheSocialCryptoClub提供
15
Thiru TimeCyclesThiru TimeCycles Indicator: Overview and Features Based on the provided Pine Script code (version 6), the "Thiru TimeCycles" indicator is a comprehensive, customizable tool designed for intraday traders, particularly those following Smart Money Concepts (SMC), ICT (Inner Circle Trader) methodologies, and time-based cycle analysis. It overlays session-based boxes, lines, and labels on charts to highlight key trading windows, ranges, and structural levels. The indicator is timezone-aware (default GMT-4, e.g., New York time) and focuses on killzones (high-volatility sessions), Zeussy-inspired 90-minute macro cycles, and 30-minute sub-cycles. It's optimized for timeframes below 4H, with automatic hiding on higher timeframes like 1D, 1W, 1M, or 1Y. This indicator is ideal for forex, indices (e.g., Nasdaq futures like MNQ1!), stocks, and commodities, helping traders identify order flow, liquidity zones, and potential reversals within structured time cycles. It's built by Thiru Trades and includes educational elements like range tables and watermarks for a professional setup. Core Purpose Time Cycle Visualization: Breaks the trading day into repeatable cycles (e.g., 30-min, 90-min, and larger sessions) to anticipate market behavior, such as accumulation, manipulation, and distribution (AMD) phases. Session Highlighting: Draws boxes and lines for major sessions (Asia, London, NY AM/PM, Lunch, Power Hour) to focus on high-probability "killzones." Range and Pivot Analysis: Tracks highs/lows, midpoints, and ranges for each cycle/session, with optional alerts for breaks. Customization Focus: Extensive inputs for colors, transparency, labels, and limits, making it adaptable for scalping, day trading, or swing setups. Performance: Limits drawings to prevent chart clutter (e.g., max 500 boxes/lines/labels), with cutoff times to stop extensions (e.g., at 15:00). Key Features Here's a breakdown of the indicator's main components and functionalities, grouped by category: Killzone Sessions (Standard Trading Windows): Sessions Included: Asia (18:00-02:31), London (02:30-07:01), NY AM (07:00-11:31), Lunch (12:00-13:01), NY PM (11:30-16:01), Power Hour (15:00-16:01). Visualization: Semi-transparent boxes (95% transparency default) with optional text labels (e.g., "London", "NY AM"). Pivots and Midpoints: Optional high/low pivot lines (solid style, extend until mitigated or cutoff), midpoints (dotted), and labels (e.g., "LO.H" for London High). Alerts: Break alerts for pivots (e.g., "Broke London High"). Range Table: Optional table showing current and average ranges (over 5 sessions) for each killzone, positioned at top-right (customizable size/position). Zeussy 90-Minute Macro Time Cycles: Inspired By: Zeussy's time cycle theory (from X/Twitter), dividing sessions into 90-min phases starting at 02:30 NY time. Cycles Included: London: A (02:30-04:01, blue), M (04:00-05:31, red), D (05:30-07:01, green). NY AM: A (07:00-08:31, blue), M (08:30-10:01, red), D (10:00-11:31, green). NY PM/Lunch: A (11:30-13:01, blue), M (13:00-14:31, red), D (14:30-16:01, green). Visualization: Boxes (90% transparency) with optional small labels ("London A", etc.) at the top of each box. Extensions: High/low lines extend until broken or cutoff; optional equilibrium (EQ) levels. Benefits: Helps identify AMD phases within larger sessions; focus on NY AM/PM for best results (Asia/London for global traders). Zeussy 30-Minute Sub-Cycles: Sub-Division: Further breaks 90-min cycles into 30-min segments (e.g., London A: A1 02:30-03:01, A2 03:00-03:31, A3 03:30-04:01). All Sub-Cycles: 18 total (3 per macro cycle across London A/M/D, NY AM A/M/D, NY PM A/M/D). Visualization: Optional boxes (90% transparency, hidden text by default) with small labels (e.g., "A1", "M1") at the bottom. Customization: Separate show/hide toggle and label size (default "Small"); can divide further into 10-min if needed via presets. Use Case: For finer granularity in scalping; shows order flow within macros (e.g., support at previous low after break). Day Range Divider: Vertical Separators: Dotted lines (custom color/width/style) at midnight (00:00) for each trading day (Mon-Fri only). Day Labels: Monday-Friday labels (e.g., "Monday" with letter-spacing) positioned at the top of the chart (0.1% above high, updated dynamically). Limits: Up to 5 days (customizable); hides on timeframes >=4H (1D, 1W, 1M, 1Y) to avoid clutter. Offset: Labels above day-high by ticks (default 20); no weekend labels. Fix Applied: Labels now consistently at top (using high * 1.001 for y-position); removed middle adjustments. Day/Week/Month (DWM) Levels: Opens, Highs/Lows, Separators: Lines for daily/weekly/monthly opens (dotted), previous highs/lows (solid), and vertical separators. Unlimited Mode: Optional to show all history (otherwise limited by max_days). Alerts: For high/low breaks (e.g., "Hit PDH"). Labels: Optional "D.O", "PWH" (previous week high), etc., with right-side extension. Opening Prices and Vertical Timestamps: Custom Opens: Up to 8 user-defined session opens (e.g., DC Open 18:00, 00:00, 09:30) with horizontal lines (dotted). Vertical Lines: Up to 4 timestamps (e.g., 17:00, 08:00) with extend-both. Unlimited: Optional to ignore drawing limits. Range and Statistics Table: Display: Top-right table (custom position/size) showing current range, average range (over 5 sessions), and min days stored for all enabled killzones/cycles. Color-Coded: Rows highlight active sessions (e.g., Asia row in purple if active). Toggle: Show/hide averages; updates on last bar. Watermark and UI Enhancements: Custom Watermark: Title ("ㄒ卄丨尺ㄩ"), subtitle ("PATIENCE | COURAGE | WISDOM"), symbol info (ticker + timeframe + date), positioned top-center/bottom-left. Customization: Colors, sizes (tiny to huge), alignment (left/center/right), transparency. Settings Groups: Organized into Settings, Killzones, Zeussy 90Min, Zeussy 30Min, Day Range Divider, Watermark, Pivots, Range, DWM, Opens, Vertical. Performance and Limits: Timeframe Limit: Hides drawings on >=240min (4H); Day Range hides on >=4H. Drawing Limits: Max 1-5 days per type (boxes, lines, labels); auto-deletes old ones. Cutoff: Optional stop at 15:00-15:01 for pivots/opens. Alerts: Pivot breaks, high/low hits; freq once per bar. Transparency: Separate for boxes (90-95%) and text (20-75%).
Pine Script®指標
由thirudinesh提供
Pristine Market Analysis DashboardThe Pristine Market Analysis indicator enables users to perform comprehensive top-down analysis of global risk assets in a fraction of the time! 🏆 Top-down analysis is important because the overall market environment has a significant impact on the success of individual trading setups. 💠 Market Analysis Insights ▪ Identify if money is flowing into equities, or equity alternatives like bonds,gold,and bitcoin ▪ Perform relative strength analysis of US vs International equities ▪ Identify rotation into risk-on or risk-off assets to determine overall market health ▪ Detect leading sectors to enable targeted stock screening, or to trade the ETFs themselves 💠 Market Analysis Metrics to Improve Your Situational Awareness! ▪ %Δ - 1-day percent change ▪ ATR Δ - 1-day percent change/ ATR % ▪ DCR - Daily closing range ▪ 52WR - Measures where a security is trading in relation to it’s 52wk high and 52wk low ▪ MAx - Measures how extended price is from a key moving average of your choosing in ATR% multiple terms ▪ ST ↑↓ (Short- Term Stage) - Measures the short-term trend using key moving averages of your choosing ▪ LT ↑↓ (Long-Term Stage) - Measures the long-term trend using key moving averages of your choosing The indicator automatically sorts from greatest to least based on the %Δ column 👇 What is ATR? The average true range (ATR) is a technical analysis indicator introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems that measures security volatility by decomposing the entire range of an asset price for a time period. Why do we use it? Because converting price moves into ATR terms better contextualizes them relative to the asset's historical volatility! Example: If the ATR is $2.50, it means the average price range each day is roughly $2.50. We use an ATR length of 20 days in our calculation, and convert the 20D ATR into a 20D ATR %. The formula for ATR % is as follows: ATR % = (ATR/Current Price) * 100 Why does MAx matter? MAx measures the number of ATR % multiples a security is trading away from a key moving average.The default moving average length is 50 days. MAx can be used to identify mean reversion trades . When a security trends strongly in one direction and moves significantly above or below its moving average, the price often tends to revert back toward the average. Example, if the ATR % of the security is 5%, and the stock is trading 50% higher than the 50D SMA, the MAx would be 50%/5% = 10. A user might opt to take a countertrend trade when the MAx exceeds a predetermined level. The MAx can also be useful when trading breakouts above or below the key moving average of your choosing. The lower the MAx, the tighter stop loss one can take if trading against that level. Identifying an extreme price extension using MAx 👇 Price mean reverted immediately following the high MAx 👇 Why does 52WR matter? Historical analysis conducted by market legends like William O’Neill and Mark Minervini indicates that stocks trading at or near 52wk highs tend to outperform over time, and vice versa for stocks trading close to 52wk lows. Avoiding stocks trading with a low 52WR metric can help traders avoid buying stocks in downtrends. Likewise, focusing on stocks trading with a high 52WR provides a technical edge. 💠 Stage Analysis Guide Short-term and long-term stage analysis data is provided in the two rightmost columns of each table. The columns are labeled ST ⇅ and LT ⇅. Why is Stage Analysis important? Popularized by Stan Weinstein, stage analysis is a trend following system that classifies assets into four stages based on price-trend analysis. The problem? The interpretation of stage analysis is highly subjective. Based on the methodology provided in Stan Weinstein’s books, five different traders could look at the same chart, and come to different conclusions as to which stage the security is in! We solved for this by creating our own methodology for classifying stocks into stages using moving averages. This indicator automates that analysis, and produces short-term and long-term trend signals based on user-defined key moving averages. You won’t find this in any textbook or course, because it’s completely unique to the Pristine trading methodology. Our indicator calculates a short-term trend signal using two moving averages; a fast moving average, and a slow moving average. We default to the 10D EMA as the fast moving average & the 20D SMA as the slow moving average. A trend signal is generated based on where price is currently trading with respect to the fast moving average and the slow moving average. We use the signal to guide shorter-term swing trades. In general, we want to take long trades in stocks with strengthening trends, and short trades in stocks with weakening trends. The user is free to change the moving averages based on their own short-term timeframe. Every trader is unique! The same process is applied to calculate the long-term trend signal. We default to the 50D SMA as our fast moving average, and the 200D SMA as the slow moving average for the LT ⇅ signal calculation, but users can change these to fit their own unique trading style. What is Stage 1? Stage 1 identifies stocks that transitioned from downtrends, into bottoming bases. Stage 1A - Bottom Signal: Marks the first day a security shows initial signs of recovery after a downtrend, with early indications of strength emerging.👇 Stage 1B - Bottoming Process: Identifies the ongoing phase where the security continues to stabilize and strengthen, confirming the base-building process after the initial signal.👇 Stage 1R - Failed Uptrend: Detects when a security that had entered an early uptrend loses momentum and slips back into a bottoming phase, signaling a failed breakout.👇 What is Stage 2? Stage 2 identifies stocks that transitioned from bottoming bases to uptrends. Stage 2A - Breakout: Marks the first day a security decisively breaks out, signaling the start of a new uptrend.👇 Stage 2B - Uptrend: Identifies when the security continues to trade in an established uptrend following the initial breakout, with momentum building but not yet showing full strength.👇 Stage 2C - Strong Uptrend: Detects when the uptrend strengthens further, with the security displaying clear signs of accelerating strength and buying pressure.👇 Stage 2R - Failed Breakdown: Detects when a security that had recently entered a corrective phase reverses course and reclaims its upward trajectory, moving back into an uptrend.👇 What is Stage 3? Stage 3 identifies stocks that transitioned from uptrends to topping bases. Stage 3A - Top Signal: Marks the first day a security shows initial signs of weakness after an uptrend, indicating the start of a potential topping phase.👇 Stage 3B - Topping Process: Identifies the period following the initial signal when the security continues to show signs of distribution and potential trend exhaustion.👇 Stage 3R - Failed Breakdown: Detects when a security that had entered a deeper corrective phase reverses upward, recovering enough strength to re-enter the topping phase.👇 What is Stage 4? Stage 4 identifies stocks that transitioned from topping bases to downtrends. Stage 4A - Breakdown: Marks the first day a security decisively breaks below key support levels, signaling the start of a new downward trend.👇 Stage 4B - Downtrend: Identifies when the security continues to trend lower following the initial breakdown, with sustained bearish momentum, though not yet fully entrenched.👇 Stage 4C - Strong Downtrend: Detects when the downtrend intensifies, with the security displaying clear signs of accelerating weakness and selling pressure.👇 Stage 4R - Failed Bottom: Detects when a security that had begun to show early signs of bottoming reverses course and resumes its decline, falling back into a downtrend.👇 Stage N/A - Recent IPO: Applies to stocks that recently IPO’ed and don’t have enough data to calculate all necessary moving averages. 💠 Historical Analysis Users can leverage the Replay feature in TradingView to perform historical analysis and see how the overall configuration of global risk assets looked at key turning points in the market! To perform historical analysis: 1) Show the chart if previously hidden (see Tips and Tricks). 2) Click the Replay button on the toolbar at the top of the chart. 3) Use the slider on the chart to select the bar to begin the analysis. 💠 Comprehensive Tooltips Hover over header labels to get detailed information about the data and relevant calculations. For stage analysis (Short Term and Long Term), the tooltips provide a complete key of all the relevant stages. 💠 Settings and Preferences ▪ Customize this script by setting preferred colors and thresholds. ▪ There are two tables that can be customized, one on each side of the chart. For each table you can configure the location and show/hide each table. You can also specify colors for header and row data, including your preferred text size. ▪ You can customize the moving averages that are used in stage analysis. Specify your preferred fast and slow moving averages for both short-term and long-term analysis. ▪ For the ATR extension, the default moving average is 50D SMA. You can choose the length and type (SMA or EMA) to align with your trading preferences. 💠 Tips and Tricks ▪ Hide/Show Chart: To provide a clean backdrop for the tables, it can be helpful to hide the chart. Hover your mouse over the symbol information in the upper right. Select the "..." option and choose "Hide" option. Choose the option "Show" to see the chart details if hidden. ▪ Futures Outside Regular Trading Hours (RTH): In order for the data in the “%Δ” column of the the “Equity Alternatives” table to populate correctly when outside of regular trading hours, you must have your chart displaying a futures contract. Examples: ES, NQ, RTY, GC.
Pine Script®指標
由pristinecap提供
40 Ticker Cross-Sectional Z-Scores [BackQuant]40 Ticker Cross-Sectional Z-Scores BackQuant’s 40 Ticker Cross-Sectional Z-Scores is a powerful portfolio management strategy that analyzes the relative performance of up to 40 different assets, comparing them on a cross-sectional basis to identify the top and bottom performers. This indicator computes Z-scores for each asset based on their log returns and evaluates them relative to the mean and standard deviation over a rolling window. The Z-scores represent how far an asset's return deviates from the average, and these values are used to rank the assets, allowing for dynamic asset allocation based on performance. By focusing on the strongest-performing assets and avoiding the weakest, this strategy aims to enhance returns while managing risk. Additionally, by adjusting for standard deviations, the system offers a risk-adjusted method of ranking assets, making it suitable for traders who want to dynamically allocate capital based on performance metrics rather than just price movements. Key Features 1. Cross-Sectional Z-Score Calculation: The system calculates Z-scores for 40 different assets, evaluating their log returns against the mean and standard deviation over a rolling window. This enables users to assess the relative performance of each asset dynamically, highlighting which assets are performing better or worse compared to their historical norms. The Z-score is a useful statistical tool for identifying outliers in asset performance. 2. Asset Ranking and Allocation: The system ranks assets based on their Z-scores and allocates capital to the top performers. It identifies the top and bottom assets, and traders can allocate capital to the top-performing assets, ensuring that their portfolio is aligned with the best performers. Conversely, the bottom assets are removed from the portfolio, reducing exposure to underperforming assets. 3. Rolling Window for Mean and Standard Deviation Calculations: The Z-scores are calculated based on rolling means and standard deviations, making the system adaptive to changing market conditions. This rolling calculation window allows the strategy to adjust to recent performance trends and minimize the impact of outdated data. 4. Mean and Standard Deviation Visualization: The script provides real-time visualizations of the mean (x̄) and standard deviation (σ) of asset returns, helping traders quickly identify trends and volatility in their portfolio. These visual indicators are useful for understanding the current market environment and making more informed allocation decisions. 5. Top & Bottom Performer Tables: The system generates tables that display the top and bottom performers, ranked by their Z-scores. Traders can quickly see which assets are outperforming and underperforming. These tables provide clear and actionable insights, helping traders make informed decisions about which assets to include in their portfolio. 6. Customizable Parameters: The strategy allows traders to customize several key parameters, including: Rolling Calculation Window: Set the window size for the rolling mean and standard deviation calculations. Top & Bottom Tickers: Choose how many of the top and bottom assets to display and allocate capital to. Table Orientation: Select between vertical or horizontal table formats to suit the user’s preference. 7. Forward Test & Out-of-Sample Testing: The system includes out-of-sample forward tests, ensuring that the strategy is evaluated based on real-time performance, not just historical data. This forward testing approach helps validate the robustness of the strategy in dynamic market conditions. 8. Visual Feedback and Alerts: The system provides visual feedback on the current asset rankings and allocations, with dynamic labels and plots on the chart. Additionally, users receive alerts when allocations change, keeping them informed of important adjustments. 9. Risk Management via Z-Scores and Std Dev: The system’s approach to asset selection is based on Z-scores, which normalize performance relative to the historical mean. By incorporating standard deviation, it accounts for the volatility and risk associated with each asset. This allows for more precise risk management and portfolio construction. 10. Note on Mean Reversion Strategy: If you take the inverse of the signals provided by this indicator, the strategy can be used for mean-reversion rather than trend-following. This would involve buying the underperforming assets and selling the outperforming ones. However, it's important to note that this approach does not work well with highly correlated assets, as the relationship between the assets could result in the same directional movement, undermining the effectiveness of the mean-reversion strategy. References www.uts.edu.au onlinelibrary.wiley.com www.cmegroup.com Final Thoughts The 40 Ticker Cross-Sectional Z-Scores strategy offers a data-driven approach to portfolio management, dynamically allocating capital based on the relative performance of assets. By using Z-scores and standard deviations, this strategy ensures that capital is directed to the strongest performers while avoiding weaker assets, ultimately improving the risk-adjusted returns of the portfolio. Whether you’re focused on trend-following or looking to explore mean-reversion strategies, this flexible system can be tailored to suit your investment goals.
Pine Script®指標
由BackQuant提供
Volume pressure by GSK-VIZAG-AP-INDIA🔍 Volume Pressure by GSK-VIZAG-AP-INDIA 🧠 Overview “Volume Pressure” is a multi-timeframe, real-time table-based volume analysis tool designed to give traders a clear and immediate view of buying and selling pressure across custom-selected timeframes. By breaking down buy volume, sell volume, total volume, and their percentages, this indicator helps traders identify demand/supply imbalances and volume momentum in the market. 🎯 Purpose / Trading Use Case This indicator is ideal for intraday and short-term traders who want to: Spot aggressive buying or selling activity Track volume dynamics across multiple timeframes *1 min time frame will give best results* Use volume pressure as a confirming tool alongside price action or trend-based systems It helps determine when large buying/selling activity is occurring and whether such behavior is consistent across timeframes—a strong signal of institutional interest or volume-driven trend shifts. 🧩 Key Features & Logic Real-Time Table Display: A clean, dynamic table showing: Buy Volume Sell Volume Total Volume Buy % of total volume Sell % of total volume Multi-Time frame Analysis: Supports 8 user-selectable custom time frames from 1 to 240 minutes, giving flexibility to analyze volume pressure at various granularities. Color-Coded Volume Bias: Green for dominant Buy pressure Red for dominant Sell pressure Yellow for Neutral Intensity-based blinking for extreme values (over 70%) Dynamic Data Calculation: Uses volume * (close > open) logic to estimate buy vs sell volumes bar-by-bar, then aggregates by timeframe. ⚙️ User Inputs & Settings Timeframe Selectors (TF1 to TF8): Choose any 8 timeframes you want to monitor volume pressure across. Text & Color Settings: Customize text colors for Buy, Sell, Total volumes Choose Buy/Sell bias colors Enable/disable blinking for visual emphasis on extremes Table Appearance: Set header color, metric background, and text size Table positioning: top-right, bottom-right, etc. Blinking Highlight Toggle: Enable this to visually highlight when Buy/Sell % exceeds 70%—a sign of strong pressure. 📊 Visual Elements Explained The table has 6 rows and 10 columns: Row 0: Headers for Today and TF1 to TF8 Rows 1–3: Absolute values (Buy Vol, Sell Vol, Total Vol) Rows 4–5: Relative percentages (Buy %, Sell %), with dynamic background color First column shows the metric names (e.g., “Buy Vol”) Cells blink using alternate background colors if volume pressure crosses thresholds 💡 How to Use It Effectively Use Buy/Sell % rows to confirm potential breakout trades or identify volume exhaustion zones Look for multi-timeframe confluence: If 5 or more TFs show >70% Buy pressure, buyers are in control Combine with price action (e.g., breakouts, reversals) to increase conviction Suitable for equities, indices, futures, crypto, especially on lower timeframes (1m to 15m) 🏆 What Makes It Unique Table-based MTF Volume Pressure Display: Most indicators only show volume as bars or histograms; this script summarizes and color-codes volume bias across timeframes in a tabular format. Customization-friendly: Full control over colors, themes, and timeframes Blinking Alerts: Rare visual feature to capture user attention during extreme pressure Designed with performance and readability in mind—even for fast-paced scalping environments. 🚨 Alerts / Extras While this script doesn’t include TradingView alert functions directly, the visual blinking serves as a strong real-time alert mechanism. Future versions may include built-in alert conditions for buy/sell bias thresholds. 🔬 Technical Concepts Used Volume Dissection using close > open logic (to estimate buyer vs seller pressure) Simple aggregation of volume over custom timeframes Table plotting using Pine Script table.new, table.cell Dynamic color logic for bias identification Custom blinking logic using na(bar_index % 2 == 0 ? colorA : colorB) ⚠️ Disclaimer This indicator is a tool for analysis, not financial advice. Always backtest and validate strategies before using any indicator for live trading. Past performance is not indicative of future results. Use at your own risk and apply proper risk management. ✍️ Author & Signature Indicator Name: Volume Pressure Author: GSK-VIZAG-AP-INDIA TradingView Username: prowelltraders
Pine Script®指標
由prowelltraders提供
Smart Investor - Quarterly Earnings by tarunlalwani007OVERVIEW Smart Investor - Quarterly Earnings displays comprehensive financial data and moving averages directly on your charts. It shows quarterly/yearly earnings alongside customizable moving averages across multiple timeframes, providing both fundamental and technical analysis in one tool. This tool is designed purely for analysis purposes. No buy or sell recommendations should be made based solely on the information it provides. Always perform your own due diligence and combine multiple sources of information for trading decisions. FEATURES Financial Data Analysis Displays quarterly (FQ) and yearly (FY) financial metrics Works with both stocks and futures contracts Customizable metrics with comparison capabilities Flexible table positioning options Multi-Timeframe Moving Averages Daily, Weekly, and Monthly moving averages adapt to chart timeframe Support for both EMA and SMA with customizable parameters Color-coded for easy identification of different timeframes Company Information Display Information tags for quick company insights Display key financial metrics and market performance indicators SME status identification for small/medium enterprises (only for NSE and BSE India) FNO and lot size information for derivatives CALCULATION METHODS Data Sources Financial metrics (EPS, Sales, Total Shares) are sourced directly from TradingView's financial API Price data is obtained using appropriate request functions for the current symbol Header and Tag Calculations Current Values: All header and tag metrics use the latest available close price Market Cap: Latest Close Price × Total Outstanding Shares Free Float Market Cap: Latest Close Price × Free Float Shares Free Float Percentage: Obtained directly from TradingView financial data P/E Ratio: Market Cap / TTM Net Income 52-Week Performance: Down from 52W High: ((Current Close - 52W High) / 52W High) × 100 Up from 52W Low: ((Current Close - 52W Low) / 52W Low) × 100 Table Calculations Historical Values: Table metrics use price data from the corresponding quarter/year Quarter-over-Quarter (QoQ) Change: ((Current Value - Previous Quarter Value) / Previous Quarter Value) × 100 Year-over-Year (YoY) Change: ((Current Value - Value from Same Quarter Last Year) / Value from Same Quarter Last Year) × 100 Quarter names are determined based on the current month: Jan/Feb → Dec, Mar/Apr/May → Mar, Jun/Jul/Aug → Jun, Sep/Oct/Nov → Sep. Each quarter is labeled with its end month and year (e.g., "Mar-2024", "Jun-2024"). Moving Average Implementation Moving Averages: Calculated based on chart timeframe (daily, weekly, monthly) EMA/SMA: Uses standard formulas with configurable periods Included with financial data to provide a complete analysis tool in a single indicator CUSTOMIZATION OPTIONS Financial Metrics The following metrics can be selected for both quarterly and yearly tables: Sales (Revenue) EPS (Earnings Per Share) OPM (Operating Profit Margin) P/E Ratio PEG Ratio Free Float (percentage and value) Market Cap PAT (Profit After Tax) Display Options Comparison Visualization: Percentage mode, dots mode, or combined Layout: Multiple table positions, adjustable text size Themes: Light and dark theme support History: Display up to 8 periods of historical data Header Information Company description Market capitalization Free float information Listing year Return on Equity (ROE) Industry/Sector classification Performance relative to 52-week high/low FNO status and lot size HOW TO USE Add the indicator to your chart Configure the metrics you want to display in the settings Position the tables where you prefer on your chart Customize colors and display options Adjust moving averages to match your trading style LIMITATIONS Financial data availability depends on what TradingView provides for each instrument Some calculations may show NA when underlying data is unavailable Small market cap stocks or recently listed companies may have limited historical data Futures contracts are detected automatically but may require manual verification TECHNICAL NOTES Automatic futures contract detection with calculation adjustments SME status determined using an internal database of symbols that is manually maintained and updated Date handling adjustments near quarter boundaries ensure consistency All financial data is sourced directly from TradingView's financial API Company description and sector information comes directly from TradingView symbol data
Pine Script®指標
由tarunlalwani007提供
3
ZenAlgo - BenderThis script combines several volume-based methodologies into a single chart overlay to help traders analyze market participation and volume distribution. It aggregates volume from multiple sources—spot and perpetual markets across different exchanges—and processes it to display various insights directly on the chart. The script provides a detailed view of both individual-bar volume and broader aggregated trends. It calculates certain values, plots different shapes and overlays, and includes an optional informational table. However, it does not offer financial signals or predict future price movements. Instead, it presents multiple volume and range-related highlights for educational or analytical observations. Below is a detailed breakdown of the core elements in this script: Core Data Calculation and Aggregation To build a comprehensive volume picture, the script retrieves volume data from multiple predefined exchanges for both Spot and Perpetual pairs. The volume for each bar is processed in Aggregated mode , meaning it combines data across selected sources to produce a single composite volume value. The script applies average-based aggregation to calculate the final volume figures. The total volume is then used as the basis for further calculations, such as buy/sell volume decomposition and Delta analysis. Buy/Sell Volume Decomposition Each bar’s total volume is separated into an estimated buy portion and a sell portion. This decomposition uses logic that considers wick length, body size, and whether the bar closed higher or lower than it opened. The script assigns fractions of the total volume to the upper wick, lower wick, and body, then multiplies these by the total aggregated volume to estimate buy and sell volumes. This breakdown is calculated separately for spot-only volume , perp-only volume , and their aggregated sums, allowing traders to analyze how much of each bar’s volume is estimated as "buy" or "sell." Delta and Cumulative Delta The script computes a Delta (buy volume minus sell volume) for each bar. A positive Delta suggests more buying during that bar, while a negative Delta suggests more selling. It also computes Cumulative Delta , summing this Delta over 14 bars (a fixed period). This allows users to observe how short-term buy/sell imbalances accumulate over time. Visual Bar Coloring (PVSRA Logic) The script includes logic based on PVSRA (Price Volume Support Resistance Analysis) , which examines average volume over a recent lookback period to determine whether a bar meets certain "climax" or "above-average" thresholds. Bars are categorized as: Climax Up or Climax Down: If a bar meets strong volume and range conditions, it is identified as a high-activity bar. Neutral Colors: Bars that do not meet the threshold are identified as standard volume bars. Table Summaries The script includes an optional Spot vs. Perpetual volume table that provides: Aggregated Spot vs. Perpetual buy/sell volumes The net difference between buying and selling The total sum across all included sources Percentage breakdown of buying vs. selling A separate multi-timeframe table calculates volume-related metrics for fixed timeframes (15, 60, and 240 minutes), allowing traders to compare their current timeframe with broader trends. Highlighted Shapes and Diamonds The script places shape markers above or below bars when certain conditions are met, including: Dots (circles): Representing a significant increase in net Delta compared to the previous bar. Diamonds: Markers that appear when volume-based conditions align with predefined thresholds. These vary in size and include an optional "Hardcore Mode" , which applies stricter filtering. Crossover Triangles: These appear when the internally computed Delta MA (a moving average of Delta) crosses above or below a predefined EMA. These markers highlight notable changes in volume, Delta, or price action but do not constitute predictive trading signals. Delta Averages and Overlaid EMAs The script plots a histogram of the current net Delta (buy minus sell) . Additionally, a Delta Moving Average (Delta MA) is used for tracking trends. The Delta MA is plotted alongside predefined Exponential Moving Averages (EMAs) , such as: A Delta MA calculated using an exponential moving average (EMA) over 21 bars. A set of predefined EMAs (lengths such as 3, 5, 7, 10, 13, 16, 21, 25, etc.) plotted to visualize momentum changes. Areas between these EMAs can be filled with translucent shading to highlight momentum shifts. Comparing the Delta MA to the overlaid EMAs helps track changes in Delta momentum over time. Interpreting the Elements When using this script, consider the following: Volume Aggregation: The script aggregates volume across multiple Spot and Perpetual sources to provide a broad market view. Delta and Cumulative Delta: The Delta histogram may spike positively or negatively, highlighting areas of potential buying or selling pressure. Table Data: If enabled, the tables display buy/sell volume splits for Spot and Perpetual markets, along with multi-timeframe comparisons. EMA Overlays on Delta: The stacked EMAs help visualize short-term vs. longer-term Delta changes. Shape Markers: Dots, diamonds, and triangles emphasize notable shifts in volume or Delta but do not imply recommendations for action. Usage Tips Toggle "Hardcore Mode" to apply stricter filtering to highlight conditions. Enable or disable the Spot vs. Perpetual Table to see if the breakdown of volume sources is useful. Use the multi-timeframe table to compare intraday data with broader trends. If the chart appears too cluttered, toggle off features like PVSRA color tints or some EMAs to focus on specific elements. Final Thoughts This script integrates multiple volume-based calculations, range analysis, aggregated volume from predefined tickers, and various moving averages for Delta. Its visual layers—color-coded bars, histograms, shape markers, and tables—offer a rich perspective on market activity. Users can analyze these elements across any timeframe or market combination they prefer. The script does not provide buy/sell signals or make predictions —it is purely an analytical tool for understanding volume-based market dynamics. Traders should interpret these visual elements according to their own strategy and trading approach.
Pine Script®指標
由ZenAlgo_Official提供
Relative Performance SuiteOverview The Relative Performance Suite (RPS) is a versatile and comprehensive indicator designed to evaluate an asset's performance relative to a benchmark. By offering multiple methods to measure performance, including Relative Performance, Alpha, and Price Ratio, this tool helps traders and investors assess asset strength, resilience, and overall behavior in different market conditions. Key Features: ✅ Multiple Performance Measures: Choose from various relative performance calculations, including: Relative Performance: Measures how much an asset has outperformed or underperformed its benchmark over a given period. Relative Performance (Proportional): A proportional version of relative performance, factoring in scaling effects. Relative Performance (MA Based): Uses moving averages to smooth performance fluctuations. Alpha: A measure of an asset’s performance relative to what would be expected based on its beta and the benchmark’s return. It represents the excess return above the risk-free rate after adjusting for market risk. Price Ratio: Compares asset prices directly to determine relative value over time. ✅ Customizable Moving Averages: Apply different moving average types (SMA, EMA, SMMA, WMA, VWMA) to smooth price inputs and refine calculations. ✅ Beta Calculation: Includes a Beta measure used in Alpha calculation, which users can toggle the visibility of helping users understand an asset's sensitivity to market movements. ✅ Risk-Free Rate Adjustment: Incorporate risk-free rates (e.g., US Treasury yields, Fed Funds Rate) for a more accurate calculation of Alpha. ✅ Logarithmic Returns Option: Users can switch between standard returns and log returns for more refined performance analysis. ✅ Dynamic Color Coding: Identify outperformance or underperformance with intuitive color coding. Option to color bars based on relative strength, making chart analysis easier. ✅ Customizable Tables for Data Display: Overview table summarizing key metrics. Explanation table offering insights into how values are derived. How to Use: Select a Benchmark: Choose a comparison symbol (e.g., TOTAL or SPX ). Pick a Performance Metric: Use different modes to analyze relative performance. Customize Calculation Methods: Adjust moving averages, timeframes, and log returns based on preference. Interpret the Colors & Tables: Utilize the dynamic coloring and tables to quickly assess market conditions. Ideal For: Traders looking to compare individual asset performance against an index or benchmark. Investors analyzing Alpha & Beta to understand risk-adjusted returns. Market analysts who want a visually intuitive and data-rich performance tracking tool. This indicator provides a powerful and flexible way to track relative asset strength, helping users make more informed trading decisions.
Pine Script®指標
由AltcoinDreaming提供
Risk RewardThe Risk Reward indicator, developed by OmegaTools, is a versatile technical tool designed to help traders visualize and evaluate potential reward and risk levels in their trades. By comparing recent price action against moving averages and volatility deviations, it calculates a range-weighted assessment of upside reward and downside risk. It provides a clear, color-coded visual representation of these potential ranges, along with critical support and resistance levels to aid in trade decision-making. This indicator is ideal for traders seeking to optimize their risk-reward ratio and make informed trade management decisions. Features Reward and Risk Visualization: Provides a histogram showing the relative potential of upside reward versus downside risk based on current price action. Dynamic Support and Resistance Levels: Calculates and plots key price levels based on extreme of historical volatility, helping traders to identify important price zones. Trade Size Customization: Users can adjust the trade size, and the indicator will calculate and display the estimated risk and reward in monetary terms based on the contract value. Adaptive Volatility Extensions: Automatically adjusts extension lines based on volume, helping traders anticipate future price ranges and potential breakouts or breakdowns. Customizable Visuals: Allows users to personalize the color scheme for bullish and bearish scenarios, making the chart more intuitive and user-friendly. User Guide Trade Size (size): Adjust the trade size in units (default is 1). This parameter impacts the risk and reward calculation shown in the summary table. Length (lnt): Set the length for the exponential moving average (EMA) and the highest/lowest price calculations. This length determines the sensitivity of the indicator. Different Visual (down): A boolean input to adjust the method for calculating downside risk. When set to true, it uses a different visual scheme. Bullish Color (upc): Customize the color of the bullish (upside) histogram and support levels. Bearish Color (dnc): Customize the color of the bearish (downside) histogram and resistance levels. Plots First Probability: Displays a histogram representing the higher value between reward and risk. It is colored according to whether the upside or downside is greater, providing a clear signal for potential trade direction. Second Probability: A secondary histogram plot that visualizes the lower value between reward and risk, offering an additional perspective on the trade’s risk-reward balance. Low Level/High Level: Displays dynamic support and resistance levels based on historical price data and volatility deviations. Extension Lines: Visualize potential future price levels using volatility-adjusted projections. These lines help traders anticipate where price could move based on current conditions. On-Chart Labels and Risk-Reward Table: Risk and Reward Calculations: The indicator calculates the monetary value of downside risk and upside reward based on the provided trade size, volatility measures, and price movements. Risk/Reward Table: Displayed directly on the chart, showing the downside risk and upside reward in easy-to-understand numerical values. This helps traders quickly assess the feasibility of a trade. How It Works: Moving Average Comparison: The indicator first calculates the 21-period (default) exponential moving average (EMA). It then compares the current price against this moving average to determine whether the market is in a bullish or bearish phase. Deviation Calculation: It calculates the average deviation between the price and the EMA for both bullish and bearish movements, which is used to establish dynamic support and resistance levels. Risk-Reward Calculation: Based on the highest and lowest price levels over the set period and the calculated deviations, it determines the potential upside reward and downside risk. The reward is calculated as the distance between the current price and the upper resistance levels, while the risk is determined as the distance to the lower support levels. Visual Representation The indicator plots histograms representing the relative magnitude of potential reward and risk. Support and resistance levels are dynamically plotted on the chart using circles and lines, helping traders easily spot key areas of interest. Extension lines are drawn to visualize potential future price levels based on current volatility. Risk/Reward Table: This feature displays the calculated monetary risk and reward based on the trade size. It updates dynamically with price changes, offering a constant reference point for traders to evaluate their trade setup. Practical Application Identify Entry Points: Use the dynamic support and resistance levels to identify ideal trade entry points. The histogram helps determine whether the potential reward justifies the risk. Risk Management: The calculated downside risk provides traders with an objective view of where to place stop-loss levels, while the upside reward aids in setting profit targets. Trade Execution: By visually assessing whether reward outweighs risk, traders can make more informed decisions on trade execution, with the risk-reward ratio clearly displayed on the chart. Best Practices: Use Alongside Other Indicators: While this indicator offers a powerful standalone tool for assessing risk and reward, it works best when combined with other trend or momentum indicators for confirmation. Adjust Inputs Based on Market Conditions: Adjust the length and trade size inputs depending on the asset being traded and the time horizon, as different assets may require different sensitivity settings.
Pine Script®指標
由OmegaTools提供
ATR Price Range Prediction V.2### ATR Price Range Prediction V.2 This script calculates the expected high and low prices for the current day based on the Average True Range (ATR) and displays the proportion of days where the daily range (high - low) is greater than or equal to the ATR. Additionally, the script provides an option to adjust the size of the text displayed in the top-right corner of the chart. #### How It Works 1. **ATR Calculation**: The script calculates the ATR for a specified period (`atrPeriod`). ATR is a measure of volatility that represents the average range between the high and low prices over a specified number of periods. 2. **Expected High and Low Calculation**: - **Expected High**: Calculated by adding the ATR value to the low price of the current day. - **Expected Low**: Calculated by subtracting the ATR value from the high price of the current day. 3. **Proportion Calculation**: The script calculates the proportion of days where the daily range (high - low) is greater than or equal to the ATR value. This proportion is updated in real-time as new data comes in. 4. **Table Display**: Instead of displaying labels on each candle, the script shows the expected high, expected low, and the calculated proportion in a table located at the top-right corner of the chart. The size of the text in this table can be adjusted using the `Table Size` input. 5. **Color Coding**: The script changes the color of the bars to yellow if the daily range is greater than or equal to the ATR value, making it easy to identify these bars visually. #### How to Use - **ATR Period (`atrPeriod`)**: Adjust the period for the ATR calculation using the input parameter. The default value is 14. - **Table Size (`tableSizeOption`)**: Choose the size of the text displayed in the table. Options include `tiny`, `small`, `normal`, `large`, and `huge`. - **Expected High and Low**: Use the green and red lines to identify potential target prices or stop-loss levels for your trades. The green line represents the expected high, and the red line represents the expected low. - **Proportion**: The table in the top-right corner of the chart shows the proportion of days where the daily range is greater than or equal to the ATR value. This can provide insight into the volatility of the asset. - **Color Coding**: Yellow bars indicate days where the daily range is greater than or equal to the ATR value. --- ### ภาษาไทย ### ATR คาดการณ์ราคาสูงสุดและต่ำสุด พร้อมสัดส่วน สคริปต์นี้คำนวณราคาสูงสุดและต่ำสุดที่คาดการณ์สำหรับวันปัจจุบันโดยอิงจากค่าเฉลี่ยช่วงที่แท้จริง (ATR) และแสดงสัดส่วนของวันที่ช่วงราคาต่อวัน (สูง - ต่ำ) มากกว่าหรือเท่ากับค่า ATR นอกจากนี้ยังมีตัวเลือกในการปรับขนาดข้อความที่แสดงในกล่องข้อความมุมขวาบนของกราฟ #### วิธีการทำงาน 1. **การคำนวณ ATR**: สคริปต์คำนวณค่า ATR สำหรับช่วงเวลาที่กำหนด (`atrPeriod`) ATR เป็นมาตรวัดความผันผวนที่แสดงช่วงเฉลี่ยระหว่างราคาสูงสุดและต่ำสุดในช่วงเวลาที่กำหนด 2. **การคำนวณราคาสูงสุดและต่ำสุดที่คาดการณ์**: - **ราคาสูงสุดที่คาดการณ์**: คำนวณโดยการบวกค่า ATR กับราคาต่ำสุดของวันปัจจุบัน - **ราคาต่ำสุดที่คาดการณ์**: คำนวณโดยการลบค่า ATR จากราคาสูงสุดของวันปัจจุบัน 3. **การคำนวณสัดส่วน**: สคริปต์คำนวณสัดส่วนของวันที่ช่วงราคาต่อวัน (สูง - ต่ำ) มากกว่าหรือเท่ากับค่า ATR สัดส่วนนี้จะอัปเดตแบบเรียลไทม์เมื่อมีข้อมูลใหม่เข้ามา 4. **การแสดงผลในตาราง**: แทนที่จะแสดงป้ายกำกับบนแท่งเทียนแต่ละแท่ง สคริปต์จะแสดงราคาสูงสุดที่คาดการณ์ ราคาต่ำสุดที่คาดการณ์ และสัดส่วนที่คำนวณในตารางที่มุมขวาบนของกราฟ โดยสามารถปรับขนาดข้อความในตารางได้ 5. **การใช้สี**: สคริปต์จะเปลี่ยนสีของแท่งเทียนเป็นสีเหลืองหากช่วงราคาต่อวันมากกว่าหรือเท่ากับค่า ATR ทำให้สามารถระบุแท่งเทียนเหล่านี้ได้ง่ายขึ้น #### วิธีการใช้งาน - **ATR Period (`atrPeriod`)**: ปรับช่วงเวลาสำหรับการคำนวณ ATR โดยใช้พารามิเตอร์การป้อนค่า ค่าเริ่มต้นคือ 14 - **Table Size (`tableSizeOption`)**: เลือกขนาดข้อความที่แสดงในตาราง ตัวเลือกได้แก่ `tiny`, `small`, `normal`, `large`, และ `huge` - **ราคาสูงสุดและต่ำสุดที่คาดการณ์**: ใช้เส้นสีเขียวและสีแดงเพื่อระบุราคาที่เป็นเป้าหมายหรือระดับการหยุดขาดทุนสำหรับการซื้อขายของคุณ เส้นสีเขียวแสดงถึงราคาสูงสุดที่คาดการณ์และเส้นสีแดงแสดงถึงราคาต่ำสุดที่คาดการณ์ - **สัดส่วน**: ตารางที่มุมขวาบนของกราฟแสดงสัดส่วนของวันที่ช่วงราคาต่อวันมากกว่าหรือเท่ากับค่า ATR ซึ่งสามารถให้ข้อมูลเชิงลึกเกี่ยวกับความผันผวนของสินทรัพย์ - **การใช้สี**: แท่งเทียนสีเหลืองบ่งบอกถึงวันที่ช่วงราคาต่อวันมากกว่าหรือเท่ากับค่า ATR _____
Pine Script®指標
由August_Supertrader提供
1
High/Low of week: Stats & Day of Week tendencies// Purpose: -To show High of Week (HoW) day and Low of week (LoW) day frequencies/percentages for an asset. -To further analyze Day of Week (DoW) tendencies based on averaged data from all various custom weeks. Giving a more reliable measure of DoW tendencies ('Meta Averages'). -To backtest day-of-week tendencies: across all asset history or across custom user input periods (i.e. consolidation vs trending periods). -Education: to see how how data from a 'hard-defined-week' may be misleading when seeking statistical evidence of DoW tendencies. // Notes & Tips: -Only designed for use on DAILY timeframe. -Verification table is to make sure HoW / LoW DAY (referencing previous finished week) is printing correctly and therefore the stats table is populating correctly. -Generally, leaving Timezone input set to "America/New_York" is best, regardless of your asset or your chart timezone. But if misaligned by 1 day =>> tweak this timezone input to correct -If you want to use manual backtesting period (e.g. for testing consolidation periods vs trending periods): toggle these settings on, then click the indicator display line three dots >> 'Reset Points' to quickly set start & end dates. // On custom week start days: -For assets like BTC which trade 7 days a week, this is quite simple. Pick custom start day, use verification table to check all is well. See the start week day & time in said verification table. -For traditional assets like S&P which trade only 5 days a week and suffer from occasional Holidays, this is a bit more complicated. If the custom start day input is a bank holiday, its custom 'week' will be discounted from the data set. E.g.1: if you choose 'use custom start day' and set it to Monday, then bank holiday Monday weeks will be discounted from the data set. E.g.2: If you choose 'use custom start day' and set it to Thursday, then the Holiday Thursday custom week (e.g Thanksgiving Thursday >> following Weds) would be discounted from the data set. // On 'Meta Averages': -The idea is to try and mitigate out the 'continuation bias' that comes from having a fixed week start/end time: i.e. sometimes a market is trending through the week start/end time, so the start/end day stats are over-weighted if one is trying to tease out typical weekly profile tendencies or typical DoW tendencies. You'll notice this if you compare the stats with various custom start days ('bookend' start/end days are always more heavily weighted). I wanted to try to mitigate out this 'bias' by cycling through all the possible new week start/end days and taking an average of the results. i.e. on BTC/USD the 'meta average' for Tuesday would be the average of the Tuesday HoW frequencies from the set of all 7 possible custom weeks(Mon-Sun, Tues-Mon, Weds-Tues, etc etc). // User Inputs: ~Week Start: -use custom week start day (default toggled OFF); Choose custom week start day -show Meta Averages (default toggled ON) ~Verification Table: -show table, show new week lines, number of new week lines to show -table formatting options (position, color, size) -timezone (only for tweaking if printed DoW is misaligned by 1 day) ~Statistics Table: -show table, table formatting options (position, color, size) ~Manual Backtesting: -Use start date (default toggled OFF), choose start date, choose vline color -Use end date (defautl toggled OFF), choose end date, choose vline color // Demo charts: NQ1! (Nasdaq), Full History, Traditional week (Mon>>Friday) stats. And Meta Averages. Annotations in purple: NQ1! (Nasdaq), Full History, Custom week (custom start day = Wednesday). And Meta Averages. Annotations in purple:
Pine Script®指標
由twingall提供
5
OctaScalp Precision Pro [By TraderMan]What is OctaScalp Precision Pro ? 🚀 OctaScalp Precision is a powerful scalping indicator designed for fast, short-term trades. It combines eight technical indicators to generate 💪 high-accuracy buy 📗 and sell 📕 signals. Optimized for scalpers, this tool targets small price movements in low timeframes (1M, 5M). With visual lines 📈, labels 🎯, and Telegram alerts 📬, it simplifies quick decision-making, enhances risk management, and tracks trade performance. What Does It Do? 🎯 Fast Signals: Produces reliable buy/sell signals using a consensus of eight indicators. Risk Management: Offers automated Take Profit (TP) 🟢 and Stop Loss (SL) 🔴 levels with a 2:1 reward/risk ratio. Trend Confirmation: Validates short-term trends with a 30-period EMA zone. Performance Tracking: Records trade success rates (%) and the last 5 trades 📊. User-Friendly: Displays market strength, signal type, and trade details in a top-right table. Alerts: Sends Telegram-compatible notifications for new positions and trade results 📲. How Does It Work? 🛠️ OctaScalp Precision integrates eight technical indicators (RSI, MACD, Stochastic, Momentum, 200-period EMA, Supertrend, CCI, OBV) for robust analysis. Each indicator contributes 0 or 1 point to a bullish 📈 or bearish 📉 score (max 8 points). Signals are generated as follows: Buy Signal 📗: Bullish score ≥6 and higher than bearish score. Sell Signal 📕: Bearish score ≥6 and higher than bullish score. EMA Zone 📏: A zone (default 0.1%) around a 30-period EMA confirms trends. Price staying above or below the zone for 4 bars validates the direction: Up Direction: Price above zone, color green 🟢. Down Direction: Price below zone, color red 🔴. Neutral: Price within zone, color gray ⚪. Entry/Exit: Entries are triggered on new signals, with TP (2% profit) and SL (1% risk) auto-calculated. Table & Alerts: Displays market strength (% bull/bear), signal type, entry/TP/SL, and success rate in a table. Telegram alerts provide instant notifications. How to Use It? 📚 Setup 🖥️: Add the indicator to TradingView and use default settings or customize (EMA length, zone width, etc.). Best for low timeframes (1M, 5M). Signal Monitoring 🔍: Check the table: Bull Strength 📗 and Bear Strength 📕 percentages indicate signal reliability. Confirm Buy (📗 BUY) or Sell (📕 SELL) signals when trendSignal is 1 or -1. Entering a Position 🎯: Buy: trendSignal = 1, bullish score ≥6, and higher than bearish score, enter at the entry price. Sell: trendSignal = -1, bearish score ≥6, and higher than bullish score, enter at the entry price. TP and SL: Follow the green (TP) 🟢 and red (SL) 🔴 lines on the chart. Exiting 🏁: If price hits TP, trade is marked ✅ successful; if SL, marked ❌ failed. Results are shown in the “Last 5 Trades” 📜 section of the table. Setting Alerts 📬: Enable alerts in TradingView. Receive Telegram notifications for new positions and trade outcomes. Position Entry Strategy 💡 Entry Conditions: For Buy: Bullish score ≥6, trendSignal = 1, price above EMA zone 🟢. For Sell: Bearish score ≥6, trendSignal = -1, price below EMA zone 🔴. Check bull/bear strength in the table (70%+ is ideal for strong signals). Additional Confirmation: Use on high-volume assets (e.g., BTC/USD, EUR/USD). Validate signals with support/resistance levels. Be cautious in ranging markets; false signals may increase. Risk Management: Stick to the 2:1 reward/risk ratio (TP 2%, SL 1%). Limit position size to 1-2% of your account. Tips and Recommendations 🌟 Best Markets: Ideal for volatile markets (crypto, forex) and low timeframes (1M, 5M). Settings: Adjust EMA length (default 30) or zone width (0.1%) based on the market. Backtesting: Test on historical data to evaluate success rate 📊. Discipline: Follow signals strictly and avoid emotional decisions. OctaScalp Precision makes scalping fast, precise, and reliable! 🚀
Pine Script®指標
由Traderman_1993提供
AI-Powered ScalpMaster Pro [By TraderMan]🧠 AI-Powered ScalpMaster Pro How It Works 📊 What Is the Indicator and What Does It Do? 🧠 AI-Powered ScalpMaster Pro is a powerful technical analysis tool designed for scalping (short-term, fast-paced trading) in financial markets such as forex, crypto, or stocks. It combines multiple technical indicators (RSI, MACD, Stochastic, Momentum, EMA, SuperTrend, CCI, and OBV) to identify market trends and generate AI-driven buy (🟢) or sell (🔴) signals. The goal is to help traders seize profitable scalping opportunities with quick and precise decisions. 🚀 Key Features: 🧠 AI-Driven Logic: Analyzes signals from multiple indicators to produce reliable trend signals. 📈 Signal Strength: Displays buy (bull) and sell (bear) signal strength as percentages. ✅ Success Rate: Tracks the performance of the last 5 trades and calculates the success rate. 🎯 Entry, TP, and SL Levels: Automatically sets entry points, take profit (TP), and stop loss (SL) levels. 📏 EMA Zone: Analyzes price movement around the EMA 200 to confirm trend direction. ⚙️ How Does It Work? The indicator uses a scoring system by combining the following technical indicators: RSI (14): Evaluates whether the price is in overbought or oversold zones. MACD (12, 26, 9): Analyzes trend direction and momentum. Stochastic (%K): Measures the speed of price movement. Momentum: Checks the price change over the last 10 bars. EMA 200: Determines the long-term trend direction. SuperTrend: Tracks trends based on volatility. CCI (20): Measures price deviation from its normal range. OBV ROC: Analyzes volume changes. Each indicator generates a buy (bull) or sell (bear) signal. If 6 or more indicators align in the same direction (e.g., bullScore >= 6 for buy), the indicator produces a strong trend signal: 📈 Strong Buy Signal: bullScore >= 6 and bullScore > bearScore. 📉 Strong Sell Signal: bearScore >= 6 and bearScore > bullScore. 🔸 Neutral: No dominant direction. Additionally, the EMA Zone feature confirms the trend based on the price’s position relative to a zone around the EMA 200: Price above the zone and sufficiently distant → Uptrend (UP). 🟢 Price below the zone and sufficiently distant → Downtrend (DOWN). 🔴 Price within the zone → Neutral. 🔸 🖥️ Display on the Chart Table: A table in the top-right corner shows the status of all indicators (✅ Buy / ❌ Sell), signal strength (as %), success rate, and results of the last 5 trades. Lines and Labels: 🎯 Entry Level: A gray line at the price level when a new signal is generated. 🟢 TP (Take Profit): A green line showing the take-profit level. 🔴 SL (Stop Loss): A red line showing the stop-loss level. EMA Zone: The EMA 200 and its surrounding colored zone visualize the trend direction (green: uptrend, red: downtrend, gray: neutral). 📝 How to Use It? Platform Setup: Add the indicator to the TradingView platform. Customize settings as needed (e.g., EMA length, risk/reward ratio). Monitoring Signals: Check the table: Look for 📈 STRONG BUY or 📉 STRONG SELL signals to prepare for a trade. AI Text: Trust signals more when it says "🧠 FULL CONFIDENCE" (success rate ≥ 50%). Be cautious if it says "⚠️ LOW CONFIDENCE." Entering a Position: 🟢 Buy Signal: Table shows "📈 STRONG BUY" and bullScore >= 6. Price is above the EMA Zone (green zone). Entry: Current price (🎯 entry line). TP: 2% above the entry price (🟢 TP line). SL: 1% below the entry price (🔴 SL line). 🔴 Sell Signal: Table shows "📉 STRONG SELL" and bearScore >= 6. Price is below the EMA Zone (red zone). Entry: Current price (🎯 entry line). TP: 2% below the entry price (🟢 TP line). SL: 1% above the entry price (🔴 SL line). Position Management: If the price hits TP, the trade closes profitably (✅ Successful). If the price hits SL, the trade closes with a loss (❌ Failed). Results are updated in the "Last 5 Trades" section of the table. Risk Management: Default risk/reward ratio is 1:2 (1% risk, 2% reward). Always adjust position size based on your capital. Consider smaller lot sizes for "⚠️ LOW CONFIDENCE" signals. 💡 Tips Timeframe: Use 1-minute, 5-minute, or 15-minute charts for scalping. Market Selection: Works best in volatile markets (e.g., BTC/USD, EUR/USD). Confirmation: Ensure the EMA Zone trend aligns with the signal. Discipline: Stick to TP and SL levels, avoid emotional decisions. ⚠️ Warnings No indicator is 100% accurate. Always use additional analysis (e.g., support/resistance). Be cautious during high-volatility periods (e.g., news events). The success rate is based on past performance and does not guarantee future results.
Pine Script®指標
由Traderman_1993提供
Stock Performance Dashboard + Sector PerformanceThis indicator, Stock Performance Dashboard + Sector Performance, provides a comprehensive visual analysis of both individual stock performance and sectoral trends directly on your TradingView chart. Key Features: Performance Dashboard Table: Displays the stock’s returns over multiple timeframes (1, 5, 10, 20, 50, 200 days) and compares them to a selected benchmark index (default: NIFTYMIDSML400). Highlights whether the stock is outperforming the index for each period, shows the difference in performance, and includes an RSI (Relative Strength Index) column for additional momentum insight. Calculates and displays a “conviction” score and level based on how often the stock outperforms the index across periods. Sector Performance Table: Ranks and displays the top-performing sectors from a predefined list of major NSE sector indices over four key periods (1D, 5D, 30D, 50D). For each period, the top 5 sectors are shown, with color-coded performance for quick visual assessment. Customization: Includes options for dark/light mode, table size, position, and which columns to display. Supports a compact “mini mode” for simplified visualization. Usage: This tool is ideal for traders and investors who want a quick, at-a-glance comparison of a stock’s short- and long-term momentum versus its benchmark, as well as a live snapshot of sector rotation and leadership in the Indian market. All data is presented in clear, color-coded tables for actionable decision-making.
Pine Script®指標
由priteshmailbox提供
Ultimate Market Rhythm Scanner FXReady to feel like a chart-wielding wizard? The Ultimate Market Rhythm Scanner FX is here to supercharge your Forex analysis by piping in multi-timeframe goodness from up to 10 OANDA currency pairs. You’ll see structure breakouts, Ichimoku signals, MACD pulses, RSI/Bollinger momentum waves, and candlestick patterns—all at once. Think of it as your own personal mission control dashboard, scanning the FX galaxy and beaming back color-coded signals so you know instantly where the market action is hottest. Remember, to keep the data aligned, you’ll want to load this indicator on an OANDA FX pair chart (like OANDA:EURUSD) so everything lines up perfectly behind the scenes. Key Features Market Structure Wizardry Locates pivot highs and lows (Higher High, Lower Low, etc.) Spots breakouts above/below these pivots Shouts out “CHoCH” (Change of Character) when structure flips from bullish to bearish (or vice versa) If you want to understnd more about the market structure logic in this script check out my other script, it uses the same logic: Tracks price above/below the Ichimoku Cloud Flags Tenkan/Kijun crosses for bullish or bearish setups MACD & SMI Insights MACD line vs. Signal Cross & crossing the Zero line SMI crosses in overbought/oversold “zones” (because pure oscillator mania is cool) Momentum Radar Mashes up RSI + Bollinger + Ichimoku for either “Bullish,” “Bearish,” or “Neutral” Also checks a separate Daily timeframe for cosmic perspective Candlestick Pattern Goodness Detects common candle formations (Hammer, Hanging Man, Marubozu, etc.) Tells you exactly how many bars ago they flashed their signals Time Fade Magic Recent signals shine bright Older signals fade out like invisible ninjas after a user-defined number of bars Explanation of Settings Below lies the control panel for your new chart-snooping sidekick: Symbol Settings (Symbol 1...Symbol 10) Select multiple FX OANDA pairs (like OANDA:AUDUSD). Each pair spawns a new column in the scanner table. Ensure your chart is also set to an OANDA pair—the script only speaks “OANDA.” Ichimoku Settings Use Ichimoku Filter: Toggles everything Ichimoku. conversionPeriods, basePeriods, laggingSpan2Periods, displacement: The classic Ichimoku parameters to mold your cloud magic. Pivot Logic Pivot Source: Wicks vs. Closes for pivot detection. BOS Confirmation: If you prefer breakouts confirmed by wicks or closes. Left Swing Length: Bars left for pivots. Right Swing Length High / Low: Bars right for pivot confirmation. Invert Right Swing in Bearish Trend: Auto-flip logic when gloom takes over. This means right swing size high value will become right swing size low value in a bearish trend (determined by latest CHoCH). RSI & Bollinger RSI Period: The heartbeat of RSI. RSI Overbought / Oversold: Thresholds for RSI mania. BB Length / StdDev: The Bollinger band radius for measuring price expansions. MACD fastLength, slowLength, signalLength: The trifecta that shapes your MACD wave. SMI Settings Nested variables for SMI’s K, D, and EMA lengths. Overbought and Oversold levels for zone detection. Time Display Settings Fade out old signals: Turn the fade effect on/off. Fade After X Bars: The number of bars after which signals do a ghost trick. Fade Transparency: How ghostly (0–100) those old signals become. Table Settings Show Table: Summon or banish the entire scanner table. Table Position: Choose the quadrant for your new data-loving sidekick. Table Text Size: Big or small text for those crucial signals. Table Layout With “Show Table” on, a futuristic readout appears, listing: Columns: Each symbol’s name runs across the top (up to 10). Rows: A row for each technical aspect, such as: Last Pivot (pivot) – The most recent pivot type (HH, HL, LH, LL) and how many bars ago. Last CHoCH – Crows “▲/▼ X bars ago” if structure reversed. Ichi Cloud (ichi) – Tells you if price soared above or dived below the Cloud. Multi Mom D (momentum_d) – A daily momentum label (Bullish/Bearish/Neutral). It shows you daily momentum even on times frames lower than the daily. Multi Mom D is not reliable if the chart is on a time frame higher than the daily. Multi Mom (momentum) – Current timeframe momentum label. SMI ZONE (smizone) – If SMI’s in a bullish or bearish zone. MACD 0 LINE (macdzero) – Number of bars since crossing zero. SMI CROSS (smicross) – A bullish or bearish cross in overbought/oversold territory. TK Cross (tk) – Tenkan/Kijun cross and how many bars ago. MACD Cross (macd) – MACD crossing above/below its signal line. Last Pattern (lastpat) – The candle pattern found and bars since it popped. Pattern (pattype) – The name of that pattern (Hammer, Hanging Man, etc.). Each cell can be tinted in a blue-ish glow for bullish vibes, or a purple shade for bearish signals. The “bars ago” text helps you see how fresh the signal is—fewer bars = more relevant. Usage Notes OANDA Chart is King Always apply this indicator on an OANDA-based chart (e.g., OANDA:GBPJPY). If you deviate, the script might not retrieve data properly from the OANDA feed. Symbol List For each of the symbols inputs, pick your favorite currency crosses (all from the OANDA universe). Timeframes The script runs on your current chart’s timeframe for near-term action. It simultaneously checks the daily timeframe to measure high-level momentum. Fade-Out Feature By default, signals older than 5 bars fade out. Adjust in “Time Display Settings” if you want them to linger. Confluence is King If a pivot breakout, bullish Ichimoku cross, and an SMI overbought cross all light up at once, you might have a short-term rocket on your hands. Always confirm with your trading plan! Summary Embrace your inner data nerd with the Market Rhythm Scanner FX—the ultimate multi-asset intelligence platform for OANDA Forex pairs. From subtle pivot changes to daily momentum shifts, from candle patterns to MACD fireworks, it’s all consolidated into one easy-to-digest control panel. Step 1: Load up an OANDA chart (like “OANDA:EURUSD”). Step 2: Enter your chosen OANDA pairs under “Symbol Settings.” Step 3: Geek out over the instant real-time multi-indicator table, letting you see which instruments are sizzling or fizzling. No more frantic tab-hopping. Save your mental bandwidth for the big decisions. Let the Ultimate Market Rhythm Scanner FX be your ever-watchful sidekick, scanning the charts so you can conquer the Forex battlefield like the tech-savvy champion you are! This script is free to use at present, but I reserve the right to move it behind a paywall in the future.
Pine Script®指標
由donniedarko123提供
[Options Strategies] Selling Covered Calls and Puts (TSO) This trading indicator assists with traditional covered options trading strategies like Covered Calls, Covered Puts, and Cash Secured Puts. It also offers advanced features for trading options intelligently by utilizing options specific levels, such as BE (Break Even) and Strike (all visually shown on chart) in combination with S&R (Support and Resistance), Trend Lines, and other technical analysis tools such as MA (Moving Averages) and ATR Average True Range, all integrated within the indicator. * Covered options approach over trading shares or options separately offers distinct advantages: - Reduced Risk and Flexibility : Covered options strategy provides a more conservative approach by combining stock ownership with options trading. It reduces risk exposure compared to buying options outright or trading shares alone. Additionally, it offers flexibility in various market conditions. - Profitability in Sideways Markets: Covered options allow for profitability in scenarios where the stock price is either moving optimally or remaining sideways. In contrast, just holding stocks might not yield significant gains in a sideways market, and buying options can result in losses due to time decay. - Protection Against Price Movements: In covered options, if the stock price goes against the trade, the loss is mitigated by the premium received from selling the options. This provides a level of protection compared to other trading strategies where losses can accumulate more rapidly. ============================================================== Strategies / Visual Examples: --------------------------------------------------------------------------- --------------------------------------------------------------------------- Up to 3 Symbols can be monitored at the same time with alerts for each Symbol and a Stats Table. To see Symbol's visuals (Date Range, Strike, BE, etc.) - the chart has to be loaded with that Symbol. Here is an example of trading multiple stocks at same layout on different charts trading AAPL, BAC and TSLA. --------------------------------------------------------------------------- --------------------------------------------------------------------------- An example of a Smart Covered Calls trading SPY. STRATEGY EXPLANATION: * Trade Open Trigger (Bullish/Sideway) >>> S&R (Support and Resistance) or Trend Line broken, bounced off or simply near (if price is near/slightly crossing S&R/Trend Line > a bounce often takes place) >>> Confirmation by additional TA (Technical Analysis) tools. >>> EXAMPLE: Broken Resistance combined with a Trend Line up-bounce, confirmed by bullish 200EMA. * TP (Take-Profit) >>> Contracts Expire at Expiration date: Premium received for selling contracts kept. >>> Assignment: Premium received for selling contracts kept + stock assigned/sold at a higher price than it was purchased. * BE/SL (Break Even Stop-Loss) | >>> BE/SL hit: stock sold at a slight loss with options contracts bought out (BTC - Buy to Close) at a lower price than initially sold (since price went down and these are calls), so technically the loss is reduced by the partial Premium still kept from initially sold contracts at trade open. >>> Increasing the BE/SL distance: for wider BE/SL > Bid Price needs to be increased: - Set longer Expiration date. - Set closer Strike price. NOTE: With longer Expiration date and closer Strike, chances of assignment increase as well. It's best to find an optimal level, where BE/SL is behind a Support/Resistance level and/or an established trend line and/or Large Length Moving Average, yet not extremely far away. --------------------------------------------------------------------------- --------------------------------------------------------------------------- An example of a Smart Covered Puts trading SPY. STRATEGY EXPLANATION: * Trade Open Trigger (Bearish/Sideway) >>> S&R (Support and Resistance) or Trend Line broken, bounced off or simply near (if price is near/slightly crossing S&R/Trend Line > a bounce often takes place) >>> Confirmation by additional TA (Technical Analysis) tools. >>> EXAMPLE: Broken Resistance combined with a Trend Line down-bounce, confirmed by bearish 200EMA. * TP (Take-Profit) >>> Contracts Expire at Expiration date: Premium received for selling contracts kept. >>> Assignment: Premium received for selling contracts kept + stock assigned/bought-to-cover at a lower price than it was shorted. * BE/SL (Break Even Stop-Loss) | >>> BE/SL hit: stock bought-to-cover at a slight loss with options contracts bought out (BTC - Buy to Close) at a lower price than initially sold (since price went up and these are puts), so technically the loss is reduced by the partial Premium still kept from initially sold contracts at trade open. >>> Increasing the BE/SL distance: for wider BE/SL > Bid Price needs to be increased: - Set longer Expiration date. - Set closer Strike price. NOTE: With longer Expiration date and closer Strike, chances of assignment increase as well. It's best to find an optimal level, where BE/SL is behind a Support/Resistance level and/or an established trend line and/or Large Length Moving Average, yet not extremely far away. --------------------------------------------------------------------------- --------------------------------------------------------------------------- An example of a Smart Secured Cash Puts trading SPY. STRATEGY EXPLANATION: * Trade Open Trigger (Bullish/Sideway) >>> Bullish steady trend. >>> Confirmation by additional TA (Technical Analysis) tools. >>> EXAMPLE: Slowly rising price action above 200EMA. * TP (Take-Profit) >>> Early BTC: BTC (Buy to Close) before Expiration date if options premium/contract price already reduced by at least 50-90% (the reduced price is the profit, if premium lost 90% - only 10% will need to be paid to buy options out to close the trade) and if the stock price is nearing Resistance, Trend Line or big length moving average (like 200EMA) as a bounce may happen or even a potential reverse of the trend. If there is no trend reversal or a small correction bounce occurs, with further trend continuation > another Cash Secured Puts trade can be opened with new Expiration date and Strike. >>> Contracts Expire at Expiration date: Premium received for selling contracts kept, considering the Strike was never hit. >>> Assignment with stock closing below Strike and above/near BE (Break Even): Premium received for selling contracts kept. NOTE: It is best to get rid of the stock ASAP to then open a new Cash Secured Puts trade with lower Strike and a new Expiration date. * BE/SL (Break Even Stop-Loss) | >>> BE/SL hit: contracts bought out (BTC - Buy to Close) at a higher price than initially sold (since price went down and these are puts), the amount/difference in current contract price is the loss (as premium received + contract price increase is the total cost, which will have to be paid to buy the countracts out). >>> Increasing the BE/SL distance: for wider BE/SL > Bid Price needs to be increased: - Set longer Expiration date. - Set closer Strike price. NOTE: With longer Expiration date and closer Strike, chances of assignment increase as well. It's best to find an optimal level, where BE/SL is behind a Support/Resistance level and/or an established trend line and/or Large Length Moving Average, yet not extremely far away. --------------------------------------------------------------------------- --------------------------------------------------------------------------- An example of Options Wheel strategy trading TQQQ. See how Strike and BE (Break Even) hits are displayed every time they occur. STRATEGY EXPLANATION: * Trade Open Trigger (Bullish/Sideway) >>> Options Wheel strategy combines Cash Secured Puts with Covered Calls, so a steady bullish trend is preferred with lower volatility. >>> It's best to start with Cash Secured Puts until assignment hits (stocks purchased), then switch to Covered Calls until assignment hits (stocks sold) and so on. * TP (Take-Profit) >>> Contracts Expire at Expiration date: Premium received for selling contracts kept. >>> Assignment: Premium received for selling contracts kept. Stock is assigned (purchased if Cash Secured Puts were sold | sold if Covered Calls were sold ). * BE/SL (Break Even Stop-Loss) >>> Assignment is the stop-loss for this strategy, which ends current trade and starts next one. It is not a direct loss, but could result a long unrealized losses if after stock purchase assignment it goes down for a while or even a complete loss if low-cap company is used and it goes out of business. >>> BE/SL distance can still be increased/kept optimal: for wider BE/SL > Bid Price needs to be increased: - Set longer Expiration date. - Set closer Strike price. NOTE: With longer Expiration date and closer Strike, chances of assignment increase as well. It's best to find an optimal level, where BE/SL is behind a Support/Resistance level and/or an established Trend Line and/or Large Length Moving Average, yet not extremely far away. | 3.0_wheel_strategy_tqqq_example.png =========================================================================== Trading open/close/TP/SL labels, plots and colors explanations: --------------------------------------------------------------------------- There are 3 approaches: Cashed Secured Puts, Covered Puts, Covered Calls. Here is an example showing all 3 (the Strikes, Bid prices, Expirations were chosen realistically). >>> There are 3 symbol templates, the color can be changed for each and each symbol template can be unchecked to be fully hidden or all 3 can be used. >>> Strike: dashed horizontal line plotted at chosen Strike, if Strike is hit within the Date Range - there will be a label shown. >>> BE (Break Even): dotted horizontal line plotted at calculated BE, if BE is hit within the Date Range - there will be a label shown. >>> Stock Purchased: solid horizontal line plotted at input price at which the stock was purchased. >>> Date Range (STO >>> Expiration ): vertical lines with arrows (arrows direction is based on the approach), which connect Strike, BE (Break Even) and Stock Purchased creating an square/rectangle of the whole trade, making it easy to see everything at once. >>> Stats Table: shows all the necessary data for each symbol. =========================================================================== GLOBAL SETTINGS /////////////////////////////////////////////////////////// --------------------------------------------------------------------------- >>> Show: week divider vertical lines: Will show vertical divider lines separating each week. >>> Show: Mondays and Fridays: Will show M - for Monday, F - for Friday, T - for Tuesday (Tuesday will be shown if there is a Holiday on Monday) --------------------------------------------------------------------------- OPTIONS SETUP: SYMBOL0X /////////////////////////////////////////////////// | (identical for all 3 symbols) --------------------------------------------------------------------------- >>> Symbol0X | Show Table: Turns on symbol01, all visuals on chart, calculations, etc. Table can be separately hidden if desired. >>> Label Size: Size of the labels on chart showing Strike, BE (Break Even), etc. >>> Label Color: Color for all symbol0X labels. >>> Text Color: Text color for all symbol0X labels. >>> Options Trading Style: 1)Covered Calls: Bullish-sideways market approach (need to own 100 shares of stock per each contract sold), Strike price has to be set above the current stock price | 2)Covered Puts: Bearish-sideways market approach (need to own 100 shares of stock per each contract sold), Strike price has to be set below the current stock price | 3)Cash Secured Puts: Bullish-sideways approach (need to have enough cash to acquire shares at Strike price if hit), Strike price has to be set below the current stock price. >>> # of contracts sold (1 contract > 100shares): # of contracts sold per trade, for Covered Calls and Covered Puts, every contract must be backed up by 100shares of the underlying stock. >>> Price per 1 contract (Bid): Premium received per each contract sold. >>> Strike Price. >>> Stock Purchase Price: Stock purchase price (NOTE: This is only for Covered Call and Covered Puts, for Secured Cash Puts - stock is only purchased if at Expiration it closes beyond Strike price). >>> STO (Sell to Open) Date: date at which the contracts were sold and Premium received. >>> Exp (Expiration) Date: date at which contracts expire, if price never breaks the Strike at Expiration - contracts become worthless! >>> Alert/Label: Futures Expire Soon: With this setting turned on, an Alert will trigger and a Label will be shown at opening of the first candle bar on the Expiration date. It will certainly be before the end of the day, however depending on the chart TimeFrame during alert creation - it may trigger at a different time. For Example: On a Daily chart TimeFrame SPY (S&P500) will trigger such alert at 9:30AM ET. ||| NOTE: Due to difference in timezones - the solid lines representing the STO >>> Exp range may be off by 1 business day from the date input in the indicator Settings > Inputs, so double check and calibrate the date by setting it 1 day behind/ahead from actual dates so that Alert is received on the actual Expiration date. >>> Strike price Broken - Style: 'Close': Show/Alert Strike price broken only once candle bar is closed | 'Live': Show/Alert Strike price broken immediately once it happens, before candle bar is closed. >>> Show: Strike price Broken: will show a label near candle bar breaking the Strike price. >>> Alert: Strike price Broken: will alert at price breaking the Strike price. >>> BE (Break Even) price Broken - Alert Style: 'Close': Show/Alert BE (Break Even) price broken only once candle bar is closed | 'Live': Show/Alert BE (Break Even) price broken immediately once it happens, before candle bar is closed. >>> Show: BE (Break Even) price Broken: will show a label near candle bar breaking the BE price. >>> Alert: BE (Break Even) price Broken: will alert at price breaking the BE price. --------------------------------------------------------------------------- TA: TREND LINES /////////////////////////////////////////////////////////// --------------------------------------------------------------------------- >>> Trend Lines - Uptrend/downtrend colors >>> Show: Trend Lines: Show/Hide trend lines >>> Show: Trend Line Breaks: Show/Hide labels where trend lines were broken >>> Alert: Trend Line Breaks: Alert when trend line is broken >>> Trend Lines - Search - Left Bars / Trend Lines - Search - Right Bars: how many candle bars will be used to calculate Trend Lines, the bigger the number > the more precise and less amount of trend lines will be found >>> Trend Lines - Extend Setting --------------------------------------------------------------------------- TA: S&R (SUPPORT AND RESISTANCE) ////////////////////////////////////////// --------------------------------------------------------------------------- >>> S&R (Support and Resistance) - Support/Resistance colors. >>> Show: S&R (Support and Resistance) Top/Bottom Levels. >>> Show: S&R (Support and Resistance) Top/Bottom Level Breaks: Show/Hide labels where support/resistance levels were broken >>> Alert: S&R (Support and Resistance) Top/Bottom Level Breaks: Alert when S&R (Support and Resistance) level is broken >>> S&R (Support and Resistance) - Search - Left Bars / S&R (Support and Resistance) - Search - Right Bars: how many candle bars will be used to calculate S&R (Support & Resistance) Levels, the bigger the number > the more precise and less amount of support and resistance levels will be found. >>> S&R Search - Custom Resolution: This is a custom timeframe setting specifically for S&R Search, it disregards current chart timeframe. This is great to use for scalping, for example: with main chart set to 1min and the custom timeframe set to 3min or 5min - there will be stronger support/resistance levels with more detailed price action. --------------------------------------------------------------------------- TA: ADDITIONAL TOOLS ////////////////////////////////////////////////////// >>> Show - MA (Moving Average). >>> Show - ATR (Average True Range). --------------------------------------------------------------------------- --------------------------------------------------------------------------- STATS TABLE /////////////////////////////////////////////////////////////// Stats Table displays all the necessary date about each options setup. >>> Table positioning --------------------------------------------------------------------------- =========================================================================== Adding Alerts in TradngView --------------------------------------------------------------------------- -Add indicator to chart and make sure to check/uncheck which alerts are required, then simply create it. -Right-click anywhere on the TradingView chart -Click on Add alert -Condition: Select this indicator by it’s name -Immediately below, change it to "alert() function calls only" -Expiration: Open-ended (that may require higher tier TradingView account, otherwise the alert will need to be occasionally re-triggered) -Alert name: Whatever you desire -Hit “Create” -Note: If you change ANY Settings within the indicator – you must DELETE the current alert and create a new one per steps above, otherwise it will continue triggering alerts per old Settings! =========================================================================== If you have any questions or issues with the indicator, please message me directly via TradingView. --------------------------------------------------------------------------- Good Luck! (NOTE: Trading is very risky, past performance is not necessarily indicative of future results, so please trade responsibly!)
Pine Script®指標
由tso_trade提供
13
Scoopy StacksWaffle Around Multiple (Open, High, Low, Close) Stacks On Pre/Post Market & (Daily, Weekly, Monthly, Yearly) Sessions With Meticulous Columns, Rows, Tooltips, Colors, Custom Ideas, and Alerts. Sessions Use Two Step Incremental Values Default Value: (1) Shows Two Previous (O, H, L, C); Increasing Value Swaps Sessions With Next Two Stacks. ⬛️ KEY WORDS: 🟢 Crossover | 🔴 Crossunder 📗 High | 📕 Low 📔 Open | 📓 Close 🥇 First Idea | 🥈 Second Idea 🥉 Third Idea | 🎖️ Fourth Idea 🟥 ALERTS: Default Option: (Per Bar) Alerts Once Conditions Are Met (Bar Close) Alerts When Bar Closes Default Option: (Reg) Alerts During Regular Market Trading Hours, (0930-1600) (Ext) Alerts During Extended Market Hours, (1600-0930) (24/7) Alerts All Day Optional Preferences: Regular Alerts - Stocks Extended Alerts - Futures 24/7 Alerts - Crypto 🟧 STACKS: Default Value: (1) Incremental Stack Value, Increasing Value Swaps Sessions With the Next Two Stacks (✓) Swap Stacks? Pre/Post Market High/Lows, 1-2 Day High/Lows, 1-2 Week High/Lows, 1-2 Month High/Lows, 1-2 Year High/Lows ( ) Swap Stacks? Pre/Post Market Open/Close, 1-2 Day Open/Close, 1-2 Week Open/Close, 1-2 Month Open/Close, 1-2 Year Open/Close 🟨 EXAMPLES: Default Stack: 🟢 | 📗 Pre Market High (PRE) | 4600.00 🔴 | 📕 Post Market Low (POST) | 420.00 Optional: (Open) 🟢 | 📔 Post Market Open (POST) | 4400.00 Optional: (Close) 🔴 | 📓 Pre Market Close (PRE) | 430.00 Default Stack Value: (1) 🔴 | 📗 1 Day High (1DH) | 460.00 Next Stack Value: (3) 🟢 | 📕 4 Day Low (4DL) | 420.00 Optional: (Open) 🔴 | 📔 2 Day Open (2DO) | 440.00 Optional: (Close) 🟢 | 📓 3 Day Close (3DC) | 430.00 Default Stack Value: (5) 🟢 | 📗 5 Week High (5WH) | 460.00 Next Stack Value: (7) 🔴 | 📕 8 Week Low (8WL) | 420.00 Optional: (Open) 🔴 | 📔 7 Week Open (7WO) | 4400.00 Optional: (Close) 🟢 | 📓 6 Week Close (6WC) | 430.00 Default Stack Value: (9) 🔴 | 📗 9 Month High (9MH) | 460.00 Next Stack Value: (11) 🟢 | 📕 12 Month Low (12ML) | 420.00 Optional: (Open) 🟢 | 📔 11 Month Open (11MO) | 4400.00 Optional: (Close) 🔴 | 📓 10 Month Close (10MC) | 430.00 Default Stack Value: (13) 🟢 | 📗 13 Year High (13YH) | 460.00 Next Stack Value: (15) 🟢 | 📕 16 Year Low (16YL) | 420.00 Optional: (Open) 🔴 | 📔 15 Year Open (15YO) | 4400.00 Optional: (Close) 🔴 | 📓 14 Year Close (14YC) | 430.00 🟩 TABLES: Default Value: (1) Moves Table Up, Down, Left, or Right Based on Second Default Value First Default Value: (Top Right) Sets Table Placement, Middle Center Allows Table To Move In All Directions Second Default Value: (Default) Fixed Table Position, Switching Values Moves Direction of the Table 🟦 IDEAS: (✓) Show Ideas? Shows Four Ideas With Custom Texts and Values; Ideas Are Based Around Post-It Note Reminders with Alerts Suggestions For Text Ideas: Take Profit, Stop Loss, Trim, Hold, Long, Short, Bounce Spot, Retest, Chop, Support, Resistance, Buy, Sell 🟪 EXAMPLES: Default Value: (5) Shows the Custom Table Value For Sorted Table Positions and Alerts Default Text: (🥇) Shown On First Table Cell and Message Appearing On Alerts Alert Shows: 🟢 | 🥇 | 5.00 Default Value: (10) Shows the Custom Table Value For Sorted Table Positions and Alerts Default Text: (🥈) Shown On Second Table Cell and Message Appearing On Alerts Alert Shows: 🔴 | 🥈 | 10.00 Default Value: (50) Shows the Custom Table Value For Sorted Table Positions and Alerts Default Text: (🥉) Shown On Third Table Cell and Message Appearing On Alerts Alert Shows: 🟢 | 🥉 | 50.00 Default Value: (100) Shows the Custom Table Value For Sorted Table Positions and Alerts Default Text: (🎖️) Shown On Fourth Table Cell and Message Appearing On Alerts Alert Shows: 🔴 | 🎖️ | 100.00 ⬛️ REFERENCES: Pre-market Highs & Lows on regular trading hours (RTH) chart By Twingall Previous Day Week Highs & Lows By Sbtnc Screener for 40+ instruments By QuantNomad Daily Weekly Monthly Yearly Opens By Meliksah55
Pine Script®指標
由Scvvby提供
trend_vol_stopThe description below is copied from the script's comments. Because TradingView does not allow me to edit this description, please refer to the script's comments section, as well as the release notes, for the most up-to-date information. ---------- Usage: The inputs define the trend and the volatility stop. Trend: The trend is defined by a moving average crossover. When the short (or fast) moving average is above the long (slow) moving average, the trend is up. Otherwise, the trend is down. The inputs are: long: the number of periods in the long/slow moving average. short: the number of periods in the short/fast moving average. The slow moving average is shown in various colors (see explanation below. The fast moving average is a faint blue. Volatility stop: The volatility stop has two modes, percentage and rank. The percentage stop is given in terms of annualized volatility. The rank stop is given in terms of percentile. stop_pct and stop_rank are initialized with "-1". You need to set one of these to the values you want after adding the indicator to your chart. This is the only setting that requires your input. mode: choose "rank" for a rank stop, "percentage" for a percentage stop. vol_window: the number of periods in the historical volatility calculation. e.g. "30" means the volatility will be a weighted average of the previous 30 periods. applies to both types of stop. stop_pct: the volatility limit, annualized. for example, "50" means that the trend will not be followed when historical volatility rises above 50%. stop_rank: the trend will not be followed when the volatility is in the N-th percentile. for example, "75" means the trend will not be followed when the current historical volatility is greater than 75% of previous volatilities. rank_window: the number of periods in the rank percentile calculation. for example, if rank_window is "252" and "stop_rank" is "80", the trend will not be followed when current historical volatility is greater than 80% of the previous 252 historical volatilities. Outputs: The outputs include moving averages, to visually identify the trend, a volatility table, and a performance table. Moving averages: The slow moving average is colored green in an uptrend, red in a downtrend, and black when the volatility stop is in place. Volatility table: The volatility table gives the current historical volatility, annualized and expressed as a whole number percentage. E.g. "65" means the instrument's one standard deviation annual move is 65% of its price. The current rank is expressed, also as a whole number percentage. E.g. "15" means the current volatility is greater than 15% of previous volatilities. For convenience, the volatilities corresponding to the 0, 25, 50, 75, and 100th percentiles are also shown. Performance table: The performance table shows the current strategy's performance versus buy-and-hold. If the trend is up, the instrument's return for that period is added to the strategy's return, because the strategy is long. If the trend is down, the negative return is added, because the strategy is short. If the volatility stop is in (the slow moving average is black), that period's return is excluded from the strategy returns. Every period's return is added to the buy-and-hold returns. The table shows the average return, the standard deviation of returns, and the sharpe ratio (average return / standard deviation of returns). All figures are expressed as per-period, whole number percentages. For exmaple, "0.1" in the mean column on a daily chart means a 0.1% daily return. The number of periods (samples) for each strategy is also shown.
Pine Script®指標
由taylor_o提供