Multi Ranges Volume Distribution [LuxAlgo]The Multi Ranges Volume Distribution tool allows traders to see the volume distribution by price for three different timeframes simultaneously. Each distribution can report the total amount of accumulated volume or the accumulated buy/sell volume separately.
Levels are displayed at the top and bottom of each timeframe's range, as well as the POC or level with the most volume.
🔶 USAGE
By default, the tool displays daily, weekly, and monthly volume distributions, highlighting the accumulated volume within each row.
Each distribution shows the volume at each price, as well as three lines: the top and bottom prices, and the price at which the most volume was traded.
The reported accumulated volume can be useful for highlighting which price areas are of the most interest to traders, with the specific timeframe specifying whether this interest is long-term or short-term.
🔹 Timeframes & Rows
Traders can adjust the timeframe and the number of rows for each volume distribution.
This is useful for multi-timeframe analysis of volume at the same price levels, or for obtaining detailed data within the same timeframe.
The chart above shows three volume distributions with the same monthly timeframe but a different number of rows; each is more detailed than the previous one.
🔹 Total vs Buy & Sell Volume
Traders can choose to display either the total volume or the buy and sell volumes.
As we can see on the above chart, the background of each row uses a gradient that is a function of the delta between the buy and sell volumes.
This is useful to determine which areas attract buyers and sellers.
🔶 SETTINGS
Volume Display: Select between total volume and buy and sell volume.
Distance between each box: Adjust the spacing of the volume distributions.
Period A: Select a timeframe and the number of rows.
Period B: Select a timeframe and the number of rows.
Period C: Select a timeframe and the number of rows.
在腳本中搜尋"新泻天鹅vs川崎前锋"
Niveles 7-8 AM México + EMAs + CrucesMexico 7-8 AM Levels + EMAs + Crossovers
Overview
This Pine Script indicator combines three powerful trading tools in one comprehensive overlay:
1. **Mexico 7-8 AM session levels** (high/low detection with dynamic color changes)
2. **Four customizable EMAs** (8, 13, 21, 55 periods)
3. **EMA crossover signals** (EMA 8 vs EMA 55)
Key Features
🕐 Mexico 7-8 AM Session Levels
- **Timezone Support**: Automatically adjusts for Mexico City timezone (America/Mexico_City)
- **Session Detection**: Identifies the crucial 7-8 AM Mexico trading session
- **Dynamic Levels**: Captures session high and low levels
- **Smart Color System**:
- Lines start **WHITE** after session ends
- Turn **RED** when price closes above the session high
- Turn **GREEN** when price closes below the session low
- **Duration**: Lines extend for 2 hours 30 minutes after session
- **Clean Labels**: Session levels clearly labeled on the left side
📈 Exponential Moving Averages (EMAs)
- **EMA 8** (Blue line) - Fast trend indicator
- **EMA 13** (Green line) - Short-term momentum
- **EMA 21** (Yellow line) - Medium-term trend
- **EMA 55** (Red line) - Long-term trend
- **Toggle Display**: Option to show/hide all EMAs
- **Customizable Periods**: All EMA periods can be adjusted
🎯 EMA Crossover Signals
- **Bullish Signal**: Green triangle up when EMA 8 crosses above EMA 55
- **Bearish Signal**: Red triangle down when EMA 8 crosses below EMA 55
- **Adjustable Size**: Choose from tiny, small, normal, or large markers
- **Clean Placement**: Bullish signals below bars, bearish signals above bars
- **Built-in Alerts**: Automatic alert conditions for both crossover types
How to Use
For Day Traders:
1. **Morning Setup**: Watch for price action around 7-8 AM Mexico levels
2. **Trend Confirmation**: Use EMA crossovers to confirm trend direction
3. **Entry Signals**: Combine level breaks with EMA crossovers for entries
4. **Risk Management**: Use session levels as support/resistance for stop losses
For Swing Traders:
1. **Trend Analysis**: Monitor EMA alignment for overall trend direction
2. **Key Levels**: Use Mexico session levels as important S/R zones
3. **Signal Confluence**: Look for crossovers near session levels for stronger signals
Configuration Options
Session Settings:
- **Session Time**: Default 7-8 AM (customizable)
- **Timezone**: Mexico City timezone with GMT offset options
EMA Settings:
- **Show/Hide**: Toggle EMA display
- **Period Adjustment**: Customize all four EMA periods
- **Color Coding**: Each EMA has distinct colors for easy identification
Crossover Settings:
- **Show/Hide**: Toggle crossover signals
- **Marker Size**: Adjust signal marker size
- **Alert Setup**: Enable notifications for crossover events
## Best Practices
1. **Combine Signals**: Don't rely on single indicators - look for confluence
2. **Respect Levels**: Pay attention to how price reacts at session levels
3. **Trend Context**: Use EMAs to understand the broader trend context
4. **Risk Management**: Always use proper position sizing and stop losses
Alert Conditions
- **Bullish Crossover**: EMA 8 crosses above EMA 55
- **Bearish Crossover**: EMA 8 crosses below EMA 55
Technical Requirements
- **Version**: Pine Script v5
- **Chart Type**: Works on all timeframes
- **Overlay**: Yes - plots directly on price chart
- **Resource Usage**: Lightweight and efficient
Disclaimer
This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always practice proper risk management and consider your risk tolerance before trading.
---
*Perfect for traders focusing on Mexico market hours and EMA-based strategies. Combines session-based levels with proven moving average crossover signals for comprehensive market analysis.*
Crypto Sentiment + Correlation📊 Crypto Sentiment + Correlation Indicator
Key Features:
- 🔄 Sentiment Aggregation: Measures price momentum vs moving averages across BTC, LTC, ETH, XRP, and SOL.
- ⚖️ Flexible Weighting Options: Choose between equal weight, market cap weighting, or volume-driven sentiment for tailored insights.
- 📈 Visual Candles & Background Signals: Uses sentiment-based candle overlays and color-coded signals to indicate potential shifts or divergence.
- 📊 BTC Correlation Map: Tracks correlation strength and direction between combined sentiment and Bitcoin’s price movement.
- 🧠 Technical Overlays: EMA and Bollinger Bands help contextualize sentiment trends with traditional indicators.
- 🎨 Stylized SMA Layers: Adds intuitive multi-format SMA visualization with area fill and stepped markers for easy spotting of trend shifts.
Why Use It:
Whether you're swing trading or refining entries on crypto positions, this tool gives you a snapshot of what the “mood” across major coins looks like—are the markets in harmony or diverging from BTC’s path? Use it to stay ahead of trend reversals, spot overextended rallies, or confirm bullish sentiment before you jump in.
Std.dev [AY¹]İşte TradingView için uygun açıklama metni:
Std.dev - Extended Range Deviation Indicator
This indicator calculates and displays standard deviation levels based on a custom session's high and low range, with lines extending until the next session start.
Key Features:
Custom Session Definition: Set your preferred session time (default: 09:00-11:30)
Extended Lines: Deviation lines extend from session end until next day's session start (09:00)
Flexible Deviation Types: Choose between full deviations (1.0, 2.0, 3.0...) or half deviations (0.5, 1.0, 1.5, 2.0...)
Visual Differentiation: Half deviation levels are displayed with dashed lines for easy identification
Anchor Point Options: Calculate deviations based on wicks or candle bodies
Session Visualization: Optional session range boxes and vertical start/end lines
Equilibrium Line: Optional mid-point line between session high and low
How it Works:
Identifies the specified session period each day
Captures the highest and lowest prices during that session
Calculates the range (high - low)
Draws multiple deviation levels above and below the range
Extends all levels until the next session begins
Use Cases:
Support and resistance level identification
Price target projections
Range-based trading strategies
Market structure analysis
Settings:
Session time configuration
Number of deviation levels (1-10)
Line styles and colors
Show/hide session boxes and labels
Customizable anchor points (wicks vs bodies)
The indicator preserves historical levels, allowing traders to analyze multiple sessions simultaneously for comprehensive market structure analysis.
NY Open ATR System - Tick Range Filter### **New York Open ATR System - Brief Overview**
#### **🎯 Core Purpose**
Identifies **high-potential breakout setups** at the New York open (13:30 UTC) by combining:
1. **Volatility filters** (dual ATR periods)
2. **Tick-based range analysis**
3. **Time-specific triggers**
---
### **⚙️ Key Components**
| **Feature** | **Function** |
|---------------------------|-----------------------------------------------------------------------------|
| **ATR Filters** | Dual volatility checks (short + long periods) at 13:25 UTC |
| **Tick Range Limit** | Highlights candles with range < user-defined ticks (default: 150) |
| **Time Precision** | Focuses exclusively on 13:30 UTC weekday candles |
| **Visual Markers** | Yellow highlight + tick count label (e.g., "147/150 ticks") |
| **Info Panel** | Real-time display of settings and current tick count |
---
### **📊 How It Works**
1. **Pre-Open Check (13:25 UTC)**
- Verifies market volatility using 2 ATR values
- Requires both to exceed user-defined thresholds
2. **Open Analysis (13:30 UTC)**
- Measures exact tick count: `(high - low) / instrument_mintick`
- Compares against your max tick limit (adjustable 1-5000)
3. **Visual Trigger**
- Highlights candle yellow if:
```tick_count < your_set_limit```
- Labels show exact performance vs limit (e.g., "142/150 ticks")
---
### **⚡ Trading Signals**
| **Condition** | **Visual Feedback** |
|----------------------------|---------------------------------------------|
| High volatility + tight range | Yellow candle + tick count label |
| All other scenarios | No marking |
---
### **🛠️ Customization**
```pine
// Key Adjustable Parameters:
maxTicks = input.int(150) // Set 1-5000 ticks
atrPeriod1 = input.int(14) // Short ATR (2-5000)
atrPeriod2 = input.int(161) // Long ATR (2-5000)
candleColor = input.color(color.yellow) // Highlight color
```
---
### **💡 Practical Use Cases**
1. **Breakout Anticipation**
- Tight ranges after volatility spikes often precede strong moves
2. **Session Scalping**
- Identify low-range opens for mean-reversion plays
3. **Volatility Filtering**
- Avoid trading when ATR thresholds aren't met
---
### **📈 Suggested Settings**
| **Market** | **Max Ticks** | **ATR Periods** |
|------------------|--------------|----------------|
| Forex (EUR/USD) | 100-200 | 14/161 |
| Stocks (SPY) | 50-120 | 10/200 |
| Crypto (BTC) | 300-500 | 20/100 |
---
### **✅ Benefits**
- **Precision Timing**: Focused on NY open liquidity surge
- **Quantitative Filtering**: Exact tick measurement + volatility thresholds
- **Clean Visuals**: No chart clutter - only marks qualifying candles
- **Adaptable**: Works across all markets and timeframes
This system helps traders spot high-probability breakout setups by combining volatility anticipation with precise range measurement at the market's most liquid opening window.
Daily SMA Levels on Intraday📌 Indicator Overview: Daily SMA Levels on Intraday
🔧 What It Does
- Plots horizontal lines for up to eight daily SMAs: 5, 10, 20, 50, 100, 150, 200
- Displays dynamic labels at the end of each line showing both the SMA name and current value
- Works on intraday timeframes, pulling daily calculations for reference
- Lets you toggle each SMA line individually from the settings
- Offers three line styles—Solid, Dashed, and Dotted
- Includes a line thickness slider, giving you visual control
- Positions labels with left-pointing arrows for visual alignment without clutter
💡 Benefits of This Indicator,
🎯 Precision Entry & Exit Zones
Daily SMAs often act as support or resistance levels on lower timeframes. This indicator shows where these zones are in real time—even on a 1-minute chart.
🔍 Visual Trend Context
You see instantly if price is above or below critical SMAs like the 50 or 200, helping gauge bullish vs bearish bias.
⏱️ Intraday Awareness Without Clutter
Instead of switching to a daily chart, you can stay zoomed in and still track major daily trend lines.
Think of it like your intraday roadmap showing where institutional players might have interest—and where price could react.
Turtle Trading System + ATR Trailing StopIndicator Description: Turtle ATR Trailing Stop
The **Turtle ATR Trailing Stop** is a technical indicator designed to enhance the classic Turtle Trading System by incorporating a dynamic trailing stop based on the Average True Range (ATR). This indicator is ideal for traders seeking to manage risk and lock in profits on both long and short positions in trending markets.
Key Features:
- Turtle Trading Levels: Calculates the 20-day highest high and lowest low to identify potential breakout points, a core principle of the Turtle Trading System.
- ATR-Based Trailing Stop: Utilizes a trailing stop that adjusts dynamically based on a multiple of the ATR (default multiplier: 2.0), providing a volatility-adjusted exit mechanism.
- Position Flexibility: Supports both long and short positions, with the trailing stop positioned below the highest price for long trades and above the lowest price for short trades.
- Smooth Updates: The trailing stop updates on each bar, ensuring a more responsive adjustment to price movements, rather than only on new highs or lows.
- Reset Mechanism: Automatically resets the trailing stop when the price deviates significantly (configurable threshold, default 0.1%), adapting to major trend reversals.
- Alerts: Includes customizable alerts that trigger when the price reaches the trailing stop level, notifying traders of potential exit points.
- Debugging Tools: Features an on-chart debug table displaying ATR, Close, Highest Price, Lowest Price, Potential Stop, and Trailing Stop values for real-time analysis.
How It Works:
- For **Long Positions**: The trailing stop starts below the initial close price (minus 2*ATR) and moves up as the highest price increases, locking in profits while trailing at a fixed ATR distance.
- For **Short Positions**: The trailing stop starts above the initial close price (plus 2*ATR) and moves down as the lowest price decreases, protecting against upward price movements.
- The stop resets if the price falls (for long) or rises (for short) beyond the set threshold, ensuring adaptability to new market conditions.
Customization:
- Period Settings: Adjust the length for highs/lows (default 20) and ATR period (default 14).
- ATR Multiplier: Modify the distance of the trailing stop (default 2.0).
- Reset Threshold: Fine-tune the percentage at which the stop resets (default 0.1%).
- Position Type: Switch between "Long" and "Short" modes via input settings.
Usage:
Apply this indicator to any chart in TradingView, set your preferred parameters, and monitor the trailing stop line (yellow) alongside the Turtle highs (red) and lows (blue). Use the debug table to validate calculations and set alerts to stay informed of stop triggers.
This indicator combines the trend-following strength of the Turtle System with a flexible, ATR-based stop-loss strategy, making it a powerful tool for both manual and automated trading strategies.
SuperPerformance_V1.24SuperPerformance V1.24 - Advanced Performance Analysis Indicator
🎯 CORE FEATURES
📊 Performance Analysis
• Stock vs Index comparison across 6 timeframes (1D to 200D)
• Conviction scoring system (Perfect/Solid/Good/Ok/Weak/Poor)
• Real-time outperformance tracking with ✓/✗ indicators
🏢 Sector Analysis
• Top 5 sector ranking with live performance data
• 10 Indian market sectors tracking (PHARMA, TECH, FINANCE, etc.)
• Automatic sector identification for current stock
📈 Technical Tools
• Triple Moving Averages (SMA/EMA/WMA/HMA)
• Distance from MA analysis with percentage/spread calculations
• Enhanced hover tooltips showing distance info
🔔 Smart Alerts
• Dynamic Circuit Breakers (20%/10%/5%/2%) that adapt to volatility
• Extreme distance alerts when price deviates significantly from MA
🎨 Visual Interface
• 4 customizable tables: Stock Performance, Sector Performance, Distance Analysis, Sector Display
• Dark/Light themes with professional styling
• Flexible positioning - place tables anywhere on chart
• Mini mode for compact display
⚡ Advanced Features
• Real-time data from 10+ Indian indices
• Granular controls - show/hide any columns or rows
• Multiple tooltip methods (Labels/Data Window)
• Professional color coding for quick analysis
🎯 PERFECT FOR:
Indian stock traders, sector rotation analysis, performance monitoring, and technical analysis with institutional-grade features.
📌 KEY BENEFITS:
✅ Multi-timeframe performance tracking
✅ Sector rotation insights
✅ Advanced moving average analysis
✅ Professional-grade visualization
✅ Customizable alerts and notifications
✅ Indian market focus with NSE data integration
🔧 TECHNICAL SPECIFICATIONS:
• Pine Script v5 compatible
• Overlay indicator
• Real-time data processing
• Memory optimized
• Multi-security data support
• Professional color schemes
ShadowStats vs Official CPI YoY%This chart visualizes and compares the year-over-year (YoY) percentage change in the Consumer Price Index (CPI) as calculated by the U.S. government versus the alternative methodology used by ShadowStats, which reflects pre-1980 inflation measurement techniques. The red line represents ShadowStats' CPI YoY% estimates, while the blue line shows the official CPI YoY% reported by government sources. This side-by-side view highlights the divergence in reported inflation rates over time, particularly from the 1980s onward, offering a visual representation of how different calculation methods can lead to vastly different interpretations of inflation and purchasing power loss.
Turtle Trading System + ATRTurtle Trading System + ATR
This Pine Script v5 indicator implements a Turtle Trading System with ATR integration.
It plots a 20-day high (red), 20-day low (blue), and an ATR-based level (orange) shifted upward by a user-defined percentage (default 5%).
Customizable inputs include lookback period (default 20), ATR period (default 14), and ATR offset.
Dynamic labels show the 20-day high, low, and ATR values at the current bar, updating with price.
Suitable for trend-following strategies, it highlights breakout and volatility levels.
Universal ATR Grid from Entry Price with AlertsUniversal ATR Grid from Entry Price with Alerts
This Pine Script v6 indicator creates a dynamic price grid based on a user-defined entry price and ATR for selected instruments (SOLUSDT, XRPUSDT, DOGEUSDT, PEPEUSDT, WIFUSDT).
Users can customize the entry price, ATR, number of levels (up to 5), and step multiplier per instrument.
The grid shows long (green) and short (red) levels around the entry price (gray), with labels offset right.
Lines extend from labels to the current bar, updating dynamically.
Alerts trigger on breakouts of long, short, and entry levels. Instrument names can be modified in the script.
Trend Band Oscillator📌 Trend Band Oscillator
📄 Description
Trend Band Oscillator is a momentum-based trend indicator that calculates the spread between two EMAs and overlays it with a volatility filter using a standard deviation band. It helps traders visualize not only the trend direction but also the strength and stability of the trend.
📌 Features
🔹 EMA Spread Calculation: Measures the difference between a fast and slow EMA to quantify short-term vs mid-term trend dynamics.
🔹 Volatility Band Overlay: Applies an EMA of standard deviation to the spread to filter noise and highlight valid momentum shifts.
🔹 Color-Based Visualization: Positive spread values are shown in lime (bullish), negative values in fuchsia (bearish) for quick directional insight.
🔹 Upper/Lower Bands: Help detect potential overbought/oversold conditions or strong trend continuation.
🔹 Zero Line Reference: A horizontal baseline at zero helps identify trend reversals and neutral zones.
🛠️ How to Use
✅ Spread > 0: Indicates a bullish trend. Consider maintaining or entering long positions.
✅ Spread < 0: Indicates a bearish trend. Consider maintaining or entering short positions.
⚠️ Spread exceeds bands: May signal overextension or strong momentum; consider using with additional confirmation indicators.
🔄 Band convergence: Suggests weakening trend and potential transition to a ranging market.
Recommended timeframes: 1H, 4H, Daily
Suggested complementary indicators: RSI, MACD, OBV, SuperTrend
✅ TradingView House Rules Compliance
This script is open-source and published under Pine Script v5.
It does not repaint, spam alerts, or cause performance issues.
It is designed as an analytical aid only and should not be considered financial advice.
All calculations are transparent, and no external data sources or insecure functions are used.
====================================================================
📌 Trend Band Oscillator
📄 설명 (Description)
Trend Band Oscillator는 두 개의 EMA 간 스프레드(차이)를 기반으로 한 모멘텀 중심의 추세 오실레이터입니다. 여기에 표준편차 기반의 변동성 밴드를 적용하여, 추세의 방향뿐 아니라 강도와 안정성까지 시각적으로 분석할 수 있도록 설계되었습니다.
📌 주요 특징 (Features)
🔹 EMA 기반 스프레드 계산: Fast EMA와 Slow EMA의 차이를 활용해 시장 추세를 정량적으로 표현합니다.
🔹 표준편차 필터링: Spread에 대해 EMA 및 표준편차 기반의 밴드를 적용해 노이즈를 줄이고 유효한 추세를 강조합니다.
🔹 컬러 기반 시각화: 오실레이터 값이 양수일 경우 초록색, 음수일 경우 마젠타 색으로 추세 방향을 직관적으로 파악할 수 있습니다.
🔹 밴드 범위 시각화: 상·하위 밴드를 통해 스프레드의 평균 편차 범위를 보여주며, 추세의 강약과 포화 여부를 진단할 수 있습니다.
🔹 제로 라인 표시: 추세 전환 가능 지점을 시각적으로 확인할 수 있도록 중심선(0선)을 제공합니다.
🛠️ 사용법 (How to Use)
✅ 오실레이터가 0 이상 유지: 상승 추세 구간이며, 롱 포지션 유지 또는 진입 검토
✅ 오실레이터가 0 이하 유지: 하락 추세 구간이며, 숏 포지션 유지 또는 진입 검토
⚠️ 상·하위 밴드를 이탈: 일시적인 과매수/과매도 혹은 강한 추세 발현 가능성 있음 → 다른 보조지표와 함께 필터링 권장
🔄 밴드 수렴: 추세가 약해지고 있음을 나타냄 → 변동성 하락 또는 방향성 상실 가능성 있음
권장 적용 시간대: 1시간봉, 4시간봉, 일봉
보조 적용 지표: RSI, MACD, OBV, SuperTrend 등과 함께 사용 시 신호 필터링에 유리
✅ 트레이딩뷰 하우스룰 준수사항 (TV House Rules Compliance)
이 지표는 **무료 공개용(Open-Source)**이며, Pine Script Version 5로 작성되어 있습니다.
과도한 리페인트, 비정상적 반복 경고(alert spam), 실시간 성능 저하 등의 요소는 포함되어 있지 않습니다.
사용자는 본 지표를 투자 결정의 참고용 보조 도구로 활용해야 하며, 독립적인 매매 판단이 필요합니다.
데이터 소스 및 계산 방식은 완전히 공개되어 있으며, 외부 API나 보안 취약점을 유발하는 구성 요소는 없습니다.
Dynamic Spot vs Perps Premium (Area Plot)This is a script to give you an easy overall view on the spot perp premium which could indicate the momentum is drove by spot or perps
Smart BB Reversal + Tick Volume Table [NR]This script combines:
Smart Bollinger Band Reversal Detection to identify high-probability reversal zones,
A real-time tick volume table showing Buy vs Sell strength over the last 10 trades (ticks),
Color-coded candles for trend clarity,
Buy/Sell signals based on volume pressure and support/resistance touches.
✅ Ideal for intraday and scalping traders.
✅ Works best on Nifty, BankNifty, and Gold.
✅ No repaint.
✅ Clear entry & exit with visual confirmations.
Use with Bollinger Band and MACD confirmation for best results.
BOR + 08:28BOR + TIME: Precision 1-Minute Opening Range Analysis
METHODOLOGY OVERVIEW
This indicator implements a proprietary time-based trading methodology that combines opening range analysis with precision timing algorithms designed exclusively for 1-minute charts during the New York trading session.
CORE ALGORITHM COMPONENTS
1. Bond Opening Range (BOR) Identification
- Captures the complete price range during 08:00-09:00 NY time
- Establishes the foundational trading range for the session
- Uses high-precision minute-level data to define exact boundaries
2. Critical Time Level Analysis (08:28 Candle)
- Identifies the 08:28-08:29 minute candle as a key reference point
- This specific timing represents a critical juncture before market open
- Captures the exact high/low range of this precise minute
3. Directional Bias Determination (09:00 Analysis)
- At exactly 09:00, compares current price position relative to 08:28 boundaries
- Above 08:28 High: Activates support-seeking mode (bullish bias)
- Below 08:28 Low: Activates resistance-seeking mode (bearish bias)
- Inside 08:28 Range: No directional bias established
4. Dynamic Standard Deviation Projections
- Uses the 08:28 candle range as the mathematical basis for standard deviation calculations
- Support Mode: Projects levels below 08:28 low using range multipliers (-1σ, -2σ, -3σ, -4σ)
- Resistance Mode: Projects levels above 08:28 high using range multipliers (+1σ, +2σ, +3σ, +4σ)
- Levels are active only during 09:00-10:30 trading window
UNIQUE FEATURES
Conditional Logic Engine
- Real-time directional switching based on 09:00 price position
- No static levels - everything adapts to intraday price action
- Eliminates noise by focusing on specific time windows
Precision Timing Requirements
- Requires exact 1-minute timeframe for accurate calculations
- Time-sensitive algorithm that relies on minute-by-minute analysis
- Optimized for high-frequency intraday trading decisions
Mathematical Framework
- Standard deviations calculated using actual candle range data
- Dynamic level spacing based on market volatility (08:28 range)
- Four-tier projection system for multiple target/stop levels
TRADING APPLICATION
Best Used For:
- ES, NQ, YM and other liquid index futures
- Active day trading during NY session (07:00-12:00)
- Scalping and short-term reversal strategies
- Intraday support/resistance identification
Signal Interpretation:
- Red lines represent potential reversal zones
- Direction determined by 09:00 vs 08:28 relationship
- Multiple standard deviation levels provide layered entry/exit points
- Time-restricted plotting ensures relevance during active trading hours
IMPORTANT REQUIREMENTS
- ONLY works on 1-minute charts - precision timing is essential
- Designed for New York trading session (futures markets)
- Most effective during high-volume trading periods
CUSTOMIZATION OPTIONS
- Toggle BOR box visibility and transparency
- Enable/disable 08:28 candle highlighting
- Adjust visual elements (colors, transparency)
- Show/hide range information labels
GARCH Volatility [Trading Signals]This is a GARCH-like indicator rather than a full academic GARCH model
Current Strengths:
Current Strengths:
Captures core volatility clustering (alpha + beta)
Provides actionable signals
Lightweight for TradingView
When to Use This vs True GARCH:
Use This For: Real-time trading signals, visual market analysis
Use Full GARCH For: Risk modeling, quantitative research
SKVolBal Pro v1.0SKVolBal Pro v1.0
Volume-RSI Fusion with Advanced Pattern Detection
This space-efficient indicator combines volume analysis, RSI, and candlestick pattern recognition in a single pane. Key features:
Volume-RSI Integration
Dual view modes: Stacked volume (Type 1) or separated buy/sell columns (Type 2)
RSI overlay with configurable levels (default 30/70)
Color-coded volume: Green = Buying pressure, Red = Selling pressure
Pattern Detection & Labels
Text labels indicate detected patterns with priority weighting:
C: Volume Climax
E: Engulfing Pattern
D: Divergence
H: Hammer
I: Inverted Hammer
S: Shooting Star
M: Hanging Man
B: Bearish Marubozu
G: Gravestone Doji
Label color indicates direction: Green = Bullish, Red = Bearish
Smart Signal Validation
Adaptive thresholds adjust to market volatility
Volume filters (vs SMA20) minimize false signals
Pattern weighting system prioritizes significant signals
Hover labels show all detected patterns with weights
Customization & Alerts
Adjust 15+ parameters including pattern sensitivity and volume allocation
Toggle individual patterns on/off with priority weighting
Built-in alerts for all 12 pattern types
Interpretation Guidance:
Strong signals: Labels appearing at RSI extremes (near 30/70) with high volume
Confirmation: Multiple patterns detected simultaneously (view via tooltip)
Caution: Isolated signals without volume/RSI confluence
Priority: Higher-weighted patterns override label display (weights 70-100)
*Optimized for efficiency with 500-label limit and 200-bar lookback. Color intensity reflects signal strength.*
Delta Volume BubblesDelta Volume Bubbles
Overview
The Delta Volume Bubbles indicator is an advanced order flow visualization tool that displays buying and selling pressure through dynamic bubble representations on your chart. Unlike traditional volume indicators that only show total volume, this indicator calculates the net delta volume (difference between buying and selling volume) and presents it as color-coded bubbles of varying sizes.
How It Works
Core Calculation Method
The indicator uses a sophisticated approach to estimate delta volume from standard OHLCV data:
1. Price Action Analysis: Analyzes the relationship between open, high, low, and close prices to determine market aggression
2. Body Ratio Calculation: body_ratio = |close - open| / (high - low)
3. Aggressive Factor: Applies multipliers based on price action:
- Strong moves (body_ratio > 0.7): 1.5x multiplier
- Moderate moves (body_ratio > 0.4): 1.2x multiplier
- Weak moves: 1.0x multiplier
4. Delta Volume Estimation:
- Buy Volume: price_change > 0 ? volume × aggressive_factor : 0
- Sell Volume: price_change < 0 ? volume × aggressive_factor : 0
- Net Delta: buy_volume - sell_volume
5. Delta Strength Normalization: delta_strength = |net_delta| / sma(volume, 20)
Percentile-Based Filtering
The indicator uses percentile filtering instead of fixed thresholds, making it adaptive to market conditions:
- Bubble Filter: Only shows bubbles when volume exceeds the specified percentile (default: 60%)
- Label Filter: Only displays numbers when volume exceeds a higher percentile (default: 90%)
- Dynamic Adaptation: Automatically adjusts to changing market volatility
Visual Elements
Bubble Sizes
- Tiny: Delta strength < 0.3
- Small: Delta strength 0.3 - 0.7
- Normal: Delta strength 0.7 - 1.2
- Large: Delta strength 1.2 - 2.0
- Huge: Delta strength > 2.0
Color Coding
- Aggressive Buy (Bright Green): Strong buying pressure with high body ratio
- Aggressive Sell (Bright Red): Strong selling pressure with high body ratio
- Passive Buy (Light Green): Moderate buying pressure
- Passive Sell (Light Red): Moderate selling pressure
Intensity Mode
Alternative coloring based on delta strength rather than flow direction:
- Gray: Low intensity (< 0.5)
- Blue: Medium intensity (0.5 - 1.0)
- Orange: High intensity (1.0 - 2.0)
- Red: Extreme intensity (> 2.0)
Parameters
Order Flow Settings
- Show Bubbles: Toggle bubble display on/off
- Bubble Volume %ile: Percentile threshold for bubble display (0-100%)
- Intensity Mode: Switch between flow-based and intensity-based coloring
Bubble Labels
- Show Numbers in Bubbles: Toggle numerical labels on/off
- Label Volume %ile: Higher percentile threshold for label display (0-100%)
Numbers are displayed in K-notation (e.g., 25000 → 25K, 1500000 → 1.5M) for better readability.
Ideal Usage Scenarios
Best Market Conditions
- High volume sessions: More accurate delta calculations
- Trending markets: Clear directional flow identification
- Breakout scenarios: Spot aggressive buying/selling at key levels
- Support/resistance testing: Identify accumulation vs distribution
Trading Applications
1. Entry Timing: Look for aggressive flow in your trade direction
2. Exit Signals: Watch for opposing aggressive flow
3. Trend Confirmation: Consistent flow direction confirms trends
4. Volume Climax: Huge bubbles may indicate exhaustion points
Optimization Tips
Parameter Adjustment
- Lower percentiles (40-60%): More bubbles, good for active markets
- Higher percentiles (70-90%): Fewer bubbles, focus on significant events
- Label percentile: Set 20-30% higher than bubble percentile for clarity
Visual Optimization
- Intensity mode: Better for identifying unusual volume spikes
- Flow mode: Better for directional bias analysis
- Label toggle: Turn off in crowded markets, on for key levels
Limitations
- Estimation-based: Uses approximation algorithms, not true order flow data
- Volume dependency: Requires accurate volume data to function properly
- Timeframe sensitivity: Works best on intraday timeframes with active volume
- Market hours: Most effective during high-volume trading sessions
Technical Notes
The indicator implements advanced Pine Script features including:
- Dynamic percentile calculations using ta.percentile_linear_interpolation()
- Conditional plotting with multiple size categories
- Custom number formatting functions
- Efficient label management to prevent display limits
This tool is designed for traders who want to understand the underlying buying and selling pressure beyond simple volume analysis, providing insights into market sentiment and potential turning points.
Position Size Calculator with Fees# Position Size Calculator with Portfolio Management - Manual
## Overview
The Position Size Calculator with Portfolio Management is an advanced Pine Script indicator designed to help traders calculate optimal position sizes based on their total portfolio value and risk management strategy. This tool automatically calculates your risk amount based on portfolio allocation percentages and determines the exact position size needed while accounting for trading fees.
## Key Features
- **Portfolio-Based Risk Management**: Calculates risk based on total portfolio value
- **Tiered Risk Allocation**: Separates trading allocation from total portfolio
- **Automatic Trade Direction Detection**: Determines long/short based on entry vs stop loss
- **Fee Integration**: Accounts for trading fees in position size calculations
- **Risk Factor Adjustment**: Allows scaling of position size up or down
- **Visual Display**: Shows all calculations in a clear, color-coded table
- **Automatic Risk Calculation**: No need to manually input risk amount
## Input Parameters
### Total Portfolio ($)
- **Purpose**: The total value of your investment portfolio
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
- **Example**: If your total portfolio is worth $100,000, enter 100000
### Trading Portfolio Allocation (%)
- **Purpose**: The percentage of your total portfolio allocated to active trading
- **Default**: 20.0%
- **Range**: 0.0% to 100.0%
- **Step**: 0.01
- **Example**: If you allocate 20% of your portfolio to trading, enter 20
### Risk from Trading (%)
- **Purpose**: The percentage of your trading allocation you're willing to risk per trade
- **Default**: 0.1%
- **Range**: Any positive value
- **Step**: 0.01
- **Example**: If you risk 0.1% of your trading allocation per trade, enter 0.1
### Entry Price ($)
- **Purpose**: The price at which you plan to enter the trade
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
### Stop Loss ($)
- **Purpose**: The price at which you will exit if the trade goes against you
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
### Risk Factor
- **Purpose**: A multiplier to scale your position size up or down
- **Default**: 1.0 (no scaling)
- **Range**: 0.0 to 10.0
- **Step**: 0.1
- **Examples**:
- 1.0 = Normal position size
- 2.0 = Double the position size
- 0.5 = Half the position size
### Fee (%)
- **Purpose**: The percentage fee charged per transaction
- **Default**: 0.01% (0.01)
- **Range**: 0.0% to 1.0%
- **Step**: 0.001
## How Risk Amount is Calculated
The script automatically calculates your risk amount using this formula:
```
Risk Amount = Total Portfolio × Trading Allocation (%) × Risk % ÷ 10,000
```
### Example Calculation:
- Total Portfolio: $100,000
- Trading Allocation: 20%
- Risk per Trade: 0.1%
**Risk Amount = $100,000 × 20 × 0.1 ÷ 10,000 = $20**
This means you would risk $20 per trade, which is 0.1% of your $20,000 trading allocation.
## Portfolio Structure Example
Let's say you have a $100,000 portfolio:
### Allocation Structure:
- **Total Portfolio**: $100,000
- **Trading Allocation (20%)**: $20,000
- **Long-term Investments (80%)**: $80,000
### Risk Management:
- **Risk per Trade (0.1% of trading)**: $20
- **Maximum trades at risk**: Could theoretically have 1,000 trades before risking entire trading allocation
## How Position Size is Calculated
### Trade Direction Detection
- **Long Trade**: Entry price > Stop loss price
- **Short Trade**: Entry price < Stop loss price
### Position Size Formulas
#### For Long Trades:
```
Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee))
```
#### For Short Trades:
```
Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee))
```
## Output Display
The indicator displays a comprehensive table with color-coded sections:
### Portfolio Information (Light Blue Background)
- **Portfolio (USD)**: Your total portfolio value
- **Trading Portfolio Allocation (%)**: Percentage allocated to trading
- **Risk as % of Trading**: Risk percentage per trade
### Trade Setup (Gray Background)
- **Entry Price**: Your specified entry price
- **Stop Loss**: Your specified stop loss price
- **Fee (%)**: Trading fee percentage
- **Risk Factor**: Position size multiplier
### Risk Analysis (Red Background)
- **Risk Amount**: Automatically calculated dollar risk
- **Effective Entry**: Actual entry cost including fees
- **Effective Exit**: Actual exit value including fees
- **Expected Loss**: Calculated loss if stop loss is hit
- **Deviation from Risk %**: Accuracy of risk calculation
### Final Result (Blue Background)
- **Position Size**: Number of shares/units to trade
## Usage Examples
### Example 1: Conservative Long Trade
- **Total Portfolio**: $50,000
- **Trading Allocation**: 15%
- **Risk per Trade**: 0.05%
- **Entry Price**: $25.00
- **Stop Loss**: $24.00
- **Risk Factor**: 1.0
- **Fee**: 0.01%
**Calculated Risk Amount**: $50,000 × 15% × 0.05% ÷ 100 = $3.75
### Example 2: Aggressive Short Trade
- **Total Portfolio**: $200,000
- **Trading Allocation**: 30%
- **Risk per Trade**: 0.2%
- **Entry Price**: $150.00
- **Stop Loss**: $155.00
- **Risk Factor**: 2.0
- **Fee**: 0.01%
**Calculated Risk Amount**: $200,000 × 30% × 0.2% ÷ 100 = $120
**Actual Risk**: $120 × 2.0 = $240 (due to risk factor)
## Color Coding System
- **Green/Red Header**: Trade direction (Long/Short)
- **Light Blue**: Portfolio management parameters
- **Gray**: Trade setup parameters
- **Red**: Risk-related calculations and results
- **Blue**: Final position size result
## Best Practices
### Portfolio Management
1. **Keep trading allocation reasonable** (typically 10-30% of total portfolio)
2. **Use conservative risk percentages** (0.05-0.2% per trade)
3. **Don't risk more than you can afford to lose**
### Risk Management
1. **Start with small risk factors** (1.0 or less) until comfortable
2. **Monitor your total exposure** across all open positions
3. **Adjust risk based on market conditions**
### Trade Execution
1. **Always validate calculations** before placing trades
2. **Account for slippage** in volatile markets
3. **Consider position size relative to liquidity**
## Risk Management Guidelines
### Conservative Approach
- Trading Allocation: 10-20%
- Risk per Trade: 0.05-0.1%
- Risk Factor: 0.5-1.0
### Moderate Approach
- Trading Allocation: 20-30%
- Risk per Trade: 0.1-0.15%
- Risk Factor: 1.0-1.5
### Aggressive Approach
- Trading Allocation: 30-40%
- Risk per Trade: 0.15-0.25%
- Risk Factor: 1.5-2.0
## Troubleshooting
### Common Issues
1. **Position Size shows 0**
- Verify all portfolio inputs are greater than 0
- Check that entry price differs from stop loss
- Ensure calculated risk amount is positive
2. **Very small position sizes**
- Increase risk percentage or risk factor
- Check if your risk amount is too small for the price difference
3. **Large risk deviation**
- Normal for very small positions
- Consider adjusting entry/stop loss levels
### Validation Checklist
- Total portfolio value is realistic
- Trading allocation percentage makes sense
- Risk percentage is conservative
- Entry and stop loss prices are valid
- Trade direction matches your intention
## Advanced Features
### Risk Factor Usage
- **Scaling up**: Use risk factors > 1.0 for high-confidence trades
- **Scaling down**: Use risk factors < 1.0 for uncertain trades
- **Never exceed**: Risk factors that would risk more than your comfort level
### Multiple Timeframe Analysis
- Use different risk factors for different timeframes
- Consider correlation between positions
- Adjust trading allocation based on market conditions
## Disclaimer
This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and correlation between positions. The automated risk calculation assumes you're comfortable with the mathematical relationship between portfolio allocation and individual trade risk. Past performance doesn't guarantee future results, and all trading involves risk of loss.
Easy Position Size Calculator with Fees# Easy Position Size Calculator with Fees - Manual
## Overview
The Easy Position Size Calculator is a Pine Script indicator designed to help traders calculate the optimal position size for their trades while accounting for trading fees. This tool automatically determines whether you're planning a long or short position and calculates the exact position size needed to risk a specific dollar amount.
## Key Features
- **Automatic Trade Direction Detection**: Determines if you're going long or short based on entry price vs stop loss
- **Fee Integration**: Accounts for trading fees in position size calculations
- **Risk Management**: Calculates position size based on your specified risk amount
- **Risk Factor Adjustment**: Allows you to scale your position size up or down
- **Visual Display**: Shows all calculations in a clear, organized table
## Input Parameters
### Entry Price ($)
- **Purpose**: The price at which you plan to enter the trade
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
### Stop Loss ($)
- **Purpose**: The price at which you will exit the trade if it goes against you
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
### Risk ($)
- **Purpose**: The maximum dollar amount you're willing to lose on this trade
- **Default**: 0.0
- **Range**: Any positive value
- **Step**: 0.01
### Risk Factor
- **Purpose**: A multiplier to scale your position size up or down
- **Default**: 1.0 (no scaling)
- **Range**: 0.0 to 10.0
- **Step**: 0.1
- **Examples**:
- 1.0 = Normal position size
- 2.0 = Double the position size
- 0.5 = Half the position size
### Fee (%)
- **Purpose**: The percentage fee charged per transaction (buy/sell)
- **Default**: 0.01% (0.01)
- **Range**: 0.0% to 1.0%
- **Step**: 0.001
## How It Works
### Trade Direction Detection
The script automatically determines your trade direction:
- **Long Trade**: Entry price > Stop loss price
- **Short Trade**: Entry price < Stop loss price
### Position Size Calculation
#### For Long Trades:
```
Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee))
```
#### For Short Trades:
```
Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee))
```
### Fee Adjustment
The script accounts for fees on both entry and exit:
- **Long trades**: You pay fees when buying (entry) and selling (exit)
- **Short trades**: You pay fees when shorting (entry) and covering (exit)
## Output Display
The indicator displays a table with the following information:
### Trade Information
- **Trade Type**: Shows whether it's a LONG, SHORT, or INVALID trade
- **Entry Price**: Your specified entry price
- **Stop Loss**: Your specified stop loss price
- **Fee (%)**: The fee percentage being used
### Risk Parameters
- **Risk Amount**: The dollar amount you're willing to risk
- **Risk Factor**: The multiplier being applied
### Calculated Values
- **Effective Entry**: The actual cost per share including fees
- **Effective Exit**: The actual exit value per share including fees
- **Expected Loss**: The calculated loss if stop loss is hit
- **Deviation from Risk %**: Shows how close the expected loss is to your target risk
- **Position Size**: The number of shares/units to trade
## Usage Examples
### Example 1: Long Trade
- Entry Price: $100.00
- Stop Loss: $95.00
- Risk Amount: $500.00
- Risk Factor: 1.0
- Fee: 0.01%
**Result**: The script will calculate how many shares to buy so that if the stop loss is hit, you lose approximately $500 (accounting for fees). Position Size: 99.61152
### Example 2: Short Trade
- Entry Price: $50.00
- Stop Loss: $55.00
- Risk Amount: $300.00
- Risk Factor: 1.0
- Fee: 0.01%
**Result**: The script will calculate how many shares to short so that if the stop loss is hit, you lose approximately $300 (accounting for fees). Position Size: 59.87426
## Important Notes
### Validation Requirements
For the script to work properly, all of the following must be true:
- Entry price > 0
- Stop loss > 0
- Risk amount > 0
- Entry price ≠ Stop loss (to determine direction)
### Negative Position Sizes
The script may show negative position sizes, which is normal:
- **Negative values for long trades**: Represents shares to buy
- **Negative values for short trades**: Represents shares to short
### Risk Deviation
The "Deviation from Risk %" shows how closely the calculated position size matches your target risk. Small deviations are normal due to:
- Fee calculations
- Rounding
- Market precision
## Color Coding
The table uses color coding for easy identification:
- **Green**: Long trade information
- **Red**: Short trade information
- **Gray**: Invalid trade (when inputs are incorrect)
- **Blue**: Final position size
- **Red background**: Risk-related calculations
## Troubleshooting
### Common Issues
1. **Position Size shows 0**
- Check that all inputs are greater than 0
- Ensure entry price is different from stop loss
2. **Trade Type shows INVALID**
- Verify that entry price and stop loss are both positive
- Make sure entry price ≠ stop loss
3. **Large Risk Deviation**
- This is normal for very small position sizes
- Consider adjusting your risk amount or price levels
## Best Practices
1. **Always validate your inputs** before placing actual trades
2. **Double-check the trade direction** shown in the table
3. **Review the expected loss** to ensure it aligns with your risk management
4. **Consider the effective entry/exit prices** which include fees
5. **Use appropriate risk factors** - avoid extreme values that could lead to overexposure
## Disclaimer
This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and other factors before placing actual trades. The script assumes that fees are charged on both entry and exit transactions.
Williams Alligator Price vs Jaw StrategyWilliams Alligator using Price crossing over Jaw to go long and Price crossing under Jaw to close
Spot Overlapping FVG - [Fandesoft Trading Academy]🧠 Overview
This script plots Higher Timeframe Fair Value Gaps (FVGs) with full visibility and precise placement on lower timeframe charts. Each timeframe (1D–12M) has its own independent toggle, custom label, and box styling, allowing traders to analyze broader market structures across swing and long-term horizons.
🎯 Features
✅ Identifies Fair Value Gaps using a 3-candle logic (candle 1 high vs candle 3 low, and vice versa).
✅ Plots HTF FVG boxes aligned to lower timeframes for comprehensive multi-timeframe analysis.
✅ Supports custom timeframes: 1D to 12M, with individual toggles.
✅ Full visual customization: border color, bullish/bearish box opacity, label font size and color.
✅ Modular inputs to enable or disable specific timeframes for performance.
✅ Uses barstate.isconfirmed logic for stable, non-repainting plots.
⚙️ How It Works
The script requests higher timeframe data via request.security. For each confirmed bar, it checks for FVGs based on:
Bullish FVG: low >= high
Bearish FVG: low >= high
If a gap is detected, a box is plotted between candle 1 and candle 3 using box.new().
Timeframe toggles ensure calculations remain within the limit of 40 request.security calls.
📈 Use Cases
Swing traders analyzing daily to monthly imbalances for medium-term strategies.
Position traders seeking to identify long-term imbalance zones for entries or exits.
ICT methodology practitioners visualizing higher timeframe displacement and inefficiencies.
Traders layering multiple HTF FVGs to build confluence-based trading decisions.
Overlapping FVG - [Fandesoft Trading Academy]🧠 Overview
This script plots Higher Timeframe Fair Value Gaps (FVGs) with full visibility and precise placement on lower timeframe charts. Each timeframe (30s–15m) has its own independent toggle, custom label, and box styling, allowing traders to analyze market structures in detail.
🎯 Features
✅ Identifies Fair Value Gaps using a 3-candle logic (candle 1 high vs candle 3 low, and vice versa).
✅ Plots HTF FVG boxes aligned to lower timeframes for intraday analysis.
✅ Supports custom timeframes: 30s to 15m, with individual toggles.
✅ Full visual customization: border color, bullish/bearish box opacity, label font size and color.
✅ Modular inputs to enable or disable specific timeframes for performance.
✅ Uses barstate.isconfirmed logic for stable, non-repainting plots.
⚙️ How It Works
The script requests higher timeframe data via request.security. For each confirmed bar, it checks for FVGs based on:
Bullish FVG: low >= high
Bearish FVG: low >= high
If a gap is detected, a box is plotted between candle 1 and candle 3 using box.new().
Timeframe toggles ensure calculations remain within the limit of 40 request.security calls.
📈 Use Cases
Scalpers and intraday traders analyzing microstructure.
ICT methodology practitioners visualizing displacement and inefficiencies.
Traders layering multiple FVG timeframes for confluence.