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vol_rangesThis script shows three measures of volatility: historical (hv): realized volatility of the recent past median (mv): a long run average of realized volatility implied (iv): a user-defined volatility Historical and median volatility are based on the EWMA, rather than standard deviation, method of calculating volatility. Since Tradingview's built in ema function uses a window, the "window" parameter determines how much historical data is used to calculate these volatility measures. E.g. 30 on a daily chart means the previous 30 days. The plots above and below historical candles show past projections based on these measures. The "periods to expiration" dictates how far the projection extends. At 30 periods to expiration (default), the plot will indicate the one standard deviation range from 30 periods ago. This is calculated by multiplying the volatility measure by the square root of time. For example, if the historical volatility (hv) was 20% and the window is 30, then the plot is drawn over: close * 1.2 * sqrt(30/252). At the most recent candle, this same calculation is simply drawn as a line projecting into the future. This script is intended to be used with a particular options contract in mind. For example, if the option expires in 15 days and has an implied volatility of 25%, choose 15 for the window and 25 for the implied volatility options. The ranges drawn will reflect the two standard deviation range both in the future (lines) and at any point in the past (plots) for HV (blue), MV (red), and IV (grey).
Pine Script®指標
由taylor_o提供
1
RedK_9/30 Trader_v1: aka The MusicianThis is my implementation of a simple trading system inspired by the 9/30 trading strategy, which i came across few years ago. i hope some traders are still using it :) (please google "9/30 trading strategy" if you're not sure what it is) - the improvements i added focus on: faster (long/short) signals, discovery of best entry "zone", ride the trend - no exit option, trader can use a pre-set target, a trailing stop, or any other mechanisms - i tried to explain some of the definitions and rules on the below chart - in spite if its simplicity, the 9/30 has a lot to offer - different traders will also use it differently and add their own "do's and don't's" default settings should be adjusted to suit timeframe, type of trader and what is being traded (Stocks, FOREX,..etc) - the concept itself is very flexible and well-tested for mechanical trading. code-named "The Musician" due to the 5-line plot :) i will continue to improve this work whenever i find time - i liked it a lot.. (please tag the idea to receive the updates) Extras and improvements (compared to the classic 9/30 concept) --------------------------------------------------------------------------------- * signal line is a smoothed zero-lag WMA of a shorter length (responds faster to trend change = faster signal) * instead of a single longer MA line, we utilize an "average range" -based channel (not ATR, but provides the same concept) to provide the ideal "entry zones" in both directions - an adjustable multiplier is included in the settings to adjust the channel width * adds an optional long EMA as additional filter (take longs only above, take shorts only below) * clearer visualization What's next: ============== * clean-up code * add signals (arrow-up & arrow-dn) for entry and for exit * tri-color signal line (green on long, red on short, gray on no trade) * other options for the channel (ATR-based, DC center-line..etc) * other MA-type options for the Filter MA (SMA, WMA ?) * maybe: convert to strategy and back-test Please feel free to explore and test - Comments and feedback are welcome. Good Luck!
Pine Script®指標
由RedKTrader提供
8
Twin Range Filter Algo@Colinmck used two different ranges to generate signals. Read his release notes to find out what the original script does. I added one condition which seems to increase performance on 15m BTCUSD as well as 1h BTCUSD and that is ATR with 32 periods being smaller than ATR with 64 periods. I used my script Volatility Optimiser to discover this tendency. Both buying and selling conditions are same as in @Colinmck's script plus one condition of my own. You can disable my condition. Target and stop-loss are manually set values in ticks. Time stop-loss is manually set value in a number of candles. After this number of candles, a position always exits (or should 😇). You can disable it by inserting a very long period. I do not recommend it, because a value of indicator should not be measured in luck and if market starts moving in the direction after 40 periods, the predictive capability of an indicator is questionable. I used 300/150/17 for 15m BTCUSD chart and 900/30/17 for 1h BTCUSD. I didn't try to optimize any other parameters for these periods. Since this script relies mostly on volatility for its prediction, I wouldn't recommend using it on its own. Individual approach to the market is recommended. Also, it didn't work on EURUSD when using the same default values and different order management (tp, sl, time sl), so it is probably not as versatile. Let me know what do you think of this strategy. If you have some ideas about how to make it more reliable, share it in the comments, I might put it to the test. Good luck 🍀
Pine Script®策略
由OrcChieftain提供
24
Reversal finderThis script is used to visually highlight candles which may signal a reversal following a false break of a support or resistance level. Inputs are: Lookback period: look for the highest high and the lowest low of the prior x bars. SMA length: used for a simple moving average of the range (high minus low) of the prior x bars. Range multiple: used to filter out signals for any bars with a range smaller than the average range of the preceding bars (determined by SMA length above) e.g. a range multiple of 2 will only show signals for bars with a range twice of that of the average range of the preceding bars. Range threshold: used to filter signals for bars both the open and close of the bar are at the extreme end of the bar e.g. a threshold setting of 33% will only show buy signals for bars which open and close within the upper 1/3rd of the bar’s high/low range (vice versa for sell signals). This helps highlight, for example, bars with a high which exceeds resistance in a current range but which close back inside the range. Highlight signal bars?: This will highlight bars with a buy signal in green, sell signal bars in red, and all other bars in grey. The script was designed for use with a dark background, so you will need to play around with the bar colours in the style settings to suit your preferences. Settings used in the example chart are not the default – they are lookback: 5, SMA length: 20, range multiple: 1.2, range threshold: 33%. Enjoy!
Pine Script®指標
由NS91提供
23
ADR - Average Daily Range [@treypeng] [v2] This is an intraday indicator. Average Daily Range provides an upper and lower level around the daily open. It is calculated by taking an EMA/SMA average of a given number of previous days' True Range. It can be useful for helping guide support and resistance, for taking profits and for placing stops. It's a similar idea to the ATR indicator, but calculated on a daily timeframe only. Settings: Length: number of days to take an average from Offset: Set this to 0 to include today's range. Set to 1 to exclude today. Set to 2 to exclude today and yesterday.....and so on. The other settings should be self explanatory :)
Pine Script®指標
由trespeng提供
9
Securities day session - Opening-Range- Jayy Opening Range (OR) for regular daytime session eg NYSE 0 930hrs to 1600 hrs. This is not for Forex sessions which is addressed in a separate script. This script fixes two issues: syntax error when code compiles flaky plotting of the opening range and targets that required page reloading Additions: In this code there are more more opening range time period choices at the bottom of the format dialogue box Opening Range Targets: Opening Range Targets as per Leaf_West Targets are set at 127% , 162%, 200 %, 262 %, 362%, 423%, 685%, 1109% and 1794% and this can be traded intraday using methods described at charts-by-leaf.com I also have some Leaf West PDFs that describe how the targets are set and how they are traded. There are others that use opening range. See the notes in the script for more detail. My first opening range script originated from work done by Chris Moody. This script has changed significantly but there are small remnants of Chris Moody's script lurking within. This script is available to all. Cheers Jayy
Pine Script®指標
由jayy提供
18
2% candlePart of my strategy involves entering a trade based on a candle on a 5-min chart being < 2% (ignoring major volatility). I got tired of calculating the range of a single candle either in my head or on a calculator, so I wrote this up. Feel free to share it. Shows the %move of any single candle, default horizontal lines are 1% & 2%, can be changed by clicking the gear icon next to the indicator after you have added the indicator to your chart. Works on any timeframe, 5m, 1h, 1d, etc , obviously the higher the timeframe, the larger the move.
Pine Script®指標
由MattDeLong提供
4
Forex Master v4.0 (EUR/USD Mean-Reversion Algorithm)DESCRIPTION Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated. There are 3 main components that make up Forex Master v4.0: I. Trend Filter The algorithm uses a version of the ADX indicator as a trend filter to trade only in certain time periods where price is more likely to be range-bound (i.e., mean-reverting). This indicator is composed of a Fast ADX and a Slow ADX, both using the same look-back period of 50. However, the Fast ADX is smoothed with a 6-period EMA and the Slow ADX is smoothed with a 12-period EMA. When the Fast ADX is above the Slow ADX, the algorithm does not trade because this indicates that price is likelier to trend, which is bad for a mean-reversion system. Conversely, when the Fast ADX is below the Slow ADX, price is likelier to be ranging so this is the only time when the algorithm is allowed to trade. II. Bollinger Bands When allowed to trade by the Trend Filter, the algorithm uses the Bollinger Bands indicator to enter long and short positions. The Bolliger Bands indicator has a look-back period of 20 and a standard deviation of 1.5 for both upper and lower bands. When price crosses over the lower band, a Long Signal is generated and a long position is entered. When price crosses under the upper band, a Short Signal is generated and a short position is entered. III. Money Management Rule 1 - Each trade will use a limit order for a fixed quantity of 50,000 contracts (0.50 lot). The only exception is Rule Rule 2 - Order pyramiding is enabled and up to 10 consecutive orders of the same signal can be executed (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts). Rule 3 - Every order will include a bracket with both TP and SL set at 50 pips (note: the algorithm only closes the current open position and does not enter the opposite trade once a TP or SL has been hit). Rule 4 - When a new opposite trade signal is generated, the algorithm sends in a larger order to close the current open position as well as open a new one (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts. A Short Signal is generated shortly after the 14th Long Signal. The algorithm then sends in a sell order for 400,000 contracts to close the 350,000 contracts long position and open a new short position of 50,000 contracts).
Pine Script®策略
由Stable_Camel提供
16
extended session - Regular Opening-Range- JayyOpening Range and some other scripts updated to plot correctly (see comments below.) There are three variations of the fibonacci expansion beyond the opening range and retracements within the opening range of the US Market session - I have not put in the script for the other markets yet. The three scripts have different uses and strengths: The extended session script (with the script here below) will plot the opening range whether you are using the extended session or the regular session. (that is to say whether "ext" in the lower right hand corner is highlighted or not.). While in the extended session the opening range has some plotting issues with periods like 13 minutes or any period that is not divisible into 330 mins with a round number outcome (eg 330/60 =5.5. Therefore an hour long opening range has problems in the extended session. The pre session script is only for the premarket. You can select any opening range period you like. I have set the opening range to be the full premarket session. If you select a different session you will have to unselect "pre open to 9:30 EST for Opening Range?" in the format section. The script defaults to 15 minutes in the "period Of Pre Opening Range?". To go back to the 4 am to 9:30 pre opening range select "pre open to 9:30 EST for Opening Range?" there is no automatic 330 minute selection. The past days offset script only works in 5 min or 15 minute period. It will show the opening range from up to 20 days past over the current days price action. Use this for the regular session only. 0 shows the current day's opening range. Use the positive integers for number of days back ie 1, 2, 3 etc not -1, -2, -3 etc. The script is preprogrammed to use the current day (0). Scripts updated to plot correctly: One thing they all have in common is a way of they deal with a somewhat random problem that shifts the plots 4 hours in one direction or the other ie the plot started at 9:30 EST or 1:30PM EST. This issue started to occur approximately June 22, 2015 and impacts any script that tried to use "session" times to manage a plot in my scripts. The issue now seems to have been resolved during this past week. Just in case the problem reoccurs I have added a "Switch session plot?" to each script. If the plot looks funny check or uncheck the "Switch session plot?" and see the difference. Of course if a new issue crops up it will likely require a different fix. I have updated all of the scripts shown on this chart. If you are using a script of mine that suffers from the compiler issue then you will find an update on this chart. You can get any and all of the scripts by clicking on the small sideways wishbone on the left middle of the chart. You will see a dialogue box. Then click "make it mine". This will import all of the scripts to your computer and you can play around with them all to decide what you want and what you don't want. This is the easiest way to get all of the scripts in one fell swoop. It is also the easiest way for me to make all of the scripts available. I do not have all of the plots visible since it is too messy and one of the scripts (pre OR) is only for the regular session. To view the scripts click on the blue eye to the right of the script title to show it on this script. If you can only use the regular session. The scripts will all (with the exception of the pre OR) work fine. If for any reason this script seems flakey refresh the page r try a slightly different period. I have noticed that sometimes randomly the script loves to return to the 5 min OR. This is a very new issue transient issue. As always if you see an issue please let me know. Cheers Jayy
Pine Script®指標
由jayy提供
1
Opening Range Breakout with 2 Profit Targets.Opening Range Breakout with 2 Profit Targets. Updated Indicator now works on all Symbols with Many Different Session Options. ***Known PineScript Issue…While the Opening Range is being Formed the lines only adjust for that individual bar. Just reset Indicator after Opening Range Completes. ***All Times are Based on New York Time Session Options Forex U.S. Banks Open (8:00), Gold U.S. Open (8:20), Oil U.S. Open (9:00), U.S. Cash Session - Stocks (9:30), NY Forex Open (17:00) , Europe Open (02:00), or if you choose Setting 0 the Session Runs from 00:00 to 00:00 (Midnight to Midnight). ***Ability to use 60 minute Opening Range, 30 minute, 15 minute, and many other options. ***However you can manually change the times in the Inputs Tab to adjust for any session you prefer. This is useful for Day Light Savings Adjustments. Also the default times work if your charts are set to EST Time. If you use A different time zone in your settings you need to Adjust the times in the inputs tab. Initially Opening Range High and Low plot as Yellow Lines. If Price Goes Above Opening Range then Line Turns Green. If Price Goes Below Opening Range Line Turns Red. By default the First Profit Target is 1/2 the Width of the Opening Range and the 2nd Profit Target is 1 Times the Opening Range. However these are Adjustable in the Inputs Tab. By Default the Opening Range Length is 1 Hour. However, you can Change the Opening Range Length to 15 min, 30 min, 2 hours etc. in the Inputs Tab. Plots a 1 Above or Below Candle when 1st Profit Target is Achieved, and a 2 when 2nd Profit Target is Achieved.
Pine Script®指標
由ChrisMoody提供
91
Math by Thomas Swing RangeMath by Thomas Swing Range is a simple yet powerful tool designed to visually highlight key swing levels in the market based on a user-defined lookback period. It identifies the highest high, lowest low, and calculates the midpoint between them — creating a clear range for swing trading strategies. These levels can help traders: Spot potential support and resistance zones Analyze price rejection near range boundaries Frame mean-reversion or breakout setups The indicator continuously updates and extends these lines into the future, making it easier to plan and manage trades with visual clarity. 🛠️ How to Use Add to Chart: Apply the indicator on any timeframe and asset (works best on higher timeframes like 1H, 4H, or Daily). Configure Parameters: Lookback Period: Number of candles used to detect the highest high and lowest low. Default is 20. Extend Lines by N Bars: Number of future bars the levels should be projected to the right. Interpret Lines: 🔴 Red Line: Swing High (Resistance) 🟢 Green Line: Swing Low (Support) 🔵 Blue Line: Midpoint (Mean level — useful for equilibrium-based strategies) Trade Ideas: Bounce trades from swing high/low zones. Breakout confirmation if price closes strongly outside the range. Reversion trades if price moves toward the midpoint after extreme moves.
Pine Script®指標
由MathThomas提供
5
Wyckoff Range Detector [Beta] + Smart Money ElementsThis indicator detects the key phases of the Wyckoff market structure and integrates smart money elements, such as Order Blocks (OB), Fair Value Gaps (FVG), and Breaker Blocks. It also helps identify potential reversal zones (LPS, UTAD, Spring), breakout opportunities, and provides automatic Risk-Reward (R:R) calculations. Key Features: Wyckoff Phases Detection: Automatically detects key phases of Wyckoff's market structure: B (Range) – The initial range of accumulation. C (Spring Phase) – Accumulation phase with a potential breakout. C (UTAD Phase) – Upthrust After Distribution, indicating a potential reversal. D (LPS Phase) – Last Point of Support, signaling accumulation before a breakout. E (Breakout) – Phase marking breakout from range. Re-Accumulation – Possible continuation in the range after a breakout. Re-Distribution – Possible breakdown of a distribution phase. Smart Money Elements: Order Blocks (OB): Identifies Bullish and Bearish OBs to anticipate market entries. Fair Value Gap (FVG): Highlights imbalance areas where price is likely to return. Breaker Blocks: Marks areas where the price has previously broken a structure, indicating strong supply/demand zones. Automatic Risk-Reward Calculation: Smart RR: Automatically calculates Risk-Reward (R:R) ratios from LPS phases and Order Blocks. It draws lines to indicate target and stop levels with green for the target and red for the stop. Visual representation of the entry signal with target and stop levels displayed. Alerts: Set alerts for phase changes, breakout, re-accumulation, or re-distribution to stay updated on the market’s movements. Visual Tools: Labels are used to indicate key zones such as AR, SC, LPS, and Spring Zones. Draw boxes for the Spring and LPS phases to highlight areas where price action is likely to reverse. Lines to represent potential breakouts, with customizable risk-reward indicators. How to Use: Apply the Indicator on any chart. Identify Wyckoff phases to understand market trends. Monitor Smart Money Elements (OB, FVG, Breaker) for entry and exit points. Use automatic Risk-Reward levels for managing trades. Set alerts for various Wyckoff phases and smart money signals to stay updated.
Pine Script®指標
由magistr890提供
Custom Opening Range FillThis TradingView indicator visualizes a customizable opening range. Users define the start hour, minute (UTC), and range duration. It calculates the high and low prices within this period and fills the area between them on the chart. The range resets daily. This highlights a specific trading window, aiding in identifying potential breakout or breakdown levels. Traders can adjust the time parameters to analyze various market sessions or strategies. It's useful for those focusing on price action within a defined timeframe, simplifying the observation of key price levels.
Pine Script®指標
由Ep69提供
PriceCatch - Previous Hour RangeHi Tradingview community, Recently I stumbled upon a video on Youtube where the Youtuber was talking about Intraday trading based on 1 hour price range. Anyone requesting the code was asked to contact over email for the code. So, I thought, this is such a simple script and has no special complex coding involved and why such a show off instead of just sharing it. So, I decided to write the code myself and it took me under 10 minutes to do it. So, here's the PriceCatch - Previous Hour Range script. It is open source, so you can check it and apply it in your trading strategy. Remember, this is just a simple range plotter and does not give any signals. If you want 2 hours range, then simply change 60 to 120. Simple. So, all the best with your trades. PriceCatch
Pine Script®指標
由PriceCatch提供
2
Weekend RangeWeekend Range Indicator – Customizable High/Low Zones 🔹 Overview The Weekend Range Indicator marks the last 20 weekends on your chart, highlighting their highs and lows with fully customizable colors, transparency, and time settings. This tool helps traders identify key support and resistance levels from weekend price action. 🛠️ Features ✅ Custom Weekend Start & End – Choose the weekend days and time (UTC) ✅ Automatically Tracks the Last 20 Weekends (configurable up to 50) ✅ Custom Box Colors & Transparency – Adjust the fill and border colors easily ✅ Works on All Timeframes – Best viewed on 1H, 4H, or higher ✅ Efficient & Optimized Code – No lag, smooth performance 🎯 How to Use 1️⃣ Add the indicator to your chart. 2️⃣ Adjust the weekend start & end time in the settings. 3️⃣ Customize the box colors and transparency to match your style. 4️⃣ Watch how price reacts around the weekend high/low zones for trade opportunities. 💡 Trading Strategies 🔹 Breakout Trading – Look for price breaking above or below the weekend range. 🔹 Reversal Zones – Watch for rejections at weekend highs/lows. 🔹 Liquidity & Stop Hunts – Large players often target these levels. 📈 Recommended Markets ✔ Works best on Forex, Crypto, Indices, and Commodities ✔ Ideal for swing traders and intraday traders 🚀 Enjoy using the indicator! Let me know if you’d like any new features added! 🎯🔥
Pine Script®指標
由Smi7提供
KillZones & Sessions [TradingFinder] Volume | Asia, London & NY🔵 Introduction 🟣 Session The forex market operates 24 hours a day, 5 days a week, with only Saturdays and Sundays being off; traders often focus on one of the forex trading sessions instead of trying to trade in all markets 24 hours a day. Trading sessions are time intervals during which a specific financial market is active and trades are conducted. The Asia, London, and New York sessions are the most important trading sessions throughout the 24-hour period, during which a significant amount of money and liquidity enters the market. 🟣 Kill Zone Traders in financial markets profit from the difference between the price at which they buy or sell and the current market price. Traders have different time horizons for trading. Among these, some traders engage in daily or even hourly trading and must operate during times when the market has desirable trading volumes and significant price movements. Kill zones are segments of a session with higher trading volumes and price fluctuations compared to the rest of the session. 🔵 How to Use 🟣 Session Time The "Asia Session" consists of two sessions: "Sydney" and "Tokyo." The beginning of this session, according to the "UTC" time zone, is at 23:00 and ends at 06:00. Similarly, the beginning of the "Asia KillZone," according to the "UTC" time zone, is at 23:00, and it ends at 03:55. The "London Session" consists of two sessions: "Frankfurt" and "London." The beginning of this session, according to the "UTC" time zone, is at 07:00, and it ends at 14:25. Similarly, the beginning of the "London KillZone," according to the "UTC" time zone, is at 07:00, and it ends at 09:55. The beginning of the "New York am" session, according to the "UTC" time zone, is at 14:30, and it ends at 19:25. Similarly, the beginning of the "New York am KillZone," according to the "UTC" time zone, is at 14:30, and it ends at 16:55. The beginning of the "New York pm" session, according to the "UTC" time zone, is at 19:30, and it ends at 22:55. Similarly, the beginning of the "New York pm KillZone," according to the "UTC" time zone, is at 19:30, and it ends at 20:55. Important : To prevent session overlap, the working hours of each session have slightly changed. 🔵 Features 🟣 Simultaneous Session and Kill Zone With this indicator, you can simultaneously view the kill zone and session. High and low lines are used to indicate sessions, while filled areas with color represent kill zones. If you do not want to see kill zones, you can turn off the display settings. 🟣 Candle, Time, and Volume Using the "More Info" feature, you can see the number of candles, elapsed time, and traded volume within the colored filled area. 🔵 Settings •Show More Info: To display "More Info," you need to turn on this feature and turn it off whenever you don't need it. • You can also customize these settings for each session separately : o Display or hide session. o Choose session color. o Set session time range. o Display or hide kill zone. o Set kill zone time range.
Pine Script®指標
由TFlab提供
2