立即開始

在腳本中搜尋"spy"

Signal Stack MeterWhat it is A lightweight “go or no‑go” meter that combines your manual read of Structure, Location, and Momentum with automatic context from volatility and macro timing. It surfaces a single, tradeable answer on the chart: OK to engage or Standby. Why traders like it You keep your discretion and nuance, and the meter adds guardrails. It prevents good trade ideas from being executed in the wrong conditions. What it measures Manual buckets you set each day: Structure, Location, Momentum from 0 to 2 Volatility from VIX, term structure, ATR 5 over 60, and session gaps Time windows for CPI, NFP, and FOMC with ET inputs and an exchange‑offset Total score and a simple gate: threshold plus a “strong bucket” rule you choose How to use in 30 seconds Pick a preset for your market. Set Structure, Location, Momentum to 0, 1, or 2. Leave defaults for the auto metrics while you get a feel. Read the header. When it says OK to engage, you have both your read and the context. Defaults we recommend OK threshold: 5 Strong bucket rule: Either Structure or Location equals 2 VIX triggers: 22 and 1.25× the 20‑SMA Term mode: Diff at 0.00 tolerance. Ratio mode at 1.00+ is available ATR 5/60 defense: 1.25. Offense cue: 0.85 or lower ATR smoothing: 1 Gap mode: RTH with 0.60× ATR5 wild gap. ON wild range at 0.80× ATR5 CPI window 08:25 to 08:40 ET. FOMC window 13:50 to 14:30 ET ET to exchange offset: −60 for CME index futures. Set to 0 for NYSE symbols like SPY Alert cadence: Once per RTH session. Snooze first 30 minutes optional New since the last description Parity with Defense Mode for presets, sessions, ratio vs diff term mode, ATR smoothing, RTH‑key cadence, and snooze options Event windows in ET with a simple offset to your exchange time Alternate row backgrounds and full color control for readability Exposed series for automation: EngageOK(1=yes) plus TotalScore Debug toggle to see ATR ratio, term, and gap measurements directly Notes Dynamic alerts require “Any alert() function call”. The meter is designed to sit opposite Defense Mode on the chart. Use the position input to avoid overlap.
Pine Script®指標
由Uplift32提供
RS Ratio vs Benchmark (Colored)📈 RS Ratio vs Benchmark (with Color Change) A simple but powerful tool to track relative strength against a benchmark like QQQ, SPY, or any other ETF. 🔍 What it Shows RS Ratio (orange line): Measures how strong a stock is relative to a benchmark. Moving Average (teal line): Smooths out RS to show trend direction. Color-coded RS Line: 🟢 Green = RS is above its moving average → strength is increasing. 🔴 Red = RS is below its moving average → strength is fading. 📊 How to Read It Above 100 = Stock is outperforming the benchmark. Below 100 = Underperforming. Rising & Green = Strongest signal — accelerating outperformance. Above 100 but Red = Consolidating or losing momentum — potential rest period. Crosses below 100 = Warning sign — underperformance. ✅ Best Uses Spot leading stocks with strong momentum vs QQQ/SPY. Identify rotation — when strength shifts between sectors. Time entries and exits based on RS trends and crossovers.
Pine Script®指標
由muchavez提供
RSI Cloud Zones (by AButterfly)RSI instruction: Uptrend market only. LONG only. Should use only when SPY and QQQ are above 50 SMA and 200 SMA, and the 50sma is above 200sma, and RSI(14) is above 50 ............... BUY only in the GREEN area. Do NOT buy above GREEN green area. That would be chase (after a train, a ship that left). Take profit in the RED area, preferably on a green candle. This does not encourage SHORT-ing. LONG only. Disclaimer: This is an entertainment. If you lose money, don't blame this indicator or the creator. You have to pay attention to whether the market is on uptrend.
Pine Script®指標
由Abutterfly提供
Dark Pool Block Trades - Institutional Volume📊 Dark Pool Block Trades - Institutional Volume Visualize where institutional money positions before major price moves occur. This indicator reveals hidden dark pool block trades that often precede significant price movements - because when smart money deploys millions and billions in strategic accumulation or distribution, retail traders need to see where it's happening. 🎯 WHY DARK POOL DATA MATTERS: Institutions don't move large capital randomly. Dark pool block trades represent strategic positioning by sophisticated money managers with superior research and conviction. These trades create hidden support/resistance levels that often predict future price action. The key principle: Follow institutional flow, don't fight it. When institutions get involved, they create high-probability trading opportunities. 💰 HOW INSTITUTIONS INFLUENCE PRICE: - Large block trades establish hidden accumulation/distribution zones - Smart money builds positions BEFORE retail awareness increases - Institutional activity creates "footprints" at key technical levels - These trades often signal conviction plays ahead of major moves - Institutions typically add to winning positions throughout trends 🔍 WHAT THIS INDICATOR SHOWS: - Visual overlay of dark pool block trades directly on price charts - Track institutional positioning across major stocks and ETFs - Identify accumulation/distribution zones before they become obvious to retail - Spot high-conviction institutional trades in real-time visualization - Customizable block trade size filters and timeframe selection - Historical institutional activity up to 5 years or custom ranges 💡 THE TRADING ADVANTAGE: Instead of guessing price direction, see where institutions are already positioning. When large block trades appear in dark pools, you're witnessing strategic institutional commitment that frequently leads to significant price movements. ⚡ HOW IT WORKS: This Pine Script displays institutional dark pool transactions as visual markers on your charts. The script comes with sample data for immediate use. For expanded ticker coverage and real-time updates, external data services are available. 🎯 IDEAL FOR: - Swing traders following institutional footprints - Traders seeking setups backed by smart money conviction - Position traders looking for accumulation zones - Anyone wanting to align with institutional flow rather than fight it 🔄 SAMPLE DATA INCLUDED: Pre-loaded with institutional activity data across popular tickers, updated daily to demonstrate how dark pool activity correlates with future price movements. The script initially covers these tickers going back 6 months showing the top 10 trades by volume over 400,000 shares: AAPL, AMD, AMZN, ARKK, ARKW, BAC, BITO, COIN, COST, DIA, ETHA, GLD, GOOGL, HD, HYG, IBB, IWM, JNJ, JPM, LQD, MA, META, MSFT, NVDA, PG, QQQ, RIOT, SLV, SMCI, SMH, SOXX, SPY, TLT, TSLA, UNH, USO, V, VEA, VNQ, VOO, VTI, VWO, WMT, XLE, XLF, XLK, XLU, XLV, XLY
Pine Script®指標
由Mobytick提供
7
SeikaAlgo–Long/Short Buy/Sell SignalSeikaAlgo–Long/Short Buy/Sell Signal — Simple, Visual, Reliable Signals SeikaAlgo makes high-probability trading simple and actionable for everyone—no complex rules, no guesswork. Just follow these 3 steps: How It Works 1. Watch for Buy/Sell Signals Buy and Sell signals are printed right on your chart, only after the candle closes—never repaints, never lags. Trade with confidence. 2. Enter at Candle Close Buy: Enter at the close of a candle when a green “B” label appears and price crosses above the green EMA 9. Sell: Enter at the close of a candle when a red “S” label appears and price crosses below the red EMA 9. 3. Take Profit Move your stop loss with each new candle (trailing stop), or use the EMA 9 line to trail stops. Take profit when price reaches a Daily Fibonacci Level. Example — 5min SPY Buy Signal: Green label prints above green EMA 9 after candle closes. Enter at close, stop just below the signal candle’s low. Sell Signal: Red label prints below red EMA 9 after candle closes. Enter at close, stop just above the signal candle’s high. Key Features No Lag, No Repainting: Signals only appear after a candle is complete—so you’re never chasing ghosts. Clear Visual Cues: Instantly know when to buy, sell, or step aside. Built-in Trailing Stop Logic: Protect your trades easily. Works On Any Market/Timeframe: Perfect for stocks, futures, crypto, or forex. SeikaAlgo is an invite-only indicator. Add it to your chart, follow the labels and EMA, and trade with confidence—no clutter, no confusion. Simple, visual, reliable.
Pine Script®指標
由Asa666提供
TFPS - TradFi Pressure ScoreThe Data-Driven Answer to a New Market Reality. This indicator quantifies the pressure exerted by Wall Street on the crypto market across four critical dimensions: Risk Appetite, Fear, Liquidity Flows, and the Opportunity Cost of Capital. Our research has found that the correlation between this 4-dimensional pressure vector and crypto price action reaches peak values of 0.87. This is your decisive macro edge, delivered in real-time. The Irreversible Transformation A fundamental analysis of the last five years of market data proves an irreversible transformation: The crypto market has matured into a high-beta risk asset, its fate now inextricably linked to Traditional Finance (TradFi). The empirical data is clear: Bitcoin increasingly behaves like a leveraged version of the S&P 500. The correlation to major stock indices is statistically significant and persistent. The "digital gold" narrative is refuted by the data; the correlation to gold is virtually non-existent. This means standard technical indicators are no longer sufficient. Tools like RSI or MACD are blind to the powerful, external macro context that now dominates price action. They see the effect, but not the cause. The Solution: A 4-Dimensional Macro-Lens The TradFi Pressure Score (TFPS) is the answer. It is an institutional-grade dashboard that aggregates the four most dominant external forces into a single, actionable score: S&P 500 (SPY): The Pulse of Risk Appetite. A rising S&P signals a "risk-on" environment, fueling capital flows into crypto. VIX: The Market's Fear Gauge. A rising VIX signals a "risk-off" flight to safety, draining liquidity from crypto. DXY (US-Dollar Index): The Anchor of Global Liquidity. A strong Dollar (rising DXY) tightens financial conditions, creating powerful headwinds for risk assets like Bitcoin. US 10Y Yield: The Opportunity Cost of Capital. Rising yields make risk-free assets more attractive, pulling capital away from non-yielding assets like crypto. What makes the TFPS truly unique? 1. Dynamic Weighting (The Secret Weapon): Which macro factor matters most right now? Is it a surging Dollar or a collapsing stock market? The TFPS answers this automatically. It continuously analyzes the correlation of all four components to your chosen asset (e.g., Bitcoin) and adjusts their influence in real-time. The dashboard shows you the exact live weights, ensuring you are always focused on the factor that is currently driving the market. 2. Adaptive Engine: The forces driving a 15-minute chart are different from those driving a daily chart. The TFPS engine automatically recalibrates its internal lookback periods to your chosen timeframe. This ensures the score is always optimally relevant, whether you are a day trader or a swing trader. 3. Designed for Actionable Insights The Pressure Line: The indicator's core output. Is its value > 0 (tailwind) or < 0 (headwind)? This provides an instant, unambiguous read on the macro environment for your trade. The Z-Score (The Contrarian Signal): The background "Stress Cloud" and the discrete dots provide early warnings of extreme macro greed or fear. Readings above +2 or below -2 have historically pinpointed moments of market exhaustion that often precede major trend reversals. Lead/Lag Status: Gain a critical edge by knowing who is in the driver's seat. The dashboard tells you if TradFi is leading the price action or if crypto is moving independently, allowing you to validate your trade thesis against the dominant market force. This is a public indicator with protected source code Access is now available for traders who understand the new market reality at the intersection of crypto and traditional finance. You are among the first to leverage what is a new standard for macro analysis in crypto trading. Your feedback is highly valued as I continue to refine this tool. Follow for updates and trade with the full context!
Pine Script®指標
由ayana-ailab提供
TFPS - TradFi-Pressure-Score (Adaptive)The data-driven answer to an irreversible market reality. This indicator quantifies the combined pressure from the S&P 500, VIX, DXY, and US10Y, whose correlation to crypto has reached peak values of 0.87. Your decisive macro edge, in real-time. This indicator is built on a fundamental analysis of market data from the last five years. The analysis proves an irreversible transformation: The crypto market has evolved into a high-beta risk asset, its fate inextricably linked to Traditional Finance (TradFi). The empirical data is clear: Bitcoin increasingly behaves like a leveraged version of the S&P 500. The correlation to stock indices, with peak values of up to 0.87, is statistically highly significant. The "digital gold" safe-haven narrative is refuted by the data; the correlation to gold (0.04) is virtually non-existent and statistically insignificant. This means: Standard indicators like RSI or MACD are insufficient for today's market conditions. They only see price, ignoring the powerful external context that now dominates price action. The TradFi Pressure Score (TFPS) is the answer to this data-driven reality. It's your institutional-grade macro dashboard, aggregating the four most dominant external forces into a single, actionable score: S&P 500 (SPY): The pulse of global risk appetite. A rising S&P signals a "risk-on" environment, fueling capital flows into crypto. VIX: The market's "Fear Gauge". A rising VIX signals a "risk-off" flight to safety, draining liquidity from crypto. DXY (US-Dollar Index): The counter-pole to risk assets. A strong Dollar (rising DXY) tightens global liquidity, creating significant headwinds for Bitcoin. US 10Y Yield: The opportunity cost of capital. Rising yields make risk-free assets more attractive, pulling capital away from non-yielding assets like crypto. What makes TFPS truly unique? Dynamic Weighting (its secret weapon): Which factor matters most today? The DXY or the VIX? TFPS continuously analyzes the correlation of all four factors to your chosen asset (e.g., Bitcoin) and automatically adjusts their weight in real-time. This ensures you're always focused on what's currently driving the market. Adaptive Engine : What drives a 15-minute chart is different from a daily chart. The TFPS engine automatically adapts its lookback periods and calculations to your chosen timeframe for optimal relevance. Clear, Actionable Signals Designed for Traders: Pressure Line (>0 or <0): Instantly see if the world's largest financial forces are providing a tailwind or a headwind for your trade. Z-Score (Extreme Readings) : Get early warnings of extreme macro "Greed" or "Fear". Readings above +2 or below -2 have historically pinpointed moments of market exhaustion that often precede major trend reversals. Regime Change : A fundamental shift in the nature of TradFi pressure is visualized with a clear signal, providing unambiguous macro insights. Lead/Lag Status : Gain a critical edge by knowing who's in the driver's seat. The dashboard tells you if TradFi is LEADING the price action or if crypto is moving independently, allowing you to focus on the right information source. This is a private beta. I am granting exclusive access to a limited number of traders who understand this new market reality. In exchange for your valuable feedback, you will be among the first to leverage what I believe is the new standard for macro analysis in crypto trading. Request access to trade with the full context.
Pine Script®指標
由ayana-ailab提供
1
Assets Correlation AnalyzerAssets Correlation Analyzer --------------------------------------------- What is it? The Assets Correlation Analyzer is a technical indicator that measures and visualizes the statistical relationship between any two financial assets (a 'Base Asset' vs. a 'Comparison Asset', example Gold vs. SPY or Nasdaq vs. Bitcoin). The indicator calculates dynamic correlation tracking using statistical methods, confidence intervals, and category-wide analysis capabilities. --------------------------------------------- Why was it built? / Potential Benefits This indicator was developed to help analyze inter-asset relationships in portfolio management and trading strategies. The indicator can be used for: Risk Assessment: Identify when assets begin moving together Diversification Analysis: Monitor portfolio component relationships Pairs Trading: Identify when correlated assets diverge Market Analysis: Recognize shifts in market conditions through correlation patterns Asset Analysis: Support decision-making based on correlation dynamics Hedging Analysis: Identify relationships between different instruments --------------------------------------------- How it Works The indicator employs established statistical methods to calculate rolling correlations between two selected assets: Data Collection: Retrieves price data for both selected assets using TradingView's security function Returns Calculation: Computes logarithmic or simple returns based on user preference Outlier Filtering: Optionally removes extreme price movements (beyond 2.5 standard deviations) to improve accuracy Correlation Computation: Calculates either Pearson or Spearman rank correlation over the specified period Signal Generation: Applies smoothing and generates a signal line (EMA) for momentum detection Confidence Assessment: Evaluates data quality and provides confidence metrics --------------------------------------------- How to Read the Oscillator Main Correlation Line Values Range: -1.0 to +1.0 +1.0: Perfect positive correlation (assets move identically) +0.7 to +0.99: Strong positive correlation +0.3 to +0.69: Moderate positive correlation -0.3 to +0.29: Weak/No significant correlation -0.69 to -0.31: Moderate negative correlation -0.99 to -0.7: Strong negative correlation -1.0: Perfect negative correlation (assets move oppositely) Color Coding System Green shades: Positive correlation levels, with brighter green indicating stronger positive correlation Red shades: Negative correlation levels, with brighter red indicating stronger negative correlation Gray: Insufficient data or transitional periods The color intensity reflects both correlation strength and momentum relative to the signal line. Signal Line (Gray) The EMA-based signal line helps identify momentum changes: Correlation above signal: Positive momentum in correlation Correlation below signal: Negative momentum in correlation Crossovers: Potential turning points in the relationship Background Fills Gradient fills provide a quick visual assessment of correlation strength, with intensity indicating the degree of correlation. --------------------------------------------- Correlation Calculation Methods and Options Calculation Methods Spearman Rank Correlation (Default) Uses ranked values rather than raw prices Less sensitive to outliers and non-linear relationships Suitable for volatile or non-normally distributed assets Pearson Correlation (Traditional) Standard linear correlation method More sensitive to outliers Suitable for assets with normal distribution patterns --------------------------------------------- Customization Options Correlation Period (7-500 bars): Determines the lookback window for calculation Signal Line Period (1-200 bars): Controls the smoothing of the signal line Outlier Removal: Automatically filters extreme price movements Return Type: Choose between logarithmic (recommended) or simple returns Smoothing Period: Reduces noise in correlation readings --------------------------------------------- Asset Categories The indicator includes 80+ pre-configured assets across multiple categories: Metals: Gold, Silver, Copper, Platinum, Palladium, Nickel, Zinc, Aluminum Energy: WTI/Brent Crude, Natural Gas, Uranium Agriculture: Corn, Soybeans, Wheat, Coffee ETFs: Major indices, sector, geographic, and specialty ETFs Bonds: Government and corporate bond instruments Financial: Currency pairs, treasury yields, volatility indices Cryptocurrencies: Major digital assets and market cap indices Real Estate: REITs and real estate focused instruments --------------------------------------------- For Whom This Indicator Is Designed Intended Users Portfolio Managers: Asset allocation and risk assessment Quantitative Traders: Correlation-based strategy development Risk Analysts: Correlation monitoring and analysis Institutional Investors: Diversification analysis Active Traders: Pairs trading and arbitrage analysis Skill Level Intermediate to Advanced: Requires understanding of correlation concepts and statistical interpretation Experience with Statistics: Users should be familiar with correlation analysis concepts --------------------------------------------- Information Tables Main Analysis Table Displays current correlation value, data confidence percentage, and selected asset information. Category Correlation Table Shows correlation strength between the selected 'Base Asset' (in the chart, Gold) and all assets in the comparison asset's category. --------------------------------------------- Alert Conditions Four built-in alert types: Strong Stable Positive Correlation: Triggers when correlation exceeds +0.8 with low volatility Strong Stable Negative Correlation: Triggers when correlation falls below -0.8 with low volatility Bullish Correlation Momentum: Signals when correlation crosses above the signal line Bearish Correlation Momentum: Signals when correlation crosses below the signal line --------------------------------------------- Usage Notes Longer periods (30-50 bars) provide more stable analysis Shorter periods (10-20 bars) provide more responsive signals Monitor confidence levels - correlations with <75% confidence should be interpreted cautiously Correlations tend to increase during market stress periods Should be used in conjunction with other analysis tools --------------------------------------------- Important Disclaimer This indicator is for educational and informational purposes only. It should not be considered as financial advice or a recommendation to buy, sell, or hold any financial instrument. Past correlation patterns do not guarantee future relationships between assets. Users should conduct their own research and consider consulting with a qualified financial advisor before making investment decisions. Trading and investing involve substantial risk of loss, and correlation analysis cannot eliminate these risks. The accuracy of correlation calculations depends on data quality and market conditions, which can change rapidly.
Pine Script®指標
由SwissAlgo提供
IV PercentileIV Percentile Indicator - Brief Description What It Does The IV Percentile Indicator measures where current implied volatility ranks compared to the past year, showing what percentage of time volatility was lower than today's level. How It Works Data Collection: Tracks implied volatility (or historical volatility as proxy) for each trading day Stores the last 252 days (1 year) of volatility readings Uses VIX data for SPY/SPX, historical volatility for other stocks Calculation: IV Percentile = (Days with IV below current level) ÷ (Total days) × 100 Example: If IV Percentile = 75%, it means current volatility is higher than 75% of the past year's readings. Visual Output Main Display: Blue line showing percentile (0-100%) Reference lines at key levels (20%, 30%, 50%, 70%, 80%) Color-coded backgrounds for quick identification Info table with current readings Key Levels: 80%+ (Red): Very high IV → Sell premium 70-79% (Orange): High IV → Consider selling 30-20% (Green): Low IV → Consider buying <20% (Bright Green): Very low IV → Buy premium Trading Application When IV Percentile is HIGH (70%+): Options are expensive relative to recent history Good time to sell premium (iron condors, credit spreads) Expect volatility to decrease toward normal levels When IV Percentile is LOW (30%-): Options are cheap relative to recent history Good time to buy premium (straddles, long options) Expect volatility to increase from compressed levels Core Logic The indicator helps answer: "Is this a good time to buy or sell options based on how expensive/cheap they are compared to recent history?" It removes the guesswork from volatility timing by providing historical context for current option prices.
Pine Script®指標
由LAFgottatrade提供
Reversal Signal avec TICK + RSIThis indicator is a potential reversal indicator for SCALPING, don't use it for swing. It's base on TICK and on an overbrought/oversold condition of the RSI. You can play with the setting, typicaly I like my TICK to be over reacting an 800/-800 and my rsi over 20 and 80, but it give not enough signal. So I set the TICK signal at 651/-651 and the RSI at 25/75. This indicator is made for SP500 and Nasdaq, so SPY/QQQ/SPX/ES/NQ should work well. It's the first version of it, so maybe I'll add so more data to it to increase signal and lower false one. For now I've test it on live market yet(26/7/25). The RSI is Fast(5 period), I like to use it on the 1 or 5 min chart. Please not that it only work during 9h30am to 4pm EST.(Because of the TICK) Feel free to try and even comment. Don't be harsh on me, it's my first try! (Sorry for my 'english' it's not my first language) FAUCON
Pine Script®指標
由FAUCON505提供
Cross-Asset Risk Appetite IndexCross-Asset Risk Appetite Index (RiskApp) by CWRP combines multiple asset classes into a single risk sentiment signal to help traders and investors detect when the market is in a risk-on or risk-off regime. It calculates a composite Z-score index based on relative performance between: SPY / IEF: Equities vs Bonds HYG / LQD: High Yield vs Investment Grade Credit CL / GC: Oil vs Gold VIX / MOVE: Equity vs Bond Market Volatility (inverted) Each component reflects capital flows toward riskier or safer assets, with dynamic weighting (Equity/Bond: 30%, Credit: 25%, Commodities: 25%, Volatility: 20%) and smoothing applied for a cleaner signal. How to Read: Highlighting Yellow = Risk-On sentiment (market favors risk assets) Orange = Risk-Off sentiment (flight to safety) Black Background = Neutral design for emotional detachment Table Equity/Bond Z-Score: Positive (> +1) --> Stocks outperforming bonds --> Risk-On Negative (< -1) --> Bonds outperforming stocks --> Risk-Off Credit Spread Z-Score (HYG/LQD): Positive --> High yield outperforming --> Investors seeking yield Negative --> Flight to quality --> Credit concerns Oil/Gold Z-Score: Positive --> Oil outperforming --> Economic optimism Negative --> Gold outperforming --> Defensive positioning Volatility Spread (VIX/MOVE): Positive --> Equity vol falling relative to bond vol --> Risk stabilizing Negative --> Equity vol rising --> Caution / Risk-Off Composite Index: > +1 --> Strong Risk Appetite < -1 --> Strong Risk Aversion Between -1 and +1 --> Neutral regime Thank you for using the Cross-Asset Risk Appetite Index by CWRP! I'm open to all critiques and discussion around macro-finance and hope this model adds clarity to your decision-making.
Pine Script®指標
由Aram0k提供
Cross-Correlation Lead/Lag AnalyzerCross-Correlation Lead/Lag Analyzer (XCorr) Discover which instrument moves first with advanced cross-correlation analysis. This indicator analyzes the lead/lag relationship between any two financial instruments using rolling cross-correlation at multiple time offsets. Perfect for pairs trading, market timing, and understanding inter-market relationships. Key Features: Universal compatibility - Works with any two symbols (stocks, futures, forex, crypto, commodities) Multi-timeframe analysis - Automatically adjusts lag periods based on your chart timeframe Real-time correlation table - Shows current correlation values for all lag scenarios Visual lead/lag detection - Color-coded plots make it easy to spot which instrument leads Smart "Best" indicator - Automatically identifies the strongest relationship How to Use: Set your symbols in the indicator settings (default: NQ1! vs RTY1!) Adjust correlation length (default: 20 periods for smooth but responsive analysis) Watch the colored lines: • Red/Orange: Symbol 2 leads Symbol 1 by 1-2 periods • Blue: Instruments move simultaneously • Green/Purple: Symbol 1 leads Symbol 2 by 1-2 periods Check the table for exact correlation values and the "Best" relationship Interpreting Results: Correlation > 0.7: Strong positive relationship Correlation 0.3-0.7: Moderate relationship Correlation < 0.3: Weak/no relationship Highest line indicates the optimal timing relationship Popular Use Cases: Index Futures : NQ vs ES, RTY vs IWM Sector Rotation : XLF vs XLK, QQQ vs SPY Commodities : GC vs SI, CL vs NG Currency Pairs : EURUSD vs GBPUSD Crypto : BTC vs ETH correlation analysis Technical Notes: Cross-correlation measures linear relationships between two time series at different time lags. This implementation uses Pearson correlation with adjustable periods, calculating correlations from -2 to +2 period offsets to detect leading/lagging behavior. Perfect for quantitative analysts, pairs traders, and anyone studying inter-market relationships.
Pine Script®指標
由public_username_twice提供
🌊 Reinhart-Rogoff Financial Instability Index (RR-FII)Overview The Reinhart-Rogoff Financial Instability Index (RR-FII) is a multi-factor indicator that consolidates historical crisis patterns into a single risk score ranging from 0 to 100. Drawing from the extensive research in "This Time is Different: Eight Centuries of Financial Crises" by Carmen M. Reinhart and Kenneth S. Rogoff, the RR-FII translates nearly a millennium of crisis data into practical insights for financial markets. What It Does The RR-FII acts like a real-time financial weather forecast by tracking four key stress indicators that historically signal the build-up to major financial crises. Unlike traditional indicators based only on price, it takes a broader view, examining the global market's interconnected conditions to provide a holistic assessment of systemic risk. The Four Crisis Components - Capital Flow Stress (Default weight: 25%) - Data analyzed: Volatility (ATR) and price movements of the selected asset. - Detects abrupt volatility surges or sharp price falls, which often precede debt defaults due to sudden stops in capital inflow. - Commodity Cycle (Default weight: 20%) - Data analyzed: US crude oil prices (customizable). - Watches for significant declines from recent highs, since commodity price troughs often signal looming crises in emerging markets. - Currency Crisis (Default weight: 30%) - Data analyzed: US Dollar Index (DXY, customizable). - Flags if the currency depreciates by more than 15% in a year, aligning with historical criteria for currency crashes linked to defaults. - Banking Sector Health (Default weight: 25%) - Data analyzed: Performance of financial sector ETFs (e.g., XLF) relative to broad market benchmarks (SPY). - Monitors for underperformance in the financial sector, a strong indicator of broader financial instability. Risk Scale Interpretation - 0-20: Safe – Low systemic risk, normal conditions. - 20-40: Moderate – Some signs of stress, increased caution advised. - 40-60: Elevated – Multiple risk factors, consider adjusting positions. - 60-80: High – Significant probability of crisis, implement strong risk controls. - 80-100: Critical – Several crisis indicators active, exercise maximum caution. Visual Features - The main risk line changes color with increasing risk. - Background colors show different risk zones for quick reference. - Option to view individual component scores. - A real-time status table summarizes all component readings. - Crisis event markers appear when thresholds are breached. - Customizable alerts notify users of changing risk levels. How to Use - Apply as an overlay for broad risk management at the portfolio level. - Adjust position sizes inversely to the crisis index score. - Use high index readings as a warning to increase vigilance or reduce exposure. - Set up alerts for changes in risk levels. - Analyze using various timeframes; daily and weekly charts yield the best macro insights. Customizable Settings - Change the weighting of each crisis factor. - Switch commodity, currency, banking sector, and benchmark symbols for customized views or regional focus. - Adjust thresholds and visual settings to match individual risk preferences. Academic Foundation Rooted in rigorous analysis of 66 countries and 800 years of data, the RR-FII uses empirically validated relationships and thresholds to assess systemic risk. The indicator embodies key findings: financial crises often follow established patterns, different types of crises frequently coincide, and clear quantitative signals often precede major events. Best Practices - Use RR-FII as part of a comprehensive risk management strategy, not as a standalone trading signal. - Combine with fundamental analysis for complete market insight. - Monitor for differences between component readings and the overall index. - Favor higher timeframes for a broader macro view. - Adjust component importance to suit specific market interests. Important Disclaimers - RR-FII assesses risk using patterns from past crises but does not predict future events. - Historical performance is not a guarantee of future results. - Always employ proper risk management. - Consider this tool as one element in a broader analytical toolkit. - Even with high risk readings, markets may not react immediately. Technical Requirements - Compatible with Pine Script v6, suitable for all timeframes and symbols. - Pulls data automatically for USOIL, DXY, XLF, and SPY. - Operates without repainting, using only confirmed data. The RR-FII condenses centuries of financial crisis knowledge into a modern risk management tool, equipping investors and traders with a deeper understanding of when systemic risks are most pronounced.
Pine Script®指標
由ungroundedpilot提供
Intradayscanner – Institutional Interest (vs. RSP)This indicator measures volatility-adjusted Relative Residual Strength (RRS) of any symbol versus RSP (the Invesco S&P 500® Equal Weight ETF) to surface potential institutional interest overlooked by cap-weighted benchmarks. Equal-weighted benchmark: Uses RSP instead of SPY, so each S&P 500 component carries equal influence—highlighting broad institutional flows beyond the largest names. ATR normalization: Computes a “Divergence Index” by dividing RSP’s price move by its ATR(14), then adjusts the symbol’s move by that index and rescales by its own ATR(14). This isolates true outperformance. Residual focus: RRS represents the portion of a symbol’s move unexplained by broad-market action, making it easier to spot when institutions rotate into specific stocks. Visualization: Plots RRS as green/red histogram bars and overlays a 14-period EMA for trend smoothing.
Pine Script®指標
由Milo_Intradayscanner提供
Daily GEX Zones & Dashboard by JCThis script plots daily options-driven gamma zones alongside a live sentiment dashboard to help traders visualize dealer positioning, support/resistance clusters, and expected price behavior. Features: 📅 Date-based GEX Zones: Automatically draws GEX Resistance, GEX Support, Max Pain Zone, and Zero Gamma Line for a specific trading day. 📊 Gamma Flow Dashboard: Displays real-time GEX, DEX, Vanna, and Charm flows using intuitive dropdowns (Negative, Neutral, Positive) — no manual number typing. 🔢 Combo ID Calculation: Combines your gamma flow selections into a single Combo ID, quantifying net positioning pressure. 🎯 Automatic Bias Classification: Instantly highlights whether the day’s gamma structure is likely Pinned/Stable, Unpinned/Wild, Choppy, or Trap/Expansion — color-coded for quick reading. 📈 Zero Gamma Lines: Plots two critical levels where gamma flips from long to short, providing valuable confluence for intraday support/resistance. How to Use: 1️⃣ Pick your target date (e.g., current day) to activate the GEX boxes. 2️⃣ Enter the day’s Resistance Wall, Support Wall, Max Pain, and Zero Gamma levels from your option chain analysis. 3️⃣ Use the radio-style dropdowns to select sentiment for GEX, DEX, Vanna, and Charm based on your interpretation of open interest, hedging, dealer flow, and market structure. 4️⃣ The dashboard will auto-calculate your Combo ID and bias class. Designed for: SPX, SPY, QQQ, NVDA, or any high-liquidity underlying with active options flow. Active day traders, gamma scalpers, and market makers tracking dealer positioning. Tip: Combine with price action levels, VWAP, and intraday structure for high probability trade zones.
Pine Script®指標
由jayantjvc提供
All SMAs Bullish/Bearish Screener (Enhanced)All SMAs Bullish/Bearish Screener Enhanced: Uncover High-Conviction Trend Alignments with Confidence Description: Are you ready to elevate your trading from mere guesswork to precise, data-driven decisions? The "All SMAs Bullish/Bearish Screener Enhanced" is not just another indicator; it's a sophisticated, yet user-friendly, trend-following powerhouse designed to cut through market noise and pinpoint high-probability trading opportunities. Built on the foundational strength of comprehensive Moving Average confluence and fortified with critical confirmation signals from Momentum, Volume, and Relative Strength, this script empowers you to identify truly robust trends and manage your trades with unparalleled clarity. The Power of Multi-Factor Confluence: Beyond Simple Averages In the unpredictable world of financial markets, true strength or weakness is rarely an isolated event. It's the harmonious alignment of multiple technical factors that signals a high-conviction move. While our original "All SMAs Bullish/Bearish Screener" intelligently identified stocks where price was consistently above or below a full spectrum of Simple Moving Averages (5, 10, 20, 50, 100, 200), this Enhanced version takes it a crucial step further. We've integrated a powerful three-pronged confirmation system to filter out weaker signals and highlight only the most compelling setups: Momentum (Rate of Change - ROC): A strong trend isn't just about price direction; it's about the speed and intensity of that movement. Positive momentum confirms that buyers are still aggressively pushing price higher (for bullish signals), while negative momentum validates selling pressure (for bearish signals). Volume: No trend is truly trustworthy without the backing of smart money. Above-average volume accompanying an "All SMAs" alignment signifies strong institutional participation and conviction behind the move. It separates genuine trend starts from speculative whims. Relative Strength Index (RSI): This versatile oscillator ensures the trend isn't just "there," but that it's developing healthily. We use RSI to confirm a bullish bias (above 50) or a bearish bias (below 50), adding another layer of confidence to the direction. When the price aligns above ALL six critical SMAs, and is simultaneously confirmed by robust positive momentum, healthy volume, and a bullish RSI bias, you have an exceptionally strong "STRONGLY BULLISH" signal. This confluence often precedes sustained upward moves, signaling prime accumulation phases. Conversely, a "STRONGLY BEARISH" signal, where price is below ALL SMAs with negative momentum, confirming volume, and a bearish RSI bias, indicates powerful distribution and potential for significant downside. How to Use This Enhanced Screener: Add to Chart: Go to TradingView's Pine Editor, paste the script, and click "Add to Chart." Customize Parameters: Fine-tune the lengths of your SMAs, RSI, Momentum, and Volume averages via the indicator's settings. Experiment to find what best suits your trading style and the assets you trade. Choose Your Timeframe Wisely: Daily (1D) and 4-Hour (240 min) are highly recommended. These timeframes cut through intraday noise and provide more reliable, actionable signals for swing and position trading. Shorter timeframes (e.g., 15min, 60min) can be used by advanced day traders for very short-term entries, but be aware of increased volatility and noise. Visual Confirmation: Green/Red Triangles: Appear on your chart, indicating confirmed bullish or bearish signals. Background Color: The chart background will subtly turn lime green for "STRONGLY BULLISH" and red for "STRONGLY BEARISH" conditions. On-Chart Status Table: A clear table displays the current signal status ("STRONGLY BULLISH/BEARISH," or "SMAs Mixed") for immediate feedback. Set Up Alerts (Your Primary Screener Tool): This is the game-changer! Create custom alerts on TradingView based on the "Confirmed Bullish Trade" and "Confirmed Bearish Trade" conditions. Receive instant notifications (email, pop-up, mobile) for any stock in your watchlist that meets these stringent criteria. This allows you to scan the entire market effortlessly and act decisively. Strategic Stop-Loss Placement: The Trader's Lifeline Even the most robust signals can fail. Protecting your capital is paramount. For this trend-following strategy, your stop-loss should be placed where the underlying trend structure is broken. For a "STRONGLY BULLISH" Trade: Place your stop-loss just below the most recent significant swing low (higher low). This is the last point where buyers stepped in to support the price. If price breaks below this, your bullish thesis is invalidated. For a "STRONGLY BEARISH" Trade: Place your stop-loss just above the most recent significant swing high (lower high). If price breaks above this, your bearish thesis is invalidated. Alternatively, consider placing your stop-loss just below the 20-period SMA (for bullish trades) or above the 20-period SMA (for bearish trades). A significant close beyond this intermediate-term average often indicates a critical shift in momentum. Always ensure your chosen stop-loss adheres to your pre-defined risk per trade (e.g., 1-2% of capital). Disciplined Profit Booking: Maximizing Gains Just as important as knowing when you're wrong is knowing when to take profits. Trailing Stop-Loss: As your trade moves into profit, trail your stop-loss upwards (for longs) or downwards (for shorts). You can trail it using: Previous Swing Lows/Highs: Move your stop to just below each new higher low (for longs) or just above each new lower high (for shorts). A Moving Average (e.g., 10-period or 20-period SMA): If price closes below your chosen trailing SMA, exit. This allows you to ride the trend while protecting accumulated profits. Target Levels: Identify potential resistance levels (for longs) or support levels (for shorts) using pivot points, previous highs/lows, or Fibonacci extensions. Consider taking partial profits at these levels and letting the rest run with a trailing stop. Loss of Confluence: If the "STRONGLY BULLISH/BEARISH" condition ceases to be met (e.g., RSI crosses below 50, or volume drops significantly), this can be a signal to reduce or exit your position, even if your stop-loss hasn't been hit. The "All SMAs Bullish/Bearish Screener Enhanced" is your comprehensive partner in navigating the markets. By combining robust trend identification with critical confirmation signals and disciplined risk management, you're equipped to make smarter, more confident trading decisions. Add it to your favorites and unlock a new level of precision in your trading journey! #PineScript #TradingView #SMA #MovingAverage #TrendFollowing #StockScreener #TechnicalAnalysis #Bullish #Bearish #QQQ #Momentum #Volume #RSI #SPY #TradingStrategy #Enhanced #Signals #Analysis #DayTrading #SwingTrading
Pine Script®指標
由appzandgame提供
SPX Psych Levels for /ES Futures (Fair Value)Overview This indicator displays S&P 500 psychological levels adjusted for ES futures fair value premium. These levels act as powerful magnets for price action due to the convergence of technical trading and options market dynamics. What is Fair Value Premium? Simply put, its the difference between the SPX price and the ES futures price. This changes dynamically based on interest rate, dividends, and time to expiration. Why Psych Levels are Increasingly Important Psychological levels are round numbers where traders naturally place orders. These obvious levels attract stop losses, profit targets, and breakout orders from both retail and institutional traders. Algorithms often target these same levels, creating a self-fulfilling prophecy of support and resistance. Importantly, this effect has been exacerbated by the options market. Using May 2025 as an example, SPX options averaged 3.46 million contracts a day ≈US $1.8 trillion notional, dwarfing trading in SPY or ES/MES futures. 0-day-to-expiry (0DTE) trades hit a record-high 61% share of all SPX volume, making the options complex the primary arena for intraday price discovery. Strikes at psychological numbers (ending in 00 and 50) captured 66% of total open interest and 58% of 0DTE volume for the entire month. This massive concentration at round number strikes creates powerful hedging flows: Dealer Gamma Hedging: As price approaches these levels, market makers must dynamically hedge their options exposure, creating reflexive buying/selling pressure Pin Risk: Options dealers face maximum uncertainty at these levels near expiration, leading to increased hedging activity Charm Flows: Time decay accelerates near these levels, forcing position adjustments How It Works The indicator automatically: Calculates the fair value premium between ES futures and SPX using real-time interest rate data, dividends, and time to expiration Adjusts SPX round numbers by this premium to show where they appear on ES charts Updates once daily at futures session open (5PM CT) to maintain stable reference points throughout the trading session Key Features All TradingView Native: All calculations performed automatically using data available within TradingView - no external data feeds or manual updates required Multiple Level Increments: Display major (100-point), intermediate (50-point), and minor (25-point) psychological levels Margin of Error Zones: Optional ±2.5 point zones accounting for fair value calculation variance Full Customization: Colors, line styles, and widths for each level type Fair Value Info Table: Displays current contract, fair value calculation, interest rate, and days to expiration Automatic Contract Detection: Works on ES1!/MES1! continuous contracts and automatically detects the current front month contract Important Notes This indicator does not access any options data. It identifies levels where options activity naturally concentrates based on market structure. The power comes from understanding that these obvious levels create predictable dealer hedging flows, making them high-probability reaction zones. Trading Applications These levels can be used as dynamic areas of interest to be incorporated into a complete trading strategy.
Pine Script®指標
由SpinTrades提供
Supply & Demand MTF[E7T]This is not your average supply and demand tool. it’s a powerful, flexible indicator that helps traders spot high-probability opportunities by adapting to real-time market conditions. It uses a smart combination of volatility (ATR), volume, and price action to identify key zones where the market is likely to react. Perfect for scalpers and swing traders alike, this strategy brings together adaptive zone detection, trend bias (pivot line), two-tiered signals (S1 and S2), volume filtering, built-in Fibonacci targets, and even a debug mode for transparency and performance tracking. KEY FEATURES 1. ADAPTIVE ZONE DETECTION; This feature highlights areas where price is likely to bounce or reversebullish demand zones and bearish supply zones. Instead of using fixed levels, it adjusts based on market volatility. HOW IT WORKS: Uses Average True Range (ATR) to measure volatility. TWO MODES: Low Volatility Mode: Makes zones tighter for calm markets. High Volatility Mode: Expands zones during choppy or fast-moving conditions. Plots red boxes for supply zones and blue for demand zones. Zones extend until broken or naturally expire. WHY IT MATTERS: Traditional zone indicators often fall short in fast-changing conditions. This one adjusts automatically, helping you stay one step ahead. EXAMPLE: On a 4H BTCUSD chart, a demand zone will form at a key support level and adjust its size depending on whether the market is quiet or volatile. 2. MARKET BIAS PIVOT LINE; This dynamic line helps you quickly see whether the market is trending up or down so you can trade in the direction of strength. HOW IT WORKS: Based on recent swing highs and lows (default: last 4 bars). Line is green when price is above (bullish), red when below (bearish). Updates live and can be turned on/off in settings. WHY IT MATTERS: It’s a built-in trend filter. Use it to avoid fighting the market. EXAMPLE: If SPY is above a green pivot and enters a demand zone, it’s a solid bullish setup. 3. DUAL ENTRY SIGNALS (S1 and S2) The strategy gives you two signal types depending on your risk style: S1 SIGNALS: Early entry, based on basic confirmation (like a bullish engulfing pattern). S2 SIGNALS: Stronger entry, requiring solid candle confirmation, volume spike, and close near the zone. HOW IT WORKS: S1 = good for aggressive traders or small size entries. S2 = better for high-conviction trades and bigger position sizes. Both signals follow your selected market mood (bullish or bearish). WHY IT MATTERS: Flexibility! Most indicators only offer one signal style. This one gives you choice. EXAMPLE: In EURUSD, S1 might show up when price taps a demand zone and forms a small bullish candle. If volume increases and the next candle closes strong, S2 confirms the entry. 4. VOLUME CONFIRMATION This filters out weak signals by checking for real buying/selling interest. HOW IT WORKS: Compares current volume to previous bar and a 10–14 bar average. Adjustable volume thresholds for S1 and S2. Can be disabled for markets with unreliable volume (like certain forex pairs). WHY IT MATTERS: It adds a layer of quality control. High-volume moves usually mean higher conviction. EXAMPLE: On AAPL, an S2 will only trigger if volume jumps by 1.3x the average, signaling strong seller presence. 5. BUILT-IN FIBONACCI TARGETS (TP1, TP2, SL) No more guessing exits. The strategy draws take profit (TP) and stop loss (SL) levels automatically based on zone size. HOW IT WORKS: TP1 = 2.12x the zone height TP2 = 3.3x the zone height SL = 1x the zone height (all adjustable) These are shown as dashed (TP) and solid (SL) lines with labels WHY IT MATTERS: Reduces emotional decision-making. Helps you plan trades with consistent risk/reward. Example: In GOLD, if the demand zone is $20 tall, TP1 would be ~$42.40 higher, TP2 ~$66 higher, and SL $20 lower. 6. FULLY CUSTOMIZABLE INPUTS Tweak the settings to match your style and asset type. KEY INPUTS: Market Mood: Choose bullish (1) or bearish (2) Timeframe Filter: Focus only on reliable zones (30M or 4H) or can disable to show on every timeframe Zone Limit: Limit how many zones show (e.g., max 4) Breakout Buffer: Defines how much price must move to break a zone Zone Opacity: Make zones more/less visible WHY IT MATTERS: This lets you dial in the indicator for scalping, swing trading, crypto, stocks, or forex. Example: A scalper might use tighter zones and a low breakout buffer, while a swing trader prefers more zones and higher volatility mode. 7. DEBUG MODE (Optional) Get under the hood and see exactly how the strategy works. HOW IT WORKS: Shows metrics like ATR, volatility mode, memory usage, signal win rate, etc. Plots visual lines showing zone age and success rate (TP1 hit tracking) WHY IT MATTERS: Very few indicators show their math. This one does—great for power users who want to optimize. EXAMPLE: You might discover that signals perform best in high volatility mode during news events, helping you adjust settings accordingly. HOW TO USE IT 1. Add it to your TradingView chart (30M or 4H timeframes recommended). 2. Adjust inputs: Market Mood = 1 (bullish) or 2 (bearish) Pick your Volatility Mode Set Zone Collector Limit (3–4 works well) Use Timeframe Filter for better signals 3. Watch for S1 and S2: S1 = quicker trades, lighter risk S2 = stronger confirmation, bigger trades 4. Use the Pivot Line for trade direction. 5. Manage exits with auto TP/SL levels. 6. Turn on Debug Mode if you want detailed stats. WORKS VERY WELL WITHOUT REPAINTING Why It’s a Game-Changer; IT takes the guesswork out of zone trading. It’s not just smart—it’s adaptive. From volatility and volume to dynamic signals and exit plans, everything adjusts based on what the market is doing. And with a built-in trend filter and real-time debug info, it’s like having a trading co-pilot that’s always alert. Why It’s Different Most zone indicators are basic. This one isn’t. Here’s why: Adaptive zones that change with the market Dual signal system (S1/S2) for flexibility Volume confirmation to filter noise Built-in Fibonacci targets for clean exits Debug mode that shows you how it works YOU CAN SET ALERTS WITHOUT repainting THIS isn’t just another tool—it’s a smarter, more responsive way to trade.
Pine Script®指標
由E7Trades提供
1
Mongoose Conflict Risk Radar v1.1 (Separate Panel) description The Mongoose Capital: Risk Rotation Index is a macro market sentiment tool designed to detect elevated risk conditions by aggregating signals across key asset classes. This script evaluates trend strength across 8 ETFs representing major risk-on and risk-off flows: GLD – Gold VIXY – Volatility TLT – Long-Term Bonds SPY – S&P 500 UUP – U.S. Dollar Index EEM – Emerging Markets SLV – Silver FXI – China Large-Cap Each asset is assigned a binary signal based on price position vs. its 21-period SMA (or a crossover for bonds). The signals are then totaled into a composite Risk Rotation Score, plotted as a bar graph. How to Use 0–2 = Low risk-on behavior 3–4 = Caution / Mixed regime 5–8 = Elevated conflict or macro stress Use this as a macro confirmation layer for trend entries, risk reduction, or allocation shifts. Alerts Set alerts when the index exceeds 5 to track major rotations into defensive assets.
Pine Script®指標
由TheRealMongoose提供