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Bitfinex Open Interest ChangeThe script shows changes in Bitfinex open interest from the previous candle. Key: Positive green bar = Open interest increase, predominantly longs opening. Positive red bar = Open interest increase, predominantly shorts opening. Negative green bar = Open interest decrease, predominantly longs closing. Negative red bar = Open interest decrease, predominantly shorts closing. Token selection between top trading pairs is in the options.
Pine Script®指標
由veblen提供
7
Volume Sampled Supertrend [BackQuant]Volume Sampled Supertrend A Supertrend that runs on a volume sampled price series instead of fixed time. New synthetic bars are only created after sufficient traded activity, which filters out low participation noise and makes the trend much easier to read and model. Original Script Link This indicator is built on top of my volume sampling engine. See the base implementation here: Why Volume Sampling Traditional charts print a bar every N minutes regardless of how active the tape is. During quiet periods you accumulate many small, low information bars that add noise and whipsaws to downstream signals. Volume sampling replaces the clock with participation. A new synthetic bar is created only when a pre-set amount of volume accumulates (or, in Dollar Bars mode, when pricevolume reaches a dollar threshold). The result is a non-uniform time series that stretches in busy regimes and compresses in quiet regimes. This naturally: filters dead time by skipping low volume chop; standardizes the information content per bar, improving comparability across regimes; stabilizes volatility estimates used inside banded indicators; gives trend and breakout logic cleaner state transitions with fewer micro flips. What this tool does It builds a synthetic OHLCV stream from volume based buckets and then applies a Supertrend to that synthetic price. You are effectively running Supertrend on a participation clock rather than a wall clock. Core Features Sampling Engine - Choose Volume buckets or Dollar Bars . Thresholds can be dynamic from a rolling mean or median, or fixed by the user. Synthetic Candles - Plots the volume sampled OHLC candles so you can visually compare against regular time candles. Supertrend on Synthetic Price - ATR bands and direction are computed on the sampled series, not on time bars. Adaptive Coloring - Candle colors can reflect side, intensity by volume, or a neutral scheme. Research Panels - Table shows total samples, current bucket fill, threshold, bars-per-sample, and synthetic return stats. Alerts - Long and Short triggers on Supertrend direction flips for the synthetic series. How it works Sampling Pick Sampling Method = Volume or Dollar Bars. Set the dynamic threshold via Rolling Lookback and Filter (Mean or Median), or enable Use Fixed and type a constant. The script accumulates volume (or pricevolume) each time bar. When the bucket reaches the threshold, it finalizes one or more synthetic candles and resets accumulation. Each synthetic candle stores its own OHLCV and is appended to the synthetic series used for all downstream logic. Supertrend on the sampled stream Choose Supertrend Source (Open, High, Low, Close, HLC3, HL2, OHLC4, HLCC4) derived from the synthetic candle. Compute ATR over the synthetic series with ATR Period , then form upperBand = src + factorATR and lowerBand = src - factorATR . Apply classic trailing band and direction rules to produce Supertrend and trend state. Because bars only come when there is sufficient participation, band touches and flips tend to align with meaningful pushes, not idle prints. Reading the display Synthetic Volume Bars - The non-uniform candles that represent equal information buckets. Expect more candles during active sessions and fewer during lulls. Volume Sampled Supertrend - The main line. Green when Trend is 1, red when Trend is -1. Markers - Small dots appear when a new synthetic sample is created, useful for aligning activity cycles. Time Bars Overlay (optional) - Plot regular time candles to compare how the synthetic stream compresses quiet chop. Settings you will use most Data Settings Sampling Method - Volume or Dollar Bars. Rolling Lookback and Filter - Controls the dynamic threshold. Median is robust to outliers, Mean is smoother. Use Fixed and Fixed Threshold - Force a constant bucket size for consistent sampling across regimes. Max Stored Samples - Ring buffer limit for performance. Indicator Settings SMA over last N samples - A moving average computed on the synthetic close series. Can be hidden for a cleaner layout. Supertrend Source - Price field from the synthetic candle. ATR Period and Factor - Standard Supertrend controls applied on the synthetic series. Visuals and UI Show Synthetic Bars - Turn synthetic candles on or off. Candle Color Mode - Green/Red, Volume Intensity, Neutral, or Adaptive. Mark new samples - Puts a dot when a bucket closes. Show Time Bars - Overlay regular candles for comparison. Paint candles according to Trend - Colors chart candles using current synthetic Supertrend direction. Line Width , Colors , and Stats Table toggles. Some workflow notes: Trend Following Set Sampling Method = Volume, Filter = Median, and a reasonable Rolling Lookback so busy regimes produce more samples. Trade in the direction of the Volume Sampled Supertrend. Because flips require real participation, you tend to avoid micro whipsaws seen on time bars. Use the synthetic SMA as a bias rail and trailing reference for partials or re-entries. Breakout and Continuation Watch for rapid clustering of new sample markers and a clean flip of the synthetic Supertrend. The compression of quiet time and expansion in busy bursts often makes breakouts more legible than on uniform time charts. Mean Reversion In instruments that oscillate, faded moves against the synthetic Supertrend are easier to time when the bucket cadence slows and Supertrend flattens. Combine with the synthetic SMA and return statistics in the table for sizing and expectation setting. Stats table (top right) Method and Total Samples - Sampling regime and current synthetic history length. Current Vol or Dollar and Threshold - Live bucket fill versus the trigger. Bars in Bucket and Avg Bars per Sample - How much time data each synthetic bar tends to compress. Avg Return and Return StdDev - Simple research metrics over synthetic close-to-close changes. Why this reduces noise Time based bars treat a 5 minute print with 1 percent of average participation the same as one with 300 percent. Volume sampling equalizes bar information content. By advancing the bar only when sufficient activity occurs, you skip low quality intervals that add variance but little signal. For banded systems like Supertrend, this often means fewer false flips and cleaner runs. Notes and tips Use Dollar Bars on assets where nominal price varies widely over time or across symbols. Median filter can resist single burst outliers when setting dynamic thresholds. If you need a stable research baseline, set Use Fixed and keep the threshold constant across tests. Enable Show Time Bars occasionally to sanity check what the synthetic stream is compressing or stretching. Link again for reference Original Volume Based Sampling engine: Bottom line When you let participation set the clock, your Supertrend reacts to meaningful flow instead of idle prints. The result is a cleaner state machine, fewer micro whipsaws, and a trend read that respects when the market is actually trading.
Pine Script®指標
由BackQuant提供
PriceCatch Auto Fibonacci - IOHello and Warm Greetings to Tradingview community. PriceCatch Auto Fibonacci Levels The Problem One of the problems faced by traders who use Fibonacci levels is that they have to draw the levels manually on their charts. It's tedious and sometimes leads to inaccuracies in identifying correct levels. Secondly, while there are so many Auto Fibonacci scripts available in the Public Scripts Library, most of them are not really useful as they are very limited in their capability for the following reasons: either they are based on historical bars or historical pivots - user has to enter the number of historical bars or pivots for the starting point of the Fibonacci Levels. they are time-frame dependent. This is a very serious limitation with most scripts. they do not offer real and practical user settings. many of them are not actually pure Fibonacci Levels scripts. Limitations with other Auto Fibonacci scripts Other Fibonacci scripts ask user to specify a number of historical bars or pivots to draw the Fibonacci levels. This is a major problem with such scripts - because 50 historical bars on the daily time frame changes to 50 historical bars on the 4H if you change the chart's time-frame to 4H, thereby altering the position of the Fibonacci levels. So, the desired view that the user seeks about price action is not what he/she gets whenever the time-frame changes. Similarly with specifying Pivots. For example, for a swing trader who specifies Pivots, the number of pivots that occur in one month varies depending on the chart's time-frame. So after trying these scripts, users quickly realize that they are not really all that useful. PriceCatch Auto Fibonacci Levels - Unparalleled advantage The PriceCatch Auto Fibonacci Levels script that I am publishing is completely different from other Fibonacci scripts on the TradingView Public Library. My script offers users unparalleled flexibility and options to use it effectively and to suit their trading style. With PriceCatch Auto Fibonacci Levels script, user has the ability to choose a variety of options to draw the Fibonacci levels from Current Day, Previous Day all the way up to 52 weeks. Not only that, users can also set their own levels via input options and that makes it even more adaptive to a user's specific needs. So, if you do not want 0.382 level and want the level to be at 0.312, yes, you can do that with this script. Time-frame independence This script works independent of the chart time frame and this is it's USP. So, while your chart may be set to 15 minutes time-frame, you can set the script to draw Fibonacci levels of Previous Week, last 3 days or any other available interval of your choice and it will draw it accurately. What's more, you can change your chart's time-frame to any interval of your choice and the Fibonnacci levels stay fixed and true to the chosen option. To my knowledge, none of the other scripts offer such a feature as they are dependent on the Chart's time frame. The Difference With the PriceCatch Auto Fibonacci Levels script, when user chooses Previous Month to draw Fibonacci levels, it only considers the high and low of previous month and this can never change. This makes it time-frame independent and actually helpful to the user because while the Fibonacci levels are drawn based on the chosen interval's high and low, user can then choose any chart time frame to trade on the drawn Fibonacci levels. This is the crucial difference and big advantage of PriceCatch Auto Fibonacci Levels script from other scripts. Chart type independence PriceCatch Auto Fibonacci Levels script is also independent of chart type. You can set your chart to Bars, Japanese, Hollow, Heikin-Ashi or even line style and this script accurately draws the Fibonacci levels as the logic is independent of chart type. Practical and really useful I have written the script after careful study of all the other available scripts and only then took on this project. Once you look at other scripts and what they lack, you will realize my script is all-rounded, very flexible with a wide variety of options to choose from. All of these features make PriceCatch Auto Fibonacci Levels script unique, very powerful and highly useful to traders. Use Cases Intraday If you trade intraday, setting the interval to 3D (3 days) will give you Fibonacci levels of last three days. This may be useful in taking intraday trades by knowing probable support and resistance levels in that period. Then, you can trade on 1 minute, 3 minutes, 5 or any other intraday time frame of your choice. Swing / Long term trading For swing or long term traders, setting the interval to PM (previous month) or CQ (current quarter) will help you find probable support / resistance levels in that period that you can use to plan your trades. Then, of course, with the 52W setting, you can take a really long term view of the asset. Multiple Advantage Since you can add the script more than once to your chart, you can set one script to a longer time frame and another to a shorter one to form a combination of Fibonacci levels to give you even more precise and desired information about price action and to help you plan/manage your trades. Some Samples Tesla with CQ (Current Quarter) setting Microsoft with CM (Current Month) setting NVAX Bar Chart in 2H with PM (Previous Month) setting NOTE - PRIOR TO USING THIS SCRIPT: Please remember that the script is shared with absolutely no assurances about usability and any warranties whatsoever and as a responsible trader, please satisfy yourselves thoroughly and use it only if you are satisfied it works for you. Remember, you are 100% responsible for your actions. If you understand and accept that, you may use the script. Why Invite only? I merely want to know how many traders actually show interest to use it. QUERIES/FEEDBACK Please PM me. I have to thank @BJORGUM for helping me out with this script. Hope you find this script useful. Wish everyone all the best with trading.
Pine Script®指標
由PriceCatch提供
20