Crypto McClellan Oscillator (SLN Fix)This is an adaption of the Mcclellan Oscillator for crypto. Instead of tracking the S&P500 it tracks a selection of cryptos to make sure the indicator follows this sector instead.
Full credit goes to the creator of this indicator: Fadior. It has since been fixed by SLN.
The following description explains the standard McClellan Oscillator. Full credit to Investopedia , my fav source of financial explanations.
The same principles applies to its use in the crypto sector, but please be cautious of the last point, the limitations. Since crypto is more volatile, that could amplify choppy behavior.
This is not financial advice, please be extremely cautious. This indicator is only suitable as a confirmation signal and needs support of other signals to be profitable.
This indicator usually produces the best signals on slightly above daily time frame. I personally like 2 or 3 day, but you have to find the settings suitable for your trading style.
What Is the McClellan Oscillator?
The McClellan Oscillator is a market breadth indicator that is based on the difference between the number of advancing and declining issues on a stock exchange, such as the New York Stock Exchange (NYSE) or NASDAQ.
The indicator is used to show strong shifts in sentiment in the indexes, called breadth thrusts. It also helps in analyzing the strength of an index trend via divergence or confirmation.
The McClellan Oscillator formula can be applied to any stock exchange or group of stocks.
A reading above zero helps confirm a rise in the index, while readings below zero confirm a decline in the index.
When the index is rising but the oscillator is falling, that warns that the index could start declining too. When the index is falling and the oscillator is rising, that indicates the index could start rising soon. This is called divergence.
A significant change, such as moving 100 points or more, from a negative reading to a positive reading is called a breadth thrust. It may indicate a strong reversal from downtrend to uptrend is underway on the stock exchange.
How to Calculate the McClellan Oscillator
To get the calculation started, track Advances - Declines on a stock exchange for 19 and 39 days. Calculate a simple average for these, not exponential moving average (EMA).
Use these simple values as the Prior Day EMA values in the 19- and 39-day EMA formulas.
Calculate the 19- and 39-day EMAs.
Calculate the McClellan Oscillator value.
Now that the value has been calculated, on the next calculation use this value for the Prior Day EMA. Start calculating EMAs for the formula instead of simple averages.
If using the adjusted formula, the steps are the same, except use ANA instead of using Advances - Declines.
What Does the McClellan Oscillator Tell You?
The McClellan Oscillator is an indicator based on market breadth which technical analysts can use in conjunction with other technical tools to determine the overall state of the stock market and assess the strength of its current trend.
Since the indicator is based on all the stocks in an exchange, it is compared to the price movements of indexes that reflect that exchange, or compared to major indexes such as the S&P 500.
Positive and negative values indicate whether more stocks, on average, are advancing or declining. The indicator is positive when the 19-day EMA is above the 39-day EMA, and negative when the 19-day EMA is below the 39-day EMA.
A positive and rising indicator suggests that stocks on the exchange are being accumulated. A negative and falling indicator signals that stocks are being sold. Typically such action confirms the current trend in the index.
Crossovers from positive to negative, or vice versa, may signal the trend has changed in the index or exchange being tracked. When the indicator makes a large move, typically of 100 points or more, from negative to positive territory, that is called a breadth thrust.
It means a large number of stocks moved up after a bearish move. Since the stock market tends to rise over time, this a positive signal and may indicate that a bottom in the index is in and prices are heading higher overall.
When index prices and the indicator are moving in different directions, then the current index trend may lack strength. Bullish divergence occurs when the oscillator is rising while the index is falling. This indicates the index could head higher soon since more stocks are starting to advance.
Bearish divergence is when the index is rising and the indicator is falling. This means fewer stocks are keeping the advance going and prices may start to head lower.
Limitations of Using the McClellan Oscillator
The indicator tends to produce lots of signals. Breadth thrusts, divergence, and crossovers all occur with some frequency, but not all these signals will result in the price/index moving in the expected direction.
The indicator is prone to producing false signals and therefore should be used in conjunction with price action analysis and other technical indicators.
The indicator can also be quite choppy, moving between positive and negative territory rapidly. Such action indicates a choppy market, but this isn't evident until the indicator has made this whipsaw move a few times.
Good luck and a big thanks to Fadior!
在腳本中搜尋"美股科技股4月19日走势"
3Ema-Gann_Swing_V2-ICT Killzones_Pivots_TFO3ema
// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org
// © meomeo105
//@version=5
indicator('3Ema-Gann_Swing_V2-ICT Killzones_Pivots_TFO', shorttitle='3Ema-GSv2-Killzones_Pivots', overlay=true, max_lines_count=500)
//Gann Swing V2
//-----Input-------
customTF = input.timeframe(defval="",title = "Show Other TimeFrame")
GroupGann = "Gann"
showGann = input.bool(true, 'Show Gann/Style', group = GroupGann,inline = "Gann/Style")
lineGann = input.string(title="",options= ,defval='(╌)', group = GroupGann, inline = "Gann/Style")
lineStyleGann = lineGann == "(┈)" ? line.style_dotted : lineGann == "(╌)" ? line.style_dashed : line.style_solid
colorGann = input.color(color.white, 'Color/Width', group = GroupGann, inline = "Color/Width")
widthGann = input.int(defval=1,title = "",minval=1, step=1, group = GroupGann, inline = "Color/Width")
ignoreISB = input.bool(true, 'Ignore Inside Bar', group = GroupGann, inline = "ignoreISB")
GroupSGann = "Swing of Gann"
showSGann = input.bool(true, 'Show Swing/Style', group = GroupSGann, inline = "Swing/Style")
lineSGann = input.string(title="",options= ,defval="(─)", group = GroupSGann, inline = "Swing/Style")
lineStyleSGann = lineSGann == "(┈)" ? line.style_dotted : lineSGann == "(╌)" ? line.style_dashed : line.style_solid
colorSGann = input.color(color.aqua, 'Color/Width', group = GroupSGann, inline = "Color/Width")
widthSGann = input.int(defval=1,title = "",minval=1,step=1, group = GroupSGann, inline = "Color/Width")
showChoCh = input.bool(false, 'Show ChoCh', group = GroupSGann,inline = "Choch")
show2ChoCh = input.bool(true, 'Show 2Choch/Color', group = GroupSGann,inline = "2Choch")
color2Choch = input.color(color.aqua, '', group = GroupSGann,inline = "2Choch")
showLabel = input.bool(true, 'Show Label TimeFrame',group = GroupSGann)
//////////////////////////Global//////////////////////////
var arrayLineTemp = array.new_line()
// Converts a resolution expressed in minutes into a string usable by "security()"
f_resFromMinutes(_minutes) =>
_minutes < 1 ? str.tostring(math.round(_minutes*60)) + "S" :
_minutes < 60 ? str.tostring(math.round(_minutes)) + "m" :
_minutes < 1440 ? str.tostring(math.round(_minutes/60)) + "H" :
_minutes < 10080 ? str.tostring(math.round(math.min(_minutes / 1440, 7))) + "D" :
_minutes < 43800 ? str.tostring(math.round(math.min(_minutes / 10080, 4))) + "W" :
str.tostring(math.round(math.min(_minutes / 43800, 12))) + "M"
var arrayLineChoCh = array.new_line()
var label labelTF = label.new(time, close, text = "",color = color.new(showSGann ? colorSGann : colorGann,95), textcolor = showSGann ? colorSGann : colorGann,xloc = xloc.bar_time, textalign = text.align_left)
//////////////////////////Gann//////////////////////////
styleGann = showSGann ? line.style_dashed : line.style_solid
var arrayXGann = array.new_int(5,time)
var arrayYGann = array.new_float(5,close)
var arrayLineGann = array.new_line()
int drawLineGann = 0
secondCustomTF = request.security(syminfo.tickerid,customTF,timeframe.in_seconds(),lookahead=barmerge.lookahead_on)
_high = request.security(syminfo.tickerid,customTF,high,lookahead=barmerge.lookahead_on)
_low = request.security(syminfo.tickerid,customTF,low,lookahead=barmerge.lookahead_on)
_close = request.security(syminfo.tickerid,customTF,close,lookahead=barmerge.lookahead_on)
_open = request.security(syminfo.tickerid,customTF,open,lookahead=barmerge.lookahead_on)
highPrev = _high
lowPrev = _low
// drawLineGann => 2:Tiếp tục 1:Đảo chiều; // Outsidebar 2:Tiếp tục 3:Tiếp tục và Đảo chiều 4 : Đảo chiều 2 lần
drawLineGann := 0
if(_high > highPrev and _low > lowPrev )
if(array.get(arrayYGann,0) > array.get(arrayYGann,1))
if(_high > array.get(arrayYGann,0))
if(_high <= high)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _high )
drawLineGann := 2
else
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_high )
drawLineGann := 1
else if(_high < highPrev and _low < lowPrev )
if(array.get(arrayYGann,0) > array.get(arrayYGann,1))
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_low )
drawLineGann := 1
else
if(_low < array.get(arrayYGann,0))
if(_low >= low)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _low )
drawLineGann := 2
else if((_high >= highPrev and _low < lowPrev ) or (_high > highPrev and _low <= lowPrev ))
if(array.get(arrayYGann,0) > array.get(arrayYGann,1))
if(_high >= array.get(arrayYGann,0) and array.get(arrayYGann,1) <= _low )
if(_high <= high)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _high )
drawLineGann := 2
else if(_high >= array.get(arrayYGann,0) and array.get(arrayYGann,1) >= _low )
if(_close < _open)
if(_high <= high)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _high )
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_low )
drawLineGann := 3
else
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_low )
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_high )
drawLineGann := 4
else if(array.get(arrayYGann,0) < array.get(arrayYGann,1))
if(_low <= array.get(arrayYGann,0) and _high <= array.get(arrayYGann,1))
if(_low >= low)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _low )
drawLineGann := 2
else if(_low <= array.get(arrayYGann,0) and _high >= array.get(arrayYGann,1))
if(_close > _open)
if(_low >= low)
array.set(arrayXGann, 0, time)
array.set(arrayYGann, 0, _low )
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_high )
drawLineGann := 3
else
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_high )
array.unshift(arrayXGann,time)
array.unshift(arrayYGann,_low )
drawLineGann := 4
else if((_high <= highPrev and _low >= lowPrev ) and ignoreISB)
highPrev := highPrev
lowPrev := lowPrev
if(timeframe.in_seconds() < secondCustomTF and drawLineGann == 0)
if(array.get(arrayYGann,0) > array.get(arrayYGann,1))
if(array.get(arrayYGann,0) <= high)
array.set(arrayXGann, 0, time)
drawLineGann := 2
else
if(array.get(arrayYGann,0) >= low)
array.set(arrayXGann, 0, time)
drawLineGann := 2
if(showGann and timeframe.in_seconds() <= secondCustomTF)
if(drawLineGann == 2)
if(array.size(arrayLineGann) >0)
line.set_xy2(array.get(arrayLineGann,0),array.get(arrayXGann,0),array.get(arrayYGann,0))
else
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,1),array.get(arrayYGann,1),array.get(arrayXGann,0),array.get(arrayYGann,0), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
else if(drawLineGann == 1)
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,1),array.get(arrayYGann,1),array.get(arrayXGann,0),array.get(arrayYGann,0), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
else if(drawLineGann == 3)
if(array.size(arrayLineGann) >0)
line.set_xy2(array.get(arrayLineGann,0),array.get(arrayXGann,1),array.get(arrayYGann,1))
else
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,2),array.get(arrayYGann,2),array.get(arrayXGann,1),array.get(arrayYGann,1), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,1),array.get(arrayYGann,1),array.get(arrayXGann,0),array.get(arrayYGann,0), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
else if(drawLineGann == 4)
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,2),array.get(arrayYGann,2),array.get(arrayXGann,1),array.get(arrayYGann,1), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
array.unshift(arrayLineGann,line.new(array.get(arrayXGann,1),array.get(arrayYGann,1),array.get(arrayXGann,0),array.get(arrayYGann,0), color = colorGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleGann))
//////////////////////////Swing Gann//////////////////////////
var arrayXSGann = array.new_int(5,time)
var arrayYSGann = array.new_float(5,close)
var arrayLineSGann = array.new_line()
int drawLineSGann = 0
int drawLineSGann1 = 0
bool runCheckChoChSGann = false
runCheckChoChSGann := runCheckChoChSGann
if(showSGann)
if(math.max(array.get(arrayYSGann,0),array.get(arrayYSGann,1)) < math.min(array.get(arrayYGann,0),array.get(arrayYGann,1)) or math.min(array.get(arrayYSGann,0),array.get(arrayYSGann,1)) > math.max(array.get(arrayYGann,0),array.get(arrayYGann,1)))
//Khởi tạo bắt đầu
drawLineSGann1 := 5
array.set(arrayXSGann, 0, array.get(arrayXGann,1))
array.set(arrayYSGann, 0, array.get(arrayYGann,1))
array.unshift(arrayXSGann,array.get(arrayXGann,0))
array.unshift(arrayYSGann,array.get(arrayYGann,0))
// drawLineSGann kiểm tra điểm 1 => 13:Tiếp tục có sóng hồi // 12|19(reDraw):Tiếp tục không có sóng hồi // 14:Đảo chiều
if(array.get(arrayXGann,0) == array.get(arrayXGann,1))
if(array.get(arrayXSGann,0) >= array.get(arrayXGann,2) and array.get(arrayYSGann,0) != array.get(arrayYGann,1) and ((array.get(arrayYGann,1) > array.get(arrayYGann,2) and array.get(arrayYSGann,0) > array.get(arrayYSGann,1)) or (array.get(arrayYGann,1) < array.get(arrayYGann,2) and array.get(arrayYSGann,0) < array.get(arrayYSGann,1))))
drawLineSGann1 := 12
array.set(arrayXSGann, 0, array.get(arrayXGann,1))
array.set(arrayYSGann, 0, array.get(arrayYGann,1))
else if(array.get(arrayXSGann,0) <= array.get(arrayXGann,2))
if((array.get(arrayYSGann,0) > array.get(arrayYSGann,1) and array.get(arrayYGann,1) < array.get(arrayYSGann,1)) or (array.get(arrayYSGann,0) < array.get(arrayYSGann,1) and array.get(arrayYGann,1) > array.get(arrayYSGann,1)))
drawLineSGann1 := 14
runCheckChoChSGann := true
array.unshift(arrayXSGann,array.get(arrayXGann,1))
array.unshift(arrayYSGann,array.get(arrayYGann,1))
else if((array.get(arrayYSGann,0) > array.get(arrayYSGann,1) and array.get(arrayYGann,1) > array.get(arrayYSGann,0)) or (array.get(arrayYSGann,0) < array.get(arrayYSGann,1) and array.get(arrayYGann,1) < array.get(arrayYSGann,0)))
drawLineSGann1 := 13
_max = math.min(array.get(arrayYSGann,0),array.get(arrayYSGann,1))
_min = math.max(array.get(arrayYSGann,0),array.get(arrayYSGann,1))
_max_idx = 0
_min_idx = 0
for i = 2 to array.size(arrayXGann)
if(array.get(arrayXSGann,0) >= array.get(arrayXGann,i))
break
if(_min > array.get(arrayYGann,i))
_min := array.get(arrayYGann,i)
_min_idx := array.get(arrayXGann,i)
if(_max < array.get(arrayYGann,i))
_max := array.get(arrayYGann,i)
_max_idx := array.get(arrayXGann,i)
if(array.get(arrayYSGann,0) > array.get(arrayYSGann,1))
array.unshift(arrayXSGann,_min_idx)
array.unshift(arrayYSGann,_min)
else if(array.get(arrayYSGann,0) < array.get(arrayYSGann,1))
array.unshift(arrayXSGann,_max_idx)
array.unshift(arrayYSGann,_max)
array.unshift(arrayXSGann,array.get(arrayXGann,1))
array.unshift(arrayYSGann,array.get(arrayYGann,1))
if(timeframe.in_seconds() < secondCustomTF)
if(array.get(arrayYSGann,0) == array.get(arrayYGann,1) and array.get(arrayXSGann,0) != array.get(arrayXGann,1))
array.set(arrayXSGann, 0, array.get(arrayXGann,1))
drawLineSGann1 := 19
if(timeframe.in_seconds() <= secondCustomTF)
if(drawLineSGann1 == 12 or drawLineSGann1 == 19)
if(array.size(arrayLineSGann) >0)
line.set_xy2(array.get(arrayLineSGann,0),array.get(arrayXSGann,0),array.get(arrayYSGann,0))
else
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
else if(drawLineSGann1 == 14)
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
else if(drawLineSGann1 == 13)
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,2),array.get(arrayYSGann,2),array.get(arrayXSGann,1),array.get(arrayYSGann,1), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
if(runCheckChoChSGann)
runCheckChoChSGann := false
// ChoCh Trường hợp chữ N ngược, chữ N
if((array.get(arrayYSGann,3) > array.get(arrayYSGann,2) and array.get(arrayYSGann,3) < array.get(arrayYSGann,1) and array.get(arrayYSGann,0) < array.get(arrayYSGann,2)) or (array.get(arrayYSGann,3) < array.get(arrayYSGann,2) and array.get(arrayYSGann,3) > array.get(arrayYSGann,1) and array.get(arrayYSGann,0) > array.get(arrayYSGann,2)))
alert(syminfo.ticker + " : " + timeframe.period + " => Swing of Gann ChoCh" + (array.get(arrayYSGann,0) > array.get(arrayYSGann,1) ? "+ ⇑" : "- ⇓"))
if(showChoCh)
array.unshift(arrayLineChoCh,line.new(x1= array.get(arrayXSGann,2) , y1=array.get(arrayYSGann,2),x2=array.get(arrayXSGann,0), y2=array.get(arrayYSGann,2),color = colorSGann,xloc = xloc.bar_time,style = line.style_dotted))
// ChoCh 2 Đầu Trường hợp chữ N ngược, chữ N
if(show2ChoCh and ((array.get(arrayYSGann,1) > array.get(arrayYSGann,3) and array.get(arrayYSGann,3) > array.get(arrayYSGann,4) and array.get(arrayYSGann,4) > array.get(arrayYSGann,2) and array.get(arrayYSGann,2) > array.get(arrayYSGann,0)) or (array.get(arrayYSGann,0) > array.get(arrayYSGann,2) and array.get(arrayYSGann,2) > array.get(arrayYSGann,4) and array.get(arrayYSGann,4) > array.get(arrayYSGann,3) and array.get(arrayYSGann,3) > array.get(arrayYSGann,1))))
line.set_width(array.get(arrayLineSGann,1),widthGann + 1)
line.set_style(array.get(arrayLineSGann,1),line.style_dashed)
line.set_color(array.get(arrayLineSGann,1),color2Choch)
// drawLineSGann kiểm tra điểm 0 => 3:Tiếp tục có sóng hồi // 2|9(reDraw):Tiếp tục không có sóng hồi // 4:Đảo chiều
if(array.get(arrayXSGann,0) >= array.get(arrayXGann,1) and array.get(arrayYSGann,0) != array.get(arrayYGann,0) and ((array.get(arrayYGann,0) > array.get(arrayYGann,1) and array.get(arrayYSGann,0) > array.get(arrayYSGann,1)) or (array.get(arrayYGann,0) < array.get(arrayYGann,1) and array.get(arrayYSGann,0) < array.get(arrayYSGann,1))))
drawLineSGann := 2
array.set(arrayXSGann, 0, array.get(arrayXGann,0))
array.set(arrayYSGann, 0, array.get(arrayYGann,0))
else if(array.get(arrayXSGann,0) <= array.get(arrayXGann,1))
if((array.get(arrayYSGann,0) > array.get(arrayYSGann,1) and array.get(arrayYGann,0) < array.get(arrayYSGann,1)) or (array.get(arrayYSGann,0) < array.get(arrayYSGann,1) and array.get(arrayYGann,0) > array.get(arrayYSGann,1)))
drawLineSGann := 4
runCheckChoChSGann := true
array.unshift(arrayXSGann,array.get(arrayXGann,0))
array.unshift(arrayYSGann,array.get(arrayYGann,0))
else if((array.get(arrayYSGann,0) > array.get(arrayYSGann,1) and array.get(arrayYGann,0) > array.get(arrayYSGann,0)) or (array.get(arrayYSGann,0) < array.get(arrayYSGann,1) and array.get(arrayYGann,0) < array.get(arrayYSGann,0)))
drawLineSGann := 3
_max = math.min(array.get(arrayYSGann,0),array.get(arrayYSGann,1))
_min = math.max(array.get(arrayYSGann,0),array.get(arrayYSGann,1))
_max_idx = 0
_min_idx = 0
for i = 1 to array.size(arrayXGann)
if(array.get(arrayXSGann,0) >= array.get(arrayXGann,i))
break
if(_min > array.get(arrayYGann,i))
_min := array.get(arrayYGann,i)
_min_idx := array.get(arrayXGann,i)
if(_max < array.get(arrayYGann,i))
_max := array.get(arrayYGann,i)
_max_idx := array.get(arrayXGann,i)
if(array.get(arrayYSGann,0) > array.get(arrayYSGann,1))
array.unshift(arrayXSGann,_min_idx)
array.unshift(arrayYSGann,_min)
else if(array.get(arrayYSGann,0) < array.get(arrayYSGann,1))
array.unshift(arrayXSGann,_max_idx)
array.unshift(arrayYSGann,_max)
array.unshift(arrayXSGann,array.get(arrayXGann,0))
array.unshift(arrayYSGann,array.get(arrayYGann,0))
if(timeframe.in_seconds() < secondCustomTF)
if(array.get(arrayYSGann,0) == array.get(arrayYGann,0) and array.get(arrayXSGann,0) != array.get(arrayXGann,0))
array.set(arrayXSGann, 0, array.get(arrayXGann,0))
drawLineSGann := 9
if(timeframe.in_seconds() <= secondCustomTF)
if(drawLineSGann == 2 or drawLineSGann == 9)
if(array.size(arrayLineSGann) >0)
line.set_xy2(array.get(arrayLineSGann,0),array.get(arrayXSGann,0),array.get(arrayYSGann,0))
else
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
else if(drawLineSGann == 4)
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
else if(drawLineSGann == 3)
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,2),array.get(arrayYSGann,2),array.get(arrayXSGann,1),array.get(arrayYSGann,1), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
array.unshift(arrayLineSGann,line.new(array.get(arrayXSGann,1),array.get(arrayYSGann,1),array.get(arrayXSGann,0),array.get(arrayYSGann,0), color = colorSGann,xloc = xloc.bar_time,width = widthGann,style=lineStyleSGann))
if(runCheckChoChSGann)
runCheckChoChSGann := false
// ChoCh Trường hợp chữ N ngược, chữ N
if((array.get(arrayYSGann,3) > array.get(arrayYSGann,2) and array.get(arrayYSGann,3) < array.get(arrayYSGann,1) and array.get(arrayYSGann,0) < array.get(arrayYSGann,2)) or (array.get(arrayYSGann,3) < array.get(arrayYSGann,2) and array.get(arrayYSGann,3) > array.get(arrayYSGann,1) and array.get(arrayYSGann,0) > array.get(arrayYSGann,2)))
alert(syminfo.ticker + " : " + timeframe.period + " => Swing of Gann ChoCh" + (array.get(arrayYSGann,0) > array.get(arrayYSGann,1) ? "+ ⇑" : "- ⇓"))
if(showChoCh)
array.unshift(arrayLineChoCh,line.new(x1= array.get(arrayXSGann,2) , y1=array.get(arrayYSGann,2),x2=array.get(arrayXSGann,0), y2=array.get(arrayYSGann,2),color = colorSGann,xloc = xloc.bar_time,style = line.style_dotted))
// ChoCh 2 Đầu Trường hợp chữ N ngược, chữ N
if(show2ChoCh and ((array.get(arrayYSGann,1) > array.get(arrayYSGann,3) and array.get(arrayYSGann,3) > array.get(arrayYSGann,4) and array.get(arrayYSGann,4) > array.get(arrayYSGann,2) and array.get(arrayYSGann,2) > array.get(arrayYSGann,0)) or (array.get(arrayYSGann,0) > array.get(arrayYSGann,2) and array.get(arrayYSGann,2) > array.get(arrayYSGann,4) and array.get(arrayYSGann,4) > array.get(arrayYSGann,3) and array.get(arrayYSGann,3) > array.get(arrayYSGann,1))))
line.set_width(array.get(arrayLineSGann,1),widthGann+1)
line.set_style(array.get(arrayLineSGann,1),line.style_dashed)
line.set_color(array.get(arrayLineSGann,1),color2Choch)
///////////////////////Other//////////////////////////////////
if(timeframe.in_seconds() <= secondCustomTF)
if(showSGann)
if(showLabel and (barstate.islast or barstate.islastconfirmedhistory))
texLabel = timeframe.in_seconds() == secondCustomTF ? f_resFromMinutes(timeframe.in_seconds()/60) : f_resFromMinutes(secondCustomTF/60)
label.set_xy(labelTF,array.get(arrayXSGann,0),array.get(arrayYSGann,0))
label.set_text(labelTF,texLabel)
label.set_style(labelTF,array.get(arrayYSGann,0) < array.get(arrayYSGann,1) ? label.style_label_upper_right : label.style_label_lower_right)
else if(showGann)
if(showLabel and (barstate.islast or barstate.islastconfirmedhistory))
texLabel = timeframe.in_seconds() == secondCustomTF ? f_resFromMinutes(timeframe.in_seconds()/60) : f_resFromMinutes(secondCustomTF/60)
label.set_xy(labelTF,array.get(arrayXGann,0),array.get(arrayYGann,0))
label.set_text(labelTF,texLabel)
label.set_style(labelTF,array.get(arrayYGann,0) < array.get(arrayYGann,1) ? label.style_label_upper_right : label.style_label_lower_right)
if(showSGann and showGann and array.size(arrayLineGann) > 9 and array.size(arrayLineSGann) > 9 and drawLineGann != 2 and drawLineSGann != 2 and drawLineSGann != 9 and drawLineSGann != 12 and drawLineSGann != 19)
for i = 1 to 9
if(line.get_x1(array.get(arrayLineGann,i)) == line.get_x1(array.get(arrayLineSGann,0)) and line.get_y1(array.get(arrayLineGann,i)) == line.get_y1(array.get(arrayLineSGann,0)) and line.get_x2(array.get(arrayLineGann,i)) == line.get_x2(array.get(arrayLineSGann,0)) and line.get_y2(array.get(arrayLineGann,i)) == line.get_y2(array.get(arrayLineSGann,0)))
line.delete(array.get(arrayLineGann,i))
array.remove(arrayLineGann,i)
break
else if(line.get_x1(array.get(arrayLineGann,i)) == line.get_x1(array.get(arrayLineSGann,1)) and line.get_y1(array.get(arrayLineGann,i)) == line.get_y1(array.get(arrayLineSGann,1)) and line.get_x2(array.get(arrayLineGann,i)) == line.get_x2(array.get(arrayLineSGann,1)) and line.get_y2(array.get(arrayLineGann,i)) == line.get_y2(array.get(arrayLineSGann,1)))
line.delete(array.get(arrayLineGann,i))
array.remove(arrayLineGann,i)
break
else if(line.get_x1(array.get(arrayLineGann,i)) == line.get_x1(array.get(arrayLineSGann,2)) and line.get_y1(array.get(arrayLineGann,i)) == line.get_y1(array.get(arrayLineSGann,2)) and line.get_x2(array.get(arrayLineGann,i)) == line.get_x2(array.get(arrayLineSGann,2)) and line.get_y2(array.get(arrayLineGann,i)) == line.get_y2(array.get(arrayLineSGann,2)))
line.delete(array.get(arrayLineGann,i))
array.remove(arrayLineGann,i)
break
//EMA
// EMA 2
EMA1len = input.int(21, minval=1, title="EMA1>Length")
EMA1src = input(close, title="EMA1>Source")
EMA1offset = input.int(title="EMA1>Offset", defval=0, minval=-500, maxval=500)
EMA1out = ta.ema(EMA1src, EMA1len)
plot(EMA1out, title="EMA1", color=color.black, offset=EMA1offset)
// EMA 3
EMA2len = input.int(50, minval=1, title="EMA2>Length")
EMA2src = input(close, title="EMA2>Source")
EMA2offset = input.int(title="EMA2>Offset", defval=0, minval=-500, maxval=500)
EMA2out = ta.ema(EMA2src, EMA2len)
plot(EMA2out, title="EMA2", color=color.blue, offset=EMA2offset)
// EMA 4
EMA3len = input.int(200, minval=1, title="EMA3>Length")
EMA3src = input(close, title="EMA3>Source")
EMA3offset = input.int(title="EMA3>Offset", defval=0, minval=-500, maxval=500)
EMA3out = ta.ema(EMA3src, EMA3len)
plot(EMA3out, title="EMA3", color=color.red, offset=EMA3offset)
// ICT Killzones & Pivots
// ---------------------------------------- Inputs --------------------------------------------------
var g_SETTINGS = "Settings"
max_days = input.int(3, "Session Drawing Limit", 1, tooltip = "Only this many drawings will be kept on the chart, for each selected drawing type (killzone boxes, pivot lines, open lines, etc.)", group = g_SETTINGS)
tf_limit = input.timeframe("30", "Timeframe Limit", tooltip = "Drawings will not appear on timeframes greater than or equal to this", group = g_SETTINGS)
gmt_tz = input.string('GMT-4', "Timezone", options = , tooltip = "Note GMT is not adjusted to reflect Daylight Saving Time changes", group = g_SETTINGS)
lb_size = input.string('Normal', "Label Size", options = , group = g_SETTINGS)
lb_color = input.color(color.black, "Label Text Color", group = g_SETTINGS)
use_cutoff = input.bool(true, "Drawing Cutoff Time", inline = "CO", tooltip = "When enabled, all highs and lows will stop extending after this time", group = g_SETTINGS)
cutoff = input.session("1200-1201", "", inline = "CO", group = g_SETTINGS)
var g_KZ = "Killzones"
show_kz = input.bool(true, "Show Killzone Boxes", inline = "KZ", group = g_KZ)
show_kz_text = input.bool(true, "Display Text", inline = "KZ", group = g_KZ)
box_transparency = input.int(70, "Box Transparency", 0, 100, group = g_KZ)
text_transparency = input.int(50, "Text Transparency", 0, 100, group = g_KZ)
use_asia = input.bool(true, "", inline = "ASIA", group = g_KZ)
asia_text = input.string("Asia", "", inline = "ASIA", group = g_KZ)
asia = input.session("2000-0000", "", inline = "ASIA", group = g_KZ)
as_color = input.color(color.blue, "", inline = "ASIA", group = g_KZ)
use_london = input.bool(true, "", inline = "LONDON", group = g_KZ)
london_text = input.string("London", "", inline = "LONDON", group = g_KZ)
london = input.session("0200-0500", "", inline = "LONDON", group = g_KZ)
lo_color = input.color(color.red, "", inline = "LONDON", group = g_KZ)
use_nyam = input.bool(true, "", inline = "NYAM", group = g_KZ)
nyam_text = input.string("NY AM", "", inline = "NYAM", group = g_KZ)
nyam = input.session("0930-1100", "", inline = "NYAM", group = g_KZ)
na_color = input.color(#089981, "", inline = "NYAM", group = g_KZ)
use_nylu = input.bool(true, "", inline = "NYLU", group = g_KZ)
nylu_text = input.string("NY Lunch", "", inline = "NYLU", group = g_KZ)
nylu = input.session("1200-1300", "", inline = "NYLU", group = g_KZ)
nl_color = input.color(color.yellow, "", inline = "NYLU", group = g_KZ)
use_nypm = input.bool(true, "", inline = "NYPM", group = g_KZ)
nypm_text = input.string("NY PM", "", inline = "NYPM", group = g_KZ)
nypm = input.session("1330-1600", "", inline = "NYPM", group = g_KZ)
np_color = input.color(color.purple, "", inline = "NYPM", group = g_KZ)
var g_LABELS = "Killzone Pivots"
show_pivots = input.bool(true, "Show Pivots", inline = "PV", group = g_LABELS)
show_labels = input.bool(true, "Show Labels", inline = "PV", group = g_LABELS)
ash_str = input.string("AS.H", "Session 1 Labels", inline = "L_AS", group = g_LABELS)
asl_str = input.string("AS.L", "", inline = "L_AS", group = g_LABELS)
as_alert = input.bool(false, "Alerts", inline = "L_AS", group = g_LABELS)
loh_str = input.string("LO.H", "Session 2 Labels", inline = "L_LO", group = g_LABELS)
lol_str = input.string("LO.L", "", inline = "L_LO", group = g_LABELS)
lo_alert = input.bool(false, "Alerts", inline = "L_LO", group = g_LABELS)
nah_str = input.string("NYAM.H", "Session 3 Labels", inline = "L_NA", group = g_LABELS)
nal_str = input.string("NYAM.L", "", inline = "L_NA", group = g_LABELS)
na_alert = input.bool(false, "Alerts", inline = "L_NA", group = g_LABELS)
nlh_str = input.string("NYL.H", "Session 4 Labels", inline = "L_NL", group = g_LABELS)
nll_str = input.string("NYL.L", "", inline = "L_NL", group = g_LABELS)
nl_alert = input.bool(false, "Alerts", inline = "L_NL", group = g_LABELS)
nph_str = input.string("NYPM.H", "Session 5 Labels", inline = "L_NP", group = g_LABELS)
npl_str = input.string("NYPM.L", "", inline = "L_NP", group = g_LABELS)
np_alert = input.bool(false, "Alerts", inline = "L_NP", group = g_LABELS)
s_style = input.string(defval = 'Solid', title = "Style", options = , inline = "L_0", group = g_LABELS)
s_width = input.int(1, "", inline = "L_0", group = g_LABELS)
var g_DWM = "DWM Open"
dow_labels = input.bool(true, "Day of Week Labels", inline = "DOW", group = g_DWM)
dow_yloc = input.string('Bottom', "", options = , inline = "DOW", group = g_DWM)
dow_xloc = input.string('Midnight', "", options = , inline = "DOW", group = g_DWM)
dow_color = input.color(color.black, "", inline = "DOW", group = g_DWM)
show_d_open = input.bool(false, "", inline = "DO", group = g_DWM)
d_open_str = input.string("D.OPEN", "", inline = "DO", group = g_DWM)
ds = input.bool(false, "Separators", inline = "DO", tooltip = "Mark where a new day begins. Unlimited will override the drawing limit", group = g_DWM)
ds_unlimited = input.bool(true, "Unlimited", inline = "DO", group = g_DWM)
d_color = input.color(color.blue, "", inline = "DO", group = g_DWM)
show_w_open = input.bool(false, "", inline = "WO", group = g_DWM)
w_open_str = input.string("W.OPEN", "", inline = "WO", group = g_DWM)
ws = input.bool(false, "Separators", inline = "WO", tooltip = "Mark where a new week begins. Unlimited will override the drawing limit", group = g_DWM)
ws_unlimited = input.bool(true, "Unlimited", inline = "WO", group = g_DWM)
w_color = input.color(#089981, "", inline = "WO", group = g_DWM)
show_m_open = input.bool(false, "", inline = "MO", group = g_DWM)
m_open_str = input.string("M.OPEN", "", inline = "MO", group = g_DWM)
ms = input.bool(false, "Separators", inline = "MO", tooltip = "Mark where a new month begins. Unlimited will override the drawing limit", group = g_DWM)
ms_unlimited = input.bool(true, "Unlimited", inline = "MO", group = g_DWM)
m_color = input.color(color.red, "", inline = "MO", group = g_DWM)
dwm_style = input.string(defval = 'Solid', title = "Style", options = , inline = "D0", group = g_DWM)
dwm_width = input.int(1, "", inline = "D0", group = g_DWM)
var g_OPEN = "Opening Price"
use_h1 = input.bool(true, "", inline = "H1", group = g_OPEN)
h1_text = input.string("True Day Open", "", inline = "H1", group = g_OPEN)
h1 = input.session("0000-0001", "", inline = "H1", group = g_OPEN)
h1_color = input.color(color.black, "", inline = "H1", group = g_OPEN)
use_h2 = input.bool(false, "", inline = "H2", group = g_OPEN)
h2_text = input.string("06:00", "", inline = "H2", group = g_OPEN)
h2 = input.session("0600-0601", "", inline = "H2", group = g_OPEN)
h2_color = input.color(color.black, "", inline = "H2", group = g_OPEN)
use_h3 = input.bool(false, "", inline = "H3", group = g_OPEN)
h3_text = input.string("10:00", "", inline = "H3", group = g_OPEN)
h3 = input.session("1000-1001", "", inline = "H3", group = g_OPEN)
h3_color = input.color(color.black, "", inline = "H3", group = g_OPEN)
use_h4 = input.bool(false, "", inline = "H4", group = g_OPEN)
h4_text = input.string("14:00", "", inline = "H4", group = g_OPEN)
h4 = input.session("1400-1401", "", inline = "H4", group = g_OPEN)
h4_color = input.color(color.black, "", inline = "H4", group = g_OPEN)
h_style = input.string(defval = 'Dotted', title = "Style", options = , inline = "H0", group = g_OPEN)
h_width = input.int(1, "", inline = "H0", group = g_OPEN)
var g_VERTICAL = "Timestamps"
use_v1 = input.bool(false, "", inline = "V1", group = g_VERTICAL)
v1 = input.session("0000-0001", "", inline = "V1", group = g_VERTICAL)
v1_color = input.color(color.black, "", inline = "V1", group = g_VERTICAL)
use_v2 = input.bool(false, "", inline = "V2", group = g_VERTICAL)
v2 = input.session("0800-0801", "", inline = "V2", group = g_VERTICAL)
v2_color = input.color(color.black, "", inline = "V2", group = g_VERTICAL)
use_v3 = input.bool(false, "", inline = "V3", group = g_VERTICAL)
v3 = input.session("1000-1001", "", inline = "V3", group = g_VERTICAL)
v3_color = input.color(color.black, "", inline = "V3", group = g_VERTICAL)
use_v4 = input.bool(true, "", inline = "V4", group = g_VERTICAL)
v4 = input.session("1200-1201", "", inline = "V4", group = g_VERTICAL)
v4_color = input.color(color.black, "", inline = "V4", group = g_VERTICAL)
v_style = input.string(defval = 'Dotted', title = "Style", options = , inline = "V0", group = g_VERTICAL)
v_width = input.int(1, "", inline = "V0", group = g_VERTICAL)
// ---------------------------------------- Inputs --------------------------------------------------
// ---------------------------------------- Variables & Constants --------------------------------------------------
t_as = not na(time("", asia, gmt_tz))
t_lo = not na(time("", london, gmt_tz))
t_na = not na(time("", nyam, gmt_tz))
t_nl = not na(time("", nylu, gmt_tz))
t_np = not na(time("", nypm, gmt_tz))
t_co = not na(time("", cutoff, gmt_tz))
t_h1 = not na(time("", h1, gmt_tz))
t_h2 = not na(time("", h2, gmt_tz))
t_h3 = not na(time("", h3, gmt_tz))
t_h4 = not na(time("", h4, gmt_tz))
t_v1 = not na(time("", v1, gmt_tz))
t_v2 = not na(time("", v2, gmt_tz))
t_v3 = not na(time("", v3, gmt_tz))
t_v4 = not na(time("", v4, gmt_tz))
var as_hi_line = array.new_line()
var as_lo_line = array.new_line()
var lo_hi_line = array.new_line()
var lo_lo_line = array.new_line()
var na_hi_line = array.new_line()
var na_lo_line = array.new_line()
var nl_hi_line = array.new_line()
var nl_lo_line = array.new_line()
var np_hi_line = array.new_line()
var np_lo_line = array.new_line()
var d_sep_line = array.new_line()
var w_sep_line = array.new_line()
var m_sep_line = array.new_line()
var d_line = array.new_line()
var w_line = array.new_line()
var m_line = array.new_line()
var h1_line = array.new_line()
var h2_line = array.new_line()
var h3_line = array.new_line()
var h4_line = array.new_line()
var v1_line = array.new_line()
var v2_line = array.new_line()
var v3_line = array.new_line()
var v4_line = array.new_line()
var d_label = array.new_label()
var w_label = array.new_label()
var m_label = array.new_label()
var h1_label = array.new_label()
var h2_label = array.new_label()
var h3_label = array.new_label()
var h4_label = array.new_label()
var as_hi_label = array.new_label()
var as_lo_label = array.new_label()
var lo_hi_label = array.new_label()
var lo_lo_label = array.new_label()
var na_hi_label = array.new_label()
var na_lo_label = array.new_label()
var nl_hi_label = array.new_label()
var nl_lo_label = array.new_label()
var np_hi_label = array.new_label()
var np_lo_label = array.new_label()
var as_box = array.new_box()
var lo_box = array.new_box()
var na_box = array.new_box()
var nl_box = array.new_box()
var np_box = array.new_box()
transparent = #ffffff00
d_o = request.security(syminfo.tickerid, "D", open, barmerge.gaps_off, barmerge.lookahead_on)
w_o = request.security(syminfo.tickerid, "W", open, barmerge.gaps_off, barmerge.lookahead_on)
m_o = request.security(syminfo.tickerid, "M", open, barmerge.gaps_off, barmerge.lookahead_on)
// ---------------------------------------- Variables & Constants --------------------------------------------------
// ---------------------------------------- Functions --------------------------------------------------
get_label_size(_size) =>
result = switch _size
'Tiny' => size.tiny
'Small' => size.small
'Normal' => size.normal
'Large' => size.large
'Huge' => size.huge
'Auto' => size.auto
result
get_line_type(_style) =>
result = switch _style
'Solid' => line.style_solid
'Dotted' => line.style_dotted
'Dashed' => line.style_dashed
result
get_box_color(_color, _transparency) =>
result = color.new(_color, _transparency)
adjust(_hline, _lline, _hlabel, _llabel, _ulabel, _box) =>
_hline.set_x2(bar_index)
_lline.set_x2(bar_index)
_box.set_right(bar_index)
_top = show_kz ? _box.get_top() : _hline.get_y1()
_bot = show_kz ? _box.get_bottom() : _lline.get_y1()
if high > _top
_hline.set_xy1(bar_index, high)
_hline.set_y2(high)
_box.set_top(high)
_hlabel.set_x(bar_index)
_hlabel.set_y(high)
if low < _bot
_lline.set_xy1(bar_index, low)
_lline.set_y2(low)
_box.set_bottom(low)
_llabel.set_x(bar_index)
_llabel.set_y(low)
check_high(_line) =>
result = false
broke = false
_line.set_x2(bar_index)
if high > _line.get_y1()
result := true
broke := true
else if (use_cutoff ? t_co : false)
result := true
check_low(_line) =>
result = false
broke = false
_line.set_x2(bar_index)
if low < _line.get_y1()
result := true
broke := true
else if (use_cutoff ? t_co : false)
result := true
check_open(_line, _label) =>
result = false
_line.set_x2(bar_index)
_label.set_x(bar_index)
if (use_cutoff ? t_co : false)
result := true
result
check_array(_arr) =>
if _arr.size() > max_days
_arr.pop().delete()
// ---------------------------------------- Functions --------------------------------------------------
// ---------------------------------------- Core Logic --------------------------------------------------
s_style := get_line_type(s_style)
dwm_style := get_line_type(dwm_style)
h_style := get_line_type(h_style)
v_style := get_line_type(v_style)
lb_size := get_label_size(lb_size)
var color as_box_color = get_box_color(as_color, box_transparency)
var color lo_box_color = get_box_color(lo_color, box_transparency)
var color na_box_color = get_box_color(na_color, box_transparency)
var color nl_box_color = get_box_color(nl_color, box_transparency)
var color np_box_color = get_box_color(np_color, box_transparency)
var color as_text_color = get_box_color(as_color, text_transparency)
var color lo_text_color = get_box_color(lo_color, text_transparency)
var color na_text_color = get_box_color(na_color, text_transparency)
var color nl_text_color = get_box_color(nl_color, text_transparency)
var color np_text_color = get_box_color(np_color, text_transparency)
var h1_co = false
var h2_co = false
var h3_co = false
var h4_co = false
var as_stop_hi = false
var as_stop_lo = false
var lo_stop_hi = false
var lo_stop_lo = false
var na_stop_hi = false
var na_stop_lo = false
var nl_stop_hi = false
var nl_stop_lo = false
var np_stop_hi = false
var np_stop_lo = false
as_broke_hi = false
as_broke_lo = false
lo_broke_hi = false
lo_broke_lo = false
na_broke_hi = false
na_broke_lo = false
nl_broke_hi = false
nl_broke_lo = false
np_broke_hi = false
np_broke_lo = false
// day_str = switch dayofweek
// if dayofweek != dayofweek
// label.new(time, high, str.tostring(dayofweek))
if timeframe.in_seconds("") <= timeframe.in_seconds(tf_limit)
// Asia
if use_asia
if t_as and not t_as
as_stop_hi := false
as_stop_lo := false
if show_kz
as_box.unshift(box.new(bar_index, high, bar_index, low, border_color = as_box_color, bgcolor = as_box_color, text = show_kz_text ? asia_text : na, text_color = as_text_color))
if show_pivots
as_hi_line.unshift(line.new(bar_index, high, bar_index, high, style = s_style, color = as_color, width = s_width))
as_lo_line.unshift(line.new(bar_index, low, bar_index, low, style = s_style, color = as_color, width = s_width))
if show_labels
as_hi_label.unshift(label.new(bar_index, high, ash_str, color = transparent, textcolor = lb_color, style = label.style_label_down, size = lb_size))
as_lo_label.unshift(label.new(bar_index, low, asl_str, color = transparent, textcolor = lb_color, style = label.style_label_up, size = lb_size))
else if t_as
adjust(show_pivots ? as_hi_line.get(0) : na, show_pivots ? as_lo_line.get(0) : na, show_labels ? as_hi_label.get(0) : na, show_labels ? as_lo_label.get(0) : na, show_labels, show_kz ? as_box.get(0) : na)
else if not t_as and as_hi_line.size() > 0
if not as_stop_hi
= check_high(as_hi_line.get(0))
if _r
as_stop_hi := true
if _b
as_broke_hi := true
if as_alert
alert("Broke " + str.tostring(ash_str), alert.freq_once_per_bar)
if not as_stop_lo
= check_low(as_lo_line.get(0))
if _r
as_stop_lo := true
if _b
as_broke_lo := true
if as_alert
alert("Broke " + str.tostring(asl_str), alert.freq_once_per_bar)
// London
if use_london
if t_lo and not t_lo
lo_stop_hi := false
lo_stop_lo := false
if show_kz
lo_box.unshift(box.new(bar_index, high, bar_index, low, border_color = lo_box_color, bgcolor = lo_box_color, text = show_kz_text ? london_text : na, text_color = lo_text_color))
if show_pivots
lo_hi_line.unshift(line.new(bar_index, high, bar_index, high, style = s_style, color = lo_color, width = s_width))
lo_lo_line.unshift(line.new(bar_index, low, bar_index, low, style = s_style, color = lo_color, width = s_width))
if show_labels
lo_hi_label.unshift(label.new(bar_index, high, loh_str, color = transparent, textcolor = lb_color, style = label.style_label_down, size = lb_size))
lo_lo_label.unshift(label.new(bar_index, low, lol_str, color = transparent, textcolor = lb_color, style = label.style_label_up, size = lb_size))
else if t_lo
adjust(show_pivots ? lo_hi_line.get(0) : na, show_pivots ? lo_lo_line.get(0) : na, show_labels ? lo_hi_label.get(0) : na, show_labels ? lo_lo_label.get(0) : na, show_labels, show_kz ? lo_box.get(0) : na)
else if not t_lo and lo_hi_line.size() > 0
if not lo_stop_hi
= check_high(lo_hi_line.get(0))
if _r
lo_stop_hi := true
if _b
lo_broke_hi := true
if lo_alert
alert("Broke " + str.tostring(loh_str), alert.freq_once_per_bar)
if not lo_stop_lo
= check_low(lo_lo_line.get(0))
if _r
lo_stop_lo := true
if _b
lo_broke_lo := true
if lo_alert
alert("Broke " + str.tostring(lol_str), alert.freq_once_per_bar)
// NY AM
if use_nyam
if t_na and not t_na
na_stop_hi := false
na_stop_lo := false
if show_kz
na_box.unshift(box.new(bar_index, high, bar_index, low, border_color = na_box_color, bgcolor = na_box_color, text = show_kz_text ? nyam_text : na, text_color = na_text_color))
if show_pivots
na_hi_line.unshift(line.new(bar_index, high, bar_index, high, style = s_style, color = na_color, width = s_width))
na_lo_line.unshift(line.new(bar_index, low, bar_index, low, style = s_style, color = na_color, width = s_width))
if show_labels
na_hi_label.unshift(label.new(bar_index, high, nah_str, color = transparent, textcolor = lb_color, style = label.style_label_down, size = lb_size))
na_lo_label.unshift(label.new(bar_index, low, nal_str, color = transparent, textcolor = lb_color, style = label.style_label_up, size = lb_size))
else if t_na
adjust(show_pivots ? na_hi_line.get(0) : na, show_pivots ? na_lo_line.get(0) : na, show_labels ? na_hi_label.get(0) : na, show_labels ? na_lo_label.get(0) : na, show_labels, show_kz ? na_box.get(0) : na)
else if not t_na and na_hi_line.size() > 0
if not na_stop_hi
= check_high(na_hi_line.get(0))
if _r
na_stop_hi := true
if _b
na_broke_hi := true
if na_alert
alert("Broke " + str.tostring(nah_str), alert.freq_once_per_bar)
if not na_stop_lo
= check_low(na_lo_line.get(0))
if _r
na_stop_lo := true
if _b
na_broke_lo := true
if na_alert
alert("Broke " + str.tostring(nal_str), alert.freq_once_per_bar)
// NY Lunch
if use_nylu
if t_nl and not t_nl
nl_stop_hi := false
nl_stop_lo := false
if show_kz
nl_box.unshift(box.new(bar_index, high, bar_index, low, border_color = nl_box_color, bgcolor = nl_box_color, text = show_kz_text ? nylu_text : na, text_color = nl_text_color))
if show_pivots
nl_hi_line.unshift(line.new(bar_index, high, bar_index, high, style = s_style, color = nl_color, width = s_width))
nl_lo_line.unshift(line.new(bar_index, low, bar_index, low, style = s_style, color = nl_color, width = s_width))
if show_labels
nl_hi_label.unshift(label.new(bar_index, high, nlh_str, color = transparent, textcolor = lb_color, style = label.style_label_down, size = lb_size))
nl_lo_label.unshift(label.new(bar_index, low, nll_str, color = transparent, textcolor = lb_color, style = label.style_label_up, size = lb_size))
else if t_nl
adjust(show_pivots ? nl_hi_line.get(0) : na, show_pivots ? nl_lo_line.get(0) : na, show_labels ? nl_hi_label.get(0) : na, show_labels ? nl_lo_label.get(0) : na, show_labels, show_kz ? nl_box.get(0) : na)
else if not t_nl and nl_hi_line.size() > 0
if not nl_stop_hi
= check_high(nl_hi_line.get(0))
if _r
nl_stop_hi := true
if _b
nl_broke_hi := true
if nl_alert
alert("Broke " + str.tostring(nlh_str), alert.freq_once_per_bar)
if not nl_stop_lo
= check_low(nl_lo_line.get(0))
if _r
nl_stop_lo := true
if _b
nl_broke_lo := true
if nl_alert
alert("Broke " + str.tostring(nll_str), alert.freq_once_per_bar)
// NY PM
if use_nypm
if t_np and not t_np
np_stop_hi := false
np_stop_lo := false
if show_kz
np_box.unshift(box.new(bar_index, high, bar_index, low, border_color = np_box_color, bgcolor = np_box_color, text = show_kz_text ? nypm_text : na, text_color = np_text_color))
if show_pivots
np_hi_line.unshift(line.new(bar_index, high, bar_index, high, style = s_style, color = np_color, width = s_width))
np_lo_line.unshift(line.new(bar_index, low, bar_index, low, style = s_style, color = np_color, width = s_width))
if show_labels
np_hi_label.unshift(label.new(bar_index, high, nph_str, color = transparent, textcolor = lb_color, style = label.style_label_down, size = lb_size))
np_lo_label.unshift(label.new(bar_index, low, npl_str, color = transparent, textcolor = lb_color, style = label.style_label_up, size = lb_size))
else if t_np
adjust(show_pivots ? np_hi_line.get(0) : na, show_pivots ? np_lo_line.get(0) : na, show_labels ? np_hi_label.get(0) : na, show_labels ? np_lo_label.get(0) : na, show_labels, show_kz ? np_box.get(0) : na)
else if not t_np and np_hi_line.size() > 0
if not np_stop_hi
= check_high(np_hi_line.get(0))
if _r
np_stop_hi := true
if _b
np_broke_hi := true
if np_alert
alert("Broke " + str.tostring(nph_str), alert.freq_once_per_bar)
if not np_stop_lo
= check_low(np_lo_line.get(0))
if _r
np_stop_lo := true
if _b
np_broke_lo := true
if np_alert
alert("Broke " + str.tostring(npl_str), alert.freq_once_per_bar)
// Vertical Lines
if use_v1
if t_v1 and not t_v1
v1_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v1_color))
if use_v2
if t_v2 and not t_v2
v2_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v2_color))
if use_v3
if t_v3 and not t_v3
v3_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v3_color))
if use_v4
if t_v4 and not t_v4
v4_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v4_color))
// Horizontal Lines
if use_h1
if t_h1 and not t_h1
h1_co := false
h1_line.unshift(line.new(bar_index, open, bar_index, open, style = h_style, width = h_width, color = h1_color))
h1_label.unshift(label.new(bar_index, open, h1_text, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if not t_h1 and h1_line.size() > 0
if not h1_co
if not check_open(h1_line.get(0), h1_label.get(0))
h1_label.get(0).set_x(bar_index)
else
h1_co := true
if use_h2
if t_h2 and not t_h2
h2_co := false
h2_line.unshift(line.new(bar_index, open, bar_index, open, style = h_style, width = h_width, color = h2_color))
h2_label.unshift(label.new(bar_index, open, h2_text, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if not t_h2 and h2_line.size() > 0
if not h2_co
if not check_open(h2_line.get(0), h2_label.get(0))
h2_label.get(0).set_x(bar_index)
else
h2_co := true
if use_h3
if t_h3 and not t_h3
h3_co := false
h3_line.unshift(line.new(bar_index, open, bar_index, open, style = h_style, width = h_width, color = h3_color))
h3_label.unshift(label.new(bar_index, open, h3_text, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if not t_h3 and h3_line.size() > 0
if not h3_co
if not check_open(h3_line.get(0), h3_label.get(0))
h3_label.get(0).set_x(bar_index)
else
h3_co := true
if use_h4
if t_h4 and not t_h4
h4_co := false
h4_line.unshift(line.new(bar_index, open, bar_index, open, style = h_style, width = h_width, color = h4_color))
h4_label.unshift(label.new(bar_index, open, h4_text, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if not t_h4 and h4_line.size() > 0
if not h4_co
if not check_open(h4_line.get(0), h4_label.get(0))
h4_label.get(0).set_x(bar_index)
else
h4_co := true
// DWM - Separators
if ds
if d_o != d_o
d_sep_line.unshift(line.new(bar_index, high, bar_index, low, style = dwm_style, width = dwm_width, extend = extend.both, color = d_color))
if ws
if w_o != w_o
w_sep_line.unshift(line.new(bar_index, high, bar_index, low, style = dwm_style, width = dwm_width, extend = extend.both, color = w_color))
if ms
if m_o != m_o
m_sep_line.unshift(line.new(bar_index, high, bar_index, low, style = dwm_style, width = dwm_width, extend = extend.both, color = m_color))
// DWM - Open Lines
if show_d_open
if d_o != d_o
d_line.unshift(line.new(bar_index, d_o, bar_index, d_o, style = dwm_style, width = dwm_width, color = d_color))
d_label.unshift(label.new(bar_index, d_o, d_open_str, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if d_line.size() > 0
if not check_open(d_line.get(0), d_label.get(0))
d_label.get(0).set_x(bar_index)
if show_w_open
if w_o != w_o
w_line.unshift(line.new(bar_index, w_o, bar_index, w_o, style = dwm_style, width = dwm_width, color = w_color))
w_label.unshift(label.new(bar_index, w_o, w_open_str, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if w_line.size() > 0
if not check_open(w_line.get(0), w_label.get(0))
w_label.get(0).set_x(bar_index)
if show_m_open
if m_o != m_o
m_line.unshift(line.new(bar_index, m_o, bar_index, m_o, style = dwm_style, width = dwm_width, color = m_color))
m_label.unshift(label.new(bar_index, m_o, m_open_str, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
else if m_line.size() > 0
if not check_open(m_line.get(0), m_label.get(0))
m_label.get(0).set_x(bar_index)
new_dow_time = dow_xloc == 'Midday' ? time - timeframe.in_seconds("D") / 2 * 1000 : time
new_day = dayofweek(new_dow_time, gmt_tz) != dayofweek(new_dow_time, gmt_tz)
dow_top = dow_yloc == 'Top'
monday = "MONDAY"
tuesday = "TUESDAY"
wednesday = "WEDNESDAY"
thursday = "THURSDAY"
friday = "FRIDAY"
plotchar(dow_labels and timeframe.isintraday and dayofweek(new_dow_time, gmt_tz) == 2 and new_day, location = dow_top ? location.top : location.bottom, char = "", textcolor = dow_color, text = monday)
plotchar(dow_labels and timeframe.isintraday and dayofweek(new_dow_time, gmt_tz) == 3 and new_day, location = dow_top ? location.top : location.bottom, char = "", textcolor = dow_color, text = tuesday)
plotchar(dow_labels and timeframe.isintraday and dayofweek(new_dow_time, gmt_tz) == 4 and new_day, location = dow_top ? location.top : location.bottom, char = "", textcolor = dow_color, text = wednesday)
plotchar(dow_labels and timeframe.isintraday and dayofweek(new_dow_time, gmt_tz) == 5 and new_day, location = dow_top ? location.top : location.bottom, char = "", textcolor = dow_color, text = thursday)
plotchar(dow_labels and timeframe.isintraday and dayofweek(new_dow_time, gmt_tz) == 6 and new_day, location = dow_top ? location.top : location.bottom, char = "", textcolor = dow_color, text = friday)
check_array(as_hi_line)
check_array(as_lo_line)
check_array(as_hi_label)
check_array(as_lo_label)
check_array(as_box)
check_array(lo_hi_line)
check_array(lo_lo_line)
check_array(lo_hi_label)
check_array(lo_lo_label)
check_array(lo_box)
check_array(na_hi_line)
check_array(na_lo_line)
check_array(na_hi_label)
check_array(na_lo_label)
check_array(na_box)
check_array(nl_hi_line)
check_array(nl_lo_line)
check_array(nl_hi_label)
check_array(nl_lo_label)
check_array(nl_box)
check_array(np_hi_line)
check_array(np_lo_line)
check_array(np_hi_label)
check_array(np_lo_label)
check_array(np_box)
check_array(v1_line)
check_array(v2_line)
check_array(v3_line)
check_array(v4_line)
check_array(h1_line)
check_array(h2_line)
check_array(h3_line)
check_array(h4_line)
check_array(h1_label)
check_array(h2_label)
check_array(h3_label)
check_array(h4_label)
if not ds_unlimited
check_array(d_sep_line)
check_array(d_line)
check_array(d_label)
if not ws_unlimited
check_array(w_sep_line)
check_array(w_line)
check_array(w_label)
if not ms_unlimited
check_array(m_sep_line)
check_array(m_line)
check_array(m_label)
// ---------
Pre-COVID High and COVID LowOverview
The "Pre-COVID High and COVID Low" indicator is designed to identify and mark significant price levels on your chart, specifically targeting the pre-COVID-19 high and the low during the initial COVID-19 market impact. This script is particularly useful for traders who are interested in analyzing how stocks or other financial instruments reacted during the onset of the COVID-19 pandemic, providing a historical perspective that may help in making informed trading decisions.
How It Works
Date Ranges : The script uses predefined date ranges to calculate the highest and lowest price levels before and during the early stages of the COVID-19 pandemic. These ranges are:
Pre-COVID High: Between January 1, 2020, and March 31, 2020.
COVID Low: Between March 1, 2020, and March 31, 2020.
Calculation Method :
The highest price during the pre-COVID period is tracked and recorded as the "Pre-COVID High".
The lowest price during the specified COVID period is tracked and recorded as the "COVID Low".
Visibility Conditions : The script includes logic to ensure that these historical levels are only displayed if they fall within a range close to the current visible price range on the chart. This prevents the indicator from compressing the price scale unduly.
How to Use It
Adding to Your Char t: To use this indicator, add it to any chart on TradingView. It works best with daily time frames to clearly visualize the impact over these specific months.
Interpretation :
The "Pre-COVID High" is marked with a red line and is labeled the first day it becomes applicable.
The "COVID Low" is marked with a green line and is similarly labeled on its applicable day.
Trading Strategy Consideration : Traders can use these historical levels as potential support or resistance zones for their trading strategies. These levels can indicate significant price points where the market previously showed strong reactions.
Baha'i Reversal Points [CC]The Baha'i Reversal Points is a custom creation that combines some of my favorite passions, creating stock indicator scripts and my faith. The Baha'i Faith believes in the oneness of God and all religions, and sees the number 9 as significant because that is the number of major world religions as well as the Baha'i symbol is a nine-pointed star. The number 19 is also seen as significant because in the Baha'i calendar, there are 19 months, and each month is made up of 19 days. Anyway, with all that being explained, I created these reversal points to find the points where the last 19 highs or lows are higher or lower, respectively than the previous high or low nine days ago. As with many indicators, this does have some hits and misses but does a pretty good job of finding reversal points based on these criteria.
There are a few different ways to analyze this data to determine when to buy or sell. I have set the default behavior for when we encounter the first time that the amount of highs or lows is greater than or equal to the length amount using a crossover or crossunder alert. You could also ignore the crossover or crossunder alerts and buy when the count is greater than or equal to the length, which can happen for extended periods depending on the underlying trend. Overall, buy when the buy label appears and sell when the sell label appears.
Let me know if there are any other custom indicators or scripts you would like to see me publish!
TARVIS Labs - Bitcoin Macro Bottom/Top SignalsSCRIPT DESCRIPTION
This is a script specifically written to help provide indicators from a macro view. This script is best run on the 1 day interval on Bitstamp's $BTCUSD chart. It helps indicate when to accumulate bitcoin, and when its in a bull run when there are local tops, strong top warnings, and a signal to exit a bull run. This is described further below.
If you don't have interest in trading on the way to the top I suggest turning off the following indicators in the settings of the indicator:
- Opportunity To Buy Back In Indicator
- Local Top Near Bull Run Top Indicator
ACCUMULATION ZONE INDICATOR - LIGHT GREEN
Description
When we look at the history of Bitcoin every bottom has crossed below the 100 week EMA. Once it does its accompanied by hash ribbon cross with miner capitulation. After that is the prime time to accumulate as theres a clearer signal the bottom is in. Specifically, a signal to look for is the 14 day MACD/signal cross and the 14 day MACD continuing to stay above the signal until the price returns above the 100 week EMA. This is prime accumulation territory.
Strategy for Usage
A good strategy to use when accumulating the bottom is dollar-cost averaging over a 30 day period. The accumulation zone can last longer than 30 days but 30 days is a good range of time to DCA.
STRONG BUY IN ACCUMULATION ZONE INDICATOR - DARK GREEN
Description
We can add to the bottoming signal by looking for post-downtrend reversals inside the bottoming signal. We do this by using a 9/19 daily cross.
Strategy for Usage
These post-downtrend reversals can potentially provide better targeted days for accumulation than the broader bottoming signal and can be used to add more on that day than on an average day for the dollar cost average strategy. Say for example, use 1/3 of funds on these days rather than 1/30th.
OPPORTUNITY TO BUY BACK IN INDICATOR - BLUE
Description
When the 1d 18 EMA > 1d 63 EMA and the 12/52 1d crosses. These together provide good buy opportunities to buy bitcoin.
Strategy for Usage
If you happen to find yourself out of the market from your own TA or a trade, this signal can provide a buy opportunity to reenter the market if you're out of it.
BULL RUN LOCAL TOP INDICATOR - ORANGE
Description
We will similarly use the 100 week EMA to determine trend reversal into a bull run. When we see the 100 week EMA uptrending, we can begin to look for local tops using the 9/19 daily MACD/signal bearish cross along with the 12 EMA having a negative slope, which could be the beginning signal for a local top.
Strategy for Usage
This is a rather light indicator, but can be used in tandem with your own technical analysis to determine if you want to reenter after you exit from its signal.
LOCAL TOP NEAR BULL RUN TOP INDICATOR - RED
Description
When the 100 week EMA is in an uptrend we can look for significant loss of momentum in order to determine if a local top is in near a bull run top. Similar to the Bull Run Local Top Indicator, this strategy uses a MACD/signal cross but instead uses the 30/65 day EMAs.
Strategy for Usage
Ideally the right strategy to use here is to exit the market when this indicator starts. When the indicator ends if the "End of Bull Run Indicator" is not showing on the chart you can buy back into the market.
TOP IS LIKELY IN INDICATOR
Description
When the 100 week EMA is in a very strong uptrend and the 9/19 weekly MACD/signal bearish cross occurs, and the 63 EMA begins to downtrend.
Strategy for Usage
This signal typically accompanies the "Local Top Near Bull Run Top Indicator" therefore if you're following the strategy you would likely already be out of the market, but if you're not and this signal fires its a strong signal the top is in and we're likely going to start seeing a strong retrace. This is typically right before we see the "End of Bull Run Indicator". There is only one occurrence where it wasn't followed by a large drop & the "End of Bull Run Indicator" and that was in the 2017 bull run where there were many strong retracements post local top. The likelihood we see that again is low, but if it were to happen you can buy back into the market when the "Top is Likely In Indicator" and the "Local Top Near Bull Run Top Indicator" are not firing.
TOP IS LIKELY IN INDICATOR
Description
When the 100 week EMA is in a strong uptrend and the 9/19 weekly MACD/signal bearish cross occurs, and the 63 EMA begins to downtrend.
Strategy for Usage
This signal typically accompanies the "Local Top Near Bull Run Top Indicator" therefore if you're following the strategy you would likely already be out of the market, but if you're not and this signal fires its a strong signal the top is in and we're likely going to start seeing a strong retrace. This is typically right before we see the "End of Bull Run Indicator". There is only one occurrence where it wasn't followed by a large drop & the "End of Bull Run Indicator" and that was in the 2017 bull run where there were many strong retracements post local top. The likelihood we see that again is low, but if it were to happen you can buy back into the market when the "Top is Likely In Indicator" and the "Local Top Near Bull Run Top Indicator" are not firing.
END OF BULL RUN INDICATOR
Description
When the 100 week EMA is in an uptrend and the 1d 18 EMA crosses the 1d 63 EMA.
Strategy for Usage
When the 100 week EMA is a strong uptrend and the 18/63 cross occurs the top is very likely in. It has occurred in every bull run top leading to the bear market.
TLP Swing Chart V2chào cả nhà,
đây là public tlp gan swing
// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org
// Sửa đổi trên code gốc của © meomeo105
// © meomeo105
//@version=5
indicator('TLP Swing Chart V2', shorttitle='TLP Swing V2', overlay=true, max_lines_count=500)
//-----Input-------
customTF = input.timeframe(defval="",title = "Show Other TimeFrame")
showTLP = input.bool(false, 'Show TLP', inline = "TLP1")
colorTLP = input.color(color.aqua, '', inline = "TLP1")
showSTLP = input.bool(true, 'Show TLP Swing', inline = "Swing1")
colorSTLP = input.color(color.aqua, '', inline = "Swing1")
showLabel = input.bool(true, 'Show Label TimeFrame')
lineSTLP = input.string(title="",options= ,defval="(─)", inline = "Swing1")
lineStyleSTLP = lineSTLP == "(┈)" ? line.style_dotted : lineSTLP == "(╌)" ? line.style_dashed : line.style_solid
//IOSB
IOSB = "TLPInOutSideBarSetting"
ISB = input(true,group =IOSB, title="showISB")
colorISB = input.color(color.rgb(250, 171, 0), inline = "ISB")
OSB = input(true,group =IOSB, title="showOSB")
colorOSB = input.color(color.rgb(56, 219, 255), inline = "OSB")
ZoneColor = input(defval = color.new(color.orange, 90),group =IOSB, title = "Background Color")
BorderColor = input(defval = color.new(color.orange, 100),group =IOSB, title = "Border Color")
/////////////////
var aCZ = array.new_float(0)
float highest = high
float lowest = low
if (array.size(aCZ) > 0)
highest := array.get(aCZ, 0)
lowest := array.get(aCZ, 1)
insideBarCondtion = low >= lowest and low <= highest and high >= lowest and high <= highest
if ( insideBarCondtion == true )
array.push(aCZ, high )
array.push(aCZ, low )
if( array.size(aCZ) >= 2 and insideBarCondtion == false )
float maxCZ = array.max(aCZ)
float minCZ = array.min(aCZ)
box.new(bar_index - (array.size(aCZ) / 2) - 1, maxCZ, bar_index - 1, minCZ, bgcolor = ZoneColor, border_color = BorderColor)
array.clear(aCZ)
//////////////////////////Global//////////////////////////
var arrayLineTemp = array.new_line()
// Funtion
f_resInMinutes() =>
_resInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1. / 60. :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 1440. :
timeframe.isweekly ? 10080. :
timeframe.ismonthly ? 43800. : na)
// Converts a resolution expressed in minutes into a string usable by "security()"
f_resFromMinutes(_minutes) =>
_minutes < 1 ? str.tostring(math.round(_minutes*60)) + "S" :
_minutes < 60 ? str.tostring(math.round(_minutes)) + "m" :
_minutes < 1440 ? str.tostring(math.round(_minutes/60)) + "H" :
_minutes < 10080 ? str.tostring(math.round(math.min(_minutes / 1440, 7))) + "D" :
_minutes < 43800 ? str.tostring(math.round(math.min(_minutes / 10080, 4))) + "W" :
str.tostring(math.round(math.min(_minutes / 43800, 12))) + "M"
f_tfRes(_res,_exp) =>
request.security(syminfo.tickerid,_res,_exp,lookahead=barmerge.lookahead_on)
var label labelError = label.new(bar_index, high, text = "", color = #00000000, textcolor = color.white,textalign = text.align_left)
sendError(_mmessage) =>
label.set_xy(labelError, bar_index + 3, close )
label.set_text(labelError, _mmessage)
var arrayLineChoCh = array.new_line()
var label labelTF = label.new(time, close, text = "",color = color.new(showSTLP ? colorSTLP : colorTLP,95), textcolor = showSTLP ? colorSTLP : colorTLP,xloc = xloc.bar_time, textalign = text.align_left)
//////////////////////////TLP//////////////////////////
var arrayXTLP = array.new_int(5,time)
var arrayYTLP = array.new_float(5,close)
var arrayLineTLP = array.new_line()
int drawLineTLP = 0
_high = high
_low = low
_close = close
_open = open
if(customTF != timeframe.period)
_high := f_tfRes(customTF,high)
_low := f_tfRes(customTF,low)
_close := f_tfRes(customTF,close)
_open := f_tfRes(customTF,open)
highPrev = _high
lowPrev = _low
// drawLineTLP => 2:Tiếp tục 1:Đảo chiều; // Outsidebar 2:Tiếp tục 3:Tiếp tục và Đảo chiều 4 : Đảo chiều 2 lần
drawLineTLP := 0
if(_high > highPrev and _low > lowPrev )
if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1))
if(_high <= high)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _high )
drawLineTLP := 2
else
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_high )
drawLineTLP := 1
else if(_high < highPrev and _low < lowPrev )
if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1))
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_low )
drawLineTLP := 1
else
if(_low >= low)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _low )
drawLineTLP := 2
else if(_high >= highPrev and _low < lowPrev or _high > highPrev and _low <= lowPrev )
if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1))
if(_high >= array.get(arrayYTLP,0) and array.get(arrayYTLP,1) < _low )
if(_high <= high)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _high )
drawLineTLP := 2
else if(_high >= array.get(arrayYTLP,0) and array.get(arrayYTLP,1) > _low )
if(_close < _open)
if(_high <= high)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _high )
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_low )
drawLineTLP := 3
else
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_low )
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_high )
drawLineTLP := 4
else if(array.get(arrayYTLP,0) < array.get(arrayYTLP,1))
if(_low <= array.get(arrayYTLP,0) and _high < array.get(arrayYTLP,1))
if(_low >= low)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _low )
drawLineTLP := 2
else if(_low <= array.get(arrayYTLP,0) and _high > array.get(arrayYTLP,1))
if(_close > _open)
if(_low >= low)
array.set(arrayXTLP, 0, time)
array.set(arrayYTLP, 0, _low )
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_high )
drawLineTLP := 3
else
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_high )
array.unshift(arrayXTLP,time)
array.unshift(arrayYTLP,_low )
drawLineTLP := 4
else if((_high <= highPrev and _low >= lowPrev ))
highPrev := highPrev
lowPrev := lowPrev
if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes()) and drawLineTLP == 0)
if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1))
if(array.get(arrayYTLP,0) <= high)
array.set(arrayXTLP, 0, time)
drawLineTLP := 2
else
if(array.get(arrayYTLP,0) >= low)
array.set(arrayXTLP, 0, time)
drawLineTLP := 2
if((showSTLP or showTLP) and f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes()))
if(drawLineTLP == 2)
if(array.size(arrayLineTLP) >0)
line.set_xy2(array.get(arrayLineTLP,0),array.get(arrayXTLP,0),array.get(arrayYTLP,0))
else
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
else if(drawLineTLP == 1)
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
else if(drawLineTLP == 3)
if(array.size(arrayLineTLP) >0)
line.set_xy2(array.get(arrayLineTLP,0),array.get(arrayXTLP,1),array.get(arrayYTLP,1))
else
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,2),array.get(arrayYTLP,2),array.get(arrayXTLP,1),array.get(arrayYTLP,1), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
else if(drawLineTLP == 4)
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,2),array.get(arrayYTLP,2),array.get(arrayXTLP,1),array.get(arrayYTLP,1), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP))
//////////////////////////Swing TLP//////////////////////////
var arrayXSTLP = array.new_int(5,time)
var arrayYSTLP = array.new_float(5,close)
var arrayLineSTLP = array.new_line()
int drawLineSTLP = 0
int drawLineSTLP1 = 0
if(showSTLP)
if(math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) < math.min(array.get(arrayYTLP,0),array.get(arrayYTLP,1)) or math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) > math.max(array.get(arrayYTLP,0),array.get(arrayYTLP,1)))
//Khởi tạo bắt đầu
drawLineSTLP1 := 5
array.set(arrayXSTLP, 0, array.get(arrayXTLP,1))
array.set(arrayYSTLP, 0, array.get(arrayYTLP,1))
array.unshift(arrayXSTLP,array.get(arrayXTLP,0))
array.unshift(arrayYSTLP,array.get(arrayYTLP,0))
// drawLineSTLP kiểm tra điểm 1 => 13:Tiếp tục có sóng hồi // 12|19(reDraw):Tiếp tục không có sóng hồi // 14:Đảo chiều
if(array.get(arrayXTLP,0) == array.get(arrayXTLP,1))
if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,2) and array.get(arrayYSTLP,0) != array.get(arrayYTLP,1) and ((array.get(arrayYTLP,1) > array.get(arrayYTLP,2) and array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) or (array.get(arrayYTLP,1) < array.get(arrayYTLP,2) and array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1))))
drawLineSTLP1 := 12
array.set(arrayXSTLP, 0, array.get(arrayXTLP,1))
array.set(arrayYSTLP, 0, array.get(arrayYTLP,1))
else if(array.get(arrayXSTLP,0) <= array.get(arrayXTLP,2))
if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) < array.get(arrayYSTLP,1)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) > array.get(arrayYSTLP,1)))
drawLineSTLP1 := 14
array.unshift(arrayXSTLP,array.get(arrayXTLP,1))
array.unshift(arrayYSTLP,array.get(arrayYTLP,1))
else if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) > array.get(arrayYSTLP,0)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) < array.get(arrayYSTLP,0)))
drawLineSTLP1 := 13
_max = math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1))
_min = math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1))
_max_idx = 0
_min_idx = 0
for i = 2 to array.size(arrayXTLP)
if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,i))
break
if(_min > array.get(arrayYTLP,i))
_min := array.get(arrayYTLP,i)
_min_idx := array.get(arrayXTLP,i)
if(_max < array.get(arrayYTLP,i))
_max := array.get(arrayYTLP,i)
_max_idx := array.get(arrayXTLP,i)
if(array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1))
array.unshift(arrayXSTLP,_min_idx)
array.unshift(arrayYSTLP,_min)
else if(array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1))
array.unshift(arrayXSTLP,_max_idx)
array.unshift(arrayYSTLP,_max)
array.unshift(arrayXSTLP,array.get(arrayXTLP,1))
array.unshift(arrayYSTLP,array.get(arrayYTLP,1))
if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes()))
if(array.get(arrayYSTLP,0) == array.get(arrayYTLP,1) and array.get(arrayXSTLP,0) != array.get(arrayXTLP,1))
array.set(arrayXSTLP, 0, array.get(arrayXTLP,1))
drawLineSTLP1 := 19
if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes()))
if(drawLineSTLP1 == 12 or drawLineSTLP1 == 19)
if(array.size(arrayLineSTLP) >0)
line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0))
else
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP1 == 14)
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP1 == 13)
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time))
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP1 == 15)
if(array.size(arrayLineSTLP) >0)
line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1))
else
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time))
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
// drawLineSTLP kiểm tra điểm 0 => 3:Tiếp tục có sóng hồi // 2|9(reDraw):Tiếp tục không có sóng hồi // 4:Đảo chiều
if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,1) and array.get(arrayYSTLP,0) != array.get(arrayYTLP,0) and ((array.get(arrayYTLP,0) > array.get(arrayYTLP,1) and array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) or (array.get(arrayYTLP,0) < array.get(arrayYTLP,1) and array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1))))
drawLineSTLP := 2
array.set(arrayXSTLP, 0, array.get(arrayXTLP,0))
array.set(arrayYSTLP, 0, array.get(arrayYTLP,0))
else if(array.get(arrayXSTLP,0) <= array.get(arrayXTLP,1))
if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) < array.get(arrayYSTLP,1)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) > array.get(arrayYSTLP,1)))
drawLineSTLP := 4
array.unshift(arrayXSTLP,array.get(arrayXTLP,0))
array.unshift(arrayYSTLP,array.get(arrayYTLP,0))
else if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) > array.get(arrayYSTLP,0)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) < array.get(arrayYSTLP,0)))
drawLineSTLP := 3
_max = math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1))
_min = math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1))
_max_idx = 0
_min_idx = 0
for i = 1 to array.size(arrayXTLP)
if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,i))
break
if(_min > array.get(arrayYTLP,i))
_min := array.get(arrayYTLP,i)
_min_idx := array.get(arrayXTLP,i)
if(_max < array.get(arrayYTLP,i))
_max := array.get(arrayYTLP,i)
_max_idx := array.get(arrayXTLP,i)
if(array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1))
array.unshift(arrayXSTLP,_min_idx)
array.unshift(arrayYSTLP,_min)
else if(array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1))
array.unshift(arrayXSTLP,_max_idx)
array.unshift(arrayYSTLP,_max)
array.unshift(arrayXSTLP,array.get(arrayXTLP,0))
array.unshift(arrayYSTLP,array.get(arrayYTLP,0))
if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes()))
if(array.get(arrayYSTLP,0) == array.get(arrayYTLP,0) and array.get(arrayXSTLP,0) != array.get(arrayXTLP,0))
array.set(arrayXSTLP, 0, array.get(arrayXTLP,0))
drawLineSTLP := 9
if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes()))
if(drawLineSTLP == 2 or drawLineSTLP == 9)
if(array.size(arrayLineSTLP) >0)
line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0))
else
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP == 4)
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP == 3)
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time))
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
else if(drawLineSTLP == 5)
if(array.size(arrayLineSTLP) >0)
line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1))
else
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time))
array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time))
///////////////////////Other//////////////////////////////////
if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes()))
if(showSTLP)
if(showLabel and (barstate.islast or barstate.islastconfirmedhistory))
texLabel = f_resInMinutes() == f_tfRes(customTF,f_resInMinutes()) ? f_resFromMinutes(f_resInMinutes()) : f_resFromMinutes(f_tfRes(customTF,f_resInMinutes()))
label.set_xy(labelTF,array.get(arrayXSTLP,0),array.get(arrayYSTLP,0))
label.set_text(labelTF,texLabel)
label.set_style(labelTF,array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) ? label.style_label_upper_right : label.style_label_lower_right)
if(not showTLP)
arrayLineTemp := array.copy(arrayLineTLP)
for itemArray in arrayLineTemp
if(line.get_x1(itemArray) < array.get(arrayXSTLP,0))
line.delete(itemArray)
array.remove(arrayLineTLP,array.indexof(arrayLineTLP, itemArray))
//Inside Bars - Outside Bars
insideBar() => ISB and high <= high and low >= low ? 1 : 0
outsideBar() => OSB and (high > high and low < low ) ? 1 : 0
//Inside and Outside Bars
barcolor(insideBar() ? color.new(colorISB,0) : na )
barcolor(outsideBar() ? color.new(colorOSB,0) : na )
Multi-Session ORBThe Multi-Session ORB Indicator is a customizable Pine Script (version 6) tool designed for TradingView to plot Opening Range Breakout (ORB) levels across four major trading sessions: Sydney, Tokyo, London, and New York. It allows traders to define specific ORB durations and session times in Central Daylight Time (CDT), making it adaptable to various trading strategies.
Key Features:
1. Customizable ORB Duration: Users can set the ORB duration (default: 15 minutes) via the inputMax parameter, determining the time window for calculating the high and low of each session’s opening range.
2. Flexible Session Times: The indicator supports user-defined session and ORB times for:
◦ Sydney: Default ORB (17:00–17:15 CDT), Session (17:00–01:00 CDT)
◦ Tokyo: Default ORB (19:00–19:15 CDT), Session (19:00–04:00 CDT)
◦ London: Default ORB (02:00–02:15 CDT), Session (02:00–11:00 CDT)
◦ New York: Default ORB (08:30–08:45 CDT), Session (08:30–16:00 CDT)
3. Session-Specific ORB Levels: For each session, the indicator calculates and tracks the high and low prices during the specified ORB period. These levels are updated dynamically if new highs or lows occur within the ORB timeframe.
4. Visual Representation:
◦ ORB high and low lines are plotted only during their respective session times, ensuring clarity.
◦ Each session’s lines are color-coded for easy identification:
▪ Sydney: Light Yellow (high), Dark Yellow (low)
▪ Tokyo: Light Pink (high), Dark Pink (low)
▪ London: Light Blue (high), Dark Blue (low)
▪ New York: Light Purple (high), Dark Purple (low)
◦ Lines are drawn with a linewidth of 2 and disappear when the session ends or if the timeframe is not intraday (or exceeds the ORB duration).
5. Intraday Compatibility: The indicator is optimized for intraday timeframes (e.g., 1-minute to 15-minute charts) and only displays when the chart’s timeframe multiplier is less than or equal to the ORB duration.
How It Works:
• Session Detection: The script uses the time() function to check if the current bar falls within the user-defined ORB or session time windows, accounting for all days of the week.
• ORB Logic: At the start of each session’s ORB period, the script initializes the high and low based on the first bar’s prices. It then updates these levels if subsequent bars within the ORB period exceed the current high or fall below the current low.
• Plotting: ORB levels are plotted as horizontal lines during the respective session, with visibility controlled to avoid clutter outside session times or on incompatible timeframes.
Use Case:
Traders can use this indicator to identify key breakout levels for each trading session, facilitating strategies based on price action around the opening range. The flexibility to adjust ORB and session times makes it suitable for various markets (e.g., forex, stocks, or futures) and time zones.
Limitations:
• The indicator is designed for intraday timeframes and may not display on higher timeframes (e.g., daily or weekly) or if the timeframe multiplier exceeds the ORB duration.
• Time inputs are in CDT, requiring users to adjust for their local timezone or market requirements.
• If you need to use this for GC/CL/SPY/QQQ you have to adjust the times by one hour.
This indicator is ideal for traders focusing on session-based breakout strategies, offering clear visualization and customization for global market sessions.
[GYTS] FiltersToolkit LibraryFiltersToolkit Library
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- 1. INTRODUCTION --------- 🌸
💮 What Does This Library Contain?
This library is a curated collection of high-performance digital signal processing (DSP) filters and auxiliary functions designed specifically for financial time series analysis. It includes a shortlist of our favourite and best performing filters — each rigorously tested and selected for their responsiveness, minimal lag and robustness in diverse market conditions. These tools form an integral part of the GoemonYae Trading System (GYTS), chosen for their unique characteristics in handling market data.
The library contains two main categories:
1. Smoothing filters (low-pass filters and moving averages) for e.g. denoising, trend following
2. Detrending tools (high-pass and band-pass filters, known as "oscillators") for e.g. mean reversion
This collection is finely tuned for practical trading applications and is therefore not meant to be exhaustive. However, will continue to expand as we discover and validate new filtering techniques. I welcome collaboration and suggestions for novel approaches.
🌸 ——— 2. ADDED VALUE ——— 🌸
💮 Unified syntax and comprehensive documentation
The FiltersToolkit Library brings together a wide array of valuable filters under a unified, intuitive syntax. Each function is thoroughly documented, with clear explanations and academic sources that underline the mathematical rigour behind the methods. This level of documentation not only facilitates integration into trading strategies but also helps underlying the underlying concepts and rationale.
💮 Optimised performance and readability
The code prioritizes computational efficiency while maintaining readability. Key optimizations include:
- Minimizing redundant calculations in recursive filters
- Smart coefficient caching
- Efficient state management
- Vectorized operations where applicable
💮 Enhanced functionality and flexibility
Some filters in this library introduce extended functionality beyond the original publications. For instance, the MESA Adaptive Moving Average (MAMA) and Ehlers’ Combined Bandpass Filter incorporate multiple variations found in the literature, thereby providing traders with flexible tools that can be fine-tuned to different market conditions.
🌸 ——— 3. THE FILTERS ——— 🌸
💮 Hilbert Transform Function
This function implements the Hilbert Transform as utilised by John Ehlers. It converts a real-valued time series into its analytic signal, enabling the extraction of instantaneous phase and frequency information—an essential step in adaptive filtering.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 Homodyne Discriminator
By leveraging the Hilbert Transform, this function computes the dominant cycle period through a Homodyne Discriminator. It extracts the in-phase and quadrature components of the signal, facilitating a robust estimation of the underlying cycle characteristics.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 MESA Adaptive Moving Average (MAMA)
An advanced dual-stage adaptive moving average, this function outputs both the MAMA and its companion FAMA. It combines adaptive alpha computation with elements from Kaufman’s Adaptive Moving Average (KAMA) to provide a responsive and reliable trend indicator.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 BiQuad Filters
A family of second-order recursive filters offering exceptional control over frequency response:
- High-pass filter for detrending
- Low-pass filter for smooth trend following
- Band-pass filter for cycle isolation
The quality factor (Q) parameter allows fine-tuning of the resonance characteristics, making these filters highly adaptable to different market conditions.
Source: Robert Bristow-Johnson's Audio EQ Cookbook, implemented by @The_Peaceful_Lizard
💮 Relative Vigor Index (RVI)
This filter evaluates the strength of a trend by comparing the closing price to the trading range. Operating similarly to a band-pass filter, the RVI provides insights into market momentum and potential reversals.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Cyber Cycle
The Cyber Cycle filter emphasises market cycles by smoothing out noise and highlighting the dominant cyclical behaviour. It is particularly useful for detecting trend reversals and cyclical patterns in the price data.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Butterworth High Pass Filter
Inspired by the classical Butterworth design, this filter achieves a maximally flat magnitude response in the passband while effectively removing low-frequency trends. Its design minimises phase distortion, which is vital for accurate signal interpretation.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 2-Pole SuperSmoother
Employing a two-pole design, the SuperSmoother filter reduces high-frequency noise with minimal lag. It is engineered to preserve trend integrity while offering a smooth output even in noisy market conditions.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 3-Pole SuperSmoother
An extension of the 2-pole design, the 3-pole SuperSmoother further attenuates high-frequency noise. Its additional pole delivers enhanced smoothing at the cost of slightly increased lag.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Adaptive Directional Volatility Moving Average (ADXVma)
This adaptive moving average adjusts its smoothing factor based on directional volatility. By combining true range and directional movement measurements, it remains exceptionally flat during ranging markets and responsive during directional moves.
Source: Various implementations across platforms, unified and optimized
💮 Ehlers Combined Bandpass Filter with Automated Gain Control (AGC)
This sophisticated filter merges a highpass pre-processing stage with a bandpass filter. An integrated Automated Gain Control normalises the output to a consistent range, while offering both regular and truncated recursive formulations to manage lag.
Source: John F. Ehlers – “Truncated Indicators” (2020), “Cycle Analytics for Traders” (2013)
💮 Voss Predictive Filter
A forward-looking filter that predicts future values of a band-limited signal in real time. By utilising multiple time-delayed feedback terms, it provides anticipatory coupling and delivers a short-term predictive signal.
Source: John Ehlers - "A Peek Into The Future" (TASC 2019-08)
💮 Adaptive Autonomous Recursive Moving Average (A2RMA)
This filter dynamically adjusts its smoothing through an adaptive mechanism based on an efficiency ratio and a dynamic threshold. A double application of an adaptive moving average ensures both responsiveness and stability in volatile and ranging markets alike. Very flat response when properly tuned.
Source: @alexgrover (2019)
💮 Ultimate Smoother (2-Pole)
The Ultimate Smoother filter is engineered to achieve near-zero lag in its passband by subtracting a high-pass response from an all-pass response. This creates a filter that maintains signal fidelity at low frequencies while effectively filtering higher frequencies at the expense of slight overshooting.
Source: John Ehlers - TASC 2024-04 "The Ultimate Smoother"
Note: This library is actively maintained and enhanced. Suggestions for additional filters or improvements are welcome through the usual channels. The source code contains a list of tested filters that did not make it into the curated collection.
Universal Ratio Trend Matrix [InvestorUnknown]The Universal Ratio Trend Matrix is designed for trend analysis on asset/asset ratios, supporting up to 40 different assets. Its primary purpose is to help identify which assets are outperforming others within a selection, providing a broad overview of market trends through a matrix of ratios. The indicator automatically expands the matrix based on the number of assets chosen, simplifying the process of comparing multiple assets in terms of performance.
Key features include the ability to choose from a narrow selection of indicators to perform the ratio trend analysis, allowing users to apply well-defined metrics to their comparison.
Drawback: Due to the computational intensity involved in calculating ratios across many assets, the indicator has a limitation related to loading speed. TradingView has time limits for calculations, and for users on the basic (free) plan, this could result in frequent errors due to exceeded time limits. To use the indicator effectively, users with any paid plans should run it on timeframes higher than 8h (the lowest timeframe on which it managed to load with 40 assets), as lower timeframes may not reliably load.
Indicators:
RSI_raw: Simple function to calculate the Relative Strength Index (RSI) of a source (asset price).
RSI_sma: Calculates RSI followed by a Simple Moving Average (SMA).
RSI_ema: Calculates RSI followed by an Exponential Moving Average (EMA).
CCI: Calculates the Commodity Channel Index (CCI).
Fisher: Implements the Fisher Transform to normalize prices.
Utility Functions:
f_remove_exchange_name: Strips the exchange name from asset tickers (e.g., "INDEX:BTCUSD" to "BTCUSD").
f_remove_exchange_name(simple string name) =>
string parts = str.split(name, ":")
string result = array.size(parts) > 1 ? array.get(parts, 1) : name
result
f_get_price: Retrieves the closing price of a given asset ticker using request.security().
f_constant_src: Checks if the source data is constant by comparing multiple consecutive values.
Inputs:
General settings allow users to select the number of tickers for analysis (used_assets) and choose the trend indicator (RSI, CCI, Fisher, etc.).
Table settings customize how trend scores are displayed in terms of text size, header visibility, highlighting options, and top-performing asset identification.
The script includes inputs for up to 40 assets, allowing the user to select various cryptocurrencies (e.g., BTCUSD, ETHUSD, SOLUSD) or other assets for trend analysis.
Price Arrays:
Price values for each asset are stored in variables (price_a1 to price_a40) initialized as na. These prices are updated only for the number of assets specified by the user (used_assets).
Trend scores for each asset are stored in separate arrays
// declare price variables as "na"
var float price_a1 = na, var float price_a2 = na, var float price_a3 = na, var float price_a4 = na, var float price_a5 = na
var float price_a6 = na, var float price_a7 = na, var float price_a8 = na, var float price_a9 = na, var float price_a10 = na
var float price_a11 = na, var float price_a12 = na, var float price_a13 = na, var float price_a14 = na, var float price_a15 = na
var float price_a16 = na, var float price_a17 = na, var float price_a18 = na, var float price_a19 = na, var float price_a20 = na
var float price_a21 = na, var float price_a22 = na, var float price_a23 = na, var float price_a24 = na, var float price_a25 = na
var float price_a26 = na, var float price_a27 = na, var float price_a28 = na, var float price_a29 = na, var float price_a30 = na
var float price_a31 = na, var float price_a32 = na, var float price_a33 = na, var float price_a34 = na, var float price_a35 = na
var float price_a36 = na, var float price_a37 = na, var float price_a38 = na, var float price_a39 = na, var float price_a40 = na
// create "empty" arrays to store trend scores
var a1_array = array.new_int(40, 0), var a2_array = array.new_int(40, 0), var a3_array = array.new_int(40, 0), var a4_array = array.new_int(40, 0)
var a5_array = array.new_int(40, 0), var a6_array = array.new_int(40, 0), var a7_array = array.new_int(40, 0), var a8_array = array.new_int(40, 0)
var a9_array = array.new_int(40, 0), var a10_array = array.new_int(40, 0), var a11_array = array.new_int(40, 0), var a12_array = array.new_int(40, 0)
var a13_array = array.new_int(40, 0), var a14_array = array.new_int(40, 0), var a15_array = array.new_int(40, 0), var a16_array = array.new_int(40, 0)
var a17_array = array.new_int(40, 0), var a18_array = array.new_int(40, 0), var a19_array = array.new_int(40, 0), var a20_array = array.new_int(40, 0)
var a21_array = array.new_int(40, 0), var a22_array = array.new_int(40, 0), var a23_array = array.new_int(40, 0), var a24_array = array.new_int(40, 0)
var a25_array = array.new_int(40, 0), var a26_array = array.new_int(40, 0), var a27_array = array.new_int(40, 0), var a28_array = array.new_int(40, 0)
var a29_array = array.new_int(40, 0), var a30_array = array.new_int(40, 0), var a31_array = array.new_int(40, 0), var a32_array = array.new_int(40, 0)
var a33_array = array.new_int(40, 0), var a34_array = array.new_int(40, 0), var a35_array = array.new_int(40, 0), var a36_array = array.new_int(40, 0)
var a37_array = array.new_int(40, 0), var a38_array = array.new_int(40, 0), var a39_array = array.new_int(40, 0), var a40_array = array.new_int(40, 0)
f_get_price(simple string ticker) =>
request.security(ticker, "", close)
// Prices for each USED asset
f_get_asset_price(asset_number, ticker) =>
if (used_assets >= asset_number)
f_get_price(ticker)
else
na
// overwrite empty variables with the prices if "used_assets" is greater or equal to the asset number
if barstate.isconfirmed // use barstate.isconfirmed to avoid "na prices" and calculation errors that result in empty cells in the table
price_a1 := f_get_asset_price(1, asset1), price_a2 := f_get_asset_price(2, asset2), price_a3 := f_get_asset_price(3, asset3), price_a4 := f_get_asset_price(4, asset4)
price_a5 := f_get_asset_price(5, asset5), price_a6 := f_get_asset_price(6, asset6), price_a7 := f_get_asset_price(7, asset7), price_a8 := f_get_asset_price(8, asset8)
price_a9 := f_get_asset_price(9, asset9), price_a10 := f_get_asset_price(10, asset10), price_a11 := f_get_asset_price(11, asset11), price_a12 := f_get_asset_price(12, asset12)
price_a13 := f_get_asset_price(13, asset13), price_a14 := f_get_asset_price(14, asset14), price_a15 := f_get_asset_price(15, asset15), price_a16 := f_get_asset_price(16, asset16)
price_a17 := f_get_asset_price(17, asset17), price_a18 := f_get_asset_price(18, asset18), price_a19 := f_get_asset_price(19, asset19), price_a20 := f_get_asset_price(20, asset20)
price_a21 := f_get_asset_price(21, asset21), price_a22 := f_get_asset_price(22, asset22), price_a23 := f_get_asset_price(23, asset23), price_a24 := f_get_asset_price(24, asset24)
price_a25 := f_get_asset_price(25, asset25), price_a26 := f_get_asset_price(26, asset26), price_a27 := f_get_asset_price(27, asset27), price_a28 := f_get_asset_price(28, asset28)
price_a29 := f_get_asset_price(29, asset29), price_a30 := f_get_asset_price(30, asset30), price_a31 := f_get_asset_price(31, asset31), price_a32 := f_get_asset_price(32, asset32)
price_a33 := f_get_asset_price(33, asset33), price_a34 := f_get_asset_price(34, asset34), price_a35 := f_get_asset_price(35, asset35), price_a36 := f_get_asset_price(36, asset36)
price_a37 := f_get_asset_price(37, asset37), price_a38 := f_get_asset_price(38, asset38), price_a39 := f_get_asset_price(39, asset39), price_a40 := f_get_asset_price(40, asset40)
Universal Indicator Calculation (f_calc_score):
This function allows switching between different trend indicators (RSI, CCI, Fisher) for flexibility.
It uses a switch-case structure to calculate the indicator score, where a positive trend is denoted by 1 and a negative trend by 0. Each indicator has its own logic to determine whether the asset is trending up or down.
// use switch to allow "universality" in indicator selection
f_calc_score(source, trend_indicator, int_1, int_2) =>
int score = na
if (not f_constant_src(source)) and source > 0.0 // Skip if you are using the same assets for ratio (for example BTC/BTC)
x = switch trend_indicator
"RSI (Raw)" => RSI_raw(source, int_1)
"RSI (SMA)" => RSI_sma(source, int_1, int_2)
"RSI (EMA)" => RSI_ema(source, int_1, int_2)
"CCI" => CCI(source, int_1)
"Fisher" => Fisher(source, int_1)
y = switch trend_indicator
"RSI (Raw)" => x > 50 ? 1 : 0
"RSI (SMA)" => x > 50 ? 1 : 0
"RSI (EMA)" => x > 50 ? 1 : 0
"CCI" => x > 0 ? 1 : 0
"Fisher" => x > x ? 1 : 0
score := y
else
score := 0
score
Array Setting Function (f_array_set):
This function populates an array with scores calculated for each asset based on a base price (p_base) divided by the prices of the individual assets.
It processes multiple assets (up to 40), calling the f_calc_score function for each.
// function to set values into the arrays
f_array_set(a_array, p_base) =>
array.set(a_array, 0, f_calc_score(p_base / price_a1, trend_indicator, int_1, int_2))
array.set(a_array, 1, f_calc_score(p_base / price_a2, trend_indicator, int_1, int_2))
array.set(a_array, 2, f_calc_score(p_base / price_a3, trend_indicator, int_1, int_2))
array.set(a_array, 3, f_calc_score(p_base / price_a4, trend_indicator, int_1, int_2))
array.set(a_array, 4, f_calc_score(p_base / price_a5, trend_indicator, int_1, int_2))
array.set(a_array, 5, f_calc_score(p_base / price_a6, trend_indicator, int_1, int_2))
array.set(a_array, 6, f_calc_score(p_base / price_a7, trend_indicator, int_1, int_2))
array.set(a_array, 7, f_calc_score(p_base / price_a8, trend_indicator, int_1, int_2))
array.set(a_array, 8, f_calc_score(p_base / price_a9, trend_indicator, int_1, int_2))
array.set(a_array, 9, f_calc_score(p_base / price_a10, trend_indicator, int_1, int_2))
array.set(a_array, 10, f_calc_score(p_base / price_a11, trend_indicator, int_1, int_2))
array.set(a_array, 11, f_calc_score(p_base / price_a12, trend_indicator, int_1, int_2))
array.set(a_array, 12, f_calc_score(p_base / price_a13, trend_indicator, int_1, int_2))
array.set(a_array, 13, f_calc_score(p_base / price_a14, trend_indicator, int_1, int_2))
array.set(a_array, 14, f_calc_score(p_base / price_a15, trend_indicator, int_1, int_2))
array.set(a_array, 15, f_calc_score(p_base / price_a16, trend_indicator, int_1, int_2))
array.set(a_array, 16, f_calc_score(p_base / price_a17, trend_indicator, int_1, int_2))
array.set(a_array, 17, f_calc_score(p_base / price_a18, trend_indicator, int_1, int_2))
array.set(a_array, 18, f_calc_score(p_base / price_a19, trend_indicator, int_1, int_2))
array.set(a_array, 19, f_calc_score(p_base / price_a20, trend_indicator, int_1, int_2))
array.set(a_array, 20, f_calc_score(p_base / price_a21, trend_indicator, int_1, int_2))
array.set(a_array, 21, f_calc_score(p_base / price_a22, trend_indicator, int_1, int_2))
array.set(a_array, 22, f_calc_score(p_base / price_a23, trend_indicator, int_1, int_2))
array.set(a_array, 23, f_calc_score(p_base / price_a24, trend_indicator, int_1, int_2))
array.set(a_array, 24, f_calc_score(p_base / price_a25, trend_indicator, int_1, int_2))
array.set(a_array, 25, f_calc_score(p_base / price_a26, trend_indicator, int_1, int_2))
array.set(a_array, 26, f_calc_score(p_base / price_a27, trend_indicator, int_1, int_2))
array.set(a_array, 27, f_calc_score(p_base / price_a28, trend_indicator, int_1, int_2))
array.set(a_array, 28, f_calc_score(p_base / price_a29, trend_indicator, int_1, int_2))
array.set(a_array, 29, f_calc_score(p_base / price_a30, trend_indicator, int_1, int_2))
array.set(a_array, 30, f_calc_score(p_base / price_a31, trend_indicator, int_1, int_2))
array.set(a_array, 31, f_calc_score(p_base / price_a32, trend_indicator, int_1, int_2))
array.set(a_array, 32, f_calc_score(p_base / price_a33, trend_indicator, int_1, int_2))
array.set(a_array, 33, f_calc_score(p_base / price_a34, trend_indicator, int_1, int_2))
array.set(a_array, 34, f_calc_score(p_base / price_a35, trend_indicator, int_1, int_2))
array.set(a_array, 35, f_calc_score(p_base / price_a36, trend_indicator, int_1, int_2))
array.set(a_array, 36, f_calc_score(p_base / price_a37, trend_indicator, int_1, int_2))
array.set(a_array, 37, f_calc_score(p_base / price_a38, trend_indicator, int_1, int_2))
array.set(a_array, 38, f_calc_score(p_base / price_a39, trend_indicator, int_1, int_2))
array.set(a_array, 39, f_calc_score(p_base / price_a40, trend_indicator, int_1, int_2))
a_array
Conditional Array Setting (f_arrayset):
This function checks if the number of used assets is greater than or equal to a specified number before populating the arrays.
// only set values into arrays for USED assets
f_arrayset(asset_number, a_array, p_base) =>
if (used_assets >= asset_number)
f_array_set(a_array, p_base)
else
na
Main Logic
The main logic initializes arrays to store scores for each asset. Each array corresponds to one asset's performance score.
Setting Trend Values: The code calls f_arrayset for each asset, populating the respective arrays with calculated scores based on the asset prices.
Combining Arrays: A combined_array is created to hold all the scores from individual asset arrays. This array facilitates further analysis, allowing for an overview of the performance scores of all assets at once.
// create a combined array (work-around since pinescript doesn't support having array of arrays)
var combined_array = array.new_int(40 * 40, 0)
if barstate.islast
for i = 0 to 39
array.set(combined_array, i, array.get(a1_array, i))
array.set(combined_array, i + (40 * 1), array.get(a2_array, i))
array.set(combined_array, i + (40 * 2), array.get(a3_array, i))
array.set(combined_array, i + (40 * 3), array.get(a4_array, i))
array.set(combined_array, i + (40 * 4), array.get(a5_array, i))
array.set(combined_array, i + (40 * 5), array.get(a6_array, i))
array.set(combined_array, i + (40 * 6), array.get(a7_array, i))
array.set(combined_array, i + (40 * 7), array.get(a8_array, i))
array.set(combined_array, i + (40 * 8), array.get(a9_array, i))
array.set(combined_array, i + (40 * 9), array.get(a10_array, i))
array.set(combined_array, i + (40 * 10), array.get(a11_array, i))
array.set(combined_array, i + (40 * 11), array.get(a12_array, i))
array.set(combined_array, i + (40 * 12), array.get(a13_array, i))
array.set(combined_array, i + (40 * 13), array.get(a14_array, i))
array.set(combined_array, i + (40 * 14), array.get(a15_array, i))
array.set(combined_array, i + (40 * 15), array.get(a16_array, i))
array.set(combined_array, i + (40 * 16), array.get(a17_array, i))
array.set(combined_array, i + (40 * 17), array.get(a18_array, i))
array.set(combined_array, i + (40 * 18), array.get(a19_array, i))
array.set(combined_array, i + (40 * 19), array.get(a20_array, i))
array.set(combined_array, i + (40 * 20), array.get(a21_array, i))
array.set(combined_array, i + (40 * 21), array.get(a22_array, i))
array.set(combined_array, i + (40 * 22), array.get(a23_array, i))
array.set(combined_array, i + (40 * 23), array.get(a24_array, i))
array.set(combined_array, i + (40 * 24), array.get(a25_array, i))
array.set(combined_array, i + (40 * 25), array.get(a26_array, i))
array.set(combined_array, i + (40 * 26), array.get(a27_array, i))
array.set(combined_array, i + (40 * 27), array.get(a28_array, i))
array.set(combined_array, i + (40 * 28), array.get(a29_array, i))
array.set(combined_array, i + (40 * 29), array.get(a30_array, i))
array.set(combined_array, i + (40 * 30), array.get(a31_array, i))
array.set(combined_array, i + (40 * 31), array.get(a32_array, i))
array.set(combined_array, i + (40 * 32), array.get(a33_array, i))
array.set(combined_array, i + (40 * 33), array.get(a34_array, i))
array.set(combined_array, i + (40 * 34), array.get(a35_array, i))
array.set(combined_array, i + (40 * 35), array.get(a36_array, i))
array.set(combined_array, i + (40 * 36), array.get(a37_array, i))
array.set(combined_array, i + (40 * 37), array.get(a38_array, i))
array.set(combined_array, i + (40 * 38), array.get(a39_array, i))
array.set(combined_array, i + (40 * 39), array.get(a40_array, i))
Calculating Sums: A separate array_sums is created to store the total score for each asset by summing the values of their respective score arrays. This allows for easy comparison of overall performance.
Ranking Assets: The final part of the code ranks the assets based on their total scores stored in array_sums. It assigns a rank to each asset, where the asset with the highest score receives the highest rank.
// create array for asset RANK based on array.sum
var ranks = array.new_int(used_assets, 0)
// for loop that calculates the rank of each asset
if barstate.islast
for i = 0 to (used_assets - 1)
int rank = 1
for x = 0 to (used_assets - 1)
if i != x
if array.get(array_sums, i) < array.get(array_sums, x)
rank := rank + 1
array.set(ranks, i, rank)
Dynamic Table Creation
Initialization: The table is initialized with a base structure that includes headers for asset names, scores, and ranks. The headers are set to remain constant, ensuring clarity for users as they interpret the displayed data.
Data Population: As scores are calculated for each asset, the corresponding values are dynamically inserted into the table. This is achieved through a loop that iterates over the scores and ranks stored in the combined_array and array_sums, respectively.
Automatic Extending Mechanism
Variable Asset Count: The code checks the number of assets defined by the user. Instead of hardcoding the number of rows in the table, it uses a variable to determine the extent of the data that needs to be displayed. This allows the table to expand or contract based on the number of assets being analyzed.
Dynamic Row Generation: Within the loop that populates the table, the code appends new rows for each asset based on the current asset count. The structure of each row includes the asset name, its score, and its rank, ensuring that the table remains consistent regardless of how many assets are involved.
// Automatically extending table based on the number of used assets
var table table = table.new(position.bottom_center, 50, 50, color.new(color.black, 100), color.white, 3, color.white, 1)
if barstate.islast
if not hide_head
table.cell(table, 0, 0, "Universal Ratio Trend Matrix", text_color = color.white, bgcolor = #010c3b, text_size = fontSize)
table.merge_cells(table, 0, 0, used_assets + 3, 0)
if not hide_inps
table.cell(table, 0, 1,
text = "Inputs: You are using " + str.tostring(trend_indicator) + ", which takes: " + str.tostring(f_get_input(trend_indicator)),
text_color = color.white, text_size = fontSize), table.merge_cells(table, 0, 1, used_assets + 3, 1)
table.cell(table, 0, 2, "Assets", text_color = color.white, text_size = fontSize, bgcolor = #010c3b)
for x = 0 to (used_assets - 1)
table.cell(table, x + 1, 2, text = str.tostring(array.get(assets, x)), text_color = color.white, bgcolor = #010c3b, text_size = fontSize)
table.cell(table, 0, x + 3, text = str.tostring(array.get(assets, x)), text_color = color.white, bgcolor = f_asset_col(array.get(ranks, x)), text_size = fontSize)
for r = 0 to (used_assets - 1)
for c = 0 to (used_assets - 1)
table.cell(table, c + 1, r + 3, text = str.tostring(array.get(combined_array, c + (r * 40))),
text_color = hl_type == "Text" ? f_get_col(array.get(combined_array, c + (r * 40))) : color.white, text_size = fontSize,
bgcolor = hl_type == "Background" ? f_get_col(array.get(combined_array, c + (r * 40))) : na)
for x = 0 to (used_assets - 1)
table.cell(table, x + 1, x + 3, "", bgcolor = #010c3b)
table.cell(table, used_assets + 1, 2, "", bgcolor = #010c3b)
for x = 0 to (used_assets - 1)
table.cell(table, used_assets + 1, x + 3, "==>", text_color = color.white)
table.cell(table, used_assets + 2, 2, "SUM", text_color = color.white, text_size = fontSize, bgcolor = #010c3b)
table.cell(table, used_assets + 3, 2, "RANK", text_color = color.white, text_size = fontSize, bgcolor = #010c3b)
for x = 0 to (used_assets - 1)
table.cell(table, used_assets + 2, x + 3,
text = str.tostring(array.get(array_sums, x)),
text_color = color.white, text_size = fontSize,
bgcolor = f_highlight_sum(array.get(array_sums, x), array.get(ranks, x)))
table.cell(table, used_assets + 3, x + 3,
text = str.tostring(array.get(ranks, x)),
text_color = color.white, text_size = fontSize,
bgcolor = f_highlight_rank(array.get(ranks, x)))
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.
lib_zigLibrary "lib_zig"
Object oriented implementation of ZigZag
method tostring(this, date_format)
Namespace types: Zigzag
Parameters:
this (Zigzag)
date_format (simple string)
method update(this)
Namespace types: Zigzag
Parameters:
this (Zigzag)
method draw(this, colors)
Namespace types: Zigzag
Parameters:
this (Zigzag)
colors (PivotColors type from robbatt/lib_pivot/19)
Zigzag
Fields:
max_pivots (series__integer)
hldata (|robbatt/lib_pivot/19;HLData|#OBJ)
pivots (array__|robbatt/lib_pivot/19;Pivot|#OBJ)
CDC ActionZone BF for ETHUSD-1D © PRoSkYNeT-EE
Based on improvements from "Kitti-Playbook Action Zone V.4.2.0.3 for Stock Market"
Based on improvements from "CDC Action Zone V3 2020 by piriya33"
Based on Triple MACD crossover between 9/15, 21/28, 15/28 for filter error signal (noise) from CDC ActionZone V3
MACDs generated from the execution of millions of times in the "Brute Force Algorithm" to backtest data from the past 5 years. ( 2017-08-21 to 2022-08-01 )
Released 2022-08-01
***** The indicator is used in the ETHUSD 1 Day period ONLY *****
Recommended Stop Loss : -4 % (execute stop Loss after candlestick has been closed)
Backtest Result ( Start $100 )
Winrate 63 % (Win:12, Loss:7, Total:19)
Live Days 1,806 days
B : Buy
S : Sell
SL : Stop Loss
2022-07-19 07 - 1,542 : B 6.971 ETH
2022-04-13 07 - 3,118 : S 8.98 % $10,750 12,7,19 63 %
2022-03-20 07 - 2,861 : B 3.448 ETH
2021-12-03 07 - 4,216 : SL -8.94 % $9,864 11,7,18 61 %
2021-11-30 07 - 4,630 : B 2.340 ETH
2021-11-18 07 - 3,997 : S 13.71 % $10,832 11,6,17 65 %
2021-10-05 07 - 3,515 : B 2.710 ETH
2021-09-20 07 - 2,977 : S 29.38 % $9,526 10,6,16 63 %
2021-07-28 07 - 2,301 : B 3.200 ETH
2021-05-20 07 - 2,769 : S 50.49 % $7,363 9,6,15 60 %
2021-03-30 07 - 1,840 : B 2.659 ETH
2021-03-22 07 - 1,681 : SL -8.29 % $4,893 8,6,14 57 %
2021-03-08 07 - 1,833 : B 2.911 ETH
2021-02-26 07 - 1,445 : S 279.27 % $5,335 8,5,13 62 %
2020-10-13 07 - 381 : B 3.692 ETH
2020-09-05 07 - 335 : S 38.43 % $1,407 7,5,12 58 %
2020-07-06 07 - 242 : B 4.199 ETH
2020-06-27 07 - 221 : S 28.49 % $1,016 6,5,11 55 %
2020-04-16 07 - 172 : B 4.598 ETH
2020-02-29 07 - 217 : S 47.62 % $791 5,5,10 50 %
2020-01-12 07 - 147 : B 3.644 ETH
2019-11-18 07 - 178 : S -2.73 % $536 4,5,9 44 %
2019-11-01 07 - 183 : B 3.010 ETH
2019-09-23 07 - 201 : SL -4.29 % $551 4,4,8 50 %
2019-09-18 07 - 210 : B 2.740 ETH
2019-07-12 07 - 275 : S 63.69 % $575 4,3,7 57 %
2019-05-03 07 - 168 : B 2.093 ETH
2019-04-28 07 - 158 : S 29.51 % $352 3,3,6 50 %
2019-02-15 07 - 122 : B 2.225 ETH
2019-01-10 07 - 125 : SL -6.02 % $271 2,3,5 40 %
2018-12-29 07 - 133 : B 2.172 ETH
2018-05-22 07 - 641 : S 5.95 % $289 2,2,4 50 %
2018-04-21 07 - 605 : B 0.451 ETH
2018-02-02 07 - 922 : S 197.42 % $273 1,2,3 33 %
2017-11-11 07 - 310 : B 0.296 ETH
2017-10-09 07 - 297 : SL -4.50 % $92 0,2,2 0 %
2017-10-07 07 - 311 : B 0.309 ETH
2017-08-22 07 - 310 : SL -4.02 % $96 0,1,1 0 %
2017-08-21 07 - 323 : B 0.310 ETH
Gold Power Hours Strategy📈 Gold Power Hours Trading Strategy
Trade XAUUSD (Gold) or XAUEUR during the most volatile hours of the New York session, using momentum and trend confirmation, with session-specific risk/reward profiles.
✅ Strategy Rules
🕒 Valid Trading Times ("Power Hours"):
Trades are only taken during high-probability time windows on Tuesdays, Wednesdays, and Thursdays , corresponding to key New York session activity:
Morning Session:
08:00 – 11:00 (NY time)
Afternoon Session:
12:30 – 16:00
19:00 – 22:00
These times align with institutional activity and economic news releases.
📊 Technical Indicators Used:
50-period Simple Moving Average (SMA50):
Identifies the dominant market trend.
14-period Relative Strength Index (RSI):
Measures market momentum with session-adjusted thresholds.
🟩 Buy Signal Criteria:
Price is above the 50-period SMA (bullish trend)
RSI is greater than:
60 during Morning Session
55 during Afternoon Session
Must be during a valid day (Tue–Thu) and Power Hour session
🟥 Sell Signal Criteria:
Price is below the 50-period SMA (bearish trend)
RSI is less than:
40 during Morning Session
45 during Afternoon Session
Must be during a valid day and Power Hour session
🎯 Trade Management Rules:
Morning Session (08:00–11:00)
Stop Loss (SL): 50 pips
Take Profit (TP): 150 pips
Risk–Reward Ratio: 1:3
Afternoon Session (12:30–16:00 & 19:00–22:00)
Stop Loss (SL): 50 pips
Take Profit (TP): up to 100 pips
Risk–Reward Ratio: up to 1:2
⚠️ TP is slightly reduced in the afternoon due to typically lower volatility compared to the morning session.
📺 Visuals & Alerts:
Buy signals: Green triangle plotted below the bar
Sell signals: Red triangle plotted above the bar
SMA50 line: Orange
Valid session background: Light pink
Alerts: Automatic alerts for buy/sell signals
ORB-HL1. Opening Range Detection
Automatically calculates the high and low of the first 15 minutes after the selected session opens.
Supported sessions:
New York (Futures): 08:30–08:45 EST
New York (Equities): 09:30–09:45 EST
London: 03:00–03:15 GMT
Asia: 19:00–19:15 JST
Plots ORB high/low lines for the rest of the day.
2. Breakout Signals
Highlights the first valid breakout above or below the ORB range on the:
5-minute timeframe
15-minute timeframe
Green arrows = breakout up (long)
Red arrows = breakout down (short)
3. 1-Minute Projection
When a breakout is confirmed on a higher timeframe (5m or 15m), a projection label (e.g., "5m", "15m") appears on the 1-minute chart.
Purple label = 5m breakout
Teal label = 15m breakout
Helps you confirm momentum in real time while on the 1-minute chart.
4. Trailing Stop System
Uses ATR to create an adaptive trailing stop after breakout.
Turns green when price is above stop (bullish), red when below (bearish).
Optional Buy / Sell signal labels appear on crossover events.
5. Session High/Low Visualization
Tracks and displays the previous session’s High and Low for:
Tokyo
London
New York
Lines extend into the current session to act as S/R reference.
Labels like "NY High", "Asia Low" are placed at the end of each line.
6. Alerts
Built-in alerts for:
First 5m or 15m breakout (long/short)
Trailing stop Buy/Sell crossover
7. Customization Options
Turn session H/L lines on/off per session
Customize projection visibility
Adjust ATR period and sensitivity
Set how far each session line extends using bar offsets
Dskyz Adaptive Futures Elite (DAFE)Dskyz Adaptive Futures Edge (DAFE)
imgur.com
A Dynamic Futures Trading Strategy
DAFE adapts to market volatility and price action using technical indicators and advanced risk management. It’s built for high-stakes futures trading (e.g., MNQ, BTCUSDT.P), offering modular logic for scalpers and swing traders alike.
Key Features
Adaptive Moving Averages
Dynamic Logic: Fast and slow SMAs adjust lengths via ATR, reacting to momentum shifts and smoothing in calm markets.
Signals: Long entry on fast SMA crossing above slow SMA with price confirmation; short on cross below.
RSI Filtering (Optional)
Momentum Check: Confirms entries with RSI crossovers (e.g., above oversold for longs). Toggle on/off with custom levels.
Fine-Tuning: Adjustable lookback and thresholds (e.g., 60/40) for precision.
Candlestick Pattern Recognition
Eng|Enhanced Detection: Identifies strong bullish/bearish engulfing patterns, validated by volume and range strength (vs. 10-period SMA).
Conflict Avoidance: Skips trades if both patterns appear in the lookback window, reducing whipsaws.
Multi-Timeframe Trend Filter
15-Minute Alignment: Syncs intrabar trades with 15-minute SMA trends; optional for flexibility.
Dollar-Cost Averaging (DCA) New!
Scaling: Adds up to a set number of entries (e.g., 4) on pullbacks/rallies, spaced by ATR multiples.
Control: Caps exposure and resets on exit, enhancing trend-following potential.
Trade Execution & Risk Management
Entry Rules: Prioritizes moving averages or patterns (user choice), with volume, volatility, and time filters.
Stops & Trails:
Initial Stop: ATR-based (2–3.5x, volatility-adjusted).
Trailing Stop: Locks profits with configurable ATR offset and multiplier.
Discipline
Cooldown: Pauses post-exit (e.g., 0–5 minutes).
Min Hold: Ensures trades last a set number of bars (e.g., 2–10).
Visualization & Tools
Charts: Overlays MAs, stops, and signals; trend shaded in background.
Dashboard: Shows position, P&L, win rate, and more in real-time.
Debugging: Logs signal details for optimization.
Input Parameters
Parameter Purpose Suggested Use
Use RSI Filter - Toggle RSI confirmation *Disable 4 price-only
trading
RSI Length - RSI period (e.g., 14) *7–14 for sensitivity
RSI Overbought/Oversold - Adjust for market type *Set levels (e.g., 60/40)
Use Candlestick Patterns - Enables engulfing signals *Disable for MA focus
Pattern Lookback - Pattern window (e.g., 19) *10–20 bars for balance
Use 15m Trend Filter - Align with 15-min trend *Enable for trend trades
Fast/Slow MA Length - Base MA lengths (e.g., 9/19) *10–25 / 30–60 per
timeframe
Volatility Threshold - Filters volatile spikes *Max ATR/close (e.g., 1%)
Min Volume - Entry volume threshold *Avoid illiquid periods
(e.g., 10)
ATR Length - ATR period (e.g., 14) *Standard volatility
measure
Trailing Stop ATR Offset - Trail distance (e.g., 0.5) *0.5–1.5 for tightness
Trailing Stop ATR Multi - Trail multiplier (e.g., 1.0) *1–3 for trend room
Cooldown Minutes - Post-exit pause (e.g., 0–5) *Prevents overtrading
Min Bars to Hold - Min trade duration (e.g., 2) *5–10 for intraday
Trading Hours - Active window (e.g., 9–16) *Focus on key sessions
Use DCA - Toggle DCA *Enable for scaling
Max DCA Entries - Cap entries (e.g., 4) *Limit risk exposure
DCA ATR Multiplier Entry spacing (e.g., 1.0) *1–2 for wider gaps
Compliance
Realistic Testing: Fixed quantities, capital, and slippage for accurate backtests.
Transparency: All logic is user-visible and adjustable.
Risk Controls: Cooldowns, stops, and hold periods ensure stability.
Flexibility: Adapts to various futures and timeframes.
Summary
DAFE excels in volatile futures markets with adaptive logic, DCA scaling, and robust risk tools. Currently in prop account testing, it’s a powerful framework for precision trading.
Caution
DAFE is experimental, not a profit guarantee. Futures trading risks significant losses due to leverage. Backtest, simulate, and monitor actively before live use. All trading decisions are your responsibility.
Quantitative Easing and Tightening PeriodsQuantitative Easing (QE) and Quantitative Tightening (QT) periods based on historical events from the Federal Reserve:
Quantitative Easing (QE) Periods:
QE1:
Start: November 25, 2008
End: March 31, 2010
Description: The Federal Reserve initiated QE1 in response to the financial crisis, purchasing mortgage-backed securities and Treasuries.
QE2:
Start: November 3, 2010
End: June 29, 2011
Description: QE2 involved the purchase of $600 billion in U.S. Treasury bonds to further stimulate the economy.
QE3:
Start: September 13, 2012
End: October 29, 2014
Description: QE3 was an open-ended bond-buying program with monthly purchases of $85 billion in Treasuries and mortgage-backed securities.
QE4 (COVID-19 Pandemic Response):
Start: March 15, 2020
End: March 10, 2022
Description: The Federal Reserve engaged in QE4 in response to the economic impact of the COVID-19 pandemic, purchasing Treasuries and MBS in an effort to provide liquidity.
Quantitative Tightening (QT) Periods:
QT1:
Start: October 1, 2017
End: August 1, 2019
Description: The Federal Reserve began shrinking its balance sheet in 2017, gradually reducing its holdings of U.S. Treasuries and mortgage-backed securities. This period ended in August 2019 when the Fed decided to stop reducing its balance sheet.
QT2:
Start: June 1, 2022
End: Ongoing (as of March 2025)
Description: The Federal Reserve started QT again in June 2022, reducing its holdings of U.S. Treasuries and MBS in response to rising inflation. The Fed has continued this tightening cycle.
These periods are key moments in U.S. monetary policy, where the Fed either injected liquidity into the economy (QE) or reduced its balance sheet by not reinvesting maturing securities (QT). The exact dates and nature of these policies may vary based on interpretation and adjustments to the Fed's actions during those times.
Intrabar BoxPlotThe Intrabar BoxPlot publication highlights an uncommon technique by displaying statistical intrabar Lower Timeframe (LTF) values on the chart.
🔶 USAGE
🔹 Middle 50% Boxes
By showing the middle 50% intrabar values through a box, we can more easily see where the intrabar activity is mainly situated.
The middle 50% intrabar values are referred to from here on as Interquartile range (IQR).
In this example, the successive IQRs form a channel where the price eventually breaks out.
Disproportionately distributed values can give insights which can be used to find potential support/resistance areas.
IQR gaps can give valuable information as well. Potentially, the price can return to these gaps.
Seeing the IQR areas against regular candles gives an alternative image of the underlying price movements.
🔹 Highest volume Price level
The script displays the price level with the highest volume situated, dependable on the user's source setting. Setting the source at 'close' will only display intrabar close values; the same goes for high, low, ...
As seen in the above example, the volume levels can aid in finding support/resistance.
🔹 Median
The location of the median off all intrabar values is displayed as a coloured dot: green when the close price is higher than the opening price and red if otherwise. The median can give valuable insights into price movements.
🔹 Outliers
Medium (white dots) and extreme (white X) outliers, in combination with the IQR box, can help identify potential areas of interest.
🔹 Volume Delta
When there is a discrepancy between the delta volume and direction of the candle, this will be displayed as follows:
Green candle: when the sum of the volume of red intrabars is higher than the sum of the volume of green intrabars, the candle will be coloured orange.
Red candle: when the sum of the volume of green intrabars is higher than the sum of the volume of red intrabars, the candle will be coloured blue.
🔹 Highlight Boxplot only
Probably the easiest way to display boxplot only is by changing the Bar's style to Bars .
🔶 DETAILS
All intrabar values (Lower TimeFrame - LTF) are sorted and evaluated. Values can be close , high , low , ... by selecting this in Settings ( source ).
The middle 50% of all values are displayed as a box; this contains the values between percentile 25 (p25) and percentile 75 (p75). The value of percentile rank 75 means 75% of all values are lower. The value of percentile rank 25 means 25% of all values are lower, or 75% is higher.
The difference between p75 and p25 is also known as Interquartile range (IQR)
IQR is used to check for outliers.
Wiki: Boxplot , Interquartile range
Extreme high: maximum value, higher than p75 + IQR*3
Max outlier high: maximum value, higher than p75 + IQR*1.5 but lower than p75 + IQR*3
Max: maximum value, lower than p75 + IQR*1.5
Min: minimum value, higher than p25 - IQR*1.5
Min outlier low: minimum value, lower than p25 - IQR*1.5 but higher than p25 - IQR*3
Extreme low: minimum value, lower than p25 - IQR*3
Max and min must not be interpreted with the current candle high/low.
🔹 Example: Length of chart-puppets
The following example can make it easier to digest. Forty "chart-puppets" are sorted by their length.
The p25 value is 97
The p50 value is 120
The p75 value is 149
75% of all "chart-puppets" are smaller than p75, and 25% is larger than p75.
50% of all "chart-puppets" are smaller than p50, and 50% is larger than p50 (= median).
25% of all "chart-puppets" are smaller than p25, and 75% is larger than p25.
IQR = 149 - 97 = 52
Extreme outlier limit max: p75 + IQR*3 = 149 + 52*3 = 305
Mild outlier limit max: p75 + IQR*1.5 = 149 + 52*1.5 = 227
Mild outlier limit min: p25 - IQR*1.5 = 97 - 52*1.5 = 19
Extreme outlier limit min: p25 - IQR*3 = 97 - 52*3 = -59
In this example there are no outliers to be found, all values are located between p25 - IQR*1.5 (19) and p75 + IQR*1.5. (227)
🔹 Source settings
Note that results are dependable on the chosen source (settings). When, for example, close is chosen as the source, only intrabar close prices are included. This means a low or high can stretch further then the min or max.
Here we can see different results with different source settings
🔹 LTF settings
When 'Auto' is enabled (Settings, LTF), the LTF will be the nearest possible x times smaller TF than the current TF. When 'Premium' is disabled, the minimum TF will always be 1 minute to ensure TradingView plans lower than Premium don't get an error.
Examples with current Daily TF (when Premium is enabled):
500 : 3 minute LTF
1500 (default): 1 minute LTF
5000: 30 seconds LTF (1 minute if Premium is disabled)
🔶 SETTINGS
Source: Set source at close, high, low,...
🔹 LTF
LTF: LTF setting
Auto + multiple: Adjusts the initial set LTF
Premium: Enable when your TradingView plan is Premium or higher
🔹 Intrabar Delta : Colors, dependable on different circumstances.
Up: Price goes up, with more bullish than bearish intrabar volume.
Up-: Price goes up, with more bearish than bullish intrabar volume.
Down: Price goes down, with more bearish than bullish intrabar volume.
Down+: Price goes down, with more bullish than bearish intrabar volume.
🔹 Table
Show table: Show details at the top right corner
Show TF: Show LTF at the bottom right corner
Text color/table size
See DETAILS for more information
Sessions ny vizScript Purpose
This indicator draws a colored background during the New York trading session. It's useful for traders who want to have a visual overview of when the American (NY) trading session is active.
Main Features
NY Session Visualization - draws a gray bar in the background of the chart during NY trading hours (15:00-19:00 CET)
Customization - allows users to:
Set custom session time range
Adjust background color and transparency
Limit display to only the last 24 hours
Input Parameters
sessionRange - session time range (default 15:00-19:00 CET)
sessionColour - background color (default gray with 90% transparency)
onlyLast24Hours - toggle for showing only the last 24 hours (default false)
Technical Details
Script is written in Pine Script version 5
Uses UNIX timestamp for time period calculations
Runs as an overlay indicator (overlay=true), meaning it displays directly on the price chart
Uses the bgcolor() function for background rendering
Contains logic to check if current time is within defined session
Usage
This indicator is useful for:
Monitoring active NY trading session hours
Planning trades during the most liquid hours of the US market
Visual orientation in the chart during different trading sessions
Power Of 3 ICT 01 [TradingFinder] AMD ICT & SMC Accumulations🔵 Introduction
The ICT Power of 3 (PO3) strategy, developed by Michael J. Huddleston, known as the Inner Circle Trader, is a structured approach to analyzing daily market activity. This strategy divides the trading day into three distinct phases: Accumulation, Manipulation, and Distribution.
Each phase represents a unique market behavior influenced by institutional traders, offering a clear framework for retail traders to align their strategies with market movements.
Accumulation (19:00 - 01:00 EST) takes place during low-volatility hours, as institutional traders accumulate orders. Manipulation (01:00 - 07:00 EST) involves false breakouts and liquidity traps designed to mislead retail traders. Finally, Distribution (07:00 - 13:00 EST) represents the active phase where significant market movements occur as institutions distribute their positions in line with the broader trend.
This indicator is built upon the Power of 3 principles to provide traders with a practical and visual tool for identifying these key phases. By using clear color coding and precise time zones, the indicator highlights critical price levels, such as highs and lows, helping traders to better understand market dynamics and make more informed trading decisions.
Incorporating the ICT AMD setup into daily analysis enables traders to anticipate market behavior, spot high-probability trade setups, and gain deeper insights into institutional trading strategies. With its focus on time-based price action, this indicator simplifies complex market structures, offering an effective tool for traders of all levels.
🔵 How to Use
The ICT Power of 3 (PO3) indicator is designed to help traders analyze daily market movements by visually identifying the three key phases: Accumulation, Manipulation, and Distribution.
Here's how traders can effectively use the indicator :
🟣 Accumulation Phase (19:00 - 01:00 EST)
Purpose : Identify the range-bound activity where institutional players accumulate orders.
Trading Insight : Avoid placing trades during this phase, as price movements are typically limited. Instead, use this time to prepare for the potential direction of the market in the next phases.
🟣 Manipulation Phase (01:00 - 07:00 EST)
Purpose : Spot false breakouts and liquidity traps that mislead retail traders.
Trading Insight : Observe the market for price spikes beyond key support or resistance levels. These moves often reverse quickly, offering high-probability entry points in the opposite direction of the initial breakout.
🟣 Distribution Phase (07:00 - 13:00 EST)
Purpose : Detect the main price movement of the day, driven by institutional distribution.
Trading Insight : Enter trades in the direction of the trend established during this phase. Look for confirmations such as breakouts or strong directional moves that align with broader market sentiment
🔵 Settings
Show or Hide Phases :mDecide whether to display Accumulation, Manipulation, or Distribution.
Adjust the session times for each phase :
Accumulation: 1900-0100 EST
Manipulation: 0100-0700 EST
Distribution: 0700-1300 EST
Modify Visualization : Customize how the indicator looks by changing settings like colors and transparency.
🔵 Conclusion
The ICT Power of 3 (PO3) indicator is a powerful tool for traders seeking to understand and leverage market structure based on time and price dynamics. By visually highlighting the three key phases—Accumulation, Manipulation, and Distribution—this indicator simplifies the complex movements of institutional trading strategies.
With its customizable settings and clear representation of market behavior, the indicator is suitable for traders at all levels, helping them anticipate market trends and make more informed decisions.
Whether you're identifying entry points in the Accumulation phase, navigating false moves during Manipulation, or capitalizing on trends in the Distribution phase, this tool provides valuable insights to enhance your trading performance.
By integrating this indicator into your analysis, you can better align your strategies with institutional movements and improve your overall trading outcomes.
Macros ICT KillZones [TradingFinder] Times & Price Trading Setup🔵 Introduction
ICT Macros, developed by Michael Huddleston, also known as ICT (Inner Circle Trader), is a powerful trading tool designed to help traders identify the best trading opportunities during key time intervals like the London and New York trading sessions.
For traders aiming to capitalize on market volatility, liquidity shifts, and Fair Value Gaps (FVG), understanding and using these critical time zones can significantly improve trading outcomes.
In today’s highly competitive financial markets, identifying the moments when the market is seeking buy-side or sell-side liquidity, or filling price imbalances, is essential for maximizing profitability.
The ICT Macros indicator is built on the renowned ICT time and price theory, which enables traders to track and leverage key market dynamics such as breaks of highs and lows, imbalances, and liquidity hunts.
This indicator automatically detects crucial market times and optimizes strategies for traders by highlighting the specific moments when price movements are most likely to occur. A standout feature of ICT Macros is its automatic adjustment for Daylight Saving Time (DST), ensuring that traders remain synced with the correct session times.
This means you can rely on accurate market timing without the need for manual updates, allowing you to focus on capturing profitable trades during critical timeframes.
🔵 How to Use
The ICT Macros indicator helps you capitalize on trading opportunities during key market moments, particularly when the market is breaking highs or lows, filling Fair Value Gaps (FVG), or addressing imbalances. This indicator is particularly beneficial for traders who seek to identify liquidity, market volatility, and price imbalances.
🟣 Sessions
London Sessions
London Macro 1 :
UTC Time : 06:33 to 07:00
New York Time : 02:33 to 03:00
London Macro 2 :
UTC Time : 08:03 to 08:30
New York Time : 04:03 to 04:30
New York Sessions
New York Macro AM 1 :
UTC Time : 12:50 to 13:10
New York Time : 08:50 to 09:10
New York Macro AM 2 :
UTC Time : 13:50 to 14:10
New York Time : 09:50 to 10:10
New York Macro AM 3 :
UTC Time : 14:50 to 15:10
New York Time : 10:50 to 11:10
New York Lunch Macro :
UTC Time : 15:50 to 16:10
New York Time : 11:50 to 12:10
New York PM Macro :
UTC Time : 17:10 to 17:40
New York Time : 13:10 to 13:40
New York Last Hour Macro :
UTC Time : 19:15 to 19:45
New York Time : 15:15 to 15:45
These time intervals adjust automatically based on Daylight Saving Time (DST), helping traders to enter or exit trades during key market moments when price volatility is high.
Below are the main applications of this tool and how to incorporate it into your trading strategies :
🟣 Combining ICT Macros with Trading Strategies
The ICT Macros indicator can easily be used in conjunction with various trading strategies. Two well-known strategies that can be combined with this indicator include:
ICT 2022 Trading Model : This model is designed based on identifying market liquidity, structural price changes, and Fair Value Gaps (FVG). By using ICT Macros, you can identify the key time intervals when the market is seeking liquidity, filling imbalances, or breaking through important highs and lows, allowing you to enter or exit trades at the right moment.
Silver Bullet Strategy : This strategy, which is built around liquidity hunting and rapid price movements, can work more accurately with the help of ICT Macros. The indicator pinpoints precise liquidity times, helping traders take advantage of market shifts caused by filling Fair Value Gaps or correcting imbalances.
🟣 Capitalizing on Price Volatility During Key Times
Large market algorithms often seek liquidity or fill Fair Value Gaps (FVG) during the intervals marked by ICT Macros. These periods are when price volatility increases, and traders can use these moments to enter or exit trades.
For example, if sell-side liquidity is drained and the market fills an imbalance, the price might move toward buy-side liquidity. By identifying these moments, which may also involve breaking a previous high or low, you can leverage rapid market fluctuations to your advantage.
🟣 Identifying Liquidity and Price Imbalances
One of the important uses of ICT Macros is identifying points where the market is seeking liquidity and correcting imbalances. You can determine high or low liquidity levels in the market before each ICT Macro, as well as Fair Value Gaps (FVG) and price imbalances that need to be filled, using them to adjust your trading strategy. This capability allows you to manage trades based on liquidity shifts or imbalance corrections without needing a bias toward a specific direction.
🔵 Settings
The ICT Macros indicator offers various customization options, allowing users to tailor it to their specific needs. Below are the main settings:
Time Zone Mode : You can select one of the following options to define how time is displayed:
UTC : For traders who need to work with Universal Time.
Session Local Time : The local time corresponding to the London or New York markets.
Your Time Zone : You can specify your own time zone (e.g., "UTC-4:00").
Your Time Zone : If you choose "Your Time Zone," you can set your specific time zone. By default, this is set to UTC-4:00.
Show Range Time : This option allows you to display the time range of each session on the chart. If enabled, the exact start and end times of each interval are shown.
Show or Hide Time Ranges : Toggle on/off for visual clarity depending on user preference.
Custom Colors : Set distinct colors for each session, allowing users to personalize their chart based on their trading style.These settings allow you to adjust the key time intervals of each trading session to your preference and customize the time format according to your own needs.
🔵 Conclusion
The ICT Macros indicator is a powerful tool for traders, helping them to identify key time intervals where the market seeks liquidity or fills Fair Value Gaps (FVG), corrects imbalances, and breaks highs or lows. This tool is especially valuable for traders using liquidity-based strategies such as ICT 2022 or Silver Bullet.
One of the key features of this indicator is its support for Daylight Saving Time (DST), ensuring you are always in sync with the correct trading session timings without manual adjustments. This is particularly beneficial for traders operating across different time zones.
With ICT Macros, you can capitalize on crucial market opportunities during sensitive times, take advantage of imbalances, and enhance your trading strategies based on market volatility, liquidity shifts, and Fair Value Gaps.
Post-Open Long Strategy with ATR-based Stop Loss and Take ProfitThe "Post-Open Long Strategy with ATR-Based Stop Loss and Take Profit" is designed to identify buying opportunities after the German and US markets open. It combines various technical indicators to filter entry signals, focusing on breakout moments following price lateralization periods.
Key Components and Their Interaction:
Bollinger Bands (BB):
Description: Uses BB with a 14-period length and standard deviation multiplier of 1.5, creating narrower bands for lower timeframes.
Role in the Strategy: Identifies low volatility phases (lateralization). The lateralization condition is met when the price is near the simple moving average of the BB, suggesting an imminent increase in volatility.
Exponential Moving Averages (EMA):
10-period EMA: Quickly detects short-term trend direction.
200-period EMA: Filters long-term trends, ensuring entries occur in a bullish market.
Interaction: Positions are entered only if the price is above both EMAs, indicating a consolidated positive trend.
Relative Strength Index (RSI):
Description: 7-period RSI with a threshold above 30.
Role in the Strategy: Confirms the market is not oversold, supporting the validity of the buy signal.
Average Directional Index (ADX):
Description: 7-period ADX with 7-period smoothing and a threshold above 10.
Role in the Strategy: Assesses trend strength. An ADX above 10 indicates sufficient momentum to justify entry.
Average True Range (ATR) for Dynamic Stop Loss and Take Profit:
Description: 14-period ATR with multipliers of 2.0 for Stop Loss and 4.0 for Take Profit.
Role in the Strategy: Adjusts exit levels based on current volatility, enhancing risk management.
Resistance Identification and Breakout:
Description: Analyzes the highs of the last 20 candles to identify resistance levels with at least two touches.
Role in the Strategy: A breakout above this level signals a potential continuation of the bullish trend.
Time Filters and Market Conditions:
Trading Hours: Operates only during the opening of the German market (8:00 - 12:00) and US market (15:30 - 19:00).
Panic Candle: The current candle must close negative, leveraging potential emotional reactions in the market.
Avoiding Entry During Pullbacks:
Description: Checks that the two previous candles are not both bearish.
Role in the Strategy: Avoids entering during a potential pullback, improving trade success probability.
Post-Open Long Strategy with ATR-Based Stop Loss and Take Profit
The "Post-Open Long Strategy with ATR-Based Stop Loss and Take Profit" is designed to identify buying opportunities after the German and US markets open. It combines various technical indicators to filter entry signals, focusing on breakout moments following price lateralization periods.
Key Components and Their Interaction:
Bollinger Bands (BB):
Description: Uses BB with a 14-period length and standard deviation multiplier of 1.5, creating narrower bands for lower timeframes.
Role in the Strategy: Identifies low volatility phases (lateralization). The lateralization condition is met when the price is near the simple moving average of the BB, suggesting an imminent increase in volatility.
Exponential Moving Averages (EMA):
10-period EMA: Quickly detects short-term trend direction.
200-period EMA: Filters long-term trends, ensuring entries occur in a bullish market.
Interaction: Positions are entered only if the price is above both EMAs, indicating a consolidated positive trend.
Relative Strength Index (RSI):
Description: 7-period RSI with a threshold above 30.
Role in the Strategy: Confirms the market is not oversold, supporting the validity of the buy signal.
Average Directional Index (ADX):
Description: 7-period ADX with 7-period smoothing and a threshold above 10.
Role in the Strategy: Assesses trend strength. An ADX above 10 indicates sufficient momentum to justify entry.
Average True Range (ATR) for Dynamic Stop Loss and Take Profit:
Description: 14-period ATR with multipliers of 2.0 for Stop Loss and 4.0 for Take Profit.
Role in the Strategy: Adjusts exit levels based on current volatility, enhancing risk management.
Resistance Identification and Breakout:
Description: Analyzes the highs of the last 20 candles to identify resistance levels with at least two touches.
Role in the Strategy: A breakout above this level signals a potential continuation of the bullish trend.
Time Filters and Market Conditions:
Trading Hours: Operates only during the opening of the German market (8:00 - 12:00) and US market (15:30 - 19:00).
Panic Candle: The current candle must close negative, leveraging potential emotional reactions in the market.
Avoiding Entry During Pullbacks:
Description: Checks that the two previous candles are not both bearish.
Role in the Strategy: Avoids entering during a potential pullback, improving trade success probability.
Entry and Exit Conditions:
Long Entry:
The price breaks above the identified resistance.
The market is in a lateralization phase with low volatility.
The price is above the 10 and 200-period EMAs.
RSI is above 30, and ADX is above 10.
No short-term downtrend is detected.
The last two candles are not both bearish.
The current candle is a "panic candle" (negative close).
Order Execution: The order is executed at the close of the candle that meets all conditions.
Exit from Position:
Dynamic Stop Loss: Set at 2 times the ATR below the entry price.
Dynamic Take Profit: Set at 4 times the ATR above the entry price.
The position is automatically closed upon reaching the Stop Loss or Take Profit.
How to Use the Strategy:
Application on Volatile Instruments:
Ideal for financial instruments that show significant volatility during the target market opening hours, such as indices or major forex pairs.
Recommended Timeframes:
Intraday timeframes, such as 5 or 15 minutes, to capture significant post-open moves.
Parameter Customization:
The default parameters are optimized but can be adjusted based on individual preferences and the instrument analyzed.
Backtesting and Optimization:
Backtesting is recommended to evaluate performance and make adjustments if necessary.
Risk Management:
Ensure position sizing respects risk management rules, avoiding risking more than 1-2% of capital per trade.
Originality and Benefits of the Strategy:
Unique Combination of Indicators: Integrates various technical metrics to filter signals, reducing false positives.
Volatility Adaptability: The use of ATR for Stop Loss and Take Profit allows the strategy to adapt to real-time market conditions.
Focus on Post-Lateralization Breakout: Aims to capitalize on significant moves following consolidation periods, often associated with strong directional trends.
Important Notes:
Commissions and Slippage: Include commissions and slippage in settings for more realistic simulations.
Capital Size: Use a realistic trading capital for the average user.
Number of Trades: Ensure backtesting covers a sufficient number of trades to validate the strategy (ideally more than 100 trades).
Warning: Past results do not guarantee future performance. The strategy should be used as part of a comprehensive trading approach.
With this strategy, traders can identify and exploit specific market opportunities supported by a robust set of technical indicators and filters, potentially enhancing their trading decisions during key times of the day.
AnyTimeAndPrice
This indicator allows users to input a specific start time and display the price of a lower timeframe on a higher timeframe chart. It offers customization options for:
- Display name
- Label color
- Line extension
By adding multiple instances of the AnyTimeframeTimeAndPrice indicator, each customized for different times and prices, you can create a powerful and flexible tool for analyzing market data. Here's a potential setup:
1. Instance 1:
- Time: 08:23
- Price: Open
- Display Name: "8:23 Open"
- Label Color: Green
2. Instance 2:
- Time: 12:47
- Price: High
- Display Name: "12:47 High"
- Label Color: Red
3. Instance 3:
- Time: 15:19
- Price: Low
- Display Name: "3:19 Low"
- Label Color: Blue
4. Instance 4:
- Time: 16:53
- Price: Close
- Display Name: "4:53 Close"
- Label Color: Yellow
By having multiple instances, you can:
- Track different times and prices on the same chart
- Customize the display names, label colors, and line extensions for each instance
- Easily compare and analyze the relationships between different times and prices
This setup can be particularly useful for:
- Identifying key levels and support/resistance areas
- Analyzing market trends and patterns
- Making more informed trading decisions
Inputs:
1. AnyStartHour: Integer input for the start hour (default: 09, range: 0-23)
2. AnyStartMinute: Integer input for the start minute (default: 30, range: 0-59)
3. Sourcename: String input for the display name (default: "Open", options: "Open", "Close", "High", "Low")
4. Src_col: Color input for the label color (default: aqua)
5. linetimeExtMulti: Integer input for the line time extension (default: 1, range: 1-5)
Calculations:
1. AnyinputStartTime: Timestamp for the input start time
2. inputhour and inputminute: Hour and minute components of the input start time
3. formattedAnyTime: Formatted string for the input start time (HH:mm)
4. currenttime: Current timestamp
5. currenthour and currentminute: Hour and minute components of the current time
6. formattedTime: Formatted string for the current time (HH:mm)
7. onTime and okTime: Boolean flags for checking if the current time matches the input start time or is within the session
8. firstbartime: Timestamp for the first bar of the session
9. dailyminutesfromSource: Calculation for the daily minutes from the source
10. anyminSrcArray: Request security lower timeframe array for the source
11. ltf (lower timeframe): Integer variable for tracking the lower timeframe
12. Sourcevalue: Float variable for storing the source value
13. linetimeExt: Integer variable for line extension (calculated from linetimeExtMulti)
Logic:
1. Check if the current time matches the input start time or is within the session
2. If true, plot a line and label with the source value and formatted time
3. If not, check if the current time is within the daily session and plot a line and label accordingly
Notes:
- The script uses request.security_lower_tf to request data from a lower timeframe
- The script uses line.new and label.new to plot lines and labels on the chart
- The script uses str.format_time to format timestamps as strings (HH:mm)
- The script uses xloc.bar_time to position lines and labels at the bar time
This script allows users to input a specific start time and display the price of a lower timeframe on a higher timeframe chart, with options for customizing the display name, label color, and line extension.
Support line based on RSIThis indicator builds a support line using the stock price and RSI.
Inputs:
1. Time window for the RSI:
the time window the RSI is calculated with, usually it's 14 but in here I recommend 30.
2. offset by percentage:
just adding or subtructing some percentage of the result, some stocks need a bit of offset to work
3. stability:
the higher it is the less the RSI effects the graph. for realy high stability the indicator the the stock price will be realy close.
formula: (close*(100-newRSI)/50)*(100+offset)/100
when:
newRSI = (RSI + (50 * stability1))/(stability+1)
recommended usage:
Usually, if the indicator becomes higher than the price, (the price lowers). the stock will go up again to around the last price where they met.
so, for example, if the stock price was 20 and going down. while the indicator was 18 and going up, then they met at 19 and later the indicator became 20 while the stock fell to 18. most chances are that the stock will come back to 19 where they met and at the same time the indicator will also get to 19.
In stocks that are unstable, like NVDA. this indicator can be used to see the trend and avoid the unstability of the stock.
