立即開始

Sentiment

Cumulative Volume DeltaCumulative Volume Delta (CVD) Indicator This indicator is a modification of the Trading View CVD indicator. Cumulative Volume Delta (CVD), which represents the net difference between up volume (volume traded as the price increases) and down volume (volume traded as the price decreases) over a chosen Anchor Period. The data for the CVD calculation is requested using the built-in ta.requestVolumeDelta function from a lower timeframe to approximate the directional volume with greater precision. This lower timeframe is either automatically selected based on the chart's timeframe or can be customized by the user. Key Features and Inputs Anchor Period: Defines the period over which the volume delta is accumulated and plotted. The default is "1D" (Daily), but it can be changed to any higher timeframe (e.g., "1W" for Weekly) to analyze CVD across different cycles. CVD Candle Plot: The calculated volume delta values are plotted as a custom candle, where: The open and close of the CVD candle represent the volume delta at the start and end of the anchor period, respectively. The high and low represent the maximum and minimum volume delta reached during that period. Up/Down Coloring Logic: The color of the CVD candle is determined by the directional movement of the price during the anchor period, allowing traders to quickly correlate volume delta with price action. Users can select between two methods via the "Strong Up/Down Coloring" input: Strong Up/Down (Default): The candle is colored bullish (Teal) if the current price closes above the previous bar's high or bearish (Red) if it closes below the previous bar's low. This logic highlights significant momentum. Regular Up/Down: The candle is colored bullish (Teal) if the close is greater than the open (price moved up) or bearish (Red) if the close is less than the open (price moved down). Lower Timeframe Selection: This determines the resolution of the up and down volume components. By default, the script automatically selects an appropriate lower timeframe (e.g., "1" minute for intraday charts, "5" minutes for daily charts) to balance historical data availability with calculation precision. An option is provided to customize this "Lower Timeframe" for advanced users seeking higher or lower resolution. The CVD indicator is a powerful tool for analyzing order flow dynamics and assessing the genuine strength of price movements by comparing the aggregate buying pressure (up volume) against the selling pressure (down volume). Technical Notes (Code Details) Language: Pine Script® //@version=6. Function: Utilizes the ta.requestVolumeDelta() function with a user-defined anchorInput (default "1D") and a determined lowerTimeframe to retrieve the relevant delta data: . Error Handling: Includes a check to confirm the symbol provides volume data, preventing runtime errors.
Pine Script®指標
由immediatePerso44773提供
Smart Money Volume Activity [AlgoAlpha]🟠 OVERVIEW This tool visualizes how Smart Money and Retail participants behave through lower-timeframe volume analysis. It detects volume spikes far beyond normal activity, classifies them as institutional or retail, and projects those zones as reactive levels. The script updates dynamically with each bar, showing when large players enter while tracking whether those events remain profitable. Each event is drawn as a horizontal line with bubble markers and summarized in a live P/L table comparing Smart Money versus Retail. 🟠 CONCEPTS The core logic uses Z-score normalization on lower-timeframe volumes (like 5m inside a 1h chart). This lets the script detect statistically extreme bursts of buying or selling activity. It classifies each detected event as: Smart Money — volume inside the candle body (suggesting hidden accumulation or distribution) Retail — volume closing at bar extremes (suggesting chase entries or panic exits) When new events appear, the script plots them as horizontal levels that persist until price interacts again. Each level acts as a potential reaction zone or liquidity footprint. The integrated P/L table then measures which class (Retail or Smart Money) is currently “winning” — comparing cumulative profitable versus losing volume. 🟠 FEATURES Classifies flows into Smart Money or Retail based on candle-body context. Displays live P/L comparison table for Smart vs Retail performance. Alerts for each detected Smart or Retail buy/sell event. 🟠 USAGE Setup : Add the script to any chart. Set Lower Timeframe Value (e.g., “5” for 5m) smaller than your main chart timeframe. The Period input controls how many bars are analyzed for the Z-score baseline. The Threshold (|Z|) decides how extreme a volume must be to plot a level. Read the chart : Horizontal lines mark where heavy Smart or Retail volume occurred. Bright bubbles show the strongest events — their size reflects Z-score intensity. The on-chart table updates live: green cells show profitable flows, red cells show losing flows. A dominant green Smart Money row suggests institutions are currently controlling price. See what others are doing : Settings that matter : Raising Threshold (|Z|) filters noise, showing only large players. Increasing Period smooths results but reacts slower to new bursts. Use Show = “Both” for full comparison or isolate “Smart Money” / “Retail” to focus on one class.
Pine Script®指標
由AlgoAlpha提供
34
Market Regime IndexThe Market Regime Index is a top-down macro regime nowcasting tool that offers a consolidated view of the market’s risk appetite. It tracks 32 of the world’s most influential markets across asset classes to determine investor sentiment by applying trend-following signals to each independent asset. It features adjustable parameters and a built-in alert system that notifies investors when conditions transition between Risk-On and Risk-Off regimes. The selected markets are grouped into equities (7), fixed income (9), currencies (7), commodities (5), and derivatives (4): Equities = S&P 500 E-mini Index Futures, Nasdaq-100 E-mini Index Futures, Russell 2000 E-mini Index Futures, STOXX Europe 600 Index Futures, Nikkei 225 Index Futures, MSCI Emerging Markets Index Futures, and S&P 500 High Beta (SPHB)/Low Beta (SPLV) Ratio. Fixed Income = US 10Y Treasury Yield, US 2Y Treasury Yield, US 10Y-02Y Yield Spread, German 10Y Bund Yield, UK 10Y Gilt Yield, US 10Y Breakeven Inflation Rate, US 10Y TIPS Yield, US High Yield Option-Adjusted Spread, and US Corporate Option-Adjusted Spread. Currencies = US Dollar Index (DXY), Australian Dollar/US Dollar, Euro/US Dollar, Chinese Yuan/US Dollar, Pound Sterling/US Dollar, Japanese Yen/US Dollar, and Bitcoin/US Dollar. Commodities = ICE Brent Crude Oil Futures, COMEX Gold Futures, COMEX Silver Futures, COMEX Copper Futures, and S&P Goldman Sachs Commodity Index (GSCI) Futures. Derivatives = CBOE S&P 500 Volatility Index (VIX), ICE US Bond Market Volatility Index (MOVE), CBOE 3M Implied Correlation Index, and CBOE VIX Volatility Index (VVIX)/VIX. All assets are directionally aligned with their historical correlation to the S&P 500. Each asset contributes equally based on its individual bullish or bearish signal. The overall market regime is calculated as the difference between the number of Risk-On and Risk-Off signals divided by the total number of assets, displayed as the percentage of markets confirming each regime. Green indicates Risk-On and occurs when the number of Risk-On signals exceeds Risk-Off signals, while red indicates Risk-Off and occurs when the number of Risk-Off signals exceeds Risk-On signals. Bullish Signal = (Fast MA – Slow MA) > (ATR × ATR Margin) Bearish Signal = (Fast MA – Slow MA) < –(ATR × ATR Margin) Market Regime = (Risk-On signals – Risk-Off signals) ÷ Total assets This indicator is designed with flexibility in mind, allowing users to include or exclude individual assets that contribute to the market regime and adjust the input parameters used for trend signal detection. These parameters apply to each independent asset, and the overall regime signal is smoothed by the signal length to reduce noise and enhance reliability. Investors can position according to the prevailing market regime by selecting factors that have historically outperformed under each regime environment to minimise downside risk and maximise upside potential: Risk-On Equity Factors = High Beta > Cyclicals > Low Volatility > Defensives. Risk-Off Equity Factors = Defensives > Low Volatility > Cyclicals > High Beta. Risk-On Fixed Income Factors = High Yield > Investment Grade > Treasuries. Risk-Off Fixed Income Factors = Treasuries > Investment Grade > High Yield. Risk-On Commodity Factors = Industrial Metals > Energy > Agriculture > Gold. Risk-Off Commodity Factors = Gold > Agriculture > Energy > Industrial Metals. Risk-On Currency Factors = Cryptocurrencies > Foreign Currencies > US Dollar. Risk-Off Currency Factors = US Dollar > Foreign Currencies > Cryptocurrencies. In summary, the Market Regime Index is a comprehensive macro risk-management tool that identifies the current market regime and helps investors align portfolio risk with the market’s underlying risk appetite. Its intuitive, color-coded design makes it an indispensable resource for investors seeking to navigate shifting market conditions and enhance risk-adjusted performance by selecting factors that have historically outperformed. While it has proven historically valuable, asset-specific characteristics and correlations evolve over time as market dynamics change.
Pine Script®指標
由QuantitativeAlpha提供
Multi-Currency Price Comparison[nakano]# Multi-Currency Price Comparison ## Description A comprehensive Pine Script indicator that displays multiple cryptocurrency prices in different currencies (USD, JPY, KRW) on a single chart. Perfect for traders who want to compare how their base asset performs across different markets and currencies. 複数の通貨（USD、JPY、KRW）での暗号通貨価格を単一チャート上に表示する包括的なPine Scriptインジケーター。異なる市場や通貨でのベースアセットのパフォーマンスを比較したいトレーダーに最適です。 **Features / 機能:** - **Multi-Currency Display / マルチ通貨表示**: Show USD, JPY, and KRW price lines simultaneously / USD、JPY、KRW価格ラインを同時表示 - **Flexible Display Modes / 柔軟な表示モード**: Line, Bars, or Candles rendering / ライン、バー、ローソク足での描画 - **Custom Ticker Support / カスタムティッカー対応**: Use any base symbol (BTC, ETH, etc.) instead of current chart / 現在チャート以外の任意のベース銘柄（BTC、ETH等）を使用可能 - **Exchange Selection / 取引所選択**: Choose from multiple exchanges (Binance, Coinbase, Kraken, etc.) / 複数の取引所（Binance、Coinbase、Kraken等）から選択 - **Price Labels / 価格ラベル**: Display original prices with optional deviation percentages / 元の価格を表示、オプションで乖離率も表示 - **Exchange Rate Table / 為替レートテーブル**: Show real-time USD/JPY/KRW exchange rates / リアルタイムのUSD/JPY/KRW為替レートを表示 - **Performance Optimized / パフォーマンス最適化**: Only fetches data when needed / 必要な時のみデータを取得 - **K/M Notation / K/M表記**: Large numbers displayed as 1.5K, 2.3M for better readability / 大きな数値を1.5K、2.3Mとして表示し、可読性を向上 **Use Cases / 使用例:** - Compare Bitcoin performance in USD vs JPY markets / ビットコインのUSD市場とJPY市場でのパフォーマンス比較 - Monitor altcoin prices across different currency pairs / 異なる通貨ペアでのアルトコイン価格の監視 - Analyze currency impact on crypto valuations / 通貨が暗号通貨評価に与える影響の分析 - Track exchange rate correlations with crypto prices / 為替レートと暗号通貨価格の相関関係の追跡 ## Settings ### Currencies / 通貨設定 - **USD**: Toggle USD/USDT line display, choose color and exchange / USD/USDTラインの表示、色、取引所を設定 - **JPY**: Toggle JPY line display, choose color and exchange / JPYラインの表示、色、取引所を設定 - **KRW**: Toggle KRW line display, choose color and exchange / KRWラインの表示、色、取引所を設定 ### General / 一般設定 - **Display Mode**: Choose Line, Bars, or Candles rendering / 表示方法を選択（ライン/バー/ローソク足） - **Plot Style**: Line rendering style (only applies to Line mode) / 価格ラインの描画スタイル（Display ModeがLineの時のみ適用） - **Use Custom Ticker**: Enable to use custom base symbol / カスタムベース銘柄の使用を有効化 - **Show same-quote currency lines**: Display lines for chart's quote currency / 現チャートと同一通貨建てのラインも表示 - **Show Price Labels**: Display original prices as labels / 最新バーに元の価格をラベルで表示 - **Show Deviation (%)**: Show deviation percentage from current chart price / ラベルに現在チャート価格からの乖離率を表示 ### Table / テーブル設定 - **Show Price Table**: Toggle info table display / 価格情報テーブルの表示を切り替え - **Show Exchange Rates**: Display USD/JPY/KRW exchange rates row / テーブルに為替レート行（USD/JPY/KRW）を表示 - **Position**: Table position (9 positions available) / テーブルの表示位置（9箇所から選択可能） - **Text Size**: Table text size / テーブルの文字サイズ ## Support For issues or feature requests, please contact the developer. 問題や機能リクエストについては、開発者にお問い合わせください。 --- **Version**: 1.0 **Author**: nakano **Pine Script Version**: 6 **Last Updated**: 2025.10.07
Pine Script®指標
由nakanock提供
MTF RSI Heatmap)# MTF RSI Heatmap — v2.7.2 **Hybrid Higher-TF Trend + Intraday Impulse Detection + Smart Counters & Alerts** Turn your lower pane into a **multi-timeframe market bias dashboard**. This heatmap blends classic RSI momentum with a **hybrid Daily/Weekly MA-stack trend** and an **intraday impulse override** that flags fast moves *as they happen*. Clean, configurable, and built for real trading flow. --- ## What it shows * **6 stacked rows = 6 timeframes** (bottom → top). * **Colors**: Green = Bull, Red = Bear, Yellow = Neutral. * **Header counter**: `Bull X/6 | Bear Y/6` = live agreement across visible rows. * **Impulse markers** ▲/▼ on intraday rows (5m/15m/60m/240m) when a shock move triggers. * **Signal bar**: A thin column above the top row when at least **N of 6** rows align (configurable). --- ## Why it’s different * **Impulse Override (intraday)** Detects sharp moves using % change over the last *N* bars, optionally gated by **volume > SMA × multiplier**. This catches dumps/pops earlier than RSI alone. * **Hybrid D/W (structure over noise)** Daily/Weekly rows can use an **MA stack (8/21/55)** instead of RSI for a more stable higher-timeframe trend read. Optional **price > fast MA** filter for stricter confirmation. * **Intrabar option** Flip rows **during the bar** for early reads (accepting repaint on TF close), or keep it close-only for no surprises. --- ## Key features * 🌈 **Theme**: Classic or High-Contrast colors. * 🧠 **RSI thresholds**: Bull above 55, Bear below 45 (editable). * 🧲 **RSI smoothing** (EMA) for intraday rows to reduce flicker. * 🧰 **Compact left legend** with adjustable text size & opacity. * 🚨 **Alerts**: * **Impulse-only** (per TF and “any intraday”) * **N-of-6 confirmation** (bull/bear) --- ## Recommended settings (fast opens & news) * **Impulse**: `Bars = 1–2`, `Threshold = 0.25–0.35%`, `Vol confirm = ON`, `Multiplier = 1.3–1.5`. * **Hybrid D/W**: `ON`, `EMA 8/21/55`, `Price filter = ON`. * **Intrabar**: `ON` if you want intra-bar updates (repaints at TF close). --- ## How to read it 1. **Row scan**: Are the bottom (fast) rows aligning first? That’s early momentum. 2. **Header counter**: Look for 4+/6 agreement as momentum broadens. 3. **Signal bar**: Acts as a “go/no-go” confirmation when your threshold is met. 4. **Impulse ▲/▼**: Use as a **heads-up** for acceleration; then watch if rows cascade in that direction. --- ## Alerts (exact names) Create alerts with these built-ins: * **Impulse UP — any intraday** * **Impulse DOWN — any intraday** * **Impulse UP — TF1 / TF2 / TF3 / TF4** * **Impulse DOWN — TF1 / TF2 / TF3 / TF4** * **Bull confirmation** (N-of-6) * **Bear confirmation** (N-of-6) Tip: Use **Once per bar** or **Once per bar close** depending on whether you enabled *Intrabar*. --- ## Inputs overview * **Timeframes & visibility** per row. * **RSI**: length, bull/bear thresholds, optional EMA smoothing (intraday only). * **Impulse**: bars, %, volume confirm, SMA length, multiplier, markers. * **Hybrid D/W**: MA type (EMA/SMA/HMA), 8/21/55 lengths, price filter. * **Theme & Legend**: color theme, label size (Tiny/Small/Normal), legend opacity. * **Signal**: N required for confirmation (default 4). --- ## Pro tips * Combine with **session opens**, **VWAP**, and **liquidity levels**. * If you trade breakouts, let **impulse triggers** cue attention, then wait for **N-of-6** confirmation. * For swing bias, lean on **Hybrid D/W**—it changes slower, but with intent. --- ## Notes & limitations * **Intrabar = repaint expected** on higher-TF closes—by design for earlier context. * Colors/thresholds are general guidance, not signals by themselves. * Past performance ≠ future results; **this is not financial advice**. --- If you enjoy this, drop a ⭐ and tell me what you want next: background shading on confirmation, tooltips with RSI/ROC per row, or a MACD/RSI hybrid mode. Trade sharp! ✨
Pine Script®指標
由andrefox333提供
Crypto Exchange PremiumDescription: Crypto Exchange Premium The Crypto Exchange Premium indicator is designed to quantify and visualize price disparities between different types of crypto markets — specifically between spot and perpetual futures markets, or between any two customizable sources of price data. By consolidating live data from multiple major exchanges, it creates a unified, cross-market measure of premium (or discount), helping traders identify institutional activity (i. e. by comparing exchanges with high institutional activity against others), arbitrage opportunities, and shifts in market sentiment before they become visible in price action alone. Concept and Purpose In cryptocurrency markets, price divergence between spot and perpetual pairs reflects the real-time interaction of demand and liquidity across market segments. When perpetual prices trade above spot, it implies aggressive long positioning or bullish leverage (positive funding expectations). Conversely, when spot trades above perps, it may reflect net selling pressure in futures or strong spot accumulation. Unlike most tools that rely on funding rates or open interest alone, this indicator measures the actual traded price spread dynamically across exchanges. This allows traders to visualize the “premium curve” of the crypto market in a clear, data-driven format. How It Works The indicator aggregates real-time prices from a wide selection of exchanges, normalizes them into groups, and computes the difference (“premium”) between two chosen reference markets. 1. Exchange Aggregation: Users can toggle individual exchanges for both spot and perpetual aggregation groups. The script automatically calculates group averages by dividing the sum of all enabled exchange prices by the number of valid feeds. Non-USD exchanges (e.g., KRW pairs on Upbit or Bithumb) are automatically converted into USD using live FX data (USDKRW) for accurate normalization. 2. Flexible Comparison Logic: Each leg of the comparison (First vs. Second Source) can be chosen as one of: Local chart symbol Custom symbol Aggregated Spot group Aggregated Perpetual group This allows users to compare, for example: Binance Spot vs. Global Perp Average Coinbase Spot vs. Binance Perp BTCUSD vs. BTCUSDT.P (or any cross-exchange combination) 3. Premium Calculation: The final value is computed as: Premium = First Source Price − Second Source Price and is plotted as a histogram (positive = green, negative = red). This visual instantly shows whether the first source trades at a premium or discount relative to the second. How to Use Select Data Sources: Configure the “First Symbol” and “Second Symbol” in the settings. For most use cases: First Symbol → Perps (Aggregated) Second Symbol → Spot (Aggregated) Adjust Exchange Selection: Enable or disable individual exchanges to fine-tune your data set. For instance, disabling Korean exchanges filters out regional FX distortions. Originality and Value While many exchange difference or “premium indicators” track one or two exchanges, this script introduces multi-exchange aggregation, cross-market normalization, and user-configurable pairing, resulting in a more holistic and accurate reflection of market structure. It bridges a gap between macro market breadth and microstructural price dynamics, empowering traders to: Detect arbitrage inefficiencies between spot and perps. Track regional price dislocations (USD vs. KRW). Gauge the intensity of speculative leverage over time. Anticipate funding rate shifts and liquidation clusters before they happen.
Pine Script®指標
由mxdvt07提供
Ajay R5.41🔻 Ajay Gold 3H Sell Power Indicator 🔻 Precision-Based Smart Sell System for Gold (XAU/USD) 💡 Overview This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF). It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals. ⚙️ Technical Foundation The indicator uses multiple advanced confirmations: 📉 EMA Trend Filter → Confirms downtrend 💪 RSI Overbought Rejection → Momentum reversal signal 📊 MACD Bearish Cross → Confirms trend strength 🕯️ Bearish Candle Structure → Price action validation When all conditions align, a clear 🔻 Sell Signal is plotted on the chart. 💎 Hidden Feature This indicator includes a hidden feature that activates only when the correct market structure forms. It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic. 📆 Recommended Settings Symbol: XAU/USD (Gold) Timeframe: 3-Hour (3H) Market: Forex / Commodity Mode: Sell-Only Confirmation Indicator Performance: Best precision and consistency on 3H TF 📈 How to Use Select XAU/USD on chart and set 3H timeframe. Add the indicator to the chart. Wait for the 🔻 Sell Signal and confirm the market structure after candle close. Take entry according to your risk management. ⚠️ Disclaimer This indicator is for educational and analytical purposes only. No system is 100% accurate — always backtest and demo trade before using in real trading. 💬 Credits Developed by Ajay Sahu (India) Based on Institutional & Smart Money Logic Best results on 3H TF Hidden Algorithm for XAU/USD traders
Pine Script®策略
由Ajay_Janjgir提供
1
Ajay R5.41🔻 Ajay Gold 3H Power Indicator 🔻 Precision-Based Smart Sell System for Gold (XAU/USD) 💡 Overview This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF). It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals. ⚙️ Technical Foundation The indicator uses multiple advanced confirmations: 📉 EMA Trend Filter → Confirms downtrend 💪 RSI Overbought Rejection → Momentum reversal signal 📊 MACD Bearish Cross → Confirms trend strength 🕯️ Bearish Candle Structure → Price action validation When all conditions align, a clear 🔻 Sell Signal is plotted on the chart. 💎 Hidden Feature This indicator includes a hidden feature that activates only when the correct market structure forms. It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic. 📆 Recommended Settings Symbol: XAU/USD (Gold) Timeframe: 3-Hour (3H) Market: Forex / Commodity Mode: Sell-Only Confirmation Indicator Performance: Best precision and consistency on 3H TF 📈 How to Use Select XAU/USD on chart and set 3H timeframe. Add the indicator to the chart. Wait for the 🔻 Sell Signal and confirm the market structure after candle close. Take entry according to your risk management. ⚠️ Disclaimer This indicator is for educational and analytical purposes only. No system is 100% accurate — always backtest and demo trade before using in real trading. 💬 Credits Developed by Ajay Sahu (India) Based on Institutional & Smart Money Logic Best results on 3H TF Hidden Algorithm for XAU/USD traders
Pine Script®策略
由Ajay_Janjgir提供
11
FUNDINGHello everyone. This is the Funding Indicator, and I'm going to tell you all about it. I've selected 40 cryptocurrencies for this indicator to analyze. It analyzes all of them and combines the data in a unique way. How does it work exactly? You will notice 4 different graphs in the indicator: Change in the number of cryptocurrencies with funding above standard values (F > 0.01) Change in the number of cryptocurrencies with standard funding values (F = 0.01) Change in the number of cryptocurrencies with funding below standard values (F < 0.01) Change in the number of cryptocurrencies with negative funding values (F < 0) Why do we even need to analyze this? The point is that by analyzing the funding rates of the entire market, as we do with our indicator, we can understand the overall sentiment of the mass of traders. For instance, if most cryptocurrencies are trading with a negative funding rate, we can assume that the market is currently opening predominantly short positions. Conversely, if most coins are trading with funding rates above standard values, it might suggest market euphoria, signaling that we should be cautious with long positions, as the market might move against the majority. Therefore, by analyzing the funding rates of the entire market at once, we can observe in real-time how the crowd's sentiment is shifting. This allows us to timely open or, conversely, close our positions, anticipating a move against the majority's expectation. This gives us an advantage over other market participants. The settings are extremely simple. In the "Styles" tab, you can select which groups of coins to display, as I described above. Here are a few examples below. In this version, I've kept only two graphs: Change in the number of cryptocurrencies with funding above standard values (F > 0.01) Change in the number of cryptocurrencies with funding below standard values (F < 0.01) The moment these lines touch can be a good indicator for identifying a market bottom. A bottom can also be identified by keeping only the graph for negative funding values. Also, a very important note! Remember, the funding rate doesn't directly tell us the intentions of the majority; we interpret the sentiment indirectly through it. I wish you good luck in using it!
Pine Script®指標
由ALEKSEI_MAKSIMOV提供
First Passage Time - Distribution AnalysisThe First Passage Time (FPT) Distribution Analysis indicator is a sophisticated probabilistic tool that answers one of the most critical questions in trading: "How long will it take for price to reach my target, and what are the odds of getting there first?" Unlike traditional technical indicators that focus on what might happen, this indicator tells you when it's likely to happen. Mathematical Foundation: First Passage Time Theory What is First Passage Time? First Passage Time (FPT) is a concept in stochastic processes that measures the time it takes for a random process to reach a specific threshold for the first time. Originally developed in physics and mathematics, FPT has applications in: Quantitative Finance: Option pricing, risk management, and algorithmic trading Neuroscience: Modeling neural firing patterns Biology: Population dynamics and disease spread Engineering: Reliability analysis and failure prediction The Mathematics Behind It This indicator uses Geometric Brownian Motion (GBM), the same stochastic model used in the Black-Scholes option pricing formula: dS = μS dt + σS dW Where: S = Asset price μ = Drift (trend component) σ = Volatility (uncertainty component) dW = Wiener process (random walk) Through Monte Carlo simulation, the indicator runs 1,000+ price path simulations to statistically determine: When each threshold (+X% or -X%) is likely to be hit Which threshold is hit first (directional bias) How often each scenario occurs (probability distribution) 🎯 How This Indicator Works Core Algorithm Workflow: Calculate Historical Statistics Measures recent price volatility (standard deviation of log returns) Calculates drift (average directional movement) Annualizes these metrics for meaningful comparison Run Monte Carlo Simulations Generates 1,000+ random price paths based on historical behavior Tracks when each path hits the upside (+X%) or downside (-X%) threshold Records which threshold was hit first in each simulation Aggregate Statistical Results Calculates percentile distributions (10th, 25th, 50th, 75th, 90th) Computes "first hit" probabilities (upside vs downside) Determines average and median time-to-target Visual Representation Displays thresholds as horizontal lines Shows gradient risk zones (purple-to-blue) Provides comprehensive statistics table 📈 Use Cases 1. Options Trading Selling Options: Determine if your strike price is likely to be hit before expiration Buying Options: Estimate probability of reaching profit targets within your time window Time Decay Management: Compare expected time-to-target vs theta decay Example: You're considering selling a 30-day call option 5% out of the money. The indicator shows there's a 72% chance price hits +5% within 12 days. This tells you the trade has high assignment risk. 2. Swing Trading Entry Timing: Wait for higher probability setups when directional bias is strong Target Setting: Use median time-to-target to set realistic profit expectations Stop Loss Placement: Understand probability of hitting your stop before target Example: The indicator shows 85% upside probability with median time of 3.2 days. You can confidently enter long positions with appropriate position sizing. 3. Risk Management Position Sizing: Larger positions when probability heavily favors one direction Portfolio Allocation: Reduce exposure when probabilities are near 50/50 (high uncertainty) Hedge Timing: Know when to add protective positions based on downside probability Example: Indicator shows 55% upside vs 45% downside—nearly neutral. This signals high uncertainty, suggesting reduced position size or wait for better setup. 4. Market Regime Detection Trending Markets: High directional bias (70%+ one direction) Range-bound Markets: Balanced probabilities (45-55% both directions) Volatility Regimes: Compare actual vs theoretical minimum time Example: Consistent 90%+ bullish bias across multiple timeframes confirms strong uptrend—stay long and avoid counter-trend trades. First Hit Rate (Most Important!) Shows which threshold is likely to be hit FIRST: Upside %: Probability of hitting upside target before downside Downside %: Probability of hitting downside target before upside These always sum to 100% ⚠️ Warning: If you see "Low Hit Rate" warning, increase this parameter! Advanced Parameters Drift Mode Allows you to explore different scenarios: Historical: Uses actual recent trend (default—most realistic) Zero (Neutral): Assumes no trend, only volatility (symmetric probabilities) 50% Reduced: Dampens trend effect (conservative scenario) Use Case: Switch to "Zero (Neutral)" to see what happens in a pure volatility environment, useful for range-bound markets. Distribution Type Percentile: Shows 10%, 25%, 50%, 75%, 90% levels (recommended for most users) Sigma: Shows standard deviation levels (1σ, 2σ)—useful for statistical analysis ⚠️ Important Limitations & Best Practices Limitations Assumes GBM: Real markets have fat tails, jumps, and regime changes not captured by GBM Historical Parameters: Uses recent volatility/drift—may not predict regime shifts No Fundamental Events: Cannot predict earnings, news, or macro shocks Computational: Runs only on last bar—doesn't give historical signals Remember: Probabilities are not certainties. Use this indicator as part of a comprehensive trading plan with proper risk management. Created by: Henrique Centieiro. feedback is more than welcome!
Pine Script®指標
由HenriqueCentieiro提供
5
ProxyProxy Indicator The Proxy indicator is a simplified version of the Larry Williams Proxy Index (LWPI), designed to identify potential overbought and oversold conditions in the market. It calculates a normalized value based on price momentum and volatility, helping traders spot reversal opportunities. Features Main Line: Displays the Proxy Index value with a customizable period (default: 8). Configurable Levels: Five adjustable horizontal levels in the Style tab: Sell Level 1 (default: 75, red, dotted, linewidth 1) Sell Level 2 (default: 70, red, dotted, linewidth 1) Middle Level (default: 50, gray, dashed, linewidth 1) Buy Level 1 (default: 25, light green, dotted, linewidth 1) Buy Level 2 (default: 20, light green, dotted, linewidth 1) Alerts: Built-in alerts for crossovers and crossunders at the middle level (50). Customization: Adjust the period in the Inputs tab and fine-tune level values, colors, and styles in the Style tab. Usage Use the indicator to identify overbought (Sell Levels) and oversold (Buy Levels) zones. Set alerts to receive notifications when the Proxy Index crosses the middle level, signaling potential buy or sell opportunities. Customize the levels in the Style tab to match your trading strategy. Settings Period: Adjust the lookback period for the calculation (default: 8). Style Settings: Modify level values, colors, linewidths, and line styles (solid, dashed, dotted) directly in the Style tab. This indicator is ideal for traders seeking a straightforward tool to gauge market momentum and potential reversals. Add it to your chart and customize it to fit your trading style!
Pine Script®指標
由marcaoemail_1提供
VIX Fear Gauge – Intraday Horizontal with alerts by Carlos CThe VIX Fear Gauge – Intraday Horizontal is a clean overlay tool that displays the current market sentiment (Fear & Greed levels) based on the VIX index. Key Features: 📊 Horizontal Dashboard with five levels: Low, Light Fear, Neutral, High Fear, Panic. 🎨 Color Schemes: choose between Normal (fear = red) or Inverted (fear = green). 📍 Custom Positioning: move the panel to any chart corner. 🏷️ Dynamic Label: optional large label showing the current VIX value and category. 🚨 Smart Alerts: triggers when VIX enters or exits High Fear and Panic zones. This indicator is designed for intraday traders who use the VIX as a risk barometer to confirm directional bias in SPY, QQQ, and other equities or options trading setups.
Pine Script®指標
由Carlostradercr提供
2
BUY, SELL, RESUME, & CAUTION signal (EMA 9 & 20 + MACD) ON CHART BUY, SELL, CAUTION signal (with RESUME) What it does
A clean, on-chart signal set that works on whatever timeframe your chart is on. It prints labeled circles above the bar and draws a thin connector line with a tiny arrow that points to the bar. All shapes are kept above both EMAs and never touch wicks—spacing is ATR-based and fully adjustable. Signals • BUY – when EMA(9) crosses above EMA(20). • SELL – when EMA(9) crosses below EMA(20). • CAUTION – MACD momentum crosses against the current EMA trend ◦ Bull trend (EMA9 > EMA20) + MACD cross down → CAUTION ◦ Bear trend (EMA9 < EMA20) + MACD cross up → CAUTION • RESUME – after a CAUTION, MACD crosses back with the EMA trend. The circle is labeled “RESUME” (green for bull, red for bear). Why traders use it • Trade with the current: BUY/SELL reflect short-vs-long EMA control on your active timeframe. • Early risk heads-up: CAUTION flags a momentum flip against trend. • Re-engage cleanly: RESUME helps rejoin the move after a wobble. • Uncluttered visuals: Circles/lines/arrows are spaced off price and kept above EMAs for clarity. Inputs Core • EMA Fast / EMA Slow (default 9 / 20) • MACD Fast / Slow / Signal (default 12 / 26 / 9) • Show circles with text, Plot EMAs • Wait for candle close (prevents intrabar flicker; signals/alerts confirm at close) Spacing (ATR-based) • Gap above wick • Base connector length • Extra circle lift • Line top gap under circle (so the line doesn’t touch the circle) • Pad above higher EMA • Extra arrow clearance above EMAs Alerts • BUY Crossover, SELL Crossover, MACD CAUTION, BUY Resume, SELL Resume. • Respect the Wait for candle close setting. For close-only alerts, also choose “Once per bar close” in the alert dialog. Suggested use • Let BUY/SELL define bias on your chart timeframe. • Treat CAUTION as a brake—tighten risk or wait. • Use RESUME to re-enter when momentum realigns with trend. • Combine with higher-TF context and your own entry/exit rules. Notes • Works on futures, stocks, FX, and crypto. • Signals are calculated on the current chart timeframe (no security calls). • With Wait for candle close ON, signals/alerts confirm at close and do not repaint. • Educational tool only—this is not financial advice. • When price action is sideways and choppy, this indicator doesn't function well, when this happens, wait until a trend is established and then try to get in when price touches the 9 EMA line for a higher profitability trade
Pine Script®指標
由ComposerNYC提供
CoT Bias Tracker [DOSALGO]Unlock a powerful new dimension in your market analysis with the CoT Bias Tracker . This advanced tool goes beyond price charts to reveal the positioning of the market's largest players, allowing you to track the "smart money" and make more informed trading decisions. By harnessing the weekly Commitment of Traders (CoT) report, this indicator automatically fetches, processes, and displays the net positioning of Commercials (Hedgers), Non-Commercials (Large Speculators), and Retail traders. Its standout feature is the unique dual-asset analysis for Forex pairs, which automatically breaks down a pair like EURUSD into its Base (EUR) and Quote (USD) components, giving you a crystal-clear view of the capital flows driving the market. Stop guessing the trend and start tracking the institutional bias that truly matters. Key Features 📈 Complete CoT Data Analysis: Automatically fetches and displays the latest weekly net positions for three key market participants: Commercials, Non-Commercials, and Retail Traders. 🌍 Unique Forex Pair Analysis: The only tool you'll need for Forex. It intelligently separates pairs (e.g., AUDJPY) into their Base (AUD) and Quote (JPY) currencies and displays a full CoT analysis for each, revealing which currency is truly in demand. 📊 Advanced Bias Dashboard: A comprehensive and fully customizable dashboard provides an at-a-glance summary of the market's sentiment, including current positions, weekly changes, and both short-term and long-term bias readings. 🧠 Conviction Analysis: This indicator goes deeper than just net positions. By analyzing the relationship between positioning changes and Open Interest, it gauges the conviction behind a move, distinguishing between a "Strong Long" (new money entering) and a "Weak Long" (short covering). 🚀 POIV Metric: Includes the Position x Open Interest Volume (POIV) metric, an advanced tool for measuring the cumulative force behind positioning changes over time. 📉 Historical Data Plotting: Visualize the net positioning data and its moving average directly on your chart's indicator pane. This is perfect for identifying historical extremes, divergences, and long-term trends in positioning. ⚙️ Automatic Symbol Recognition: The indicator intelligently detects the asset on your chart—from Forex pairs to indices like the S&P 500 and commodities like Gold—and automatically fetches the correct CoT data. 🎨 Full Customization: Tailor the entire tool to your workspace. Control the dashboard's position, size, and colors. Toggle the visibility of any data row or plot to focus only on what matters to you. The Dashboard Explained The dashboard gives you a complete, multi-faceted view of the market's positioning. Participant Groups: Commercials: Often considered the "smart money." They use futures to hedge their business operations and typically fade trends, buying into lows and selling into highs. Non-Commercials: Large speculators like hedge funds and institutions. They are typically trend-followers, and their positioning is a powerful indicator of the current dominant trend. Retail Traders: Small, non-reportable speculators. They are often seen as a contrarian indicator. Net Positions & Change: See the raw net long or short positions from the current and previous week's report, along with the net change to understand the weekly capital flow. S-Term Bias (Short-Term): Based on the weekly net change, this tells you who was buying and who was selling since the last report. L-Term Bias (Long-Term): Compares the current net position to its moving average to define the dominant positioning trend. (Note: This reading is most effective on the Weekly chart timeframe.) Conviction (via Open Interest): Found in the "Open Interest" row under the L-Term Bias column, this powerful metric tells you how positions are changing: Strong Long: New buyers are entering the market with conviction. Weak Long: Existing shorts are covering their positions. Strong Short: New sellers are entering the market with conviction. Weak Short: Existing longs are closing their positions. Use Cases & Strategy Trend Confirmation: Use the positioning of Non-Commercials to confirm the strength and direction of a trend you've identified with technical analysis. Reversal Signals: Look for extreme net positioning levels or divergences between Commercial and Non-Commercial sentiment, which can often precede major market reversals. Forex Strength Analysis: When trading a pair like GBPJPY, use the dashboard to see if Non-Commercials are strongly bullish on GBP while being bearish on JPY. This "double confirmation" can highlight high-probability trade setups. Important Notes Understanding CoT Data: The Commitment of Traders report is released by the CFTC every Friday afternoon (~3:30 PM ET). Crucially, it reflects the positions that were held on the preceding Tuesday. It is a tool for gauging medium- to long-term sentiment, not for intraday signals. Disclaimer: This tool is for analytical and educational purposes only and should not be considered financial advice. All forms of trading involve risk. Always conduct your own research and apply robust risk management.
Pine Script®指標
由DOSALGO提供
8
TurtleTrader Intraday Extended by exp3rts🐢 TurtleTrader Intraday Extended by exp3rts A modern intraday adaptation of the classic Turtle Trading strategy, optimized for short-term breakout trading with built-in risk management, pyramiding, and optional trend filters. This strategy captures strong directional moves by entering breakouts from price channels, using ATR-based stop losses and controlled position scaling. 🔑 Key Features: 📈 Channel Breakout Entries: Buy/sell on breakout of highest highs or lowest lows 🛑 Dynamic ATR Stop Loss: Automatically calculated from market volatility 🔁 Pyramiding: Adds up to 4 positions as price moves in your favor 🔄 Directional Mode: Choose Long-only or Short-only mode 🧠 Skip After Win Option: Avoid overtrading by skipping the next entry after a profitable trade 📊 Optional EMA Display: Plot up to 3 EMAs for trend filtering or visual confirmation 📉 On-Chart ATR Label: Displays real-time ATR metrics (including ½N size used in classic Turtle rules) ⚙️ Strategy Inputs: Entry/Exit channel length ATR multiplier and period Entry delay (bar offset) Optional trade filter after profitable trades Show/hide EMAs and ATR label 🧪 Best For: Intraday breakout traders (works well on 5m–1h timeframes) Traders who prefer mechanical rules and structured risk Anyone testing volatility-based entries and exits Inspired by the original Turtle Trading system — redesigned for modern markets with more intraday flexibility and visual enhancements.
Pine Script®策略
由exp3rts提供
COT - Weekly Summary# COT Weekly Summary Dashboard - User Manual ## 📊 Overview **COT Weekly Summary** is an advanced Pine Script dashboard that provides comprehensive real-time analysis of CFTC COT (Commitment of Traders) data. This professional tool allows you to monitor net positions of non-commercial traders across currencies, precious metals, and commodities, all within a single elegant and customizable interface. ### 🎯 Key Features - **Multi-Asset Analysis**: Major currencies, precious metals, and commodities - **Real-Time Data**: Automatic weekly updates from CFTC reports - **BestPair Detector**: Automatically identifies the best trading opportunities - **Customizable Interface**: Colors, sizes, and positioning fully configurable - **Dynamic Watermark**: Motivational phrases that change with each new bar --- ## ⚙️ Configuration and Customization ### 📍 Table Position **Setting**: `Table Position` - **Top Left**: Top left corner - **Top Center**: Top center - **Top Right**: Top right corner - **Middle Left**: Middle left - **Middle Center**: Screen center - **Middle Right**: Middle right - **Bottom Left**: Bottom left corner - **Bottom Center**: Bottom center - **Bottom Right**: Bottom right corner ### 📊 Data Type **Setting**: `Data Type` - **Futures Only**: Futures contracts only - **Futures and Options**: Futures + options (more complete data) ### 🎨 Color Customization #### Base Table Colors - **Header Background**: Header background color - **Header Text**: Header text color - **Frame Color**: Table frame color - **Border Color**: Cell border color #### Dynamic Row Colors - **Positive Background**: Background for positive changes - **Positive Text**: Text for positive changes - **Negative Background**: Background for negative changes - **Negative Text**: Text for negative changes - **Neutral Background**: Background for neutral changes #### BestPair Colors (Dynamic Gradient) - **Red Background**: Pairs with strength 0-10 - **Orange Background**: Pairs with strength 10-20 - **Yellow Background**: Pairs with strength 20-30 - **Light Green Background**: Pairs with strength 30-70 - **Dark Green Background**: Pairs with strength 70+ ### 📏 Text Size **Available options**: Tiny, Small, Normal, Large, Huge --- ## 📋 Asset Categories ### 💱 Major Currencies **Activation**: `Show Major Currencies` Monitors the 8 main Forex currencies: - **EUR** - Euro - **GBP** - British Pound - **JPY** - Japanese Yen - **CHF** - Swiss Franc - **CAD** - Canadian Dollar - **AUD** - Australian Dollar - **NZD** - New Zealand Dollar - **USD** - US Dollar ### 🥇 Metals **Activation**: `Show Metals` Includes the main precious metals: - **GOLD** - Gold - **SILVER** - Silver - **PLATINUM** - Platinum - **PALLADIUM** - Palladium - **COPPER** - Copper ### 🌾 Commodities **Activation**: `Show Commodities` Covers the most important commodities: - **WTI** - West Texas Intermediate Oil - **NATURAL GAS** - Natural Gas - **COCOA** - Cocoa - **CORN** - Corn - **SUGAR** - Sugar - **COFFEE** - Coffee - **SOYBEANS** - Soybeans ### 🎯 BestPair Detection **Activation**: `Show BestPair` The BestPair system automatically analyzes all currencies and identifies the best trading opportunities by combining: - Currencies with positive changes (bullish trend) - Currencies with negative changes (bearish trend) - Calculation of "Strength Score" for each pair **How it works**: 1. Identifies currencies with opposite trends 2. Calculates relative strength of each pair 3. Applies dynamic colors based on strength 4. Shows only the most promising pairs --- ## 📊 Data Interpretation ### Table Columns 1. **ASSET**: Asset name (currency, metal, commodity) 2. **NET POSITIONS**: Current net positions of non-commercial traders 3. **# CHANGE**: Numerical change from previous week 4. **% CHANGE**: Percentage change (determines row color) ### 🎨 Color System - **Green**: Positive changes (bullish sentiment) - **Red**: Negative changes (bearish sentiment) - **Neutral**: Minimal or no changes ### 📈 BestPair Strength Score The color system for BestPair indicates pair strength: - **🔴 Red (0-10)**: Low strength - **🟠 Orange (10-20)**: Moderate strength - **🟡 Yellow (20-30)**: Good strength - **🟢 Light Green (30-70)**: High strength - **🟢 Dark Green (70+)**: Excellent strength --- ## 💡 Usage Tips ### ⏰ **IMPORTANT: Weekly Timeframe Only** **This indicator works ONLY on Weekly (1W) timeframe. Make sure your chart is set to Weekly before using the dashboard.** ### 📊 Weekly Analysis - COT data is updated every Tuesday (previous Friday's data) - Focus on percentage changes rather than absolute values - Changes above 10% are generally significant ### 🎯 Trading with BestPair - Dark green pairs (70+) offer the best opportunities - Combine COT analysis with technical analysis - Consider opposite sentiment as potential reversal ### ⚡ Performance Optimization - Disable unnecessary categories to reduce loading times - Use "Futures Only" if you don't need options data - Position the table where it doesn't interfere with your charts --- ## ❓ Troubleshooting ### Common Issues 1. **Table not appearing**: Check that you're on Weekly timeframe 2. **Data not updating**: COT data is released with a 3-day delay 3. **Performance issues**: Disable unused asset categories 4. **Colors not showing**: Verify color settings in Style tab ### Technical Requirements - **Timeframe**: Weekly (1W) only - **Market**: Works on any symbol (data is independent) - **Account**: Works with any TradingView account type --- ## 🤝 Support the Project If this indicator has been helpful for your trading analysis, consider supporting its development: **☕ Buy Me a Coffee**: buymeacoffee.com Your support helps maintain and improve this tool for the entire trading community! --- **Happy Trading! 📈** ---
Pine Script®指標
由Marines3B提供
Delta Bubbles by exp3rtsDelta Bubbles is a powerful volume-based order flow tool that detects aggressive market activity, highlights trapped traders, and visualizes key liquidity zones on your chart — perfect for scalpers, intraday traders, and anyone trading momentum or reversals. 🧠 What It Does: 📈 Buy/Sell Bubbles: Detects aggressive buying/selling pressure using a volume delta approximation. 🟩 Trap Zones: Highlights areas where traders likely got trapped (buying in downtrends or selling in uptrends). ⚠️ Potential Traps: Shows lighter “setup” zones for trades that may become traps. 🟥🟩 Colored Bars: Optional trend coloring for visual clarity (based on 50 EMA). 📉 Zone Liquidation: Automatically removes zones once price revisits them. 🧩 Customizable Settings: Bubble sensitivity and size thresholds. Trap zone width and minimum bubble size. Toggle trap liquidation, potential zones, colored bars, and bubble visibility. 📌 How to Use It: Look for trap zones forming against the trend (e.g., bearish bubble in an uptrend → green trap zone). Watch for retests of zones — these can be key levels for fades or breakouts. Combine with price action, support/resistance, VWAP, or other confluence tools. 🚀 Best For: Scalping and reversal trading on intraday timeframes (5m, 15m). Futures, indices (e.g., NASDAQ, S&P 500), crypto, or any liquid market.
Pine Script®指標
由exp3rts提供
8