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Relative Strength by MomentradeRelative Strength Indicator (Index Comparison) This Pine Script indicator displays the Relative Strength (RS) of the selected instrument compared to a benchmark index, primarily designed for Nifty. It measures performance comparison, helping traders identify whether the asset is outperforming or underperforming the index over a chosen period. A rising Relative Strength line indicates outperformance, while a falling line signals underperformance. This tool is ideal for trend confirmation, stock selection, and strength-based trading, allowing users to focus on strong assets during bullish markets and avoid weak ones. The indicator is fully customizable and can be applied to any index, stock, or timeframe.
Pine Script®指標
由momentrade_ind提供
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y) This indicator provides a macro bias framework for FX markets by tracking the 2-year government bond yield differential between the United States and Germany. Rather than displaying the spread as a raw calculation, the script translates interest-rate expectations into a clear directional bias, helping traders understand which currency currently holds a rate advantage. The 2Y segment of the yield curve is highly sensitive to: Central bank expectations Forward guidance Shifts in short-term monetary policy outlook How to use Positive spread → USD rate advantage Negative spread → EUR rate advantage Designed to be used as a contextual macro tool, this indicator helps align technical setups with broader monetary conditions. It is not intended as a standalone entry or signal generator.
Pine Script®指標
由emiurz提供
Institutional Intermarket Score PRO V3.3 (Presets)This indicator is built on an unusual, non-traditional intermarket concept and is designed to provide market context rather than trading signals. Institutional Intermarket Score – Indicator Description Overview The Institutional Intermarket Score is a contextual market indicator designed to provide a macro and intermarket perspective on the current market environment. It aggregates information from multiple user-selected correlated and inversely correlated assets to determine whether the broader market context favors risk-on, risk-off, or neutral conditions. This indicator is not a buy or sell signal. It does not attempt to predict short-term price movements, entries, or exits. Its sole purpose is to help the trader understand the broader market context before making any trading decisions. Core Concept Markets do not move in isolation. Institutional participants continuously monitor multiple related markets to assess risk, liquidity, and conviction before deploying capital. This indicator replicates that process by: Monitoring several correlated assets (assets that tend to move in the same direction) Monitoring several inversely correlated assets (assets that typically move in the opposite direction) Combining their behavior into a single, normalized intermarket score The result is a context filter, not a trading system. Asset Groups The indicator supports up to: 5 correlated assets 5 inversely correlated assets All assets are fully configurable by the user and can be enabled or disabled individually. Only active assets are included in all calculations. Market State Evaluation Each asset is evaluated using a Price vs VWAP relationship: Price above VWAP → bullish state Price below VWAP → bearish state This binary state is used consistently across all assets to maintain clarity and robustness. Intermarket Score ---------------------- The Intermarket Score represents the average directional alignment of all active assets and is normalized between -1 and +1. Positive values indicate a risk-on environment Negative values indicate a risk-off environment Values near zero indicate balance, rotation, or uncertainty The score is smoothed to reduce noise and highlight regime persistence rather than short-term fluctuations. Confirmation Metric (X / Y) ---------------------------------- In addition to the score, the indicator calculates a confirmation ratio: Y = total number of active assets X = number of assets aligned with the current regime Alignment is evaluated relative to the current regime: In bullish regimes, assets above VWAP confirm In bearish regimes, assets below VWAP confirm This metric reflects the quality and conviction of the intermarket consensus. High confirmation indicates broad agreement across markets. Low confirmation indicates divergence, uncertainty, or fragile conditions. Heatmap ----------- A compact heatmap visually displays the state of each individual asset: Green indicates alignment with the regime Red indicates opposition Neutral indicates inactive assets This allows immediate identification of: Which markets are confirming Which markets are diverging Whether consensus is broad or fragmented Intended Use ---------------- This indicator is designed to be used: Before evaluating trade setups As a filter, not a trigger In combination with price action, structure, and risk management Typical applications include: Avoiding trades against the broader market context Distinguishing strong trends from fragile moves Identifying periods of institutional alignment or hesitation What This Indicator Is Not It is not a buy or sell indicator It does not provide entry or exit signals It does not predict price direction on its own It does not guarantee profitable trades Any trading decisions remain entirely the responsibility of the user. Summary The Institutional Intermarket Score provides a high-level market image based on assets selected by the user. It reflects context, alignment, and conviction, not timing. Used correctly, it helps traders avoid low-quality trades, understand when markets are aligned or fragmented, and make decisions with greater awareness of the broader environment. It is a decision support tool, not a trading system. This indicator, is still evolving and its structure will continue to develop as new insights are tested...
Pine Script®指標
由ueuito提供
Auction Session Ranges (AMT Edition) [ Alerts] Auction Session Ranges (AMT Edition) ► Overview The Session Ranges ( AMT Edition) is a session-based market structure and auction analysis tool designed to visually reveal acceptance, rejection, imbalance, and continuation across the Asia, London, and New York CME trading sessions. Unlike typical indicators, this script is grounded in Auction Market Theory (AMT) and session-based structure, focusing on how price behaves at session extremes rather than relying on lagging calculations, oscillators, or predictive algorithms. Its purpose is to highlight areas where the market has earned the right to be traded, providing traders with a clear, rules-based framework for high-probability directional trades. Important for backtesting: To properly backtest session extremes, Interaction Lines, and Closest Opposite Extreme Lines, you must use TradingView’s replay mode, as real-time bar-by-bar progression is required to observe how the market interacts with session extremes over time. ► Key Innovations This is not a conventional session high/low indicator. Its originality comes from several unique design elements: Differentiates interaction from true acceptance: Price touching an extreme does not automatically indicate directional intent. Separates directional confirmation from range-bound indecision: Only confirmed crossings beyond the Interaction Line signal actionable bias. Tracks failed auctions and partial acceptance: No volume profile or order book data required. Visual, rule-based trade permission: Signals are objective, minimizing subjective interpretation. Interaction & Closest Opposite Extreme Lines: Together, these lines map how far an auction progresses after an extreme is tested, highlighting continuation, partial acceptance, or failed auctions. ► Core Concepts Explained 1. Session Highs & Lows (Solid Lines) Plotted continuously for each CME session (Asia, London, New York). Represent the current auction boundaries for that session. 2. True Interaction Lines (Thick Dotted Lines) Drawn when price touches or breaks a session extreme: Touching session high → dotted line at the low of that candle Touching session low → dotted line at the high of that candle Auction context: Touching alone ≠ acceptance Acceptance occurs only when price moves beyond the Interaction Line and holds Trading principle: Price has not crossed → no directional bias → do not trade Price crosses and holds → directional bias established 3. Acceptance vs Rejection Accepted direction: Price crosses and holds beyond the Interaction Line Rejected direction: Price crosses the line but immediately reverses Neutral / No-Trade: Price trapped between extreme and Interaction Line Important: Acceptance is conditional and dynamic. Each time price crosses back over the Interaction Line, acceptance is lost. 4. New Extremes = Continuation Once an Interaction Line is crossed, each new session extreme in that direction reinforces the trend. Traders should only look for continuation setups along the established directional bias. AMT interpretation: Repeated new extremes → directional imbalance Failure to make new extremes → potential balance or rotation 5. Closest Opposite Extreme Lines (Thin Dotted Lines) After acceptance, the script tracks price progress toward the opposite session extreme. Plotted only if price reaches a user-defined percentage of the session range. Helps identify: Full acceptance (price reaches opposite extreme) Partial acceptance (price stalls) Failed auctions (price cannot progress meaningfully) Trading guidance once Closest Lines appear: Partial acceptance: Price stalls near the Closest Line but does not fully reach the opposite extreme → bias remains valid, but the move may be weakening; consider scaling out or tightening stops. Full acceptance: Price reaches the opposite extreme → directional auction fully confirmed; bias continues, but expect potential rotation or balance afterward. Failed auction (cannot progress meaningfully): Price reverses before reaching the Closest Line → signals exhaustion; avoid chasing the move and treat as potential trend failure. Note: Only relevant after Interaction Line is crossed; if price never crosses the Interaction Line, Closest Lines have no trading significance. ► Step-by-Step Usage Wait for a session extreme Let price interact with the session high or low. Observe the Interaction Line No cross → do not trade Cross and hold → directional bias established Trade in the direction of new extremes only Ignore counter-trend trades unless the Interaction Line is lost Manage risk using structure Interaction Line acts as a dynamic invalidation level Use Closest Lines for context Partial acceptance → bias valid, watch for weakening Full acceptance → bias strong, continuation likely Failed attempt → potential exhaustion, do not chase Useful for trade management, scaling, and expectation setting ► Price Retests & Pullbacks Scenario: Price crosses above the Interaction Line (e.g., from a low interaction). Over the next 3–4 15-minute bars, price dips back toward the Interaction Line, with wicks touching it but no decisive close below. Interpretation: Initial Acceptance Confirmed: Bias remains valid while price holds above/below the line. Temporary Pullback / Retest: Market is re-evaluating the auction; testing participant agreement. Wicks Touching the Line: Partial probing or liquidity sweep; market still respects original acceptance. Trading Implication: Continuation bias remains intact. Pullbacks near the Interaction Line offer lower-risk entries. Decisive close below → acceptance lost, signaling trend failure or invalidation. Market Psychology: Healthy auction behavior: extreme tested → acceptance confirmed → boundary retested for liquidity → continuation. Failure to hold above signals weak acceptance or exhaustion. ✅ Key Takeaways: Holding above Interaction Line → bias intact, pullback = opportunity Closing below Interaction Line → acceptance lost, bias invalidated Wicks touching only → normal retest, still valid ► No-Trade Conditions Avoid trading when: Price never crosses the Interaction Line Price remains trapped between the extreme and the Interaction Line Market rotates without forming new extremes These indicate balance, not directional opportunity. ► Alerts Optional alerts trigger when price crosses an Interaction Line for: Asia session London session New York session Alerts signal possible acceptance, not automatic trade entries. ► Who This Script Is For Best suited for traders who: Trade session structure in futures, indices, or FX Follow Auction Market Theory principles Prefer objective, rules-based confirmation Want fewer but higher-quality trade opportunities Not intended for: Indicator stacking Predictive trading High-frequency scalping without structure ► Final Notes This script does not tell you when to buy or sell. It shows where the market has earned the right to be traded. Use it as a decision filter, not a prediction engine.
Pine Script®指標
由samb817提供
Bloomberg Mega Board [v2.5 Fixed]Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto. Key Features 1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System: Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices. Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc. Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY. Crypto Page: Top 10 Cryptocurrencies by volume. Switch pages instantly via the Settings menu. 2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary: Full Bull Trend: Intraday + Daily + Weekly trends are all positive. Strong Rally: Asset is up significantly (>1.25%) on the day. Heavy Sell-off: Asset is down significantly (<-1.25%) on the day. Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry). Consolidating: Market is chopping sideways. 3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average): Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend). Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA. 4. "Terminal" Aesthetic Styled with a dark, high-contrast Bloomberg Terminal look. Uses Amber tickers and Neon status blocks for rapid visual scanning. Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard. How to Use Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard. Open Settings (the gear icon) and find "Select Page". Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities) Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table. 2 hours ago Release Notes Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto. Key Features 1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System: Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices. Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc. Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY. Crypto Page: Top 10 Cryptocurrencies by volume. Switch pages instantly via the Settings menu. 2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary: Full Bull Trend: Intraday + Daily + Weekly trends are all positive. Strong Rally: Asset is up significantly (>1.25%) on the day. Heavy Sell-off: Asset is down significantly (<-1.25%) on the day. Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry). Consolidating: Market is chopping sideways. 3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average): Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend). Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA. 4. "Terminal" Aesthetic Styled with a dark, high-contrast Bloomberg Terminal look. Uses Amber tickers and Neon status blocks for rapid visual scanning. Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard. How to Use Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard. Open Settings (the gear icon) and find "Select Page". Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities) Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table. 2 hours ago Release Notes Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto. Key Features 1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System: Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices. Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc. Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY. Crypto Page: Top 10 Cryptocurrencies by volume. Switch pages instantly via the Settings menu. 2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary: Full Bull Trend: Intraday + Daily + Weekly trends are all positive. Strong Rally: Asset is up significantly (>1.25%) on the day. Heavy Sell-off: Asset is down significantly (<-1.25%) on the day. Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry). Consolidating: Market is chopping sideways. 3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average): Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend). Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA. 4. "Terminal" Aesthetic Styled with a dark, high-contrast Bloomberg Terminal look. Uses Amber tickers and Neon status blocks for rapid visual scanning. Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard. How to Use Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard. Open Settings (the gear icon) and find "Select Page". Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities) Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table. 2 hours ago Release Notes Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto. Key Features 1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System: Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices. Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc. Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY. Crypto Page: Top 10 Cryptocurrencies by volume. Switch pages instantly via the Settings menu. 2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary: Full Bull Trend: Intraday + Daily + Weekly trends are all positive. Strong Rally: Asset is up significantly (>1.25%) on the day. Heavy Sell-off: Asset is down significantly (<-1.25%) on the day. Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry). Consolidating: Market is chopping sideways. 3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average): Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend). Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA. 4. "Terminal" Aesthetic Styled with a dark, high-contrast Bloomberg Terminal look. Uses Amber tickers and Neon status blocks for rapid visual scanning. Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard. How to Use Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard. Open Settings (the gear icon) and find "Select Page". Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities) Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
Pine Script®指標
由CustomQuantLabs提供
1
Max. Liquidity & Delta Bias Profile @MaxMaserati 3.0MAX. LIQUIDITY & DELTA BIAS PROFILE @MAXMASERATI 3.0 ═══════════════════════════════════════════════════════════════ OVERVIEW ──────── An advanced volume profile tool that analyzes market liquidity and order flow dynamics across different timeframes. This indicator helps traders identify key price levels where significant trading activity and directional bias converge. DUAL PROFILE SYSTEM ─────────────────── 🔷 LIQUIDITY PROFILE (Right Side) Displays total volume traded at each price level, colored by market bias: • Green nodes = Bullish dominance (buyers in control) • Red nodes = Bearish dominance (sellers in control) • Width represents volume concentration at that level 🔷 DELTA BIAS PROFILE (Left Side) Shows net buying vs selling pressure at each price level: • Blue nodes = Positive delta (buying pressure dominates) • Purple nodes = Negative delta (selling pressure dominates) • Width represents strength of the imbalance KEY REFERENCE LEVELS ───────────── 📍 POC (Point of Control) Yellow horizontal line marking the price with highest traded volume - represents the most accepted fair value during the period. 📍 MAX BULL Level Green line highlighting the price with strongest bullish conviction - where buyers showed maximum aggression and commitment. 📍 MAX BEAR Level Red line highlighting the price with strongest bearish conviction - where sellers demonstrated maximum pressure and control. TOGGLE OFF EVERYTHING EXCEPT THE MAX LINES TO HAVE THIS SETUP PROFILE STATUS INDICATORS ────────────────────────── • ▶ ONGOING (Green) = Current developing profile • ⬛ STOPPED (Red) = Completed profile, new period started CUSTOMIZATION FEATURES ────────────────────── ✓ Multiple anchor periods (Auto/Session/Day/Week/Month/Quarter/Year) ✓ Independent toggles for each visual element ✓ Individual color and size controls for every label ✓ Adjustable profile width and transparency ✓ Customizable line widths and styles TRADING APPLICATIONS ──────────────────── • Identify high-probability support/resistance zones • Spot institutional accumulation/distribution levels • Detect order flow imbalances before major moves • Track intraday value areas and fair price zones • Confirm trend strength through delta analysis • Find optimal entry/exit levels based on volume WHO THIS IS FOR ─────────────── Designed for active traders who: • Trade futures, stocks, forex with volume data • Use volume profile and market profile concepts • Analyze order flow and institutional footprints • Seek data-driven price level identification • Want visual clarity on market structure NOTES ───── • Requires volume data to function properly • Best used on liquid instruments with consistent volume • Profiles reset based on selected anchor period • All visual elements can be toggled independently • Performance optimized for real-time analysis ⚠️ DISCLAIMER Educational Tool Only - This indicator is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Risk Warning - Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No representation is made that this indicator will achieve profits or prevent losses. User Responsibility - All trading decisions are solely your responsibility. The developer and Max Maserati Model assume no liability for losses incurred from using this indicator. Conduct your own research and consult a qualified financial advisor before making investment decisions. Data Dependency - Indicator accuracy depends on your TradingView plan's data availability and selected timeframe support. By using this indicator, you acknowledge and agree to these terms.
Pine Script®指標
由MaxMaserati提供
1
All-in-One CVD: Failed Auction + Trap + Flow Classifications All-in-One CVD : Failed Auction/Trap + Flow Classifications (Colored Bars) Description: This script provides an advanced order flow and delta-based trading visualization designed to highlight key market microstructure events in real time. It combines Cumulative Volume Delta (CVD), failed auction detection, absorption tracking, continuation signals, and trap identification into a single, coherent tool with colored bars and visual markers. Unlike standard volume or trend-following indicators, this script focuses on aggressive order flow and price acceptance/rejection events, making it particularly suitable for scalping, intraday momentum trading, and identifying high-probability short-term setups. Originality and Purpose: Many scripts either show CVD or detect failed auctions separately, but this script integrates multiple advanced flow concepts into one indicator. By combining CVD, normalized delta, strong delta thresholds, failed auctions, absorption, traps, and continuation patterns, traders can identify where aggressive buying or selling is being absorbed, where price is likely to continue, and where traps are forming. The mashup is intentional: each component validates the other. For example, a failed auction signal without absorption is less significant, while a failed auction coinciding with absorption signals a true high-probability trap or reversal. Failed auctions typically align with "Failed 2" patterns from The Strat by Rob Smith, providing additional confirmation using a well-established price action methodology. How It Works: Volume and Delta Calculation: Computes buying and selling pressure from volume and bar structure (high/low/close). Supports UltraData mode for enhanced volume calculations using security data. Options for Cumulative Mode: Total, Periodic, or EMA-based CVD. Normalized Delta and Strong Delta Detection: Calculates normalized delta (z-score) to standardize flow across different volatility regimes. Flags strong buying or selling when delta exceeds user-defined thresholds. Failed Auction Detection: Highlights bars where price attempted to break previous highs/lows but failed to sustain, signaling trapped aggressive participants. True failed auctions can coincide with absorption for higher-probability setups. Absorption: Detects situations where strong aggressive flow is absorbed at key levels, showing institutional participation or liquidity consumption. Bullish absorption occurs when aggressive buying is absorbed at previous lows; bearish absorption occurs when aggressive selling is absorbed at previous highs. Flow Classification: Continuation: Aggressive flow accepted by the market — often the next candle continues in the direction of the delta. Important: A single continuation signal does not guarantee follow-through. Traders should view it as an indicator that aggressive participants are in control for the current candle, and consider market context, trend, and support/resistance before assuming continuation. Multiple consecutive continuation signals or confirmation with absorption/strong delta increases reliability. Trap: Aggressive flow trapped — the market reverses after failed auction. Absorption: Aggressive orders absorbed — market shows hesitation at tested levels. Colored CVD Bars and Visual Markers: Bars colored green/red/gray based on delta direction. Visual markers indicate flow state: circles for continuation, X-cross for traps, triangles for absorption. Works in real time — live candles are updated with flow state markers. Alerts: Custom alert conditions for each flow type: continuation, trap, and absorption. Alerts provide actionable signals for automated monitoring or manual trading. Trading Applications: Trap Trading: Identify aggressive buyers/sellers who fail to push price and get trapped. Use trap signals to fade reversals. Continuation Trading: Detect market acceptance of aggressive flow for trend-following or breakout strategies. Use caution: a single continuation signal indicates probability, not certainty, and should be confirmed with structural context. Absorption Analysis: Spot where institutional participants absorb liquidity before a potential directional move. Intraday Scalping: Combines delta, volume, failed auction logic, and Strat alignment for high-frequency setups. Key Notes: True failed auctions with significant market impact require absorption — otherwise, a simple failed attempt may be a weak signal. The script works across multiple markets (Forex, Crypto, Stock) and supports live bar updates. Users can adjust strong delta thresholds, period lengths, and cumulative modes to fit their preferred trading style or volatility regime. Conclusion: This all-in-one script provides traders with a comprehensive, visually intuitive, and real-time method to detect aggressive flow, failed auctions, absorption, and continuation patterns. By linking failed auctions to The Strat’s failed 2 patterns, and clarifying the probabilistic nature of continuation signals, it merges advanced delta analytics with proven price action methodology, making it highly original, actionable, and educational for understanding market order flow dynamics.
Pine Script®指標
由samb817提供
Historical Returns [BigBeluga]🔵 OVERVIEW The Historical Returns indicator visualizes daily and monthly return data to help traders assess seasonal performance and volatility behavior. It provides a clean and informative dashboard showing the current month’s daily return bubbles, monthly return curves, and a snapshot of the current month and year performance. This tool is ideal for spotting recurring return patterns and understanding the broader profitability context of a symbol. 🔵 CONCEPTS Daily Return Bubbles: Each trading day is analyzed for its return percentage, and plotted as a bubble with size proportional to the return magnitude. Monthly Performance Curves: Average or cumulative returns are calculated and plotted to show how the current month is performing relative to historical averages. Current Year Return: Current year performance as a single return value, giving traders context on long-term profitability. Current Month Average Return: Current month average performance as a single return value, giving traders context on short-term profitability. Extreme Return Labels: Optionally highlights daily returns above +4% or below -4% with labeled percentages for spike recognition. 🔵 FEATURES Shows daily return bubbles (1%–7%+), color-coded by direction. Labels monthly returns with the month name and percentage value. Displays a performance dashboard with: Daily return heatmap for the current month. Average return for the current month. Year-to-date return. Toggle between average and cumulative modes for monthly return curves. Clearly marks days with abnormal return spikes using optional labels. Clean fallback warning if not on a daily chart ("⚠️USE DAILY TIMEFRAME"). Custom color themes for bullish and bearish values. 🔵 HOW TO USE Use the monthly return curve to compare how the current month is performing against historical averages. Look for clusters of positive or negative bubbles as signals of strong directional weeks. Watch extreme return labels for volatility spikes or catalyst days. Use year-to-date return to assess how the asset is trending in the broader macro cycle. Combine with other BigBeluga tools to align trades with historically favorable periods. 🔵 CONCLUSION Historical Returns is your visual companion for return analytics — helping you identify profitable months, detect volatility surges, and understand historical seasonality at a glance. With a clean dashboard and insightful overlays, this tool supports better timing and improved statistical edge in both short- and long-term trades.
Pine Script®指標
由BigBeluga提供
3
VaRz BTC/Gold Risk MeterVaRz Risk Meter (BTC vs Risk-On & Gold Safe-Haven Proxy) The VaRz Risk Meter is a macro sentiment oscillator designed to measure Bitcoin’s relative strength and directional bias using key risk-appetite and safe-haven flows. Indicator Components VIX → Market fear & volatility benchmark NASDAQ 100 (NDX) → Primary risk-on proxy (growth/tech capital flow) Gold (XAUUSD) → Safe-haven strength alternative to USD index Bitcoin (BTCUSDT) → Used only for normalization reference, not bias calculation Core Logic All assets are normalized on a 0–100 scale using a 100-period rolling window to create a balanced comparison across markets. The Bitcoin Macro Bias Histogram is calculated as: NASDAQ strength − VIX fear − Gold safe-haven strength This produces a macro directional regime for Bitcoin: Market Regimes Interpretation Indicator State Meaning for BTC NASDAQ high + VIX low + Gold weak Risk-On environment → Bullish for Bitcoin Gold strong + VIX rising + NASDAQ weak Risk-Off / flight to safety → Bearish pressure on BTC All assets near 50 with no trend Neutral / Sideways → Macro indecision How to Use This is not a direct entry signal, but a macro bias filter Best combined with: Market Structure, Liquidity zones, Orderflow, Volume analysis, and Elliott Wave context Bias becomes more reliable on higher timeframes (1W, 1M) but works on any chart Key Insight Bitcoin behaves as a hybrid risk asset. This indicator helps track when capital is: Rotating into risk markets (favorable for BTC) or Seeking protection in gold and volatility hedges (unfavorable for BTC) The histogram visually maps these shifts to give traders a clear macro regime awareness in one window.
Pine Script®指標
由stsdubbingandsubtitling提供
Options Liquidity Meter (OLM)❓ The question behind this indicator When trading options, it is common to experience situations where price moves in the expected direction, yet the option contract does not increase in value as anticipated. This typically happens when one or more of the following conditions is missing: Insufficient liquidity participation Lack of volatility expansion Weak or passive order flow Options Liquidity Meter (OLM) was created to address this specific question: “If price moves from here, are there conditions for option premiums to actually expand?” 🎯 What this indicator does Options Liquidity Meter is a context tool, not a trading system. It evaluates whether the current market environment is favorable for option premium expansion , based on three core engines: Liquidity (Relative Volume) Measures whether price movement is supported by meaningful participation. Volatility State Identifies compression, release, and expansion phases, where options tend to respond differently. Order Flow Activity (OBV-based) Acts as a proxy for active vs. passive participation, helping filter hollow moves. These components are combined into a single, easy-to-read options context. 🟢🟡🔴 Options Context Output The indicator displays one consolidated state: RED — NO EXPANSION Price may move, but option premiums often do not respond. YELLOW — BUILDING Liquidity or volatility is developing. Conditions are improving but not fully aligned. GREEN — EXPANSION LIKELY Liquidity, volatility expansion, and active flow are aligned. This is a favorable environment for option premium expansion. The same logic is reflected visually through the background color and summarized in the dashboard. 📊 How to read the dashboard The dashboard shows: Liquidity: LOW / OK / HIGH Volatility: COMPRESSED / RELEASED / EXPANDING Order Flow: FLAT / ACTIVE Options Context: NO EXPANSION / BUILDING / EXPANSION LIKELY Below, a Background Color Meaning section explains what each color represents, making the indicator intuitive and educational. 📍 Where to apply this indicator Options Liquidity Meter must be applied to the underlying asset chart, such as: Indices (SPY, SPX, QQQ, etc.) Stocks Futures ETFs It is not designed to be applied to option contracts themselves. The indicator evaluates the market conditions of the underlying, which are the drivers that influence option premium behavior. Contract selection (strike, delta, gamma, expiration) remains the trader’s responsibility. 🧠 How to use it Use your own methodology to define: Direction Structure Entries and exits Use Options Liquidity Meter to evaluate: Whether the current environment supports option premium expansion If the context is RED, be cautious — price may move without rewarding options. If the context is GREEN, the environment is statistically more favorable for options responsiveness. 🔗 Complementary tools Options Liquidity Meter is designed to complement, not replace, other tools. It works well alongside: Opening Path Selector (EMA200 Context Tool) For deciding which asset offers the cleanest directional context. Multi-Tool VWAP + EMAs (Multi-Timeframe) + Key Levels For in-chart structure, bias, and reference levels. Each tool addresses a different stage of the decision process and can be used independently. ⚠️ Important notes This indicator provides context only It does not generate trading signals No indicator guarantees results Use at your own risk.
Pine Script®指標
由mlicero提供
2
NOVA - SessionsKey Features: Three Major Sessions: Asia (Tokyo):** Draws the overnight consolidation range (High/Low/Mid). London:** Draws the breakout session range. New York:** Draws the reversal/continuation session range (aligned with the Stock Market Open). Smart Timezone Logic: All sessions are calculated using their **local** exchange times (e.g., Tokyo time for Asia, NY time for NYSE) but display correctly on your chart in Amsterdam time. You never have to adjust for Daylight Savings. Support & Resistance: The Highs, Lows, and Midpoints extend to the right, allowing you to see how previous sessions act as support or resistance later in the day. Daily Open: Marks the exact opening price at Midnight to help you determine if price is "premium" (expensive) or "discount" (cheap) for the day. Midnight VWAP: A volume-weighted average price that resets every night, acting as a dynamic "fair value" line for the day. Clean Visuals: Completely customizable. You can toggle background boxes, lines, and text labels to keep your chart clean. In short: It automates the "boring work" of marking up your chart every morning so you can focus purely on price action.
Pine Script®指標
由NOVAbyFatCitizen提供
V-Max: Tactical Clock & Price (Master Fit)Overview The V-Max Tactical Clock & Price is a high-visibility utility dashboard engineered for precision execution in global financial markets. It serves as a "Physical Timezone Navigator," providing real-time price tracking and synchronized local time display directly on the chart. This ensures traders can align their execution with specific market openings and closing volatility regardless of the exchange's default timezone. Core Technical Logic & Features This script focuses on the physics of time-alignment and visual stability: Physical Time Calibration Engine: Unlike standard UI clocks, this script employs a millisecond-level compensation engine using the formula: $timenow + (tz\_offset \times 60 \times 60 \times 1000)$. This allows for precise synchronization with any global market (e.g., London, New York, or Asia sessions). Momentum-Driven Price Rendering: The price display utilizes conditional coloring logic ($close \ge open ? up\_col : dn\_col$) to provide immediate visual feedback on the current bar's momentum. High-Identifiability UI (Master Fit): Leverages the table.new titan rendering engine with size.huge font specifications for the price. This ensures critical data remains readable even on small mobile screens or high-density multi-chart layouts. Anti-Flicker Monospaced Formatting: Employs font.family_monospace to ensure strict numerical alignment, preventing visual flickering or "jumping" during periods of extreme market volatility. How to Use Timezone Setup: Enter your local GMT offset (e.g., +8 for Taiwan/Singapore, -5 for New York) in the settings. Visual Customization: Adjust the dashboard position (default: Bottom Left) and background aesthetics to fit your professional trading workspace. 產品概述 V-Max 戰術時鐘與價格顯示器是一款為全球市場設計的高辨識度工具。它作為一個實時的「全球時區導航儀」，在圖表上直接提供實時價格追蹤與同步化的本地時間顯示，確保交易者能精確對齊各國市場開盤瞬間的波動。 核心技術邏輯與功能物理時間校準引擎：採用毫秒級時間補償運算，公式為：$timenow + (tz\_offset \times 60 \times 60 \times 1000)$。這讓交易者能精確校準全球任一交易所的本地時間。 動能價格渲染：價格顯示具備即時漲跌變色邏輯，提供直觀的即時盤感反饋。 特大字體 UI (Master Fit)：採用 size.huge 字體規格顯示價格，確保在移動端或複雜多圖表布局下依然清晰易讀。 防閃爍等寬格式：使用等寬字體確保數字在劇烈波動時不會產生視覺跳動，維持高度的讀數穩定性。 Access & Support This script is published as a Free Public Utility in the TradingView Library. Disclaimer: For educational purposes only. Past performance does not guarantee future results. Disclaimer: This script is for technical analysis and educational purposes only. It does not provide financial advice.
Pine Script®指標
由johnnydong提供
BBands + Overbought/Oversold MarkersAdvanced Bollinger Bands indicator with overbought/oversold signals, automatic squeeze detection, and multi-timeframe (MTF) capabilities. Retains all functions of the original Bollinger Bands indicator from TradingView with a few added features: Overbought/Oversold Markers: Visual signals when price opens and closes outside the bands 🔴 Red Highlight & Arrow → Price opens & closes above the upper BB (potential overbought/excess momentum). 🟢 Green Highlight & Arrow → Price opens & closes below the lower BB (potential oversold/reversal). Squeeze Detection: Automatically highlights when bandwidth reaches its lowest point (narrowest BB width) in the lookback period, signalling potential breakout zones Multi-Timeframe Bands: Display Bollinger Bands from any timeframe on your current chart (e.g., weekly bands on a daily chart), including markers and squeeze zones Dual Rendering MTF Modes: Choose between traditional plots (unlimited history) or smooth line drawing (~125-165 MTF bars of history) Built-in Alerts: Set alerts for overbought conditions, oversold conditions, squeeze detection, or any combination Fully Customizable: Adjust MA type (SMA/EMA/RMA/WMA/VWMA), standard deviation multiplier, colors, and marker styles Perfect for: Swing traders, MTF analysis, volatility-based entries, and identifying consolidation/expansion cycles.
Pine Script®指標
由CryptoPl3be提供
ADR Dashboard with Move, Left and AlertsIndicator Name: ADR Dashboard with Move, Left and Alerts Overview The ADR Dashboard is a powerful real-time trading tool that tracks how much a stock, crypto, or other asset has moved today relative to its Average Daily Range (ADR). It provides a clear visual representation of: 1. Today’s price movement (Move) 2. Remaining potential movement left to reach ADR (Left) 3. Percentage of ADR covered (% Covered) 4.Additionally, it provides automated alerts for key movement thresholds. A) What it Does 1.Calculates the Average Daily Range (ADR): 2. Uses True Range over a user-defined lookback period (default 14 days). 3. ADR measures typical daily volatility. B) Tracks Today’s Move: 1. Move = Current Price – Today’s Open (Realtime) 2. Positive → bullish move, Negative → bearish move C) Tracks Remaining Potential (Left): 1. Left = ADR – |Move| (Realtime) 2. Shows how much of the ADR is still available for today’s move 3. Percentage Covered: 4. % Covered = |Move| / ADR × 100 D) Color-coded for visual clarity: 1. Green (<50%) → small move, plenty of range left 2. Yellow (50–80%) → moderate move, watch for acceleration 3. Orange (80–100%) → strong move, ADR almost reached 4. Red (>100%) → ADR exceeded, momentum may be exhausted E) Dashboard Table: 1. Columns: ADR | Move | Left | % Covered 2. Position: middle-right of the chart F) Left column color-coded: 1. Green → some ADR left 2. Red → ADR fully reached or exceeded 3. Move column: usually yellow for visibility, but could be enhanced for positive/negative moves G) Alerts The indicator provides directional alerts: Bullish Alerts (upward moves): 1. 90% ADR warning: fires when Move ≥ 90% of ADR → early warning of strong bullish momentum 2. 100% ADR breach: fires when Move ≥ ADR → full daily range reached Bearish Alerts (downward moves): 1. 90% ADR warning: fires when Move ≤ -90% of ADR → early warning of strong bearish momentum 2. 100% ADR breach: fires when Move ≤ -ADR → full daily range reached All alerts are unique and fire once per session per threshold. H) How Traders Can Use This Indicator Momentum Trading: 1. Identify strong intraday moves approaching ADR. 2. Enter positions early at 90% ADR warning or take profits near 100% ADR. Scalping & Intraday Trading: 1. Gauge how much of today’s range is left for quick entries/exits. 2. Avoid trades when ADR is almost fully consumed → reduces risk of reversals. Swing Trading: 1. Combine with trend indicators to see if today’s move is significant relative to historical volatility. I) Risk Management: 1. Set profit targets or stop-loss levels based on Move and Left values. Visual Efficiency: At-a-glance view of Move, Left, % Covered, and alert status without manual calculations. Key Features 1. Real-time Move and Left updates 2. Color-coded % Covered and Left for quick visualization 3. Alerts for 90% and 100% ADR levels, bullish and bearish 4. Clean dashboard table at middle-right of the chart 5. Works across stocks, crypto, forex, and other markets J) Why This Indicator is Powerful 1. Combines volatility (ADR) with real-time price tracking 2. Provides visual clarity and actionable alerts 3. Helps traders stay ahead of intraday moves, manage risk, and time entries/exits effectively
Pine Script®指標
由arupnj2018提供
Intraday Sentiment DynamicsThe purpose of this script is to create a structured model of intraday sentiment by analyzing how price behaves relative to VWAP. Instead of treating VWAP deviation as a simple overbought or oversold measure, the script aims to understand the dynamics behind that deviation — how quickly sentiment is shifting, whether that shift is strengthening or weakening, and when abrupt changes in behaviour occur. Its goal is to provide a standardized, volatility‑adjusted framework that helps traders identify trend continuation, trend exhaustion, mean‑reversion setups, and early regime shifts. To achieve this, the script begins by calculating the difference between the bar’s midpoint and VWAP. This raw deviation is then standardized using a rolling mean and standard deviation, producing a z‑score that expresses how far price is from VWAP in statistical terms. Standardization removes volatility bias, session drift, and asset‑specific scaling issues, making the signal comparable across different market conditions. A weighted moving average smooths this standardized deviation to reduce noise and prepare it for slope‑based analysis. The core of the script is a slope‑normalization mechanism that measures how the standardized VWAP deviation changes over time. For each bar, the script computes the slope over a user‑defined length, separates positive and negative slope events, and maintains these in arrays that track their recent behaviour. From these arrays, it calculates average magnitudes and standard deviations, allowing it to normalize the current slope into a consistent, volatility‑adjusted scale. This ensures that both small and extreme slope events are interpreted meaningfully. This normalization function is applied recursively to generate three higher‑order derivatives. The first derivative, velocity, represents the rate at which sentiment is moving toward or away from VWAP. The second derivative, acceleration, measures whether this movement is strengthening or weakening. The third derivative, jerk, captures sudden changes in acceleration and serves as an early indicator of shifts in market behaviour. Together, these derivatives form a multi‑layered behavioural model that reveals the internal structure of intraday sentiment. The script visualizes these components using distinct color families and filled regions that highlight positive and negative behaviour. Background shading reinforces the dominant direction of each derivative, making it easy to see when sentiment is building, fading, or reversing. The standardized VWAP deviation is plotted alongside these derivatives, and horizontal lines at ±1, ±2, and ±3 standard deviations provide a statistical frame of reference for identifying extreme conditions. In practical trading terms, the indicator helps identify strong continuation environments when velocity, acceleration, and jerk align in the same direction. It highlights early signs of trend exhaustion when jerk flips before acceleration, often preceding reversals. It supports mean‑reversion trades when VWAP deviation reaches extreme levels and the derivative chain begins to weaken. It also detects regime shifts when jerk spikes, helping traders avoid traps during sudden liquidity events or fake breakouts. By converting VWAP deviation into a structured, derivative‑based model, the script provides a clear and actionable view of intraday sentiment dynamics.
Pine Script®指標
由chriskokal1提供
NQ Pro Dashboard (Master Fix)This indicator is a "Head-Up Display" designed specifically for trading NQ (Nasdaq-100 Futures). It aggregates data from the broader market (volatility) and the specific stocks that drive the Nasdaq index (The "Magnificent 7") to give you a single Trend Power Score. Here is a breakdown of how the logic works under the hood: 1. The Inputs (Data Feed) The script watches 9 specific assets in real-time (daily timeframe data): Fear Gauges: VIX: The volatility index for the S&P 500. VXN: The volatility index specifically for the Nasdaq-100. The Engine (Mag 7): NVDA, AAPL, MSFT, AMZN, GOOGL, META, TSLA. 2. The Logic: "Weighted" Market Strength Instead of treating every stock equally, the script applies a Weighting Multiplier to the Mag 7 stocks based on their approximate impact on the Nasdaq-100 index. Heavyweights (1.5x): NVDA, AAPL, MSFT (These move the market the most). Middleweights (1.0x): AMZN, GOOGL, META. Lightweight (0.7x): TSLA (Has the least pull of the group). It calculates a single percentage number (MAG 7 (W)) representing the combined push or pull of these stocks. 3. The "Trend Power" Score (0-100) This is the core signal. It starts at a neutral 50 and adds/subtracts points based on market conditions. Fear Factor: If VIX or VXN drops > 2% (Fear dying), it adds points (Bullish). If VIX or VXN spikes > 2% (Fear rising), it subtracts points (Bearish). Stock Strength: If the Weighted Mag 7 Average is > 1.0% (Strong Rally), it adds a massive 30 points. If it's negative (Sell-off), it subtracts points. The Score Breakdown: 80 - 100 (Green): STRONG BULL. The engines are firing (stocks up) and the brakes are off (VIX down). Do not short. 0 - 20 (Red): STRONG BEAR. Panic selling is occurring. Do not buy. 40 - 60 (Orange): CHOP / RANGE. Conflicting signals (e.g., stocks are up but VIX is also up). Be careful. 4. The "Exhaustion" Meter (ATR) The RANGE row tells you if the market has "gas left in the tank." It compares Today's Range (High - Low) to the 14-Day Average Range (ATR). < 50% (Yellow): Compressed. The market hasn't moved much yet. Expect a breakout soon. > 120% (Purple): Extended. The market has moved massive amounts today. A reversal or pause is statistically likely (mean reversion). 5. The Visuals (Leaders Row) The bottom row gives you a quick visual scan of the individual stocks: N▲ (Green): Nvidia is up. T▼ (Red): Tesla is down. This helps you spot "divergences"—for example, if the Trend Score is high but NVDA is Red, the rally might be fragile.
Pine Script®指標
由day_trade_mind提供
QuantLabs MASM Correlation TableThe Market is a graph. See the flows: The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time. Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag. Under the Hood: The Quant Architecture We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy. 1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run"). The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels. The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift. Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment. Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid). 2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits. The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A). The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes. 3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter. Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest. Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation. Key Features Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ). Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend." Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging. Usage Guide Placement: Best viewed in a bottom pane (Footer). Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name). Reading the Grid: 🔵 Bright Blue: Assets moving in lockstep (Risk-On). 🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off). ⚫ Faded/Black: No statistical relationship (Decoupled). Key Improvements Made: Formatting: Added clear bullet points and bolding to make it scannable. Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels). Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona). Structure: Grouped the "Modes" under the Math Engine for better logic. Created and designed by QuantLabs
Pine Script®指標
由CustomQuantLabs提供
Option Price SR (csgnanam)## ⚖️ Disclaimer This script is provided for **educational and analytical purposes only**. It does not constitute financial advice. Use proper risk management and trade responsibly. --- ## 📌 Indicator Concept & Trading Logic This is a rule-based reference indicator designed to interpret **option price behavior** using **previous-day derived equilibrium levels**. The indicator helps traders classify the market into **range-bound, breakout, or invalid trade zones** by observing how **ATM Call (CE) and Put (PE)** prices react around these levels. All levels are **fixed for the trading day** and recalculated only on the next session. --- ## 📊 Core Levels Explained The indicator plots the following **daily-anchored reference levels**: * **PDH / PDL** – Previous Day High / Low of the option * **PDC** – Previous Day Close * **100% AVG (Breakout Zone)** Average of previous-day CE and PE prices for the same strike * **75% AVG (Midzone)** Balance / decision zone * **50% AVG (Support Zone)** Lower acceptance / decay boundary These levels act as **reaction zones**, not prediction lines. --- ## 🧠 Market Interpretation Logic ### 1️⃣ Range-Bound Market Condition * When **both ATM CE and ATM PE** are **trading within the 100% AVG (Breakout) level**, the market has a **high probability of remaining range-bound**. * Premium expansion is limited on both sides. * Ideal environment for **non-directional strategies**. --- ### 2️⃣ Breakout Validation * A **true directional move** requires **asymmetry** between CE and PE. * If **one side moves into breakout**, the **opposite side must stay suppressed**. **Example:** * If **CE breaks down below Midzone**, then **PE must be above Breakout or at least above Midzone**. * The same logic applies inversely for PE breakdowns. This confirms **capital rotation**, not random premium decay. --- ### 3️⃣ Midzone (75%) – Reversal Watch Area * The **Midzone** is a **high-probability reaction area**. * Many intraday reversals initiate from this level. * Price acceptance or rejection here defines: * Continuation * Mean reversion * Failed breakout This zone should be **closely monitored for structure and volume behavior**. --- ### 4️⃣ Support Zone (50%) – Trade Invalidation * When an option price trades **below the Support (50%) level**: * That option side becomes **non-tradable** * Premium strength is lost * Risk increases significantly Trades **below support** are considered **low probability** and should be avoided. --- ## ⚠️ Important Usage Notes * This indicator is **not a buy/sell signal generator** * It is a **context and decision-filter tool** * Best used in combination with: * Price action * Structure * Spot/index behavior * Time-of-day context All levels are **session-anchored** and do **not repaint intraday**. --- ## 🎯 Intended Use Case * Intraday option traders * ATM / near-ATM focus * Range vs directional market identification * Premium behavior analysis * Trade filtering and risk control ---
Pine Script®指標
由Sivagnanam提供
Volume + VWAP + Prior Session Levels DashboardVolume Spike + VWAP + Session Levels Dashboard This indicator is a real-time market context dashboard designed to help traders quickly understand participation, value, and key reference levels without cluttering the chart with multiple indicators. Instead of plotting lines or signals, the script summarizes critical intraday information into a compact on-chart table, allowing traders to make faster, more informed decisions based on how active the market is, where fair value is, and where important reference levels exist. Core Concepts Used This script is built on three widely used market principles: Relative Volume Participation Volume-Weighted Average Price (VWAP) Prior Session Reference Levels The indicator does not attempt to predict direction. Its purpose is to provide objective context that traders can combine with their own strategies. How the Indicator Works 1. Volume Spike Analysis (Relative Volume) Rather than showing raw volume, the script measures how unusual the current bar’s volume is compared to recent activity. A moving average of volume is calculated using a user-defined lookback period. Current volume is divided by this average to produce a volume multiple (for example, 2.0× normal volume). This multiple is translated into a descriptive strength label, ranging from Below Threshold to Legendary. This approach helps traders immediately recognize when participation is significantly above normal, which often coincides with institutional activity, breakouts, or important reactions near key levels. 2. Daily VWAP (Current and Prior Day) VWAP (Volume-Weighted Average Price) represents the average price traded, weighted by volume, and is commonly used as a measure of fair value. This script calculates VWAP internally by: Accumulating price × volume throughout the day Dividing by total volume Automatically resetting at the start of each new trading day The dashboard displays: Current day VWAP – real-time session fair value Prior day VWAP – an important reference from the previous session Traders often use these levels to evaluate whether price is trading at a premium, discount, or near equilibrium. 3. Previous Day High and Low The indicator also displays: Previous day high Previous day low These levels frequently act as liquidity targets, support/resistance zones, or reaction points, especially during intraday trading sessions. Dashboard Design All information is presented in a two-column dashboard showing: Metric name Current value or status The dashboard can be positioned in any corner of the chart and updates in real time, allowing traders to maintain awareness without constantly switching indicators or timeframes. How to Use This Indicator This script is best used as a decision-support tool, not a standalone trading system. Typical uses include: Identifying abnormally high volume near important price levels Evaluating price position relative to VWAP Monitoring reactions around prior day highs and lows Staying oriented during fast market conditions without chart clutter The indicator works on any timeframe and adapts automatically to the instrument’s trading session. Customization Options Users can: Adjust the volume moving average length to define what “normal” volume means Choose the price source used for VWAP calculation Change the dashboard’s on-screen position Summary The Volume Spike + VWAP + Session Levels Dashboard provides a clear, objective snapshot of market conditions by combining participation, value, and reference levels into a single visual tool. It is designed to help traders answer a simple but critical question: “Is the market doing something meaningful right now — and where?” This indicator focuses on context, clarity, and usability for traders who want insight without unnecessary complexity.
Pine Script®指標
由samb817提供
Hurst-Optimized Adaptive Channel [Kodexius]Hurst-Optimized Adaptive Channel (HOAC) is a regime-aware channel indicator that continuously adapts its centerline and volatility bands based on the market’s current behavior. Instead of using a single fixed channel model, HOAC evaluates whether price action is behaving more like a trend-following environment or a mean-reverting environment, then automatically selects the most suitable channel structure. At the core of the engine is a robust Hurst Exponent estimation using R/S (Rescaled Range) analysis. The Hurst value is smoothed and compared against user-defined thresholds to classify the market regime. In trending regimes, the script emphasizes stability by favoring a slower, smoother channel when it proves more accurate over time. In mean-reversion regimes, it deliberately prioritizes a faster model to react sooner to reversion opportunities, similar in spirit to how traders use Bollinger-style behavior. The result is a clean, professional adaptive channel with inner and outer bands, dynamic gradient fills, and an optional mean-reversion signal layer. A minimalist dashboard summarizes the detected regime, the current Hurst reading, and which internal model is currently preferred. 🔹 Features 🔸 Robust Regime Detection via Hurst Exponent (R/S Analysis) HOAC uses a robust Hurst Exponent estimate derived from log returns and Rescaled Range analysis. The Hurst value acts as a behavioral filter: - H > Trend Start threshold suggests trend persistence and directional continuation. - H < Mean Reversion threshold suggests anti-persistence and a higher likelihood of reverting toward a central value. Values between thresholds are treated as Neutral, allowing the channel to remain adaptive without forcing a hard bias. This regime framework is designed to make the channel selection context-aware rather than purely reactive to recent volatility. 🔸 Dual Channel Engine (Fast vs Slow Models) Instead of relying on one fixed channel, HOAC computes two independent channel candidates: Fast model: shorter WMA basis and standard deviation window, intended to respond quickly and fit more reactive environments. Slow model: longer WMA basis and standard deviation window, intended to reduce noise and better represent sustained directional flow. Each model produces: - A midline (basis) - Outer bands (wider deviation) - Inner bands (tighter deviation) This structure gives you a clear core zone and an outer envelope that better represents volatility expansion. 🔸 Rolling Optimization Memory (Model Selection by Error) HOAC includes an internal optimization layer that continuously measures how well each model fits current price action. On every bar, each model’s absolute deviation from the basis is recorded into a rolling memory window. The script then compares total accumulated error between fast and slow models and prefers the one with lower recent error. This approach does not attempt curve fitting on multiple parameters. It focuses on a simple, interpretable metric: “Which model has tracked price more accurately over the last X bars?” Additionally: If the regime is Mean Reversion, the script explicitly prioritizes the fast model, ensuring responsiveness when reversals matter most. 🔸 Optional Output Smoothing (User-Selectable) The final selected channel can be smoothed using your choice of: - SMA - EMA - HMA - RMA This affects the plotted midline and all band outputs, allowing you to tune visual stability and responsiveness without changing the underlying decision engine. 🔸 Premium Visualization Layer (Inner Core + Outer Fade) HOAC uses a layered band design: - Inner bands define the core equilibrium zone around the midline. - Outer bands define an extended volatility envelope for extremes. Gradient fills and line styling help separate the core from the extremes while staying visually clean. The midline includes a subtle glow effect for clarity. 🔸 Adaptive Bar Tinting Strength (Regime Intensity) Bar coloring dynamically adjusts transparency based on how far the Hurst value is from 0.5. When market behavior is more decisively trending or mean-reverting, the tint becomes more pronounced. When behavior is closer to random, the tint becomes more subtle. 🔸 Mean-Reversion Signal Layer Mean-reversion signals are enabled when the environment is not classified as Trending: - Buy when price crosses back above the lower outer band - Sell when price crosses back below the upper outer band This is intentionally a “return to channel” logic rather than a breakout logic, aligning signals with mean-reversion behavior and avoiding signals in strongly trending regimes by default. 🔸 Minimalist Dashboard (HUD) A compact table displays: - Current regime classification - Smoothed Hurst value - Which model is currently preferred (Fast or Slow) - Trend flow direction (based on midline slope) 🔹 Calculations 1) Robust Hurst Exponent (R/S Analysis) The script estimates Hurst using a Rescaled Range approach on log returns. It builds a returns array, computes mean, cumulative deviation range (R), standard deviation (S), then converts RS into a Hurst exponent. calc_robust_hurst(int length) => float r = math.log(close / close ) float returns = array.new_float(length) for i = 0 to length - 1 array.set(returns, i, r ) float mean = array.avg(returns) float cumDev = 0.0 float maxCD = -1.0e10 float minCD = 1.0e10 float sumSqDiff = 0.0 for i = 0 to length - 1 float val = array.get(returns, i) sumSqDiff += math.pow(val - mean, 2) cumDev += (val - mean) if cumDev > maxCD maxCD := cumDev if cumDev < minCD minCD := cumDev float R = maxCD - minCD float S = math.sqrt(sumSqDiff / length) float RS = (S == 0) ? 0.0 : (R / S) float hurst = (RS > 0) ? (math.log10(RS) / math.log10(length)) : 0.5 hurst This design avoids simplistic proxies and attempts to reflect persistence (trend tendency) vs anti-persistence (mean reversion tendency) from the underlying return structure. 2) Hurst Smoothing Raw Hurst values can be noisy, so the script applies EMA smoothing before regime decisions. float rawHurst = calc_robust_hurst(i_hurstLen) float hVal = ta.ema(rawHurst, i_smoothHurst) This stabilized hVal is the value used across regime classification, dynamic visuals, and the HUD display. 3) Regime Classification The smoothed Hurst reading is compared to user thresholds to label the environment. string regime = "NEUTRAL" if hVal > i_trendZone regime := "TRENDING" else if hVal < i_chopZone regime := "MEAN REV" Higher Hurst implies more persistence, so the indicator treats it as a trend environment. Lower Hurst implies more mean-reverting behavior, so the indicator enables MR logic and emphasizes faster adaptation. 4) Dual Channel Models (Fast and Slow) HOAC computes two candidate channel structures in parallel. Each model is a WMA basis with volatility envelopes derived from standard deviation. Inner and outer bands are created using different multipliers. Fast model (more reactive): float fastBasis = ta.wma(close, 20) float fastDev = ta.stdev(close, 20) ChannelObj fastM = ChannelObj.new(fastBasis, fastBasis + fastDev * 2.0, fastBasis - fastDev * 2.0, fastBasis + fastDev * 1.0, fastBasis - fastDev * 1.0, math.abs(close - fastBasis)) Slow model (more stable): float slowBasis = ta.wma(close, 50) float slowDev = ta.stdev(close, 50) ChannelObj slowM = ChannelObj.new(slowBasis, slowBasis + slowDev * 2.5, slowBasis - slowDev * 2.5, slowBasis + slowDev * 1.25, slowBasis - slowDev * 1.25, math.abs(close - slowBasis)) Both models store their structure in a ChannelObj type, including the instantaneous tracking error (abs(close - basis)). 5) Rolling Error Memory and Model Preference To decide which model fits current conditions better, the script stores recent errors into rolling arrays and compares cumulative error totals. var float errFast = array.new_float() var float errSlow = array.new_float() update_error(float errArr, float error, int maxLen) => errArr.unshift(error) if errArr.size() > maxLen errArr.pop() Each bar updates both error histories and computes which model has lower recent accumulated error. update_error(errFast, fastM.error, i_optLookback) update_error(errSlow, slowM.error, i_optLookback) bool preferFast = errFast.sum() < errSlow.sum() This is an interpretable optimization approach: it does not attempt to brute-force parameters, it simply prefers the model that has tracked price more closely over the last i_optLookback bars. 6) Winner Selection Logic (Regime-Aware Hybrid) The final model selection uses both regime and rolling error performance. ChannelObj winner = regime == "MEAN REV" ? fastM : (preferFast ? fastM : slowM) rawMid := winner.mid rawUp := winner.upper rawDn := winner.lower rawUpInner := winner.upper_inner rawDnInner := winner.lower_inner In Mean Reversion, the script forces the fast model to ensure responsiveness. Otherwise, it selects the lowest-error model between fast and slow. 7) Optional Output Smoothing After the winner is selected, the script optionally smooths the final channel outputs using the chosen moving average type. smooth(float src, string type, int len) => switch type "SMA" => ta.sma(src, len) "EMA" => ta.ema(src, len) "HMA" => ta.hma(src, len) "RMA" => ta.rma(src, len) => src float finalMid = i_enableSmooth ? smooth(rawMid, i_smoothType, i_smoothLen) : rawMid float finalUp = i_enableSmooth ? smooth(rawUp, i_smoothType, i_smoothLen) : rawUp float finalDn = i_enableSmooth ? smooth(rawDn, i_smoothType, i_smoothLen) : rawDn float finalUpInner = i_enableSmooth ? smooth(rawUpInner, i_smoothType, i_smoothLen) : rawUpInner float finalDnInner = i_enableSmooth ? smooth(rawDnInner, i_smoothType, i_smoothLen) : rawDnInner This preserves decision integrity since smoothing happens after model selection, not before. 8) Dynamic Visual Intensity From Hurst Transparency is derived from the distance of hVal to 0.5, so stronger behavioral regimes appear with clearer tints. int dynTrans = int(math.max(20, math.min(80, 100 - (math.abs(hVal - 0.5) * 200))))
Pine Script®指標
由UnknownUnicorn113699460提供
Global Sessions Pro NY/London/Tokyo - O/C/H/LGLOBAL SESSIONS PRO — NY / LONDON / TOKYO Session Opens, Highs, Lows, Midpoints, Closes, Ranges & Killzones OVERVIEW Global Sessions Pro is a comprehensive session-mapping indicator designed for traders who rely on market structure, session context, and time-based behavior. The indicator automatically plots New York, London, and Tokyo sessions, including: • Session Open, High, Low, Midpoint, and Close • Prior session levels projected forward • Session range boxes • Right-side labeled price levels (clearly identified) • Stacked session summary labels (no overlap) • Optional killzones and overlap windows • Breakout alerts (prior or current session levels) The script is fully timezone-aware, DST-safe, and works on any chart timeframe. KEY FEATURES SESSION MAPPING For each session (NY / London / Tokyo), the indicator can display: • Open • High • Low • Midpoint (High + Low) / 2 • Close Each level is drawn with its own horizontal line and optional right-side label, so there is never confusion about which line represents which level. SESSION RANGE BOXES Optional shaded boxes highlight the true session range as it develops in real time. These are useful for visualizing: • Compression vs expansion • Relative session volatility • Strength or weakness between sessions Opacity and visibility are fully configurable. RIGHT-SIDE LEVEL LABELS Each session level can be labeled on the right edge of the chart, showing: • Session name (NY / Lon / Tok) • Level type (O / H / L / M / C) • Optional price value Examples: NY H: 18234.25 Lon L: 18098.50 Tok M: 18142.75 This eliminates ambiguity when multiple session levels overlap or share similar colors. SESSION SUMMARY LABELS (AUTO-STACKED) At the top of each session range, an optional summary label displays: • Session name • Open / High / Low / Close • Total range (points) • Range in ticks • ATR multiple Summary labels are automatically stacked vertically using ATR-based or tick-based spacing, preventing overlap even when multiple sessions occur close together. PRIOR SESSION LEVELS The indicator can project prior session levels into the next session, including: • Prior High and Low • Optional prior Open, Close, and Midpoint These levels are commonly used for: • Support and resistance • Liquidity sweeps • Mean reversion • Failed breakouts Projection length is configurable and safely capped to comply with TradingView drawing limits. KILLZONES AND SESSION OVERLAPS Optional background shading highlights key institutional windows: • London Open • New York Open • London / New York overlap These zones help identify high-probability volatility windows and time-based trade filters. All killzones respect the selected session timezone basis. ALERTS Built-in alerts are available for: • Break of prior session high • Break of prior session low • Break of current session high • Break of current session low Alerts can be configured to trigger on wick or close. Alert logic is written using precomputed crossover detection to ensure historical consistency and avoid missed or false alerts. TIMEZONE AND SESSION HANDLING (IMPORTANT) SESSION TIME BASIS OPTIONS The indicator supports three session-time modes: Market Local (DST-aware) – Recommended • New York uses America/New_York • London uses Europe/London • Tokyo uses Asia/Tokyo • Automatically adjusts for daylight saving time UTC (Fixed) • Sessions are interpreted strictly in UTC • Best for crypto or non-DST workflows • Requires manual adjustment during DST changes Custom Timezone • Define a single custom timezone for all sessions This ensures sessions display correctly regardless of the chart’s timezone. DEFAULT SESSION TIMES (Default values assume Market Local (DST-aware) mode) Tokyo: 09:00 – 15:00 London: 08:00 – 16:30 New York: 09:30 – 16:00 These defaults are optimized for cash and index trading. FX traders may adjust session windows as needed. BEST USE CASES This indicator is particularly effective for: • Index futures (ES, NQ, RTY, DAX, FTSE) • Forex session-based strategies • Time-based breakout systems • Liquidity sweep and mean-reversion models • London Open and New York Open trading • Multi-session market context analysis PERFORMANCE AND SAFETY NOTES • All future-drawn objects are capped to comply with TradingView limits • Crossover logic is evaluated every bar to prevent calculation drift • Old session drawings are automatically culled to reduce chart clutter • Works on all intraday and higher timeframes RECOMMENDED SETTINGS For most traders: • Session Time Basis: Market Local (DST-aware) • Show Open / High / Low / Midpoint: ON • Prior Session Levels: ON • Summary Labels: ON • Killzones: ON • Alerts: ON (Close-based) FINAL NOTES This indicator is designed to provide objective session structure without opinionated trade signals. It works best as a context layer combined with your own execution rules, confirmations, and risk management. If you trade time, structure, and liquidity, this script provides the framework.
Pine Script®指標
由valmont33提供