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Market to NAV Premium Arbitrage Alpha IndicatorMARKET TO NAV PREMIUM ARBITRAGE ALPHA INDICATOR A quantitative tool for identifying statistical mispricings between market capitalization and net asset value (NAV), designed specifically for arbitrage strategies and alpha generation in Bitcoin-holding companies like MicroStrategy (MSTR), companies or SPACS used mostly to hold crypto, Bitcoin ETFs, and other NAV-based instruments. Can probably be also used in certain spin-offs. 📊 KEY FEATURES: ✅ Real-time Premium/Discount Calculation • Automatically retrieves market cap data from TradingView • Calculates precise NAV based on underlying asset holdings • Formula: (Market Cap - NAV) / NAV × 100 ✅ Statistical Analysis Framework • Historical percentile rankings (customizable lookback period) • Standard deviation bands (2σ) for extreme value detection • Smoothing options to reduce noise ✅ Multi-Source Market Cap Detection • Priority system: TradingView data → Calculated → Manual override • Automatic fallback mechanisms for data reliability ✅ Advanced NAV Modeling • Basic NAV: Asset holdings + cash • Adjusted NAV: Includes software business value, debt, preferred shares. If the company has a lot of this kind of intrinsic value, put it in the "cash" field • Support for any underlying asset (BTC, ETH, etc.) 📈 TRADING APPLICATIONS: 🎯 Pairs Trading Signals • Long/Short opportunities when premium reaches statistical extremes • Mean reversion strategies based on historical ranges • Risk-adjusted position sizing using percentile ranks 🎯 Arbitrage Detection • Identifies when market pricing significantly deviates from fair value • Quantifies the magnitude of mispricing for profit potential • Historical context for timing entry/exit points 🔧 CONFIGURATION OPTIONS: • Underlying Asset: Any symbol (default: COINBASE:BTCUSD) NEED MANUAL INPUT • Asset Quantity: Precise holdings amount. NEED MANUAL INPUT • Cash Holdings: Additional liquid assets. NEED MANUAL INPUT • Market Cap Mode: Auto-detect, calculated, or manual • Advanced Adjustments: Business value, debt, preferred shares • Display Settings: Lookback period, smoothing, custom colors 🎯 PERFECT FOR: • Quantitative traders focused on statistical arbitrage • Institutional investors monitoring NAV-based instruments • Bitcoin ETF and MSTR traders seeking alpha generation • Risk managers tracking premium/discount exposures • Academic researchers studying market efficiency (as you can see, markets are not efficient 😉) 🔗 CONNECT & SUPPORT: Follow for updates and additional quantitative trading tools. Feedback and suggestions welcome!
Pine Script®指標
由HenriqueCentieiro提供
COBRA X Mastermind – Ultimate Smart Panel✅ COBRA X Mastermind – Ultimate Smart Panel COBRA X Mastermind – Ultimate Panel | Structure, Volume, Signals & Smart Entry 📝 (Description): COBRA X Mastermind is a precision smart panel for reading market structure, detecting high-quality entries and visualizing critical components in one screen: Detect Break of Structure (BoS) and CHoCH with context Auto-mark Order Blocks and Fair Value Gaps (FVGs) Volume Spike & VWAP alignment for smart trend confirmation Directional bias from EMA + Dynamic Flow analysis Hidden divergence detection to anticipate trap moves Built-in Signal Strength meter with real-time TP/SL suggestion Each row in the panel reflects a real-time reading of price action, structure, volume, and entry risk. 🔍 How to use it: Look for a valid signal only when structure + volume + divergence are in agreement. Use the panel strength bar to validate setups. This script is open-source and optimized for 1m and 5m charts, especially on Gold and FX pairs. Clean, non-repainting, and built for professional scalpers.
Pine Script®指標
由C0BRA_提供
EdgeXplorer - Gaussian Forecast GridEdgeXplorer – Gaussian Forecast Grid The Gaussian Forecast Grid is a forward-looking market modeling tool that uses a Gaussian Process Regression framework to estimate future price behavior. Built around a non-parametric machine learning approach, it maps recent historical price data to generate smoothed forecasts, offering an evolving yet mathematically grounded projection of where price could be headed. This is not a “signal generator”—it’s a probabilistic estimation tool that overlays a fitted baseline with a future-facing forecast curve, giving traders visual guidance on short-term trend expectations while accounting for noise and variance in price behavior. ⸻ 🔍 What Does the Gaussian Forecast Grid Do? Gaussian Forecast Grid takes a fixed historical training sample of price data and fits it using a Gaussian kernel, generating two key visual elements: • Fit Line — a smoothed, mathematically reconstructed version of the past data window • Forecast Line — a forward-projected estimation of price behavior based on the shape and curvature of the past data Traders can adjust how sensitive the model is to local volatility, how smooth the prediction curve is, and how frequently the forecast updates. ⸻ ⚙️ How It Works – Technical Logic Explained 1. Kernel Regression Foundation The tool applies a Gaussian kernel function that evaluates similarity between time steps in a defined window. This results in a covariance matrix that models how likely different values are to move together. kernel(x1, x2) = exp( - (x1 - x2)² / (2 * scale²) ) • X-axis: Time steps • Y-axis: Price deviations from baseline • Scale: Smoothing factor (determines how tight or loose the fit is) 2. Training Phase A fixed number of bars (Data Sample Length) are selected as the training window, from which the tool: • Computes a baseline average (via SMA) • Normalizes price deviations • Builds a covariance matrix for training (with optional noise) • Inverts the matrix to solve for weights 3. Forecast Generation With the model trained: • Future time steps (Projection Steps) are mapped • The kernel is applied between past and future points • A projected set of values is generated based on how past structure likely evolves 4. Model Refresh Options Users can control when the model retrains: • Lock Forecast: Generates forecast once and holds it • Update Once Reached: Recomputes after reaching the end of the forecast window • Continuously Update: Recalculates forecast on every new bar ⸻ 📈 What Each Visual Element Represents Visual Component Meaning Blue Line (Fit) A smoothed curve fitted to historical price behavior Red Line (Forecast) Projected price path based on Gaussian inference Baseline The mean price used to normalize the data Polyline Split Left = historical fit, Right = projected future These lines are dynamically drawn and cleared based on model refresh mode, ensuring only relevant and current data is displayed. ⸻ 📊 Inputs & Settings Explained Training Inputs Setting Description Data Sample Length How many bars are used to fit the model (higher = smoother, slower) Fit Color Color for the historical fit curve Forecast Controls Setting Description Projection Steps Number of future bars to forecast Prediction Color Color of the projected forecast line Model Behavior Setting Description Smoothing Factor Controls the “tightness” of the curve; lower values = more reactive Noise Scale Adds Gaussian noise to prevent overfitting; useful in high-volatility assets Model Behavior (Refresh Mode)  • Lock Forecast = static output  • Update Once Reached = refresh after forecast ends  • Continuously Update = live update every bar ⸻ 🧠 How to Interpret It in Real Markets This indicator does not tell you where price is going. Instead, it provides a smoothed probabilistic path based on the recent shape of price movement. Use Cases: • 🧭 Price Projection Framing: Align other tools (like OBs, liquidity zones, or support/resistance) within the estimated trajectory • 🔄 Reversion vs. Continuation: Compare current price position relative to the forecast path to judge whether the market is returning to structure or breaking from it • 📐 Bias Context: Use forecast slope direction to determine short-term directional bias ⸻ 🧪 Strategy Integration Tips • Pair with a volatility filter to use only when price is ranging or compressing • Overlay with SMC tools like OB, FVG, or BOS indicators for confirmation • Use as a visual narrative tool to avoid chasing price blindly during uncertain phases
Pine Script®指標
由EdgeXplorer提供
Adj Momentum (3M / 6M / 12M)Mirza Salman Volatility Adjusted Momentum. The Volatility Adjusted Momentum Indicator distills a security’s recent performance into a single, decision-ready metric that captures both the velocity and the reliability of its trend. By simultaneously rewarding sustained price appreciation and discounting erratic fluctuations, the indicator highlights those stocks that are not only advancing but doing so with a consistent, low-volatility profile—attributes typically favoured by quantitative momentum and trend-following frameworks. A high positive reading points to instruments exhibiting strong, orderly upward trajectories, making them prime candidates for capital allocation in momentum-oriented portfolios. Conversely, muted or negative readings reveal markets whose returns have been lacklustre, unstable, or downward-sloping, signalling that they warrant caution or exclusion. In practice, this indicator enables portfolio managers and traders to rank broad watch-lists swiftly, focus due-diligence on the most robust price leaders, and enforce systematic discipline in scaling back exposure to choppier, less reliable names—all without resorting to subjective chart interpretation or ad-hoc volatility filters.
Pine Script®指標
由mirzasalman00提供
MonthlyProfitTable# Monthly Profit Table Library **Automatically create beautiful monthly profit/loss tables for your Pine Script strategies with just 3 lines of code!** ## 🎯 What It Does This library automatically tracks your strategy's performance and displays it in a clean, professional monthly profit table similar to what you see in institutional trading reports. No manual calculations required - just import and use! ## ✨ Key Features - **🚀 Super Easy Setup**: Just 3 lines of code to get started - **📊 Automatic Tracking**: Monitors your strategy's P&L automatically - **📅 Monthly & Yearly Breakdown**: Shows profits/losses by month and year - **🎨 Customizable Colors**: Choose your own color scheme - **📍 Flexible Positioning**: Place the table anywhere on your chart - **💯 Percentage & Dollar Values**: Shows both absolute and percentage returns - **🔄 Real-time Updates**: Updates automatically as your strategy runs ## 🛠️ How to Use // Import the library import your_username/MonthlyProfitTable/1 as mpt // In your strategy: // Step 1: Create a profit tracker var profitData = mpt.newProfitData() // Step 2: Update tracking data profitData := mpt.updateProfitData(profitData) // Step 3: Display the table mpt.showSimpleProfitTable(profitData) ## 🎨 Customization Options - **Precision**: Control decimal places for numbers - **Colors**: Customize header, cell, positive, and negative colors - **Position**: Place table in any corner of your chart - **Styling**: Choose between simple or custom styling ## 💡 Perfect For - Strategy backtesting analysis - Performance monitoring - Professional strategy presentations - Trading journals and reports - Risk management analysis ## 📈 Example Output Creates a table showing: - Monthly profits/losses for each month - Yearly totals and percentages - Color-coded positive (green) and negative (red) values - Clean, professional appearance Transform your strategy analysis from basic equity curves to professional-grade monthly breakdowns! **Compatible with all Pine Script v6 strategies. Works with any timeframe and symbol.**
Pine Script®腳本庫
由candythink提供
Daily, Weekly, Monthly Current/Average RangeThe "Daily, Weekly, Monthly Current/Average Range" calculates and displays current and average price ranges (high - low) for daily, weekly, and monthly timeframes in a customizable table. Users can adjust the lookback period, table size, and font color, with the table updating on the last bar for efficiency. When the current range exceeds the average for a timeframe, the corresponding cell highlights green, signaling price possibly reaching maximum expansion and potential retracement or consolidation may follow.
Pine Script®指標
由Eightgent7提供
Optimized NQ ORB Strategy (Fixed)🧠 Strategy Description Optimized NASDAQ Futures Opening Range Breakout (ORB) Strategy This script implements a dynamic and risk-aware Opening Range Breakout (ORB) strategy tailored for trading NASDAQ futures (NQ) during the regular U.S. market session. ⚙️ Core Logic: ORB Definition: The opening range is defined from 9:30 AM to a user-defined time window (default: 15 minutes). Breakout Triggers: Long: Triggered when price closes above ORB high and VWAP in an uptrend. Short: Triggered when price closes below ORB low and VWAP (optional, disabled by default). Trend Filter: Long entries must align with a 50-period SMA uptrend. Volatility Filter: Trades are allowed only when ATR exceeds a minimum threshold. ORB Range Filter: Prevents trades on low-range, choppy days by skipping narrow ORBs. VWAP Confirmation: Ensures trades align with real-time market sentiment. 💼 Risk Management: ATR-based Stop Loss & Take Profit: Stops and targets are dynamically calculated using a multiple of ATR. Daily Profit Target: Automatically closes all positions when the profit target is reached. Breakeven Protection: After price moves 1x ATR in your favor, stops are moved to breakeven. Time-Based Exit: All positions are flattened at 2:45 PM to avoid end-of-day volatility. Max Position Size: Contracts are calculated based on a fixed risk percentage per trade, capped by a max contracts limit. 📊 Customizable Inputs: ORB window duration Max contracts Risk per trade ATR multiplier Minimum volatility (ATR) required Minimum ORB range in points Enable/disable short trades Daily profit target One-trade-per-direction filter 🧪 Ideal Usage Best used on 1-min or 5-min NASDAQ futures charts (NQ1! or MNQ1!) with extended hours disabled, to match NYSE trading session data. Forward test over 3–6 months of data for optimal results. 📌 Disclaimer This script is for educational and research purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always test thoroughly before using real capital.
Pine Script®策略
由ericoj13提供
Fundig Rate OI# 🚀 Bitcoin Funding Rate + Open Interest Indicator - PineScript v6 ## 📋 Summary I've developed a **Bitcoin-specific** indicator that combines **Funding Rate** with **normalized Open Interest** for advanced futures analysis. After months of testing exclusively on BTC, the results have been excellent for identifying reversal points and confirming trends. --- ## 🎯 Why Bitcoin Only? **Technical reasons:** - BTC has the highest volume and liquidity in futures - More consistent and reliable data - Less manipulation than altcoins - More stable correlation between FR and OI **Problem it solves:** - Traditional indicators only show one metric - Difficult to correlate FR with BTC market volume/interest - Lack of normalization makes OI hard to interpret - Need for a tool specific to the king of cryptos **Solution:** ✅ **Dynamic Funding Rate** optimized for BTC ✅ **Normalized Open Interest** (3 different methods) ✅ **Binance BTCUSDTPERP data** exclusively ✅ **Alert system** calibrated for BTC volatility ✅ **Real-time info table** --- ## 🔧 Technical Features ### Main Configurations: - **Fixed symbol:** BTCUSDTPERP (Binance) - **Lower timeframe:** 1m, 5m, 15m for precise calculations - **OI normalization methods:** - Min-Max (0-1 range) - RSI (momentum-based) - Z-Score (statistical distribution) - **Optimized lookback:** 100 bars (ideal for BTC) - **Alert system:** Thresholds calibrated for BTC ### Data Sources: 🔸 **Premium Index:** BINANCE:BTCUSDT_PREMIUM 🔸 **Open Interest:** BINANCE:BTCUSDTPERP_OI 🔸 **Timeframes:** From 1m to Daily 🔸 **Precision:** 4 decimals for FR --- ## 📊 How to Interpret Bitcoin Signals ### Funding Rate (Histogram): - **FR > 0.1%:** BTC longs paying high → Possible short - **FR < -0.1%:** BTC shorts paying high → Possible long - **FR extreme (>0.5%):** High probability of BTC reversal - **FR neutral (±0.05%):** Balanced market ### Open Interest (Blue line): - **OI > 0.8 + high FR:** Many BTC longs trapped → Bearish - **OI < 0.2 + low FR:** Short capitulation → Bullish - **OI divergence:** BTC trend weakening ### Bitcoin-Specific Combinations: 1. **FR > 0.3% + OI > 0.85:** Imminent bearish reversal 2. **FR < -0.2% + OI < 0.15:** Probable bullish reversal 3. **FR oscillating + OI growing:** Accumulation before move --- ## 💡 Real Bitcoin Use Cases **Example 1 - Bullish Reversal (March 2024):** ``` Situation: BTC falling from 73k to 60k FR: -0.18% (shorts paying high premium) OI: 0.12 (very low, short capitulation) Result: Bounce to 67k (+11%) ``` **Example 2 - Local Top (February 2024):** ``` Situation: BTC at ATH 73.8k FR: +0.42% (desperate longs paying) OI: 0.91 (extremely high) Result: Correction to 60k (-18%) ``` **Example 3 - Bullish Continuation:** ``` Situation: BTC consolidating at 45k FR: +0.05% (neutral) OI: 0.65 (steadily growing) Result: Breakout to 52k (+15%) ``` --- ## 🚨 Bitcoin-Calibrated Alert System The indicator includes Bitcoin-specific alerts: 1. **BTC FR Spike Up:** FR > 0.15% (adjusted to BTC volatility) 2. **BTC FR Spike Down:** FR < -0.15% 3. **BTC OI Extreme High:** Normalized OI > 0.88 4. **BTC OI Extreme Low:** Normalized OI < 0.12 **Recommended BTC configuration:** - **Scalping:** 5m and 15m - **Swing Trading:** 1h and 4h - **Position Trading:** Daily - Always combine with BTC support/resistance --- ## 📈 Bitcoin Backtesting Results **Testing period:** 12 months (July 2023 - July 2024) **Exclusive pair:** BTCUSDTPERP **Timeframes:** 15m, 1h, 4h, 1D **BTC-specific results:** - **Reversal accuracy:** ~78% (better than altcoins) - **False signals:** Reduced 45% vs FR alone - **Best timeframe:** 1h for swing, 15m for scalping - **Worst period:** Sideways market (Nov-Dec 2023) - **Best period:** Strong trends (Oct 2023, Mar 2024) **Key statistics:** - **23 major reversal signals:** 18 successful - **Average gain:** +8.3% per successful trade - **Average loss:** -2.1% per failed trade - **Risk/reward ratio:** 1:3.9
Pine Script®指標
由didaz提供
2
OI BTC Profile# 🚀 Bitcoin Open Interest Profile ## 📊 **What is this indicator?** The **Bitcoin Open Interest Profile** is an advanced indicator developed in Pine Script v6 that visualizes the distribution of Bitcoin's Open Interest (OI) across different price levels, similar to a Volume Profile but using Open Interest data. ## 🎯 **Key Features** ### **Open Interest Analysis** - **Dual Mode**: Visualizes both absolute OI value and net changes - **Data Source**: Uses Open Interest data from BINANCE:BTCUSDT.P-OI - **Configurable Lookback**: Up to 1000 historical bars for analysis ### **Professional Visualization** - **Horizontal Profile**: Horizontal bars showing OI concentration by price level - **Point of Control (POC)**: Automatically identifies the level with highest OI concentration - **Rolling POC**: Option to display dynamic POC in real-time ### **Advanced Customization** - **3 Color Schemes**: - **OI Gradient**: Colors by Open Interest intensity - **Bull/Bear**: Green for increases, red for decreases - **Custom**: Customizable color - **Adjustable Histogram**: Width, position, and orientation configurable - **Up to 500 levels**: Ultra-high resolution for detailed analysis ## 🔧 **Configurable Parameters** ### **Basic Settings** - `Lookback`: Number of bars to analyze (1-1000) - `Row Size`: Profile resolution (1-500 levels) - `Rolling POC`: Show dynamic POC - `OI Calculation`: Absolute value or net change ### **Style Settings** - `Width`: Histogram width (% of range) - `Bar Width`: Bar thickness - `Flip Histogram`: Invert orientation - `Color Schemes`: Multiple coloring options ## 📈 **Trading Applications** ### **Support and Resistance Analysis** - Identifies levels with highest concentration of open positions - POC acts as a magnetic price attractor ### **Liquidity Zone Detection** - High OI levels may indicate potential liquidation zones - Useful for identifying stop-loss clusters ### **Sentiment Analysis** - OI changes reveal accumulation or distribution patterns - Difference between absolute value and net changes provides context ### **Entry Timing** - Rolling POC can act as dynamic support/resistance - Confluence with traditional technical analysis ## 💡 **Competitive Advantages** ### **Optimized Performance** - Maximum 500 simultaneous lines for smooth operation - Efficient calculations with native arrays - Compatible with multiple timeframes ### **Total Flexibility** - Adaptable to different trading strategies - Granular configuration for each trader - Overlay that doesn't interfere with price analysis ### **Institutional Data** - Access to market-moving metrics - Information not available in traditional indicators - Informational advantage over retail traders ## 🚨 **Recommended Use Cases** ### **Scalping and Day Trading** - Use high resolution (300-500 rows) with short lookback (50-100 bars) - Rolling POC as intraday reference ### **Swing Trading** - Medium resolution (100-200 rows) with extended lookback (200-500 bars) - Focus on high OI levels for targets ### **Positional Analysis** - Maximum lookback (500-1000 bars) for historical context - Identification of accumulation/distribution zones ## 🎨 **Visual Examples** The indicator generates a horizontal profile showing: - **Longer bars**: Higher Open Interest concentration - **POC (dotted line)**: Level of maximum interest - **Color gradient**: OI intensity or bull/bear sentiment ## 🔥 **Why is it unique?** 1. **First of its kind**: Combines volume analysis with derivatives metrics 2. **Institutional precision**: Real-time Open Interest data 3. **Extreme versatility**: Adaptable to any trading style 4. **Optimized performance**: Efficient code for professional use ## 📞 **Feedback and Improvements** Would you like to see any additional functionality? Any specific parameters for your strategy? --- *Developed by an experienced trader for experienced traders. Compatible with Pine Script v6 and optimized for Bitcoin, but adaptable to other instruments with available OI data.*
Pine Script®指標
由didaz提供
NQ AM ModelOverview 📈 The NQ AM Model is a fully automated backtesting strategy designed specifically for Nasdaq futures (NQ & MNQ). It focuses on a systematic price action pattern that frequently occurs during the volatile New York morning session. This tool is built for traders who want to rigorously test a specific, disciplined trading model. It incorporates dynamic position sizing, advanced stop loss options, and integrated alerts to create a complete trading system. The Trading Model 🧠 The strategy's logic is based on a "one-shot" daily model. It's designed to be highly selective and takes a maximum of one trade per day. Premarket Analysis: The strategy first defines key price levels based on the NY premarket session activity. Liquidity Engagement: During the active AM session, it waits for the market to engage with one of these key premarket levels. Confirmation Signal: After a key level is met, the strategy looks for a specific, time-sensitive confirmation pattern to signal a potential reversal. Execution: If the confirmation occurs and meets a minimum Risk/Reward requirement, the strategy will enter a trade. The take profit is automatically set at the opposing premarket level. Once the single trade opportunity for the day is either taken or missed, the strategy remains inactive until the next day. Key Features ✨ Dynamic Position Sizing: Automatically calculates the number of contracts to trade based on a fixed dollar risk you define. It risks the same amount on every trade, regardless of the stop loss distance. Advanced Stop Loss Options: Choose between two SL methods: ATR Stop: A classic stop loss based on a multiple of the Average True Range. Swing Point Stop: A dynamic stop placed above/below the key swing high/low that formed before the entry, plus a customizable buffer. Pre-Defined Targets: The take profit is intelligently set at the opposing premarket high or low, providing a logical target for every trade. Risk/Reward Filter: The strategy will only enter a trade if the potential reward versus the risk meets your specified minimum R/R ratio. Comprehensive Visuals: Draws a clean Risk/Reward box on the chart for every trade. Includes an on-screen Status Table that displays key information about any active trade. Full Session Control: Use the settings to enable or disable trading on specific days of the week to fine-tune the strategy's performance. Telegram Alerts: Integrate a Telegram bot to receive instant notifications for trade entries, take profits, and stop losses. How to Configure ⚙️ Set Your Risk: In the settings, begin by entering your desired Risk Amount per Trade ($) and ensure the Point Value matches the instrument you are trading ($2 for MNQ, $20 for NQ). Choose Your SL: Decide whether to use the ATR Stop Loss Multiplier or enable the Use Swing High/Low for Stop Loss option. Define Your Minimum RR: Set the Minumum RR amount to enter trades to filter out lower-quality setups. Backtest: Use TradingView's Strategy Tester to see how the model performs on historical data with your settings. Adjust the day-of-week filters to optimize for different market conditions.
Pine Script®策略
由tncylyv提供
Noon Curve Box with Quadrants & 1st FVGOverview 📜 The Noon Curve Box with Quadrants & 1st FVG is a comprehensive analysis tool built for intraday traders. It automates the process of identifying and visualizing key time-based concepts popularized by ICT (Inner Circle Trader) and other price action methodologies. While the concepts themselves are public, this script's value lies in its unique automation and clear presentation. It saves you the manual effort of marking session ranges, quadrants, and searching for critical imbalances every single day, allowing you to focus purely on execution. Underlying Concepts Explained 🧠 This script is built on a few core price action principles: Time-Based Profiling: The idea that different times of the trading day have different characteristics. The script visually separates the main session into 2-hour quadrants to help you track momentum shifts. Fair Value Gaps (FVG): An FVG is a three-bar pattern that indicates a price imbalance or inefficiency. It's a foundational concept in many institutional trading methods. A Bullish FVG (or BISI) forms when there is a gap between the first candle's high and the third candle's low: Candle 1 HighCandle 3 High "Silver Bullet" Time Windows: This indicator specifically targets the first FVG formed during the high-impact AM session (9:30-10:00 NY Time) and a corresponding PM session (13:30-14:00 NY Time), as these are often considered high-probability reversal or continuation zones. Key Features & How It Works ✨ Automated Session Box: The script automatically draws a box around the high and low of your specified trading session (default is 8:00 AM - 4:00 PM New York time). This provides an instant view of the day's operating range. Dynamic Quadrant Analysis: The session is automatically divided into 2-hour quadrants. Each box is colored based on its internal momentum (close vs. open), providing an at-a-glance summary of buying or selling pressure throughout the day. Precision FVG Detection: The script's core logic scans for the very first FVG within the AM (9:30-10:00) and PM (13:30-14:00) windows. It identifies the exact 3-bar pattern and immediately draws a box marking the imbalance zone. Once the first FVG is found for a window, the script stops searching, ensuring your chart remains clean and focused on the most significant, initial imbalance. The FVG boxes extend to the current bar, keeping these key levels of interest visible all day. How to Use This Indicator 🎯 Context: Use the Session Box high and low as your primary intraday support and resistance levels. Momentum: Use the Quadrant Box colors to gauge the flow of the market. A switch from red to green, for example, can signal a potential shift in control. High-Probability Setups: The AM and PM First FVG boxes are your key points of interest. These imbalances often act as price magnets. Look for price to return to these zones to find potential entries, as they may act as support (bullish FVG) or resistance (bearish FVG). Settings and Customization ⚙️ You have full control over all visual elements. Session Control: Adjust the session time and timezone. Visual Toggles: Enable or disable the Session Box, Quadrants, and AM/PM FVGs. Color Customization: Match all elements to your personal chart theme. History: Limit the number of historical FVG boxes displayed to keep your chart clean.
Pine Script®指標
由tncylyv提供
Range & Consolidation DetectorHello friends, I’m excited to share my latest discovery with you — the Range & Consolidation Detector. This script is built on a unique methodology I’m truly proud of. It uses no traditional indicators like ADX, RSI, or ATR — just pure statistics and mathematics under the hood. No parameters to tweak, no settings to guess — it just works, right out of the box. 🛠️ How It Works At its core is a proprietary formula that reliably identifies ranging conditions across all tickers and timeframes. It’s simple, robust, and consistent — exactly what traders need to spot sideways markets without noise or lag. 🔥 Key Features Pine Script v6 – Uses the latest version for maximum performance Zero configuration – No inputs to adjust, no hidden settings — the algorithm works automatically Optimized performance – Runs efficiently for smooth charting Universal compatibility – Works flawlessly on any asset and timeframe, in every market condition — from euphoric peaks to choppy ranges 📸 Visual Examples If you’d like access or have any questions, feel free to reach out to me directly via DM. 👋 Good luck and happy trading!
Pine Script®指標
由everget提供
31
Quantum DipSpectrum | QuantumResearch🌌 Quantum DipSpectrum | QuantumResearch Mass Dip Detection Across 40 Cryptos 🧠 What It Is Quantum DipSpectrum is a market breadth analyzer that tracks statistically significant dips across 40 major altcoins in real time. Instead of looking at a single asset in isolation, this tool highlights when a broad market flush is underway, by detecting synchronized extreme drops using percentile + deviation filters. 🔍 How It Works This indicator uses the same underlying method as the Dip Hunter script. The indicator then counts how many assets are dipping at the same time and plots this score as a histogram. ⚙️ Features ✅ Tracks 40 large-cap and mid-cap crypto assets 🧪 Uses dual-percentile & stdev-based anomaly filters 🎯 Fully customizable lookback length & threshold 🎨 Visual gradient highlighting calm vs. panic states 🔔 Alert-ready when dip breadth exceeds threshold ⏱ Adjustable timeframe input (e.g., daily, 4h) 📊 Ideal For 🔎 Spotting altcoin market capitulations 🛒 Timing dip-buy entries with more confidence 📈 Identifying oversold cluster zones across sectors 🧠 Supplementing your macro accumulation strategy 🚨 Why It’s Unique Unlike traditional oscillators, this is a multi-asset statistical dip scanner. Instead of relying on arbitrary RSI oversold levels, it uses hard math (percentiles & standard deviation) to detect real market anomalies. You don’t just see if one coin is crashing -- you see if the whole crypto complex is flashing weakness. 📈 Threshold Tip Score ≥ 14 typically marks broad panic zones Adjust threshold input based on your risk appetite or time horizon ⚠️ Disclaimer This indicator is for educational and informational purposes only and does not constitute financial advice. Cryptocurrency trading is highly volatile and involves significant risk.
Pine Script®指標
由QuantumResearch提供
KOSPI-BCH Strategy (Weekly Based)Trade KOSPI200 using Weekly Bitcoin Cash (BCH) Signals! This is not your typical stock or crypto system. The KOPSI-BCH Strategy leverages unique weekly data from Bitcoin Cash (BCH) to generate buy and sell signals for KOSPI200—Korea’s premier equity index. Why is it unique? Most strategies focus only on stock indicators or crypto price action. Here, we combine the best of both worlds: Crypto market momentum meets KOSPI200 trading. How does it work? The strategy analyzes weekly BCH price changes, cumulative drops, volume, and momentum to pinpoint high-probability entries and exits for KOSPI200. It’s designed to capture market turning points and avoid false signals. Who is it for? Traders seeking an edge beyond conventional methods, and those who want to harness crypto insights to trade the Korean stock market. Experience the power of cross-market intelligence. KOSPI200, powered by BCH—see the difference for yourself! 👉 DM for details or a live demo.
Pine Script®策略
由lsh9500提供
1
ETH-BCH Strategy(Powered by BCH)Introducing ETH-BCH Strategy (Powered by BCH) Unlock a new perspective on crypto trading with our innovative ETH-BCH Strategy, now specially optimized for the ETHUSDT 2-hour chart. Available exclusively on TradingView for a limited time, this strategy leverages the unique interplay between Bitcoin Cash (BCH), Ethereum (ETH), and Bitcoin (BTC) to identify high-probability trading opportunities—without relying on conventional single-asset signals. Key Highlights: Multi-Asset Analysis: Dynamically compares price movements and momentum between BCH, ETH, and BTC, seeking to capture relative strength and weakness across major cryptocurrencies. Advanced Technical Filters: Incorporates a blend of classic and proprietary indicators, including: Bollinger Bands for volatility-based entry and exit zones Volume surges to confirm genuine market interest Momentum oscillators for trend validation and overbought/oversold detection Smart Entry & Exit Logic: Buy and sell conditions are designed to avoid noise and false signals, focusing on periods of significant divergence and market inflection points. Risk Management Built-In: Includes timing filters to prevent overtrading and optimize entry and exit timing. Visual Insights: Key indicator levels and signals are clearly plotted for intuitive chart-based decision-making. The full algorithmic logic remains proprietary, ensuring a competitive edge for early adopters. Experience the performance and transparency of the strategy in action—without revealing the core code. Try it now and see how cross-asset crypto analytics—tailored for the ETHUSDT 2-hour timeframe—can elevate your trading decisions. Available as a protected script—contact us for access or more information. Note: This strategy is for educational and informational purposes only. Past performance does not guarantee future results.
Pine Script®策略
由lsh9500提供
2
🚀 מערכת NQ1 חכמה V6 - מהדורת עילית English Explanation 🚀 NQ1 Smart System V6 - Elite Edition: A Deep Dive This is not just an indicator; it's a comprehensive, semi-automated trading intelligence system designed specifically for the Nasdaq 100 (NQ). The "Elite Edition" moniker is well-earned, as it integrates multiple institutional-grade strategies, dynamic adaptation, and a sophisticated learning mechanism that mimics an AI's approach to market analysis. Its primary goal is to identify high-probability support (demand) and resistance (supply) zones, score them based on a vast array of factors, and provide a clear, actionable trade plan. 🎯 Core Engine: The Multi-Strategy Zone Detection The system doesn't rely on a single method. It continuously scans the market for several proven trading patterns and concepts, acting as a team of expert analysts working in parallel. 💧 Trapped Liquidity & Order Blocks: Identifies areas where strong market impulses originated, leaving behind "footprints" of institutional orders. It pinpoints these zones as likely points for a future market reaction. 🔄 Wyckoff Methodology: It detects "Springs" (false breakouts below support) and even full Wyckoff accumulation/distribution cycles, which are powerful signs of an impending trend reversal. 🌍 Time-Based Liquidity: The system automatically maps out critical levels from previous sessions that often act as magnets for price: Previous Day/Week High & Low Asia Session Range High & Low 🔵 Psychological Round Numbers: Automatically detects and scores key psychological levels (e.g., 20,000, 20,100) that often trigger significant reactions. ⏰ NQ-Specific Strategies: Includes dedicated logic for the US market open, identifying common reversal patterns that occur in the first 30-60 minutes of the session. 🎯 Confluence: The system's true power lies in its ability to find confluence, where multiple of the above strategies point to the exact same price level. These confluence zones receive a significantly higher score, representing a "hotspot" of technical agreement. 🧠 The "Smart Brain": Advanced Scoring & Confirmation Finding a zone is just the first step. The NQ1 V6 system then subjects each potential zone to a rigorous vetting process. Dynamic Confirmation: Before a zone is considered "tradable," the system checks in real-time: Approach Momentum: Is the price approaching the zone with conviction or exhaustion? MTF Context: Does the trend on a higher timeframe (e.g., 1-hour) support the trade direction? Real-Time Absorption: Is there evidence of large players absorbing orders at the level (high volume on small candles)? Intermarket Analysis: In a truly "elite" feature, the system automatically analyzes the 10-Year Bond Yields (ZN1!) and the Dollar Index (DXY). It understands their inverse correlation with the Nasdaq and gives zones a higher score if the broader intermarket picture is supportive. Mega Cap Filter: It even checks the sentiment of the largest tech stocks (like AAPL, MSFT, GOOGL) to confirm that the leaders of the index are aligned with the potential trade. 🧬 The "Genius" Part: The AI-Powered DNA & Learning Mechanism This is the system's most advanced and impressive feature. It's designed to learn and adapt to changing market conditions. 🧠 Context-Aware DNA: The system tracks the performance of each strategy (Order Block, Wyckoff Spring, etc.) under different market contexts. It learns, for example, that "Trapped Liquidity" might work best during high-volatility mornings, while "Round Numbers" are more effective in ranging afternoon sessions. It then adjusts the scores dynamically, giving more weight to the strategies that are performing right now. 💾 Success & Failure Memory: Success Memory: When a trade hits its profit target, the system remembers this. If a similar setup appears in the future, it can offer a slightly more aggressive (improved) entry point based on the previous success. Failure Memory (Toxic Zones): More importantly, when a zone fails, the system marks it as "toxic." It remembers not just the price, but the context of the failure (volatility, time of day, market regime). It will actively avoid creating new zones in similar toxic areas in the future, effectively learning from its mistakes. 📊 Visualization & Trade Management All this complex analysis is presented in a simple, actionable format. Clear Visuals: Zones are drawn on the chart, color-coded by their state (waiting, triggered, win, loss). Actionable Plans: For active trades, it draws the precise Entry, Stop Loss (SL), and multiple Take Profit (TP) levels. Persistent Memory: The system saves your trade history across sessions, allowing you to track long-term performance and win rates directly on the dashboard. Elite Dashboard: A powerful on-screen table summarizes everything: current trading mode, active zones, historical performance, the current market regime, and the status of all its advanced learning systems. In summary, the NQ1 Smart System V6 is an institutional-grade toolkit that aims to elevate retail trading by automating complex, multi-layered analysis and adding a powerful layer of adaptive intelligence. הסבר בעברית 🚀 מערכת NQ1 חכמה V6 - מהדורת עילית: הסבר מורחב זוהי לא עוד סתם מתנד; זוהי מערכת מודיעין מסחר מקיפה וחצי-אוטומטית, שתוכננה באופן ייעודי עבור מדד הנאסד"ק 100 (NQ). הכינוי "מהדורת עילית" מוצדק לחלוטין, שכן המערכת משלבת אסטרטגיות מסחר ברמה מוסדית, התאמה דינמית לשוק, ומנגנון למידה מתוחכם המדמה חשיבה של בינה מלאכותית בניתוח השוק. מטרתה העיקרית היא לזהות אזורי תמיכה (ביקוש) והתנגדות (היצע) בעלי סבירות גבוהה, לנקד אותם על בסיס מגוון רחב של פרמטרים, ולספק תוכנית מסחר ברורה ומוכנה לפעולה. 🎯 מנוע הליבה: זיהוי אזורים רב-אסטרטגי המערכת לא מסתמכת על שיטה אחת. היא סורקת את השוק באופן רציף אחר מספר תבניות וקונספטים מוכחים, ומתפקדת כצוות של אנליסטים מומחים הפועלים במקביל. 💧 נזילות כלואה ובלוקי הזמנות (Order Blocks): המערכת מזהה אזורים מהם יצאו דחפים חזקים של מחיר, שהותירו מאחוריהם "טביעות רגל" של פקודות מוסדיות. היא מסמנת אזורים אלו כנקודות סבירות לתגובת מחיר עתידית. 🔄 מתודולוגיית ווייקוף (Wyckoff): היא מזהה "קפיצים" (Springs) - שבירות שווא של רמות תמיכה - ואף מחזורי איסוף/פיזור מלאים לפי שיטת ווייקוף, הנחשבים סימנים עוצמתיים להיפוך מגמה מתקרב. 🌍 נזילות מבוססת-זמן: המערכת ממפה אוטומטית רמות קריטיות מסשנים קודמים שלעיתים קרובות פועלות כמגנט למחיר: גבוה/נמוך של יום/שבוע קודם טווח המסחר של סשן אסיה 🔵 מספרים עגולים פסיכולוגיים: מזהה ומנקדת אוטומטית רמות פסיכולוגיות מרכזיות (למשל 20,000, 20,100) שלעיתים קרובות גורמות לתגובות שוק חזקות. ⏰ אסטרטגיות ייעודיות ל-NQ: כוללת לוגיקה ייעודית לפתיחת המסחר בארה"ב, המזהה תבניות היפוך נפוצות המתרחשות ב-30-60 הדקות הראשונות של יום המסחר. 🎯 הצטלבות (Confluence): הכוח האמיתי של המערכת טמון ביכולתה למצוא הצטלבויות, מצבים בהם מספר אסטרטגיות מהרשימה מצביעות על אותה רמת מחיר בדיוק. אזורי הצטלבות אלו מקבלים ניקוד גבוה משמעותית, ומייצגים "נקודה חמה" של הסכמה טכנית. 🧠 "המוח החכם": ניקוד ואישור מתקדמים מציאת אזור היא רק הצעד הראשון. מערכת NQ1 V6 מעבירה כל אזור פוטנציאלי תהליך סינון קפדני. אישור דינמי: לפני שאזור נחשב "כשר למסחר", המערכת בודקת בזמן אמת: מומנטום ההתקרבות: האם המחיר מגיע לאזור עם עוצמה או עם תשישות? הקשר רב-זמני (MTF): האם המגמה בטווח זמן גבוה יותר (למשל גרף שעתי) תומכת בכיוון העסקה? ספיגה בזמן אמת: האם ישנן עדויות לשחקנים גדולים ש"סופגים" פקודות ברמה זו (נפח מסחר גבוה בנרות קטנים)? ניתוח בין-שוקי (Intermarket): בתכונה השייכת ל"עילית" האסטרטגיות, המערכת מנתחת אוטומטית את התנהגות אג"ח ל-10 שנים (ZN1!) ואת מדד הדולר (DXY). היא מבינה את הקורלציה ההופכית שלהם לנאסד"ק ומעניקה ניקוד גבוה יותר לאזורים כאשר התמונה הבין-שוקית הרחבה תומכת. פילטר מניות הענק (Mega Cap): המערכת אף בודקת את הסנטימנט של מניות הטכנולוגיה הגדולות (כמו אפל, מיקרוסופט, גוגל) כדי לוודא שמובילות המדד נעות בכיוון העסקה הפוטנציאלית. 🧬 החלק ה"גאוני": מנגנון DNA ולמידה מבוסס AI זוהי התכונה המתקדמת והמרשימה ביותר של המערכת. היא נועדה ללמוד ולהסתגל לתנאי השוק המשתנים. 🧠 DNA מודע-הקשר: המערכת עוקבת אחר הביצועים של כל אסטרטגיה (קפיץ ווייקוף, בלוק הזמנות וכו') תחת תנאי שוק שונים. היא לומדת, לדוגמה, ש"נזילות כלואה" עשויה לעבוד הכי טוב בבקרים תנודתיים, בעוד "מספרים עגולים" יעילים יותר בשעות אחר-צהריים רגועות. בהתאם לכך, היא מתאימה את הניקוד באופן דינמי ומעניקה משקל רב יותר לאסטרטגיות שמצליחות כרגע. 💾 זיכרון הצלחות וכישלונות: זיכרון הצלחות: כאשר עסקה מגיעה ליעד הרווח, המערכת זוכרת זאת. אם תופיע בעתיד עסקה דומה, המערכת עשויה להציע נקודת כניסה מעט אגרסיבית יותר (משופרת) על סמך ההצלחה הקודמת. זיכרון כישלונות (אזורים רעילים): חשוב מכך, כאשר אזור נכשל, המערכת מסמנת אותו כ"רעיל". היא זוכרת לא רק את המחיר, אלא את ההקשר של הכישלון (תנודתיות, שעה ביום, משטר שוק). היא תימנע באופן אקטיבי מיצירת אזורים חדשים באזורים רעילים דומים בעתיד, ובכך לומדת ביעילות מטעויותיה. 📊 ויזואליזציה וניהול עסקה כל הניתוח המורכב הזה מוצג בצורה פשוטה וברורה לפעולה. ייצוג חזותי ברור: אזורים מצוירים על הגרף ומסומנים בצבעים לפי הסטטוס שלהם (ממתין, פעיל, רווח, הפסד). תוכניות מסחר מוכנות: עבור עסקאות פעילות, המערכת משרטטת את רמות הכניסה, הסטופ-לוס (SL) ויעדי הרווח (TP) המדויקות. זיכרון קבוע: המערכת שומרת את היסטוריית העסקאות שלך בין סשנים, ומאפשרת לך לעקוב אחר ביצועים ארוכי-טווח ואחוזי הצלחה ישירות בלוח המחוונים. לוח מחוונים (Dashboard) עילית: טבלה חכמה על המסך מסכמת הכל: מצב המסחר הנוכחי, אזורים פעילים, ביצועים היסטוריים, משטר השוק הנוכחי, והסטטוס של כל מערכות הלמידה המתקדמות. לסיכום, מערכת NQ1 חכמה V6 היא ערכת כלים ברמה מוסדית, השואפת לשדרג את המסחר העצמאי על ידי אוטומציה של ניתוח מורכב ורב-שכבתי, בתוספת שכבה עוצמתית של אינטליגנציה אדפטיבית.
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