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[ElThibZ] - Futures Lot Size CalculatorI’m sharing a simple script to calculate position size for futures. You only need to enter: the risk in USD you’re willing to take the stop-loss distance in ticks The script will automatically calculate the correct position size (number of contracts) and display it in the table. This tool is designed to avoid sizing mistakes, especially on futures where contract multipliers and tick values can easily lead to incorrect risk calculations. I hope it will be as useful to you as it has been for me.
Pine Script®指標
由ElThibZ提供
Opening Candle Continuation SamBerg_Opening Candle Continuation is a New York session–based trading indicator designed to structure the open and identify high-probability continuation moves. The script builds an Opening Window from the NY open (default 9:30–16:00, configurable) and plots: Opening High / Low levels Optional Midline (HL2) A real-time opening range box with directional context Clean breakout continuation signals above or below the opening range Key features Configurable opening window length (5–120 minutes) Optional close confirmation, minimum range filter, and ATR filter Directional bull / bear window shading Edgeful 30-minute follow-through statistics by weekday (optional) Compact info table with opening range metrics Optional NY Session VWAP Fully customizable colors and display controls Designed for intraday index futures and equities, this tool helps traders stay aligned with the session structure and avoid low-quality trades near the open. Educational and analytical tool only. Past performance does not guarantee future results.
Pine Script®指標
由lschazard提供
COT Financial (COCOSTA)// ============================================================================ // COT Financial (COCOSTA) - Position Analysis for Financial Futures // ============================================================================ /* ENGLISH VERSION ================================================================================ ## Overview This indicator displays CFTC (Commodity Futures Trading Commission) COT Financial Report data directly on your TradingView charts. By visualizing the positions of major market participants in financial futures markets, you can track the movements of smart money. Compatible with all financial futures including currencies, bonds, stock indices, and cryptocurrencies. ## Key Features **Automatic Symbol Detection** The indicator automatically recognizes the symbol displayed on your chart. Open a Japanese Yen chart and it shows Yen COT data; open Bitcoin and it displays Bitcoin data automatically. **Four Participant Groups** - Dealer (Dealers/Intermediaries) - Asset Manager (Institutional Investors/Asset Management Firms) - Leveraged Funds (Hedge Funds and Other Speculators) - Other Reportables (Other Reporting Entities) **Flexible Display Options** You can individually display Long, Short, Spread, and Net positions for each group. By default, only Leveraged Funds positions are shown, but you can freely customize via checkboxes. **Traders Mode** Display the number of traders instead of position sizes. See "how many participants" rather than "how many contracts held" to understand market participation structure. **% of OI Display** Display positions as a percentage of total Open Interest. Useful for comparing different time periods or different instruments. ## How to Use Simply add the indicator to your chart and it will automatically load COT data for the displayed symbol. Select the groups you want to display from the settings panel. For example, if you only want to see Leveraged Funds movements, enable just those three options (Long, Short, Net). **Analysis Tips** When Leveraged Funds' net position becomes extremely tilted, it may signal a market turning point. For instance, heavily long positions might indicate a market top is near, while heavily short positions could suggest a bottom. Asset Managers are long-term investors, so their position changes may indicate the beginning of major trends. ## Parameters **Include Options**: Whether to include options data (Default: On) **Traders**: Traders count mode (Default: Off) **Show as % of OI**: Display as percentage of Open Interest (Default: Off) **Group Checkboxes**: Select which data to display **CFTC Override**: Manually select a specific instrument if needed **Offset**: Shift data forward/backward (Default: -1) ## Who Should Use This Useful for all traders in financial futures markets including currency traders, bond traders, stock index traders, and cryptocurrency traders. Particularly beneficial for those who want to: - Analyze the behavior of institutional investors and hedge funds - Identify market turning points - Combine fundamental and technical analysis Since COT reports are updated weekly, this tool is best suited for swing trading and medium to long-term investment decisions rather than day trading. ## Important Notes COT data reflects positions as of Tuesday and is published on Friday. Therefore, please note that the data is 3 days delayed, not real-time. This indicator is for informational purposes only and does not constitute investment advice. All trading decisions should be made at your own discretion and risk. ================================================================================ */ /* 日本語版 ================================================================================ ## 概要 このインジケータは、CFTC（米国商品先物取引委員会）が毎週公開するCOT Financial Reportのデータを、TradingViewのチャート上に表示します。 金融先物市場における主要プレイヤーのポジションを可視化することで、スマート マネーの動きを追跡できます。通貨、債券、株価指数、暗号資産など、あらゆる 金融先物に対応しています。 ## 主な機能 **自動シンボル検出** チャートに表示している銘柄を自動で認識します。円のチャートを開けば円のCOT データが、ビットコインならビットコインのデータが自動的に表示されます。 **4つの参加者グループ** - Dealer（ディーラー/仲介業者） - Asset Manager（資産運用会社/機関投資家） - Leveraged Funds（ヘッジファンドなど投機筋） - Other Reportables（その他報告義務者） **柔軟な表示オプション** 各グループのロング、ショート、スプレッド、ネットポジションを個別に表示できます。 デフォルトではLeveraged Fundsのポジションのみ表示されますが、チェックボックス で自由にカスタマイズ可能です。 **Tradersモード** ポジション数ではなく、トレーダー数を表示できます。「何契約持っているか」では なく「何人が参加しているか」を見ることで、市場の参加構造が分かります。 **% of OI表示** 建玉全体に対する比率で表示できます。異なる時期や異なる商品を比較する際に便利 です。 ## 使い方 インジケータを追加すると、自動的に表示中の銘柄のCOTデータが読み込まれます。 設定画面から表示したいグループを選択してください。例えば、Leveraged Fundsの 動きだけ見たい場合は、その3つ（Long、Short、Net）だけをオンにします。 **分析のヒント** Leveraged Fundsのネットポジションが極端に傾いた時は、相場の転換点になることが あります。例えば、大きくロングに傾いている時は天井が近く、ショートに傾いている 時は底が近い可能性があります。 Asset Managerは長期投資家なので、彼らのポジション変化は大きなトレンドの始まりを 示唆することがあります。 ## パラメータ **Include Options**: オプションを含めるかどうか（デフォルト: オン） **Traders**: トレーダー数表示モード（デフォルト: オフ） **Show as % of OI**: 建玉比率で表示（デフォルト: オフ） **各グループのチェックボックス**: 表示したいデータを選択 **CFTC Override**: 手動で銘柄を選択したい場合に使用 **Offset**: データを前後にずらして表示（デフォルト: -1） ## こんな人におすすめ 通貨トレーダー、債券トレーダー、株価指数トレーダー、暗号資産トレーダーなど、 金融先物市場で取引する全ての方に役立ちます。 特に、機関投資家やヘッジファンドの動向を分析したい方、相場の転換点を見極めたい方、 ファンダメンタルズ分析とテクニカル分析を組み合わせたい方に最適です。 COTレポートは毎週金曜日に更新されるため、短期トレードよりもスイングトレードや 中長期投資の判断材料として活用することをおすすめします。 ## 注意事項 COTデータは毎週火曜日時点のポジションが金曜日に公開されます。そのため、リアル タイムのデータではなく、3日遅れの情報である点にご注意ください。 このインジケータは情報提供を目的としており、投資助言ではありません。実際の取引 判断はご自身の責任で行ってください。 ================================================================================ */
Pine Script®指標
由Toru提供
Adaptive Trend Envelope [BackQuant]Adaptive Trend Envelope Overview Adaptive Trend Envelope is a volatility-aware trend-following overlay designed to stay responsive in fast markets while remaining stable during slower conditions. It builds a dynamic trend spine from two exponential moving averages and surrounds it with an adaptive envelope whose width expands and contracts based on realized return volatility. The result is a clean, self-adjusting trend structure that reacts to market conditions instead of relying on fixed parameters. This indicator is built to answer three core questions directly on the chart: Is the market trending or neutral? If trending, in which direction is the dominant pressure? Where is the dynamic trend boundary that price should respect? Core trend spine At the heart of the indicator is a blended trend spine: A fast EMA captures short-term responsiveness. A slow EMA captures structural direction. A volatility-based blend weight dynamically shifts influence between the two. When short-term volatility is low relative to long-term volatility, the fast EMA has more influence, keeping the trend responsive. When volatility rises, the blend shifts toward the slow EMA, reducing noise and preventing overreaction. This blended output is then smoothed again to form the final trend spine, which acts as the structural backbone of the system. Volatility-adaptive envelope The envelope surrounding the trend spine is not based on ATR or fixed percentages. Instead, it is derived from: Log returns of price. An exponentially weighted variance estimate. A configurable multiplier that scales envelope width. This creates bands that automatically widen during volatile expansions and tighten during compression. The envelope therefore reflects the true statistical behavior of price rather than an arbitrary distance. Inner hysteresis band Inside the main envelope, an inner band is constructed using a hysteresis fraction. This inner zone is used to stabilize regime transitions: It prevents rapid flipping between bullish and bearish states. It allows trends to persist unless price meaningfully invalidates them. It reduces whipsaws in sideways conditions. Trend regime logic The indicator operates with three regime states: Bullish Bearish Neutral Regime changes are confirmed using a configurable number of bars outside the adaptive envelope: A bullish regime is confirmed when price closes above the upper envelope for the required number of bars. A bearish regime is confirmed when price closes below the lower envelope for the required number of bars. A trend exits back to neutral when price reverts through the trend spine. This structure ensures that trends are confirmed by sustained pressure rather than single-bar spikes. Active trend line Once a regime is active, the indicator plots a single dominant trend line: In a bullish regime, the lower envelope becomes the active trend support. In a bearish regime, the upper envelope becomes the active trend resistance. In neutral conditions, price itself is used as a placeholder. This creates a simple, actionable visual reference for trend-following decisions. Directional energy visualization The indicator uses layered fills to visualize directional pressure: Bullish energy fills appear when price holds above the active trend line. Bearish energy fills appear when price holds below the active trend line. Opacity gradients communicate strength and persistence rather than binary states. A subtle “rim” effect is added using ATR-based offsets to give depth and reinforce the active side of the trend without cluttering the chart. Signals and trend starts Discrete signals are generated only when a new trend regime begins: Buy signals appear at the first confirmed transition into a bullish regime. Sell signals appear at the first confirmed transition into a bearish regime. Signals are intentionally sparse. They are designed to mark regime shifts, not every pullback or continuation, making them suitable for higher-quality trend entries rather than frequent trading. Candle coloring Optional candle coloring reinforces regime context: Bullish regimes tint candles toward the bullish color. Bearish regimes tint candles toward the bearish color. Neutral states remain visually muted. This allows the chart to communicate trend state even when the envelope itself is partially hidden or de-emphasized. Alerts Built-in alerts are provided for key trend events: Bull trend start. Bear trend start. Transition from trend to neutral. Price crossing the trend spine. These alerts support hands-off trend monitoring across multiple instruments and timeframes. How to use it for trend following Trend identification Only trade in the direction of the active regime. Ignore counter-trend signals during confirmed trends. Entry alignment Use the first regime signal as a structural entry. Use pullbacks toward the active trend line as continuation opportunities. Trend management As long as price respects the active envelope boundary, the trend remains valid. A move back through the spine signals loss of trend structure. Market filtering Periods where the indicator remains neutral highlight non-trending environments. This helps avoid forcing trades during chop or compression. Adaptive Trend Envelope is designed to behave like a living trend structure. Instead of forcing price into static rules, it adapts to volatility, confirms direction through sustained pressure, and presents trend information in a clean, readable form that supports disciplined trend-following workflows.
Pine Script®指標
由BackQuant提供
12
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
MADZ - Moving Average Deviation Z-ScoreMADZ - Moving Average Deviation Z-Score MADZ is a powerful valuation oscillator that measures how far the current price has deviated from a user-selected moving average, expressed in statistical terms as a Z-Score. This normalization makes it easier to identify overvalued and undervalued conditions across different assets, timeframes, and market environments. Overview The indicator works by: Calculating the percentage deviation of price from a customizable moving average (SMA, EMA, WMA, VWMA, HMA, or RMA). Applying a Z-Score transformation to this deviation over a chosen lookback period — showing how many standard deviations the current deviation is from its historical average. Smoothing the result for a clean, responsive oscillator centered around zero. Positive values indicate price is trading above the moving average (potentially overvalued), while negative values suggest price is below (potentially undervalued). The further from zero, the greater the relative valuation extreme. Key Features Customizable base moving average (type and length) Z-Score normalization for statistically meaningful readings Final smoothing for reduced noise Static overbought/oversold levels (default ±1.5) — line changes color when crossed (red above, green below) Dynamic extreme bands (±3σ) — optional display of bands calculated from the oscillator’s own volatility over a user-defined period Extreme zone highlighting — background shading activates only during truly rare valuation events Extreme Zone Highlighting Explained The highlighted extreme zones (background shading) are not based on the fixed static levels. Instead, they signal statistically significant outliers using dynamic bands: Overbought extreme zone (red background): Triggered when MADZ rises above the upper dynamic band (+3 standard deviations of the MADZ line itself over the dynamic length period). Oversold extreme zone (green background): Triggered when MADZ falls below the lower dynamic band (-3 standard deviations). These ±3σ bands adapt to the recent behavior of the oscillator. Because they represent three standard deviations from the mean of MADZ, crossings are rare and often precede major reversals or trend accelerations — making them valuable for spotting potential turning points in valuation extremes. How to Use Use zero-line crosses for trend changes or mean-reversion setups. Watch static level crossings (±1.5 default) for early overbought/oversold warnings. Pay special attention to extreme zone shading — these highlight high-conviction valuation dislocations that may offer superior risk/reward opportunities. Designed on the BTC chart, but can be used on other assets. Settings Moving Average Settings: Type, length, source Z-Score & Smoothing: Lookback period and smoothing length Threshold Levels: Static overbought/oversold thresholds Display Options: Toggle dynamic bands and extreme background highlighting This is an educational tool designed to aid in valuation analysis. The information provided is not financial advice. Always conduct your own research and consider multiple factors before making trading decisions. Trade at your own risk.
Pine Script®指標
由MiesOnCharts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
NY Opening Range [LuckyAlgo] This custom ORM (Opening Range Move) indicator is designed as a tool for traders who focus not just on where a range is, but on the magnitude of the expansion following the initial morning volatility. Here is a summary of the indicator and how it differentiates itself from standard Opening Range Breakout (ORB) tools. Indicator Summary The script captures the high and low of the market during the first 30 minutes of the NY session (09:30–10:00 AM EST). Once this range is set, it tracks the "Expansion Move" - the point distance from the range's boundary to the current session's high or low. It visualizes this through color-coded zones, dynamic labels at the session extremes, and a statistical table that benchmarks today's volatility against the recent past. What specific questions does this indicator answer? While most indicators tell you "the range is broken," this indicator answers quantitative questions vital for trade management: 1. "How far has the market stretched relative to the breakout?" The indicator provides the exact point distance (+/-) from the range high/low. This helps you determine if the move is just beginning or if it has already extended significantly. 2. "Is the current move 'normal' or an outlier?" By using the Stats Table, you can see if the current 40-point move on NQ is typical or if the average move over the last 10 days is actually 80 points. This prevents you from "fading" a move that still has average room to grow, or taking a "pro-trend" trade when the market is already exhausted. 3. "Where is the session extreme located?" The inclusion of the dashed High of Day (HOD) and Low of Day (LOD) lines with attached labels tells you exactly where the "Move" calculation is peaking. If the HOD line hasn't moved for two hours, you know the bullish expansion has stalled. 4. "When is the data no longer relevant?" Because of the 17:00 EST reset logic, the indicator answers the "end of day" question for futures traders. It stops measuring at the settlement/close of the electronic session, ensuring your charts are clean for the overnight (Globex) session or ready for the next morning. Technical Advantage Most scripts use a single "point in time" to reset. This script uses a Trading Window logic, which is much more robust. If a bar is missing at exactly 17:00 due to low volume or a data glitch, the indicator won't "break" or keep drawing old lines - it understands the entire window of time it is allowed to exist in. Credit to @LuxAlgo for his initial Opening Range Breakout indicator used as a base to develop this version.
Pine Script®指標
由LuckyAlgo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
Smart Money Confluence Heatmap [PhenLabs]📊 Smart Money Confluence Heatmap Version: Pine Script™ v6 📌 Description The Smart Money Confluence Heatmap is a professional‑grade Smart Money Concepts indicator designed to identify high‑probability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with data‑driven confirmation. 🚀 Points of Innovation Unified confluence scoring system combining five institutional concepts Adaptive ATR‑based zone sizing for volatility‑adjusted precision Automatic trend and structure alignment scoring Volume‑validated Order Blocks and Liquidity Sweeps Probability‑ranked zones instead of static levels 🔧 Core Components Fair Value Gap detection with imbalance strength scoring Order Block identification confirmed by displacement and volume Liquidity sweep analysis using wick depth and volume expansion Volume strength modeling for accumulation and distribution phases Market structure confirmation using BOS and directional bias 🔥 Key Features Confluence heatmap zones graded by bullish and bearish probability Minimum score filtering to remove low‑quality setups Automatic risk‑to‑reward based TP and SL projections Entry alerts when price taps validated institutional zones 🎨 Visualization Color‑graded heatmap zones representing probability strength Percentage score labels with component icons On‑chart dashboard displaying market bias and structure state ✅ Best Use Cases Liquidity sweep reversals at key structure levels Trend‑aligned pullbacks into institutional zones Intraday and swing trading using confluence confirmation ⚠️ Limitations Not designed for low‑liquidity or extremely ranging markets Confluence does not guarantee outcomes and requires risk management 💡 What Makes This Unique Objective probability scoring instead of subjective SMC interpretation Multi‑layer institutional confirmation in a single indicator Built for traders who demand clarity, not chart clutter 💡 Note: This indicator is for educational purposes only and should always be used alongside proper risk management and higher‑timeframe context.
Pine Script®指標
由PhenLabs提供
2
Uptrick: Price Memory TrendIntroduction Uptrick: Price Memory Trend is a custom indicator designed to detect directional shifts and volatility changes using a non-traditional price memory approach. Unlike moving average systems, it builds a dynamic memory of price that adapts gradually over time, allowing it to detect significant deviations and trend transitions with reduced noise. Overview This script identifies trend changes by comparing the current price to a memory-based baseline. When price deviates significantly from this memory base, it triggers a trend regime shift—either bullish or bearish. Adaptive deviation bands are calculated using absolute deviation from the memory base, not ATR or standard deviation, which allows the indicator to capture volatility uniquely. Visual components include color-coded candles, labeled signals, optional bands, and a live status table summarizing current trend metrics. Originality The indicator’s core innovation lies in its use of a decaying memory function to track trend direction, replacing moving averages with a price memory that responds only to significant deviations. This method avoids lag typically associated with smoothing techniques, enabling timely trend detection. Furthermore, deviation is measured directly in price terms, rather than through volatility surrogates like ATR or Bollinger Bands, resulting in a more raw and responsive depiction of price behavior. Inputs Core Engine Memory Strength: Sets how strongly the memory responds to price changes. Higher values make the memory base more reactive. Memory Decay: Controls how much past memory is retained. Lower values weight new prices more heavily. Deviation Length: Length of the EMA used to smooth absolute price deviation. A longer setting results in smoother bands. Band Multiplier: Expands or contracts the dynamic bands. Higher values widen the bands, reducing sensitivity. Customization Color Palette: Selects one of six predefined color schemes for bull and bear visuals. Show Bands: Enables or disables the display of deviation bands. Look: Chooses between 'Bands', 'Trail', or 'Intense' styles, affecting how bands and fills are drawn. Bands Trail Intense Show Info Table: Toggles display of the real-time trend and volatility status panel. Table Position: Determines which corner of the chart the info panel appears in. Text Size: Adjusts font size used within the info table. Features Trend Detection Bullish Shift: Triggered when price crosses above the upper band, entering a new bullish regime. Bearish Shift: Triggered when price crosses below the lower band, entering a new bearish regime. Trend state is persistent and updated only on confirmed transitions, avoiding repeated entries in the same direction. Candle Coloring Candles are dynamically recolored based on current trend direction: bull, bear, or neutral. Signal Labels Visual labels marked "Up" or "Down" are placed on the chart when a regime shift occurs, helping to mark turning points. Deviation Bands Dynamic upper and lower bands are drawn based on smoothed absolute deviation from the memory base. Additional outer bands based on ATR may be drawn to highlight zone intensity when the 'Intense' or 'Trail' styles are selected. Bands visually indicate overextension and help frame price context relative to memory. Alerts Built-in alert conditions trigger on bullish or bearish trend shifts, useful for automation or notifications. Info Table The optional info table displays: Current trend direction Band state (calm, hot, or cool) Price stretch from base Trend age in bars Confidence level based on deviation Memory slope and acceleration Band width and compression state Reversion risk based on stretch level Info Table: Trade Example: Logic Price Memory A recursive formula updates a memory variable based on the current price. The memory adjusts only when the price deviates meaningfully from its previous value. The formula uses a combination of delta-weighting and exponential decay: > memory := previous_memory + delta × memory_strength > memory := memory × memory_decay + price × (1 - memory_decay) This produces a smooth, adaptive base that responds gradually to directional price moves. Deviation and Bands Absolute deviation between price and the memory base is calculated and smoothed using an EMA. The upper and lower bands are then calculated as: > Upper Band = memory base + (smoothed deviation × band multiplier) > Lower Band = memory base - (smoothed deviation × band multiplier) ATR-based extensions can optionally be drawn around these bands for added visual structure. Trend Logic Bullish and bearish states are tracked using crossovers and crossunders of price against the upper and lower bands. The indicator maintains a persistent trend state variable that updates only when a confirmed regime change occurs. This prevents multiple signals within the same trend direction (non-pyramiding behavior). Stretch and Band Analysis Stretch is measured as the deviation of price from memory, normalized by smoothed deviation. Band width is tracked over time and used to detect compression or expansion. Band position is calculated to identify where price sits between the upper and lower bands. Info Table Metrics Memory Slope and Acceleration: Show first and second derivative of the memory base to capture trend speed and change. Confidence Level: Based on stretch intensity, indicating trend strength. Reversion Risk: Inferred from how extended price is beyond the band. Compression: Evaluated by comparing current band width to its recent average. Summary Uptrick: Price Memory Trend provides an alternative framework for trend identification by replacing traditional smoothing with adaptive memory logic. It measures price deviation without reliance on ATR or standard deviation, instead focusing on distance from a reactive baseline. With regime-based trend tracking, customizable visuals, and a detailed status table, it supports both discretionary and system-driven trading styles. Disclaimer This script is for informational and educational purposes only. It does not provide financial advice or guarantees. Trading involves risk, and past performance is not indicative of future results. Always perform your own research before making trading decisions.
Pine Script®指標
由Uptrick提供
17
NeuraAlgo - Market Screener Market Dynamics – Screener Market Dynamics – Screener is a multi-asset, multi-timeframe market opportunity scanner designed to identify high-probability trend transitions, continuation zones, and structural shifts across markets in real time. Its primary purpose is to catch market opportunities early, filter out low-quality noise, and present actionable directional bias in a clean dashboard format. This is not a simple signal indicator — it is a market state analyzer built from layered trend logic, volatility intelligence, sentiment structure, and adaptive risk modeling. What This Indicator Does? The screener continuously analyzes selected symbols and timeframes to determine: 📈 Bullish opportunities 📉 Bearish opportunities 🔄 Trend continuation vs reversal risk ⚖️ Market balance, bias, and volatility conditions 🧠 Strength & conviction behind moves (not just direction) All results are summarized in a central dashboard, allowing you to scan multiple instruments at once without switching charts. Core Philosophy “Trade the environment, not just the signal.” Market Dynamics focuses on: Trend quality Momentum sustainability Volatility behavior Structural confirmations Risk-aware positioning This prevents chasing weak moves and helps align trades with favorable market conditions. Main Components Explained 1️⃣ Main Trend Engine The heart of the system. Detects primary bullish / bearish structure Uses adaptive price ranges and volume-aware smoothing Filters false breakouts and late entries Outputs: Trend direction Momentum strength score Valid entry transitions Preset Modes Main Trend → Best for swing & position trading Multi Trend → Allows structured re-entries within trends 2️⃣ Main Filters (Noise Control) These filters protect you from bad trades during unfavorable conditions. You can enable/disable them individually: Noise Filter – removes random price fluctuations Gap Filter – avoids unstable gap-driven moves Range Filter – blocks sideways market traps Volatility Filter – confirms trend energy Trend Filter (EMA + ATR slope) – confirms directional pressure 👉 Result: Cleaner signals, fewer fake entries 3️⃣ Feature Filters (Market Context) These provide advanced market intelligence, not direct signals. Reversal Cloud – detects exhaustion & reversal pressure Sentiment Cloud – identifies range sentiment dominance Price Steps – tracks structural stair-step movements Market Bias – defines dominant directional control Each feature can be used in: Confirmation mode (trade with it) Contrarian mode (fade extremes) Disabled 4️⃣ Risk Management Engine Built-in professional risk logic (visual & analytical): Risk-Reward model Partial take profits (TP1 / TP2 / TP3) Optional Stop Loss Trailing Stop mode Adaptive exits based on market structure ⚠️ This indicator does not place trades, but it clearly defines: Entry validity Exit zones Trade lifecycle status 5️⃣ Market Strength & Delta Analysis For every active trend, the system measures: Volume dominance Bull vs Bear pressure Delta imbalance Strength consistency This helps you avoid weak trends and focus on high-conviction moves. Dashboard Overview The dashboard shows, per symbol: Ticker & timeframe Current price % change Directional bias (Bull / Bear) TP & SL hit counts Feature states (Reversal, Sentiment, Bias, Steps) Strength score Volume & delta pressure 👉 One glance = full market snapshot. How to Use It (Practical Workflow) 🔹 Step 1: Select Symbols & Timeframes Add stocks, crypto, forex, or indices you actively trade. 🔹 Step 2: Choose a Preset Main Trend → clean directional trading Multi Trend → scaling & continuation entries 🔹 Step 3: Enable Filters Start simple: Noise Filter Trend Filter Then layer more filters as needed. 🔹 Step 4: Scan the Dashboard Look for: Clear Bull / Bear alignment Strong strength score Confirmed feature agreement 🔹 Step 5: Execute on Chart Use the screener to find opportunities, then execute using: Your own strategy Price action Order flow Support & resistance Who This Is For ✅ Swing traders ✅ Intraday traders ✅ Multi-asset traders ✅ Signal confirmation users ✅ Traders who want context, not guesswork ❌ Not for: One-click signal chasers Martingale systems No-risk strategies Final Note Market Dynamics – Screener is designed to act as your market radar. It does not tell you what to trade blindly — It tells you where the market environment is favorable. Catch opportunities early. Avoid low-quality conditions. Trade with structure, not emotion. — NeuraAlgo
Pine Script®指標
由NeuraAlgo提供
4
4H Candle Curves4H Candle Curves - Detailed User Guide OVERVIEW This indicator reveals curve vs continuation behavior in NQ Futures by analyzing how price responds after breaking the first-hour range. Based on 10+ years of statistical analysis (2013-2025, 3,136+ trading days), it identifies which 4-hour sessions exhibit mean reversion (curve) behavior versus trend continuation when Q2 (second hour) breaks Q1 (first hour) extremes. ⚠️ IMPORTANT: This indicator is specifically designed for NQ FUTURES ONLY. All curve probabilities and statistics were derived from a decade-long dataset of NQ 1-minute bars. Using this on other instruments will produce inaccurate results. CORE CONCEPT: THE CURVE What is a "Curve"? A curve occurs when price breaks out of the first hour's range in Q2 (hour 2), but then reverses direction in the second half (Q3+Q4) to make a new extreme on the opposite side. Curve Example (Upside Break → Downside Reversal): Q1 (Hour 1): Price establishes range 25,000 - 25,050 Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100 Q3+Q4 (Hours 3-4): Price curves back down, makes new LOW below 25,000 Result: Q2 broke high, but second half curved back to make new low below Q1 = CURVE What is "Continuation"? Continuation occurs when Q2 breaks Q1 range and the second half extends further in the same direction. Continuation Example (Upside Break → Further Upside): Q1 (Hour 1): Price establishes range 25,000 - 25,050 Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100 Q3+Q4 (Hours 3-4): Price continues higher, makes new HIGH above 25,100 Result: Q2 broke high, second half made new high above Q2 = CONTINUATION THE CRITICAL DISCOVERY: 6AM IS THE CURVE SESSION Curve Probabilities by Session: When Q2 Breaks Q1 HIGH: 6AM: 60.6% curve (new low below Q1) | 38.5% continuation 2AM: 38.4% curve | 46.7% continuation (balanced) 10AM: 17.2% curve | 60.4% continuation ← STRONG continuation bias 6PM: 29.6% curve | 59.0% continuation 10PM: 27.5% curve | 55.1% continuation When Q2 Breaks Q1 LOW: 6AM: 64.4% curve (new high above Q1) | 35.0% continuation ← HIGHEST curve 2AM: 42.8% curve | 43.3% continuation (balanced) 10AM: 16.7% curve | 51.6% continuation ← STRONG continuation bias 6PM: 33.7% curve | 51.1% continuation 10PM: 33.1% curve | 48.6% continuation Key Insight: 6AM is THE ONLY SESSION with >60% curve probability in both directions. This makes it a uniquely exploitable mean reversion session. When Q2 breaks Q1 range during 6AM, expect the second half to curve back 60-64% of the time. 10AM shows the opposite: Strong continuation bias (60% when Q2 breaks high, 52% when Q2 breaks low). 10AM breakouts tend to follow through. HOW IT WORKS: THE QUARTER SYSTEM The Six 4-Hour Candles (EST): Each trading day (6pm-5pm) is divided into six 4-hour periods: 6PM (18:00-22:00) - Evening/Globex open | Blue box 10PM (22:00-02:00) - Asia session | Purple box 2AM (02:00-06:00) - Early London | Orange box 6AM (06:00-10:00) - Late London + NY Open | Green box ← THE CURVE SESSION 10AM (10:00-14:00) - NY Morning | Red box ← THE CONTINUATION SESSION 2PM (14:00-17:00) - NY Afternoon | Yellow box (3 hours only) The Four Quarters: Each 4-hour candle (except 2PM) is divided into four 1-hour quarters: Q1 (Hour 1, minutes 0-60): Establishes initial range Q2 (Hour 2, minutes 60-120): Tests Q1 range - breaks or holds? Q3 (Hour 3, minutes 120-180): Second half begins Q4 (Hour 4, minutes 180-240): Second half completes 2PM candle only has 3 hours (14:00-17:00), so quarters are adjusted accordingly. The Three-Step Analysis: STEP 1: Q1 Establishes Range The first hour sets the high and low for the session. This becomes the reference range. STEP 2: Q2 Break Detection The indicator monitors whether Q2 (hour 2) breaks above Q1 high or below Q1 low. STEP 3: Second Half Response Once Q2 breaks Q1 range, the indicator tracks what happens in Q3+Q4: Does price CURVE back to make new extreme on opposite side? Does price CONTINUE to make new extreme in same direction? Or does price stay within the established range? VISUAL ELEMENTS EXPLAINED 1. 4-Hour Candle Boxes Colored boxes display the high-to-low range of each 4H candle: Blue = 6PM (evening session start) Purple = 10PM (Asia session) Orange = 2AM (early London) Green = 6AM ← THE CURVE SESSION (watch for mean reversion) Red = 10AM ← THE CONTINUATION SESSION (trend follow-through) Yellow = 2PM (afternoon close, 3 hours only) 2. Quarter Separator Lines Vertical dotted lines mark the boundaries between quarters (1H, 2H, 3H marks). This helps you see: When Q1 ends (after 1 hour) When Q2 ends / second half begins (after 2 hours) When Q3 ends (after 3 hours) 3. Candle Name Labels At the 2-hour mark (Q2/Q3 boundary), a label shows: Candle name (e.g., "6am") Directional indicator: 🔼 = Q2 broke Q1 HIGH 🔽 = Q2 broke Q1 LOW ⚠️ = Q2 broke BOTH Q1 high and low (extended range) No symbol = Q2 stayed within Q1 range THE LIVE STATUS TABLE Located in your chosen corner (default: bottom-right), this table shows real-time analysis of the current 4H candle. Header Row: "LIVE: CANDLE" - Shows which 4H session you're currently in Quarter Row: "Quarter: Q1/Q2/Q3/Q4 (Hour X)" - Shows which quarter you're currently forming STATUS Section: The status updates dynamically based on what has happened: During Q1-Q2 (First Half): "⏳ Q1 Building..." - First hour forming, range being established "⏳ Q2 Building..." - Second hour in progress, Q2 within Q1 range so far "🔼 Q2 Broke Q1 HIGH" - Q2 has broken above Q1 high "🔽 Q2 Broke Q1 LOW" - Q2 has broken below Q1 low "⚠️ Q2 Broke BOTH Q1 Extremes" - Q2 extended range in both directions During Q3-Q4 (Second Half): "✓ CURVE CONFIRMED" - Q2 broke one direction, second half reversed to opposite side "✓ CONTINUATION CONFIRMED" - Q2 broke one direction, second half extended further same direction "⏳ 2nd Half In Progress" - Q2 broke Q1, waiting to see if curve or continuation "📊 No Q2 Break Occurred" - Q2 stayed within Q1 range (no curve/continuation setup) EXPECTATION Section: Shows the probabilities based on the current state: When Q2 breaks Q1 high in 6AM: EXPECT 2nd half: CURVE (low < Q1): 60.6% CONT (high > Q2): 38.5% This tells you there's a 60.6% chance the second half will curve back to make a new low below Q1, versus 38.5% chance it continues higher above Q2. When curve/continuation is confirmed: Q2 broke high → 2nd half made new LOW below Q1 Curve: 60.6% Shows what actually happened and the historical probability. Color Coding: Purple background = Curve confirmed (mean reversion occurred) Green background = Continuation confirmed (upside extension) Red background = Continuation confirmed (downside extension) Blue background = Second half in progress, watching Yellow background = No Q2 break (no setup) Gray background = Still in first half, building THE CURVE REFERENCE TABLE Located in your chosen corner (default: bottom-left), this table provides a quick reference for all sessions. Table Structure: TOP SECTION: "When Q2 BREAKS Q1 HIGH" BOTTOM SECTION: "When Q2 BREAKS Q1 LOW" How to Read: "Curve" column = % of time second half makes new extreme on OPPOSITE side "Cont" column = % of time second half makes new extreme in SAME direction "Winner" column = Which behavior is more likely Purple highlight = Curve is the winner (higher %) Blue highlight = Continuation is the winner 🔥 symbol = Strong edge (>60%) Quick Reference Usage: You're in 10AM session, Q2 just broke Q1 high. Look at top section, 10AM row: Curve: 17.2% Cont: 60.4% Winner: CONT Interpretation: 10AM breakouts tend to follow through. Only 17% chance of curving back. Trade with the break, not against it. PRACTICAL TRADING EXAMPLES Example 1: Perfect 6AM Curve Setup Scenario: 6AM candle in progress 7:00 AM: Q1 ends, range is 18,000 - 18,050 7:30 AM: Price breaks above 18,050, reaches 18,075 (Q2 broke Q1 high) Live table shows: "🔼 Q2 Broke Q1 HIGH" Expectation: "CURVE (low < Q1): 60.6%" Trading Decision: Even though price broke to new highs, the 60.6% curve probability suggests looking for short opportunities expecting price to curve back below 18,000 in Q3-Q4. Typical Outcome: 8:15 AM (Q3): Price starts declining 9:15 AM (Q4): Price makes new low at 17,990 Result: ✓ CURVE CONFIRMED Example 2: 10AM Continuation Signal Scenario: 10AM candle in progress 11:00 AM: Q1 ends, range is 18,100 - 18,150 11:45 AM: Price breaks above 18,150, reaches 18,180 (Q2 broke Q1 high) Live table shows: "🔼 Q2 Broke Q1 HIGH" Expectation: "CONT (high > Q2): 60.4%" Trading Decision: With 60.4% continuation probability, breakout likely to follow through. Look for long opportunities expecting extension above 18,180 in Q3-Q4. Typical Outcome: 12:30 PM (Q3): Price continues higher to 18,200 1:15 PM (Q4): Price makes new high at 18,225 Result: ✓ CONTINUATION CONFIRMED Example 3: Using Reference Table During Live Trading You see Q2 breaking Q1 low during 2AM session: Quick reference check: 2AM row, "When Q2 BREAKS Q1 LOW" section Curve: 42.8% | Cont: 43.3% | Winner: Balanced Interpretation: This is a coin flip - 2AM session is balanced when Q2 breaks low. Don't force a directional bias. Wait for second half price action confirmation or skip the setup. Example 4: No Setup Scenario Scenario: 6AM candle, Q2 ends at 8:00 AM Q2 stayed within Q1 range (no break above or below) Live table shows: "📊 No Q2 Break Occurred" Trading Decision: No curve/continuation setup exists. This analysis only applies when Q2 breaks Q1 range. Monitor for different strategies or wait for next 4H candle. UNDERSTANDING THE UNDERLYING METHODOLOGY Data Foundation: Instrument: NQ Futures (E-mini NASDAQ-100) Timeframe: 1-minute bars for precise quarter tracking Period: January 2013 - December 2025 Sample: 3,136+ complete trading days Total 4H Candles Analyzed: ~18,800+ individual sessions Analysis Process: For each 4H candle in the dataset: Calculate Q1 high and low (first hour range) Track whether Q2 breaks Q1 high, Q1 low, both, or neither When Q2 breaks Q1 range, measure second half response: Did Q3+Q4 make new low below Q1? (curve when Q2 broke high) Did Q3+Q4 make new high above Q1? (curve when Q2 broke low) Did Q3+Q4 make new high above Q2? (continuation when Q2 broke high) Did Q3+Q4 make new low below Q2? (continuation when Q2 broke low) Calculate percentages for each session Why NQ-Specific? Different futures contracts exhibit different intraday personality: NQ (NASDAQ): Tech-heavy, volatility-prone 6AM shows extreme curve behavior (60-64%) due to NY Open reversal tendency 10AM shows strong continuation (60%) as trends establish ES (S&P 500) would show different probabilities because: Lower volatility than NQ Different institutional participation patterns Different response to macro events The indicator's probabilities are calibrated specifically to NQ behavior patterns. Using it on ES, RTY, or other instruments will produce misleading signals. ORIGINALITY & INNOVATION What Makes This Indicator Unique: Quarter-Based Curve Analysis: Unlike traditional indicators that only identify breakouts, this tracks what happens after the breakout. The curve vs continuation framework is novel and provides directional edge. Session-Specific Behavior: Recognizes that 6AM behaves fundamentally differently than 10AM. Most indicators apply the same logic across all sessions. This indicator provides session-specific probabilities. Statistical Validation: Every probability shown is backed by 10+ years of data (2,900+ candles per session). Not based on theory or discretionary observation. Real-Time Quarter Tracking: Precisely identifies which quarter you're in and what stage of the pattern is forming. Provides forward-looking probabilities based on current state. The 6AM Discovery: The 60-64% curve probability in 6AM is a quantified, repeatable edge that contradicts traditional "breakout = continuation" assumptions. This session exhibits mean reversion characteristics that most traders miss. Dual-Direction Analysis: Tracks both upside breaks (Q2 > Q1 high) and downside breaks (Q2 < Q1 low) separately, as they can have different probabilities. Visual Quarter System: The combination of colored boxes, quarter separators, and real-time labels provides instant visual understanding of pattern stage and expected behavior. HOW TO USE THIS INDICATOR Step 1: Identify Current 4H Candle Check which colored box you're in and what session it represents. Step 2: Wait for Q2 to Complete The setup doesn't exist until Q2 (hour 2) breaks Q1 range. Monitor the live table. Step 3: Check Q2 Break Status Did Q2 break Q1 high? Q1 low? Both? Or neither? Step 4: Consult Reference Table Look up current session in curve reference table. What's the probability? Step 5: Apply Session-Specific Strategy For 6AM (60-64% curve): Q2 breaks high → Expect curve back for new low Q2 breaks low → Expect curve back for new high Strategy: FADE the Q2 break, look for reversal entries in Q3-Q4 For 10AM (52-60% continuation): Q2 breaks high → Expect continuation higher Q2 breaks low → Expect continuation lower Strategy: TRADE WITH the Q2 break, look for continuation entries in Q3-Q4 For 2AM (38-43% curve, 43-47% continuation): Balanced probabilities Strategy: Wait for Q3 price action to confirm direction, or skip For 6PM/10PM (50-59% continuation): Moderate continuation bias Strategy: Lean with the break but use tight stops Step 6: Monitor Live Status Watch the live table for confirmation: "✓ CURVE CONFIRMED" = Mean reversion occurred "✓ CONTINUATION CONFIRMED" = Follow-through occurred "⏳ 2nd Half In Progress" = Still developing BEST PRACTICES Focus on 6AM for curve trades - This is THE high-probability mean reversion session Focus on 10AM for continuation trades - This is THE high-probability breakout session Be cautious with 2AM - Balanced probabilities mean lower edge Use quarter separators - Enter trades early in Q3 after Q2 break, don't wait for Q4 Combine with price action - Don't blindly fade 6AM or follow 10AM; wait for confirming price structure Respect the 60% rule - 6AM curve happens 60% of time, which means 40% it doesn't. Manage risk accordingly Watch for "No Q2 Break" - If Q2 doesn't break Q1, this analysis doesn't apply Consider overnight context - If 6AM opens with huge gap, curve probability may be affected SETTINGS & CUSTOMIZATION Display Settings: Show 4H Candle Boxes - Toggle colored range boxes Box Colors - Customize color for each session Show Quarter Separators - Show/hide 1H, 2H, 3H lines Show Candle Name Labels - Show/hide session labels at 2H mark Separator Line Style - Solid/Dashed/Dotted Max Historical Candles - How many past 4H candles to display (1-50) Table Settings: Show Live Status Table - Toggle real-time analysis table Show Curve Reference Table - Toggle probability reference table Table Positions - Place tables in any corner Table Text Size - Tiny/Small/Normal LIMITATIONS & DISCLAIMERS NQ FUTURES ONLY - All probabilities are NQ-specific, do not use on other instruments Requires Q2 break - No curve/continuation setup exists if Q2 stays within Q1 range Probabilities, not certainties - 60% means it happens 6 out of 10 times, not every time Lower timeframe noise - 1-minute tracking can be choppy, consider using 5min+ for entries Gap days - Large overnight gaps may affect curve/continuation probabilities Not standalone - Use as confluence with your strategy, not as sole decision factor Historical performance - Past statistics don't guarantee future results WHY THE CURVE CONCEPT MATTERS Traditional trading wisdom says: "Breakout = Continuation" This indicator proves that's not always true. Specifically, during the 6AM session (late London + NY Open), when Q2 breaks the Q1 range, price curves back to the opposite extreme 60-64% of the time. This creates a unique exploitable edge: Most breakout traders go LONG when Q2 breaks Q1 high But in 6AM, 60.6% of the time, price curves back down for new low Shorting the breakout (counter-intuitive) is the higher-probability trade The 10AM session shows the opposite: Breakouts in 10AM tend to follow through (52-60%) Traditional "trade the breakout" strategy works better here By knowing which session you're in, you can adapt your strategy to match the session's personality. FINAL NOTES This indicator distills 10+ years of NQ intraday behavior into actionable, session-specific probabilities. The discovery that 6AM exhibits 60-64% curve behavior while 10AM exhibits 52-60% continuation behavior provides a statistical edge for mean reversion and trend-following traders respectively. The highest-probability setups: 6AM Q2 break → FADE (60-64% edge for curve) 10AM Q2 break → FOLLOW (52-60% edge for continuation) 2AM = SKIP (balanced probabilities, no clear edge) Master the 6AM curve and 10AM continuation first. These two sessions provide the clearest statistical edges. Remember: Trade with proper risk management. This tool provides probabilities based on historical behavior, not predictions of future performance.
Pine Script®指標
由lucymatos提供
2
4H HOD/LOD Checkpoint Analysis4H HOD/LOD Checkpoint Analysis - Detailed User Guide OVERVIEW This indicator is a data-driven probability framework for NQ Futures traders that predicts High-of-Day (HOD) and Low-of-Day (LOD) placement based on statistical analysis of 3,136+ trading days (2013-2025). Unlike traditional indicators that rely on technical signals, this tool uses checkpoint-based state analysis with zero forward-looking bias to provide real-time probabilities of whether the daily range is complete. ⚠️ IMPORTANT: This indicator is specifically designed for NQ FUTURES ONLY. All probabilities, patterns, and statistics were derived from a 10+ year historical dataset of NQ 1-minute bars. Using this on other instruments will produce inaccurate results. CORE CONCEPT: CHECKPOINT METHODOLOGY What is a Checkpoint? A checkpoint occurs when a 4-hour candle closes. At this moment, the indicator "locks" the current market state and calculates probabilities for the remainder of the trading day. The key innovation is that state never changes after locking - probabilities remain constant throughout the session until the next checkpoint. The Six 4-Hour Candles (EST): 6PM (18:00-22:00) - Evening/Globex open 10PM (22:00-02:00) - Asia session 2AM (02:00-06:00) - Early London 6AM (06:00-10:00) - Late London + NY Open 10AM (10:00-14:00) - NY Morning 2PM (14:00-17:00) - NY Afternoon (3 hours only) Five Checkpoints: 10PM Checkpoint - After 6PM closes 2AM Checkpoint - After 10PM closes 6AM Checkpoint - After 2AM closes 10AM Checkpoint - After 6AM closes (most critical) 2PM Checkpoint - After 10AM closes (highest conviction fade signals) HOW IT WORKS: THE THREE-FACTOR STATE SYSTEM At each checkpoint, the indicator evaluates three critical factors to determine probability: 1. ELIMINATIONS (Quantity) An "elimination" occurs when a candle trades beyond a previous candle's high or low, effectively removing that candle from contention for HOD/LOD. Example at 10AM Checkpoint: 6PM high = 18,000 10PM high = 18,050 (eliminates 6PM high) 2AM high = 18,100 (eliminates 10PM high) 6AM high = 18,075 (does NOT eliminate 2AM high) Result: 2 eliminations The number of eliminations indicates trend strength: 0 eliminations = Range-bound, high probability extremes already set 1-2 eliminations = Moderate trend 3-4 eliminations = Strong trend day, range likely to extend 2. STRUCTURE (Pattern Type) The indicator distinguishes between two elimination patterns: Sequential: Eliminations occur in order (6pm → 10pm → 2am → 6am → 10am) Indicates smooth, consistent trend Example: 10pm eliminates 6pm, then 2am eliminates 10pm (sequential) Skip: Eliminations skip candles Indicates choppy/reversal behavior Example: 2am eliminates 6pm but NOT 10pm (skip pattern) Why it matters: Skip patterns show 2X probability differences compared to sequential patterns. At 10AM checkpoint with 2 eliminations, skip pattern shows 64% participation rate vs 36% for sequential pattern with previous survived. 3. PREVIOUS CANDLE STATUS Did the immediately prior candle get eliminated? Eliminated: Previous candle's high/low was taken out Indicates relentless trend Higher probability of continuation Survived: Previous candle's high/low still intact Indicates trend pause Higher probability of mean reversion or range completion Critical insight: High and low are tracked separately. At 2AM checkpoint, 10PM might have eliminated 6PM high (relentless uptrend) but NOT eliminated 6PM low (low survived). This creates different probabilities for HOD vs LOD. VISUAL ELEMENTS 4-Hour Candle Boxes Each 4H candle is displayed as a colored box showing its range: Gray = 6PM (evening) Blue = 10PM (Asia) Purple = 2AM (early London) Orange = 6AM (London + NY Open) - THE CURVE SESSION Teal = 10AM (NY morning) - THE MONEY SESSION Red = 2PM (NY afternoon) - THE FADE SESSION HOD/LOD Lines Black horizontal lines extend from current HOD/LOD with labels showing: Which candle set the extreme Current price level THE CHECKPOINT TABLE EXPLAINED Table Header: Shows current checkpoint (e.g., "🎯 10AM CHECKPOINT") or "⏳ PRE-CHECKPOINT" if between checkpoints. Main Metrics (Side-by-Side Comparison): The table displays HOD and LOD separately in two columns because they can have different patterns: METRIC HODLOD Eliminations Number of candles eliminated so far for highs Number of candles eliminated so far for lows Structure Sequential or Skip pattern for highs Sequential or Skip pattern for lows Prev Candle Was previous candle's high eliminated or did it survive? Was previous candle's low eliminated or did it survive? Pattern Combined interpretation: Relentless/Paused/Skip/Early Combined interpretation: Relentless/Paused/Skip/Early Color Coding: Structure Row: White = Sequential (smooth trend) Orange = Skip (choppy/reversal) Previous Candle Row: Red = Eliminated (relentless trend continuing) Blue = Survived (trend paused) Pattern Row: Red = Relentless (previous eliminated + sequential = strong trend) Blue = Paused (previous survived + sequential = trend pause) Orange = Skip/Chop (skip pattern = reversal likely) Gray = Early (0-1 eliminations, too early to tell) Probability Section: Prob Already In: Percentage chance that HOD/LOD has already been set Color coding: Green (>75%) = High confidence extreme is in, FADE Yellow (45-75%) = Moderate confidence Red (<45%) = Low confidence extreme is in, CONTINUATION likely Sample Size: Shows how many historical occurrences match this exact state (n=XXX) Larger samples = higher confidence Most common states have n=500-2,000+ Current: Which candle currently holds HOD/LOD Pattern Guide Section: Appears when you have 2+ eliminations. Provides interpretation: 📈 Paused: Trend has paused, 2pm more likely to set extreme 📈 Relentless: Breaking higher/lower, continuation expected 📈 Skip/Chop: Choppy pattern, next session likely Same for lows with 📉 symbol. PRACTICAL TRADING EXAMPLES Example 1: High Conviction Fade Setup State at 10AM Checkpoint: Eliminations: 0 (both HOD/LOD) Structure: None (no eliminations yet) Prev Candle: Survived Table shows: HOD Prob Already In: 68.9% (n=582) LOD Prob Already In: 73.6% (n=785) Interpretation: Range is likely complete. Fade extremes. With 0 eliminations and 70%+ probability, this is a high-conviction mean reversion signal. Example 2: Strong Continuation Signal State at 10AM Checkpoint: Eliminations: 3 (both HOD/LOD) Structure: Sequential Prev Candle: Eliminated (relentless) Table shows: HOD Prob Already In: 29.8% (n=1,758) LOD Prob Already In: 34.6% (n=1,451) Pattern: 📈 Relentless / 📉 Relentless Interpretation: Strong trend day. Only 30-35% chance range is complete. Look for breakouts in direction of trend. 10AM and 2PM likely to extend range. Example 3: Pattern Structure Edge State at 10AM Checkpoint: Eliminations: 2 (HOD) Structure: Skip (orange background) Prev Candle: Eliminated vs Alternative State: Eliminations: 2 (HOD) Structure: Sequential Prev Candle: Survived Result: Skip pattern shows 64% chance 10AM participates vs 36% for sequential+survived. Skip pattern = 2X more likely to see 10AM high. This structural edge is unique to this indicator. Example 4: Different HOD vs LOD Patterns State at 10AM Checkpoint: HOD: 2 eliminations, Sequential, Previous Eliminated (Relentless) = 46.7% in LOD: 2 eliminations, Skip, Previous Eliminated (Choppy) = 48.4% in Interpretation: Highs show relentless uptrend but lows show choppy behavior. This divergence suggests potential for upside continuation but with volatility. Not a clean trend day. KEY CHECKPOINT STATISTICS (DERIVED FROM 10-YEAR DATASET) 10PM Checkpoint (After 6PM): Very early in day 13.5% HOD in, 21.3% LOD in Most likely outcome: Range extends into 6AM/10AM 2AM Checkpoint (After 10PM): Still early With 0 elims: 22-31% in (balanced) With 1 elim: 8-12% in (strong trend signal) 6AM Checkpoint (After 2AM) - Critical Decision Point: With 0 elims: 40-47% in (balanced, could go either way) With 2 elims: 18-22% in (strong trend into 6AM/10AM) Most likely outcome: 10AM sets extremes (~38-40%) 10AM Checkpoint (After 6AM) - Highest Conviction: With 0 elims: 69-74% in → FADE (high confidence) With 3 elims: 30-35% in → BUY/SELL continuation This is THE money checkpoint for high-probability setups 2PM Checkpoint (After 10AM) - Maximum Fade Conviction: With 0-3 elims: 67-95% in → FADE strongly With 4 elims: 49-61% in (monster trend, weaker fade) 2PM is primarily a mean reversion session UNDERSTANDING THE UNDERLYING DATA All probabilities are derived from analysis of: Instrument: NQ Futures (E-mini NASDAQ-100) Timeframe: 1-minute bars Period: January 2013 - December 2025 Sample: 3,136+ complete trading days Methodology: Real-time checkpoint analysis with zero forward-looking bias Why NQ-Specific? Each futures contract has unique: Session characteristics (6AM in NQ shows 60-64% curve behavior, other sessions differ) Timing patterns (NQ's 10AM session has 67-74% immediate takeouts) Volatility profiles (NQ 2PM shows 56% bullish bias vs ES shows different bias) Using this indicator on ES, RTY, or other instruments will produce inaccurate results because the probability tables are NQ-specific. ORIGINALITY & INNOVATION What Makes This Indicator Unique: Zero Forward-Looking Bias: State locks at checkpoint moments. Traditional indicators recalculate continuously, introducing bias. This indicator freezes probabilities at the exact moment a 4H candle closes. Three-Factor State System: Combines elimination count, structure pattern, and previous candle status. Most indicators only track one dimension. This multi-factor approach provides 2X+ probability differentials. Separate HOD/LOD Tracking: Highs and lows can have different patterns simultaneously (relentless high with choppy low). This indicator tracks them separately for precision. Pattern Structure Analysis: Distinguishes between sequential and skip patterns, a concept not found in standard indicators. Skip patterns show mean reversion while sequential shows continuation. 10+ Year Statistical Foundation: Every probability is backed by hundreds to thousands of historical occurrences (sample sizes shown in table). Not based on theories or assumptions. Checkpoint-Specific Probabilities: Different checkpoints have different probability profiles. 10AM checkpoint with 0 eliminations = 70%+ fade. 6AM checkpoint with same state = 40%+ fade. Context matters. HOW TO USE THIS INDICATOR Step 1: Wait for Checkpoint The table will show "⏳ PRE-CHECKPOINT" until a 4H candle closes. Probabilities are only valid at checkpoint moments. Step 2: Read the State Check the three factors: How many eliminations? Sequential or skip? Previous candle eliminated or survived? Step 3: Check Probability Look at "Prob Already In" percentage: >75% (Green) = High confidence extreme is set, fade 45-75% (Yellow) = Moderate confidence, use other confirmation <45% (Red) = Low confidence extreme is set, continuation likely Step 4: Check Sample Size Larger sample (n=1,000+) = higher confidence Smaller sample (n=50-200) = use caution, edge is real but less robust Step 5: Consider Pattern Read the pattern guide: Relentless = trend continuing Paused = trend stalled, mean reversion Skip/Chop = reversal/range likely Step 6: Compare HOD vs LOD If both show similar patterns = cleaner signal If divergent patterns = complex day, be cautious BEST PRACTICES Focus on 10AM and 2PM checkpoints - These have the highest conviction signals Combine with price action - Don't fade blindly at 90% probability if price is breaking out strongly Larger samples = better edges - Prioritize setups with n=500+ Watch for pattern divergence - When HOD and LOD show different patterns, expect complexity Remember session characteristics: 6AM = THE CURVE SESSION (60-64% mean reversion when Q2 breaks Q1) 10AM = THE MONEY SESSION (67-74% immediate takeouts, highest conviction) 2PM = THE FADE SESSION (67-95% extremes already in) SETTINGS Show 4H Candle Boxes - Display colored boxes for each 4H candle Show HOD/LOD Lines - Display horizontal lines at current extremes Show Checkpoint Analysis - Display probability table Table Position - Choose where to place the checkpoint table Table Size - Tiny/Small/Normal Colors - Customize box colors for each session LIMITATIONS & DISCLAIMERS NQ FUTURES ONLY - Do not use on other instruments Not a standalone system - Use as confluence with your strategy Historical data - Past performance doesn't guarantee future results Sample size variance - Some states have smaller samples, use judgment Requires understanding - Read this guide fully before trading with this tool FINAL NOTES This indicator represents 10+ years of NQ futures data distilled into actionable, real-time probabilities. The checkpoint methodology ensures zero forward-looking bias, while the three-factor state system provides granular edge that traditional indicators miss. Remember: This tool provides probabilities, not certainties. Trade with proper risk management, and use this as one input in your decision-making process.
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