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Deviation from EMA & VWAPThis indicator displays the real-time percentage deviation of price from both the EMA and VWAP. 🔹 EMA Deviation is shown as a smooth blue line 🟧 VWAP Deviation is shown as an orange histogram 📉 Use it to spot overbought/oversold conditions or sharp impulse moves 🔔 Built-in alerts for extreme deviations 🎯 Fully customizable: EMA length, deviation thresholds, VWAP toggle, and more Ideal for identifying counter-trend setups and price extremes across all timeframes.
Pine Script®指標
由alex.kurshalow提供
PLR-Z For Loop🧠 Overview PLR-Z For Loop is a trend-following indicator built on the Power Law Residual Z-score model of Bitcoin price behavior. By measuring how far price deviates from a long-term power law regression and applying a custom scoring loop, this tool identifies consistent directional pressure in market structure. Designed for BTC, this indicator helps traders align with macro trends. 🧩 Key Features Power Law Residual Model: Tracks deviations of BTC price from its long-term logarithmic growth curve. Z-Score Normalization: Applies long-horizon statistical normalization (400/1460 bars) to smooth residual deviations into a usable trend signal. Loop-Based Trend Filter: Iteratively scores how often the current Z-score exceeds prior values, emphasizing trend persistence over volatility. Optional Smoothing: Toggleable exponential smoothing helps filter noise in choppier market conditions. Directional Regime Coloring: Aqua (bullish) and Red (bearish) visuals reinforce trend alignment across plots and candles. 🔍 How It Works Power Law Curve: Price is compared against a logarithmic regression model fitted to historical BTC price evolution (starting July 2010), defining structural support, resistance, and centerline levels. Residual Z-Score: The residual is calculated as the log-difference between price and the power law center. This residual is then normalized using a rolling mean (400 days) and standard deviation (1460 days) to create a long-term Z-score. Loop Scoring Logic: A loop compares the current Z-score to a configurable number of past bars. Each higher comparison adds +1, and each lower one subtracts -1. The result is a trend persistence score (z_loop) that grows with consistent directional momentum. Smoothing Option: A user-defined EMA smooths the score, if enabled, to reduce short-term signal noise. Signal Logic: Long signal when trend score exceeds long_threshold. Short signal when score drops below short_threshold. Directional State (CD): Internally manages the current market regime (1 = long, -1 = short), controlling all visual output. 🔁 Use Cases & Applications Macro Trend Alignment: Ideal for traders and analysts tracking Bitcoin’s structural momentum over long timeframes. Trend Persistence Filter: Helps confirm whether the current move is part of a sustained trend or short-lived volatility. Best Suited for BTC: Built specifically on the BNC BLX price history and Bitcoin’s power law behavior. Not designed for use with other assets. ✅ Conclusion PLR-Z For Loop reframes Bitcoin’s long-term power law model into a trend-following tool by scoring the persistence of deviations above or below fair value. It shifts the focus from valuation-based mean reversion to directional momentum, making it a valuable signal for traders seeking high-conviction participation in BTC’s broader market cycles. ⚠️ Disclaimer The content provided by this indicator is for educational and informational purposes only. Nothing herein constitutes financial or investment advice. Trading and investing involve risk, including the potential loss of capital. Always backtest and apply risk management suited to your strategy.
Pine Script®指標
由CipherDecoded提供
M2 Lag Correlation | QuantumResearch🧠 M2 Lag Correlation | QuantumResearch Global M2 vs. Asset Lagged Correlation Dashboard Measuring delayed macroeconomic impact across regions and asset classes 🌍 Why Is It Unique? This is the first macro-financial correlation tool on TradingView that tracks and aggregates lagged money supply (M2) data across 20 global economies, FX-adjusted into USD equivalence, and overlays it against your selected chart (BTC, ETH, SPX, etc.). It does more than just plot macro data — it quantifies the delayed correlation between asset price action and macro liquidity trends, providing a unique macro-lag insight tool for serious analysts and long-term investors. 📌 What It Does: Computes the global M2 aggregate using 20 region-specific M2 datasets, normalized via local exchange rates Lets you shift the M2 data forward using a customizable day offset (default: 96D) to model macro lag effects Calculates rolling Pearson correlation between your charted asset and the lagged M2 line Outputs correlation scores across four windows: 🟢 30D (Monthly) 🟢 90D (Quarterly) 🟢 182D (Semester) 🟢 365D (Yearly) ➕ Includes a composite Average Score Displays values in a clean dashboard-style table with color-coded feedback 🔍 Use Cases: Detect how macro liquidity expansion or contraction influences your asset Determine the macro lag window — the period after which monetary supply affects asset prices Validate cycle transitions using data-backed macro alignment Compare lag response between assets (e.g., BTC vs. ETH vs. NASDAQ) 📊 Macro Lag Insight: As of recent data: Bitcoin (BTC) shows the strongest correlation with global M2 at approximately 97 days of lag Ethereum (ETH) shows its peak correlation around 108 days of lag These lag values are not static and may evolve over time as macro conditions shift. The script allows users to explore such relationships interactively. ⚙️ Customizable Parameters: 🔄 Offset (Days) – Slide the M2 curve forward to match historical asset reactions 🎨 Color Mode – 8 color palettes to match your visual preferences 📍 Table Position – Place the correlation display wherever you want on your chart ✅ Requirements: Access to ECONOMICS and FX_IDC feeds on TradingView Chart timeframe: preferably daily or higher for macro relevance ⚠️ Disclaimer: Disclaimer: The content on this indicator is for informational and educational purposes only. Nothing contained within should be considered financial, investment, legal, or other professional advice. Past performance does not guarantee future results. Trading cryptocurrencies involves substantial risk of loss and is not suitable for every investor. Correlation does not imply causation. This tool offers macro-aligned insight, not direct price prediction. Use it alongside a broader macro and market framework.
Pine Script®指標
由QuantumResearch提供
US30 Daily Trade FinderElevate Your US30 Trading with Daily Trade Finder Welcome to the next evolution in breakout-based trading on Daily Trade Finder v1.0—for US30 (Dow Jones). Designed by FX DISTRIBUTION for traders who demand clarity, consistency, and built-in risk control, this invite-only indicator cuts through the noise and delivers high-probability entry signals every New York session. ✨ What It Does Session-Based Breakout Detection Tracks the Asian session’s high and low (automatically highlighted on your chart). Monitors London’s liquidity sweeps of those Asian extremes to determine directional bias (bullish if the Asian high is breached, bearish if the Asian low is pierced). During the New York session, fires a “Buy” or “Sell” label whenever price closes beyond the prior session range in the direction of your bias. Fixed & Dynamic TP/SL Calculation Fixed Mode: Uses a Simple “Pip Offset” for Stop-Loss and Take-Profit (30–50 pips SL, 75–100 pips TP by default). Dynamic ATR Mode: Automatically adjusts your SL/TP based on real-time market volatility (ATR), so you never risk being prematurely stopped out during high-volatility episodes or leaving money on the table in tight ranges. Built-In Backtest Dashboard On the final bar of your replay or live chart, a compact, on-screen table displays: Total Entries Wins vs. Losses Win Rate (%) Average Profit per Trade (%) Total Profit (%) No need for external export—see exactly how the indicator has performed over your chosen timeframe, so you trade with confidence rather than guesswork. On-Chart Trade Labels & Alerts Entry Labels: Green “Buy” arrows and red “Sell” arrows appear precisely when conditions align. Exit Labels: Clearly marks “Exit Long” or “Exit Short” at TP levels if your SL/TP is hit and if the “Show Exit Point” option is enabled. Customizable Alerts: Receive native TradingView push, email, or pop-up alerts when a signal fires or a TP/SL is reached—never miss a key move again. 🏆 Why It’s Unique Integrated Session Logic + Breakout Edge: Most breakout tools simply watch price vs. a static range. Daily Trade Finder layers on ICT session philosophy—filtering Asian ranges, waiting for London sweeps, and then only trading in New York. This three-step filter drastically reduces false signals. Adaptive Risk Management: Instead of forcing a one-size-fits-all pip offset, our Dynamic ATR mode scales every SL/TP to the market’s current volatility—giving you breathing room in wild markets and tighter exits in calm markets. Transparency with Backtest Metrics: Built-in, on-chart backtesting metrics mean you see your win rate and profitability at a glance without exporting data to spreadsheets or Blockchain. You’ll know in real time if your set-and-forget strategy really works. Invite-Only, Protected Code: The logic is proprietary to FX DISTRIBUTION. By keeping this indicator invite-only, we ensure you have a dedicated support channel and a hand-picked community of serious US30 traders. ⚙️ How It Works (Step-by-Step) Add ICT Session Marker (Optional) Drop the ICT Sessions indicator on your US30 chart to color-code Asian, London, and New York blocks for clearer context. Add Daily Trade Finder to Your 5 Min (or 3 Min) US30 Chart Confirm your inputs: Market Open Time: Set your broker’s UTC-offset so “New York” session aligns correctly. TP/SL Mode: Select “Fixed” (30–50 pip SL, 75–100 pip TP) or “Dynamic ATR” (custom ATR length & multipliers). Show Exit Labels: Toggle on if you want to see exactly where TP or SL triggered. Identify Bias via London Sweep During 2 AM–5 AM EST (London session), wait for price to break above the prior Asian High (bullish bias) or below the prior Asian Low (bearish bias). If no clear sweep, skip the day or wait for retest—there is no forced entry. Trade in New York Session (7 AM–10 AM EST) On the 5 Min (or 3 Min) chart, watch for a “Buy” label (green arrow) if bullish bias, or a “Sell” label (red arrow) if bearish bias. Execute market order immediately at label’s candle close. Set Stop-Loss & Take-Profit SL: 30–50 pips away from entry. With a R 1 500 starting balance on US30, we recommend 0.01 lots (30 pip SL ≈ R 12 = ~0.8 % risk). TP: 75–100 pips (1 – 2 Risk:Reward). If price reaches TP, you’ll see an “Exit Long” or “Exit Short” label. Review Backtest Dashboard As soon as the final bar of your replay or live chart loads, your on-screen table shows your results: number of signals, wins/losses, win rate, average % return per trade, and total % profit. Use this immediate feedback to adjust your session times, TP/SL preferences, or risk tolerance if needed. 🚀 Benefits for Traders Clarity Over Noise: Rather than guessing which breakout to follow, you see exactly when and why those breakouts occur (session sweeps). Automated Precision: One click installs, and all key SL/TP levels auto-calculate in real time—no need for manual pip counting. Built-In Proof of Concept: The dashboard quantifies your edge in seconds—no more “back-of-the-napkin” calculations or Excel exports. Invite-Only Community: By maintaining a private roster, we ensure each user has direct support, receives update notices, and trades alongside other committed US30 specialists. Scalable Risk Control: Whether you’re starting with R 1 500 or R 150 000, simply adjust your lot size and the indicator’s built-in rules keep your risk at 1–2 % per trade. Final Thoughts Daily Trade Finder v1.0 marries ICT session logic with real-time breakout filtering and adaptive risk controls, all packaged into a slick, on-chart dashboard. For serious US30 (Dow Jones) traders, this is not just another indicator—it’s a complete, invite-only toolkit designed to minimize guesswork, maximize clarity, and put your edge firmly in your corner. Ready to trade like a pro? Request your invite now and join the FX DISTRIBUTION community of high-performance US30 breakout specialists. Good luck, and trade with confidence!
Pine Script®指標
由uKhuthi提供
Last Week's APM & Daily % Move(Corrected)Last Week's Average Price Movement + Daily Percentage Move (based on NY time) This indicator accurately displays last week's Average Pip Movement (APM) consistently across all timeframes and tracks the true daily percentage move relative to that APM in a clear table in the top-right corner. Key Features: -Consistent Last Week's APM: Calculates the average pip movement from Monday to Friday of the previous trading week (based on daily wick-to-wick ranges, divided by 5). This APM value is now stable and the same across all chart timeframes. -Accurate Live Daily % Move: Tracks the maximum percentage the price has moved (either up or down) since the 5 PM New York time daily open, compared to last week's APM. The percentage holds the maximum value reached during the day and resets at the next 5 PM NY open. -NY Time Alignment: All time-based calculations are aligned with the New York time zone Pip Adjustment: Automatically adjusts for JPY pairs. ⚠️ Important: For the intended display and relevance of the daily percentage move, this indicator is best used on timeframes 4-hour and under. On Daily and Weekly timeframes, the APM display will show a message indicating this. We hope this indicator enhances your trading analysis.
Pine Script®指標
由delorean369提供
Calcolatore Contratti DMT🧠 DMT Contract Calculator – Deep Market Trader This indicator is a risk management tool designed for traders of U.S. futures (NQ, MNQ, ES, MES, YM, MYM), with a focus on intraday and scalping strategies. 📌 What it does Automatically calculates the correct number of contracts to trade based on your dollar risk and stop loss in ticks. Displays the effective risk and highlights it in red if it exceeds your preset risk. Adapts to the selected asset with the appropriate tick value. Presents the results in a clean table at the top right of the chart. ⚙️ How to use it Choose your asset (e.g., MNQ) from the dropdown menu. Set: Your dollar risk (e.g., $100) Your stop loss in ticks (e.g., 10 ticks) The calculator will show: Number of contracts to trade Actual risk in dollars A visual alert if the effective risk exceeds the preset value
Pine Script®指標
由Deep_Market_Trader_DMT提供
Macro Context v1 - NobruzeraaaHMacro Context v1 Advanced Multi-Asset Correlation Analysis for Professional Trading "In institutional trading, correlation is king. This panel puts the crown on your charts." Overview This is a sophisticated real-time market analysis tool that monitors critical institutional correlations across traditional and cryptocurrency markets. This indicator provides traders with actionable insights based on academic research and institutional trading patterns. Features - **Multi-Asset Correlation Engine** - **13 Advanced Analysis Layers** covering macro, crypto, and institutional flows - **Real-time Correlation Detection** between BTC, equities, bonds, and commodities - **Institutional Divergence Alerts** for early trend identification - **Risk Sentiment Analysis** using VIX, DXY, and yield curve data **Professional Grade Analytics** - **NDX/SPX vs BTC Correlation** - Critical tech-crypto relationship monitoring - **VIX Breakout Detection** - Institutional panic (>30) and dangerous complacency (<15) alerts - **Yield Curve Inversion Monitoring** - Recession signal detection via US10Y-US2Y spread - **Institutional Flow Tracking** - Real proxies using MSTR/COIN performance - **DXY Critical Levels** - USD dominance (>105) and weakness (<95) thresholds **Smart Actionable Signals** - **Opportunity Detection** in altcoins during confirmed risk-on periods - **Divergence Warnings** when BTC-Tech correlations break down - **Volatility Preparation** alerts during market complacency - **Hedge Recommendations** during institutional flight to quality Correlation Matrix Monitored **Traditional Markets** | Asset | Function | Institutional Significance | |-------|----------|---------------------------| | **SPX** | Equity benchmark | Risk-on/off sentiment | | **NDX** | Tech growth proxy | Innovation capital flows | | **VIX** | Volatility index | Fear/greed institutional gauge | | **DXY** | Dollar strength | Global liquidity flows | | **US10Y-US2Y** | Yield curve | Recession probability | | **Gold** | Safe haven | Inflation hedge demand | | **Copper** | Industrial metal | Growth expectations | **Cryptocurrency Markets** | Asset | Function | Institutional Significance | |-------|----------|---------------------------| | **BTC** | Digital store of value | Institutional adoption gauge | | **ETH** | Smart contract platform | DeFi institutional interest | | **BTC.D** | Bitcoin dominance | Crypto capital allocation | | **USDT.D** | Stablecoin dominance | Risk-off crypto indicator | | **TOTAL3** | Alt market cap | Retail vs institutional flow | **Institutional Proxies** | Asset | Function | Why It Matters | |-------|----------|----------------| | **MSTR** | MicroStrategy stock | Corporate BTC holdings proxy | | **COIN** | Coinbase stock | Crypto institutional gateway | --- Critical Correlations Detected **1. Tech-Led Risk-On Confirmation** **Trigger:** NDX outperforming SPX + BTC rising + VIX declining **Signal:** Strong institutional appetite for growth assets **Action:** Opportunity in tech and crypto momentum **2. BTC-Tech Divergence Warning** **Trigger:** NDX/SPX ratio positive + BTC declining significantly **Signal:** Potential institutional crypto exit while maintaining tech exposure **Action:** Monitor for broader crypto weakness **3. Institutional Panic Mode** **Trigger:** VIX > 30 + USDT.D rising + BTC/equities declining **Signal:** Fear-driven liquidations across all risk assets **Action:** Wait for clarity, prepare for volatility **4. Dangerous Complacency** **Trigger:** VIX < 15 + low volatility across assets **Signal:** Market complacency reaching dangerous levels **Action:** Prepare for sudden volatility spike **5. Yield Curve Recession Signal** **Trigger:** US10Y-US2Y spread deeply inverted (<-0.5%) **Signal:** Bond market pricing in economic slowdown **Action:** Defensive positioning, reduce risk exposure **6. USD Super-Dominance** **Trigger:** DXY > 105 + gold declining + risk assets under pressure **Signal:** Extreme USD strength creating global liquidity stress **Action:** Monitor emerging market stress, dollar-denominated debt concerns **7. Altseason Confirmation** **Trigger:** BTC.D declining + USDT.D declining + TOTAL3 outperforming + low VIX **Signal:** Capital rotating from BTC to altcoins in risk-on environment **Action:** Opportunity in alternative cryptocurrencies --- Advanced Analytics Provided **Risk Sentiment Classification** - 🔴 **Fear in System** - Multiple fear indicators triggered - 🟡 **Cautious Mode** - Mixed signals, proceed carefully - 🟢 **Risk Appetite** - Confirmed risk-on environment - 🟢 **Strong Risk-On** - Multiple bullish confirmations - 🟠 **Dangerous Complacency** - Excessive optimism warning **Macro Context Analysis** - 💪 **Dollar Dominant** - USD strength driving global flows - 🌍 **USD Weakening** - Emerging market and commodity positive - ⚠️ **Market Stress** - Multiple stress indicators active - 🚀 **Solid Bull Market** - Confirmed uptrend across assets - 🏭 **Growth Acceleration** - Copper/Gold ratio signaling expansion - 🛡️ **Defensive Rotation** - Flight to quality assets **Actionable Intelligence** - ✅ **Opportunity in Alts** - Multiple confirmations for altcoin exposure - ⚠️ **Wait for Clarity** - High uncertainty, avoid new positions - 🏛️ **Consider Hedge** - Defensive positioning recommended - 📈 **Ride Momentum** - Trend continuation likely - 🔍 **Monitor Divergence** - Correlation breakdown warning - ⚠️ **Prepare for Volatility** - Complacency extreme reached Technical Implementation **Data Sources** - **Traditional Markets:** TradingView real-time feeds - **Cryptocurrency:** Binance spot prices and market cap data - **Macro Data:** US Treasury yields, volatility indices - **Update Frequency:** Every minute during market hours **Calculation Methodology** - **24-hour percentage changes** for all assets - **Real-time price levels** for VIX and DXY thresholds - **Spread calculations** for yield curve analysis - **Ratio analysis** for relative performance metrics **Multi-Language Support** - 🇺🇸 **English** - Full professional terminology - 🇪🇸 **Spanish** - Complete translation for Latin American markets - 🇧🇷 **Portuguese** - Brazilian market terminology --- Academic Foundation This indicator is built upon peer-reviewed research and institutional trading patterns: **Research-Based Correlations** - **Bitcoin-NASDAQ correlation studies** (2024 academic papers) - **VIX threshold analysis** from institutional trading desks - **Yield curve inversion** recession prediction models - **Dollar index breakout** historical analysis - **Cryptocurrency dominance** flow studies **Institutional Insights** - **Fear & Greed Index** methodology adaptation - **Professional volatility** threshold implementation - **Corporate treasury** Bitcoin adoption tracking - **Institutional proxy** correlation validation --- Quick Start Guide **Configuration** - **Language Selection:** Choose your preferred language - **Asset Selection:** Enable/disable specific asset monitoring - **Timezone:** Set your preferred timezone for timestamp display **Interpretation** - **Green indicators:** Bullish/risk-on signals - **Red indicators:** Bearish/risk-off signals - **Yellow indicators:** Neutral/mixed signals - **Orange indicators:** Warning/extreme conditions --- Use Cases **Traders** - **Portfolio allocation** based on institutional flows - **Risk management** through correlation monitoring - **Market timing** using sentiment extremes - **Divergence trading** opportunities **Analysts** - **Multi-asset correlation** research - **Macro theme** identification - **Risk sentiment** quantification - **Flow analysis** across asset classes **Cryptocurrency Investors** - **Altseason timing** through dominance analysis - **Macro correlation** understanding - **Institutional adoption** tracking - **Risk-on/off** positioning --- Important Disclaimers - **Not Financial Advice:** This tool provides analytical insights, not investment recommendations - **Market Risk:** All trading involves substantial risk of loss - **Correlation Changes:** Market correlations can shift rapidly during crisis periods - **Supplementary Tool:** Should be used alongside other analysis methods This indicator represents cutting-edge market analysis combining traditional finance and cryptocurrency insights. Regular updates ensure continued accuracy as market structures evolve. **Version:** 1.0 **Last Updated:** 2025 **Compatibility:** Pine Script v6 **Category:** Multi-Asset Analysis
Pine Script®指標
由Nobruzeraaah提供
ES WickSauce 06/02ES WickSauce Levels by Yags 🧠 This script displays key price levels for the ES Futures (S&P 500 E-mini) based on high-probability zones identified through order flow analysis. The levels are selected daily by Yags, a trader in our community who specializes in tools like: Footprint charts Volume Profile (VP) Time Price Opportunity (TPO) Delta/Absorption analysis Session statistics These tools help identify areas where liquidity, volume imbalances, or unfinished auctions suggest potential turning points or areas of interest. 🔍 How it works: The indicator draws horizontal levels across the session that represent: 🟡 Yellow = LVN (Low Volume Node) – zones of low participation, often act as pivots or magnets. 🔴 Red = HVN (High Volume Node) – areas of high activity, typically zones of acceptance. ⚫ Grey Lines = VP Levels – thin lines marking VP-derived prices (like session highs/lows). ⚫ Grey Boxes = Shelf/Ledges – price shelves or consolidation ledges from volume profile. 💖 Pink = Single Prints or POC – either TPO single prints or developing Point of Control. 🟠 Orange = VPOC – Volume Point of Control (most traded price of the session). These levels are manually curated to avoid overplotting and to focus only on what truly matters during the trading day. The script updates automatically for current sessions to support scalping, mean reversion, and continuation setups based on context. 📌 Why it's closed-source: We made this script closed-source to protect the integrity of the level selection methodology, which is not algorithmically generated but hand-picked by Yags using discretionary order flow insights. This preserves the edge of our Discord and trading community while letting members overlay these curated levels directly on their charts. This script doesn’t “reproduce” open-source indicators — it’s simply a visual tool for sharing manually-determined zones using standard Pine features like horizontal lines and session timestamps. ✅ Use Cases: Fade or play continuation at LVNs or shelf edges Monitor response at VPOCs (volume-based control zones) Watch for reaction at single prints or absorption zones Validate your trades with real order flow levels If you have any questions or want access to the private Discord for daily levels and educational content, feel free to reach out. This is not a buy/sell signal script, it’s a contextual guide to support your trading plan.
Pine Script®指標
由Karan-Sidhu提供
Daily ADR TableDaily ADR Table Indicator The Daily Average Daily Range (ADR) Table displays real-time volatility statistics directly on your chart. It shows both the current day's range and the historical average daily range as percentages of the current price, providing essential volatility metrics for trading decisions. The indicator tracks today's range in real-time throughout the trading session using session-based calculations to ensure accuracy. It compares this against a customizable historical average (default 20 days, adjustable from 1-500 days) to help traders assess whether current volatility is above or below normal levels. All values are displayed as percentages for easy comparison across different price levels and formatted to two decimal places for precision. The table position, text size, alignment, and colors are fully customizable with nine position options and professional default styling optimized for readability. This indicator is valuable for day traders, swing traders, and market analysts who need to quickly assess current market volatility relative to historical norms. It assists in position sizing decisions, setting stop losses, and identifying potential breakout or consolidation scenarios based on range expansion or contraction.
Pine Script®指標
由J-V-Y-E提供
ATR-InfoWHAT IT SHOWS - ATR (): Average True Range of the chosen timeframe, printed with the instrument’s native tick precision (format.mintick). - ATR % PRICE: ATR divided by the latest close, multiplied by 100 – the range as a percentage of current price. - LEN / TF: The ATR length and timeframe you selected (shown in small print). INPUTS - ATR Length (default 14) - ATR Timeframe (for example 60, D, W) - Design settings: table position, font size, colours, border EXAMPLES BTC-USD: price 67 800, ATR 2 450, ATR % 3.6 NQ E-Mini: price 18 230, ATR 355, ATR % 1.9 CL WTI: price 76.40, ATR 2.10, ATR % 2.8 EUR-USD: price 1.0860, ATR 0.0075, ATR % 0.69 USE CASES Volatility-adjusted stops: place your stop roughly one ATR beyond the entry price. Position sizing: money at risk divided by ATR gives the number of contracts or coins. Market selection: trade assets only when their ATR % sits in your preferred range. Strategy filter: trigger entries or exits only when ATR % crosses a chosen threshold. LIMITS ATR is descriptive; it does not predict future moves. Illiquid symbols may show exaggerated ATR spikes. ATR % ignores differing session lengths (24/7 crypto versus exchange-traded hours).
Pine Script®指標
由lou_fx提供
WLSMA: fast approximation🙏🏻 Sup TV & @alexgrover O(N) algocomplexity, just one loop inside. No, you can't do O(1) @ updates in moving window mode, only expanding window will allow that. Now I have time series & stats models of my own creation, nowhere else available, just TV and my github for now, ain’t no legacy academic industry I always have fun about, but back in 2k20 when I consciously ain’t known much about quant, I remember seeing post by @alexgrover recreating Moving Regression Endpoint dropped on price chart (called LSMA here) as a linear filter combination of filters (yea yeah DSP terms) as 3WMA - 2SMA. Now it’s my time to do smth alike aye? ... This script is remake of my 1st degree WLSMA via linear filter combo. It’s much faster, we aint calculate moving regression per se, we just match its freq response. You can see it on the screen (WLSMAfa) almost perfectly matching the original one (WLSMA). ... While humans like to overfit, I fw generalizations. So your lovely WMA is actually just one case of a more general weight pattern: pow(len - i, e), where pow is the power function and e is the exponent itself. So: - If e = 0, then we have SMA (every number in 0th power is one) - If e = 1, we get WMA - If e = 2, we get quadratic weights. We can recreate WLSMA freq response then by combining 2 filters with e = 1 and e = 2. This is still an approximation, even tho enormously precise for the tasks you’ve shared with me. Due to the non-linear nature of the thing it’s all we can do, and as window size grows, even this small discrepancy converges with true WLSMA value, so we’re all good. Pls don’t try to model this 0.00xxxx discrepancy, it’s not natural. ... DSP approach is unnatural for prices, but you can put this thing on volume delta and be happy, or on other metrics of yours, if for some reason u dont wanna estimate thresholds by fitting a distro. All good TV ∞ P.S.: strangely, the first script made & dropped in the location in Saint P where my actual quant way has started ~5 years ago xD, very thankful
Pine Script®指標
由gorx1提供
IFF Visual FX v2.4IFF Visual FX v2.4 is an advanced visual module for detecting market phase shifts. This script displays: ✅ Phase change labels (buy/sell). ✅ Reaccumulation and Redistribution zones. ✅ Tolerated pullbacks. ✅ Strong acceleration signals. ✅ Real-time phase transitions. Based on smoothed acceleration, dynamic slope, and proprietary Phase Strength Index (IFF). Designed to help traders anticipate market phase transitions and optimize decision-making in indices, commodities, forex, and cryptocurrencies. Invite-only script. To get access: contact via DM or through Gumroad.
Pine Script®指標
由jonathanparedes738提供
PRO Investing - AlphaCentauri |XLF| DEMOInstrument: AMEX:XLF XLF – Financial Select Sector SPDR Fund Timeframe: Daily Leverage: Leverage is not recommended. 💼 Use in Portfolio Context This strategy is most effective as part of a diversified portfolio. We recommend combining it with other systems that show negative or low correlation to reduce overall risk and enhance performance consistency. 🛡️ Risk Management Effective risk management is achieved through disciplined position sizing and integration with complementary trading systems. The use of advanced risk metrics, such as Value at Risk (VaR) targeting and Expected Shortfall (ES) targeting, is encouraged to provide enhanced downside protection. 🔹Overview: This strategy is specifically built for trading XLF, which represents the financial sector of the S&P 500. It focuses on identifying directional opportunities within banks, insurance companies, asset managers, and other major financial institutions. The daily timeframe allows for a balance between signal stability and responsiveness. 🔹Intelligent Signal (AI-Powered): Our AI-driven system scans market structure, sector-specific volatility, and macroeconomic indicators—such as interest rates and yield curves—to generate precise entry and exit signals aligned with financial sector momentum. 🔹Important Note: This strategy has been optimized for XLF and other financial sector ETFs. If you plan to trade sector exposure via futures, CFDs, or alternative instruments, please contact us for customized adjustments and risk parameters. FOR PREMIUM SYSTEMS, CONTACT US: e-mail: contact@proinvesting.co Mobile: ‪+1 236 777 7091‬ Whatsapp: ‪+1 512 856 4576‬.
Pine Script®策略
由PRO-Investing提供
MÈGAS ALGO : MÈGAS Signals [INDICATOR]Overview The MÈGAS Signals is a cutting-edge, multi-functional trading tool designed for advanced traders seeking to identify high-probability trade setups. This script combines price action analysis, machine learning techniques, and real-time signal generation across multiple timeframes to provide actionable insights. The indicator is optimized for both bullish and bearish market conditions and includes features like backtesting metrics, take-profit tools, and customizable alerts. Key Features 1. Machine Learning and Statistical Clustering The script implements the K-Means clustering algorithm , a widely used unsupervised machine learning technique, to segment historical price movements into distinct clusters based on magnitude and distribution characteristics. These clusters represent quantized levels of bullish and bearish momentum, enabling the system to adaptively model market behavior across varying volatility regimes. By applying this statistical clustering approach to real-time price data, the algorithm dynamically identifies meaningful thresholds for key Smart Money Concepts (SMC) such as Break of Structure (BOS) and Change of Character (CHOCH) . This integration enhances classical SMC logic with a data-driven, self-adjusting mechanism that responds to evolving market conditions, effectively bridging traditional price action analysis with modern machine learning methodologies. 2.Multi-Timeframe Table: A dynamic, real-time multi-timeframe table displayed on the chart that provides at-a-glance insight into: -Current trend or signal status per timeframe -Percentage price change relative to the previous bar -Countdown to the next bar open , updated every second This table empowers traders with cross-timeframe context , helping them identify confluence, reversals, or divergences across multiple horizons — from scalping (1m) to long-term trends (1D). 3.Dynamic Trailing Stops with Enhanced Visualization The dynamic trailing stop mechanism adjusts based on volatility clusters, ensuring tighter risk management during low-volatility periods and wider stops during high-volatility phases. The feed speed feature enhances visualization by adjusting the transparency of candle coloring relative to the trailing stop. This makes it easier to interpret trend strength and momentum, allowing traders to stay ahead of price action. 4.Customizable Alerts for Seamless Execution Sublimia Signals offers highly customizable alerts that can be tailored to specific timeframes and trading preferences. With the intra-bar calculation feature, alerts can be triggered on every tick rather than just on bar close, empowering traders to act swiftly in fast-moving markets. Personalized alert messages allow you to create clear and concise notifications for entry and exit points, streamlining your trading workflow. 5.Comprehensive Backtesting Metrics The built-in performance metrics table provides detailed backtesting results, including total trades, win rates, cumulative profit/loss, profit factor, best profit, and worst loss for both long and short positions. These metrics enable traders to evaluate the effectiveness of their strategies and optimize input parameters for better performance. 6.Non-Standard Candle Integration for Smoother Price Action Analysis The optional Non-Standard Candle toggle allows users to switch between "Traditional", "Heikin-Ashi", "Volume-Weighted" and "Hybrid" candles. This feature is particularly useful for identifying trends and filtering out market noise, while backtesting remains based on normal candles to ensure accuracy. 7.Intra-Bar Calculation for Granular Insights When enabled, the intra-bar calculation feature provides granular insights into price movements within each bar, offering traders a deeper understanding of market dynamics. This feature also modifies the algorithm's logic, triggering alerts on every tick rather than just on bar close, making it ideal for scalpers and day traders who need ultra-responsive tools. 8.Take-Profit/Trailing-Profit Tools: Precision and Flexibility This feature allows you to set multiple profit levels with customizable percentage distances, giving you unparalleled control over your trades. Selectable Type of exit mode : Take-Profit or Trailing-Profit. Selectable Number of Profit Levels: Define as many profit targets as you need, ensuring you can capture profits at different stages of price movement. Percentage-Based Distance: Set each profit level based on a percentage distance from your entry point. This ensures precise positioning tailored to your risk-reward preferences. Integrated Alerts: Never miss an opportunity! The tool includes built-in alerts that notify you when each take-profit level is reached, keeping you informed in real-time. 9.Optimized Visualization The script ensures optimized visualization of trend strength through smooth transitions in candle transparency, making it easier to interpret market momentum. The feed speed parameter calculates how quickly the candle coloring adjusts relative to the trailing stop, enhancing clarity and decision-making. How it work Identify the Primary Trend Using Multi-Timeframe Analysis : Focus on Higher Timeframes : Start by analyzing the 4h, 8h, or 24h timeframes to determine the primary trend. These higher timeframes provide a clearer picture of long-term momentum. The built-in table provides real-time updates across all primarly timeframes. Look for confluence—when multiple timeframes align in the same direction. Confirm Entry Points Using Lower Timeframes : Fine-Tune Entries with Shorter Timeframes : Once you’ve identified the primary trend, use lower timeframes (e.g., 1m, 5m, or 15m ) to confirm entry points. Set Take-Profit Levels Based on Percentage Distances : Customizable Take-Profit Tools : Use the take-profit feature to set multiple levels based on percentage distances from your entry point. Use Customizable Alerts for Real-Time Updates : Enable alerts for specific timeframes (e.g., 4h, 8h, 15m) to stay informed about changes in the primary trend or short-term opportunities. For fast-moving markets, enable the intra-bar calculation feature to receive alerts on every tick, ensuring you don’t miss critical entries or exits. Backtesting for Strategy Optimization : Performance Metrics : Use the backtesting metrics table to evaluate how well your trend-following strategy performs over time. Analyze win rates, profit factor, and best/worst trades to refine your approach. Adjust Inputs : Fine-tune settings like slippage and commission(%) to optimize the indicator for your prefer pair. Please Note: This indicator is provided for informational and educational purposes only. It is not financial advice, and it should not be considered a recommendation to buy, sell, or trade any financial instrument. Trading involves significant risks, including the potential loss of your entire investment. Always conduct your own research and consult with a licensed financial advisor before making any trading decisions. The results and images provided are based on algorithms and historical/paid real-time market data but do not guarantee future results or accuracy. Use this tool at your own risk, and understand that past performance is not indicative of future outcomes.
Pine Script®指標
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