立即開始

Statistics

Log-Normal Price ForecastLog-Normal Price Forecast This Pine Script creates a log-normal forecast model of future price movements on a TradingView chart, based on historical log returns. It plots expected price trajectories and bands representing different levels of statistical deviation. Parameters Model Length – Number of bars used to calculate average and standard deviation of log returns (default: 100). Forecast Length – Number of bars into the future for which the forecast is projected (default: 100, max: 500). Volatility SMA Length – The smoothing length for the standard deviation (default: 20). Confidence Intervals – Confidence intervals for price bands (default: 95%, 99%, 99.9%).
Pine Script®指標
由nasu_is_gaji提供
5
Daily Levels & Stats Pro - [Aspect] v4.0# Description of the "Daily Levels & Stats Pro - v4.0" Indicator This indicator is a powerful tool for market analysis through the lens of key daily levels and statistical price movement indicators. It allows you to display important trading session opening levels, daily statistical movements, and high volatility zones on the price chart. ## Main Indicator Functions: ### Key Time Levels: - **Daily Open (DO)** - daily trading session opening level at 02:00 - **NY Midnight (NYM)** - New York session opening level at 06:00 - **Trade Open (TO)** - active trading opening level at 10:00 ### Analysis Zones: - **Previous Close Zone (PCZ)** - previous day's closing zone (displayed on M5 timeframe) - **Open Day Zone (ODZ)** - current day's opening zone (displayed on M5 timeframe) ### Statistical Price Movement Levels: - **Min** - minimum statistical movement from DO - **Max** - maximum statistical movement from DO - **Aver** - average statistical movement from DO - **Dev-** - lower deviation of movement from DO - **Dev+** - upper deviation of movement from DO ### TO Impulse Movement Statistical Levels: - **Aver TO** - average statistical movement from TO - **Dev+ TO** - upper deviation of movement from TO - **Max TO** - maximum statistical movement from TO ## Indicator Features: - Complete customization of colors, styles, and line widths for all levels - Ability to select time for each main level - Adjustment of the number of bars for level display - Automatic calculation of level values relative to DO and TO - Visual display of TO-levels starts 3 bars before the actual TO point, providing better visual perception - Ability to enable/disable individual levels and zones - Automatic updates and resets when the day changes - Adaptive text labels to mark levels This indicator is excellent for traders who use statistical data and daily support/resistance levels in their trading strategy. It is particularly useful for DAX40 and other highly liquid instruments where daily trading statistics are important for making trading decisions.
Pine Script®指標
由Serhiy_Chernetskyi提供
IB One‑Way Break & Retrace (Chicago 5m)What It Tracks Initial Balance (IB) Range Defined as the high/low from 08 : 30 – 09 : 30 Chicago time each day. Plotted as steplines on your chart (“IB High” in aqua, “IB Low” in fuchsia). Session Window Monitors price from 09 : 30 – 15 : 00 Chicago time (the remainder of the regular day). Break Classification Held: Price never breaches the IB high or low during the session. One‑Way Break: Price breaks one side of the IB (high or low) but doesn’t break the opposite side. Discarded: Price breaks both sides of the IB—in which case the day is skipped from all statistics. Retracement Measurement For “One‑Way Break” days only, measures how far price retraces back into the IB range (as a percentage of the IB width). Retracement values are capped at 100% (so extreme extensions beyond the IB don’t inflate averages). Labeling on the Chart Held days are marked with an orange “Held” label at the unbroken IB edge. One‑Way Break days are marked at the furthest pullback point with a green (if upside break) or red (if downside break) label showing the retrace % (e.g. “37.5%”). Discarded days (both‑side breaks) get a gray “Discard” label. Summary Table (Top‑Right) Bucket Count % Sessions Avg Ret% Total Sessions   X      100.0%       Y.Y%      Held   H      H/Total       0.0%     Breakouts   B      B/Total      A.A%      Discarded   D      D/Total       –          0–20% Retrace       E0     E0/B         Avg0%       20–40% Retrace      E1     E1/B         Avg1%       40–60% Retrace      E2     E2/B         Avg2%       60–80% Retrace      E3     E3/B         Avg3%       ≥80% Retrace        E4     E4/B         Avg4%     Count: Number of days in each category. % Sessions: That count divided by Total Sessions. Avg Ret%: Average retracement on only those days. (Held and Discarded rows show 0% or blank.) How to Use Held days indicate a very tight IB that never gave way—these can signal strong balance before a later move. One‑Way Breakouts show directional moves that retraced back into the IB by some amount. Use the retrace % buckets to gauge typical pullback sizes after breakout. Discarded days (both‑side breaches) are volatile or whipsaw days—excluded from your retracement analysis. By filtering out those whipsaw sessions and focusing on clean one‑way breaks, you get a clearer picture of how deep retracements tend to be after true breakout moves.
Pine Script®指標
由LUXCLARA提供
Log-Normal Z-ScoreLog-Normal Z-Score This Pine Script indicator calculates a modified Z-Score based on log-normal returns, aiming to identify statistically significant price deviations. Indicator Parameters: Model Length: The number of bars used to calculate the mean and standard deviation of log returns. Lookback Length: The number of bars used to compute the lookback return and volatility. This is the main timeframe over which the Z-Score is calculated. Volatility SMA Length: The smoothing length for the volatility, applying a simple moving average to the calculated volatility.
Pine Script®指標
由nasu_is_gaji提供
TDO & Hit Rates by Weekday (5 min)Purpose Tracks how often the next NY session “hits” the previous day’s True Day Open (TDO) level, separately for sessions that open above vs. below TDO, and breaks the statistics down by weekday (Mon–Fri) plus an overall summary. Key Features True Day Open (TDO) Plot Captures the prior day’s 23:00 CT close price as the TDO. Plots it as a continuous yellow line across your chart. Session Labeling At the end of each NY session (08:30–15:00 CT), places a small “TDO” label at the TDO price to confirm visually where it lay during that day. Hit‑Count Logic For each 5 min bar in the NY session, checks if the bar’s high ≥ TDO ≥ low (i.e. the TDO level was “hit”). Classifies each session by whether its opening price (first 5 min bar) was above or below the TDO. Weekday Statistics Table Displays in the bottom‑left of your main chart window. Rows: Header, Mon, Tue, Wed, Thu, Fri, All. Columns: % Hit Above: % of “above‑TDO” sessions that saw at least one hit % Hit Below: % of “below‑TDO” sessions that saw at least one hit Automatically updates in real time as new sessions complete. Inputs & Settings Data Resolution: Default = 5 min; use any intraday timeframe you like (1, 3, 15 min, etc.). Extended Hours: Make sure your chart’s Extended Session (overnight) is enabled so the 23:00 CT bar exists. Overlay: Draws directly on your price chart (no separate pane). How to Use Add to Chart: Paste the Pine v5 code into TradingView’s editor and apply to your ES (or other) futures chart. Enable Overnight Bars: In Chart Settings → Symbol/Session → include Extended Hours. Select Timeframe: Set the chart (or the indicator’s “Data Resolution” input) to 5 min (or your preferred intraday). Read the Table: Each weekday row shows how reliable TDO touches have been historically, separately for “above” and “below” opens. The bottom “All” row summarizes combined performance. What You Learn Edge Analysis: Do sessions opening above TDO tend to test that level more often than those opening below (or vice versa)? Day‑of‑Week Bias: Are certain weekdays more prone to TDO retests? Overall Confidence: The “All” row lets you see your full-sample hit‑rate on both sides.
Pine Script®指標
由LUXCLARA提供
MACD Bullish Cross Alert📘 Indicator Description – MACD Bullish Cross Alert This indicator is designed to detect bullish momentum shifts using the classic MACD (Moving Average Convergence Divergence) crossover strategy. Key Features: Calculates the MACD Line and Signal Line using customizable inputs (default: 12, 26, 9). Triggers an alert when the MACD Line (blue) crosses above the Signal Line (orange). Helps identify early bullish trend reversals or momentum entry points. Ideal for swing traders, position traders, and crypto investors using the weekly timeframe. How to Use: Add to any chart and set the timeframe to 1W (weekly). Create an alert using the built-in MACD Bullish Crossover condition. Combine with price action, volume, or RSI for higher conviction entries. Use Cases: Spotting early entry points after long downtrends. Confirming a trend reversal in high timeframes. Generating high-probability entries in trend-following systems.
Pine Script®指標
由kamstark94提供
Gabriel's Asset Rotation System📈 Gabriel's Asset Rotation System Overview Gabriel’s Asset Rotation System is an advanced multi-asset trend-following tool that dynamically ranks and rotates up to 6 assets (plus USD) based on a customizable trend scoring matrix. Using enhanced signal detection techniques like Cauchy-weighted Supertrend, Jurík RSX, Fisherized CCI, Kalman-filtered PSAR, and Dynamic DMI Smoothing, the system identifies the most dominant asset and simulates strategy equity performance compared to buy-and-hold benchmarks. 🔍 Key Features ✅ Multi-Asset Rotation: Analyze up to 6 symbols and USD simultaneously. ✅ Relative Strength Matrix: Compares every asset against each other to find outperformers. ✅ Custom Trend Engine: Jurik RSX with advanced RSX logic Fisherized CCI for momentum confirmation Kalman-smoothed PSAR for trend bias SuperTrend using a Cauchy Moving Average Smoothed DMI signal across looped periods (10–17) ✅ Dynamic Best Asset Detection: Identifies and tracks the asset with the highest trend score over time. ✅ Performance Table: Displays Sharpe, Sortino, and Omega Ratios along with drawdowns and means for both strategy and each asset. ✅ Visual Trend Matrix: Tabular view of asset strength comparisons against each other + final scoring. ✅ Realistic Strategy Equity Curve: Tracks performance assuming full capital rotation into the best asset. ✅ Alerts: Get notified when the top-performing asset changes. ⚙️ Inputs 🔹 Assets: Customize 6 tickers (crypto, stocks, ETFs, etc.) 🔹 Trend Classification Method: RSI CCI SuperTrend DMI PSAR or use all together 🔹 Jurik RSX Length 🔹 Fisherized CCI Length 🔹 Cauchy MA Gamma and ATR Settings 🔹 DMI Range and MA Type (SMA, EMA, HMA, etc.) 🔹 PSAR Parameters with Kalman smoothing 🔹 Custom Backtest Start Date 📊 Outputs Plot 1: Best Asset Equity (colored dynamically) Plot 2–7: Buy & Hold Curves for each asset (with labels) Tables: Rotation Matrix (bottom-right) Best Performing Asset (bottom-center) Performance Metrics Table (optional toggle) 🧠 Use Case Ideas 🔁 Dynamic Portfolio Rebalancing ⚖️ Compare Risk-Adjusted Returns Across Crypto or Stocks 🧪 Backtest Rotation Hypotheses 🚀 Identify Strongest Breakout Assets in Trend Environments 📉 Avoid Weakening Assets with Rising Drawdowns 🚨 Alerts 🔔 "New Optimal Asset": Triggers when a new top-ranking asset replaces the current one.
Pine Script®指標
由OneWallStreetQuant提供
MG Universal model🚀 Summary🚀 The MG univerasal model is a composite of various items such as RSI, price Z-Score, Sharpe Ratio, Sortino Ratio, Omega Ratio, etc Each component is normalized and then equally wheighted out to perform a global metric. At the end, an Exponential Moving Average is added on the global metric. You can easily find a description of each component on the internet, for the Crosby Ratio, it's a metric that comes from bitcoinmagazinepro.com. ✨ Key Features ✨ 🗡 Smoothed Global Metric Using a Moving average to smooth out the whole aggregated metric. 🗡 Bands Zone at extreme levels Automatically displaying bands at top and bottom levels of the oscillator. 🗡 Normalizing components Each component is normalized. 🗡 DataTable Optional DataTable is available to check the score for each components and their related Z-Score. 📊 How I use it 📊 When catching up with 0 line (midline), crossing it : if it goes above 0.2: get out when it crosses 0.2 again else: get out when it crosses 0 again That's the way I use it, may be there is a better way, FAFO :) ❓ Seeing a bug or an issue ❓ Feel free to DM me if you see a component that seems badly calculated. I will be happy to fix it. ❗❗ Disclaimer ❗❗ This is a single indicator, even though it's aggregating many, do not use it as a standalone. Past performance is not indicative of future results. Always backtest, check, and align parameters before live trading.
Pine Script®指標
由florentm007提供
BotBeans Optimizer - MA CrosserBotBeans Optimizer - MA Crosser This script allows you to: 1. Select up to 12 types of Moving Averages (MA) 2. Backtest 7 combinations of MA crossover strategy at a time with key metrics such as Net Profit%, Profit Factor, Win Rate%, Total Trades and Maximum Drowdown (Max DD) 3. Easy to define slow MA length by using SlowMultiplier. Slow MA length is calculated by fast MA length multiplied by SlowMultipleir. 4. Ability to plot MA lines, trading signals, slop loss and take profit levels for clarification 5. Risk Management is implemented. By default, risk only 2% for each trade. 6. The script uses 14 Average True Range (ATR) multiplied by ATRMultiplier to determine stop loss level 7. Take profit level is calculated by stop loss level multiplied by RiskRewardRatio. 8. Implemented with trading fee for more accurate backtest result
Pine Script®指標
由Schaikovsky提供
Bar Painting [iFarsheed] Bar Painting Overview: The "Bar Painting " indicator is designed for traders who follow price action strategies inspired by Al Brooks. This tool colors candles on your chart, making it easy to identify different candle types like trend bars, dojis, and pin bars without complex calculations. By simply observing the colors, you can quickly understand market dynamics. Features: Candle Coloring: Bullish (up) and bearish (down) trend bars are highlighted in distinct colors for easy recognition. Candles that do not fit these patterns appear in the default chart color, indicating they do not represent significant moves. Visual Clarity: The color coding provides a quick visual reference, allowing you to grasp market conditions at a glance. No Calculations Required: You don’t need to perform any calculations; just look at the colors to understand the strength of the market. How to Use: Customize Settings: Adjust the colors of trend bars to ensure they contrast well with your chart background for improved visibility. Use the settings to choose which candle types you want to highlight based on your trading preferences. Analyze Candle Patterns: Look at the colored candles to quickly identify trend bars, dojis, and pin bars that may signal potential market movements. Informed Decision Making: Use the highlighted candle patterns to assist in making trading decisions, such as identifying possible entry and exit points. Important Note: This coloring scheme is optimized for light mode charts. In dark mode, the colors may not display correctly. To ensure proper color display, please set the visual order of the indicator to "Bring to Front." Future Updates: This indicator is an initial version, and more features will be added in the future. If you have any suggestions or feedback, please feel free to share your thoughts in the comments section of the indicator. Good luck with your trading! -iFarsheed-
Pine Script®指標
由iFarsheed提供
CVD (Cumulative Volume Delta) Cumulative Volume Delta Use a moving average with three different I thought about determining the volatility and direction of the price of the stock price and finding a place to break through. I made some Mistake coz I'm new corder I'm reposting this simple script due to house rule violation. (Whatever can haha) 😁 I'm erasing all the comments in my native language that I had in my script... I thought it would make the User uncomfortable, so I locked the code, and I thought maybe that's the problem Anyway, I'm sorry 😅
Pine Script®指標
由RUpward提供
[Kpt-Ahab] PnL-calculatorThe PnL-Cal shows how much you’re up or down in your own currency, based on the current exchange rate. Let’s say your home currency is EUR. On October 10, 2022, you bought 10 Tesla stocks at $219 apiece. Back then, with an exchange rate of 0.9701, you spent €2,257.40. If you sold the 10 Tesla shares on April 17, 2025 for $241.37 each, that’s around a 10% gain in USD. But if you converted the USD back to EUR on the same day at an exchange rate of 1.1398, you’d actually end up with an overall loss of about 6.2%. Right now, only a single entry point is supported. If you bought shares on different days with different exchange rates, you’ll unfortunately have to enter an average for now. For viewing on a phone, the table can be simplified.
Pine Script®指標
由Kpt-Ahab提供
Institutional MACD (Z-Score Edition) [VolumeVigilante]📈 Institutional MACD (Z-Score Edition) — Professional-Grade Momentum Signal This is not your average MACD . The Institutional MACD (Z-Score Edition) is a statistically enhanced momentum tool, purpose-built for serious traders and breakout hunters . By applying Z-Score normalization to the classic MACD structure, this indicator uncovers statistically significant momentum shifts , enabling cleaner reads on price extremes, trend continuation, and potential reversals. 💡 Why It Matters The classic MACD is powerful — but raw momentum values can be noisy and relative , especially on volatile assets like BTC/USD . By transforming the MACD line, signal line, and histogram into Z-scores , we anchor these signals in statistical context . This makes the Institutional MACD: ✔️ Timeframe-agnostic and asset-normalized ✔️ Ideal for spotting true breakouts , not false flags ✔️ A reliable tool for detecting momentum divergence and exhaustion 🧪 Key Features ✅ Full Z-Score normalization (MACD, Signal, Histogram) ✅ Highlighted ±Z threshold bands for overbought/oversold zones ✅ Customizable histogram coloring for visual momentum shifts ✅ Built-in alerts for zero-crosses and Z-threshold breaks ✅ Clean overlay with optional display toggles 🔁 Strategy Tip: Mean Reversion Signals with Statistical Confidence This indicator isn't just for spotting breakouts — it also shines as a mean reversion tool , thanks to its Z-Score normalization . When the Z-Score histogram crosses beyond ±2, it marks a statistically significant deviation from the mean — often signaling that momentum is overstretched and the asset may be due for a pullback or reversal . 📌 How to use it: Z > +2 → Price action is in overbought territory. Watch for exhaustion or short setups. Z < -2 → Momentum is deeply oversold. Look for reversal confirmation or long opportunities. These zones often precede snap-back moves , especially in range-bound or corrective markets . 🎯 Combine Z-Score extremes with: Candlestick confirmation Support/resistance zones Volume or price divergence Other mean reversion tools (e.g., RSI, Bollinger Bands) Unlike the raw MACD, this version delivers statistical thresholds , not guesswork — helping traders make decisions rooted in probability, not emotion. 📢 Trade Smart. Trade Vigilantly. Published by VolumeVigilante
Pine Script®指標
由VolumeVigilante提供
10
Vietnamese Stocks: Multi-Ticker Fibonacci AlertThis Pine Script™ indicator is designed specifically for traders monitoring the Vietnamese stock market (HOSE, HNX). Its primary goal is to automate the tracking of Fibonacci retracement levels across a large list of stocks, alerting you when prices breach key support zones. Core Functionality: The script calculates Fibonacci retracement levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) for up to 40 tickers simultaneously. The calculation is based on the highest high and lowest low identified since a user-defined Start Time. This allows you to anchor the Fibonacci analysis to a specific market event, trend start, or time period relevant to your strategy. What it Does For You: Automated Watchlist Scanning: Instead of drawing Fib levels on dozens of charts, select one of the two pre-configured watchlists (up to 40 symbols each, customizable in settings) populated with popular Vietnamese stocks. Time-Based Fibonacci: Define a Start Time in the settings. The script uses this date to find the subsequent highest high and lowest low for each symbol in your chosen watchlist, forming the basis for the Fib calculation. Intelligent Alerts: Get notified via TradingView's alerts when the candle closing price of any stock in your active watchlist falls below the critical 38.2%, 50%, 61.8%, or 78.6% levels relative to its own high/low range since the start time. Alerts are consolidated for efficiency. Visual Aids: - Plots the same time-based Fibonacci levels directly on your current chart symbol for quick reference. - Includes an optional on-chart table showing which monitored stocks are currently below key Fib levels (enable "Show Debug Info"). - Features experimental background coloring to highlight potential bullish signals on the current chart. Configuration: Start Time: Crucial input – sets the anchor point for Fib calculations. WatchList Selection: Choose between WatchList #1 (Bluechip/Midcap focus) or WatchList #2 (Defensive/Other focus) using the boolean toggles. Symbol Customization: Easily replace the default symbols with your preferred Vietnamese stocks directly in the indicator settings. Notification Prefix: Add custom text to the beginning of your alert messages. Alert Setup: Remember to create an alert in TradingView, selecting this indicator and the alert() condition, usually with "Once Per Bar Close" frequency. This tool is open-source under the MPL 2.0 license. Feel free to use, modify, and learn from it.
Pine Script®指標
由doqkhanh提供
Dynamic HL VWAP+ | Current & Prev🔴 Dynamic HL VWAP+ | Current & Previous 🔴 A precision volume-weighted tool for traders who want more than just standard VWAP. 🧠 What It Does The Dynamic HL VWAP+ is a powerful custom-built indicator that anchors Volume Weighted Average Price (VWAP) lines not from the session open, but from the highest and lowest points of dynamically detected price cycles. Unlike traditional VWAPs, this tool recalculates its anchor points from: 🔺 The most recent swing high (Highest Price in Lookback Period) Please note currently it's limited to the default value or lower, as any higher, and it will conflict with Pine's restriction on "memory allocation" system for this kind of effort. Will update if there is any change in that. 🔻 The most recent swing low (Lowest Price in Lookback Period) Then it does the same for the previous cycle (before the current lookback window), allowing you to see how price is behaving relative to past and present price extremes. ⚙️ Key Features ✅ Dynamic Anchoring Anchors VWAPs from the most recent High and Low over a user-defined lookback period (len). ✅ Multi-Cycle Context Plots both Current and Previous high/low-anchored VWAPs for contextual analysis. ✅ VWAP from Highs and Lows Separately You’ll see how price reacts around bullish (High VWAP) and bearish (Low VWAP) pressures—great for scalping, pullbacks, and reversion plays. ✅ Line Visibility Control You decide which lines to show: Current High VWAP Current Low VWAP Previous High VWAP Previous Low VWAP ✅ Lightweight and Label-Free Optimized for performance. No labels, no alerts, just clean and effective plotting. 📈 How to Use 1. Trend Confirmation When price holds above the Low VWAP or breaks the High VWAP, it signals trend strength. If price rejects at High VWAP or fails to hold Low VWAP, it's a potential reversal/retest zone. 2. Reversion-to-Mean Plays Look for price moving far from the VWAP lines and then curling back. Works great on volatile intraday moves or swing setups. 3. Compare Current vs. Previous Cycle If current VWAPs are higher than the previous ones, it shows bullish progress. Converging VWAPs from prior and current cycles often indicate a squeeze or decision point. 📊 Example Scenarios Example 1 – Intraday Bounce Play: Price drops into a prior cycle’s Low VWAP line and forms a base—an ideal area to look for long scalps. Example 2 – Breakout Retest: Price breaks above the Current High VWAP, then comes back to retest it. If it holds, the breakout is likely valid. Example 3 – Reversal Setup: Price is trending up but fails at Current High VWAP and breaks down below Current Low VWAP—watch for short signals. 🛠 Settings Lookback Bars: Defines how far back to look for the current swing High/Low (default = 66). VWAP Source: Use ohlc4 for a balanced average, or customize to your preference. Visibility Toggles: Easily enable/disable each of the four VWAP lines. 🧪 Best Timeframes & Markets Works across all timeframes Great for futures, crypto, stocks Especially useful on 15m–1H intraday charts and 4H–D for swings 💬 Final Thoughts If you're tired of static VWAPs that only anchor from the open, the Dynamic HL VWAP+ gives you a more price-reactive, context-aware, and actionable VWAP structure. Ideal for: Day traders looking for mean-reversion plays Swing traders targeting pullbacks Anyone who wants smarter VWAP lines built on recent price structure This is an educational idea and publication, past performance or what you may see on chart might not be replicable for you. Use at your own risk. Regards
Pine Script®指標
由Pratik_4Clover提供
MissedPrice[KiomarsRakei]█ Overview: The MissedPrice script identifies price zones based on significant Open Interest shifts (including gaps) aligned with price movements. When sudden market positioning changes occur, the script pinpoints target zones where price is believed to return. Each signal directs you toward these opportunity zones with supporting metrics like Notional Value, Volume Ratio, and Funding Rate timing to help qualify the signals. █ Core Concept: Markets frequently "miss" critical price levels during rapid movements. These missed zones occur when: Orders are revoked during sudden price shifts Exchanges fail to execute at intended prices TP/SL orders miss exact execution points Institutional orders create supply/demand imbalances Market structure shifts bypass key levels Liquidity voids form from positioning changes These missed price zones create natural targets that price tends to revisit. The MissedPrice indicator identifies these zones by analyzing the relationship between Open Interest, Price, and Volume. █ Closer look at target zones: Target zones are calculated using the open price where significant OI shifts occur, with zone width adjusted based on the High-Low ratio and ATR to adapt to current volatility. If a zone is touched once after a signal is generated, it is no longer valid. This can be understood as the missing positions and volume having now entered the market. Each zone's Notional Value (NV) - calculated as OI change multiplied by price - measures the financial impact of the positioning shift. Higher NV indicates more significant market activity and greater liquidity, making price more likely to return to that area. Users can adjust NV ratio thresholds in the inputs to filter signal quality. █ Features: Statistical Dashboard: Real-time statistics table showing performance metrics for signals Funding Rate Visualization: Vertical lines indicate funding rate times to help correlate signals with these significant market events Alert Capability: Set up alerts for new signals to never miss a trading opportunity Dynamic Entry Lines: Draws adjustable entry and target level lines to facilitate precise trade execution and measurement, customizable via inputs █ Closer Look at Statistics Table: Signal Count: Total numbers of signals generated and total candles included (limited by TradingView's OI historical data) Win Rate: can be interpreted as the hit rate of target zones. Whenever price reaches the zone, it is calculated as a win, regardless of how far price may have moved in the opposite direction beforehand. This metric measures the script's accuracy in identifying price zones that eventually get revisited. Total Profit: Calculates possible profit from first entry to target of hit signals - an estimate since humans can't take all signals and might have better entries or average down. By default is turned off can be turned on in the input menu. Bad Signals: Signals taking too long to complete or moving much further from target Bad but Hit: Bad signals that eventually hit the target despite early challenges As you can see in the chart, there are zones that price does not return to touch. There is no guarantee that every identified zone will be reached, which is why the script provides additional qualification metrics to help assess signal probability. Due to limitations of Open Interest data, you can only use this script on crypto pairs that have Open Interest data available on TradingView. While the script works on any timeframe, it performs best on timeframes less than daily. █ Best Practices: Use it in bar replay mode to master the strategy Try different risk management systems based on how far price goes from the target and your creativity Use the volume ratio and funding time data to further qualify signals Notional Value plays a key role
Pine Script®指標
由KiomarsRakei提供
Statistical Trailing Stop [LuxAlgo]The Statistical Trailing Stop tool offers traders a way to lock in profits in trending markets with four statistical levels based on the log-normal distribution of volatility. The indicator also features a dashboard with statistics of all detected signals. 🔶 USAGE The tool works out of the box, traders can adjust the data used with two parameters: data & distribution length. By default, the tool takes volatility measures of groups of 10 candles, and statistical measures of the last 100 of these groups then traders can adjust the base level to use as trailing, the larger the level, the more resistant the tool will be to moves against the trend. 🔹 Base Levels Traders can choose up to 4 different levels of trailing, all based on the statistical distribution of volatility. As we can see in the chart above, each higher level is more resistant to market movements, so level 0 is the most reactive and level 3 the least. It is up to the trader to determine the best level for each underlying, time frame and market conditions. 🔹 Dashboard The tool provides a dashboard with the statistics of all trades, making it very easy to assess the performance of the parameters used for any given market. As we can see on the chart, all Daily BTC signals with default parameters but different base levels, level 2 is the best performing of all four, giving a positive expectation of $2435 per trade, taking into account all long and short trades. Of note are the long trades with a win rate of 76.47% and a risk-to-reward of 3.34, giving a positive expectation of $4839 per trade, with winners having an average duration of 210 days and losers 32 days. This, compared to short trades with negative expectation, speaks to the uptrend bias of this particular market. 🔶 SETTINGS Data Length: Select how many bars to use per data point Distribution Length: Select how many data points the distribution will have Base Level: Choose between 4 different trailing levels 🔹 Dashboard Show Statistics: Enable/disable dashboard Position: Select dashboard position Size: Select dashboard size
Pine Script®指標
由LuxAlgo提供
12
DTT Yearly Volatility Grid [Pro+] (NINE/ANARR)Introduction : This tool is designed to automate the Digital Time Theory (DTT) framework created by Ivan and Anarr and applies the DTT Yearly Volatility Grid to uncover swing trading opportunities by analyzing Time-based statistical market behavior across the 4H to Daily chart. Description: Built upon the proprietary Digital Time Theory (DTT) , this advanced version is tailored for traders seeking multi-day to multi-week moves . It equips swing traders with an edge by analyzing macro Time intervals and volatility behavior across higher Timeframes. Applicable to all major asset classes, including stocks, crypto, forex, and futures , this script breaks down the entire yearly range into Higher-Time Frame Time Models and statistical zones . This version uses daily intervals to track broader volatility waves, highlight the DTT framework, and pinpoint premium/discount areas across swing cycles. Powered by Time-driven data insights, this tool assists traders in anticipating expansions, understanding long-range Time distortions, and positioning around statistically significant zones in the higher-Time frame narrative. Key Features: Time-Based Models and Macro Volatility Awareness: Automatically populates the chart with DTT Yearly Time Models (4H, Daily), engineered to spotlight macro volatility events across broader market sessions. Helps swing traders identify potential inflection points, reversals, or trend continuation zones. Average Model Range Probability (AMRP): Measure the average volatility expected over higher Time-based models. Use AMRP Levels and Projections to assess the range potential of each Yearly Model Time window—vital for monitoring reversals, breakouts, or continuation plays across several sessions or weeks. Digital Root Candles and HTF Liquidity Draws: For DTT Yearly Models, the Digital Root Candles are calculated as a specific Daily candle, and can be viewed on the Daily or 4H Timeframe. Analysts can frame premium and discount zones, based on where price is trading in relation to the current or previous model's Digital Roots. These areas also act as anchors for institutional price movement, often serving as bases for accumulation/distribution periods or large impulse moves. Extended Visualization: Track and project prior model ranges (high, low, equilibrium) into the current swing window. This helps visualize macro support/resistance , range expansion, failure zones, and price gravitation levels for longer-term trade planning. Lookback Periods and Model Count Utilize adjustable lookback periods to control the number of past DTT Yearly Models displayed—ideal for swing traders and quarterly outlooks. Whether you’re reviewing one yearly model to focus on the present range or several months’ worth of data for backtesting and confluence, this feature keeps charts clean, structured, and aligned with your preferred historical perspective. By tailoring how many previous Time-based models appear on the chart, traders can better visualize and backtest repeated behaviors, major volatility clusters, and how key levels evolve over Time. Detailed Data Table: View statistical AMRP data for multiple DTT Yearly Models in real-Time. The data table helps confirm whether current price movement exceeds, respects, or fails to reach historical volatility ranges—key for analyzing market compression or expansion phases. Customization Options: Toggle inner Time interval, calculate AMRP utilizing a custom model lookback, and display styles (solid/dotted lines), including color coordination per drawing. Easily customize your charts and settings to fit your swing trading system or macro analysis. How Swing Traders Can Use DTT Yearly Volatility Grid Effectively Identify Swing Premium and Discount Zones: Use Root Candles and Yearly Time Model AMRP Zones to evaluate where price is positioned in the current Time Model. Using this tool, traders can plan trades with a longer term horizon for a minimum of 1 to 2-weeks or manage entries/exits around market structure shifts and liquidity pools Expect Macro Volatility Shifts: Use the HTF models to forecast when and which volatility models are historically known to create larger market impulses . These tools help spot periods of potential exhaustion or breakout, especially near key economic releases, quarterly closes , or macro liquidity zones . Avoid Low Volatility Consolidations: AMRP helps you detect when the market is compressing or coiling within a DTT Yearly Model. If price is trading between Digital Root Candles or the AMRP zones, analysts are likely to notice periods of consolidation, and the inability to reach their historical volatility averages. Usage Guidance: Add DTT Yearly Volatility Grid (NINE/ANARR) to your TradingView chart. Make sure to be on the 4H, or Daily Timeframes depending on your asset class and analysis. Use the DTT Model elements and the Data Table to track expansion zones, premium/discount extremes, and model range behavior. Terms and Conditions Our charting tools are products provided for informational and educational purposes only and do not constitute financial, investment, or trading advice. Our charting tools are not designed to predict market movements or provide specific recommendations. Users should be aware that past performance is not indicative of future results and should not be relied upon for making financial decisions. By using our charting tools, the purchaser agrees that the seller and the creator are not responsible for any decisions made based on the information provided by these charting tools. The purchaser assumes full responsibility and liability for any actions taken and the consequences thereof, including any loss of money or investments that may occur as a result of using these products. Hence, by purchasing these charting tools, the customer accepts and acknowledges that the seller and the creator are not liable nor responsible for any unwanted outcome that arises from the development, the sale, or the use of these products. Finally, the purchaser indemnifies the seller from any and all liability. If the purchaser was invited through the Friends and Family Program, they acknowledge that the provided discount code only applies to the first initial purchase of the Toodegrees Premium Suite subscription. The purchaser is therefore responsible for cancelling – or requesting to cancel – their subscription in the event that they do not wish to continue using the product at full retail price. If the purchaser no longer wishes to use the products, they must unsubscribe from the membership service, if applicable. We hold no reimbursement, refund, or chargeback policy. Once these Terms and Conditions are accepted by the Customer, before purchase, no reimbursements, refunds or chargebacks will be provided under any circumstances. By continuing to use these charting tools, the user acknowledges and agrees to the Terms and Conditions outlined in this legal disclaimer.
Pine Script®指標
由toodegrees提供
1
Composite Scaled EMA LevelsComposite Scaled EMA Levels Indicator This TradingView Pine Script indicator calculates a “composite EMA” that compares the closing price of the current asset with that of the XU100 index and scales the EMA values to the XU100 level. It then visualizes these computed levels as horizontal lines on the chart with corresponding labels. Key Components: Inputs and Data Retrieval: Length Input: The user defines a parameter length (default is 10) which determines over how many bars the horizontal line is drawn. Data Collection: The daily closing price of the current symbol (current_close) is retrieved using request.security(). The daily closing price of the XU100 index (xu100) is also retrieved. A ratio is computed as current_close / xu100. This ratio serves as the basis for calculating the composite EMAs. EMA Calculations: The indicator computes Exponential Moving Averages (EMAs) on the ratio for specific periods. In the provided version, the script calculates EMAs for three periods (34, 55, and 233), though you can easily expand this to other periods if needed. Each computed EMA (for instance, EMA34, EMA55, EMA233) is then scaled by multiplying it with the XU100 index’s close, converting it to a price level that is meaningful on the chart. Drawing Horizontal Lines: Instead of using the standard plot() function, the script uses line.new() to draw horizontal lines representing the scaled EMA values over the last “length” bars. Before drawing new lines, any existing lines and labels are deleted to ensure that only the most current values are shown. Adding Labels to Lines: The script creates a label for each EMA using label.new(), placing the label at the current bar (i.e., the rightmost position on the chart) using label.style_label_left so that the text appears to the right of the line. The label displays the name of the composite EMA (e.g., "Composite EMA 34") along with its current scaled value. Visualization: The horizontal lines and labels provide a visual reference for the composite EMA levels. These lines help traders see critical support/resistance levels derived from the relationship between the current asset and the XU100 index. Colors are assigned for clarity (for example, the EMA lines in this version use green). Summary: The Composite Scaled EMA Levels indicator is designed to help traders analyze the relationship between an asset’s price and the broader market index (XU100) by calculating a ratio and then applying EMAs on that ratio. By scaling these EMAs back to price levels and displaying them as horizontal lines with clear labels on the chart, the indicator offers a visual tool to assess trend direction and potential support or resistance levels. This can assist in making informed trading decisions based on composite trend analysis.
Pine Script®指標
由AhmetKasa提供
4
CAM | Currency Strength PerformanceOverview 📊 The "CAM | Currency Strength Performance" indicator is a powerful forex trading tool that blends traditional composite analysis with dynamic performance tracking! 🚀 It compares the strength of a currency pair’s base and quote currencies against the pair’s price movement, offering traders a clear, colorful view of market dynamics through normalized lines and an upgraded strength-based histogram. 🎨 How It Works 🛠️ 🔍 Automatic Currency Detection: Instantly identifies the base (e.g., XAU in XAUUSD) and quote (e.g., USD) currencies—no setup required! 📈 Composite Strength Calculation: Measures each currency’s power by averaging its exchange rate against a basket of 10 major currencies (GBP, EUR, CHF, USD, AUD, CAD, NZD, JPY, NOK, XAU). A classic strength snapshot! 💪 📏 Normalization: Scales composites and pair prices with a smart formula (price minus moving average, divided by standard deviation) for easy comparison. ⚖️ 🎨 Dynamic Visualization: Plots 3 normalized lines with unique colors: Base Composite Quote Composite Actual Pair (⚪ white) Benefits 🌈 🧠 Simplified Analysis: Normalized composites make static strength clear, while the new histogram reveals dynamic trends. ✅ Enhanced Decisions: Color-coded lines and a performance-driven histogram pinpoint trading opportunities fast—spot when base or quote takes the lead! 🚨 ⏱️ Time-Saver: Auto-detection and dual metrics (static + dynamic) streamline your workflow. 🌍 Versatile: Works across all supported pairs, with colors adapting to currencies (e.g., orange AUD, yellow XAU). 👀 Eye-Catching: Vibrant visuals (purple GBP, green USD) and a purple histogram make it engaging and intuitive. How It Helps Traders 💡 📈 Spot Trends: Normalized lines show steady strength; the histogram tracks recent outperformance—perfect for timing trades. ⚠️ Catch Divergences: See when strength shifts (e.g., base surging, quote lagging) don’t match price—hello, reversal signals! 🔍 🛡️ Manage Risk: Levels (1, -1) and histogram swings help gauge overbought/oversold conditions for smarter stops. 🔮 Big Picture: Combines static strength with dynamic momentum, giving a fuller market view for scalping or long-term strategies. Conclusion ✨ "CAM | Currency Strength Performance" now fuses classic strength analysis with real-time performance tracking. With its upgraded histogram, traders get a dual lens—static composites plus dynamic strength—turning complex forex data into actionable insights! 📈💰 Mar 11 Release Notes ✨ New Feature: Strength Histogram: Tracks the performance of base and quote currencies over a customizable lookback period (default: 10 bars). 📅 Calculates strength as the currency’s percentage change minus the basket’s average change, then plots the difference (base - quote) as a purple histogram. 📊 ⚙️ Customizable Settings: Adjust Scaling Period (50), Histogram Scale Factor (0.5), Lookback Bars (10), and Levels (1, -1) to fit your trading style! 🎚️ How It Differs from the Previous Version 🔄 Old Histogram: Showed the static difference between normalized base and quote composites—a snapshot of relative strength at a single point in time. 📷 Focused on current exchange rate levels, scaled by the pair’s normalized price movement. New Histogram: Displays the dynamic strength difference (base strength - quote strength) over a user-defined lookback period (e.g., 10 bars). 🌊 Measures past and current performance by calculating percentage changes relative to a basket, highlighting momentum and trends. 📈 Offers a more responsive, time-based view, showing how each currency has performed recently rather than just its absolute strength.
Pine Script®指標
由CAPRICORN-ASSETS提供