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[ayana] TFPS - TradFi Pressure ScoreTFPS - TradFi Pressure Score: Your Market Pressure Barometer Understand what moves Wall Street, before it moves Crypto. This indicator is your real-time barometer for the influence of traditional financial markets (TradFi) on Crypto. It measures the combined pressure from four key quadrants—Risk Appetite (S&P 500), Market Stress (VIX), Liquidity (DXY), and Macro Expectations (US10Y)—to answer one question: "Do I have a tailwind or a headwind from the global markets?" How to Read Your "Cockpit" in 60 Seconds The Main Line (Overall Market Pressure) GREEN / ABOVE 0: Bullish Tailwind. The macro environment is supportive for Crypto. RED / BELOW 0: Bearish Headwind. The macro environment is creating pressure on Crypto. BRIGHT Color: Pressure is ACCELERATING. DARK Color: Pressure is DECELERATING (losing momentum). The Dashboard (Your Command Center) Lead/Lag Analysis: The game-changer. Tells you if TradFi is currently leading the price or vice-versa. This is your key to knowing whether to watch macro news or focus on crypto-specifics. TradFi Influence (R²): Shows you HOW RELEVANT the macro pressure is right now. High R² means Wall Street's influence is dominant. Low R² means crypto is moving on its own narrative. Dynamic Weights: Reveals the market's primary NARRATIVE. Is the pressure coming from Fear (VIX), Liquidity (DXY), or general Risk Appetite (SPX)? Extreme Signals (Reversal Zones) Stress Cloud (Z-Score): Large, opaque bars warn of statistically EXTREME greed or fear levels. Extreme Dots: Pinpoint the moments when pressure has likely reached an unsustainable peak, often preceding turning points. Key Strategies & Use Cases As a Trend Filter: Simply avoid fighting the color. Don't force long trades when the TFPS shows a strong red headwind. For Precision Entry/Exits: Use the Extreme Dots and a decelerating color on the Main Line to time your entries in confluence with your own strategy. For Strategic Decisions: Use the Lead/Lag and R² metrics to decide where to focus your attention and how to manage portfolio risk based on the current macro regime. Configuration For best results, leave the engine settings on their default (auto-adaptive) mode. The indicator's core intelligence lies in its ability to adapt to changing market dynamics automatically. You can adjust the visual theme to match your chart.
Pine Script®指標
由ayana-ailab提供
Recession Warning Model [BackQuant]Recession Warning Model Overview The Recession Warning Model (RWM) is a Pine Script® indicator designed to estimate the probability of an economic recession by integrating multiple macroeconomic, market sentiment, and labor market indicators. It combines over a dozen data series into a transparent, adaptive, and actionable tool for traders, portfolio managers, and researchers. The model provides customizable complexity levels, display modes, and data processing options to accommodate various analytical requirements while ensuring robustness through dynamic weighting and regime-aware adjustments. Purpose The RWM fulfills the need for a concise yet comprehensive tool to monitor recession risk. Unlike approaches relying on a single metric, such as yield-curve inversion, or extensive economic reports, it consolidates multiple data sources into a single probability output. The model identifies active indicators, their confidence levels, and the current economic regime, enabling users to anticipate downturns and adjust strategies accordingly. Core Features - Indicator Families : Incorporates 13 indicators across five categories: Yield, Labor, Sentiment, Production, and Financial Stress. - Dynamic Weighting : Adjusts indicator weights based on recent predictive accuracy, constrained within user-defined boundaries. - Leading and Coincident Split : Separates early-warning (leading) and confirmatory (coincident) signals, with adjustable weighting (default 60/40 mix). - Economic Regime Sensitivity : Modulates output sensitivity based on market conditions (Expansion, Late-Cycle, Stress, Crisis), using a composite of VIX, yield-curve, financial conditions, and credit spreads. - Display Options : Supports four modes—Probability (0-100%), Binary (four risk bins), Lead/Coincident, and Ensemble (blended probability). - Confidence Intervals : Reflects model stability, widening during high volatility or conflicting signals. - Alerts : Configurable thresholds (Watch, Caution, Warning, Alert) with persistence filters to minimize false signals. - Data Export : Enables CSV output for probabilities, signals, and regimes, facilitating external analysis in Python or R. Model Complexity Levels Users can select from four tiers to balance simplicity and depth: 1. Essential : Focuses on three core indicators—yield-curve spread, jobless claims, and unemployment change—for minimalistic monitoring. 2. Standard : Expands to nine indicators, adding consumer confidence, PMI, VIX, S&P 500 trend, money supply vs. GDP, and the Sahm Rule. 3. Professional : Includes all 13 indicators, incorporating financial conditions, credit spreads, JOLTS vacancies, and wage growth. 4. Research : Unlocks all indicators plus experimental settings for advanced users. Key Indicators Below is a summary of the 13 indicators, their data sources, and economic significance: - Yield-Curve Spread : Difference between 10-year and 3-month Treasury yields. Negative spreads signal banking sector stress. - Jobless Claims : Four-week moving average of unemployment claims. Sustained increases indicate rising layoffs. - Unemployment Change : Three-month change in unemployment rate. Sharp rises often precede recessions. - Sahm Rule : Triggers when unemployment rises 0.5% above its 12-month low, a reliable recession indicator. - Consumer Confidence : University of Michigan survey. Declines reflect household pessimism, impacting spending. - PMI : Purchasing Managers’ Index. Values below 50 indicate manufacturing contraction. - VIX : CBOE Volatility Index. Elevated levels suggest market anticipation of economic distress. - S&P 500 Growth : Weekly moving average trend. Declines reduce wealth effects, curbing consumption. - M2 + GDP Trend : Monitors money supply and real GDP. Simultaneous declines signal credit contraction. - NFCI : Chicago Fed’s National Financial Conditions Index. Positive values indicate tighter conditions. - Credit Spreads : Proxy for corporate bond spreads using 10-year vs. 2-year Treasury yields. Widening spreads reflect stress. - JOLTS Vacancies : Job openings data. Significant drops precede hiring slowdowns. - Wage Growth : Year-over-year change in average hourly earnings. Late-cycle spikes often signal economic overheating. Data Processing - Rate of Change (ROC) : Optionally applied to capture momentum in data series (default: 21-bar period). - Z-Score Normalization : Standardizes indicators to a common scale (default: 252-bar lookback). - Smoothing : Applies a short moving average to final signals (default: 5-bar period) to reduce noise. - Binary Signals : Generated for each indicator (e.g., yield-curve inverted or PMI below 50) based on thresholds or Z-score deviations. Probability Calculation 1. Each indicator’s binary signal is weighted according to user settings or dynamic performance. 2. Weights are normalized to sum to 100% across active indicators. 3. Leading and coincident signals are aggregated separately (if split mode is enabled) and combined using the specified mix. 4. The probability is adjusted by a regime multiplier, amplifying risk during Stress or Crisis regimes. 5. Optional smoothing ensures stable outputs. Display and Visualization - Probability Mode : Plots a continuous 0-100% recession probability with color gradients and confidence bands. - Binary Mode : Categorizes risk into four levels (Minimal, Watch, Caution, Alert) for simplified dashboards. - Lead/Coincident Mode : Displays leading and coincident probabilities separately to track signal divergence. - Ensemble Mode : Averages traditional and split probabilities for a balanced view. - Regime Background : Color-coded overlays (green for Expansion, orange for Late-Cycle, amber for Stress, red for Crisis). - Analytics Table : Optional dashboard showing probability, confidence, regime, and top indicator statuses. Practical Applications - Asset Allocation : Adjust equity or bond exposures based on sustained probability increases. - Risk Management : Hedge portfolios with VIX futures or options during regime shifts to Stress or Crisis. - Sector Rotation : Shift toward defensive sectors when coincident signals rise above 50%. - Trading Filters : Disable short-term strategies during high-risk regimes. - Event Timing : Scale positions ahead of high-impact data releases when probability and VIX are elevated. Configuration Guidelines - Enable ROC and Z-score for consistent indicator comparison unless raw data is preferred. - Use dynamic weighting with at least one economic cycle of data for optimal performance. - Monitor stress composite scores above 80 alongside probabilities above 70 for critical risk signals. - Adjust adaptation speed (default: 0.1) to 0.2 during Crisis regimes for faster indicator prioritization. - Combine RWM with complementary tools (e.g., liquidity metrics) for intraday or short-term trading. Limitations - Macro indicators lag intraday market moves, making RWM better suited for strategic rather than tactical trading. - Historical data availability may constrain dynamic weighting on shorter timeframes. - Model accuracy depends on the quality and timeliness of economic data feeds. Final Note The Recession Warning Model provides a disciplined framework for monitoring economic downturn risks. By integrating diverse indicators with transparent weighting and regime-aware adjustments, it empowers users to make informed decisions in portfolio management, risk hedging, or macroeconomic research. Regular review of model outputs alongside market-specific tools ensures its effective application across varying market conditions.
Pine Script®指標
由BackQuant提供
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Ghost Month HighlighterGhost Month and Trading: Understanding the Phenomenon Ghost Month (鬼月) is the seventh month of the lunar calendar in Chinese culture, typically falling between late July and September. During this period, it's believed that the gates of the afterlife open and spirits roam the earth. This deeply rooted cultural belief has significant implications for Asian markets, particularly in regions with large Chinese populations like Taiwan, Hong Kong, Singapore, and mainland China. Why Markets Often Decline or Stay Flat During Ghost Month: Reduced Business Activity : Many businesses avoid launching new products, signing major contracts, or making significant investments during this period, believing it brings bad luck. Property Market Slowdown : Real estate transactions drop significantly as people avoid moving homes or making large purchases. In some markets, property sales can decline by 20-30%. IPO and M&A Drought : Companies often delay IPOs and merger announcements until after Ghost Month, reducing market catalysts. Retail Spending Drops : Consumer spending on big-ticket items decreases, though spending on offerings and religious items increases. Self-Fulfilling Prophecy : Many traders and investors reduce positions or stay on the sidelines, creating lower volumes and increased volatility. This becomes a self-fulfilling prophecy where expectation of poor performance leads to actual underperformance. Tourism and Entertainment Impact : Travel and entertainment sectors see reduced activity as people avoid unnecessary trips and celebrations. Historical data shows that Asian equity markets often underperform during Ghost Month, with some studies indicating average returns can be 2-5% lower than other months. However, this also creates opportunities for contrarian investors who buy during the seasonal weakness. Inspired by @honey_xbt
Pine Script®指標
由ThatDudeFreak提供
R Manager PRO++ – Multi-Setup Risk/Reward ToolDescription The R Manager PRO++ V1.3d is an advanced risk/reward management tool designed for traders who want to visually plan, track, and manage multiple trade setups directly on their charts. This script allows you to plot up to three independent setups (A, B, and C) simultaneously. For each setup, you can manually input your Entry and Stop Loss levels, and the tool will automatically calculate and display R-multiple levels (1R to 5R), providing a clear overview of your potential profit targets. Key Features Multi-Setup Management (A, B, C) Track up to three separate trades at the same time, each with individual colors and controls. Manual Entry & Stop Loss Input Enter your trade levels manually for flexible usage across any market or strategy. Automatic R-Multiple Calculation (1R to 5R) The indicator automatically draws lines and labels for 1R to 5R targets based on your risk distance. Live R Display Real-time calculation of your current R multiple, updating with every price move. Custom Symbol Selection Link each setup to a specific symbol (e.g., EURUSD, XAUUSD, NAS100) to manage multiple markets without clutter. Reset Function One-click reset button to quickly clear individual setups. Alerts for Reached R-Levels Receive alerts when price reaches each R level (1R to 5R) to monitor trades without constant chart-watching. How to Use - Select Entry and Stop Loss levels manually in the input panel. - Choose the symbol for each setup (supports Forex, Indices, Gold). - Enable or disable setups individually with the Activate checkbox. - Optional: Use the Reset button to clear a setup quickly. - Monitor R-multiples visually and via alerts as price evolves. Suitable For - Swing traders - Day traders - Risk-based trading strategies (R-multiples) - Multi-market portfolio management
Pine Script®指標
由Marvin_Brh提供
Red Folder News Pass Your Eval [HERMAN]Red Folder News Levels This indicator provides visual reference levels around high-impact economic news events (commonly called “red folder” news) to help traders prepare for potential market volatility. It is strictly educational and informational and does not place trades or guarantee any results. What This Indicator Does: -Plots dynamic price reference levels above and below the current market price. -Displays Take Profit (TP) reference levels a fixed distance from the entry levels. Shows optional on-chart tables: Instruction Table – summarizes how to interpret the plotted levels. Red Folder News Table – lists key economic events (CPI, NFP, FOMC, ISM, etc.) and ranks them by typical market impact. Visual Elements on the Chart: -Green Dashed Line → Upper reference level (potential long-side zone). -Solid Green Line → Take-profit reference above the green dashed line. -Red Dashed Line → Lower reference level (potential short-side zone). -Solid Red Line → Take-profit reference below the red dashed line. These levels update dynamically with each new bar, allowing you to see real-time visual guides around market-moving news releases. Settings & What They Do: -Entry Settings -Manual Entry Offset (pts) Distance in points above and below the current price to place the dashed reference levels. Example: 4.0 means the green/red dashed lines appear 4 points above and below the current market price. Instruction Table Show Instruction Table (true/false) If enabled, displays a step-by-step usage table on the top-right of the chart. Explains how to interpret the visual levels in a simple flow. Red Folder News Table Show Red Folder News Table (true/false) If enabled, displays a reference list of high-impact economic events on the bottom-right of the chart. Events are ranked by market impact (⭐ to ⭐⭐⭐⭐⭐). Theme Settings Table Theme (Dark/Light) Switch between a dark or light theme for all on-chart tables. Adjusts the background and text colors to improve visibility depending on your chart style. Note: The TP distance is fixed at 32 points and is automatically calculated from the entry lines. How to Use (Educational Only) Add the indicator to your chart and set your preferred Manual Entry Offset. Check the Red Folder News Table to know which events typically generate higher volatility. Observe the visual levels before high-impact economic releases. Use them purely as reference zones for your own manual analysis and risk management. ⚠️ Disclaimer: This script is for educational and informational purposes only. It does not execute trades, provide financial advice, or guarantee performance. Always trade responsibly and use your own judgment and risk management. This description: ✅ Explains logic, visuals, and settings ✅ Avoids buy/sell instructions and profit promises ✅ Meets TradingView House Rules
Pine Script®指標
由helmans13提供