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Graham NumberGraham Number is named after the “father of value investing,” Benjamin Graham, who was a mentor of Warren Buffett. The figure takes into account earnings per share and book value per share to measure a stock's maximum fair market value. In other words, it is the upper end of the price range that a defensive investor should pay for the stock. The Graham Number = Square Root of (22.5) x (tmm EPS) x (mrq Book Value per Share). The 22.5 is included in the formula as a rule of thumb to account for Graham's assumption that the price-to-earnings ratio should not be over 15 and the price to book ratio should not be over 1.5 for an undervalued stock. So, the number is generated as (P/E of 15) x (P/B of 1.5) = 22.5. So the script generates a Graham number plot.
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Pleadian tarafından
9
[Max] Power lag analysis An indicator that is a parametric lag power filter. I'm starting Time Series Analysis by Hamilton James Douglas, to try to find some fun ideas to test and upgrade my skills on that subject and share them when it produce something that can be useful. The idea behind that indicator, it's to only get the shape of the biggest movement in percent. To solve that problem, I iterate about the rate of change of about 15 intervals and I apply a bigger power to the intervals that get bigger. Why ? If the price is ranging, the indicator will show only the spics, but if the price breakout of the range, each new close that are longer from the price will have a better impact on the indicator and the last ones will be neglected. I've try to use some parametric lag indicators on top of that indicator but he result is not good enough for me, it can't be used for trade directly but it can be an approach. If you have upgrade ideas or recommendations on that indicator, I will be please to hear them. Have fun with the script. Have a great day ! Max
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Imacopitrader tarafından
L1 Bitcoin Whale Pump DetectorLevel: 1 Background One of the biggest differences between cryptocurrency and traditional financial markets is that cryptocurrency is based on blockchain technology. Individual investors can discover the direction of the flow of large funds through on-chain transfers. These large funds are often referred to as Whale. Whale can have a significant impact on the price movements of cryptocurrencies, especially Bitcoin. Therefore, how to monitor Whale trends is of great significance both in terms of fundamentals and technical aspects. Function L1 Bitcoin Whale Pump Detector script This is a simple technical indicator that judges whether Whale is involved in the relationship between price increase and trading volume. Its purpose is not to accurately judge Whale behavior, but to provide a starting point for more Pine lovers to develop more advanced Whale monitoring programs. Key Signal pumpcond1 use price information alone with 7% as a threshold pumpcond2 use both price and volume infomation. Pros and Cons Pros: 1. Detect Whale pump in large time frame. 2. Not a mature and accurate buy and sell script but provide alerts of Whale movements. 3. When it resonante with Buy signal, it has higher confidence level. Cons: 1. Only detect Whale Pump, not Whale Dump is realized. 2. Only provide large fund information, not an accurate trading signal generator. Remarks You can use this to confirm blockchain large fund transfer activities. E.g. Large amount of USDT flows into large exchanges. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
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blackcat1402 tarafından
1
Efficient Support & Resistance LevelsThis script is a mixture of my two previous scripts "True Strong Classical Support/Resistance Levels" and "Hidden Supports & Resistances + Round Levels". This combination brings on better identification of the most efficient support/resistance levels. Note that "Hidden SnR Levels" part of the code is only expected to work on Forex charts, but apart from that, the other parts could be applied to any chart. The script may: - Draw classical support/resistance levels which retraced the price previously, aided by multi-timeframe analysis - Draw hidden support/resistance levels based on psychological patterns of the price - Adjust to wicks better than Pine Script built-in pivot functions - Differ the levels color based on chart reactions - Merge nearby classical levels to avoid congestion on the chart Feel free to use it and send me your thoughts.
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informanerd tarafından
10
Intrinsic value calculation Intrinsic value calculator based on Warren Buffet's and Ben Graham's work In value investing determing the true value of a COMPANY instead of a stock price is crucial. This little indicator shows the "Intrinsic value" of the choosen stock meaning the value of the stock in 10 years time. Calculation is based on historical book value's average annual growth rate and dividends paid. Since this is about long therm investing, use monthly charts. "Intrinsic value can be defined simply: It is the discounted value of the cash that can be taken out of a business during its remaining life.” – Warren Buffett One way to calculate that is by the growth in per share book value and dividends taken in the forseeable future (10 years) than discount it with the prevailing 10 year note's rate. In the inputs you have to set 2 variables: 1. How many years back you have the first data for book value per share available? 2. What was the per share book value that year? (Bookvalue is ploted in olive colour and you can get the oldest one if you move your cursor over the latest data on the left) CAUTION! You have to reenter it for every stock you analyse as this is stock-specific data! After setting the input data, you will see the "Intrinsic Value"'s pink curve ploted over the price chart. If the price is well below the pink line, the company is undervalued and can be a possible applicant for long therm investment. Margin of safety: when the current price is 50% below the intrinsic value that means a 10% yearly growth potential (100% growth in 10 years) or a 100% margin of safety. I am a beginer in Pine so please excuse my coding... If anybody knows hot to extract historical data from 15 years ago, please share it with me, so I can automate the whole calculation without inputs necessary.
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PeterNagy tarafından
24
Funamental and financialsEarnings and Quarterly reporting and fundamental data at a glance. A study of the financial data available by the "financial" functions in pinescript/tradingview As far as I know, this script is unique. I found very few public examples of scripts using the fundamental data. and none that attempt to make the data available in a useful form as an indicator / chart data. The only fitting category when publishing would be "trend analysis" We are going to look at the trend of the quarterly reports. The intent is to create an indicator that instantly show the financial health of a company, and the trends in debt, cash and earnings Normal settings displays all information on a per share basis, and should be viewed on a Daily chart Percentage of market valuation can be used to compare fundamentals to current share price. And actual to show the full numbers for verification with quarterly reporting and debuggging (actual is divided by 1.000.000 to keep numbers readable) Credits to research study by Alex Orekhov (everget) for the Symbol Info Helper script without it this would still be an unpublished mess, the use of textboxes allow me to remove many squiggly plot lines of fundamental data Known problems and annoyances 1. Takes a long time to load. probably the amount of financial calls is the culprit. AFAIK not something i can to anything about in the script. 2. Textboxes crowd each other. dirty fix with hardcoded offsets. perhaps a few label offset options in the settings would do? 3. Only a faint idea of how to put text boxes on every quarter. Need time... (pun intended) Have fun, and if you make significant improvements on this, please publish, or atleast leave a comment or message so I can consider adding it to this script. © sjakk 2020-june-08
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sjakk tarafından
18
TwP: Financials on ChartsWith this indicator, you can see the following on a chart: > An Info Panel , with the financial snapshot of the company, such as its market capitalization, annual & quarterly financials, Y/Y growth numbers, profitability margins, RoE & RoCE, and valuation ratios. > EBITDA and PAT margins over a period of time. > RoE and RoCE ratios over a period of time. > Valuation multiples over a period of time. > A comparison of margins, return ratios, and valuation multiples with any peer-group company . Info Panel This gives a quick snapshot of the financials of the company, which includes annual & quarterly Revenue, EBITDA, PAT, margins with Y/Y changes, Debt-Equity ratio, ROE, ROCE, and valuation multiples. Profitability & Return Ratios You can view quarterly as well as annual EBITDA & PAT margins and annual RoE, RoCE. You can choose to see these ratios either only for the company or can also add a peer company to compare. Valuation Ratios You can view TTM valuation ratios such as EV/Sales, EV/EBITDA, P/BV & P/E multiples. You can choose to see these valuation multiples either only for the company or can also add a peer company to compare.
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Pro-Setups tarafından
18
Tradespot Quant Tradespot - Quant is an extensive trading algorithm, signal generator and technicals screener packed into one beautifully designed, functional indicator. The script is very customisable to not limit the trader using it but does have some very respectable settings for BTCUSD & ETHUSD on the 4H and 45M charts that we run in an automated fashion here a tradespot round the clock on Binance Futures. What does Tradespot Quant do? Trade following signals generated via our bespoke algorithm Full customisation to allow a deeper use of the indicator across different assets Beautifully illustrated 'Take Profit' and 'Stop Loss' levels that are configurable to easily see how successful the model can run Presets for BTCUSD & ETHUSD on the 4H/45M timeframes avaliable instantly for your use. Innovative trade panel that illustrates key information such as what trade the algorithm is looking for next? is altcoin trading deemed safe or risky right now? How are the technicals looking regarding the overal market trend? More features being added all the time, we have great ideas and our only limitation is how fast we can program it! Do you do a free trial? Yes! Get in touch for a complimentary 48 hour free trial to the indicator, no strings attached. Who are you? Tradespot has been creating scripts for years on TradingView that we use to leverage our social trading and signal group offerings. We currently have over $200K in assets trading with our strategies across over 300 users. You can learn more about us on our website. Please reach out to me or see the link on our profile.
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Tradespot tarafından
1
PEG RatioHello everyone, Quick script to check the PEG Ratio. What is PEG Ratio? The price/earnings to growth ratio (PEG Ratio) is a stock's price-to-earnings (P/E) ratio divided by the growth rate of its earnings for a specified time period. The PEG ratio is used to determine a stock's value while also factoring in the company's expected earnings growth, and is thought to provide a more complete picture than the more standard P/E ratio. A PEG Ratio greater than 1.0 means that the stock is overvalued, while below 1.0 means is is undervalued. When the PEG Ratio is exactly 1.0, then the stock is trading at fair valuation. Formula: PEG Ratio = (Price / EPS) / EPS Growth Examples: Company A: Price per share = $46 EPS this year = $2.09 EPS last year = $1.74 Company B Price per share = $80 EPS this year = $2.67 EPS last year = $1.78 Company A P/E ratio = $46 / $2.09 = 22 Earnings growth rate = ($2.09 / $1.74) - 1 = 20% PEG ratio = 22 / 20 = 1.1 Company B P/E ratio = $80 / $2.67 = 30 Earnings growth rate = ($2.67 / $1.78) - 1 = 50% PEG ratio = 30 / 50 = 0.6 The company A is overvalued whiled the B is undervalued. In this script an overvalued stock is considered when the PEG Ratio is above 1.1, while it is 0.9 for an undervalued stock. Only works with Stocks. Happy trading,
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Tomotto tarafından
12
Range StrengthRange Strength is a super simple indicator designed for the mean reversion (range trading) strategy, it shows you how strong the market is ranging or trending. When the indicator is positive (green color) the market is a range mode, when the indicator is negative (red color) it is in a trending mode. It's best used together with our Buy Sell Bands indicator to identify entry and exit signals within the range, ideally only taking trades when the Range Strength indicator is showing positive (green) readings. How Is It Different From Other Indicators? - Designed specifically for the mean reversion (range trading) strategy - Shows one simple reading and graphical representation of range strength - Identify the best times to take mean reversion trades versus trend trades - Works well in conjunction with the Buy Sell Bands indicator to validate entry & exit signals - Can be applied to all markets and timeframes How To Use The Indicator? 1) Visit our website URL shown below this description and signup 2) We will then grant your TradingView username permission to use our indicators 3) Go to your Indicators window, then the Invite-Only section and add our indicators to your chart 4) Our indicators will then show on every chart you now look at 5) You can set up alerts to be notified in real time of trading signals from our indicators 6) Read our user manual for all the best tips on how to use our indicators as part of a range trading strategy 7) Feel free to reach out to us for personal one-on-one help with getting setup What Markets and Conditions Does It Work Best On? All markets cycle between trending and ranging modes, and the key to successfully using our indicators is identifying when the market is in or about to go into a range trading mode, and as such it can be applied to all markets and timeframes. Some markets and timeframes trade within ranges more predictably than others, for example Forex, Cryptocurrencies, and Futures on the 15 minute timeframe during the US night session can work well due to the lack of price sensitive news creating lasting trends. With Stocks & ETFs on the 5 minute timeframe during the midday session on large cap blue chip stocks with no recent news releases can show strong range trading environments to use our indicators in. In addition to single markets, you can also use our indicators on pair charts, for example Coca Cola(KO) versus Pepsi(PEP), you can do this by entering KO/PEP inside your TradingView chart quote box and it will bring up a pair chart. Our indicators will show buy and sell signals right on the pair chart just like any other single instrument chart. You can get very creative with what type of pairs you can come up with. Our indicators are primarily designed for day trading and swing trading, however they can also be used for position trading and investing by identifying technically oversold and overbought range levels that are based on current and past volatility around a dynamic average price, for this we recommend using a weekly chart to identify longer trading opportunities. As always indicators should be used as part of a trading strategy to assist in making decisions, you can't just blindly follow every signal they produce, you should always seek to compliment technical trading signals with additional analysis to reduce your risk and increase your odds of making a winning trade. Examples Of Use On Various Markets and Timeframes GBP vs CHF Forex Pair 15 Minute Chart Tesla Stock 1 Minute Chart Bitcoin vs USD Crypto Pair 15 Minute Chart Micro E-Mini SP500 Futures 1 Minute Chart Mastercard vs Visa Stock Daily Pair Chart To gain access to the Range Strength and Buy Sell Bands Indicators visit our website shown below. Happy Range Trading :)
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Click-Capital tarafından
3
SBER IVA - Investment Volume Analysis v1.0IVA or Investment Volume Analysis indicator checks for accumulation and distribution by the investors and highlights the levels as below: Red levels - Distribution is ON What to do? Either minimize the investment or book profit If price is above Red levels, it is highly likely to be a trap or manipulated move, even best moves at times can be trap. Blue levels - Accumulation is ON What to do? Either initiate investment or increase the exposure as per your risk appetite If price is below Blue levels, it is highly likely to be a trap or manipulated move, even best moves at times can be trap. Advanced usage: With SBER EMA48 channel - If price breakout of the channel and accumulation IVA zone, then it is considered both value and volume investment.
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WaveNodes tarafından
11
Inflation Rate HistogramThis script is designed to show a histogram of the inflation rate, based on FRED's CPI data. It shows the yearly change in cpiaucsl. As of right now, this script only works correctly on the yearly timeframe (12M). I'm currently looking into a solution to make this script work on all time frames. This script can be useful for comparing growth to inflation, or just if you want to see how inflation was for a certain year. This script really puts the stagflation into perspective.
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UnknownUnicorn3844238 tarafından
SPY CheckerUsing this indicator allows you to check the SPY for large gaps and candles (e.g. >1%) directly in your stock chart at first glance. It is now also possible to use this indicator for all stock charts and to get the SPY indication on them visible without opening the SPY chart explicitly. You are able to display the SPY trendline in the current chart as an overlay (yellow line) and configure the SPY trendline adjustment in the indicator settings. This will allow you to determine if the current stock chart is following the SPY or not. And you can also select a trading stop for several days in the indicator settings, which is visible through the green and red background color. Hope this helps many of you to be more efficient in your SPY verification - have fun!
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ATS-TRADING tarafından
Large Candles CheckerUsing this indicator allows you to indentify large candles directly in your stock chart at first glance. It uses two different sorts for large candles (e.g. larger than 3%) and for very large candles (e.g. larger than 6%). These values can be changed in the indicator settings. Hope this helps many of you to be more efficient in your chart analysis - have fun! The *Large Candles Checker* algorithm was optimized in the updated version. Also tails and wicks (also referred to as long and short shadows) were added to the calculation. You will be able to configure the tails and wicks in the indicator settings. The calculated percentage value of large candles will now also be displayed.
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ATS-TRADING tarafından
GAPS Checker v2 PROUsing this indicator allows you to indentify large GAPS directly in your stock chart at first glance. The algorithm of the indicator *Gaps Checker v2* was optimized in this new indicator as well as it using the new pine script version v4. For backwards compatibility reasons this indicator is published. This indicator is available in two versions ‘Lite’ and ‘PRO’. The difference is the calculated precision and the percent inputs in integer numbers or more granular in float values. It uses two different sorts for large GAPS (yellow, e.g. larger than 2%) and for very large GAPS (red, e.g. larger than 4%). These values can be changed in the indicator settings. Hope this helps many of you to be more efficient in your chart analysis - have fun!
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ATS-TRADING tarafından