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Liquidity Sweep Filter [Magu]SMC The smart money concept in forex trading involves understanding the behavior of institutional players, such as banks and hedge funds, and analyzing supply and demand dynamics, order blocks, and price patterns. SMC is often seen as a repackaged version of price action trading with a long history of producing positive results in various asset classes Market liquidity is a fundamental concept in financial markets that significantly impacts trading strategies, asset pricing, and financial stability. The stock market is a prime example of a financial market where liquidity plays a crucial role in determining asset prices and trading strategies. Understanding market liquidity helps investors and traders make informed decisions, especially during times of market volatility. This article explores the key concepts, factors affecting liquidity, and strategies to navigate both liquid and illiquid markets
Pine Script® göstergesi
rockeyr724 tarafından
2
Liquidity Index with Advanced Statistical NormalizationLiquidity Index with Advanced Statistical Normalization An open-source TradingView indicator for analyzing global liquidity cycles using robust statistical methods Overview This Pine Script indicator combines multiple macroeconomic data sources to construct a composite liquidity index that tracks global financial conditions. It employs advanced statistical techniques typically found in quantitative finance research, adapted for real-time charting. Key Features 📊 Multi-Source Data Integration - Federal Reserve Components: Fed Funds Rate, Reverse Repo (RRP), Treasury General Account (TGA) - PBOC Components: China M2 Money Stock adjusted by CNY/USD exchange rate - Volatility Index: MOVE Index (bond market volatility) 🔬 Advanced Statistical Methods 1. Theil-Sen Estimator: Robust trend detection resistant to outliers 2. Triple Normalization: - Z-score normalization - MAD (Median Absolute Deviation) normalization - Quantile normalization via inverse normal CDF 3. Multi-Timeframe Analysis: Short (8-bar) and long (34-bar) windows with blended composite 📈 Signal Processing - Log-transformation for non-linear relationships - Smoothing via customizable SMA - Composite signal averaging across normalization methods Why This Approach? Traditional liquidity indicators often suffer from: - Sensitivity to outliers in economic data - Assumption of normal distributions - Single-timeframe bias This script addresses these issues by: - Using median-based robust statistics (Theil-Sen, MAD) - Applying multiple normalization techniques - Blending short and long-term perspectives Customization Options short_length // Short window (default: 8) long_length // Long window (default: 34) show_short // Display short composite show_long // Display long composite show_blended // Display blended signal smoothing_length // SMA smoothing period (default: 10) How to Use 1. Liquidity Expansion (positive values): Risk-on environment, favorable for asset prices 2. Liquidity Contraction (negative values): Risk-off environment, potential market stress 3. Divergences: Compare indicator direction vs. price action for early warnings Potential Improvements Community members are encouraged to enhance: - Additional data sources (ECB balance sheet, BOJ operations, etc.) - Alternative normalization methods (robust scaling, rank transformation) - Machine learning integration (LSTM forecasting, regime detection) - Alert conditions for liquidity inflection points - Volatility-adjusted weighting schemes Technical Notes - Uses request.security() for multi-symbol data fetching - All calculations handle missing data via nz() functions - Median-based statistics computed via array operations - Custom inverse CDF approximation (no external libraries required) Contributing This is a foundation for liquidity analysis. Potential extensions: - LLM Integration: Use language models to parse Fed/PBOC meeting minutes and adjust weights dynamically - Sentiment Layer: Incorporate crypto funding rates or options skew - Adaptive Parameters: Auto-tune window lengths based on market regime - Cross-Asset Validation: Backtest signals against BTC, equities, bonds --- License: Open source - modify and redistribute freelyDisclaimer: For educational purposes only. Not financial advice.
Pine Script® göstergesi
ai4profitinvestments tarafından
PPI Inflation Monitor (Change YoY & MoM)📊 PPI Inflation Monitor - Leading Inflation Indicator The Producer Price Index (PPI) measures wholesale/producer-level prices and serves as a critical leading indicator for consumer inflation trends. This tool helps you anticipate CPI movements and identify corporate margin pressures before they show up in earnings. 🎯 KEY FEATURES: - Dual Perspective Analysis: - Year-over-Year (YoY): Histogram bars showing annual producer price inflation - Month-over-Month (MoM): Line overlay showing monthly wholesale price changes - Visual Reference System: - Dashed line at 2% (typical target for producer price inflation) - Dotted line at 0.17% (equivalent monthly target) - Color-coded bars: Red above target, Green below target - Real-Time Data Table: - Current PPI Index value - YoY inflation rate with color coding - MoM inflation rate with color coding - Deviation from target level - Automated Alerts: - YoY crosses above/below target - MoM crosses above/below target - Early warning system for inflation trends 📈 WHY PPI IS YOUR EARLY WARNING SYSTEM: PPI typically leads CPI by 1-3 months because: - Producers face cost increases first - These costs are eventually passed to consumers - Shows whether companies can maintain pricing power Rising PPI with stable CPI = Margin compression → Bearish for stocks Rising PPI followed by rising CPI = Broad inflation → Fed hawkishness incoming Falling PPI = Disinflationary trend starting → Positive for risk assets 🔍 TRADING APPLICATIONS: 1. Lead Time Advantage: Position before CPI confirms PPI trends 2. Sector Rotation: High PPI = favor companies with pricing power 3. Margin Analysis: PPI-CPI divergence = margin pressure/expansion signals 4. Fed Anticipation: PPI acceleration = Fed likely to turn hawkish soon 💡 STRATEGIC USE CASES: - Value vs. Growth: Rising PPI favors value stocks with pricing power - Commodities: PPI often correlates with commodity price trends - Small Caps: More vulnerable to input cost increases (high PPI = cautious) - Corporate Earnings: Anticipate margin pressure before quarterly reports 🔄 COMBINE WITH: - CPI: Confirm if producer costs reach consumers - PCE: Validate Fed's preferred inflation metric response - Fed Funds Rate: Assess if Fed is behind/ahead of curve 📊 DATA SOURCE: Official PPI data from FRED (Federal Reserve Economic Data), updated monthly when new data releases occur. 🎨 CUSTOMIZATION: Fully customizable: - Toggle YoY/MoM displays - Adjust reference target levels - Customize colors - Show/hide absolute PPI values Perfect for: Macro traders, fundamental analysts, earnings traders, and investors seeking early inflation signals before they appear in consumer prices. ⚡ Remember: PPI leads CPI. Use this advantage to position ahead of the crowd.
Pine Script® göstergesi
Phillipklh tarafından
PCE Inflation Monitor (Change YoY & MoM)📊 PCE Inflation Monitor - The Fed's Most Important Metric Personal Consumption Expenditures (PCE) is the Federal Reserve's preferred inflation measure and THE metric they target for their 2% inflation goal. If you want to predict Fed policy, you need to watch PCE. 🎯 KEY FEATURES: - Dual Perspective Analysis: - Year-over-Year (YoY): Histogram bars showing annual PCE inflation - Month-over-Month (MoM): Line overlay showing monthly consumption price changes - Visual Reference System: - Dashed line at 2% (Fed's official PCE inflation target) - Dotted line at 0.17% (equivalent monthly target) - Color-coded bars: Red above Fed target, Green below target - Real-Time Data Table: - Current PCE Index value - YoY inflation rate vs. Fed's 2% target - MoM inflation rate with color coding - Exact deviation from Fed target (critical for policy predictions) - Automated Alerts: - PCE crosses Fed's 2% target (major policy signal!) - MoM crosses monthly target - Stay informed of Fed-relevant inflation changes 📈 WHY PCE IS DIFFERENT (AND MORE IMPORTANT): PCE vs. CPI differences: - Flexible basket: PCE adjusts for substitution (beef → chicken if prices rise) - Broader coverage: Includes healthcare paid by insurance/government - Lower readings: Typically 0.2-0.4% below CPI - Fed's choice: Explicitly stated as their target metric Most importantly: When Powell speaks about "our 2% target," he means PCE, not CPI! 🔍 TRADING IMPLICATIONS: PCE Above 2% (Red Zone): → Fed under pressure to maintain/raise rates → Hawkish policy stance likely → Negative for growth stocks, crypto → Positive for USD, bearish for gold PCE Below 2% (Green Zone): → Fed has flexibility to cut rates → Dovish policy stance possible → Positive for risk assets, growth stocks → Negative for USD, bullish for commodities PCE Approaching 2% from Above: → Fed "mission accomplished" narrative → Rate cut cycle becomes possible → Major bullish signal for equities/crypto 💡 ADVANCED STRATEGIES: 1. Fed Meeting Preparation: Check PCE before FOMC meetings for policy clues 2. Dot Plot Predictions: PCE trend determines Fed's rate forecast updates 3. Pivot Timing: When PCE MoM turns negative, Fed pivot becomes realistic 4. Press Conference Analysis: Compare Powell's comments to PCE deviation 🎯 KEY LEVELS TO WATCH: - 2.0% YoY: Fed's official target - crossing this level is major news - 2.5% YoY: "Uncomfortably high" - Fed forced to stay restrictive - 3.0% YoY: "Crisis mode" - Fed turns very hawkish - 1.5% YoY: "Below target" - Rate cuts become likely 🔄 COMBINE WITH: - CPI: Public perception vs. Fed's metric (often diverge) - Core PCE: Even more important (excludes food/energy volatility) - Fed Funds Rate: Is Fed responding appropriately to PCE? 📊 DATA SOURCE: Official PCE data from FRED (Federal Reserve Economic Data), updated monthly typically in the last week of each month (after CPI/PPI releases). 🎨 CUSTOMIZATION: Fully customizable: - Toggle YoY/MoM displays - Adjust Fed target if needed - Customize colors - Show/hide absolute PCE values Perfect for: Fed watchers, macro traders, policy analysts, and serious investors who want to predict monetary policy changes before they happen. ⚠️ CRITICAL INSIGHT: While media focuses on CPI, the Fed focuses on PCE. Trade what the Fed trades, not what the headlines say. 🎓 Pro Tip: Fed members often mention "Core PCE" (excluding food/energy). Consider adding that indicator alongside this one for complete Fed policy analysis.
Pine Script® göstergesi
Phillipklh tarafından
CPI Inflation Monitor (Change YoY & MoM)📊 CPI Inflation Monitor - Complete Macro Analysis Tool This indicator provides a comprehensive view of Consumer Price Index (CPI) inflation trends, essential for understanding monetary policy, market conditions, and making informed trading decisions. 🎯 KEY FEATURES: - Dual Perspective Analysis: - Year-over-Year (YoY): Histogram bars showing annual inflation rate - Month-over-Month (MoM): Line overlay showing monthly price changes - Visual Reference System: - Dashed line at 2% (Fed's official inflation target for YoY) - Dotted line at 0.17% (equivalent monthly target for MoM) - Color-coded bars: Red above target, Green below target - Real-Time Data Table: - Current CPI Index value - YoY inflation rate with color coding - MoM inflation rate with color coding - Deviation from Fed target - Automated Alerts: - YoY crosses above/below 2% target - MoM crosses above/below 0.17% target - Perfect for staying informed without constant monitoring 📈 WHY THIS MATTERS FOR TRADERS: CPI is the most widely reported inflation metric and directly influences: - Federal Reserve interest rate decisions - Bond yields and currency valuations - Stock market sentiment (especially growth vs. value rotation) - Cryptocurrency and risk asset performance Rising inflation (red bars) typically leads to: → Higher interest rates → Negative for growth stocks, crypto → Stronger USD → Pressure on commodities Falling inflation (green bars) typically leads to: → Rate cut expectations → Positive for growth stocks, crypto → Weaker USD → Support for commodities 🔍 HOW TO USE: 1. Strategic Positioning: Use YoY trend (thick bars) for long-term asset allocation 2. Tactical Timing: Use MoM trend (thin line) to identify turning points early 3. Divergence Trading: When MoM falls but YoY remains high, anticipate trend reversal 4. Fed Policy Prediction: Distance from 2% target indicates Fed's likely hawkishness 💡 PRO TIPS: - Multiple months of MoM above 0.3% = Accelerating inflation → Fed turns hawkish - MoM turning negative while YoY still elevated = Peak inflation → Position for pivot - Compare with PPI and PCE indicators for complete inflation picture - Use alerts to catch important threshold crossings automatically 📊 DATA SOURCE: Official CPI data from FRED (Federal Reserve Economic Data), updated monthly mid-month when new data releases occur. 🎨 CUSTOMIZATION: Fully customizable through settings: - Toggle YoY/MoM displays - Adjust target levels - Customize colors for visual preference - Show/hide absolute CPI values Perfect for: Macro traders, swing traders, long-term investors, and anyone wanting to understand the inflation environment affecting their portfolio. Note: This indicator works on any chart timeframe as it loads external monthly economic data.
Pine Script® göstergesi
Phillipklh tarafından
Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages. The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value. DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic: REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative. EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value. EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value. P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value. EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative. FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion. ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns. ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage. YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%. The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index. Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate) Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate) WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures. In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
Pine Script® göstergesi
QuantitativeAlpha tarafından
💸 Monetary Momentum Oscillator (MMO)Monetary Momentum Oscillator (MMO) The Monetary Momentum Oscillator (MMO) measures the rate of change in the money supply (like M2, Fed Balance Sheet, or similar macro series) and applies a momentum-based RSI calculation to visualize liquidity acceleration and deceleration. 💡 Purpose: MMO is designed for macro-level analysis — it identifies when monetary expansion is overheating (potential inflation or risk-on conditions) and when contraction is cooling off (liquidity tightening or deflationary stress). 📊 How It Works: Calculates the percentage change of the selected data source over a chosen lookback period. Applies an RSI transformation to visualize momentum extremes. Overlays signal smoothing and highlights overheat/cooldown zones. 🔍 Interpretation: Above 70 → Liquidity acceleration / overheating (potential inflationary impulse). Below 30 → Liquidity deceleration / contraction (risk-off, tightening). Crossovers → Momentum shifts that often precede macro trend reversals in risk assets. ⚙️ Best Used On: Macroeconomic series such as M2SL, M2V, WALCL, or custom liquidity indexes. Long-term charts (weekly or monthly) for detecting major monetary regime transitions. 🧩 Core Idea: Liquidity is the real market engine — this oscillator quantifies its pulse.
Pine Script® göstergesi
LoneWolfDI tarafından
ICT Killzones & MacrosICT Killzones & Macros (v1.1.5) — configurable ICT session windows + refined “macro” windows with live High/Low levels, optional extensions, next-window previews, and lightweight opening-price lines. Built to be clock-robust, timezone-aware, and performant on intraday charts. Tip: All times are interpreted in your chosen IANA timezone (default: America/New_York) and auto-handle DST. You can rename, recolor, enable/disable, and retime every window. What it plots - Killzones (5) : Asia (19:00–02:00), London (02:00–05:00), NY AM (07:00–09:30), London Close (10:00–12:00), NY PM (13:30–16:00) — full-height boxes with optional header. - Macros (8) (defaults tailored for common ICT “refined” windows): Asia-1 (18:00–21:00), Asia-2 (21:00–00:00), London-1 (01:00–04:00), AM-1 (09:45–10:15), AM-2 (10:45–11:15), Lunch (12:00–13:00), PM-1 (13:30–14:30), Power Hour (15:10–16:00). - Live High/Low lines for the current Macro/Killzone window. - Optional HL extension to the right until price crosses or the trading day rolls (style selectable). - “Next” previews : earliest upcoming Macro and Killzone header; optional next-window background band. - Opening Prices (3 lightweight time lines) : defaults 00:00, 08:30, 09:30 with right-edge labels, scoped to a session you choose (auto-cleans at session end). - Key inputs & styling - General : Timezone (IANA), “Sessions to show” (per window) to keep only the last N completed windows. - Header : height (ticks), gap (ticks), fill opacity, border width/style, text size/color, toggle “Next Macro/Killzone” headers. - Boxes : global fill opacity, global border width/style (used by both Macros & Killzones). - High/Low : show HL, HL line style, extend on/off + extension style, optional extension labels. - Opening Prices : enable Time 1/2/3, set HH:MM for each, session window, per-line colors, style (dotted/dashed/solid), width. - Per-window controls : each Macro/Killzone has Enable, Session (HHMM-HHMM), Label, Fill color. How to use (quick start) - Set Timezone to your preference (default America/New_York). - Toggle on the Macros and Killzones you trade. Adjust session times if needed. - (Optional) Turn on Extend High/Low to project levels until crossed/day-roll. - (Optional) Enable Next… headers to see the next upcoming window at a glance. - (Optional) Configure Opening Prices (00:00 / 08:30 / 09:30 by default) and the session over which they appear. Behavior & notes - Time windows are computed by clock, not by guessing bar timestamps, making them robust across brokers and timeframes. - With HL extension on, the current window’s levels extend until crossed or the end of the trading day (in your timezone). With it off, completed windows keep static HL markers (limited by “Sessions to show”). - “Sessions to show” applies per Macro/Killzone to automatically prune older windows and keep charts snappy. - Opening-price lines exist only within the chosen “Opening Prices Session” and are removed when it ends (keeps charts clean). Defaults (color cues) Killzones: Asia (blue), London (purple), NY AM (green), London Close (yellow), NY PM (orange). Macros: neutral greys with Lunch and PM accents out of the box (all customizable). Performance tips - Reduce “Sessions to show” if you scroll far back in history. - Disable “Next…” previews and/or extension labels on very slow machines. - Narrow the “Opening Prices Session” window to exactly when you need those lines. Changelog highlights - v1.1.5 : Internal refinements and stability. - v1.1.3 : Live High/Low lines for current windows + optional extension. - v1.1.2 : Added “next Killzone” preview (to match “next Macro”). - v1.1.0 : Defaults updated (5 KZ, 8 Macros). Removed “snap-to-killzone” behavior. - v1.0.0 : Independent Macro vs. Killzone rendering; cleaner header logic. - Known limitations If your chart warns about drawings, trim “Sessions to show”. If your broker session times differ from NY hours, adjust the sessions or change the indicator timezone. Credits & intent Inspired by ICT timing concepts; provided for education/mark-up, not financial advice. Built to be flexible so you can mirror your personal playbook and journaling workflow.
Pine Script® göstergesi
RuntimeRascal tarafından
1
ATH Levels v4# ATH Levels v4 A powerful indicator for tracking All-Time Highs (ATH) and setting customizable price levels based on percentage drops from the ATH. Perfect for cryptocurrency trading, DCA strategies, and risk management. ## Overview ATH Levels v4 helps traders visualize key support levels calculated as percentage drops from the All-Time High within a configurable lookback period. The indicator also tracks the All-Time Low (ATL) since the last ATH, providing a complete picture of price range dynamics. ## Key Features ### Configurable Percentage Levels - Define up to 8 custom price levels as percentage drops from ATH - No longer limited to fixed 10% intervals - Each level can be set anywhere from 0% to 100% drop - Default levels: 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80% ### ATL Tracking (NEW in v4) - Automatically tracks the All-Time Low since the last ATH was reached - Displays ATL price and percentage drop from ATH - Resets when a new ATH is detected - Can be toggled on/off ### Portfolio Management - Allocate pot size percentages to each level - Visualize dollar amounts for each level based on your total pot size - Plan your DCA (Dollar Cost Averaging) strategy - Only displays levels with allocated pot percentages ### Flexible Display Options - Show/hide level lines - Hide ATH level for zooming into lower levels - Configurable lookback period (default 365 days) - Adjustable right margin positioning for labels - Color-coded labels with transparency gradient ## How to Use ### Basic Setup 1. Add the indicator to your chart 2. Set your total pot size in dollars 3. Configure the percentage drops for each level (where you want to buy/accumulate) 4. Allocate pot size percentages to each level ### Example DCA Strategy ``` Total Pot Size: $10,000 Level 3 (-30%): 10% pot = $1,000 Level 4 (-40%): 20% pot = $2,000 Level 5 (-50%): 25% pot = $2,500 Level 6 (-60%): 30% pot = $3,000 Level 7 (-70%): 10% pot = $1,000 Level 8 (-80%): 5% pot = $500 ``` ## Settings ### Display Options - **Show level lines**: Toggle horizontal lines on/off - **Hide ATH level**: Hide the ATH label for cleaner charts - **Show ATL since last ATH**: Display/hide the All-Time Low indicator - **Days to Lookback**: Period for calculating ATH (default: 365) - **Margin from last bar**: Spacing between chart and labels (default: 10) ### Level Configuration - **Level 1-8 % drop from ATH**: Set custom percentage drops (0-100%) - **Level 1-8 pot %**: Allocate your portfolio percentage to each level (0-100%) **Note**: Levels only display if they have a pot percentage allocated (>0%) ### Pot Size - **Pot size**: Total amount in dollars available for the strategy ## Version History ### V4 (October 2025) - Upgraded to PineScript v6 - Configurable percentage drops from ATH (no longer hardcoded) - ATL tracking and display since last ATH - Updated syntax and functions for v6 compatibility ### V3 (May 2020) - Added option to hide ATH level for better chart zoom ### V2 - Hide/show level lines - Configurable lookback period - Configurable right margin - Only shows levels with pot size % set ### V1 - Initial release with 8 fixed levels ## Use Cases ### Cryptocurrency Trading - Plan accumulation zones during bear markets - Set alerts at key percentage drops from ATH - Track historical ATH and ATL ranges ### Risk Management - Visualize potential support zones - Plan position sizing at different levels - Monitor distance from ATH in real-time ### DCA Strategies - Automate dollar-cost averaging planning - Allocate budget across multiple price levels - Track execution of your DCA plan ## Technical Details - **Version**: PineScript v6 - **Type**: Indicator - **Overlay**: Yes - **Default Timeframe**: Works on all timeframes - **Calculations**: Based on closing prices within lookback period ## Credits Original concept inspired by daytask. Enhanced and maintained by SilvesterScorpion.com ## License This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org --- **Tip**: For best results, use on higher timeframes (4H, Daily, Weekly) to identify major support zones. Combine with volume analysis and other indicators for confirmation.
Pine Script® göstergesi
SilvesterScorpion tarafından
Optimum EMAs x3Function Review Optimum EMAs x3 scores EMA-price reactions via bullish/bearish percentages. Plots test (purple), bull/bear fast/medium/slow EMAs with toggles/individual colors, three adjustable gradient fills, and reaction table for multi-band analysis. Usage Write-Up Set fast (5-15), medium (10-20), slow (15-30) ranges per strategy. Test values via Test EMA for peak scores. Input optima to bull/bear fast/medium/slow for reactive three-band envelope (bullish supports, bearish resistances), refining signals in varied trends.
Pine Script® göstergesi
scottdog_ tarafından
Optimum EMAs x2Function Review Optimum EMAs assesses EMA-price interactions by scoring reaction percentages for bullish/bearish touches. Creates EMA bands (top: most reactive bearish EMA as resistance; bottom: most reactive bullish EMA as support) with customizable test/bull/bear fast/slow EMAs, toggles, adjustable colors/gradients, and reaction table. Usage Write-Up Define fast (e.g., 5-15) and slow (e.g., 15-30) EMA ranges based on strategy. Scan with Test EMA for high reaction scores. Set optima in Bull/Bear Fast/Slow inputs to form reactive EMA bands (bullish top support, bearish bottom resistance), enhancing trend signals in bull/bear markets.
Pine Script® göstergesi
scottdog_ tarafından
Advanced RSI with Divergence RCT This indicator provides a comprehensive RSI analysis tool by combining the classic Relative Strength Index (RSI) with a smoothing Simple Moving Average (SMA), clearly defined overbought/oversold zones, and an advanced divergence detection engine. --- Key Features --- 1. RSI with SMA: Plots the standard RSI along with a user-defined SMA of the RSI. This helps to smooth out price action and confirm the underlying trend, identifying potential buy/sell signals on crossovers. 2. Overbought/Oversold Levels: Highlights the extreme zones with dotted horizontal lines at 80 (overbought) and 20 (oversold), providing clear visual cues for potential market reversals. 3. Advanced Divergence Detection: Automatically identifies and plots both regular and hidden divergences (bullish and bearish) directly on the chart. This helps traders spot potential reversals that are not obvious from price action alone. --- How to Use --- - Trend Confirmation: When the RSI crosses above its SMA, it can signal a strengthening bullish trend. A cross below can signal a strengthening bearish trend. - Reversal Zones: When the RSI enters the overbought zone (>80) or oversold zone (<20), traders may watch for a reversal in price. - Divergence Signals: - A Bullish Divergence (green label 'R') occurs when the price makes a lower low, but the RSI makes a higher low, suggesting downward momentum is fading. - A Bearish Divergence (red label 'R') occurs when the price makes a higher high, but the RSI makes a lower high, suggesting upward momentum is fading. - Hidden Divergences ('H' labels) can indicate the continuation of an existing trend. --- Disclaimer --- This script is for informational and educational purposes only. It is not financial advice. Past performance is not indicative of future results. Always do your own research before making any trading decisions.
Pine Script® göstergesi
CARLOSVIZCARRA17 tarafından