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BTC Valuation Cycle [Alpha Extract]A sophisticated multi-metric Bitcoin valuation framework that synthesizes on-chain analytics including SOPR, MVRV, Price-to-Realized, and Mayer Multiple into a unified 0-100 cycle oscillator with six-tier zone classification for market cycle identification. Utilizing logistic transformation with configurable weighting and z-score normalization, this indicator delivers institutional-grade Bitcoin-specific valuation assessment with pivot-based extreme detection and comprehensive alert system. The system's weighted composite architecture combined with adaptive curve intensity enables precise calibration of cycle sensitivity while maintaining statistical validity across Bitcoin's multi-year market cycles. 🔶 Advanced Multi-Metric Synthesis Engine Implements sophisticated composite calculation combining four distinct Bitcoin valuation metrics with configurable weighting and normalization framework. The system retrieves SOPR (Spent Output Profit Ratio), MVRV (Market Value to Realized Value), Price-to-Realized ratio, and Mayer Multiple from on-chain sources, applies z-score normalization to each metric over configurable periods, transforms via logistic function for 0-100 scaling, and generates weighted average creating unified cycle score. // Component Score Calculation SOPR_Centered = SOPR - 1.0 SOPR_Z = z_score(SOPR_Centered, Normalization_Length) SOPR_Score = logistic_100(SOPR_Z, Curve_Intensity) Price_to_Realized_Z = z_score(Price / Realized_Price, Normalization_Length) PR_Score = logistic_100(Price_to_Realized_Z, Curve_Intensity) MVRV_Z = z_score(Market_Cap / Realized_Cap, Normalization_Length) MVRV_Score = logistic_100(MVRV_Z, Curve_Intensity) Mayer_Z = z_score(Mayer_Multiple, Normalization_Length) Mayer_Score = logistic_100(Mayer_Z, Curve_Intensity) // Weighted Composite Cycle = (SOPR_Score × W_SOPR + PR_Score × W_PR + MVRV_Score × W_MVRV + Mayer_Score × W_Mayer) / (W_SOPR + W_PR + W_MVRV + W_Mayer) 🔶 Understanding Bitcoin Valuation Metrics SOPR (Spent Output Profit Ratio) measures the degree of profit for coins moved on-chain, calculated as value sold divided by value paid. Values above 1.0 indicate profitable selling (distribution), below 1.0 indicate loss-taking (capitulation). The system centers SOPR around 1.0 for normalization. MVRV (Market Value to Realized Value) compares current market cap to realized cap (aggregate cost basis). High MVRV signals overvaluation as price exceeds average acquisition cost; low MVRV suggests undervaluation. The system offers Ratio mode (raw MVRV), Z-Score mode (statistical deviation), or Blend mode (average of both). Price-to-Realized Ratio directly compares current BTC price to realized price (realized cap divided by circulating supply), providing cleaner valuation signal than MVRV by removing market cap distortions. Mayer Multiple measures price relative to 200-day moving average. Values above 2.4 historically mark tops; values near or below 1.0 mark bottoms. The system normalizes this classic technical indicator alongside on-chain metrics. 🔶 Logistic Transformation Framework Features sophisticated logistic function application converting unbounded z-scores into bounded 0-100 range with configurable curve intensity controlling sensitivity. The system applies formula: 100 / (1 + exp(-z × k)) where z is z-score and k is curve intensity (default 0.90), creates S-curve transformation preserving relative relationships while preventing extreme outliers, and enables smooth gradient visualization across entire cycle range. 🔶 Six-Tier Cycle Zone Classification Implements comprehensive market cycle framework dividing 0-100 range into six distinct zones with configurable thresholds representing Bitcoin's characteristic bubble and bust patterns. The system defines Bottom Extreme (default <10, accumulation zone), Cold Zone (10-25, early recovery), Lower Mid (25-40, neutral to bullish), Upper Mid (40-60, bullish), Hot Zone (60-75, late bull market), and Top Extreme (>75, euphoria/distribution) with dynamic color coding. 🔶 Pivot-Based Extreme Detection System Provides intelligent local extreme identification using pivot high/low detection with zone threshold filtering and visual capsule markers. The system detects pivot highs above Hot Zone threshold and pivot lows below Cold Zone threshold using configurable left/right bars, creates horizontal capsule visualizations at exact extreme values with color-coded centers (red for tops, cyan for bottoms), and maintains rolling array limited to maximum capsule count for clean chart presentation. 🔶 MVRV Calculation Mode Selection Offers three distinct MVRV calculation approaches optimizing for different market conditions and analytical preferences. Ratio mode uses raw Market Cap / Realized Cap for direct valuation comparison, Z-Score mode applies statistical normalization emphasizing deviations from historical mean, and Blend mode (default) averages both approaches balancing absolute valuation with statistical context for robust signal generation. 🔶 Configurable Metric Weighting System Features flexible weight allocation enabling traders to emphasize preferred metrics or disable unreliable components during specific market regimes. The system accepts 0.0-N weight values for each metric (default 1.0 all equal), automatically handles missing data by excluding NA metrics from composite, recalculates weighted average dynamically, and enables custom cycle calibration based on trader's confidence in different on-chain signals. 🔶 Confirmed HTF Data Integration Implements rigorous anti-repaint methodology using confirmed higher-timeframe values with offset preventing live bar distortion. The system retrieves all on-chain metrics from daily timeframe with 1-bar offset ensuring only completed daily candle data influences cycle score, applies identical offset to Mayer Multiple calculation, and maintains signal stability across real-time updates preventing false extreme alerts. 🔶 Comprehensive Alert Framework Provides five distinct alert conditions covering critical cycle events and threshold breaches with descriptive messages. The system triggers Top Extreme alert on crossover above top threshold (default 90), Bottom Extreme alert on crossunder below bottom threshold (default 10), Hot Rejection alert when cycle falls from Hot Zone, Cold Reclaim alert when cycle rises from Cold Zone, and Mayer Threshold breach alert for traditional technical confirmation. 🔶 Gradient Zone Visualization Architecture Creates intuitive color-coded area plot with six distinct color zones reflecting current cycle position through visual spectrum from cyan (extreme bottom) through purple/orange to red (extreme top). The system applies dynamic zone coloring to both area fill and cycle value display, implements configurable area transparency (default opaque), and maintains consistent color scheme across oscillator pane, table values, and capsule markers. 🔶 Real-Time Diagnostics System Features comprehensive data availability monitoring with missing metric labels and detailed value table showing all component metrics. The system detects NA values in SOPR, Realized Price, MVRV, or Mayer Multiple, displays warning label listing unavailable metrics, and provides table overlay showing current values for Cycle score, all four components, MVRV-Z, Mayer MA, and threshold with color-coded formatting. 🔶 Performance Optimization Framework Employs efficient calculation methods with null-safe division functions, optimized array management for capsule storage, and conditional plotting minimizing unnecessary rendering. The system includes streamlined weighted average calculation skipping NA metrics, smart capsule cleanup maintaining maximum limit through oldest-first deletion, and minimal recalculation overhead through var declarations and confirmed bar logic. This indicator delivers sophisticated Bitcoin-specific valuation analysis through multi-metric on-chain synthesis unavailable in traditional technical indicators. By combining SOPR (profit/loss behavior), MVRV (cost basis valuation), Price-to-Realized (pure valuation), and Mayer Multiple (technical context) into unified cycle framework with statistical normalization, it provides comprehensive market cycle assessment grounded in blockchain fundamentals. The six-tier zone system maps directly to Bitcoin's characteristic 4-year halving cycles with Bottom Extreme zones historically marking generational buying opportunities and Top Extreme zones marking distribution phases. Perfect for long-term Bitcoin investors seeking data-driven cycle timing, position sizing based on valuation extremes (increase allocation in Cold/Bottom zones, reduce in Hot/Top zones), and objective framework for navigating Bitcoin's volatile multi-year cycles with alerts providing advance warning of major cycle transitions requiring portfolio reassessment.
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AlphaExtract tarafından
Long/Short Ratio [BigBeluga]🔵 OVERVIEW Long/Short Ratio is a lower-timeframe volume imbalance analyzer that estimates real-time buyer vs seller dominance inside each bar. Instead of relying on exchange-reported positioning data, this indicator reconstructs directional pressure by aggregating volume from lower timeframes and separating it into buy-side and sell-side flow. The result is a dynamic percentage-based long/short ratio that reflects immediate participation shifts and short-term positioning pressure. 🔵 CORE CONCEPT Directional Volume Segmentation — Volume is classified as positive (buyers) when close > open, and negative (sellers) when close < open. Lower-Timeframe Aggregation — The script pulls volume data from smaller internal timeframes and aggregates it into the current chart bar. Buyer vs Seller Percentage — Total positive and negative volumes are converted into percentage ratios. Momentum Shift Detection — A smoothed change of the ratio helps detect acceleration or deceleration in positioning pressure. 🔵 HOW IT WORKS 1️⃣ Lower-Timeframe Volume Sampling The script automatically determines an internal lower timeframe based on the current chart timeframe. Volume is requested using request.security_lower_tf() . array delta_sign = request.security_lower_tf('', lower_tf, (close > open ? volume : -volume)) This allows intra-bar analysis instead of using only finalized candle volume. 2️⃣ Buyer / Seller Calculation If close > open → volume counts as buyer pressure. If close < open → volume counts as seller pressure. Buyer and seller totals are accumulated separately. Percentages are calculated: Buy % = Buyers / Total Volume Sell % = Sellers / Total Volume 3️⃣ Ratio Visualization Long (Buy %) plotted as teal columns. Short (Sell %) plotted as maroon columns. 50% midline represents balance between buyers and sellers. A stepline tracks the Buy % ratio for clarity. 4️⃣ Smoothed Ratio Momentum The indicator calculates a smoothed HMA of the user-defined change in Buy %. This produces a momentum curve showing acceleration in dominance. Color logic: Teal → Increasing long pressure Maroon → Increasing short pressure A dynamic midline (average of recent values) provides equilibrium reference. 5️⃣ Main Chart Dashboard A dedicated heads-up display (HUD) is anchored to the top-right of your main price chart (via force_overlay). This table provides the exact real-time Buy/Sell percentages of the current candle at a glance. Provides instant clarity without having to look down at the indicator pane. 6️⃣ Extreme Sentiment Signals Visual plotshape icons appear directly on the main chart when sentiment hits user-defined extreme thresholds. Extreme Buy: A triangle appears at the bottom of the price chart when buyers exceed the limit (default 80%). Extreme Sell: A triangle appears at the top of the price chart when sellers exceed the limit (default 80%). These markers help identify potential reversal points or "exhaustion" spikes. 🔵 KEY FEATURES Lower-timeframe volume reconstruction. Real-time Buy vs Sell percentage display. Main chart dashboard for immediate data access. Adjustable Extreme Sentiment markers and thresholds. Customizable colors and smoothing periods for the momentum curve. Clear 50% equilibrium reference line. Dynamic long/short stepline. Automatic timeframe adaptation. Visual Buy / Sell labels with live percentage updates. 🔵 HOW TO USE Above 50% Buy → Long pressure dominance. Below 50% Buy → Short pressure dominance. Watch for strong divergence between price and ratio. Use the smoothed ratio curve to detect acceleration in positioning. Extreme spikes (marked by triangles) can indicate exhaustion or breakout fuel. Best used on 5-minute and higher timeframes for reliable aggregation. 🔵 INTERPRETING POSITIONING Rising price + rising Buy % → Confirmed bullish participation. Rising price + falling Buy % → Weak trend / potential divergence. Falling price + rising Buy % → Absorption. Extreme imbalance → Potential short squeeze or long squeeze setup. 🔵 CONCLUSION Long/Short Ratio provides a clean, data-driven view of intrabar participation pressure without relying on external exchange positioning feeds. By combining lower-timeframe aggregation, percentage imbalance, and smoothed momentum detection—now enhanced with a main chart dashboard and extreme signal icons—it offers a practical tool for spotting positioning shifts, divergence, and participation-driven breakouts.
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BigBeluga tarafından
8
Jamallo s - Trend Snipermy first indicator from 2022. Trend Sniper uses two dynamic lines to identify trend direction and signal trade entries. The first line is a volatility-adaptive moving average that weights price movement based on the ratio of body size to wick range — reacting faster during strong directional moves and slower during chop. The second line is a linear regression of closing prices over a longer period, acting as the trend baseline.
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Jamallo22 tarafından
Price per m2 Argentina CABA USD/m2 - SMAs (1999-2025)Overview This indicator plots the historical USD price per square meter of apartments in CABA (Buenos Aires City), Argentina, combining annual data (1999–2011) with monthly data (2012–2025) to reconstruct a long-term residential real estate pricing series. All values were manually digitized, cleaned, and consolidated from public reports and market datasets to create a continuous analytical framework for historical valuation analysis. The script also includes SMA20, SMA50, and SMA100 calculated over the custom dataset to support long-term trend analysis, cycle identification, and macro structural evaluation. Data Sources 1999–2011 (Annual): Maure Real Estate Market Reports 2012–2020 (Monthly): UCEMA Real Estate Index 2020–2025 (Monthly): RE/MAX – UCEMA Market Monitor All datasets referenced are derived from publicly available reports and institutional publications. How to Use This Indicator *USE ON THE 1 MONTH TIMEFRAME* This tool enables investors, developers, and market analysts to: • Identify multi-year trend shifts in residential real estate valuations • Compare pricing cycles against Argentine macroeconomic environments • Map long-term support and resistance zones • Detect early signs of market recovery or contraction • Integrate real estate fundamentals with technical analysis frameworks The moving averages help visualize structural trends that are typically less observable in traditional property datasets. About This Work This historical series was reconstructed and coded by Engineer Francisco Michelich through the consolidation of market research, statistical normalization, and technical analysis methodologies. This script does not represent an official financial index and is not affiliated with the original data institutions. It is intended solely as an educational and analytical tool for visualizing long-term trends in the Buenos Aires, Argentina residential real estate market.
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mitchfm tarafından
ATR Trailing Stop + Alert (Long Mode)ATR Trailing Stop (Long Mode) is a volatility-adaptive exit tool designed to protect profits while allowing strong trends to develop. By combining the Average True Range (ATR) with a highest-value trailing mechanism, the stop dynamically adjusts to market conditions and only moves upward during active long trades. This structure helps reduce emotional decision-making and enforces disciplined risk management. As volatility expands, the stop automatically widens to avoid premature exits. As price continues trending higher, the stop locks in gains by trailing behind price action in a systematic way. Key advantages: Volatility-based dynamic stop distance Non-decreasing trailing logic (long-only mode) Clear visual stop levels and break signals Built-in alert for stop hits Ideal for trend followers, swing traders, and systematic traders who want a structured and reliable method for managing long positions without second-guessing exits.
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tk56301 tarafından
RLPS -Simplified Long-Term Support/Resistance Levels (Shelters)// Introduction // RLPS (Simplified Long-Term Shelters) is a streamlined indicator designed for traders who have already identified the preponderant long-term phase of their assets and want to efficiently track multiple assets using pre-calculated Fibonacci levels. IMPORTANT: Before using this indicator, you need to have determined the date-price coordinates of the preponderant phase (i0→i1 pivots) for your asset(s). These coordinates can be obtained using our master RLP indicator (Long-Term Shelters), which automatically helps to calculates them, or through your own research and analysis. // Theoretical Foundation // Many traditional institutional investors use the latest higher-degree market phase that stands out from others (longest duration and greatest price change on daily timeframe) to base a Fibonacci retracement on whose levels they open long-term positions. These positions can remain open to be activated in the future even years in advance. The phase is considered valid until a new, more preponderant phase develops over time. RLPS allows you to manually input these pre-identified phase coordinates and draw Fibonacci levels that serve as Long-Term Shelter Levels—marking future trading points (entries, exits, risk management) that remain valid for months and even years. // Key Features // • Supports up to 5 different assets with permanently stored phase coordinates • Dropdown selector to quickly switch between configured assets • No ZigZag calculation required—user provides pre-calculated coordinates • Timeframe-agnostic: levels remain constant across all timeframes • Works with any price source (exchange) regardless of historical data availability • Asset Information table with visual validation (✅ Match / ❌ No Match) • Long-Term Historical Prices (LTHP): add up to 5 psychological price levels per asset (historical highs/lows, annual opening prices, etc.) • Customizable Fibonacci levels, colors, styles, and label formatting • Logarithmic scale support for volatile assets like cryptocurrencies // Quick Start Guide // STEP 1: In TradingView, select "Bitcoin / U.S. dollar" from Bitstamp Exchange (BITSTAMP:BTCUSD). STEP 2: Configure the chart to Daily (D) timeframe. STEP 3: Load the RLPS indicator. Initially no drawing appears (fields are empty by default). STEP 4: Open indicator settings and activate "Practice Asset Data Table" in the GENERAL section. STEP 5: A table appears with sample data for 5 assets. Locate "Bitcoin on Bitstamp": - i0 Date: 2020-03-13 18:00 | i0 Price: 3850.0 - i1 Date: 2021-11-10 18:00 | i1 Price: 69000.0 STEP 6: Copy this data to "ASSET 1 - IDENTIFICATION AND DATE-PRICE PIVOT COORDINATES". STEP 7: Verify "Asset 1" is selected in the dropdown and close settings. STEP 8: You should now see the yellow diagonal phase line, horizontal Fibonacci levels, and the validation table showing "✅ Match". STEP 9: Navigate the chart to verify how Fibonacci levels align with historical support/resistance zones. // Important Notes // • The sample data in the Practice Table was validated in 02/2026 and serves as reference only. • It is your responsibility to validate or update the preponderant phase of your assets over time. • Use our master RLP indicator to automatically find and calculate preponderant phases, then transfer the coordinates here for permanent tracking. • You can deactivate the Practice Table once you've copied the data you need. // Shelter Indicators Ecosystem // RLPS is part of a comprehensive ecosystem of indicators for price action analysis based on shelter levels: RLPS (Simplified Long-Term Shelters): This indicator. Simplified version of RLP that allows manual input of previously identified preponderant phase coordinates. Ideal for permanent operations with multiple assets across different timeframes. RLP (Long-Term Shelters): Automatically identifies the preponderant Zigzag phase that institutional investors use as a reference to project Fibonacci levels. These levels determine order placement over the following months and years. RMP (Mid-Term Shelters): Provides the psychological shelter and resistance levels that institutional investors establish at the beginning of each year. These form the main framework that professionals use to plan entry and exit operations throughout the year. RS (Weekly Shelters): Tactical structural analysis indicator designed to precisely track price action and manage positions during current weeks. RID (Intra-Day Shelters): For intraday operations based on levels calculated from the daily opening price. Designed for 1H timeframes or lower, including scalping strategies. By combining RLPS, RLP, RMP, RS, and RID, you obtain a multi-timeframe framework that provides certainty and clarity to apply strategies grounded in price action, across any time horizon: from scalping to long-term investments. // Final Notes // We sincerely regret to inform you that we have not included the Spanish translation previously provided in our indicators, due to our significant concern regarding the ambiguous rules on publication bans related to indicators. Sharing motivates. Happy hunting in this great jungle!
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Masewal_aj_p_oolom tarafından
Multi-Signal the FlasherTitle: Multi-Signal Flasher - External Signal Alert System Short Description: Visual screen flash alerts triggered by external indicator signals. Supports 4 signal sources with separate Long/Short flash colors. Description: This indicator provides a powerful visual alert system that flashes your entire chart when external indicator signals fire. Perfect for traders who need unmissable alerts when their custom signals trigger. Features 4 External Signal Sources - Connect up to 4 different indicators Long/Short Classification - Assign each signal as Long or Short for different colored flashes OR Logic - Any enabled signal firing triggers the flash Customizable Flash Colors - Separate color schemes for Long and Short signals Adjustable Cycles - Control how many times the colors alternate On-Screen Message - Displays "LONG SIGNAL!" or "SHORT SIGNAL!" during flash How It Works The indicator monitors your selected external signal sources. The trigger fires when a signal transitions from no value to a value >= 1, the chart flashes with alternating colors to grab your attention. Signals set to Long → Flash with Long colors (default: green/purple) Signals set to Short → Flash with Short colors (default: red/yellow) Setup Add your signal indicators to the chart first Add this indicator In settings, enable Signal 1-4 as needed Select each signal's plot from the dropdown Set each signal as Long or Short Check "Enable the Flasher" to arm the system Customize colors and messages to your preference Important Notes ⚠️ Seizure Warning - This indicator flashes colors rapidly. User discretion is advised for those with photosensitive epilepsy. Flashes only occur in real-time - historical bars will not trigger flashes The trigger fires when a signal transitions from no value to a value >= 1. not while signal persists Color cycling depends on feed updates Use Cases Multi-indicator confluence alerts Separate long/short signal systems High-visibility scalping alerts Any system where missing a signal is costly Credits: Original "the Flasher" code by @allanster Core flash function and table-based color cycling system Modified by @m4ybee Multi-signal source support (4 inputs) External indicator integration via input.source() Long/Short signal classification OR logic signal combining Separate color schemes for Long/Short
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mm44yybbee tarafından
1
Trap Longs - Hamza NaveedTrap Longs – Hamza Naveed is an advanced Open Interest–based indicator that analyzes net longs, net shorts, delta, and ratio across multiple exchanges (Binance, BitMEX, Kraken). It visualizes institutional positioning using candles, lines, or columns, with optional VWMA/EMA smoothing, RSI strength, volume heatmaps, statistical tables, and divergence detection. Designed to identify traps, absorption, and exhaustion, this tool helps traders understand positioning shifts, liquidity behavior, and potential trend reversals beyond price action alone.
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Hamza_Alee tarafından
1
Scalp Boost LONG✦ Overview Scalp Boost LONG is a visual tool designed to highlight potential short-term upward impulses. A signal is generated only when multiple market conditions align at the candle close, combining momentum dynamics, local probability shifts, and abnormal volume behavior. The indicator does not repaint. ✦ Concept The tool focuses on selective situations where the market shows signs of micro-breakout potential. If all internal conditions are confirmed — a LONG event is displayed. If not — the chart remains clean. This builds a low-noise signal model, prioritizing quality over frequency. ✦ Signal Logic The LONG signal requires confirmation of all core conditions: • Local impulse dynamics Identifies short-term acceleration suggesting a breakout from a compressed price structure. • Probability beyond a statistical zone Uses relative breakout probability instead of fixed levels, checking whether price exceeds expected local ranges. • Abnormal volume activity Highlights candles with monetary flow above a custom threshold, signaling increased market interest. • Anti-overheat filter Conditions avoiding exhausted or low-momentum phases where continuation is less likely. Only when all filters are aligned a LONG marker appears. ✦ Visual Structure The chart display is intentionally minimal: • ROC Curve Subdued line, showing short-term momentum without distraction. • LONG Marker Green triangle below the candle on confirmed events. • Candle Highlight Soft background highlight on the signal bar. • Volume Marker Small red dot at the bottom of candles with abnormal monetary flow. All visual elements appear only on candle close. ✦ Alerts A clean event structure is available for notifications: LONG Signal This allows receiving alerts during chart analysis or in automated workflows while keeping full control over decision-making. ✦ Notes & Guidelines This tool: is not a trading system, does not provide targets or stops, may trigger against the dominant trend, should be combined with the user’s own methodology. Signals are rare by design. Do not interpret each event as a trend continuation — it highlights conditions, not outcomes. ✦ Suggested Use -(Non-mandatory ideas for advanced users) -identifying potential micro-breakouts, -timing entries around volume spikes, -adding context to scalping models, -filtering impulsive moves from noise. -suitable for a 5-minute timeframe The indicator can be helpful as a confirmation layer, not a standalone decision tool.
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Zdorman tarafından
Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves. Concept The idea behind ORBO is simple: The first minutes after the session open are often highly informative. Price forms an “opening range” that acts as a mini support/resistance zone. A clean breakout beyond this zone can lead to high-momentum moves. This script turns that logic into a fully backtestable strategy in TradingView. How the strategy works Opening Range Session Default session: 09:30–09:50 (exchange time) During this window, the script tracks: orHigh → highest high within the session orLow → lowest low within the session This forms your Opening Range for the day. Breakout Logic (after the window ends) Once the defined session ends: Long Entry: If the close crosses above the Opening Range High (orHigh), → strategy.entry("OR Long", strategy.long) is triggered. Short Entry: If the close crosses below the Opening Range Low (orLow), → strategy.entry("OR Short", strategy.short) is triggered. Only one opening range per day is considered, which keeps the logic clean and easy to interpret. Daily Reset At the start of a new trading day, the script resets: orHigh := na orLow := na A fresh Opening Range is then built using the next session’s 09:30–09:50 candles. This ensures entries are always based on today’s structure, not yesterday’s. Visuals & Inputs Inputs: Opening range session → default: "0930-0950" Show OR levels → toggle visibility of OR High / Low lines Fill range body → optional shaded zone between OR High and OR Low Chart visuals: A green line marks the Opening Range High. A red line marks the Opening Range Low. Optional yellow fill highlights the entire OR zone. Background shading during the session shows when the range is currently being built. These visuals make it easy to see: Where the OR sits relative to current price How clean / noisy the breakout was How often price respects or rejects the opening zone Backtesting & Optimization Because this is written as a strategy(): You can use TradingView’s Strategy Tester to view: Win rate Net profit Drawdown Profit factor Equity curve Ideas to experiment with: Change the session window (e.g., 09:15–09:45, 10:00–10:30) Apply to different: Markets: indices, FX, crypto, stocks Timeframes: 1m / 5m / 15m Add your own: Stop Loss & Take Profit levels Time filters (only trade certain days / times) Volatility filters (e.g., ATR, range size thresholds) Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
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AIScripts tarafından
Greer EPS Yield📘 Script Title Greer EPS Yield – Valuation Insight Based on Earnings Productivity 🧾 Description Greer EPS Yield is a valuation-focused indicator from the Greer Financial Toolkit, designed to evaluate how efficiently a company generates earnings relative to its current stock price. This script calculates the Earnings Per Share Yield (EPS%), using the formula: EPS Yield (%) = Earnings Per Share ÷ Stock Price × 100 This yield metric provides a quick snapshot of valuation through the lens of profitability per share. It dynamically highlights when the EPS yield is: 🟢 Above its historical average (potentially undervalued) 🔴 Below its historical average (potentially overvalued) 🔍 Use Case Quickly assess valuation attractiveness based on earnings yield. Identify potential buy opportunities when EPS% is above its long-term average. Combine with other indicators in the Greer Financial Toolkit for a fundamentals-driven investment strategy: 📘 Greer Value – Tracks year-over-year growth consistency across six key metrics 📊 Greer Value Yields Dashboard – Visualizes valuation-based yield metrics 🟢 Greer BuyZone – Highlights long-term technical buy zones 🛠️ Inputs & Data Uses fiscal year EPS data from TradingView’s built-in financial database. Tracks a static average EPS Yield to compare current valuation to historical norms. Clean, intuitive visual with automatic color coding. ⚠️ Disclaimer This tool is for educational and informational purposes only and should not be considered financial advice. Always conduct your own research before making investment decisions.
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controllinghand tarafından
TitanGrid L/S SuperEngineTitanGrid L/S SuperEngine Experimental Trend-Aligned Grid Signal Engine for Long & Short Execution 🔹 Overview TitanGrid is an advanced, real-time signal engine built around a tactical grid structure. It manages Long and Short trades using trend-aligned entries, layered scaling, and partial exits. Unlike traditional strategy() -based scripts, TitanGrid runs as an indicator() , but includes its own full internal simulation engine. This allows it to track capital, equity, PnL, risk exposure, and trade performance bar-by-bar — effectively simulating a custom backtest, while remaining compatible with real-time alert-based execution systems. The concept was born from the fusion of two prior systems: Assassin’s Grid (grid-based execution and structure) + Super 8 (trend-filtering, smart capital logic), both developed under the AssassinsGrid framework. 🔹 Disclaimer This is an experimental tool intended for research, testing, and educational use. It does not provide guaranteed outcomes and should not be interpreted as financial advice. Use with demo or simulated accounts before considering live deployment. 🔹 Execution Logic Trend direction is filtered through a custom SuperTrend engine. Once confirmed: • Long entries trigger on pullbacks, exiting progressively as price moves up • Short entries trigger on rallies, exiting as price declines Grid levels are spaced by configurable percentage width, and entries scale dynamically. 🔹 Stop Loss Mechanism TitanGrid uses a dual-layer stop system: • A static stop per entry, placed at a fixed percentage distance matching the grid width • A trend reversal exit that closes the entire position if price crosses the SuperTrend in the opposite direction Stops are triggered once per cycle, ensuring predictable and capital-aware behavior. 🔹 Key Features • Dual-side grid logic (Long-only, Short-only, or Both) • SuperTrend filtering to enforce directional bias • Adjustable grid spacing, scaling, and sizing • Static and dynamic stop-loss logic • Partial exits and reset conditions • Webhook-ready alerts (browser-based automation compatible) • Internal simulation of equity, PnL, fees, and liquidation levels • Real-time dashboard for full transparency 🔹 Best Use Cases TitanGrid performs best in structured or mean-reverting environments. It is especially well-suited to assets with the behavioral profile of ETH — reactive, trend-intraday, and prone to clean pullback formations. While adaptable to multiple timeframes, it shows strongest performance on the 15-minute chart , offering a balance of signal frequency and directional clarity. 🔹 License Published under the Mozilla Public License 2.0 . You are free to study, adapt, and extend this script. 🔹 Panel Reference The real-time dashboard displays performance metrics, capital state, and position behavior: • Asset Type – Automatically detects the instrument class (e.g., Crypto, Stock, Forex) from symbol metadata • Equity – Total simulated capital: realized PnL + floating PnL + remaining cash • Available Cash – Capital not currently allocated to any position • Used Margin – Capital locked in open trades, based on position size and leverage • Net Profit – Realized gain/loss after commissions and fees • Raw Net Profit – Gross result before trading costs • Floating PnL – Unrealized profit or loss from active positions • ROI – Return on initial capital, including realized and floating PnL. Leverage directly impacts this metric, amplifying both gains and losses relative to account size. • Long/Short Size & Avg Price – Open position sizes and volume-weighted average entry prices • Leverage & Liquidation – Simulated effective leverage and projected liquidation level • Hold – Best-performing hold side (Long or Short) over the session • Hold Efficiency – Performance efficiency during holding phases, relative to capital used • Profit Factor – Ratio of gross profits to gross losses (realized) • Payoff Ratio – Average profit per win / average loss per loss • Win Rate – Percent of profitable closes (including partial exits) • Expectancy – Net average result per closed trade • Max Drawdown – Largest recorded drop in equity during the session • Commission Paid – Simulated trading costs: maker, taker, funding • Long / Short Trades – Count of entry signals per side • Time Trading – Number of bars spent in active positions • Volume / Month – Extrapolated 30-day trading volume estimate • Min Capital – Lowest equity level recorded during the session 🔹 Reference Ranges by Strategy Type Use the following metrics as reference depending on the trading style: Grid / Mean Reversion • Profit Factor: 1.2 – 2.0 • Payoff Ratio: 0.5 – 1.2 • Win Rate: 50% – 70% (based on partial exits) • Expectancy: 0.05% – 0.25% • Drawdown: Moderate to high • Commission Impact: High Trend-Following • Profit Factor: 1.5 – 3.0 • Payoff Ratio: 1.5 – 3.5 • Win Rate: 30% – 50% • Expectancy: 0.3% – 1.0% • Drawdown: Low to moderate Scalping / High-Frequency • Profit Factor: 1.1 – 1.6 • Payoff Ratio: 0.3 – 0.8 • Win Rate: 80% – 95% • Expectancy: 0.01% – 0.05% • Volume / Month: Very high Breakout Strategies • Profit Factor: 1.4 – 2.2 • Payoff Ratio: 1.2 – 2.0 • Win Rate: 35% – 60% • Expectancy: 0.2% – 0.6% • Drawdown: Can be sharp after failed breakouts 🔹 Note on Performance Simulation TitanGrid includes internal accounting of fees, slippage, and funding costs. While its logic is designed for precision and capital efficiency, performance is naturally affected by exchange commissions. In frictionless environments (e.g., zero-fee simulation), its high-frequency logic could — in theory — extract substantial micro-edges from the market. However, real-world conditions introduce limits, and all results should be interpreted accordingly.
Pine Script® göstergesi
AssassinsGrid tarafından
5
Momentum Fusion v1Momentum Fusion v1 Overview Momentum Fusion v1 (MFusion) is a multi-oscillator indicator that combines several components to analyze market momentum and trend strength. It incorporates modified versions of classic indicators such as PVI (Positive Volume Index), NVI (Negative Volume Index), MFI (Money Flow Index), RSI, Stochastic, and Bollinger Bands Oscillator. The indicator displays a histogram that changes color based on momentum strength and includes "FUSION🔥" signal labels when extreme values are reached. Indicator Settings Parameters: EMA Length – Smoothing period for the moving average (default: 255). Smoothing Period – Internal calculation smoothing parameter (default: 15). BB Multiplier – Standard deviation multiplier for Bollinger Bands (default: 2.0). Show verde / marron / media lines – Toggles the display of auxiliary lines. Show FUSION🔥 label – Enables/disables signal labels. Indicator Components 1. PVI (Positive Volume Index) Formula: pvi := volume > volume ? nz(pvi ) + (close - close ) / close * sval : nz(pvi ) Description: PVI increases when volume rises compared to the previous bar and accounts for price percentage change. The stronger the price movement with increasing volume, the higher the PVI value. 2. NVI (Negative Volume Index) Formula: nvi := volume < volume ? nz(nvi ) + (close - close ) / close * sval : nz(nvi ) Description: NVI tracks price movements during declining volume. If the price rises on low volume, it may indicate a "stealth" trend. 3. Money Flow Index (MFI) Formula: 100 - 100 / (1 + up / dn) Description: An oscillator measuring money flow strength. Values above 80 suggest overbought conditions, while values below 20 indicate oversold conditions. 4. Stochastic Oscillator Formula: k = 100 * (close - lowest(low, length)) / (highest(high, length) - lowest(low, length)) Description: A classic stochastic oscillator showing price position relative to the selected period's range. 5. Bollinger Bands Oscillator Formula: (tprice - BB midline) / (upper BB - lower BB) * 100 Description: Indicates the price position relative to Bollinger Bands in percentage terms. Key Lines & Histogram 1. Verde (Green Line) Calculation: verde = marron + oscp (normalized PVI) Interpretation: Higher values indicate stronger bullish momentum. A FUSION🔥 signal appears when the value reaches 750+. 2. Marron (Brown Line) Calculation: marron = (RSI + MFI + Bollinger Osc + Stochastic / 3) / 2 Interpretation: A composite oscillator combining multiple indicators. Higher values suggest overbought conditions. 3. Media (Red Line) Calculation: media = EMA of marron with smoothing period Interpretation: Acts as a signal line for trend confirmation. 4. Histogram Calculation: histo = verde - marron Colors: Bright green (>100) – Strong bullish momentum. Light green (>0) – Moderate bullish momentum. Orange (<0) – Bearish momentum. Red (<-100) – Strong bearish momentum. Signals & Alerts 1. FUSION🔥 (Strong Momentum) Condition: verde >= 750 Visualization: A "FUSION🔥" label appears below the chart. Alert: Can be set to trigger notifications when the condition is met. 2. Background Aura Condition: verde > 850 Visualization: The chart background turns teal, indicating extreme momentum. Usage Recommendations FUSION🔥 Signal – Can be used as a long entry point when confirmed by other indicators. Histogram: 1. Green bars – Potential long entry. 2. Red/orange bars – Potential short entry. 3. Media & Marron Crossover – Can serve as an additional trend filter. 4. Suitable for a 5-15 minute time frame Conclusion Momentum Fusion v1 is a powerful tool for momentum analysis, combining multiple indicators into a unified system. It is suitable for: Trend traders (catching strong movements). Scalpers (identifying short-term impulses). Swing traders (filtering entry points). The indicator features customizable settings and visual signals, making it adaptable to various trading styles.
Pine Script® göstergesi
Zdorman tarafından
Bollinger Bounce Reversal Strategy – Visual EditionOverview: The Bollinger Bounce Reversal Strategy – Visual Edition is designed to capture potential reversal moves at price extremes—often termed “bounce points”—by using a combination of technical indicators. The strategy integrates Bollinger Bands, MACD, and volume analysis, and it provides rich on‑chart visual cues to help traders understand its signals and conditions. Additionally, the strategy enforces a maximum of 5 trades per day and uses fixed risk management parameters. This publication is intended for educational purposes and offers a systematic, transparent approach that you can further adjust to fit your market or risk profile. How It Works: Bollinger Bands: A 20‑period simple moving average (SMA) and a user‑defined standard deviation multiplier (default 2.0) are used to calculate the Bollinger Bands. When the price reaches or crosses these bands (i.e. falls below the lower band or rises above the upper band), it suggests that the price is in an extreme, potentially oversold or overbought, state. MACD Filter: The MACD (calculated with standard lengths, e.g. 12, 26, 9) provides momentum information. For a bullish (long) signal, the MACD line should be above its signal line; for a bearish (short) signal, the MACD line should be below. Volume Confirmation: The strategy uses a 20‑period volume moving average to determine if current volume is strong enough to validate a signal. A signal is confirmed only if the current volume is at or above a specified multiple (by default, 1.0×) of this moving average, ensuring that the move is supported by increased market participation. Visual Cues: Bollinger Bands and Fill: The basis (SMA), upper, and lower Bollinger Bands are plotted, and the area between the upper and lower bands is filled with a semi‑transparent color. Signal Markers: When a long or short signal is generated, corresponding markers (labels) appear on the chart. Background Coloring: The chart’s background changes color (green for long signals and red for short signals) on the bars where signals occur. Information Table: An on‑chart table displays key indicator values (MACD, signal line, volume, average volume) and the number of trades executed that day. Entry Conditions: Long Entry: A long trade is triggered when the previous bar’s close is below the lower Bollinger Band and the current bar’s close crosses above it, combined with a bullish MACD condition and strong volume. Short Entry: A short trade is triggered when the previous bar’s close is above the upper Bollinger Band and the current bar’s close crosses below it, with a bearish MACD condition and high volume. Risk Management: Daily Trade Limit: The strategy restricts trading to no more than 5 trades per day. Stop-Loss and Take-Profit: For each position, a stop loss is set at a fixed percentage away from the entry price (typically 2%), and a take profit is set to target a 1:2 risk-reward ratio (typically 4% from the entry price). Backtesting Setup: Initial Capital: $10,000 Commission: 0.1% per trade Slippage: 1 tick per bar These realistic parameters help ensure that backtesting results reflect the conditions of an average trader. Disclaimer: Past performance is not indicative of future results. This strategy is experimental and provided solely for educational purposes. It is essential to backtest extensively and paper trade before any live deployment. All risk management practices are advisory, and you should adjust parameters to suit your own trading style and risk tolerance. Conclusion: By combining Bollinger Bands, MACD, and volume analysis, the Bollinger Bounce Reversal Strategy – Visual Edition provides a clear, systematic method to identify potential reversal opportunities at price extremes. The added visual cues help traders quickly interpret signals and assess market conditions, while strict risk management and a daily trade cap help keep trading disciplined. Adjust and refine the settings as needed to better suit your specific market and risk profile.
Pine Script® stratejisi
cryptechcapital tarafından
Volatility Momentum Breakout StrategyDescription: Overview: The Volatility Momentum Breakout Strategy is designed to capture significant price moves by combining a volatility breakout approach with trend and momentum filters. This strategy dynamically calculates breakout levels based on market volatility and uses these levels along with trend and momentum conditions to identify trade opportunities. How It Works: 1. Volatility Breakout: • Methodology: The strategy computes the highest high and lowest low over a defined lookback period (excluding the current bar to avoid look-ahead bias). A multiple of the Average True Range (ATR) is then added to (or subtracted from) these levels to form dynamic breakout thresholds. • Purpose: This method helps capture significant price movements (breakouts) while ensuring that only past data is used, thereby maintaining realistic signal generation. 2. Trend Filtering: • Methodology: A short-term Exponential Moving Average (EMA) is applied to determine the prevailing trend. • Purpose: Long trades are considered only when the current price is above the EMA, indicating an uptrend, while short trades are taken only when the price is below the EMA, indicating a downtrend. 3. Momentum Confirmation: • Methodology: The Relative Strength Index (RSI) is used to gauge market momentum. • Purpose: For long entries, the RSI must be above a mid-level (e.g., above 50) to confirm upward momentum, and for short entries, it must be below a similar threshold. This helps filter out signals during overextended conditions. Entry Conditions: • Long Entry: A long position is triggered when the current closing price exceeds the calculated long breakout level, the price is above the short-term EMA, and the RSI confirms momentum (e.g., above 50). • Short Entry: A short position is triggered when the closing price falls below the calculated short breakout level, the price is below the EMA, and the RSI confirms momentum (e.g., below 50). Risk Management: • Position Sizing: Trades are sized to risk a fixed percentage of account equity (set here to 5% per trade in the code, with each trade’s stop loss defined so that risk is limited to approximately 2% of the entry price). • Stop Loss & Take Profit: A stop loss is placed a fixed ATR multiple away from the entry price, and a take profit target is set to achieve a 1:2 risk-reward ratio. • Realistic Backtesting: The strategy is backtested using an initial capital of $10,000, with a commission of 0.1% per trade and slippage of 1 tick per bar—parameters chosen to reflect conditions faced by the average trader. Important Disclaimers: • No Look-Ahead Bias: All breakout levels are calculated using only past data (excluding the current bar) to ensure that the strategy does not “peek” into future data. • Educational Purpose: This strategy is experimental and provided solely for educational purposes. Past performance is not indicative of future results. • User Responsibility: Traders should thoroughly backtest and paper trade the strategy under various market conditions and adjust parameters to fit their own risk tolerance and trading style before live deployment. Conclusion: By integrating volatility-based breakout signals with trend and momentum filters, the Volatility Momentum Breakout Strategy offers a unique method to capture significant price moves in a disciplined manner. This publication provides a transparent explanation of the strategy’s components and realistic backtesting parameters, making it a useful tool for educational purposes and further customization by the TradingView community.
Pine Script® stratejisi
cryptechcapital tarafından
Advanced Multi-Timeframe Trading System (Risk Managed)Description: This strategy is an original approach that combines two main analytical components to identify potential trade opportunities while simulating realistic trading conditions: 1. Market Trend Analysis via an Approximate Hurst Exponent • What It Does: The strategy computes a rough measure of market trending using an approximate Hurst exponent. A value above 0.5 suggests persistent, trending behavior, while a value below 0.5 indicates a tendency toward mean-reversion. • How It’s Used: The Hurst exponent is calculated on both the chart’s current timeframe and a higher timeframe (default: Daily) to capture both local and broader market dynamics. 2. Fibonacci Retracement Levels • What It Does: Using daily high and low data from a selected timeframe (default: Daily), the script computes key Fibonacci retracement levels. • How It’s Used: • The 61.8% level (Golden Ratio) serves as a key threshold: • A long entry is signaled when the price crosses above this level if the daily Hurst exponent confirms a trending market. • The 38.2% level is used to identify short-entry opportunities when the price crosses below it and the daily Hurst indicates non-trending conditions. Signal Logic: • Long Entry: When the price crosses above the 61.8% Fibonacci level (Golden Ratio) and the daily Hurst exponent is greater than 0.5, suggesting a trending market. • Short Entry: When the price crosses below the 38.2% Fibonacci level and the daily Hurst exponent is less than 0.5, indicating a less trending or potentially reversing market. Risk Management & Trade Execution: • Stop-Loss: Each trade is risk-managed with a stop-loss set at 2% below (for longs) or above (for shorts) the entry price. This ensures that no single trade risks more than a small, sustainable portion of the account. • Take Profit: A take profit order targets a risk-reward ratio of 1:2 (i.e., the target profit is twice the amount risked). • Position Sizing: Trades are executed with a fixed position size equal to 10% of account equity. • Trade Frequency Limits: • Daily Limit: A maximum of 5 trades per day • Overall Limit: No more than 510 trades during the backtesting period (e.g., since 2019) These limits are imposed to simulate realistic trading frequency and to avoid overtrading in backtest results. Backtesting Parameters: • Initial Capital: $10,000 • Commission: 0.1% per trade • Slippage: 1 tick per bar These settings aim to reflect the conditions faced by the average trader and help ensure that the backtesting results are realistic and not misleading. Chart Overlays & Visual Aids: • Fibonacci Levels: The key Fibonacci retracement levels are plotted on the chart, and the zone between the 61.8% and 38.2% levels is highlighted to show a key retracement area. • Market Trend Background: The chart background is tinted green when the daily Hurst exponent indicates a trending market (value > 0.5) and red otherwise. • Information Table: An on-chart table displays key parameters such as the current Hurst exponent, daily Hurst value, the number of trades executed today, and the global trade count. Disclaimer: Past performance is not indicative of future results. This strategy is experimental and provided solely for educational purposes. It is essential that you backtest and paper trade using your own settings before considering any live deployment. The Hurst exponent calculation is an approximation and should be interpreted as a rough gauge of market behavior. Adjust the parameters and risk management settings according to your personal risk tolerance and market conditions. Additional Notes: • Originality & Usefulness: This script is an original mashup that combines trend analysis with Fibonacci retracement methods. The description above explains how these components work together to provide trading signals. • Realistic Results: The strategy uses realistic account sizes, commission rates, slippage, and risk management rules to generate backtesting results that are representative of real-world trading. • Educational Purpose: This script is intended to support the TradingView community by offering insights into combining multiple analysis techniques in one strategy. It is not a “get-rich-quick” system but rather an educational tool to help traders understand risk management and trade signal logic. By using this script, you acknowledge that trading involves risk and that you are responsible for testing and adjusting the strategy to fit your own trading environment. This publication is fully open source, and any modifications should include proper attribution if significant portions of the code are reused.
Pine Script® stratejisi
cryptechcapital tarafından
Adaptive Trend Flow Strategy with Filters for SPXThe Adaptive Trend Flow Strategy with Filters for SPX is a complete trading algorithm designed to identify traits and offer actionable alerts for the SPX index. This Pine Script approach leverages superior technical signs and user-described parameters to evolve to marketplace conditions and optimize performance. Key Features and Functionality Dynamic Trend Detection: Utilizes a dual EMA-based totally adaptive method for fashion calculation. The script smooths volatility the usage of an EMA filter and adjusts sensitivity through the sensitivity enter. This allows for real-time adaptability to market fluctuations. Trend Filters for Precision: SMA Filter: A Simple Moving Average (SMA) guarantees that trades are achieved best while the rate aligns with the shifting average trend, minimizing false indicators. MACD Filter: The Moving Average Convergence Divergence (MACD) adds some other layer of confirmation with the aid of requiring alignment among the MACD line and its sign line. Signal Generation: Long Signals: Triggered when the fashion transitions from bearish to bullish, with all filters confirming the pass. Short Signals: Triggered while the trend shifts from bullish to bearish, imparting opportunities for final positions. User Customization: Adjustable parameters for EMAs, smoothing duration, and sensitivity make certain the strategy can adapt to numerous buying and selling patterns. Enable or disable filters (SMA or MACD) based totally on particular market conditions or consumer possibilities. Leverage and Position Sizing: Incorporates a leverage aspect for dynamic position sizing. Automatically calculates the exchange length based on account fairness and the leverage element, making sure hazard control is in area. Visual Enhancements: Plots adaptive fashion ranges (foundation, top, decrease) for actual-time insights into marketplace conditions. Color-coded bars and heritage to visually represent bullish or bearish developments. Custom labels indicating crossover and crossunder occasions for clean sign visualization. Alerts and Automation: Configurable alerts for each lengthy and quick indicators, well matched with automated buying and selling structures like plugpine.Com. JSON-based alert messages consist of account credentials, motion type, and calculated position length for seamless integration. Backtesting and Realistic Assumptions: Includes practical slippage, commissions, and preliminary capital settings for backtesting accuracy. Leverages excessive-frequency trade sampling to make certain strong strategy assessment. How It Works Trend Calculation: The method derives a principal trend basis with the aid of combining fast and gradual EMAs. It then uses marketplace volatility to calculate adaptive upper and decrease obstacles, creating a dynamic channel. Filter Integration: SMA and MACD filters work in tandem with the fashion calculation to ensure that handiest excessive-probability signals are accomplished. Signal Execution: Signals are generated whilst the charge breaches those dynamic tiers and aligns with the fashion and filters, ensuring sturdy change access situations. How to Use Setup: Apply the approach to SPX or other well suited indices. Adjust person inputs, together with ATR length, EMA smoothing, and sensitivity, to align together with your buying and selling possibilities. Enable or disable the SMA and MACD filters to test unique setups. Alerts: Configure signals for computerized notifications or direct buying and selling execution through third-celebration systems. Use the supplied JSON payload to integrate with broking APIs or automation tools. Optimization: Experiment with leverage, filter out settings, and sensitivity to find most effective configurations to your hazard tolerance and marketplace situations. Considerations and Best Practices Risk Management: Always backtest the method with realistic parameters, together with conservative leverage and commissions. Market Suitability: While designed for SPX, this method can adapt to other gadgets by means of adjusting key parameters. Limitations: The method is trend-following and can underperform in enormously risky or ranging markets. Regularly evaluate and modify parameters primarily based on recent market conduct. If you have any questions please let me know - I'm here to help!
Pine Script® stratejisi
PineIndicators tarafından
9
Ultra Trade JournalThe Ultra Trade Journal is a powerful TradingView indicator designed to help traders meticulously document and analyze their trades. Whether you're a novice or an experienced trader, this tool offers a clear and organized way to visualize your trading strategy, monitor performance, and make informed decisions based on detailed trade metrics. Detailed Description The Ultra Trade Journal indicator allows users to input and visualize critical trade information directly on their TradingView charts. ......... User Inputs Traders can specify entry and exit prices , stop loss levels, and up to four take profit targets. ..... Dynamic Plotting Once the input values are set, the indicator automatically plots horizontal lines for entry, exit, stop loss, and each take profit level on the chart. These lines are visually distinct, using different colors and styles (solid, dashed, dotted) to represent each element clearly. ..... Live Position Tracking If enabled, the indicator can adjust the exit price in real-time based on the current market price, allowing traders to monitor live positions effectively. ..... Tick Calculations The script calculates the number of ticks between the entry price and each exit point (stop loss and take profits). This helps in understanding the movement required for each target and assessing the potential risk and reward. ..... Risk-Reward Ratios For each take profit level, the indicator computes the risk-reward (RR) ratio by comparing the ticks at each target against the stop loss ticks. This provides a quick view of the potential profitability versus the risk taken. ..... Comprehensive Table Display A customizable table is displayed on the chart, summarizing all key trade details. This includes the entry and exit prices, stop loss and take profit levels, tick counts, and their respective RR ratios. Users can adjust the table's Position and text color to suit their preferences. ..... Visual Enhancements The indicator uses adjustable background shading between entry and stop loss/take profit lines to visually represent potential trade outcomes. This shading adjusts based on whether the trade is long or short, providing an intuitive understanding of trade performance. ......... Overall, the Ultra Trade Journal combines visual clarity with detailed analytics, enabling traders to keep a well-organized record of their trades and enhance their trading strategies through insightful data.
Pine Script® göstergesi
Rathack tarafından
Chande Kroll Trend Strategy (SPX, 1H) | PINEINDICATORSThe "Chande Kroll Stop Strategy" is designed to optimize trading on the SPX using a 1-hour timeframe. This strategy effectively combines the Chande Kroll Stop indicator with a Simple Moving Average (SMA) to create a robust method for identifying long entry and exit points. This detailed description will explain the components, rationale, and usage to ensure compliance with TradingView's guidelines and help traders understand the strategy's utility and application. Objective The primary goal of this strategy is to identify potential long trading opportunities in the SPX by leveraging volatility-adjusted stop levels and trend-following principles. It aims to capture upward price movements while managing risk through dynamically calculated stops. Chande Kroll Stop Parameters: Calculation Mode: Offers "Linear" and "Exponential" options for position size calculation. The default mode is "Exponential." Risk Multiplier: An adjustable multiplier for risk management and position sizing, defaulting to 5. ATR Period: Defines the period for calculating the Average True Range (ATR), with a default of 10. ATR Multiplier: A multiplier applied to the ATR to set stop levels, defaulting to 3. Stop Length: Period used to determine the highest high and lowest low for stop calculation, defaulting to 21. SMA Length: Period for the Simple Moving Average, defaulting to 21. Calculation Details: ATR Calculation: ATR is calculated over the specified period to measure market volatility. Chande Kroll Stop Calculation: High Stop: The highest high over the stop length minus the ATR multiplied by the ATR multiplier. Low Stop: The lowest low over the stop length plus the ATR multiplied by the ATR multiplier. SMA Calculation: The 21-period SMA of the closing price is used as a trend filter. Entry and Exit Conditions: Long Entry: A long position is initiated when the closing price crosses over the low stop and is above the 21-period SMA. This condition ensures that the market is trending upward and that the entry is made in the direction of the prevailing trend. Exit Long: The long position is exited when the closing price falls below the high stop, indicating potential downward movement and protecting against significant drawdowns. Position Sizing: The quantity of shares to trade is calculated based on the selected calculation mode (linear or exponential) and the risk multiplier. This ensures position size is adjusted dynamically based on current market conditions and user-defined risk tolerance. Exponential Mode: Quantity is calculated using the formula: riskMultiplier / lowestClose * 1000 * strategy.equity / strategy.initial_capital. Linear Mode: Quantity is calculated using the formula: riskMultiplier / lowestClose * 1000. Execution: When the long entry condition is met, the strategy triggers a buy signal, and a long position is entered with the calculated quantity. An alert is generated to notify the trader. When the exit condition is met, the strategy closes the position and triggers a sell signal, accompanied by an alert. Plotting: Buy Signals: Indicated with an upward triangle below the bar. Sell Signals: Indicated with a downward triangle above the bar. Application This strategy is particularly effective for trading the SPX on a 1-hour timeframe, capitalizing on price movements by adjusting stop levels dynamically based on market volatility and trend direction. Default Setup Initial Capital: $1,000 Risk Multiplier: 5 ATR Period: 10 ATR Multiplier: 3 Stop Length: 21 SMA Length: 21 Commission: 0.01 Slippage: 3 Ticks Backtesting Results Backtesting indicates that the "Chande Kroll Stop Strategy" performs optimally on the SPX when applied to the 1-hour timeframe. The strategy's dynamic adjustment of stop levels helps manage risk effectively while capturing significant upward price movements. Backtesting was conducted with a realistic initial capital of $1,000, and commissions and slippage were included to ensure the results are not misleading. Risk Management The strategy incorporates risk management through dynamically calculated stop levels based on the ATR and a user-defined risk multiplier. This approach ensures that position sizes are adjusted according to market volatility, helping to mitigate potential losses. Trades are sized to risk a sustainable amount of equity, adhering to the guideline of risking no more than 5-10% per trade. Usage Notes Customization: Users can adjust the ATR period, ATR multiplier, stop length, and SMA length to better suit their trading style and risk tolerance. Alerts: The strategy includes alerts for buy and sell signals to keep traders informed of potential entry and exit points. Pyramiding: Although possible, the strategy yields the best results without pyramiding. Justification of Components The Chande Kroll Stop indicator and the 21-period SMA are combined to provide a robust framework for identifying long trading opportunities in trending markets. Here is why they work well together: Chande Kroll Stop Indicator: This indicator provides dynamic stop levels that adapt to market volatility, allowing traders to set logical stop-loss levels that account for current price movements. It is particularly useful in volatile markets where fixed stops can be easily hit by random price fluctuations. By using the ATR, the stop levels adjust based on recent market activity, ensuring they remain relevant in varying market conditions. 21-Period SMA: The 21-period SMA acts as a trend filter to ensure trades are taken in the direction of the prevailing market trend. By requiring the closing price to be above the SMA for long entries, the strategy aligns itself with the broader market trend, reducing the risk of entering trades against the overall market direction. This helps to avoid false signals and ensures that the trades are in line with the dominant market movement. Combining these two components creates a balanced approach that captures trending price movements while protecting against significant drawdowns through adaptive stop levels. The Chande Kroll Stop ensures that the stops are placed at levels that reflect current volatility, while the SMA filter ensures that trades are only taken when the market is trending in the desired direction. Concepts Underlying Calculations ATR (Average True Range): Used to measure market volatility, which informs the stop levels. SMA (Simple Moving Average): Used to filter trades, ensuring positions are taken in the direction of the trend. Chande Kroll Stop: Combines high and low price levels with ATR to create dynamic stop levels that adapt to market conditions. Risk Disclaimer Trading involves substantial risk, and most day traders incur losses. The "Chande Kroll Stop Strategy" is provided for informational and educational purposes only. Past performance is not indicative of future results. Users are advised to adjust and personalize this trading strategy to better match their individual trading preferences and risk tolerance.
Pine Script® stratejisi
PineIndicators tarafından
7