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DayTrader Plug and Play Score Strategy HSBeen playing around with automating a strategy and to make something more flexible in updating indicators/ risk reward scenarios. I Trade on 5 min timeframe choosing stocks from a day trading scanner I use to evaluate premarket movement. This script take into account short term EMA crossovers, VWAP, RSI, Candlesticks, and previous day S/R lines to determine buy/sell points. It Mostly runs on a VWAP strategy and will only buy when price is above VWAP and only sell when price is below VWAP. But uses the other indicators as more confirmations. All of these indicators come together to form a score 1-8.5 and gives buy/sell signals based on the score. Strategy is as below: My Stock scanner gives me anywhere from 3-5 stocks per day to trade. (Not included) Strategy will only trade once per day per stock. Strategy closes positions after 2 hours in the market. Strategy closes all positions 5 min before end of day close. Trade size is set to 1% of the account size. The risk is 2% of that trade, reward is 4%. Score threshold for hitting the indicator threshold is set to 5.5 score ^^This is all editable in the script. After building and testing an rebuilding for a few months this has been my most profitable strategy in PAPER TRADING so I thought id share. I enjoy this kind of tinkering and scenario testing. Enjoy!
Pine Script® stratejisi
hjsaliski tarafından
Long-Bodied Candle Detector (clean anchored arrows v6) - FIXEDThis is an indicator created by Defi-Cred capital. It's very basic as it Detects high-probability reversal signals by identifying Long-Bodied Candles combined with Fair Value Gap confirmation, using volatility filters for significant moves only. Places strategic entry arrows when qualifying candles form followed by FVG patterns, with customizable sensitivity settings for cleaner, more reliable signals.
Pine Script® göstergesi
Deficred tarafından
PulseRPO Zero-Lag BandsPulseRPO is a momentum and volatility timing suite built on a zero-lag Relative Price Oscillator. It pairs an RPO (fast vs slow MA spread, in %) with adaptive volatility envelopes that tighten or widen as conditions change, so you can spot true momentum bursts, exhaustion and “quiet-before-the-move” squeezes—without the usual MA lag. What it shows Zero-Lag RPO: Choose EMA, SMA, WMA, RMA, HMA or ZLEMA for the base, then apply ZLEMA/DEMA/TEMA/HMA zero-lag smoothing to cut delay. Adaptive Bands: StdDev, ATR, Range or Hybrid volatility; bands auto-tighten in high vol and widen in quiet regimes. Dynamic OB/OS: Levels scale with current regime so extremes mean something even as volatility shifts. Signal & Histogram: Classic signal cross plus histogram for quick read of acceleration vs deceleration. Squeeze Paint: Subtle background highlight when band width compresses below its average. Divergences & Triggers: Optional bullish/bearish divergence tags, plus band-cross and signal-cross alerts out of the box. How to use it (general guide) Momentum entries: Look for RPO crossing up its signal from below or snapping out of a squeeze; extra weight if it also re-enters from below the lower band. Trend continuation: RPO riding outside the upper (or lower) band with rising histogram = power move; trail risk on pullbacks to the signal line. Exhaustion / fades: Taps beyond dynamic OB/OS or band re-entries can mark mean-revert windows—confirm with price/volume. Risk filter: During squeeze, size down and prepare for expansion; after expansion, respect extremes. Tweak the MA type, band method and zero-lag strength to match your timeframe. PulseRPO is designed to be a self-contained read: regime → setup → trigger → alert.
Pine Script® göstergesi
andrew.gibbs777 tarafından
Breakout Scanner [Europe] 🚀 Breakout Scanner - Situational Analysis Mastery Professional Breakout & Trend-Following Strategy Based on Tom Hougaard's Situational Analysis 🎯 WHAT IS THIS INDICATOR? A sophisticated multi-timeframe breakout scanner designed for European trading sessions, implementing the powerful "Situational Analysis" methodology from renowned trader Tom Hougaard. This professional tool identifies high-probability breakout opportunities with comprehensive filter systems to ensure quality signals. ⭐ KEY FEATURES 🏛️ SESSION-BASED TRADING - European Overnight Range - London Pre-Open & First Breakouts - Tokyo Box & London Launch Sessions - Smart Session Detection with Auto-DST 🎯 ENHANCED CONDITIONS - School Run Strategy (SRS) by Tom Hougaard - Anti-SRS Filter** for counter-trend opportunities - Session-specific logic for optimal entry timing 🛡️ ADVANCED FILTER SYSTEMS - Heiken Ashi Momentum Confirmation - EMA 200 Trend Filter - Ichimoku Baseline & Divergence - RSI Threshold Filter - ATR Volatility Filter - Multi-timeframe Compatibility ⚡ SMART ALERTS & VISUALS - Multi-timeframe Alert Confirmation - Breakout Size Detection (Beyond/Within Range) - Take Profit Levels with ATR Calculation - Customizable Visual Markers - Enhanced Alert Messages with Filter Status 📈 OPTIMIZED FOR - GERMAN DAX ⚡ - OIL & GOLD 🛢️ - NIKKEI 🇯🇵 - US30 & NASDAQ 🇺🇸 - All Major Indices & Commodities 🔧 CORE STRATEGY PHILOSOPHY This indicator embodies Tom Hougaard's Situational Analysis approach : - Identify the Situation : Market context through session analysis - Define the Action : Clear breakout levels and ranges - Execute with Precision : Filtered, high-quality signals - Manage the Trade : Built-in TP levels and size detection 🎨 CUSTOMIZATION OPTIONS Session Management - Toggle individual trading sessions - Smart session auto-disable with SRS/Anti-SRS - Customizable session times Filter Controls - Enable/disable all filter systems independently - Adjustable timeframe for each filter - Custom threshold settings Visual Preferences - Heiken Ashi overlay display - Breakout marker styles and colors - TP line customization - Debug information panel 📊 HOW TO USE 1. SETUP : Apply to your preferred instrument (DAX, Oil, Gold, etc.) 2. CONFIGURE : Enable your preferred sessions and filters 3. MONITOR : Watch for breakout markers during active sessions 4. EXECUTE : Enter on confirmed breakouts with filter alignment 5. MANAGE : Use built-in TP levels or your own risk management ⚠️ RISK DISCLAIMER This indicator is for educational and informational purposes only. Trading involves substantial risk and is not suitable for every investor. Always practice proper risk management and backtest strategies before live trading. Past performance is not indicative of future results. 🔒 TECHNICAL SPECIFICATIONS - Platform : TradingView Pine Script v6 - Compatibility : All timeframes - Markets : Forex, Indices, Commodities, Stocks - Updates : Regular improvements and bug fixes 📞 SUPPORT & UPDATES Regular updates based on user feedback and market changes. For suggestions or issues, please comment on the publication. ⭐ If this indicator helps your trading, please like and follow for more advanced tools! ⭐ Why Traders Love This Indicator: ✅ Comprehensive Filter System reduces false signals ✅ Session-Based Logic aligns with professional trading hours ✅ Multiple Timeframe Analysis for confirmation ✅ Customizable for Any Trading Style ✅ Professional-Grade Risk Management Tools Boost your breakout trading profitability with institutional-grade session analysis! 🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀
Pine Script® göstergesi
MahdiSalari8 tarafından
Material Color Palette Library█ OVERVIEW Unlock a world of color in your Pine Script® projects with the Material Color Palette Library . This library provides a comprehensive and structured color system based on Google's Material Design palette, making it incredibly easy to create visually appealing and professional-looking indicators and strategies. Forget about guessing hex codes. With this library, you have access to 19 distinct color families, each offering a wide range of shades. Every color can be fine-tuned with saturation, darkness, and opacity levels, giving you precise control over your script's appearance. To make development even easier, the library includes a visual cheatsheet. Simply add the script to your chart to display a full table of all available colors and their corresponding parameters. █ KEY FEATURES Vast Spectrum: 19 distinct color families, from vibrant reds and blues to subtle greys and browns. Fine-Tuned Control: Each color function accepts parameters for `saturationLevel` (1-13 or 1-9) and `darkLevel` (1-3) to select the perfect shade. Opacity Parameter: Easily add transparency to any color for fills, backgrounds, or lines. Quick Access Tones: A simple `tone()` function to grab base colors by name. Visual Cheatsheet: An on-chart table displays the entire color palette, serving as a handy reference guide during development. █ HOW TO USE As a library, this script is meant to be imported into your own indicators or strategies. 1. Import the Library Add the following line to the top of your script. Remember to replace `YourUsername` with your TradingView username. import mastertop/ColorPalette/1 as colors 2. Call a Color Function You can now use any of the exported functions to set colors for your plots, backgrounds, tables, and more. The primary functions take three arguments: `functionName(saturationLevel, darkLevel, opacity)` `saturationLevel`: An integer that controls the intensity of the color. Ranges from 1 (lightest) to 13 (most vibrant) for most colors, and 1-9 for `brown`, `grey`, and `blueGrey`. `darkLevel`: An integer from 1 to 3 (1: light, 2: medium, 3: dark). `opacity`: An integer from 0 (opaque) to 100 (invisible). Example Usage: Let's plot a moving average with a specific shade of teal. // Import the library import mastertop/ColorPalette/1 as colors indicator("My Script with Custom Colors", overlay = true) // Calculate a moving average ma = ta.sma(close, 20) // Plot the MA using a color from the library // We'll use teal with saturation level 7, dark level 2, and 0% opacity plot(ma, "MA", color = colors.teal(7, 2, 0), linewidth = 2) 3. Using the `tone()` Function For quick access to a base color, you can use the `tone()` function. // Set a red background with 85% transparency bgcolor(colors.tone('red', 85)) █ VISUAL REFERENCE To see all available colors at a glance, you can add this library script directly to your chart. It will display a comprehensive table showing every color variant. This makes it easy to pick the exact shade you need without guesswork. This library is designed for fellow Pine Script® developers to streamline their workflow and enhance the visual quality of their scripts. Enjoy!
Pine Script® kütüphanesi
MASTERTOP_ASTRAY tarafından
KDJ Max-Distance (K-D vs K-J)This indicator measures the maximum divergence between K and its related lines (D or J) in the KDJ stochastic system. KEY CONCEPT: - Calculates two distances: |K-D| and |K-J| - Outputs whichever distance is larger - Shows which component (D or J) is most diverged from K at any given time CALCULATION: 1. Standard KDJ: K (fast), D (K smoothed), J (3K - 2D) 2. Distance K-D: momentum between fast and slow lines 3. Distance K-J: captures extreme divergence 4. Output: max(|K-D|, |K-J|) or signed version INTERPRETATION: • High positive values: K strongly above both D and J (strong upward momentum) • High negative values: K strongly below both D and J (strong downward momentum) • Near zero: K aligned with D/J (consolidation or reversal zone) • Background color shows which is dominant: Teal=K-D, Orange=K-J USE CASES: - Identify extreme momentum conditions - Spot divergence exhaustion - Confirm trend strength - Filter ranging vs trending markets SETTINGS: - Signed mode: preserves direction (positive/negative) - Absolute mode: shows pure distance magnitude - Adjustable guide levels for visual reference
Pine Script® göstergesi
aurostr tarafından
SALSA MultiStrategy DashboardSALSA MultiStrategy Dashboard - Comprehensive Technical Analysis Tool 🎯 ORIGINALITY & PURPOSE The SALSA MultiStrategy Dashboard addresses a critical challenge in technical analysis: indicator fragmentation. Unlike simple mashups that merely combine indicators, this tool provides a unified analytical framework that identifies trading confluence across multiple technical methodologies. Unique Value Proposition: Integrated Analysis System: Rather than analyzing isolated signals, SALSA identifies when multiple technical approaches align, providing higher-probability trade setups Cognitive Load Reduction: Consolidates 7+ technical indicators into a single, organized view while maintaining analytical depth Dynamic Market State Detection: Automatically classifies market conditions (ranging vs. trending) and adjusts strategy recommendations accordingly 🔍 TECHNICAL METHODOLOGY Core Component Integration: 1. Squeeze Momentum System Purpose: Identifies market consolidation periods and potential breakout directions Methodology: Combines Bollinger Bands® and Keltner Channels to detect volatility compression Momentum Calculation: Uses linear regression of price relative to dynamic support/resistance levels Original Enhancement: Integrated divergence detection within squeeze momentum signals 2. ADX Trend Strength Analysis Purpose: Quantifies trend strength with customizable threshold levels Methodology: Average Directional Index with configurable key level (default: 23) Original Enhancement: Dynamic color coding based on slope and key level positioning 3. RSI with Multi-Timeframe Divergence Purpose: Momentum analysis with built-in divergence detection Methodology: Traditional RSI with fast/slow period comparison for early momentum shifts Original Enhancement: Integrated bullish/bearish divergence detection with visual alerts 4. Confluence Confirmation Suite Money Flow Index (MFI): Volume-weighted momentum confirmation Stochastic Oscillator: Momentum and overbought/oversold conditions Awesome Oscillator: Market momentum and acceleration MACD: Trend direction and momentum shifts CCI: Cycle identification and extreme level detection ⚙️ HOW COMPONENTS WORK TOGETHER The dashboard creates a hierarchical analysis system: Market State Identification: Squeeze Momentum determines consolidation vs. expansion phases Trend Quality Assessment: ADX evaluates whether trends are trade-worthy Momentum Confirmation: RSI and additional oscillators validate directional bias Confluence Scoring: Multiple confirmations create weighted probability assessments Practical Workflow: Squeeze Release + ADX > 23 + RSI Bullish = High-Probability Long Squeeze Active + ADX < 23 = Range-Bound Strategy Multiple Divergence Alerts + Momentum Shift = Reversal Watch 🎨 USER CUSTOMIZATION FEATURES Comprehensive Color Customization: Squeeze Momentum: 5 customizable colors for different momentum states ADX System: Separate colors for rising/falling ADX and DI lines RSI: Customizable line colors with overbought/oversold highlighting Zero Lines: Configurable reference level colors Flexible Display Options: Toggle individual indicators on/off Adjustable scaling and sensitivity parameters Customizable lookback periods for all components 📊 PRACTICAL APPLICATION Trading Scenarios: Trend Following Setup: Squeeze Momentum shows directional bias ADX confirms trend strength above key level RSI maintains momentum without divergence Additional oscillators align with primary direction Reversal Identification: Squeeze Momentum shows exhaustion Multiple divergence signals across indicators ADX indicates weakening trend strength Confluence of momentum shift signals Range Trading: Squeeze active (consolidation) ADX below key level (lack of trend) Oscillators bouncing between boundaries Focus on mean-reversion strategies 🔧 TECHNICAL IMPLEMENTATION Code Structure: Modular Design: Each component operates independently yet integrates seamlessly Performance Optimized: Efficient calculations suitable for multiple timeframes Real-time Processing: Instant signal updates without repainting Original Algorithms: Enhanced Squeeze Detection: Improved volatility measurement Multi-timeframe Divergence: Simultaneous analysis across different periods Dynamic Scaling System: Automatic adjustment to market conditions 📈 EDUCATIONAL VALUE This indicator serves as an educational framework for: Understanding technical analysis confluence Developing systematic trading approaches Learning how different indicators interact Building disciplined trading habits ⚠️ RISK MANAGEMENT NOTES Not Financial Advice: This tool provides analytical insights, not trading recommendations Multiple Timeframe Analysis: Always confirm signals across different timeframes Risk Management: Use proper position sizing and stop-loss strategies Market Context: Consider fundamental factors and market conditions 🔄 VERSION HISTORY & CONTINUOUS IMPROVEMENT This publication represents the culmination of extensive research and testing. Future updates will focus on: Additional confluence detection methods Enhanced visualization options Performance optimization User-requested features The SALSA MultiStrategy Dashboard represents a significant advancement in technical analysis tools by providing a structured, multi-faceted approach to market analysis that emphasizes confluence and probability assessment over isolated signals.
Pine Script® göstergesi
CARLOSVIZCARRA17 tarafından
Key Levels (PA, MAs, VWAPs, Volume Profile, rVWAPs)This indicator marks all kinds of key levels so that users can keep an overview of their specified levels in a convenient non chart cluttering way. It can highlight levels of confluence or display each level seperately. The indicator includes markers for the following levels: Price Action: Opens, Previous High/Low, Monday Range Moving Averages: H4, D1 and W1 with customisable lengths VWAPs: Developing and Previous VWAPs with their respective VAL/VAH (1 Standard Deviation) Rolling VWAPs Volume Profile: Developing and Previous VAL/VAH/POC What makes this indicator different is its vast customisation options and big library of levels… … users can choose to merge all levels that are aligned in a specified % threshold and additionally they can choose to color them the same color to highlight confluence levels. … users have the choice between Full Label Markers or Abbreviations of those Labels. … users have the choice of a few presets making level switching fast and convenient (Price Action, Volume Profile, VWAP, Volume or Custom). … users can specify if they prefer to highlight Simple Moving Averages or Exponential Moving Averages. They have calculations available on three different timeframes and can change the lengths of each. … users can color all levels the same with one click instead of having to manually change all of them. … when users choose Volume Profile Levels they can either let the script auto calculate the row size making asset switching simple or they can manually input row size. With the custom preset users can show and hide whichever levels they want. (To have them the same every time you freshly load the indicator save your settings as default in the lower left corner of the settings tab). Purpose This indicator is designed to serve as a level visualisation tool that has the ability to highlight levels of confluence. It may assist in keeping an overview of where all levels are currently located but does not produce signals or trade recommendations.
Pine Script® göstergesi
VEGAlgo tarafından
Tradytics Levels with EMA CloudThis indicator has tradytics price chart levels where you can put in the input code seen below. The code has positive gamma (green lines), negative gamma (Red lines) and white dotted line are the darkpool levels. This is Amazon's 5 minute from Sep30th to October 20th Gammas and weekly Darkpool levels. Just copy and paste code below in the input code and the chart would show the levels. 212.8*1*neutral 220.07*1*neutral 216.038*1*neutral 215.57*1*neutral 219.988*1*neutral 217.401*1*neutral 217.351*1*neutral 212.815*1*neutral 212.75*1*neutral 212.4*1*neutral 215*0*negative 222.5*0*positive 217.5*0*positive 220*0*positive
Pine Script® göstergesi
Mstr_Robobot tarafından
ICT HTF Volume Candles (Based on HTF Candles by Fadi)# ICT HTF Volume Candles - Multi-Timeframe Volume Analysis ## Overview This indicator provides multi-timeframe volume visualization designed to complement price action analysis. It displays volume data from up to 6 higher timeframes simultaneously in a separate panel, allowing traders to identify volume spikes, divergences, and institutional activity without switching between timeframes. **Original Concept Credits:** This indicator builds upon the HTF Candles framework by Fadi, adapting it specifically for volume analysis with enhanced features including gap-filling for extended hours, multiple scaling methods, and advanced synchronization. ## What Makes This Script Original ### Key Innovations: 1. **Three Volume Scaling Methods:** - **Per-HTF Auto Scale:** Each timeframe scales independently for detailed comparison - **Global Auto Scale:** All timeframes use unified scale for relative volume comparison - **Manual Scale:** User-defined maximum for consistent analysis across sessions 2. **Bullish/Bearish Volume Differentiation:** - Volume bars colored based on price movement (close vs open) - Separate styling for bullish (green) and bearish (red) volume periods - Helps identify whether volume supports price direction 3. **Advanced Time Synchronization:** - Custom daily candle open times (Midnight, 8:30 AM, 9:30 AM ET) - Timezone-aware calculations for New York trading hours - Real-time countdown timers for each timeframe - **Gap-filling technology** for continuous display during extended hours and weekends 4. **Flexible Display Options:** - Configurable spacing and positioning - Label placement (top, bottom, or both) - Day-of-week or time interval labels on candles - Works reliably in backtesting and live trading ## How It Works ### Volume Calculation The indicator uses `request.security()` with optimized parameters to fetch volume data from higher timeframes: - **Volume Open/High/Low/Close (OHLC):** Tracks volume changes within each HTF candle - **Color Logic:** Compares HTF close vs open prices to determine bullish/bearish classification - **Alignment:** All volume bars share a common baseline for easy visual comparison - **Gap Handling:** Uses `gaps=barmerge.gaps_off` to maintain continuity during non-trading hours ### Technical Implementation ``` 1. Monitors HTF timeframe changes using request.security() with lookahead 2. Creates new VolumeCandle object when HTF bar opens 3. Updates current candle's volume H/L/C on each chart bar 4. Applies selected scaling method to normalize display height 5. Repositions all candles and labels on each bar update 6. Fills gaps automatically during extended hours for consistent display ``` ### Scaling Methods Explained **Method 1 - Auto Scale per HTF:** Each timeframe displays volume relative to its own maximum. Best for identifying patterns within each individual timeframe. **Method 2 - Global Auto Scale:** All timeframes share the same scale based on the highest volume across all HTFs. Best for comparing relative volume strength between timeframes. **Method 3 - Manual Scale:** User sets maximum volume value. Best for maintaining consistent scale across different trading sessions or instruments. ## How to Use This Indicator ### Setup 1. Add indicator to your chart (it appears in a separate panel below price) 2. Configure up to 6 higher timeframes (default: 5m, 15m, 1H, 4H, 1D, 1W) 3. Set number of candles to display for each timeframe 4. Choose volume scaling method based on your analysis needs 5. Enable "Fix gaps in non-trading hours" for extended hours trading (enabled by default) ### Interpretation **Volume Spikes:** - Sudden increase in volume height indicates institutional activity or strong conviction - Compare volume between timeframes to identify where the real money is moving - Look for volume spikes that appear across multiple timeframes simultaneously **Bullish vs Bearish Volume:** - **Green volume bars:** Price closed higher (buying pressure) - **Red volume bars:** Price closed lower (selling pressure) - High green volume during uptrend = confirmation of strength - High red volume during downtrend = confirmation of weakness - High volume opposite to trend = potential reversal warning **Multi-Timeframe Context:** - **5m/15m:** Scalping and day trading activity - **1H/4H:** Swing trading and intraday institutional flows - **Daily/Weekly:** Major position building and long-term trends **Divergences:** - Price making new highs but volume declining = weakening trend - Volume increasing while price consolidates = potential breakout brewing - Price breaks level but volume doesn't confirm = likely false breakout ### Practical Examples **Example 1 - Institutional Confirmation:** Price breaks above resistance. Check volume across timeframes: - 5m shows spike = retail interest - 15m + 1H + 4H all show spikes = institutional confirmation - **Trade confidence: HIGH** **Example 2 - False Breakout Detection:** Price breaks resistance with: - High volume on 5m only - Normal/low volume on 1H and 4H - **Interpretation:** Likely retail trap, institutions not participating - **Action:** Wait for pullback or avoid **Example 3 - Accumulation Phase:** Price ranges sideways but: - Daily volume gradually increasing - Weekly volume above average - **Interpretation:** Smart money accumulating - **Action:** Prepare for breakout in direction of volume **Example 4 - Volume Divergence:** Price makes new high: - Current high has lower volume than previous high across all timeframes - **Interpretation:** Weakening momentum - **Action:** Consider profit-taking or reversal trade ## Configuration Parameters ### Timeframe Settings - **HTF 1-6:** Select timeframes (must be higher than chart timeframe) - **Max Display:** Number of candles to show per timeframe (1-50) - **Limit to Next HTFs:** Display only first N enabled timeframes (1-6) ### Styling - **Bull/Bear Colors:** Separate colors for body, border, and wick - **Padding from current candles:** Distance offset from live price action - **Space between candles:** Gap between individual volume bars - **Space between Higher Timeframes:** Gap between different timeframe groups - **Candle Width:** Thickness of volume bars (1-4, multiplied by 2) ### Volume Settings - **Volume Scale Method:** Choose 1, 2, or 3 - 1 = Auto Scale per HTF (each TF independent) - 2 = Global Auto Scale (all TF unified) - 3 = Manual Scale (user-defined max) - **Auto Scale Volume:** Enable/disable automatic scaling - **Manual Scale Max Volume:** Set maximum when using Method 3 ### Label Settings - **HTF Label:** Show/hide timeframe names with color and size options - **Label Positions:** Display at Top, Bottom, or Both - **Label Alignment:** Align centered or Follow Candles - **Remaining Time:** Show countdown timer until next HTF candle - **Interval Value:** Display day-of-week or time on each candle ### Custom Daily Candle - **Enable Custom Daily:** Override default daily candle timing - **Open Time Options:** - **Midnight:** Standard 00:00 ET daily open - **8:30 AM:** Align with economic data releases - **9:30 AM:** Align with NYSE market open - Useful for specific trading strategies or market alignment ### Advanced Settings - **Fix gaps in non-trading hours:** Maintains alignment during extended hours and weekends (recommended: ON) - Prevents visual gaps during forex weekend closures - Ensures consistent display during crypto 24/7 trading - Improves backtesting reliability ## Best Practices 1. **Pair with Price Action:** Use alongside HTF price candles indicator for complete picture 2. **Start Simple:** Enable 2-3 timeframes initially (e.g., 15m, 1H, 4H), add more as needed 3. **Match Settings:** Use same candle width/spacing as companion price indicator for visual alignment 4. **Scale Appropriately:** - Use **Global scale** (Method 2) when comparing timeframes - Use **Per-HTF scale** (Method 1) for pattern analysis within each timeframe - Use **Manual scale** (Method 3) for consistent day-to-day comparison 5. **Watch for Volume Clusters:** High volume appearing simultaneously across multiple HTFs signals significant market events 6. **Confirm Breakouts:** Always check if volume supports the price movement across higher timeframes 7. **Extended Hours:** Keep "Fix gaps" enabled for 24/7 markets (Forex, Crypto) and weekend analysis ## Technical Notes - **Timezone:** All calculations use America/New_York timezone for consistency - **Real-time Updates:** Volume and timers update on each tick during market hours - **Performance:** Optimized with max_bars_back=5000 for extensive historical analysis - **Compatibility:** Works on all instruments with volume data (Stocks, Forex, Crypto, Futures) - **Gap Handling:** Uses `barmerge.gaps_off` to fill data gaps during non-trading periods - **Backtesting:** Uses `lookahead=barmerge.lookahead_on` for stable historical data without repainting - **Data Continuity:** Automatically handles market closures, weekends, and extended hours ## Updates & Improvements **Version 2.0 (Current):** - ✅ Fixed alignment issues during extended hours and weekends - ✅ Eliminated repainting in backtesting - ✅ Added gap-filling technology for continuous display - ✅ Improved data synchronization across all timeframes - ✅ Enhanced NA value handling for data integrity - ✅ Added advanced settings group for user control ## Support For questions, suggestions, or feedback, please comment on the publication or message the author. --- **Disclaimer:** This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always perform your own analysis and implement proper risk management before making trading decisions.
Pine Script® göstergesi
Pitt4 tarafından
4h 相对超跌筛选器 · Webhook v2.0## 指标用途 用于你的「框架第2步」：在**美股 RTH**里，按**4h 收盘**（06:30–10:30 PT 为首根）筛出相对大盘/行业**显著超跌**且结构健康的候选标的，并可**通过 Webhook 自动推送**`symbol + ts`给下游 AI 执行新闻甄别（第3步）与进出场评估（第4步）。 ## 工作原理（核心逻辑） * **结构健康**：最近 80 根 4h 中，收盘 > 4h_SMA50 的占比 ≥ 阈值（默认 55%）。 * **跌深条件**：4h 跌幅 ≤ −4%，且近两根累计（≈8h）≤ −6%。 * **相对劣化**：相对大盘（SPY/QQQ）与相对行业（XLK/XLF/… 或 KWEB/CQQQ）各 ≤ −3%。 * **流动性与价格**：ADV20_USD ≥ 2000 万；价格 ≥ 3 美元。 * **只在 4h 收盘刻评估与触发**，历史点位全部保留，便于回放核验。 * **冷却**：同一标的信号间隔 ≥ N 天（默认 10）。 ## 主要输入参数 * **bench / sector**：大盘与行业基准（例：SPY/QQQ，XLK/XLF/XLY；中概用 KWEB/CQQQ）。 * **advMinUSD / priceMin**：20 日美元成交额下限、最小价格。 * **pctAboveTh**：结构健康阈值（%）。 * **drop4hTh / drop8hTh**：4h/8h 跌幅阈值（%）。 * **relMktTh / relSecTh**：相对大盘/行业阈值（%）。 * **coolDays**：冷却天数。 * **fromDate**：仅显示此日期后的历史信号（图表拥挤时可用）。 * **showTable / tableRows**：是否显示右上角“最近信号表”及行数。 ## 图表信号 * **S2 绿点**：当根 4h 收盘满足全部筛选条件。 * **右上角表格**：滚动列出最近 N 条命中（`SYMBOL @ yyyy-MM-dd HH:mm`，按图表本地时区）。 ## Webhook 联动（生产用） 1. 添加指标 → 🔔 新建警报（Alert）： * **Condition**：`Any alert() function call` * **Options**：`Once per bar close` * **Webhook URL**：填你的接收地址（可带 `?token=...`） * **Message**：留空（脚本内部 `alert(payload)` 会发送 JSON）。 2. 典型 JSON 载荷（举例）： ```json { "event": "step2_signal", "symbol": "LULU", "symbol_id": "NASDAQ:LULU", "venue": "NASDAQ", "bench": "SPY", "sector": "XLY", "ts_bar_close_ms": 1754524200000, "ts_bar_close_local": "2025-06-06 10:30", "price_close": 318.42, "ret_4h_pct": -5.30, "ret_8h_pct": -7.45, "rel_mkt_pct": -4.90, "rel_sec_pct": -3.80 } ``` > 建议以 `symbol + ts_bar_close_ms` 做去重键；接收端先快速 `200 OK`，后续异步处理并交给第3步 AI。 ## 使用建议 * **时间框架**：任意周期可用，指标内部统一拉取 240 分钟数据并仅在 4h 收盘刻触发。 * **行业映射**：尽量选与个股业务最贴近的 ETF；中国 ADR 可用 `PGJ/KWEB/CQQQ` 叠加细分行业对照。 * **回放验证**：Bar Replay **不发送真实 Webhook**；仅用于查看历史命中与表格。测试接收端请用 Alert 面板的 **Test**。 ## 适配说明 * Pine Script **v5**。 * 不含成分筛查逻辑（请在你的 500–600 只候选池内使用）。 * 数字常量不使用下划线分隔；如需大数可用 `20000000` 或 `2e7`。 ## 常见问题 * ⛔️ 报错 `tostring(...)`：Pine 无时间格式化重载，脚本已内置 `timeToStr()`。 * ⛔️ `syminfo.exchange` 不存在：已改用 `syminfo.prefix`（交易所前缀）。 * ⛔️ 多行字符串拼接报 `line continuation`：本脚本已用括号包裹或 `str.format` 规避。 ## 免责声明 该指标仅供筛选与研究使用，不构成投资建议。请结合你的第3步新闻/基本面甄别与第4步执行规则共同决策。
Pine Script® göstergesi
lvyaofeng19920413 tarafından
[PDR] Daily Rebalance█ OVERVIEW This indicator is a powerful portfolio backtesting tool designed to simulate the performance of a static-weight, daily rebalancing strategy. It allows you to define a portfolio of up to 10 assets, set their target weights, and track its cumulative return against a user-defined benchmark and a risk-free rate. The core of the script is its daily rebalancing logic, which calculates and logs every trade needed to bring the portfolio back to its target allocations at the close of each day. This provides a transparent and detailed view of how a static portfolio would have performed historically, including the impact of trading costs. █ KEY FEATURES Daily Rebalancing: Simulates a portfolio that is rebalanced at the close of every day to maintain target asset allocations. Customizable Portfolio: Configure up to 10 different assets with specific weights. If all weights are left at 0, the script automatically creates an equal-weight portfolio from the selected assets. Performance Comparison: Plots the portfolio's equity curve against a user-defined benchmark (e.g., SET:SET50 ) and a risk-free return, allowing for easy relative performance analysis. Realistic Simulation: Accounts for trading costs like broker commission and minimum lot sizes for more accurate and grounded backtesting results. Detailed Performance Metrics: An on-chart table displays real-time statistics, including Current Drawdown, Max Drawdown, and Total Return for both your portfolio and the benchmark. Trade-by-Trade Logs: For full transparency, every rebalancing trade (BUY/SELL), including shares, price, notional value, and fees, is logged in the Pine Logs panel. █ HOW TO USE **Apply to a Daily Chart:** This script is designed to work exclusively on the daily ( 1D ) timeframe. Applying it to any other timeframe will result in a runtime error. **Configure Settings:** Open the indicator's settings. Set your `Initial Capital`, `Start Time`, and the `Benchmark` symbol you wish to compare against. **Define Your Assets:** In the 'Assets' group, check the box to enable each asset you want to include, select the symbol, and define its target `Weight (%)`. **Set Trading Costs:** Adjust the `Broker Commission (%)` and `Minimal Buyable Lot` to match your expected trading conditions. **Analyze the Results:** The performance curves are plotted in the indicator pane below your main chart. The key metrics table is displayed on the bottom-right of your chart. **View Rebalancing Trades:** This is a crucial step for understanding the simulation. To see the detailed daily trades, you **must** open the **Pine Logs**. You can find this panel at the bottom of your TradingView window, next to the "Pine Editor" and "Strategy Tester" tabs. The logs provide a complete breakdown of every rebalancing action. █ DISCLAIMER This is a backtesting and simulation tool, not a trading signal generator. Its purpose is for research and performance analysis. Past performance is not indicative of future results. Always conduct your own research before making any investment decisions.
Pine Script® göstergesi
MASTERTOP_ASTRAY tarafından
CHAN CRYPTO RS🩷 ATR RS (Crypto / High-based 2.1x, Decimal Safe v2) This indicator is designed for crypto position sizing and stop calculation using ATR-based risk management. It helps traders automatically determine the stop price, per-unit risk, and optimal position size based on a fixed risk amount in USDT. 🔧 Core Logic ATR Length (Daily RMA) — calculates the daily Average True Range (ATR) using RMA smoothing. ATR Multiplier (2.1× default) — defines how far the stop is placed from the daily high. Stop Price (for Longs) = Daily High − ATR × Multiplier Per-Unit Risk = (Entry − Stop) × Point Value Position Size = Risk Amount ÷ Per-Unit Risk Automatically handles decimal precision for micro-priced crypto assets (e.g., PEPE, SHIB). Includes safeguards for minimum size and maximum position caps. 💡 Features Uses Daily ATR without lookahead (no repainting). Dynamically switches between current and previous ATR for stable results when the daily bar isn’t yet confirmed. “Snap to tick” ensures stop prices align with the symbol’s tick size. Table display summarizes ATR, stop price, per-unit risk, total risk, size, and bet amount. Optional stop label on the chart for visual clarity. 🧮 Output Table Metric Description ATR(10) Daily RMA-based ATR ATR used Chosen ATR (current or previous) Stop Calculated stop price Per-unit Risk per coin/unit Risk Total risk in USDT Size Optimal position size Bet Total position value (Entry × Size) 🧠 Ideal For Crypto traders who use fixed-risk ATR strategies and need precise, decimal-safe position sizing even for ultra-low-priced tokens.
Pine Script® göstergesi
turtlekim tarafından