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Institutional Bearish Continuation 🧠 Indicator Overview Institutional Bearish Continuation – Clean is a professional, non-repainting indicator designed to identify high-probability bearish continuation setups. It follows institutional trading logic by aligning trend direction, premium pullbacks, and strong seller re-entry, helping traders avoid emotional and low-quality trades. This indicator is built strictly for educational and analytical purposes. 🔍 How the Indicator Works The indicator generates SELL signals only when three institutional conditions align: 1️⃣ Trend Bias (Market Control) Uses EMA 50 & EMA 200 SELL signals are allowed only when EMA 50 is below EMA 200 Confirms bearish market structure 2️⃣ Pullback into Premium Price must retrace toward EMA 50 Ensures entries are taken at better value, not at lows Filters impulsive selling 3️⃣ Seller Re-Entry Confirmation Strong bearish candle required Confirms sellers have regained control after the pullback Only when all conditions align, a SELL label is displayed. 📌 Key Features ✔ Institutional trend confirmation ✔ Pullback-based entries (no chasing price) ✔ Strong momentum validation ✔ Clean and minimal chart design ✔ Non-repainting logic ✔ Works across indices, forex, and metals 📊 Best Use Cases Markets: NAS100, XAUUSD (Gold), EURUSD, GBPUSD Timeframes: 5M – 15M for entries 1H – 4H for trend bias 🎯 Trading Logic Summary “Trade only in the direction of the dominant trend, wait for price to pull back into premium, and execute when sellers re-enter with strength.”
Pine Script® göstergesi
Mentor_Michael03 tarafından
NY 9:30-9:35 Open Rangehis indicator automatically plots the New York Opening Range based on the first 5 minutes of the session (09:30–09:35 NY time) — one of the most important liquidity and price-discovery periods of the trading day. What it displays - Opening Range Box (09:30–09:35) Highlights the high and low formed during the first 5 minutes after the NY market opens. High & Low Extensions Horizontal projection lines extending the opening range forward for a user-defined number of hours. Midpoint (50%) Level, A dotted line marking the midpoint of the range, useful for balance, mean-reversion, and confirmation setups.
Pine Script® göstergesi
MrNoProfit tarafından
Green/Red Candle Conditional Probability V2Conditional Next-Candle Probability Analyzer This indicator calculates the historical probability of the next candle being green based on current market conditions. Unlike simple candle counters, it tracks conditional probabilities. How It Works: Monitors 20+ market conditions across trend, momentum, volatility, volume, and candle patterns For each condition, tracks: "When this was true, what % of next candles were green?" Combines active conditions into a weighted probability prediction Weights by sample size (more historical data = more influence) Conditions Tracked: Trend alignment (EMA 7 / SMA 20 / SMA 200) RSI levels and momentum MACD position, histogram, and crosses Consecutive candle streaks (3-4 in a row) Bollinger Band touches and squeeze/expansion Volume spikes and anomalies Large candles and rejection wicks Table Display: P(Grn): Probability next candle is green when condition is active Edge: Deviation from 50% (how predictive the condition is) N: Sample size (historical occurrences) ► marks currently active conditions Signals: Plots arrows when multiple conditions align with sufficient confidence (configurable threshold). Use Cases: Identify which setups have actual predictive value on your asset/timeframe Find confluence zones where multiple high-edge conditions align Backtest mean-reversion vs momentum characteristics Note: Edges are typically small (2-5%). Best used for confluence confirmation, not standalone signals.
Pine Script® göstergesi
LEEFO tarafından
Crypto Scalper: Hybrid Fixed/Trailing RRStrategy Overview: Scalping Hybrid — Trend Pullback with ATR-Driven Trailing Profit This strategy is a high-precision systematic scalping framework engineered specifically for volatile assets like BTC. It leverages a dual-EMA architecture to define market structure, while employing a sophisticated "hybrid" exit logic that allows traders to choose between a classic fixed reward or a dynamic trailing system. 1. Market Regime & Trend Identification The strategy utilizes two primary anchors to ensure it remains on the correct side of the market: The Trend Anchor (EMA 200): Acts as the definitive filter. Longs are only permitted when price is above the 200 EMA; shorts only below it. The Value Zone (EMA 20): Instead of chasing breakouts, the strategy waits for Mean Reversion. It identifies a "pullback" when price returns to touch or penetrate the 20 EMA, offering a superior entry price compared to momentum-chasing systems. 2. Multi-Dimensional Execution Filters To eliminate "fakeouts" and low-probability setups, the strategy cross-references three critical data points before triggering an entry: Institutional Alignment (VWAP): Ensures entries are occurring at or near the Volume Weighted Average Price, confirming institutional participation. Volatility Threshold (ATR Filter): Prevents trading in "dead" or flat markets. The strategy only activates if current volatility is higher than its 50-period average. Momentum Confirmation (Close Strength): A trade is only opened if the signal candle closes with high conviction (top 60% of the range for longs), proving that the reversal from the pullback is real. 3. Precision Risk Management (ATR-Based) Risk is mathematically standardized using the Average True Range (ATR). By calculating stops based on current volatility rather than fixed pips/dollars, the strategy automatically loosens during high-volatility spikes and tightens during stable moves. Stop Loss (SL): Fixed at the moment of entry at 1.0x ATR. Cooldown Period: A mandatory 5-bar pause after every exit prevents "revenge trading" or entering twice during the same choppy consolidation. 4. Hybrid Exit Architecture (Fixed vs. Trailing) This is the core innovation of the strategy. Users can toggle between two modes: Fixed TP Mode: Uses a standard 1:2 Reward-to-Risk ratio (or user-defined) for consistent, predictable outcomes. Trailing TP Mode: This is a "Runner" logic. The trailing stop remains dormant until the trade reaches a profit threshold (e.g., +1R). Once activated, it follows the price at a distance defined by ATR or a percentage. This allows the strategy to capture massive trending moves while protecting the initial risk.
Pine Script® stratejisi
Danish7421 tarafından
Livermore 5-Step Trade Dashboard [t2make]█ OVERVIEW Jesse Livermore — arguably the greatest stock trader of the 20th century — never entered a trade on impulse. In "How to Trade in Stocks" (1940), he outlined a disciplined, top-down checklist that filtered out noise and kept him on the right side of the market. This indicator translates Livermore's 5-step pre-trade test into a real-time, on-chart dashboard that automatically evaluates both LONG and SHORT setups simultaneously and tells you which direction has the stronger case — or tells you to sit on your hands. No manual switching. No guessing. The market speaks, and the dashboard listens. █ THE 5 STEPS ① MARKET TREND — "There is a time to go long, a time to go short, and a time to go fishing." Compares fast/slow EMAs on your chosen market index (default: SPY). If the general market isn't trending in a clear direction, there's no trade. Period. ② SECTOR TREND — "Stocks move in groups. You must know which group your stock belongs to." Checks whether the sector ETF (XLK, XLF, XLE, etc.) is confirming the broader trend. Livermore never fought the group. ③ STOCK ACTION — "The stock must be acting right." The individual stock must be trending (EMA alignment) AND showing above-average volume. Trend without conviction is just drift. ④ PIVOTAL TIMING — "The pivotal point is where the money is made." Price must be at or near a pivot high (for longs) or pivot low (for shorts), confirmed by RSI momentum. This is Livermore's famous "line of least resistance" — enter only when the stock is ready to move. ⑤ RISK MANAGEMENT — "Always define your risk before entering a trade." ATR-based stop-loss, position risk as a percentage, and minimum reward-to-risk ratio. If the math doesn't work, the trade doesn't happen. █ AUTO DIRECTION This is the key differentiator. The script scores all 5 steps for both Long AND Short independently, then: • The side with more passing steps wins • If tied, the side aligned with the market trend (Step 1) takes priority • If neither side scores, the dashboard shows "— NONE" — stay flat The bottom row always displays both scores side by side (e.g., ▲ L 4/5 vs ▼ S 1/5) so you can see the full picture at a glance. █ DASHBOARD SIGNALS ✅ GO TRADE — 5/5 steps pass. This is your green light. ⚠ ALMOST — 4/5 steps pass. One condition away — watch closely. ⏳ WATCH — 3/5 steps pass. Setup is forming but not ready. 🚫 NO TRADE — Below 3/5. Stay out. On-chart markers: 🟢 Green ▲ below bar = Long 5/5 triggered 🔴 Red ▼ above bar = Short 5/5 triggered 🟡 Yellow ◆ = 4/5 (almost ready) Subtle background tint when all 5 pass █ HOW TO USE 1. Add the indicator to any stock or ETF chart 2. In settings, set your Market Index (SPY, QQQ, etc.) and Sector ETF to match your stock's sector 3. The dashboard does the rest — auto-detects direction and scores each step 4. Only trade when you see 5/5 PASS 5. Use the calculated Stop and Target levels as starting points for your trade plan 6. Set alerts for 5/5 and 4/5 triggers to get notified across your watchlist Sector ETF reference: XLK (Tech), XLF (Financials), XLE (Energy), XLV (Healthcare), XLI (Industrials), XLP (Consumer Staples), XLU (Utilities), XLB (Materials), XLRE (Real Estate), XLC (Communications), XLY (Consumer Discretionary) █ SETTINGS Dashboard: Position (4 corners), Size (S/M/L), toggle EMAs and levels on/off Step 1: Market symbol, fast/slow EMA periods Step 2: Sector ETF symbol, EMA period Step 3: Stock fast/slow EMA, volume surge multiplier, volume avg period Step 4: Pivot lookback, RSI toggle, RSI period and OB/OS thresholds Step 5: Max risk %, min R:R ratio, ATR period and multiplier █ LIMITATIONS • This is a checklist tool, not a signal generator — it tells you WHEN conditions align, not WHERE to enter tick-by-tick • Works best on daily timeframe with stocks and ETFs that have reliable volume data • Sector ETF must be set manually to match the stock you're analyzing • Crypto and forex pairs may need adjusted parameters since they lack traditional sector groupings • Past alignment of all 5 steps does not guarantee future results █ NOTES This indicator is inspired by Livermore's principles but is an interpretation, not a literal recreation. Livermore traded in an era before EMAs and RSI existed — he used price action and tape reading. The underlying logic, however, is the same: confirm the market, confirm the group, confirm the stock, wait for the pivot, and define your risk. "It was never my thinking that made the big money for me. It always was my sitting." — Jesse Livermore Follow @t2make on X for updates, new indicators, and trade ideas.
Pine Script® göstergesi
t2smake tarafından
ULTIMATE NY 9:30 OPEN MARKERYour ultimate New York Open Marker... So you can analyze your charts when everybody else sleeps or parties, you crazy chart people! Works on every timeframe including custom ones. Customizable in settings: Marker Settings: - Default: Sky blue flag with background highlight and time label for the NY open as default. You can change all that in the settings. - Various marker shape options: Triangle, Diamond, Label Flag, Arrow Up/Down, Arrow this, Arrow that... So you can pick whatever annoys you the least lol - Auto-positioning: above bear candles, below bull candles (default) - or always above/below - 5 sizes from tiny to HUGE - Vertical offset fine-tuning - you can move your marker closer to the bar if you like, or farther from it Vertical Lines Options: - Line ON the 9:30 bar - Line BEFORE the 9:30 bar (so on 5min you'd see a line on 9:25, on 15min on 9:15, etc. - this way you can see the open candle well) - Solid, dotted, dashed, pick your poison Time Label Option: "9:30 EST" label (customizable text, color, size) Date Label Option: Four format options: - MM/DD/YY (American) - DD/MM/YY (European) - DD Mon. 'YY (Written, like "04 Feb. '26") - Mon DD, YYYY (Full) Plus optional day of week (short or full) Bonus: Background highlight option for the open bar The indicator handles DST automatically via the "America/New_York" timezone and works on any timeframe including custom ones. Let me know if you'd like any adjustments. Thanks. : )
Pine Script® göstergesi
Stokrotka tarafından
Crypto Institutional Liquidity Sweep StrategyStrategy Overview: Institutional Liquidity Sweep & Trend Convergence This strategy is a high-conviction systematic trading framework designed to exploit "stop-runs" and liquidity grabs within a dominant market trend. It combines institutional price action concepts with mathematical filters to ensure entries occur only when trend direction, volatility, and liquidity align. 1. The Trend Framework (EMA 200 Filter) The foundation of the strategy is the 200-period Exponential Moving Average (EMA). This acts as a "Directional North Star." Long Bias: Trades are only considered when price is above the EMA 200. Short Bias: Trades are only considered when price is below the EMA 200. Buffer Logic: An optional percentage buffer can be applied to avoid "choppy" entries when price is hugging the moving average. 2. The Entry Trigger (Liquidity Sweeps) The strategy identifies Institutional Liquidity Pools using Swing Highs and Swing Lows (Pivots). The Sweep: The system waits for price to pierce below a recent structural low (Bullish Sweep) or above a recent structural high (Bearish Sweep). The Trap: It then monitors for a "reclaim" where price quickly rejects the level. This suggests that the breach was not a breakout, but a hunt for stop-losses to fuel a move in the opposite direction. 3. Secondary Confirmation Filters To maximize the win rate, the strategy requires a Secondary Filter to confirm market health (User selectable): V olatility Oscillator: Ensures the market is in an Expansion Phase. It requires the oscillator to be rising, indicating that momentum is behind the reversal. Smart Trendlines (Structure): Uses Linear Regression Slope to ensure the immediate micro-structure is aligned with the macro-trend. 4. Entry Confirmation (The Reversal Candle) A trade is not triggered simply because a level was swept. The strategy requires a Reversal Confirmation: Price Location: The candle must close in the upper 40% (for longs) or lower 40% (for shorts) of its total range. Directional Body: The candle must close bullish for longs and bearish for shorts, confirming that buyers or sellers have seized control of the bar. 5. Risk Management (Fixed 1:2 RR) The strategy prioritizes capital preservation through an ATR-based (Average True Range) risk model: Static Exits: Upon entry, the Stop Loss and Take Profit levels are calculated and locked. They do not move, ensuring a mathematically pure 1:2 Reward-to-Risk ratio. Volatility Adjusted: The distance of the stop loss is determined by the ATR, meaning the strategy automatically widens stops during high volatility and tightens them during calm periods.
Pine Script® stratejisi
Danish7421 tarafından
Liquidity Grab Engulfing.This indicator highlights Liquidity Sweep Engulfing candles: • Bullish: previous candle bearish, current candle sweeps the previous low and closes above the previous high. • Bearish: previous candle bullish, current candle sweeps the previous high and closes below the previous low. Use it as a price-action confirmation tool alongside your support/resistance, structure, and risk management. This script is for educational purposes only and does not constitute financial advice.
Pine Script® göstergesi
Thebitcoin37 tarafından
Mine Shaft + Drift + Ore Pocket Detector (Gap+Touch)Mine Shaft + Drift + Ore Pocket Detector (Gap+Touch) — Full Description (v1.6.1, Pine v6) *Experimental - *Test Phase* 1) What this indicator is intended to do This indicator attempts to algorithmically discover “mine shaft” price structure on a chart by: Collecting structural anchor points (gaps and optionally pivots), Generating candidate trend “rails” (centerline + parallel upper/lower borders) from pairs of anchors, Fitting an optimal channel width around each candidate centerline, Scoring candidates based on how well price action conforms to the channel (touches + containment), Selecting and rendering: the main shaft channel (primary), additional drifts (secondary shafts per direction), And then detecting Ore Pockets: time locations where multiple selected lines intersect (time confluence / intersection clustering). The conceptual model is: A shaft = a best-fit channel that price respects over time (the “main tunnel”). Drifts = alternate channels close in quality to the main shaft (secondary tunnels). Ore pockets = future/past time coordinates where multiple channels’ centerlines intersect densely (confluence in time, not necessarily in price). 2) What it is doing right now (current behavior) In its current form, the script does a bounded, performance-limited scan: It stores a limited number of anchor points in arrays. It only considers a bounded number of recent anchors per direction. It constructs candidate lines from anchor pairs and evaluates channel fitness using sampled bars. On the last bar, it selects top candidates per direction and draws: a “main” channel per mode (single best overall, or separate up/down), plus optional drift channels, plus ore pocket markers. It is producing meaningful channels and drifts, but it is currently more likely to lock onto a strong “local” shaft than the one macro shaft spanning the entire market structure. 3) Core mechanics (how the script finds shafts) 3.1 Anchor generation (what points it uses) Anchors are the “support points” used to build candidate shaft centerlines. Two anchor families are supported: A) Gap anchors (from your selected gap mode) These attempt to capture “displacement events” and their boundaries/mids. B) Pivot anchors (optional structural anchors) These use pivots to inject macro structure points that are not strictly gap-based. All anchors are stored as: anchorX: bar_index of anchor anchorY: price of anchor anchorD: direction flag (+1 for up, -1 for down) Anchors are capped by maxAnchors with FIFO trimming. 3.2 Candidate generation (how it produces centerlines) For each direction (+1 and -1): Collect “recent” anchors of that direction within lookbackBars (bounded to maxDirAnchors). For each pair of anchors (x1,y1) and (x2,y2) that satisfy: spacing within , slope sign consistent with direction, Construct the line equation: slope m and intercept b Fit a channel width w around that line (via width mode). Score it (touches + inside count minus width penalty). Keep the top K rails (K = driftCount+1 typically). 3.3 Scoring model (what “best” means right now) For a candidate centerline: At sampled bars (stride sampling), compute: channel top = y(x) + w channel bot = y(x) - w Evaluate: Inside: candle range fits within the channel ± tolerance Touches: high near top border, low near bottom border (within tolerance) Score formula: score = insideCount * insideWeight + touchCount * touchWeight - (w / ATR) * widthPenalty So: Higher inside and touch counts increase score Wider channels are penalized (in ATR units) to avoid “cheating” via enormous width 3.4 Width fitting (how the channel thickness is chosen) Width is either: Fit (scan widths): scans widths between a min width and a max deviation cap and selects the best scoring width. Fixed ATR Envelope: uses a fixed width derived from ATR (currently hard-coded to a 2.0 ATR envelope in your present draft). Fixed Max Deviation: width is max observed deviation from line in sampled window. This matters because “macro shaft” detection is strongly influenced by whether the width-fitting is allowed to expand enough to contain large historical moves, without being penalized into losing to a smaller local shaft. 3.5 Rendering (what gets drawn) For any selected rail, it draws: Upper border line (top rail) Lower border line (bottom rail) Optional centerline (main only) Optional fill between borders (main only) Label at current bar with touches and inside count Drifts render similarly but without main-only features (depending on flags). 3.6 Ore Pocket detection (time confluence) Ore pockets are not “price zones” directly. They are computed as follows: Collect selected centerlines (m,b) for: the main selected shaft(s), and all drift centerlines (both directions if present) For each pair of selected lines, compute intersection x-coordinate: x* = (b2 - b1) / (m1 - m2) Only keep intersections within: Cluster intersections by time proximity (clusterBars) Mark the strongest clusters (highest counts) as “Ore Pocket” vertical dotted lines with labels. Interpretation: A dense cluster indicates many selected rails converge around a similar time coordinate. It is a “time confluence” hypothesis point. 4) Full settings reference (what each setting is for) 01) Gap Anchors Gap Mode FVG (3-candle) Uses a classic 3-candle fair value gap pattern: Up gap if low > high Down gap if high < low Anchors are derived from the gap boundaries. Candle Gap (open-close) Gap based on open vs close of the same bar with a tick threshold. Candle Gap (open-prev close) Gap based on open vs close with a tick threshold. Gap Threshold (ticks) Only used for the candle gap modes. Controls the minimum gap size required to register an anchor. Anchor Price Boundary: anchors at one gap boundary (more “structural edge”) Mid: anchors at midpoint of the gap (more “center of displacement”) Include Pivot Anchors (structure) When enabled, adds pivots as additional anchors to stabilize macro detection. Pivot Length Pivot sensitivity (how many bars left/right define a pivot). Larger values = fewer, more structural pivots. 02) Channel Fit + Touch Scoring Lookback Bars The historical window used to: filter which anchors are considered “recent enough” evaluate channel fitness (sampled evaluation) Larger lookback tends to favor macro shafts, but also increases computational risk (mitigated by evalBars and stride). ATR Length ATR period used for tolerance and width penalty scaling. Tolerance (ATR mult) Defines how close price must be to a rail to count as “touch” and how strict the “inside channel” containment is. Higher tolerance = easier to score high on touch/inside. Min Border Touches (keep rail) Minimum number of border touches required before a candidate is even eligible. Score: Inside Weight Weight of inside count in score. Score: Border Touch Weight Weight of border touches in score. This is a strong driver of “shaft-like” behavior. Score: Width Penalty (in ATRs) Penalizes wide channels relative to ATR. Higher penalty biases toward narrow/local shafts. 03) Performance Controls Max Stored Anchors (global) Maximum anchor points kept in memory arrays. Too low can cause loss of macro structure; too high increases candidate noise. Max Anchors / Direction (scan) Hard cap on how many anchors are used in candidate generation per direction. Critical: this strongly influences whether macro shaft can be found, because if you only keep the most recent anchors, you lose the early-structure anchor points. Eval Bars (max) Maximum historical bars actually evaluated for scoring. Even if lookbackBars is large, evaluation is capped here. Eval Stride (sample every N bars) Sampling step for evaluation. Larger stride = faster but less accurate scoring. 04) Candidate Generation Min Anchor Spacing (bars) Minimum distance between the two anchors used to define a candidate line. Prevents micro-noise lines from being evaluated. Max Anchor Spacing (bars) Maximum distance between the two anchors used to define a candidate line. If this is too low, you cannot generate truly macro candidate lines. 05) Shaft + Drift Display Main Shaft Mode Best Overall (Single Shaft): chooses one best rail among Up/Down and draws it as main. Up Only: show only the best upward rail. Down Only: show only the best downward rail. Up + Down: show both main up rail and main down rail simultaneously. Show Ascending Shaft Toggles rendering for the “up” main shaft (when mode allows it). Show Descending Shaft Toggles rendering for the “down” main shaft (when mode allows it). Drifts per Direction Number of additional top-ranked rails to draw per direction (after the best one). Extend Lines Right: extend lines to the right only. Both: extend both left and right. Fill Main Shaft Channel Fill between upper and lower borders for main shaft. Main Shaft Fill Transparency Transparency level for main fill. Show Main Shaft Centerline Draw the dashed centerline for the main shaft. 06) Ore Pocket (Intersection-Time Confluence) Show Ore Pockets (Time Confluence) Enables ore pocket discovery and rendering. Intersection Window Forward (bars) How far into the future intersections are considered. Intersection Window Backward (bars) How far into the past intersections are considered. Cluster Radius (bars) How close in time intersections must be to merge into a cluster. Min Intersections per Cluster Minimum cluster count required before a pocket is shown. Max Pocket Markers Limit how many pocket clusters are drawn. 07) Visual Controls Show Gap Anchors Displays the gap anchor dots for debugging. Show Pivot Anchors Displays pivot anchor dots for debugging. 5) How to use it (practical workflow) Step A — Confirm anchor behavior Turn on Show Gap Anchors. Choose your Gap Mode. Verify you are seeing anchors where you expect (displacement boundaries). If anchors are sparse: Reduce gap threshold (ticks) for candle-gap modes Enable pivots to inject structure Increase lookbackBars and maxAnchors so early anchors are not dropped Step B — Get stable main shaft candidate discovery Enable Include Pivot Anchors with a medium pivotLen. Use Fit (scan widths) initially. Increase Max Anchors / Direction (scan) so you’re not only using recent anchors. Increase Max Anchor Spacing so macro pairs are eligible. If you keep getting only local shafts: That is usually because the candidate pool does not include enough old anchors, or the maxSpacing prevents long-span lines. Step C — Tune scoring so the “whole-structure” shaft wins If the script picks a small local channel instead of the macro channel: Increase insideWeight relative to touchWeight (macro channels tend to contain longer structure even with fewer perfect “touches”) Reduce widthPenalty, because macro channels may need to be wider to accommodate historical volatility Increase lookbackBars and evalBars to make “whole-structure fit” matter Step D — Drifts as secondary shafts Once main shaft is good: Increase Drifts per Direction Validate that drifts represent meaningful alternate sub-shafts rather than noisy duplicates. If drifts look too similar: This is expected if many candidates differ only slightly; future refinements should diversify drift selection (see “what still needs done”). Step E — Ore pockets interpretation Ore pockets indicate time confluence of multiple rails. Use them as: “Time windows to watch” Not as deterministic price levels Tune: clusterBars (cluster tightness) minClusterSize (signal strength) 6) What still needs done (explicit backlog) The macro “main mining shaft channel” spanning the entire market structure, and Smaller shafts/drifts nested inside the macro structure. To accomplish that, the current algorithm needs additional architecture. Concretely: A) True multi-scale / hierarchical discovery (primary missing feature) Right now: one pass, one lookback, one score objective. Still Needed: Macro pass: discover a primary shaft using a very long evaluation window and anchor set. Micro pass(es): discover drifts/secondary shafts using: residuals (distance from macro centerline), or segmented time windows (regime partitions), or anchor subsets constrained to local regions. This is the single biggest reason we are not consistently getting the full-structure shaft. B) Anchor retention strategy for macro detection Right now: anchors are FIFO capped and direction scanning uses “recent anchors only.” To reliably find 10-year shafts we need: an option to store/retain representative anchors across the entire history, not only the most recent ones. Examples of necessary improvements: “Stratified anchor sampling” across time (keep some old anchors even when maxAnchors is hit) “Macro anchor bank” (separate storage for pivots or major gaps) C) Candidate generation constraints must support macro lines If we want a shaft spanning the whole structure: maxSpacing must allow it the candidate pool must contain anchors far apart in time So the algorithm needs: better selection of anchor pairs for long-span candidates (e.g., include earliest/oldest anchors + newest anchors deliberately, not accidentally) D) Drift diversification Right now drifts are “next best by score,” which often yields near-duplicates. We want: “diverse” secondary shafts: enforce minimum angular difference, enforce minimum offset difference, or penalize candidates too similar to the already-selected shaft. E) Width fitting logic for macro channels Macro channels often require: either a higher width cap, or a different penalty profile. Current width penalty is simple and can bias against macro channels. Needed: width penalty that scales by timescale or by total evaluated bars, or separate macro/micro scoring. F) Ore pocket semantics enhancement (optional but aligned) Currently pockets are time intersections only. If you want “pocket zones,” improvements could include: projecting intersection price and drawing a zone box, clustering in (time, price) space instead of only time, adding “importance” weighting based on which lines intersect (macro line intersections weighted higher). 7) Known limitations (current version) Heavy compute only runs on last bar (good for performance), but means: changes in anchors/parameters can reselect rails abruptly Candidate set is bounded; macro shaft can be missed if not in pool Drift selection can be redundant Ore pockets are time clusters, not price clusters
Pine Script® göstergesi
Eyemaginative tarafından
Bollinger Bands with 3SD Volume SegmentationPurpose This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer. How it works The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback. Rationale Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
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chriskokal1 tarafından
Quantitative Trend and Sector DashboardQuantitative Trend and Sector Dashboard Overview The QTS Dashboard is a visual market context tool that summarizes relative strength, benchmark comparison, volatility normalization, and sector participation in a compact on-chart display. It is designed for analysis and situational awareness rather than trading signals or automated decisions. What makes it different Most relative strength tools compare symbols only to a broad index. This dashboard automatically assigns a relevant sector or industry benchmark based on ticker membership, enabling like-for-like comparison with similar instruments. The result is a multi-factor view of trend participation rather than a single metric. Core components • Benchmark Detection Maps symbols to sector or industry ETFs to improve comparison relevance. • Beta Normalization (252 bars) Beta is calculated using covariance and variance to scale thresholds according to typical volatility. • Dual Range Tracking Measures distance from 52-week highs and lows to show position within the yearly cycle. • Sector Participation Scan Evaluates major SPDR sectors and lists those currently meeting configurable strength criteria. • ATR Extension Quantifies price distance from midpoint using ATR to highlight statistically extended moves. Math summary • Relative Spread = Benchmark %BelowHigh − Symbol %BelowHigh • Beta = Covariance / Variance • Adjusted Threshold = Base × Beta • Extension = (Price − Midpoint) / ATR All calculations use confirmed bars. No intentional repaint logic. Status states • Leader — stronger relative performance • Neutral — in line with benchmark • Lagging — weaker relative performance • Extended — large volatility stretch States describe context only. How to use • Compare Spread and Beta for relative positioning • Monitor sector list for participation breadth • Use extension values to gauge stretch conditions • Adjust timeframe and thresholds to match your workflow • Show, hide, or reposition the dashboard as needed Example charts Disclaimer Educational and informational only. This indicator does not provide buy or sell signals or investment advice. Trading involves risk.
Pine Script® göstergesi
ibotrade tarafından
Auto-DCF and Margin of Safety SetupDescription Overview This indicator provides a dual-layered approach to stock valuation by combining a Discounted Cash Flow (DCF) model with Technical Momentum filters. It is designed for investors who seek to align fundamental "Fair Value" with high-probability technical entry points. How It Works The script automates the valuation process by fetching real-time financial data directly from TradingView’s database. Fundamental Valuation (DCF): FCF Projections: It retrieves Free Cash Flow (TTM) and Total Shares Outstanding to calculate FCF per share. Growth & Discounting: It projects FCF forward for 10 years based on your "Expected Annual Growth Rate" and discounts those values back to the present using the "Discount Rate" (WACC). Terminal Value: A terminal value is calculated using a exit multiple (P/FCF) at Year 10 to account for the company's value beyond the projection period. Intrinsic Value: The sum of all discounted cash flows and the terminal value represents the Intrinsic (Fair) Value, plotted as gray circles. Margin of Safety (MoS): A "Buy Limit" line (green) is plotted at a user-defined percentage below the Intrinsic Value. This represents the "Margin of Safety" popularized by Benjamin Graham to account for errors in estimation. Technical Filters (The "Buy Setup"): A visual Buy Zone appears only when three conditions align: Value: Price is trading below the Margin of Safety. Momentum: The RSI is in "Oversold" territory (default < 35). Price Action: The stock is in a "Deep Pullback" (defined as a 15% drop from its 50-bar high). How to Use Settings: You must adjust the Growth Rate and Discount Rate based on the specific company’s historical performance and risk profile. Visuals: When a setup occurs, the script draws a green box, a technical Stop Loss (based on a buffer below the low), and a Tech Target (a 50% retracement of the recent drop). Limitations: This script requires request.financial data. It is intended for Stocks only. If no financial data is available for a ticker (e.g., Crypto or Forex), an error label will appear. Disclaimer This script is for educational purposes only and does not constitute financial advice. DCF models are highly sensitive to input variables; small changes in growth or discount rates can significantly alter the Fair Value.
Pine Script® göstergesi
TheTankTrades tarafından
BTC Trend Pullback (EMA200+EMA20) w/ ATR 1:2 RRStrategy Overview: BTC Trend Pullback (EMA200+EMA20)This strategy is a trend-following mean reversion system designed to capture high-probability entries within an established market regime. It utilizes a "dual-filter" approach: identifying the long-term trend while waiting for a short-term "cooldown" (pullback) before entering on a momentum confirmation signal.1. Trend Identification & FilteringThe strategy establishes market direction using the 200-period Exponential Moving Average (EMA).Bullish Regime: Price must be trading above the 200 EMA.Bearish Regime: Price must be trading below the 200 EMA.ADX Filter (Optional): To avoid "choppy" or sideways markets, an Average Directional Index (ADX) filter ensures that the trend has sufficient strength (typically $> 20$) before any trades are considered.2. The Pullback (Mean Reversion)Rather than chasing a breakout, this strategy waits for price to return to its "value zone"—the 20-period EMA.The script offers two modes for the pullback:Touch: A conservative entry where the candle wick merely taps the 20 EMA.Close Beyond: A more aggressive entry where the price must close on the opposite side of the 20 EMA, suggesting a deeper retracement.3. Execution via ConfirmationTo prevent "catching a falling knife," a trade is only triggered when price shows signs of resuming the primary trend. The user can select from:Bullish/Bearish Engulfing: A classic price action pattern where the current candle "swallows" the previous candle's body.Strong Close: A candle that closes in the top or bottom 40% of its total range (indicating high directional conviction).4. Risk Management (1:2 Reward-to-Risk)The strategy employs an Average True Range (ATR) based exit system to adapt to market volatility.Stop Loss (SL): Placed at $1.0 \times \text{ATR}$ from the entry price.Take Profit (TP): Placed at $2.0 \times \text{ATR}$ from the entry price.By using ATR, the strategy "breathes" with the market; stops are wider during high volatility and tighter during low volatility, maintaining a mathematically consistent 1:2 Reward-to-Risk ratio.
Pine Script® stratejisi
Danish7421 tarafından
Triple ST + MACD + 7x MTF EMA + VWAP + ORB//@version=6 indicator('Triple ST + MACD + 7x MTF EMA + VWAP + ORB', overlay = true, max_labels_count = 500) //━━━━━━━━━━━━━━━━━━━ // INPUTS //━━━━━━━━━━━━━━━━━━━ // SuperTrend Group atrPeriodPrimary = input.int(18, 'Primary ST ATR Period', group="SuperTrend") multiplierPrimary = input.float(4.0, 'Primary ST Multiplier', group="SuperTrend") atrPeriodSecondary = input.int(9, 'Secondary ST ATR Period', group="SuperTrend") multiplierSecondary = input.float(2.0, 'Secondary ST Multiplier', group="SuperTrend") atrPeriodTertiary = input.int(12, 'Tertiary ST ATR Period', group="SuperTrend") multiplierTertiary = input.float(3.0, 'Tertiary ST Multiplier', group="SuperTrend") // MACD Group fastLength = input.int(24, 'MACD Fast Length', group="MACD") slowLength = input.int(52, 'MACD Slow Length', group="MACD") signalLength = input.int(9, 'MACD Signal Smoothing', group="MACD") // EMA Group tfEMA = input.timeframe("60", "EMA Timeframe (Global)", group="EMAs") ema1Len = input.int(9, 'EMA 1 Length', group="EMAs") ema2Len = input.int(21, 'EMA 2 Length', group="EMAs") ema3Len = input.int(27, 'EMA 3 Length', group="EMAs") ema4Len = input.int(50, 'EMA 4 Length', group="EMAs") ema5Len = input.int(100, 'EMA 5 Length', group="EMAs") ema6Len = input.int(150, 'EMA 6 Length', group="EMAs") ema7Len = input.int(200, 'EMA 7 Length', group="EMAs") // Visuals & ORB Group showVwap = input.bool(true, 'Show VWAP?', group="Visuals") showORB = input.bool(true, "Show ORB (Current Day Only)", group="ORB Settings") orbTime = input.string("0930-1000", "ORB Time Range", group="ORB Settings") orbTargetMult1 = input.float(1.0, "Target 1 Mult", group="ORB Settings") //━━━━━━━━━━━━━━━━━━━ // CALCULATIONS //━━━━━━━━━━━━━━━━━━━ // 1. Custom SuperTrend Function f_supertrend(_atrLen, _mult) => atr_ = ta.atr(_atrLen) upperBasic = hl2 + _mult * atr_ lowerBasic = hl2 - _mult * atr_ var float upperFinal = na var float lowerFinal = na upperFinal := na(upperFinal ) ? upperBasic : (upperBasic < upperFinal or close > upperFinal ? upperBasic : upperFinal ) lowerFinal := na(lowerFinal ) ? lowerBasic : (lowerBasic > lowerFinal or close < lowerFinal ? lowerBasic : lowerFinal ) var int dir = 1 if not barstate.isfirst dir := dir if dir == 1 and close < lowerFinal dir := -1 else if dir == -1 and close > upperFinal dir := 1 super = dir == 1 ? lowerFinal : upperFinal = f_supertrend(atrPeriodPrimary, multiplierPrimary) = f_supertrend(atrPeriodSecondary, multiplierSecondary) = f_supertrend(atrPeriodTertiary, multiplierTertiary) // 2. MACD macdLine = ta.ema(close, fastLength) - ta.ema(close, slowLength) signal = ta.ema(macdLine, signalLength) // 3. MTF EMAs (7 Options) ema1 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema1Len), gaps = barmerge.gaps_on) ema2 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema2Len), gaps = barmerge.gaps_on) ema3 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema3Len), gaps = barmerge.gaps_on) ema4 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema4Len), gaps = barmerge.gaps_on) ema5 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema5Len), gaps = barmerge.gaps_on) ema6 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema6Len), gaps = barmerge.gaps_on) ema7 = request.security(syminfo.tickerid, tfEMA, ta.ema(close, ema7Len), gaps = barmerge.gaps_on) // 4. ORB CALCULATION (Current Day Only) is_new_day = ta.change(time("D")) != 0 in_orb = not na(time(timeframe.period, orbTime)) is_today = (year(time) == year(timenow)) and (month(time) == month(timenow)) and (dayofmonth(time) == dayofmonth(timenow)) var float orbHigh = na var float orbLow = na if is_new_day orbHigh := na orbLow := na if in_orb and is_today orbHigh := na(orbHigh) ? high : math.max(high, orbHigh) orbLow := na(orbLow) ? low : math.min(low, orbLow) orbRange = orbHigh - orbLow t1_up = orbHigh + (orbRange * orbTargetMult1) t1_dn = orbLow - (orbRange * orbTargetMult1) //━━━━━━━━━━━━━━━━━━━ // PLOTTING //━━━━━━━━━━━━━━━━━━━ // VWAP plot(showVwap ? ta.vwap : na, title="VWAP", color=color.orange, linewidth=2) // Triple SuperTrends plot(stPrimary, title='Primary ST', color=dirPrimary == 1 ? color.green : color.red, linewidth=2) plot(stSecondary, title='Secondary ST', color=dirSecondary == 1 ? color.teal : color.maroon, linewidth=1) plot(stTertiary, title='Tertiary ST', color=dirTertiary == 1 ? color.lime : color.orange, linewidth=1) // 7 EMAs plot(ema1, title='EMA 1', color=color.new(color.white, 50)) plot(ema2, title='EMA 2', color=color.new(color.yellow, 60)) plot(ema3, title='EMA 3', color=color.new(color.orange, 70)) plot(ema4, title='EMA 4', color=color.new(color.blue, 70)) plot(ema5, title='EMA 5', color=color.new(color.purple, 70)) plot(ema6, title='EMA 6', color=color.new(color.fuchsia, 80)) plot(ema7, title='EMA 7', color=color.new(color.gray, 80)) // ORB Plots plot(showORB and is_today ? orbHigh : na, title="ORB High", color=color.aqua, linewidth=2, style=plot.style_linebr) plot(showORB and is_today ? orbLow : na, title="ORB Low", color=color.aqua, linewidth=2, style=plot.style_linebr) plot(showORB and is_today and not in_orb ? t1_up : na, title="Target 1 Up", color=color.new(color.lime, 40), style=plot.style_linebr) plot(showORB and is_today and not in_orb ? t1_dn : na, title="Target 1 Down", color=color.new(color.red, 40), style=plot.style_linebr) // MACD Shapes plotshape(ta.crossover(macdLine, signal), title="MACD Bull", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, text="MACD+") plotshape(ta.crossunder(macdLine, signal), title="MACD Bear", style=shape.triangledown, location=location.belowbar, color=color.red, size=size.small, text="MACD-") // Background (Based on Primary ST) bgcolor(dirPrimary == 1 ? color.new(color.green, 96) : color.new(color.red, 96))
Pine Script® göstergesi
sarashvi9 tarafından
Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal. Scope and intent Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies, and other symbols where daily volatility regimes matter Timeframes : best on Daily. It can be applied on other chart timeframes, but the reference window remains 252 closed daily bars Default demo : SPX on Daily Purpose : provide a simple, testable volatility context layer that you can plug into any daily system as a risk filter or risk scaler What makes it original and useful Most “volatility tools” show raw ATR or a single volatility index. This script standardizes three distinct sources into the same unit (percentile), so you can compare them and combine them without guessing thresholds. Unique fusion : internal realized volatility (ATR%), internal stress proxy (VIXFix), and external implied volatility (input VIX symbol) expressed in the same 0 to 100 scale Practical outcome : the table gives a regime read and an action posture, so the output is directly usable for risk decisions Testable : all components are visible and thresholdable; you can backtest rules like “only trade when composite is between 30 and 75” Portable : percentiles remove the need to hardcode market specific “ATR is high” numbers across different symbols Method overview in plain language Base measures VIXFix : a price based fear proxy derived from the instrument’s own daily behavior (using the relationship between recent high closes and current lows) ATR% : daily ATR normalized by daily close, expressed as a percentage for cross symbol comparability External VIX : a user selected volatility index or proxy pulled via input symbol (default CBOE:VIX) Normalization to percentiles For each metric, the script stores the last 252 closed daily values It then computes where the most recent closed daily value sits inside that history as a percentile from 0 to 100 Tie handling is configurable (Midrank, StrictLess, LessOrEqual) to define how repeated values are ranked Fusion rule Composite percentile is the simple average of the available percentiles (VIXFix, ATR%, VIX) If one component is missing (for example the external symbol is unavailable), the composite averages the remaining components How to use it on Daily This tool is most effective as a risk regime layer on top of an existing strategy. Use the Composite row as the primary dial, and the individual components as confirmation. Recommended operating zones 0–20 Very Low : quiet regime. Tight stops often survive, but breakouts can underperform. Favor mean reversion or require stronger breakout confirmation. 20–40 Low : constructive for many systems. Use baseline sizing and baseline stops. 40–60 Mid : neutral. Run your base playbook. 60–80 High : volatility expansion. Reduce size and widen stops, or trade only higher quality setups. 80–100 Very High : stress regime. Smallest size, widest stops, and skip marginal setups. Gap risk and slippage risk are higher. How to interpret disagreements If ATR% is high but VIX is mid , realized vol is elevated but the market is not pricing extreme fear. Treat as a caution zone, not panic. If VIX is high but ATR% is mid , implied vol is elevated ahead of potential events. Expect expansion risk even if realized vol has not moved yet. If all three are high , treat it as a full stress regime and enforce strict risk limits. What you will see on the chart A compact table with one row per metric and optional composite For each row: last closed daily value, 252D percentile, a progress bar, and an action posture Optional stats: min, median, max for the 252D window (useful for sanity checks, adds CPU) Table fields quick guide Last closed daily : the value used for ranking, taken from the last fully closed daily bar 252D percentile : where the current reading ranks versus the last 252 closed daily readings Bar : quick visual map of percentile from 0 to 100 Action : risk posture suggestion tied to the percentile bucket Inputs with guidance Core Window (closed daily bars) : default 252. Higher values make the regime slower and more structural. Lower values make it more reactive. VIX VIX symbol : default CBOE:VIX. You can replace it with another implied volatility proxy appropriate for your market. VIXFix VIXFix lookback : typical range 21/22. Smaller reacts faster, larger smooths regimes. ATR ATR length : typical range 10–21 on Daily ATR as % of close : recommended on for comparability across symbols and long history UI Show composite volatility score : recommended on. Best single dial. Show action guide : recommended on if you want direct posture cues. Show min, median, max : optional. Useful for diagnostics, higher CPU. Table position : place it where it does not cover price. Usage recipes Daily trend following overlay Trade your trend system normally when Composite is between 25 and 75 If Composite is above 75, reduce size and widen stops, and require stronger trend confirmation Daily mean reversion overlay Focus on Composite below 40 Avoid Composite above 80 where gaps and cascading moves reduce mean reversion reliability Daily risk parity style scaling Use Composite percentile as a coarse risk throttle: higher percentile equals lower exposure Example posture: 0–40 normal exposure, 40–80 reduced exposure, above 80 minimal exposure Alerts This script is intentionally a dashboard and does not emit buy or sell signals. If you want alerts, create them from percentile thresholds in your own fork. For conservative workflows, trigger alerts on bar close. // Example alert conditions (add to your fork if desired) high_vol = comp_pct > 80 low_vol = comp_pct < 20 Honest limitations and failure modes This is not a directional predictor. Volatility can rise in both bull and bear markets. Percentiles are relative to the last 252 closed daily bars. A “high percentile” is high versus recent history, not an absolute guarantee of future movement. Implied volatility (VIX) can move ahead of realized volatility (ATR%). Treat divergence as information, not a signal. Very high volatility regimes can include gap risk and slippage risk that are not visible in indicator values alone. Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use.
Pine Script® göstergesi
exlux tarafından
Adaptive Trend Checklist (EMA + Supertrend + ADX)Adaptive Trend Checklist is a market context and validation tool designed for discretionary traders who prioritize structure, risk control, and trade quality over aggressive signal chasing. The script combines EMA, Supertrend, and ADX, with optional multi-timeframe (HTF) confirmation, to provide a clear view of market conditions before entering a trade. This is not a signal-spamming indicator. It is a visual checklist that helps identify when to trade, when to reduce risk, and when to stay out of the market. 🔹 Key Features 🔁 Automatic timeframe adaptation Parameters (EMA, ATR, ADX, Supertrend) automatically adjust based on the current chart timeframe. 🧠 Trend & range filtering Uses ADX and price structure to filter out ranging and low-probability market conditions. ⏱️ Multi-timeframe market context (optional) Confirms directional bias using higher timeframes. 🧮 Risk classification Trades are classified as: NORMAL REDUCED NO TRADE 📋 Clear visual checklist Displays in real time: trading mode, trend status, ADX condition, market session, recommended risk level. 🎯 Integrated trade management Automatically plots: Entry Stop Loss Take Profits (TP1, TP2, TP3) Position size in dollars based on selected risk. 🚫 No repaint 🚫 No signal spam 🚫 No win-rate promises ⚠️ Important Notice This script is not intended for fully mechanical or automated trading. It is designed as a decision-support tool for traders who understand market structure, context, and risk management. Performance depends on: market conditions, timeframe, and trader discipline. 👤 Who Is This For? ✔️ Discretionary traders ✔️ Scalpers & intraday traders seeking better filters ✔️ Swing traders needing HTF context ❌ Not recommended for blind signal following 📎 Usage Recommendation Use it as a primary market filter, not as a standalone signal. Combine it with your own entry criteria.
Pine Script® göstergesi
djau tarafından