Bollinger Bands & Ichimoku Cloud (Golden Ratio Based)Bollinger Bands & Ichimoku Cloud (Golden Ratio Based) – TradingView Indicator
This unique indicator blends Bollinger Bands and Ichimoku Cloud with the Golden Ratio (1.618) to enhance trend analysis, volatility measurement, and support/resistance identification.
🔹 Features & Concept:
✅ Golden Ratio Integration: Uses 1.618 as a dynamic multiplier for Bollinger Bands and Ichimoku periods, adding a natural market rhythm.
✅ Enhanced Bollinger Bands: Dynamically adjusts volatility levels using the Golden Ratio, offering a refined view of price deviations.
✅ Modified Ichimoku Cloud: Adapts Tenkan-Sen, Kijun-Sen, and Senkou Span B calculations using Fibonacci-based periods for trend confirmation and cloud structure.
✅ Strong Confluence: Combines volatility (BB) and trend momentum (Ichimoku) to identify high-probability trading setups.
✅ Customizable Settings: Easily modify lengths, sources, and displacement values to suit different trading strategies.
📊 How to Use It?
🔸 Breakouts & Trend Strength: Price breaking above/below the Bollinger Bands alongside Ichimoku confirmation signals strong momentum shifts.
🔸 Dynamic Support & Resistance: Bollinger Bands and the cloud provide evolving price reaction zones.
🔸 Trend Confirmation: A green Ichimoku cloud with price above BB middle suggests an uptrend, while a red cloud with price below BB middle signals a downtrend.
Ideal for traders looking to combine volatility and trend indicators with a Fibonacci-based approach to enhance precision and decision-making. 🚀
Göstergeler ve stratejiler
TBRSV - Trend Bias & Reversal Signals with Volatility SqueezesThe "TBRSV" indicator is designed to identify the prevailing trend direction, potential reversal points, and squeeze breakouts. It achieves this by combining several technical analysis tools:
EMA-Based Trend Bias: It uses a fast and slow Exponential Moving Average (EMA) to determine the overall trend direction. The directionalBias line visually represents this bias, with lime indicating an uptrend, red indicating a downtrend, and orange signalling a potential trend change.
Reversal Confirmation: The indicator identifies potential reversal points by looking for price action that breaks the recent trend. If the price makes a new low during an uptrend or a new high during a downtrend within a specified look back period, it considers this a reversal signal.
Reversal Signals: Confirmed reversals are marked with lime (bullish) or red (bearish) dots on the chart. These dots suggest potential entry or exit points.
Squeeze Detection: The indicator uses Bollinger Bands and Keltner Channels to identify periods of consolidation, or "squeezes," where volatility is low.
Squeeze Breakout Signals: It identifies high-volume breakouts from these squeezes. A white upward-pointing triangle signals a bullish breakout, while a white downward-pointing triangle signals a bearish breakout.
How to Best Use the Indicator
1. Determine the Trend Bias: Use the color of the directionalBias line to quickly assess the current trend.
2. Identify Potential Reversal Zones: Pay attention to the orange areas, which signal times of indecision and potential trend changes.
3. Confirmed Reversal Signals: Look for lime or red dots. These dots indicate high-probability reversal points and potential entry or exit points.
4. Squeeze Breakout Signals: Trade in the direction of the breakout.
5. Combine with Other Indicators: Enhance signals from the "Trend Bias & Reversal Signals" indicator with other tools, such as volume analysis, RSI, MACD, trend lines, or candlestick patterns.
6. Consider Trend Strength: Not all trends are equal. Adjust your trading strategy based on the strength of the trend.
7. Weighted Trade Signals: Consider using the indicator in conjunction with weighted trade signals, giving more weight to signals aligned with the trend bias.
By understanding the components of the "Trend Bias & Reversal Signals with Volume Squeezes" indicator and how they work together, you can use it to identify high-probability trading opportunities and improve your overall trading performance. Remember to adapt your approach to different market conditions and trading styles.
Nextone Daily RangeShows daily high/low range with box and line in lower time frames.
For time frames higher than daily it will show monthly range and for higher than monthly it will show 12month range
Precious Metals & GSR (Zeiierman)█ Overview
The Precious Metals & GSR (Zeiierman) is designed to provide traders and investors with a comprehensive view of the Gold-Silver Ratio (GSR) and other precious metal relationships. This tool helps evaluate the relative strength between different metals by analyzing their price ratios over historical periods, using quantile-based analysis and trend interpretation tables to highlight key insights.
The Gold-Silver Ratio (GSR) is a widely utilized metric in precious metals trading, representing the number of silver ounces required to purchase one ounce of gold. Historically, this ratio has fluctuated, providing traders with insights into the relative value of these two metals. By analyzing the GSR, traders can identify potential trading opportunities based on historical patterns and market dynamics.
By integrating customizable percentile bands, gradient coloring for performance visualization, and dynamic ratio analysis, this indicator assists in understanding how one metal is performing relative to another, making it useful for trend tracking, risk management, and portfolio allocation.
█ How It Works
The Precious Metals & GSR Indicator operates by fetching the latest prices of the selected precious metals in the user's chosen currency. It then calculates the ratio between two selected metals (Metal 1 and Metal 2) and analyzes this ratio over a specified period. By computing quantile bands and high/low bands, the indicator provides insights into the historical performance and current standing of the ratio.
⚪ Ratio Calculation
The core of this indicator is the metal ratio, calculated by dividing the price of Metal 1 by Metal 2.
A rising ratio means Metal 1 is outperforming Metal 2.
A falling ratio means Metal 2 is outperforming Metal 1.
The indicator automatically retrieves live market prices of Gold, Silver, Platinum, and Palladium to compute the ratio.
⚪ Quantile Ratio Bands
The indicator calculates the highest (max) and lowest (min) ratio levels over a user-defined period.
It also plots quantile bands at the 10th, 25th, 50th (median), 75th, and 90th percentiles, providing deeper statistical insights into how extreme or average the current ratio is.
The median (Q50) acts as a reference level, showing whether the ratio is above or below its historical midpoint.
⚪ Interpretation Table
The Ratio Interpretation Table provides a text-based summary of the ratio’s strength.
It detects whether Metal 1 is at a historical high, low, or within common ranges.
This helps traders and investors make informed decisions on whether the ratio is overextended, mean-reverting, or trending.
⚪ Precious Metals Table
Displays live market prices for Gold, Silver, Platinum, and Palladium.
Prices are shown in different units (oz, kg, grams, and troy ounces) based on user preferences.
A color-coded system highlights price changes, making it easier to track market movements.
⚪ Physical Holding Calculator
Users can enter their precious metal holdings to estimate their current value.
The system adjusts calculations based on weight, purity (24K, 22K, etc.), and unit of measurement.
The holding value is displayed in the selected currency (USD, EUR, GBP, etc.).
█ How to Use
⚪ Trend Identification
If the ratio is increasing, Metal 1 is gaining strength relative to Metal 2 → Possible Long Position on Metal 1 / Short on Metal 2
If the ratio is decreasing, Metal 2 is gaining strength relative to Metal 1 → Possible Short Position on Metal 1 / Long on Metal 2
⚪ Mean Reversion Strategy
When the ratio reaches the 90th percentile, Metal 1 is historically overextended (expensive) compared to Metal 2.
Traders may look to sell Metal 1 and buy Metal 2, expecting the ratio to decline back toward its historical average.
Example (Gold/Silver Ratio): If the GSR is above the 90th percentile, gold is very expensive relative to silver, suggesting a potential buying opportunity in silver and/or a selling opportunity in gold.
When the ratio reaches the 10th percentile, Metal 1 is historically undervalued (cheap) compared to Metal 2.
Traders may look to buy Metal 1 and sell Metal 2, expecting the ratio to rise back toward its historical average.
Example (Gold/Silver Ratio): If the GSR is below the 10th percentile, gold is very cheap relative to silver, suggesting a potential buying opportunity in gold and/or a selling opportunity in silver.
⚪ Common Strategy Based on GSR Insights
A common approach involves monitoring the ratio for extreme values based on historical data. When the ratio reaches historically high levels, it suggests that gold is expensive relative to silver, potentially indicating a buying opportunity for silver and/or a selling opportunity for gold. Conversely, when the ratio is at historically low levels, silver is expensive relative to gold, suggesting a potential buying opportunity for gold and/or selling opportunity for silver. This mean-reversion strategy relies on the tendency of the GSR to return to its historical average over time.
⚪ Hedging & Portfolio Diversification
If Gold is strongly outperforming Silver, investors may shift allocations to balance risk.
If Silver is rapidly gaining on Gold, it may indicate increased industrial demand or speculative interest.
⚪ Inflation & Economic Cycles
A rising Gold-Silver ratio often correlates with economic downturns and increased risk aversion.
A falling Gold-Silver ratio may signal stronger economic growth and higher inflation expectations.
█ Settings
Precious Metals Table
Select which metals to display (Gold, Silver, Platinum, Palladium)
Choose measurement units (oz, kg, grams, troy ounces)
Ratio Analysis
Select Metal 1 & Metal 2 for ratio calculation
Set historical length for quantile calculations
Interpretation Table
Enable automated insights based on ratio levels
Physical Holdings Calculator
Enter metal weight, purity, and unit
Select calculation currency
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Volume-Based Candle Coloringvolume candle coloring
for breakouts and ChoCh
smart money inside the candle
Triple EMA Crossover v.2This Triple EMA Crossover v.2 indicator is designed to analyze market trends using three Exponential Moving Averages (EMAs). It helps traders identify bullish and bearish conditions based on EMA crossovers while also displaying a movable table with market signals for different timeframes.
Key Features:
Triple EMA Strategy
Uses EMA 8, EMA 13, and EMA 21 for trend confirmation.
Colors dynamically change to indicate bullish (green) or bearish (red) signals.
Crossover Signals
A bullish signal occurs when EMA 13 crosses above EMA 21, with EMA 8 above both.
A bearish signal occurs when EMA 13 crosses below EMA 21, with EMA 8 below both.
Option to display arrows for buy/sell signals.
Volume Weighted Average Price (VWAP)
Provides an additional trend confirmation option.
Displays real-time trend signals for different timeframes.
User can set custom timeframes for each row (default: 1 min, 5 min, 15 min).
This script is ideal for traders looking to confirm trends across multiple timeframes and visually track EMA crossovers in an intuitive and customizable format. 🚀
Industry Indices ComparisonA dynamic industry sector performance comparison indicator that helps traders and investors track relative strength across different market sectors in real-time.
- Compares up to 5 industry sector ETFs against a benchmark index (default: SPY)
- Displays key metrics including:
* Performance % over selected timeframe
* Relative performance vs benchmark
* Trend direction (▲ up, ▼ down, − neutral)
* Volume in millions (M) of shares traded
- Configurable timeframes: 1D, 1W, 1M, and 3M comparisons
- Color-coded performance indicators (green for outperformance, red for underperformance)
- Customizable table position and text size for optimal chart placement
The indicator helps identify:
1. Sector rotation patterns through relative performance
2. Leading and lagging sectors vs the broader market
3. Volume trends across different sectors
For traders, if you are considering two equally good setups, then choosing the setup belonging to a currently strong sector could be beneficial.
Limanx RSI AlertEnglish Usage Guide for Limanx RSI Alert
Overview
The Limanx RSI Alert indicator calculates the Relative Strength Index (RSI) using a user-defined period and displays it in a separate pane. It draws horizontal lines at customizable high and low RSI levels and generates alerts when the RSI exceeds the high level or falls below the low level.
Features
RSI Calculation:
Computes the RSI based on the closing prices.
The period can be adjusted using the "RSI Period" input.
Customizable Thresholds:
Set your desired high and low levels using the "High RSI Level" and "Low RSI Level" inputs.
Alert Conditions:
Triggers an alert when the RSI is at or above the high level.
Triggers an alert when the RSI is at or below the low level.
Alert messages are defined as constant strings to meet TradingView requirements.
Plotting:
The RSI is plotted as a blue line in a dedicated panel.
Horizontal lines mark the high (red) and low (green) thresholds, making it easy to visualize potential overbought or oversold conditions.
How to Use
Add the Code to TradingView:
Copy the complete code and paste it into the Pine Editor in TradingView.
Customize Input Parameters:
Modify the "RSI Period" to change the period used for the RSI calculation.
Adjust the "High RSI Level" and "Low RSI Level" to set your desired threshold values.
Add the Indicator to Your Chart:
Save the script and add it to your chart. It will appear in a separate panel below the main price chart.
Set Up Alerts (Optional):
Use TradingView's alert system by selecting the defined alert conditions ("RSI High" and "RSI Low") to receive notifications when the RSI reaches the specified levels.
Fixed Range LevelsThis indicator draws horizontal price levels on your chart based on a starting price and a range size that you define. It can also draw midpoint lines between the main levels if enabled.
Here's a breakdown of its functionality:
Key Features:
Starting Price:
You define a starting price (e.g., 21630).
The indicator calculates a corrected base price by rounding the starting price to the nearest multiple of the range size.
Range Size:
You define a range size (e.g., 71).
The indicator draws horizontal lines at intervals of the range size above and below the corrected base price.
Dual Ranges:
You can define two range sizes (e.g., 71 and 29).
The indicator can draw levels for both ranges simultaneously or individually, depending on your settings.
Midpoint Lines:
If enabled, the indicator draws midpoint lines between the main levels.
For example, if the main levels are at 21584 and 21655, the midpoint line will be at 21619.5.
Customizable Styles:
You can customize the line style (solid, dotted, dashed) and color for both the main levels and midpoint lines.
Dynamic Levels:
The levels are recalculated and redrawn dynamically based on the starting price and range size.
How It Works:
Corrected Base Price Calculation:
The indicator calculates the corrected base price using the formula:
pinescript
Copy
correctedBasePrice = math.floor(startingPrice / rangeSize) * rangeSize
For example, if startingPrice = 21630 and rangeSize = 71:
Copy
correctedBasePrice = math.floor(21630 / 71) * 71 = 304 * 71 = 21584
Drawing Levels:
The indicator draws horizontal lines at intervals of the range size above and below the corrected base price.
For example, if rangeSize = 71 and maxLevels = 5, the levels will be drawn at:
Copy
21584 - (5 * 71) = 21249
21584 - (4 * 71) = 21320
...
21584 + (5 * 71) = 21939
Midpoint Lines:
If enabled, the indicator draws midpoint lines between the main levels.
For example, if the main levels are at 21584 and 21655, the midpoint line will be at:
Copy
(21584 + 21655) / 2 = 21619.5
Dual Ranges:
If you enable both ranges, the indicator will draw levels for both range sizes simultaneously.
For example, if rangeSize1 = 71 and rangeSize2 = 29, the indicator will draw two sets of levels:
Levels at intervals of 71 (e.g., 21584, 21655, 21726, ...).
Levels at intervals of 29 (e.g., 21634, 21663, 21692, ...).
Example Use Case:
Imagine you're trading a stock or cryptocurrency, and you want to identify key support and resistance levels based on a specific price range. Here's how you can use this indicator:
Set the Starting Price:
For example, if the current price is 21630, you can set this as the starting price.
Define the Range Size:
If you believe the price moves in increments of 71, set rangeSize1 = 71.
If you also want to track smaller increments of 29, set rangeSize2 = 29.
Enable Midpoint Lines:
If you want to see the midpoint between the main levels, enable Show Midpoint Line.
Customize Line Styles:
Choose different colors and styles for the main levels and midpoint lines to make them visually distinct.
Analyze the Chart:
The indicator will draw horizontal lines at the specified intervals, helping you identify potential support, resistance, and midpoint levels.
Why Is This Useful?
Support and Resistance Levels:
The horizontal lines act as dynamic support and resistance levels based on the range size you define.
Price Targets:
You can use the levels to identify potential price targets or areas where the price might reverse.
Midpoint Analysis:
The midpoint lines can help you identify areas of consolidation or potential breakout points.
Flexibility:
You can customize the range sizes, colors, and styles to suit your trading strategy.
Summary:
This indicator is a powerful tool for traders who want to visualize price levels and midpoints based on a specific range size. It helps you identify key levels for support, resistance, and potential price targets, making it easier to plan your trades.
AUrumElectronsBreakout - Pullback - Retrace, strategy and method
Visual on GOLD
Look and observe then decide
ItsABoxThe market trades in range 70% of the time. This script is designed to define some of the many ranges the market often trades in.
The ranges included:
Previous days range of value - The range where 70% of market participants conducted business from the prior session. When price trades back into this range. The market tends to (but not always) auction through that range rather easily. It can also act as critical resistance or support intraday for the market to get the continuation it seeks.
Previous day's range - The high and low from the prior session. This range is important for traders as the market often can't seek continuation until we confirm above or below the prior days high and low.
Average Daily Range - The average range the security has traded in over a multi day rolling period. The market often respects its average daily range until given a reason to breakout to the upside or the downside of this range.
Average Daily Expansion Range - a percentage based extension of our average daily range for the rare instances in which the market does trend beyond its average daily high and low. Though not definitive resistance or support. This range is designed to help traders understand how far price can continue to trend beyond its normal range on a day to day basis.
The Ensemble Technical Indicator (ETI)The Ensemble Technical Indicator (ETI) is a script that combines multiple established indicators into one single powerful indicator. Specifically, it takes a number of technical indicators and then converts them into +1 to represent a bullish trend, or a -1 to represent a bearish trend. It then adds these values together and takes the running sum over the past 20 days.
The ETI is composed of the following indicators and converted to +1 or -1 using the following criteria:
Simple Moving Average (10 days : When the price is above the 10-day simple moving averaging, +1, when below -1
Weighted Moving Average (10 days) : Similar to the SMA 10, when the the price is above the 10-day weighted moving average, +1, when below -1
Stochastic K% : If the current Stochastic K% is greater than the previous value, then +1, else -1.
Stochastic D% : Similar to the Stochastic K%, when the current Stochastic D% is greater than the previous value, +1, else -1.
MACD Difference : First subtract the MACD signal (i.e. the moving average) from the MACD value and if the current value is higher than the previous value, then +1, else -1.
William's R% : If the current William's R% is greater than the previous one, then +1, else -1.
William's Accumulation/Distribution : If the current William's AD value is greater than the previous value, then +1, else -1.
Commodity Channel Index : If the Commodity Channel Index is greater than 200 (overbought), then -1, if it is less than -200 (oversold) then +1. When it is between those values, if the current value is greater than the previous value then +1, else -1.
Relative Strength Index : If the Relative Strength Index is over 70 (overbought) then -1 and if under 30 (oversold) then +1. If the Relative Strength Indicator is between those values then if the current value is higher than the previous value +1, else -1.
Momentum (9 days) : If the momentum value is greater than 0, then +1, else -1.
Again, once these values have been calculated and converted, they are added up to produce a single value. This single value is then summed across the previous 20 candles to produce a running sum.
By coalescing multiple technical indicators into a single value across time, traders are able to better understand whether a stock is currently bullish or bearish without relying on too many different indicators, which may seem to contradict each other at times.
Suggested Use : Currently it is suggested that value below -40 reflect oversold conditions, while those above +50 reflect overbought conditions. -80 reflects extremely oversold conditions and may represent a good buying point.
It is also suggested that ETI be used in conjunction with the Stochastic RSI (built in indicator in TradingView). Specifically, when the K% of the Stochastic RSI is below 5 and the ETI is below -40, this is a particularly powerful buy signal that potentially represents a trend reversal into growth.
Advanced Options Signals This advanced TradingView indicator is designed to generate precise buy signals for options trading by combining a broad array of technical tools into one cohesive script. It leverages custom VWAP calculations, multi-timeframe EMAs, RSI, MACD, a custom ADX, Bollinger Bands, and a Z-score filter of the price-VWAP difference to produce robust signals for call and put options.
Key Features:
Custom VWAP Calculation:
Offers the flexibility to use either an anchored VWAP (with a user-defined start time) or a session/daily reset VWAP, ensuring that the reference price adapts to different market conditions.
Multi-Timeframe Trend Confirmation:
Utilizes EMAs from higher timeframes (60-minute and 240-minute charts) to confirm the primary trend, thereby filtering out noise and improving signal accuracy.
Comprehensive Technical Filtering:
Integrates RSI, MACD, a custom ADX (calculated using the directional movement system), Bollinger Bands, and a Z-score filter. This multi-indicator approach refines entry signals and helps reduce false triggers.
Dynamic Risk Management:
Includes ATR-based stop loss suggestions and dynamically generated take profit levels at 25%, 50%, 75%, and 100% targets—ideal for options trading where partial exits can be advantageous.
Targeted Adjustments for NVDA and TSLA:
Recognizing that NVDA and TSLA are high-volatility, high-volume stocks, the script automatically adjusts key parameters (such as the ATR multiplier, ADX threshold, and Z-score thresholds) when it detects these tickers. This fine-tuning improves precision on these popular tech stocks while maintaining full configurability for use on other instruments.
Usage:
While this script is optimized for NVDA and TSLA, it remains fully adaptable for any stock or instrument. Simply adjust the input parameters (such as the periods for technical indicators or the multipliers for volatility filters) to suit the behavior of your target asset. Backtest across different timeframes to ensure it fits your trading style.
Alerts:
Alerts are built in for both call and put signals so you can set notifications for timely trade execution.
Disclaimer: This script is for educational and informational purposes only and should not be construed as financial advice. Trading involves risk, and past performance is not indicative of future results. Use at your own risk.
Crypto Candle Low Leverage TrackerCrypto Candle Low Leverage Tracker
The Candle Low Leverage Indicator is a powerful tool for long position traders seeking to manage risk effectively when using leverage. By evaluating the current candle's low price, this indicator helps traders make more informed decisions about potential entry points, stop losses, and leverage levels. The indicator matches the low of the candle to the leverage needed for liquidation, giving you a clear view of how leverage impacts your position.
This indicator provides two critical insights:
% from Candle Low: Tracks how much the price has moved from the low of the current candle. For long position traders, this percentage is crucial for understanding how far the price has come off the low and deciding whether it’s safe to enter a position or if further price action is needed.
Leverage Needed: Estimates the leverage required to reach the candle's low as the liquidation price. Long traders can use this information to adjust leverage to a safer level, ensuring they don’t overexpose themselves to liquidation risks by matching leverage to the candle’s low.
Key Features:
Customizable table positioning (top, middle, bottom).
Toggle options to show/hide % from Candle Low and Leverage Needed.
Visual indicators with color changes: green for positive change, red for negative change, and blue for leverage requirements.
Ideal for long traders, this tool helps evaluate market conditions, manage risks, and calculate the best leverage to use in long trades, ensuring that leverage aligns with the candle’s low to prevent unnecessary liquidations.
MACD + RSI OverlayMACD + RSI Overlay Indicator
The MACD + RSI Overlay Indicator is a powerful tool that combines the Moving Average Convergence Divergence (MACD) and Relative Strength Index (RSI) into a single, user-friendly view. This indicator enhances trend and momentum analysis by dynamically changing the MACD line and Signal line colors based on RSI levels, while keeping the MACD histogram visible for momentum visualization.
Key Features:
✅ MACD Line, Signal Line, and Histogram – Provides a clear view of momentum shifts and trend direction.
✅ RSI-Based Dynamic Coloring –
If RSI > Overbought Level (default 70) → MACD & Signal Line turn bearish colors (red/orange).
If RSI < Oversold Level (default 30) → MACD & Signal Line turn bullish colors (green/aqua).
Otherwise, MACD lines remain neutral colors.
✅ Momentum Visualization – The MACD Histogram remains visible to indicate bullish/bearish momentum changes.
✅ Overbought/Oversold Highlighting – Subtle background shading when RSI enters extreme levels.
✅ Fully Customizable – Adjust MACD (fast, slow, signal), RSI (length, thresholds), and color settings.
✅ Separate Indicator Pane – Displays in its own pane for a clean and organized charting experience.
Use Cases:
📊 Day & Swing Traders – Spot momentum shifts and overbought/oversold conditions at a glance.
📈 Trend Followers – Confirm trend direction using MACD momentum and RSI strength.
⚡ Reversal Traders – Identify potential trend reversals based on MACD turning points + RSI extremes.
🚀 Gain deeper insights into momentum shifts and trend strength with the MACD + RSI Overlay Indicator!
Candle Cross Moving AverageИндикатор рисует двухцветный Moving Average (MA):
1. Синий цвет - цена открытия и закрытия предыдущего бара выше линии MA.
2. Красный цвет - цена открытия и закрытия предыдущего бара ниже линии MA.
Так же в настройках можно менять:
1. тип MA (Simple, Exponential, Smoothed, Linear);
2. период MA;
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The indicator plots a two-colored Moving Average (MA):
Blue color — the previous bar’s open and close prices are above the MA line.
Red color — the previous bar’s open and close prices are below the MA line.
Customizable settings:
MA type (Simple, Exponential, Smoothed, Linear);
MA period.
BTC Future Gamma-Weighted Momentum Model (BGMM)The BTC Future Gamma-Weighted Momentum Model (BGMM) is a quantitative trading strategy that utilizes the Gamma-weighted average price (GWAP) in conjunction with a momentum-based approach to predict price movements in the Bitcoin futures market. The model combines the concept of weighted price movements with trend identification, where the Gamma factor amplifies the weight assigned to recent prices. It leverages the idea that historical price trends and weighting mechanisms can be utilized to forecast future price behavior.
Theoretical Background:
1. Momentum in Financial Markets:
Momentum is a well-established concept in financial market theory, referring to the tendency of assets to continue moving in the same direction after initiating a trend. Any observed market return over a given time period is likely to continue in the same direction, a phenomenon known as the “momentum effect.” Deviations from a mean or trend provide potential trading opportunities, particularly in highly volatile assets like Bitcoin.
Numerous empirical studies have demonstrated that momentum strategies, based on price movements, especially those correlating long-term and short-term trends, can yield significant returns (Jegadeesh & Titman, 1993). Given Bitcoin’s volatile nature, it is an ideal candidate for momentum-based strategies.
2. Gamma-Weighted Price Strategies:
Gamma weighting is an advanced method of applying weights to price data, where past price movements are weighted by a Gamma factor. This weighting allows for the reinforcement or reduction of the influence of historical prices based on an exponential function. The Gamma factor (ranging from 0.5 to 1.5) controls how much emphasis is placed on recent data: a value closer to 1 applies an even weighting across periods, while a value closer to 0 diminishes the influence of past prices.
Gamma-based models are used in financial analysis and modeling to enhance a model’s adaptability to changing market dynamics. This weighting mechanism is particularly advantageous in volatile markets such as Bitcoin futures, as it facilitates quick adaptation to changing market conditions (Black-Scholes, 1973).
Strategy Mechanism:
The BTC Future Gamma-Weighted Momentum Model (BGMM) utilizes an adaptive weighting strategy, where the Bitcoin futures prices are weighted according to the Gamma factor to calculate the Gamma-Weighted Average Price (GWAP). The GWAP is derived as a weighted average of prices over a specific number of periods, with more weight assigned to recent periods. The calculated GWAP serves as a reference value, and trading decisions are based on whether the current market price is above or below this level.
1. Long Position Conditions:
A long position is initiated when the Bitcoin price is above the GWAP and a positive price movement is observed over the last three periods. This indicates that an upward trend is in place, and the market is likely to continue in the direction of the momentum.
2. Short Position Conditions:
A short position is initiated when the Bitcoin price is below the GWAP and a negative price movement is observed over the last three periods. This suggests that a downtrend is occurring, and a continuation of the negative price movement is expected.
Backtesting and Application to Bitcoin Futures:
The model has been tested exclusively on the Bitcoin futures market due to Bitcoin’s high volatility and strong trend behavior. These characteristics make the market particularly suitable for momentum strategies, as strong upward or downward movements are often followed by persistent trends that can be captured by a momentum-based approach.
Backtests of the BGMM on the Bitcoin futures market indicate that the model achieves above-average returns during periods of strong momentum, especially when the Gamma factor is optimized to suit the specific dynamics of the Bitcoin market. The high volatility of Bitcoin, combined with adaptive weighting, allows the model to respond quickly to price changes and maximize trading opportunities.
Scientific Citations and Sources:
• Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91.
• Black, F., & Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3), 637–654.
• Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), 427–465.
Market Sessions Highlighter with Yesterday's High/LowDescription:
This indicator is designed to enhance your chart analysis by automatically highlighting the three major market sessions—Asian, European, and US—using subtle background colors that adapt to your chart’s exchange timezone. In addition, it plots the previous day’s high and low as horizontal lines, providing key levels that can serve as potential support and resistance zones.
Features:
Session Highlighting:
-Asian Session: Highlights with a subtle yellow background.
-European Session: Highlights with a subtle blue background.
-US Session: Highlights with a subtle light red background.
-The sessions automatically adjust to the exchange timezone set in your chart.
Previous Day’s High and Low:
-Automatically calculates the previous day’s highest and lowest prices using daily boundaries.
-Plots these levels as horizontal lines on your chart to help identify important support and resistance levels.
Customization:
-Built using Pine Script v5, making it easy to customize further if needed.
-Designed to be visually unobtrusive while providing useful market context.
Lida MACD Overlaykottonchan
これらのインジケーターの特徴:
リンダの設定に基づく期間設定(Fast=3, Slow=10, Signal=16)
MACDラインとシグナルラインの表示
クロスオーバーポイントの視覚化(TradingViewバージョン)
ヒストグラムは除外(リンダの手法に従って)
使用方法:
エントリーポイントはMACDがシグナルラインをクロスする地点
プルバックを待ってからエントリー
MACDラインが直近の高値/安値を突破することを確認
フィボナッチ拡張で利確目標を設定(別途設定が必要)
注意点:
このインジケーターは取引の一部としてのみ使用し、他の分析ツールと組み合わせることを推奨
バックテストを行い、自身の取引スタイルに合わせて期間を調整することも検討
EMA This is a simple script that allows you to chart many EMAs using a single indicator without needing to add many different EMAs to the chart. You can select from the most common EMAs required by most chartists to select only the ones you want to see on specific charts.
Having this all within a single indicator allows you to show/hide the EMAs you've configured quickly and saves on chart space and allowed number of simultaneous indicators.
Slope of EMAThe goal of this indicator is to determine if the asset is in a downtrend or uptrend. To determine an up- or downtrend the slope of the Exponential Moving Average (EMA) is calculated.
Inputs for the slope calculation:
- EMA Length
- Number of candles
Using a longer EMA length or a higher number of candles is generally appropriate for identify longer term trends. The shorter the EMA length and number of candles, the faster the indicator responds.
A positive slope indicates an uptrend and a negative slope a downtrend.
Ultra Bullish/Bearish EMA Indicator with Tierschecks the ema and gives it in tiers and also rates it, put points on the distance and then gives you tiers and then rates it but also tell you the cross
