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CPR - Central Pivot Range (by Alex L.)CPR or Central Pivot Range is a tool for identifying a trend, its volatility and its future targets for the price levels (in up or down directions). What this indicator offers: - Main purpose of this indicator is to display levels of support/resistance in a given trend as potentially good levels of entering into position or existing from a position. Entry levels are RED, resistance levels are in GREEN. - You have the ability to view daily, weekly, monthly pivot levels, depending on what kind of trader you are. - Unique to this indicator - you have the ability to view YEARLY pivot levels. - Unique to this indicator - you have the "Pivots History" option to either show all history or just the recent piriod to make your chart clean of "noise". - Unique to this indicator - you can view "future" pivot levels based on current price. - You have the ability to view "future pivots" which can be useful as entry or exit levels for the current trend. - You have the ability to view one, two, three or four pivor levels concurrently depending on how much information you want on your chart. - You have the option to use "Compact View" to further reduce "noise" and make your chart event more clean. - Open source. Some guidelines: - When current Central Pivot Range is higher than previous Central Pivot Range then the stock is in an uptrend and vice versa. - Wide Central Pivot Range usually means the stock is in a "sideways trend" and volatility is low. - Tight Central Pivot Range usually means the stock has a very low volatility and is about to explode (up or down). Switching to a higher timeframe can often give hints to what direction the stock is likely to go. Default settings: - Pivot Levels : "Two Pivot Levels" - Filter/Hide Pivots: "Hide Pivot+BC+TC" - Pivots History: "Few Months Back" 'V' Show Monthly Pivots 'V' Show Future Pivots Calculations of pivot levels formula is according to book "Secrets of a Pivot Boss" by Franklin O. Ochoa. Quote from the book: "The way to make money is to make it. The way to make big money is to be right at exactly the right time." Open source. Enjoy!
Pine Script® göstergesi
synth0 tarafından
Simple RangeThe daily price range is a good proxy to judge an instrument’s volatility. I have combined multiple concepts in this indicator to display information regarding the daily price range & its volatility. A trading period's range is simply the difference between its high and the low. This script shows the daily high-to-low range of the price as a column chart. It has 3 main components: 1. Narrow-range days (NR7) & Wide-range Days (WR20) - as plot columns Original concept from Thomas Bulkowski Modified from "NR4 & NR7 Indicator" script by theapextrader7 Modified from "WR - BC Identifier" script by wrpteam2020 Narrow range days mark price contractions that often precede price expansions. This script uses NR7 (narrow range 7) as a narrow-range day. This value can be changed by the user if, instead of an NR7, he or she wishes to use NR4 or NR21, or any other interval of his or her choice. NR7 is an indecisive trading day in which the range is narrower than any of the previous six days (a total of 7 days). This is a popular concept given by Thomas Bulkowski. A breakout is said to occur when price closes above the top or below the bottom of the NR7. Upside breakout of an NR 7 candle with high volumes indicates bullishness. Similarly, highs & lows of wide-range bars (on big volumes) are also significant reference levels for price. Wide-range candle are identified by size of the body candle (open - close). The script compares the size of previous 20 candles to identify WR20 candles. This value can also be changed by the user. The script shows NR7 & WR20 as orange & blue bars, respectively. The user can also turn on the option to identify a big high-to-low range candle greater than a pre-defined threshold (default is 5%). These show up as green or red bars. 2. TTM Squeeze - as background Original concept from John Carter's book "Mastering the Trade" Based on "Squeeze Momentum Indicator" script by LazyBear John Carter’s TTM Squeeze indicator looks at the relationship between Bollinger Bands and Keltner's Channels to help identify period of volatility contractions. Bollinger Bands being completely enclosed within the Keltner Channels is indicative of a very low volatility. This is a state of volatility contraction known as squeeze. Using different ATR lengths (1.0, 1.5 and 2.0) for Keltner Channels, we can differentiate between levels of squeeze (High, Mid & Low compression, respectively). Greater the compression, higher the potential for explosive moves. In the script, the High, Mid & Low compression squeezes are depicted via the background color being red, orange, or yellow, respectively. 3. Average Daily Range - as table Original idea by alpine_trader Modified from "ADR% - Average Daily Range % by MikeC" script by TheScrutiniser Average Day Range (ADR) tells how much the price moves between the high and low on a given day. This is the day Range, which is then averaged to create ADR. The script uses an average of the last 20 days to calculate the ADR. Unlike ATR (Average True Range), this excludes Gaps. The script displays the ADR as a % value in a table. If you want to find stocks that move a lot on an average on most days, then look for stocks that have ADR% of 5% or more. If you prefer lower volatility stocks, focus on stocks with lower ADR% values, such as 2% or less. How it comes together For a bullish "momentum burst", or a velocity trade: Select stocks with Average Day Range % (ADR) greater than 5 Identify significant reference price levels via highs & lows of WR20 bars (on big volumes) Wait for a decent mid-to-high compression squeeze Look for clusters of NR7 candles in the consolidation Any breakout from this consolidation should be accompanied by more than average (preferably pocket pivot) volumes
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finallynitin tarafından
3
Opening Range, Initial Balance, Opening PriceThis script draws Opening Range, Initial Balance and Opening Price with options to show mid levels. By default, lines changes color depending on whether closing price is above or below the lines. Red if price is below, green if price is above. Colors and line styles are all configurable. Options to change label positions. Some definitions: Opening Range - The opening range is high and low for a given period after the market opens. This period is generally the first 30 or 60 minutes of trading Initial Balance - WRT to TPO profile chart, the Initial Balance is the price range resulting from the market’s trade during the first two 30 minute periods of the regular trading hours session. Why is this useful? The first hour of the trading day is the most active and dynamic period. The price range defined by this period of trading creates some key support / resistance levels for the rest of the day. Example below:
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PtGambler tarafından
14
Time Range Bar PatternThis will show candle pattern in separate window to maintain candle pattern and candle's shape consistently (as in big trading range, candle is much smaller and in small trading range, candle is much bigger) There are 4 parameters: - Bull color and bear color - clear enough - Candle Time Range - you can input time range you desire (remember you need to set the value based on chart time as well, for example if M5, then the time range need to be in M5 time range) - First Candle Time Range - need your help to input the first candle time range for easier calculation and visual (remember you need to set the value based on chart time as well, for example if M5, then the time range of first candle should be in 5 minutes period)
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HastaAdhidaya tarafından
(Quartile Vol.; Vol. Aggregation; Range US Bars; Gaps) [Kioseff]Hello! This indicator is a multifaceted tool that's, hopefully, useful for price action and volume analysis. (This script makes use of the newly introduced "text_font" parameter) With this script you'll have access to: Range US Chart Volume Aggregation Chart Gaps Chart Volume by Quartile Consequently, you'll have access to: First Quartile Volume Threshold Second Quartile Volume Threshold Third Quartile Volume Threshold 90th Percentile Volume Threshold Fourth Quartile Volume Threshold Q2 - Q1 Dispersion Q3 - Q2 Dispersion Q4 - Q3 Dispersion Quartile Deviation Interquartile Range Avg. "n" bar return following "high" volume Avg. "n" bar positive return following "high" volume Avg. "n" bar negative following "high" volume # of Positive Returns Following a Gap # of Negative Returns Following a Gap # of Gaps # of Up Gaps # of Down Gaps Average # of bars to fill Up Gaps Average # of bars to dill Down Gaps Average Gap Up % increase Average Gap Down % decrease Cumulative % increase of all Up Gaps Cumulative % decrease of all Down Gaps Sort gaps by distance from price Hide gaps that price substantially deviates from (gaps will reappear when price trades near the gap) Segment Range US bars by date Manually configure Range US price thresholds Identify "congestion" areas with Range US bars Range US Levels that must be exceeded for a new Range US bar to produce Manually configure cumulative volume threshold for Volume Aggregation bars Segment Volume Aggregation bars by date Largest Volume Aggregation bar increases Largest Volume Aggregation bar decreases Calculate log returns after "high" volume sessions Quartile Volume The Quartile Volume portion of the script segments price/volume intervals by quartile. The image above shows features of the indicator. For statistics, the following metrics are recorded: First Quartile Second Quartile Third Quartile 90th Percentile Fourth Quartile Q2 - Q1 Dispersion Q3 - Q2 Dispersion Q4 - Q3 Dispersion Quartile Deviation Interquartile Range Color-coordinated price bars (by volume quartiles) The percent rank for the volume of the current bar Avg. "n" bar return following "high" volume Avg. "n" bar positive return following "high" volume Avg. "n" bar negative following "high" volume The script colors bars via gradient. By default, bars are colored lime when volume for the interval is "high" (exceeds upper quartile thresholds). The greener the bar, the higher the volume for the interval. Bars are colored red when volume for the interval is "low" (fails to exceed lower quartile thresholds). The redder the bar, the lower the volume for the interval. Naturally, brownish-colored bars reflect a volume interval that concluded near the median. The image above exemplifies the process. This feature might be useful to categorize / objectively define high-volume clusters, low-volume clusters, high-volume price moves, low-volume price moves, etc. For greater precision, you can select to color bars by volume quartile they belong to. The image above shows color-coordinated price bars. More details shown in the image. Additionally, you can select to plot the quartile/percentile that a price bar belongs to on the chart. The image above shows price bars numbered by the volume quartile they belong to. The script will distinguish successive 90th percentile violations, superimpose a linear regression channel atop the data sequence, and record pertinent statistics. The image above shows the process. Lastly, the user can plot an anchored VWAP using a built-in time function. The image above shows the anchored VWAP. Range US Chart A Range US chart operates irrespective of time and volume - simply - bars produce after a user-defined price move is achieved/exceeded in either direction. A range us chart produces “trend candles” and “reversal candles”. A reversal candle always moves against the most immediate bar; a trend candle always moves in favor of the most immediate bar. The user defines the dollar amount price must travel up/down for a trend candle to fulfill, and for a reversal candle to fulfill. Note: if a “down reversal” candle (red) Is produced, it’s impossible for the next candle to also be a down reversal candle - for the downside move to continue the criteria for a down trend candle must be fulfilled. Similarly, if an “up reversal” candle (green) Is produced, it’s impossible for the next candle to also be an up reversal candle - for the upside move to continue, the criteria for an uptrend trend candle must be fulfilled. Consequently, Range US bars frequently trade at the same level for extended periods. This is intentional, as this chart type is theorized to “filter noise” (whether Range US charts fulfill this theory is to your discretion). Lastly, if an up trend candle (green) is produced, the next candle cannot be up a reversal up candle - only a trend up candle or reversal down candle can produce - vice versa for a trend down candle (the subsequent candle cannot be a reversal down candle). In this sense, an uptrend continues on successive trend up candles; a down trend continues on successive trend down candles. The image above exemplifies Range US chart functionality. The lower-right stats table shows the requisite price move for a "Trend" candle to produce and for a "Reversal" candle to produce. The default settings for this chart time automatically calculate the required "Trend" candle price move and the required "Reversal" candle price move. However, both settings are configurable. The image above shows manually configured parameters for a trend bar and reversal bar to produce. This feature allows the user to replicate the Range US chart hosted on extrinsic charting platforms. However, please consider that this script does not use tick data; 1-minute OHLC data is used for calculations. Consequently, configuring the trend bar and reversal bar requirement too low may return inaccurate data. For instance, if you set trend candles to form after a $1 price move then trend candles will form if price moves up $1 from a green Range US bar or down $1 from a red Range US bar. This is sufficient for lower priced assets; however, if you were trading, for instance, Bitcoin - a $1 price move can happen numerous times in one minute. This script can’t plot bars and record data until a 1-minute bar closes and a new 1-minute bar opens. Further, if Bitcoin moves up $1 twenty times and down $1 twenty times in a 1-minute bar - your Range US chart will record such variations as one price move. This data is inaccurate and likely useless. To counter this quandary, a warning message will appear if you configure trend bar price moves or reversal bar price moves too low. The image above shows the concealable warning message. The image above is a flow diagram (made with shaky hands) illustrating the Range US bar formation process. A google search will return additional information on the Range US chart type. Volume Aggregation Bars TradingView user and member of the TradingView Discord server @ferreirajames informed me of the Volume Aggregation chart type. The user commented in the "Suggestions" channel for the TradingView Discord server asking for the Volume Aggregation chart type. As an interim fix, I tried my hand at recreating the process, which is available in this script. Similar to the Range US chart type, Volume Aggregation bars aren’t bound to a time-axis; the bars form after a user-defined, cumulative amount of volume is achieved or exceeded. Consequently, once the cumulative amount of volume is achieved or exceeded - a bar is produced at the corresponding price level. Underlying theory: The chat type is conducive to identifying price levels where traders are “trapped”. Whether the process adequately distinguishes this circumstance is to your discretion. The image above exemplifies the Volume Aggregation chart type. Regardless of the current price, Volume Aggregation bars for after a requisite amount of volume is achieved/exceeded. Tick data isn't used; therefore, remainder values are carry over. By default, the script automatically calculates a proportional cumulative volume total to dictate the formation of Volume Aggregation bars. However, the cumulative threshold is configurable. The image above shows Volume Aggregation bars forming subsequent a user-defined cumulative volume total being exceeded. Note: This chart type uses OHLC data from the timeframe of your chart. Therefore, for instance, setting the volume threshold too low will produce inaccurate, useless data. A warning message will appear for such occurrence. Gaps The indicator incorporates a "Gaps" chart type. The image above shows accompanying features. A list of all unfilled gaps is accessible - gaps for this list are sorted by distance from current price. Partially filled gaps are displayed in the corresponding gap box - the percentage amount the gap was filled is also displayed. Gap statistics show: # of Gaps # of Up Gaps # of Down Gaps Average # of bars to fill Up Gaps Average # of bars to dill Down Gaps Average Gap Up % increase Average Gap Down % decrease Cumulative % increase of all Up Gaps Cumulative % decrease of all Down Gaps Naturally, there may be gaps formed thousands of bars ago that aren't close to price. Showing these gaps on the chart will "scrunch" the y-axis and make prices indistinguishable. I've added a setting that allows the user to hide gaps that are "n" % away from the current price. The gap, if unfilled, will reappear when price trades within the user-defined percentage. The image above shows an example. There's an unfilled down gap that's "hidden" because the current price is a further % away from price than what I've specified in the settings (1%). When prices trade back within 1% of the gap - it will reappear. The image above shows the process in action. Prices moved back within 1% (can be any %) of the gap; therefore, it reappeared on the chart. You can also set the % distance a gap must achieve for it to be considered a gap, recorded and plotted. Additionally, you can select to "visualize" gaps. Similar to the Range US chart and the Volume Aggregation chart, this setting will bars reflecting the most recent sequence of gaps - date and percentage distance of the gap are superimposed atop the bar. Let me know if there's anything else you'd like included! Note: The initial compilation time for this script is.... high. However, once the script's compiled, calculation load times are quick and you can sift through assets and timeframes relatively quick. There's also a setting to "Improve Load Times" in the user-inputs table. This setting only improves the load times for post-compilation calculations and plots. The initial compilation load time is unchanged. Simply, once the indicator has "first loaded", all subsequent loads are quick. Thank you! (:
Pine Script® göstergesi
KioseffTrading tarafından
27
Indicator Daily-Weekly-Range-In-PriceSpecification: Indicator Daily-Weekly-Range-In-Price helps traders to easily identify the price movement of a range that goes from highs to lows in a specific timeframe. Range price can be chosen between daily or weekly. It can be integrated with strategies giving us more information abot price movement. Name:Daily-Weekly-Range-In-Price Category: Mean Reversion. Range Trading Timeframe: From weekly below, depending on the specific technique. Technical Analysis: The indicator uses price action from daily to weekly using highs/lows to detect the range movement. Suggested usage: Every Market especially for Swing Trading Operativity. Daily-Weekly-Range-In-Price Indicator can identify automatically the range between highs and lows from weekly to minor timeframes with labels on the charts and an histogram helping shown on the chart to easily identify the volatility range juat at one glance. Highly Dinamic Inputs Settings: Timeframe can be changed from the input options, labes indicating the range in price will change automatically.
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Maurizio-Ciullo tarafından
4
CPR with Developing Pivot RangeThis Developing Pivot Range(DPR) made by Saravanan_Ragavan based on Pivot Boss Developing Pivot Range Concept. This indicator will show how the CPR is developing during the day. Also it shows how trend developing. range fills with green and widening in up trend, wise versa range fills with red and widening in down trend. Pivot Boss described as following about this indicator: The Developing Pivot Range (DPR) indicator dynamically calculates the central pivot range in real time as new data enters the market bar by bar. Essentially, this indicator allows you to see the “meat of the market” as the day’s trading activity is taking place. More importantly, however, the closing values for the indicator tell you where the central pivot range will be located for the following session, which paves the way for analyzing extremely important two-day pivot range relationships and key width characteristics. Having this information in advance allows us to prepare properly for the upcoming session. Note: Today Session end DPR become Tomorrow's CPR. Hope this Helps you!
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Saravanan_Ragavan tarafından
9
Fr3d0's Volume Profile Visible RangeLow level implementation At the core of VPVR there’s a concept called “bucketization”. Question : what is bucketization? Answer : bucketization consists of identifying metrics with high predictive power and combine them appropriately. I think this is a problem of bucketization because what the VPVR does is to take a price range, divide it into buckets and fill them up with the volume that was produced in each bucket’s range over the given period. The more we divide our price range the finer the resolution, but also the less significant each bucket will become. The steps are : 1. Get the price range with min and max over the give period; 2. Divide the range into buckets; 3. Loop over each candle of the given period and proportionally assign volume to one or more bucket. Question : how to assign volume to buckets? Answer : we need to calculate the right amount to add to each bucket for each candle. If 20% of a candle lies on a bucket then that bucket needs to have 20% of the volume of that candle, the rest 80% belongs to other buckets. To get the percentage of a candle on a given bucket we have to find the price range of the candle contained within the bucket, then divide that amount by the entire length of the candle. How to bucketize Question : what are the formulas of A, B, C and Target respectively? Answer : - A = Max(candle_high, bucket_top) - Min(candle_low, bucket_bottom); - B = Max(candle_high, bucket_top) - Min(candle_high, bucket_top); - C = Max(candle_low, bucket_bottom) - Min(candle_low, bucket_bottom); - Target = A - B - C. Now that we now how to calculate the price range belonging to each bucket we need to calculate a percentage of volume to fill the bucket with. The formula is trivially simple : Volume * Target / (candle_high - candle_low). Question : can we distinguish between buy volume and sell volume? If so, how? Answer : yes we can and the following paragraph will teach you how. Put it simply we can use the difference between the extremes of a candle (low and high) and its close price to get the buy and sell volumes. The formulas for that are : - Buy volume = Volume * (close - low) / (high - low); - Sell volume = Volume * (high - close) / (high - low). I know this is rather simplicistic but it makes sense. Closing thoughts This script is a working progress and I’m going to give more details if necessary, just let me know in the comments down below.
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Fr3d0C0rl30n3 tarafından
39
Multi Range VWAP PivotsMulti Range VWAP Pivots turned out to be one of my most accurate pivot indicators to date! Multi Range VWAP Pivots works by recognizing the high and low of the timeframe selected (D, W, M, 6M, and 12M) and plotting range high to VWAP averages and range low to VWAP averages. After further examination of each completed range, I came to the conclusion that due to the nature of averages, high and low respectively would need to be completed within the current range, for the averages to actually display pivots correctly. This means that if all averages appear to be "pivoting" correctly after or during a break lower of higher, then we can only assume the most recent break higher or lower could be exhaustion and price will be reverted to the mean (VWAP). OR, this could be the most accurate hindsight indicator on the planet. *DISCLAIMER*: This indicator repaints. DO NOT backtest or set alerts with this indicator.
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dysrupt tarafından
6
Weekly Open Percent RangeA simple take on finding percentage gain/drop range in a week for ranging or trending market instrument. This script is hard coded to plot 0 to 3%, -3% range for the week base on instrument weekly open price. Best to use with measured volatility indicator to gauge the movement of price. Anytime the price goes above the range level then it is likely to be trending. Highly volatile instruments will not find this indicator useful. It is best for heavy instruments like Forex or Indices where range % in a week in a non-volatile move is really quite small that these act as resistances and support. Range Levels: 3% 2.5% 2% 1.5% 1% 0.75% 0.5% 0.25% 0% -.25% -.5% -.75% -1% -1.5% -2% -2.5% -3% The next step for this indicator is to consider volatility range of instrument and to include this in the percentage zone levels instead of hard coding these.
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skintheherd tarafından
1
ASFX EMAs, ADR, Asian Range, and Pivot PointsThis indicator combines the essential indicators that ASFX traders use, including the EMAs (8, 21, 50, 200, 800), the Average Daily Range, the Asian Range, and the Pivot Points. The EMAs should be used as dynamic supports and resistances. We could use it to find entries like when there is a bullish engulfing coming off the 21 EMA. The Average Daily Range tells us the how many pips the pair moves on average. We could use it to measure risk/reward ratios or see it as another resistance. The Asian Range is displayed as two lines indicating the Asian Session's High and Low. This could help us to determine whether the pair is ready for a breakout. We might avoid setups that are still in the Asian Range as the pair might still be indecisive. The Pivot Points are also another form of support and resistance which are calculated using the previous day's data. The Pivot Points displayed in this indicator only include the Pivot, R1, R2, R3, S1, S2, S3. (R4, R5, S4, S5 are not included) All of these indicators should give us a read of the trend. If the EMAs are beautifully fanned out with the 8 EMA on the top and the 800 EMA on the bottom and the price is above the Asian Range and the Pivot, we might keep an eye for a long entry.
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kc_bluemercury tarafından
4
Ruckard TradingLatinoThis strategy tries to mimic TradingLatino strategy. The current implementation is beta. Si hablas castellano o espanyol por favor consulta MENSAJE EN CASTELLANO más abajo. It's aimed at BTCUSDT pair and 4h timeframe. STRATEGY DEFAULT SETTINGS EXPLANATION max_bars_back=5000 : This is a random number of bars so that the strategy test lasts for one or two years calc_on_order_fills=false : To wait for the 4h closing is too much. Try to check if it's worth entering a position after closing one. I finally decided not to recheck if it's worth entering after an order is closed. So it is false. calc_on_every_tick=false pyramiding=0 : We only want one entry allowed in the same direction. And we don't want the order to scale by error. initial_capital=1000 : These are 1000 USDT. By using 1% maximum loss per trade and 7% as a default stop loss by using 1000 USDT at 12000 USDT per BTC price you would entry with around 142 USDT which are converted into: 0.010 BTC . The maximum number of decimal for contracts on this BTCUSDT market is 3 decimals. E.g. the minimum might be: 0.001 BTC . So, this minimal 1000 amount ensures us not to entry with less than 0.001 entries which might have happened when using 100 USDT as an initial capital. slippage=1 : Binance BTCUSDT mintick is: 0.01. Binance slippage: 0.1 % (Let's assume). TV has an integer slippage. It does not have a percentage based slippage. If we assume a 1000 initial capital, the recommended equity is 142 which at 11996 USDT per BTC price means: 0.011 BTC. The 0.1% slippage of: 0.011 BTC would be: 0.000011 . This is way smaller than the mintick. So our slippage is going to be 1. E.g. 1 (slippage) * 0.01 (mintick) commission_type=strategy.commission.percent and commission_value=0.1 : According to: binance . com / en / fee / schedule in VIP 0 level both maker and taker fees are: 0.1 %. BACKGROUND Jaime Merino is a well known Youtuber focused on crypto trading His channel TradingLatino features monday to friday videos where he explains his strategy. JAIME MERINO STANCE ON BOTS Jaime Merino stance on bots (taken from memory out of a 2020 June video from him): '~ You know. They can program you a bot and it might work. But, there are some special situations that the bot would not be able to handle. And, I, as a human, I would handle it. And the bot wouldn't do it. ~' My long term target with this strategy script is add as many special situations as I can to the script so that it can match Jaime Merino behaviour even in non normal circumstances. My alternate target is learn Pine script and enjoy programming with it. WARNING This script might be bigger than other TradingView scripts. However, please, do not be confused because the current status is beta. This script has not been tested with real money. This is NOT an official strategy from Jaime Merino. This is NOT an official strategy from TradingLatino . net . HOW IT WORKS It basically uses ADX slope and LazyBear's Squeeze Momentum Indicator to make its buy and sell decisions. Fast paced EMA being bigger than slow paced EMA (on higher timeframe) advices going long. Fast paced EMA being smaller than slow paced EMA (on higher timeframe) advices going short. It finally add many substrats that TradingLatino uses. SETTINGS __ SETTINGS - Basics ____ SETTINGS - Basics - ADX (ADX) Smoothing {14} (ADX) DI Length {14} (ADX) key level {23} ____ SETTINGS - Basics - LazyBear Squeeze Momentum (SQZMOM) BB Length {20} (SQZMOM) BB MultFactor {2.0} (SQZMOM) KC Length {20} (SQZMOM) KC MultFactor {1.5} (SQZMOM) Use TrueRange (KC) {True} ____ SETTINGS - Basics - EMAs (EMAS) EMA10 - Length {10} (EMAS) EMA10 - Source {close} (EMAS) EMA55 - Length {55} (EMAS) EMA55 - Source {close} ____ SETTINGS - Volume Profile Lowest and highest VPoC from last three days is used to know if an entry has a support VPVR of last 100 4h bars is also taken into account (VP) Use number of bars (not VP timeframe): Uses 'Number of bars {100}' setting instead of 'Volume Profile timeframe' setting for calculating session VPoC (VP) Show tick difference from current price {False}: BETA . Might be useful for actions some day. (VP) Number of bars {100}: If 'Use number of bars (not VP timeframe)' is turned on this setting is used to calculate session VPoC. (VP) Volume Profile timeframe {1 day}: If 'Use number of bars (not VP timeframe)' is turned off this setting is used to calculate session VPoC. (VP) Row width multiplier {0.6}: Adjust how the extra Volume Profile bars are shown in the chart. (VP) Resistances prices number of decimal digits : Round Volume Profile bars label numbers so that they don't have so many decimals. (VP) Number of bars for bottom VPOC {18}: 18 bars equals 3 days in suggested timeframe of 4 hours. It's used to calculate lowest session VPoC from previous three days. It's also used as a top VPOC for sells. (VP) Ignore VPOC bottom advice on long {False}: If turned on it ignores bottom VPOC (or top VPOC on sells) when evaluating if a buy entry is worth it. (VP) Number of bars for VPVR VPOC {100}: Number of bars to calculate the VPVR VPoC. We use 100 as Jaime once used. When the price bounces back to the EMA55 it might just bounce to this VPVR VPoC if its price it's lower than the EMA55 (Sells have inverse algorithm). ____ SETTINGS - ADX Slope ADX Slope help us to understand if ADX has a positive slope, negative slope or it is rather still. (ADXSLOPE) ADX cut {23}: If ADX value is greater than this cut (23) then ADX has strength (ADXSLOPE) ADX minimum steepness entry {45}: ADX slope needs to be 45 degrees to be considered as a positive one. (ADXSLOPE) ADX minimum steepness exit {45}: ADX slope needs to be -45 degrees to be considered as a negative one. (ADXSLOPE) ADX steepness periods {3}: In order to avoid false detection the slope is calculated along 3 periods. ____ SETTINGS - Next to EMA55 (NEXTEMA55) EMA10 to EMA55 bounce back percentage {80}: EMA10 might bounce back to EMA55 or maybe to 80% of its complete way to EMA55 (NEXTEMA55) Next to EMA55 percentage {15}: How much next to the EMA55 you need to be to consider it's going to bounce back upwards again. ____ SETTINGS - Stop Loss and Take Profit You can set a default stop loss or a default take profit. (STOPTAKE) Stop Loss % {7.0} (STOPTAKE) Take Profit % {2.0} ____ SETTINGS - Trailing Take Profit You can customize the default trailing take profit values (TRAILING) Trailing Take Profit (%) {1.0}: Trailing take profit offset in percentage (TRAILING) Trailing Take Profit Trigger (%) {2.0}: When 2.0% of benefit is reached then activate the trailing take profit. ____ SETTINGS - MAIN TURN ON/OFF OPTIONS (EMAS) Ignore advice based on emas {false}. (EMAS) Ignore advice based on emas (On closing long signal) {False}: Ignore advice based on emas but only when deciding to close a buy entry. (SQZMOM) Ignore advice based on SQZMOM {false}: Ignores advice based on SQZMOM indicator. (ADXSLOPE) Ignore advice based on ADX positive slope {false} (ADXSLOPE) Ignore advice based on ADX cut (23) {true} (STOPTAKE) Take Profit? {false}: Enables simple Take Profit. (STOPTAKE) Stop Loss? {True}: Enables simple Stop Loss. (TRAILING) Enable Trailing Take Profit (%) {True}: Enables Trailing Take Profit. ____ SETTINGS - Strategy mode (STRAT) Type Strategy: 'Long and Short', 'Long Only' or 'Short Only'. Default: 'Long and Short'. ____ SETTINGS - Risk Management (RISKM) Risk Management Type: 'Safe', 'Somewhat safe compound' or 'Unsafe compound'. ' Safe ': Calculations are always done with the initial capital (1000) in mind. The maximum losses per trade/day/week/month are taken into account. ' Somewhat safe compound ': Calculations are done with initial capital (1000) or a higher capital if it increases. The maximum losses per trade/day/week/month are taken into account. ' Unsafe compound ': In each order all the current capital is gambled and only the default stop loss per order is taken into account. That means that the maximum losses per trade/day/week/month are not taken into account. Default : 'Somewhat safe compound'. (RISKM) Maximum loss per trade % {1.0}. (RISKM) Maximum loss per day % {6.0}. (RISKM) Maximum loss per week % {8.0}. (RISKM) Maximum loss per month % {10.0}. ____ SETTINGS - Decimals (DECIMAL) Maximum number of decimal for contracts {3}: How small (3 decimals means 0.001) an entry position might be in your exchange. EXTRA 1 - PRICE IS IN RANGE indicator (PRANGE) Print price is in range {False}: Enable a bottom label that indicates if the price is in range or not. (PRANGE) Price range periods {5}: How many previous periods are used to calculate the medians (PRANGE) Price range maximum desviation (%) {0.6} ( > 0 ): Maximum positive desviation for range detection (PRANGE) Price range minimum desviation (%) {0.6} ( > 0 ): Mininum negative desviation for range detection EXTRA 2 - SQUEEZE MOMENTUM Desviation indicator (SQZDIVER) Show degrees {False}: Show degrees of each Squeeze Momentum Divergence lines to the x-axis. (SQZDIVER) Show desviation labels {False}: Whether to show or not desviation labels for the Squeeze Momentum Divergences. (SQZDIVER) Show desviation lines {False}: Whether to show or not desviation lines for the Squeeze Momentum Divergences. EXTRA 3 - VOLUME PROFILE indicator WARNING: This indicator works not on current bar but on previous bar. So in the worst case it might be VP from 4 hours ago. Don't worry, inside the strategy calculus the correct values are used. It's just that I cannot show the most recent one in the chart. (VP) Print recent profile {False}: Show Volume Profile indicator (VP) Avoid label price overlaps {False}: Avoid label prices to overlap on the chart. EXTRA 4 - ZIGNALY SUPPORT (ZIG) Zignaly Alert Type {Email}: 'Email', 'Webhook'. ' Email ': Prepare alert_message variable content to be compatible with zignaly expected email content format. ' Webhook ': Prepare alert_message variable content to be compatible with zignaly expected json content format. EXTRA 5 - DEBUG (DEBUG) Enable debug on order comments {False}: If set to true it prepares the order message to match the alert_message variable. It makes easier to debug what would have been sent by email or webhook on each of the times an order is triggered. HOW TO USE THIS STRATEGY BOT MODE: This is the default setting. PROPER VOLUME PROFILE VIEWING: Click on this strategy settings. Properties tab. Make sure Recalculate 'each time the order was run' is turned off. NEWBIE USER: (Check PROPER VOLUME PROFILE VIEWING above!) You might want to turn on the 'Print recent profile {False}' setting. Alternatively you can use my alternate realtime study: 'Resistances and supports based on simplified Volume Profile' but, be aware, it might consume one indicator. ADVANCED USER 1: Turn on the 'Print price is in range {False}' setting and help us to debug this subindicator. Also help us to figure out how to include this value in the strategy. ADVANCED USER 2: Turn on the all the (SQZDIVER) settings and help us to figure out how to include this value in the strategy. ADVANCED USER 3: (Check PROPER VOLUME PROFILE VIEWING above!) Turn on the 'Print recent profile {False}' setting and report any problem with it. JAIME MERINO: Just use the indicator as it comes by default. It should only show BUY signals, SELL signals and their associated closing signals. From time to time you might want to check 'ADVANCED USER 2' instructions to check that there's actually a divergence. Check also 'ADVANCED USER 1' instructions for your amusement. EXTRA ADVICE It's advised that you use this strategy in addition to these two other indicators: * Squeeze Momentum Indicator * ADX so that your chart matches as close as possible to TradingLatino chart. ZIGNALY INTEGRATION This strategy supports Zignaly email integration by default. It also supports Zignaly Webhook integration. ZIGNALY INTEGRATION - Email integration example What you would write in your alert message: ||{{strategy.order.alert_message}}||key=MYSECRETKEY|| ZIGNALY INTEGRATION - Webhook integration example What you would write in your alert message: { {{strategy.order.alert_message}} , "key" : "MYSECRETKEY" } CREDITS I have reused and adapted some code from 'Directional Movement Index + ADX & Keylevel Support' study which it's from TradingView console user. I have reused and adapted some code from '3ema' study which it's from TradingView hunganhnguyen1193 user. I have reused and adapted some code from 'Squeeze Momentum Indicator ' study which it's from TradingView LazyBear user. I have reused and adapted some code from 'Strategy Tester EMA-SMA-RSI-MACD' study which it's from TradingView fikira user. I have reused and adapted some code from 'Support Resistance MTF' study which it's from TradingView LonesomeTheBlue user. I have reused and adapted some code from 'TF Segmented Linear Regression' study which it's from TradingView alexgrover user. I have reused and adapted some code from "Poor man's volume profile" study which it's from TradingView IldarAkhmetgaleev user. FEEDBACK Please check the strategy source code for more detailed information where, among others, I explain all of the substrats and if they are implemented or not. Q1. Did I understand wrong any of the Jaime substrats (which I have implemented)? Q2. The strategy yields quite profit when we should long (EMA10 from 1d timeframe is higher than EMA55 from 1d timeframe. Why the strategy yields much less profit when we should short (EMA10 from 1d timeframe is lower than EMA55 from 1d timeframe)? Any idea if you need to do something else rather than just reverse what Jaime does when longing? FREQUENTLY ASKED QUESTIONS FAQ1. Why are you giving this strategy for free? TradingLatino and his fellow enthusiasts taught me this strategy. Now I'm giving back to them. FAQ2. Seriously! Why are you giving this strategy for free? I'm confident his strategy might be improved a lot. By keeping it to myself I would avoid other people contributions to improve it. Now that everyone can contribute this is a win-win. FAQ3. How can I connect this strategy to my Exchange account? It seems that you can attach alerts to strategies. You might want to combine it with a paying account which enable Webhook URLs to work. I don't know how all of this works right now so I cannot give you advice on it. You will have to do your own research on this subject. But, be careful. Automating trades, if not done properly, might end on you automating losses. FAQ4. I have just found that this strategy by default gives more than 3.97% of 'maximum series of losses'. That's unacceptable according to my risk management policy. You might want to reduce default stop loss setting from 7% to something like 5% till you are ok with the 'maximum series of losses'. FAQ5. Where can I learn more about your work on this strategy? Check the source code. You might find unused strategies. Either because there's not a substantial increases on earnings. Or maybe because they have not been implemented yet. FAQ6. How much leverage is applied in this strategy? No leverage. FAQ7. Any difference with original Jaime Merino strategy? Most of the times Jaime defines an stop loss at the price entry. That's not the case here. The default stop loss is 7% (but, don't be confused it only means losing 1% of your investment thanks to risk management). There's also a trailing take profit that triggers at 2% profit with a 1% trailing. FAQ8. Why this strategy return is so small? The strategy should be improved a lot. And, well, backtesting in this platform is not guaranteed to return theoric results comparable to real-life returns. That's why I'm personally forward testing this strategy to verify it. MENSAJE EN CASTELLANO En primer lugar se agradece feedback para mejorar la estrategia. Si eres un usuario avanzado y quieres colaborar en mejorar el script no dudes en comentar abajo. Ten en cuenta que aunque toda esta descripción tenga que estar en inglés no es obligatorio que el comentario esté en inglés. CHISTE - CASTELLANO ¡Pero Jaime! ¡400.000! ¡Tu da mun!
Pine Script® stratejisi
ruckard tarafından
28
Interquartile rangeThis script plots the Interquartile range (difference between 3rd and 1st quartile), providing useful infos about price distribution and volatility . It is designed to work paired with my other script "Moving percentiles channel", but you can also use it alone. Features: - You can compute the percentiles using Linear interpolation or Nearest Rank methods - You can plot not only the Interquartile range, but also the range (difference between 100th and 0 percentiles) or a User defined range (you have to select which percentiles you want to use from the settings) - The script also plots a signal line that you can use to obtain signals when the Range line crosses the signal line itself. You can plot the signal line using many different MAs ( SMA , EMA , DEMA , TEMA , WMA , VWMA , HMA , ALMA , LSMA , FRAMA ). - It also plots an histogram that represents the difference between the Range and the Signal line. It will be green colored when positive, and red colored when negative. Please show me your support and follow me if you like my scripts. Many more of them are coming in the future. @ Bezzus
Pine Script® göstergesi
Bezzus tarafından
REVEREVE is abbreviation from Range Extension Volume Expansion. This indicator shows these against a background of momentum. The histogram and columns for the range and volume rises ara calculated with the same algorithm as I use in the Volume Range Events indicator, which I published before. Because this algorithm uses the same special function to assess 'normal' levels for volume and range and uses the same calculation for depicting the rises on a scale of zero through 100, it becomes possible to compare volume and range rises in the same chart panel and come to meaningful conclusions. Different from VolumeRangeEvents is that I don't attempt to show direction of the bars and columns by actually pointing up or down. However I did color the bars for range events according to direction if Close jumps more than 20 percent of ATR up or down either blue or red. If the wider range leads to nothing, i.e. a smaller jump than 20 percent, the color is black. You can teak this in the inputs. The volume colums ar colored according to two criteria, resulting in four colors (orange, blue, maroon, green). The first criterium is whether the expansion is climactic (orange, blue) or moderate (maroon, green). I assume that climactic (i.e. more than twice as much) volume marks the beginning or end of a trend. The second criterium looks at the range event that goes together with the volume event. If lots of volume lead to little change in range (blue, green), I assume that this volume originates from institutional traders who are accumulating or distributing. If wild price jumps occur with comparatively little volume (orange, maroon, or even no volume event) I assume that opportunistic are active, some times attributing to more volume. For the background I use the same colors calculated with the same algorithm as in the Hull Agreement Indicator, which I published before. This way I try to predict trend changes by observation of REVE.
Pine Script® göstergesi
eykpunter tarafından
3
EMA Range OscillatorEMA Range Oscillator (ERO) - User Guide Overview The EMA Range Oscillator (ERO) is a technical indicator that measures the distance between two Exponential Moving Averages (EMAs) and the distance between price and EMA. It normalizes these distances into a 0-100 range, helping traders identify trend strength, market momentum, and potential reversal points. Components Main Line Green Line: EMA20 > EMA50 (Uptrend) Red Line: EMA20 < EMA50 (Downtrend) Histogram White Histogram: Price distance from EMA20 Key Levels Upper Level (80): High divergence zone Middle Level (50): Neutral zone Lower Level (20): Low divergence zone Parameters ParameterDefaultDescriptionFast EMA20Short-term EMA periodSlow EMA50Long-term EMA periodNormalization Period100Lookback period for scalingUpper80Upper threshold levelLower20Lower threshold level How to Read the Indicator High Values (Above 80) Strong trend in progress EMAs are widely separated High momentum Potential overbought/oversold conditions Watch for possible trend exhaustion Low Values (Below 20) Consolidation phase EMAs are close together Low volatility Potential breakout setup Range-bound market conditions Middle Zone (20-80) Normal market conditions Moderate trend strength Balanced momentum Look for directional clues from color changes
Pine Script® göstergesi
cgrmetin tarafından
Time Based Range CandleThis indicator creates a visual candle representation from price action during a specified time period. Key Features: Configurable Sessions: Set any calculation period (when range is measured) and display period (when visualization appears) Candle Visualization: Draws a large candle showing open, close, high, low with proper body coloring Wick/Tail Analysis: Displays wicks and tails with quarter-level subdivisions based on candle type (bullish vs bearish) End Marker: Vertical line marks exactly when the calculation period ends Quarter Lines: Optional dotted/dashed lines showing 25%, 50%, 75% levels within body, wicks, and tails Common Use Cases: Overnight range analysis (18:00 - 6:00 ET) displayed during regular hours Session-based range trading (Asian, London, NY sessions) Custom time period analysis for any market The indicator follows proper candle terminology where wicks and tails are measured differently for bullish vs bearish candles, making it useful for precise level analysis and range trading strategies.
Pine Script® göstergesi
Fractaldactyl tarafından
Previous Day Fibonacci + Opening RangePrev Day Fibonacci & Opening Range Levels This indicator is designed for professional traders who want to combine yesterday’s market structure with today’s intraday levels. 🔹 Features: Automatic Fibonacci Retracements: Draws customizable Fibonacci retracement/extension levels based on the previous day’s High & Low. Full Customization: Users can adjust the Fibonacci ratios and colors directly in settings. Opening Range Levels: Plots today’s first candle High & Low (user-selectable timeframe for OR). Clear Visuals: Helps identify key reversal zones, breakout levels, and confluence areas between higher timeframe structure and intraday moves. 🔹 Usage Ideas: Spot potential reversal zones when price reacts to previous-day Fib levels. Combine Opening Range breakout strategies with daily Fib levels for high-probability setups. Use as confluence levels with your existing price action or indicator-based strategy. ⚡ Pro Tip: Look for overlaps between the Opening Range and Fibonacci retracements — these zones often act as strong support/resistance areas.
Pine Script® göstergesi
drashtayoga11 tarafından