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Multi-Layer Volume Profile [BigBeluga]A powerful multi-resolution volume analysis tool that stacks multiple profiles of historical trading activity to reveal true market structure. This indicator breaks down total and delta volume distribution across time at four adjustable depths — enabling traders to spot major POCs, volume shelves, and zones of price acceptance or rejection with unmatched clarity. 🔵 KEY FEATURES Multi-Layer Volume Profiles: Up to 4 separate volume profiles are stacked on the chart: - Profile 1: Full period - Profile 2: Half-length - Profile 3: Quarter-length - Profile 4: One-eighth-length This layering helps traders assess confluence across different time horizons. Custom Bin Resolution: Each profile uses a customizable number of bins to control visual precision. More bins = higher granularity, fewer bins = smoother profile. Precise POC Highlighting: The price level with the maximum traded volume in each profile is highlighted with a thick blue POC line. This key level shows the most accepted price for each period. Total and Delta Volume Labels: - Total Volume: Displays cumulative volume over the profile period at the top of the profile box. - Delta Volume: The difference between bullish and bearish volume is labeled at the base, showing directional pressure. Positive delta = buyer dominance, negative delta = seller dominance. Range Levels: Each profile includes horizontal reference lines showing its high, low, bounds. These edges often align with price reaction zones and become future resistance/support. 🔵 HOW IT WORKS For each active profile, the indicator: - Collects price range (highs/lows) across the selected `length` - Divides this range into equal bins - Assigns volume into bins based on candle close location - Aggregates volume per bin to form the profile (polylines) Separately tracks: - Total volume (sum of all candles in range) - Delta volume (sum of candle volumes: positive for bullish, negative for bearish closes) Highlights the bin with maximum volume (POC) and marks it with a thick blue line. Adds auxiliary lines for high/low of each profile box and total/delta volume tags with tooltips. 🔵 USAGE Spot Acceptance Zones: Thick, flat areas on the profile show where price stayed longest — ideal for building positions. Identify Rejection Zones: Thin volume areas signal price rejection and are often used for stop placement or entries. Delta Confirmation: Use strong positive/negative delta readings as directional bias confirmation for breakout trades. Confluence Detection: Watch for overlapping POCs between layers to identify extremely strong support/resistance zones. 🔵 CONCLUSION Multi-Layer Volume Profile equips traders with a deeply layered market structure view. Whether you're scalping intraday levels or analyzing macro support zones, the ability to stack volume perspectives, visualize directional delta, and anchor POCs provides an edge in anticipating market moves. Use this tool to validate entries, confirm structure, and make more informed, volume-aware trading decisions.
Pine Script® göstergesi
BigBeluga tarafından
36
MC High/LowMC High/Low is a minimalist precision tool designed to show traders the most critical price levels — the High and Low of the current Day and Week — in real-time, without any visual clutter or historical trails. It automatically tracks: 🔼 HOD – High of Day 🔽 LOD – Low of Day 📈 HOW – High of Week 📉 LOW – Low of Week Each level is plotted using simple black horizontal lines, updated dynamically as the session evolves. Labels are clearly marked and positioned to the right of the screen for easy reference. There’s no trailing history, no background colors, and no distractions — just pure price structure for clean confluence. Perfect for: Intraday scalpers Swing traders Liquidity & range traders This is a tool built for sniper-level execution — straight from the MadCharts mindset. 🛠 Created by: 🔒 Version: Public Release 🎯 Use this with your favorite price action, liquidity, or market structure strategies.
Pine Script® göstergesi
RealMadCharts tarafından
3
Adaptive Signal OracleAdaptive Signal Oracle – Precision Forecasting with Weighted KNN & HMA Trend Logic 🔍 Overview Adaptive Signal Oracle is a forward-looking trend prediction strategy that merges non-repainting technical analysis with a machine-learning-inspired forecasting model. Built from scratch, it is not a mashup of off-the-shelf indicators. Instead, it uses a handcrafted K-Nearest Neighbors (KNN)-style prediction engine combined with a classic HMA (Hull Moving Average) trend filter to deliver actionable, high-confidence entries. 📈 Core Components Explained 🔸 1. KNN-Weighted Future Predictor (Custom Engine) Simulates a machine learning process using historical price behavior. Compares current conditions to a rolling dataset of past feature/label pairs. Assigns weights based on distance, forming a probabilistic directional bias. Generates: Prediction Probability (% confidence) Expected Price Movement Magnitude Dynamic Trade Targets (TP1/TP2) 🔸 2. HMA Trend Filter (Hull Moving Average) Used for real-time trend confirmation. Prevents entry during whipsaws by enforcing directional alignment. Non-repainting and adaptive to volatility swings. 🔸 3. Risk-Managed Execution Logic Built-in 2-level take-profit system: TP1: Partial exit (50%) TP2: Full exit (remaining 100%) Hard-coded stop-loss at a configurable percentage (default: 2%) Includes cooldown logic to prevent same-bar entries and exits 🔸 4. Integrated Visual Dashboard Tracks: Trade status Entry price TP/SL hits Trend direction Real-time PnL Dashboard is resizable and repositionable for user control 🔸 5. Clean Bar Coloring Highlights predicted direction with green (bullish) and red (bearish) candles Enhances signal visibility without interfering with price action ⚠️ Important Notes This script does not repaint. All calculations are based on confirmed historical data, using bar-closed logic only. Ideal for crypto, forex, and trending asset classes, especially on the 1H+ timeframes. Not intended for use as financial advice or automated investment decision-making. 🧠 How to Use Set desired TP/SL levels in the strategy inputs. Adjust k-value and lookback for best fit with your instrument. Monitor the dashboard and colored bars for trade entries. Use as part of a broader system with structure, support/resistance, or volume confirmation if needed. 🛡️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always test on historical data and demo environments before applying to live trading. The author is not liable for any financial decisions made based on this script.
Pine Script® stratejisi
robertgroff72 tarafından
Dskyz (DAFE) Quantum Sentiment Flux - Beginners Dskyz (DAFE) Quantum Sentiment Flux - Beginners: Welcome to the Dskyz (DAFE) Quantum Sentiment Flux - Beginners , a strategy and concept that’s your ultimate wingman for trading futures like MNQ, NQ, MES, and ES. This gem combines lightning-fast momentum signals, market sentiment smarts, and bulletproof risk management into a system so intuitive, even newbies can trade like pros. With clean DAFE visuals, preset modes for every vibe, and a revamped dashboard that’s basically a market GPS, this strategy makes futures trading feel like a high-octane sci-fi mission. Built on the Dskyz (DAFE) legacy of Aurora Divergence, the Quantum Sentiment Flux is designed to empower beginners while giving seasoned traders a lean, sentiment-driven edge. It uses fast/slow EMA crossovers for entries, filters trades with VIX, SPX trends, and sector breadth, and keeps your account safe with adaptive stops and cooldowns. Tuned for more action with faster signals and a slick bottom-left dashboard, this updated version is ready to light up your charts and outsmart institutional traps. Let’s dive into why this strat’s a must-have and break down its brilliance. Why Traders Need This Strategy Futures markets are a wild ride—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional games that can wreck unprepared traders. Beginners often get lost in complex systems or burned by impulsive trades. The Quantum Sentiment Flux is the antidote, offering: Dead-Simple Setup: Preset modes (Aggressive, Balanced, Conservative) auto-tune signals, risk, and sizing, so you can trade without a quant degree. Sentiment Superpower: VIX filter, SPX trend, and sector breadth visuals keep you aligned with market health, dodging chop and riding trends. Ironclad Safety: Tighter ATR-based stops, 2:1 take-profits, and preset cooldowns protect your capital, even in chaotic sessions. Next-Level Visuals: Green/red entry triangles, vibrant EMAs, a sector breadth background, and a beefed-up dashboard make signals and context pop. DAFE Swagger: The clean aesthetics, sleek dashboard—ties it to Dskyz’s elite brand, making your charts a work of art. Traders need this because it’s a plug-and-play system that blends beginner-friendly simplicity with pro-level market awareness. Whether you’re just starting or scalping 5min MNQ, this strat’s your key to trading with confidence and style. Strategy Components 1. Core Signal Logic (High-Speed Momentum) The strategy’s engine is a momentum-based system using fast and slow Exponential Moving Averages (EMAs), now tuned for faster, more frequent trades. How It Works: Fast/Slow EMAs: Fast EMA (Aggressive: 5, Balanced: 7, Conservative: 9 bars) and slow EMA (12/14/18 bars) track short-term vs. longer-term momentum. Crossover Signals: Buy: Fast EMA crosses above slow EMA, and trend_dir = 1 (fast EMA > slow EMA + ATR * strength threshold). Sell: Fast EMA crosses below slow EMA, and trend_dir = -1 (fast EMA < slow EMA - ATR * strength threshold). Strength Filter: ma_strength = fast EMA - slow EMA must exceed an ATR-scaled threshold (Aggressive: 0.15, Balanced: 0.18, Conservative: 0.25) for robust signals. Trend Direction: trend_dir confirms momentum, filtering out weak crossovers in choppy markets. Evolution: Faster EMAs (down from 7–10/21–50) catch short-term trends, perfect for active futures markets. Lower strength thresholds (0.15–0.25 vs. 0.3–0.5) make signals more sensitive, boosting trade frequency without sacrificing quality. Preset tuning ensures beginners get optimized settings, while pros can tweak via mode selection. 2. Market Sentiment Filters The strategy leans hard into market sentiment with a VIX filter, SPX trend analysis, and sector breadth visuals, keeping trades aligned with the big picture. VIX Filter: Logic: Blocks long entries if VIX > threshold (default: 20, can_long = vix_close < vix_limit). Shorts are always allowed (can_short = true). Impact: Prevents longs during high-fear markets (e.g., VIX spikes in crashes), while allowing shorts to capitalize on downturns. SPX Trend Filter: Logic: Compares S&P 500 (SPX) close to its SMA (Aggressive: 5, Balanced: 8, Conservative: 12 bars). spx_trend = 1 (UP) if close > SMA, -1 (DOWN) if < SMA, 0 (FLAT) if neutral. Impact: Provides dashboard context, encouraging trades that align with market direction (e.g., longs in UP trend). Sector Breadth (Visual): Logic: Tracks 10 sector ETFs (XLK, XLF, XLE, etc.) vs. their SMAs (same lengths as SPX). Each sector scores +1 (bullish), -1 (bearish), or 0 (neutral), summed as breadth (-10 to +10). Display: Green background if breadth > 4, red if breadth < -4, else neutral. Dashboard shows sector trends (↑/↓/-). Impact: Faster SMA lengths make breadth more responsive, reflecting sector rotations (e.g., tech surging, energy lagging). Why It’s Brilliant: - VIX filter adds pro-level volatility awareness, saving beginners from panic-driven losses. - SPX and sector breadth give a 360° view of market health, boosting signal confidence (e.g., green BG + buy signal = high-probability trade). - Shorter SMAs make sentiment visuals react faster, perfect for 5min charts. 3. Risk Management The risk controls are a fortress, now tighter and more dynamic to support frequent trading while keeping accounts safe. Preset-Based Risk: Aggressive: Fast EMAs (5/12), tight stops (1.1x ATR), 1-bar cooldown. High trade frequency, higher risk. Balanced: EMAs (7/14), 1.2x ATR stops, 1-bar cooldown. Versatile for most traders. Conservative: EMAs (9/18), 1.3x ATR stops, 2-bar cooldown. Safer, fewer trades. Impact: Auto-scales risk to match style, making it foolproof for beginners. Adaptive Stops and Take-Profits: Logic: Stops = entry ± ATR * atr_mult (1.1–1.3x, down from 1.2–2.0x). Take-profits = entry ± ATR * take_mult (2x stop distance, 2:1 reward/risk). Longs: stop below entry, TP above; shorts: vice versa. Impact: Tighter stops increase trade turnover while maintaining solid risk/reward, adapting to volatility. Trade Cooldown: Logic: Preset-driven (Aggressive/Balanced: 1 bar, Conservative: 2 bars vs. old user-input 2). Ensures bar_index - last_trade_bar >= cooldown. Impact: Faster cooldowns (especially Aggressive/Balanced) allow more trades, balanced by VIX and strength filters. Contract Sizing: Logic: User sets contracts (default: 1, max: 10), no preset cap (unlike old 7/5/3 suggestion). Impact: Flexible but risks over-leverage; beginners should stick to low contracts. Built To Be Reliable and Consistent: - Tighter stops and faster cooldowns make it a high-octane system without blowing up accounts. - Preset-driven risk removes guesswork, letting newbies trade confidently. - 2:1 TPs ensure profitable trades outweigh losses, even in volatile sessions like April 27, 2025 ES slippage. 4. Trade Entry and Exit Logic The entry/exit rules are simple yet razor-sharp, now with VIX filtering and faster signals: Entry Conditions: Long Entry: buy_signal (fast EMA crosses above slow EMA, trend_dir = 1), no position (strategy.position_size = 0), cooldown passed (can_trade), and VIX < 20 (can_long). Enters with user-defined contracts. Short Entry: sell_signal (fast EMA crosses below slow EMA, trend_dir = -1), no position, cooldown passed, can_short (always true). Logic: Tracks last_entry_bar for visuals, last_trade_bar for cooldowns. Exit Conditions: Stop-Loss/Take-Profit: ATR-based stops (1.1–1.3x) and TPs (2x stop distance). Longs exit if price hits stop (below) or TP (above); shorts vice versa. No Other Exits: Keeps it straightforward, relying on stops/TPs. 5. DAFE Visuals The visuals are pure DAFE magic, blending clean function with informative metrics utilized by professionals, now enhanced by faster signals and a responsive breadth background: EMA Plots: Display: Fast EMA (blue, 2px), slow EMA (orange, 2px), using faster lengths (5–9/12–18). Purpose: Highlights momentum shifts, with crossovers signaling entries. Sector Breadth Background: Display: Green (90% transparent) if breadth > 4, red (90%) if breadth < -4, else neutral. Purpose: Faster breadth_sma_len (5–12 vs. 10–50) reflects sector shifts in real-time, reinforcing signal strength. - Visuals are intuitive, turning complex signals into clear buy/sell cues. - Faster breadth background reacts to market rotations (e.g., tech vs. energy), giving a pro-level edge. 6. Sector Breadth Dashboard The new bottom-left dashboard is a game-changer, a 3x16 table (black/gray theme) that’s your market command center: Metrics: VIX: Current VIX (red if > 20, gray if not). SPX: Trend as “UP” (green), “DOWN” (red), or “FLAT” (gray). Trade Longs: “OK” (green) if VIX < 20, “BLOCK” (red) if not. Sector Breadth: 10 sectors (Tech, Financial, etc.) with trend arrows (↑ green, ↓ red, - gray). Placeholder Row: Empty for future metrics (e.g., ATR, breadth score). Purpose: Consolidates regime, volatility, market trend, and sector data, making decisions a breeze. - VIX and SPX metrics add context, helping beginners avoid bad trades (e.g., no longs if “BLOCK”). Sector arrows show market health at a glance, like a cheat code for sentiment. Key Features Beginner-Ready: Preset modes and clear visuals make futures trading a breeze. Sentiment-Driven: VIX filter, SPX trend, and sector breadth keep you in sync with the market. High-Frequency: Faster EMAs, tighter stops, and short cooldowns boost trade volume. Safe and Smart: Adaptive stops/TPs and cooldowns protect capital while maximizing wins. Visual Mastery: DAFE’s clean flair, EMAs, dashboard—makes trading fun and clear. Backtestable: Lean code and fixed qty ensure accurate historical testing. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Pick Preset: Aggressive (scalping), Balanced (versatile), or Conservative (safe). Balanced is default. Set Contracts: Default 1, max 10. Stick low for safety. Check Dashboard: Bottom-left shows preset, VIX, SPX, and sectors. “OK” + green breadth = strong buy. Backtest: Run in strategy tester to compare modes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see VIX filter and stops in action. Why It’s Brilliant The Dskyz (DAFE) Quantum Sentiment Flux - Beginners is a masterpiece of simplicity and power. It takes pro-level tools—momentum, VIX, sector breadth—and wraps them in a system anyone can run. Faster signals and tighter stops make it a trading machine, while the VIX filter and dashboard keep you ahead of market chaos. The DAFE visuals and bottom-left command center turn your chart into a futuristic cockpit, guiding you through every trade. For beginners, it’s a safe entry to futures; for pros, it’s a scalping beast with sentiment smarts. This strat doesn’t just trade—it transforms how you see the market. Final Notes This is more than a strategy—it’s your launchpad to mastering futures with Dskyz (DAFE) flair. The Quantum Sentiment Flux blends accessibility, speed, and market savvy to help you outsmart the game. Load it, watch those triangles glow, and let’s make the markets your canvas! Official Statement from Pine Script Team (see TradingView help docs and forums): "This warning may appear when you call functions such as ta.sma inside a request.security in a loop. There is no runtime impact. If you need to loop through a dynamic list of tickers, this cannot be avoided in the present version... Values will still be correct. Ignore this warning in such contexts." (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Pine Script® stratejisi
DskyzInvestments tarafından
1
Daily Volume High Notifier📜 Script Description – Daily Volume High Notifier This indicator monitors trade volume and sends an alert whenever a new daily high in volume is reached. The high volume is reset at the beginning of each trading day, allowing traders to stay informed of significant intraday volume spikes. 🛠️ Features: Tracks the highest trade volume for the current day. Resets the volume high tracker at the start of each new day. Sends a real-time notification (alert()) whenever a new volume high is detected. Useful for identifying unusual activity, potential breakouts, or institutional participation. 📊 Visual Elements: Blue histogram for standard volume. Red line showing the current day’s highest volume so far. 🔔 How to Use: Add the script to any chart. Enable alerts using the built-in alert() function. Receive notifications every time volume hits a new high for the day. 🔔 Setting up Alerts in TradingView: After adding this indicator to your chart: Click the Alarm Clock (Alerts) icon. Set condition: Daily Volume High Notifier → alert() function call . Choose your alert type (app notification, email, popup, etc.). Name it something like "Volume High Alert" and hit Create. This tool is ideal for day traders, scalpers, and volume-based strategy traders who want to be instantly notified of spikes in market activity.
Pine Script® göstergesi
richadonn24 tarafından
Gap Day Stats TableDescription: This Pine Script helps you analyze gap up and gap down days using a user-defined gap percentage threshold. It generates a real-time statistics table that tracks: 📈 Number of Gap Up Days 🔻 How many of those days closed lower (Open > Close) 🧮 Total points lost on such gap up days (Open - Close) 📉 Number of Gap Down Days 🔺 How many of those days closed higher (Close > Open) 🧮 Total points gained on such gap down days (Close - Open) 🔧 Customization: Gap threshold is adjustable via input Automatically updates stats daily Ideal for spotting behavioral edge in gaps This tool is useful for traders building gap trading systems, mean reversion models, or studying post-gap behavior in equities and indices.
Pine Script® göstergesi
Kirubakaran_Rajendran tarafından
datastructuresLibrary "datastructures" Collection of complex data structures not generally present as part of pinescript and can be used for collection and transformation of the data method init(this)   initialise StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet to be initialised   Returns: current object of StringSet method add(this, value)   add value to StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object @value the key of stringset to be set      value (string)   Returns: current object of StringSet method clear(this)   clear StringSet contents   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object   Returns: current object of StringSet method remove(this, value)   remove value from StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object @value the key of stringset to be removed      value (string)   Returns: current object of StringSet method size(this)   get size of the StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object   Returns: size of StringSet map method isEmpty(this)   check if stringset is empty   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object   Returns: true if empty else returns false method iterator(this)   get values of the StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object   Returns: values of StringSet method contains(this, value)   check if value is present in StringSet   Namespace types: StringSet   Parameters:      this (StringSet) : StringSet object      value (string)   Returns: true if Value is present. False otherwise method initialiseCountMap(types, numberOfStates)   Initialise a new map of string to Count   Namespace types: array   Parameters:      types (array) : array of string containing map keys      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method initialiseCountMap(types, numberOfStates)   Initialise a new map of string to Count   Namespace types: map   Parameters:      types (map) : map containing types and configurable boolean flag      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method get(this, key, n)   get count based on primary string key and secondary int key   Namespace types: map   Parameters:      this (map) : map of string to to Count      key (string) : primary key      n (int) : secondary key   Returns: derived count from map of map method get(this, key, n)   get array of int associated with key and n   Namespace types: map   Parameters:      this (map) : map of string to to MapToInts      key (string) : primary string key      n (int) : secondary int key   Returns: derived array of int for the given key combination method get(this, key, n)   get array of float associated with key and n   Namespace types: map   Parameters:      this (map) : map of string to to MapToFloats      key (string) : primary string key      n (int) : secondary int key   Returns: derived array of float method get(this, key)   get values of Ints based on key   Namespace types: map   Parameters:      this (map) : map of string to Ints      key (string) : string key   Returns: values inside Ints object associated in the map method set(this, key, n, value)   set count for specific primary and secondary key   Namespace types: map   Parameters:      this (map) : map of string to to Count      key (string) : primary string key      n (int) : secondary int key      value (int) : the new count value to be set   Returns: updated value for key and n method increment(this, key, n)   increment count for specific primary and secondary key   Namespace types: map   Parameters:      this (map) : map of string to to Count      key (string) : primary string key      n (int) : secondary int key   Returns: incremented value method increment(this, key, n)   intcrement the value of Ints based on key and n (secondary key)   Namespace types: map   Parameters:      this (map) : map of string to Ints      key (string) : string key      n (int) : secondary int key   Returns: incremented nth object of Ints associated with key method initialiseIntsMap(types, numberOfStates)   Initialise a new map of string to Map to Ints   Namespace types: array   Parameters:      types (array) : array of string containing map keys      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method initialiseIntsMap(types, numberOfStates)   Initialise a new map of string to Map to Ints   Namespace types: map   Parameters:      types (map) : map with boolean flag      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method initialiseFloatsMap(types, numberOfStates)   Initialise a new map of string to Map to Floats   Namespace types: array   Parameters:      types (array) : array of string containing map keys      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method initialiseFloatsMap(types, numberOfStates)   Initialise a new map of string to Map to Floats   Namespace types: map   Parameters:      types (map) : map with boolean flag      numberOfStates (int) : number of items to be tracked for each type   Returns: new map() with empty initialisation method initialiseMapOfInts(types, numberOfStates)   Initialise map of two dimentional Ints based on types and number of states   Namespace types: array   Parameters:      types (array) : types array for which a new Map to Ints to be created      numberOfStates (int) : number of states for which the Ints needs to be initialised   Returns: new map of string to two dimension array of int (Ints) method initialiseMapOfInts(types, numberOfStates)   Initialise map of two dimentional Ints based on types and number of states   Namespace types: map   Parameters:      types (map) : types map for which a new Map to Ints to be created along with bool flag      numberOfStates (int) : number of states for which the Ints needs to be initialised   Returns: new map of string to two dimension array of int (Ints) StringSet   Set implementation using map   Fields:      strSet (map) : map of string to bool Count   type containing map of int to int   Fields:      count (map) : map of int to int used for counting Ints   custom type to enable array of array of int   Fields:      values (array) : int array Floats   custom type to enable array of array of float   Fields:      values (array) : float array MapToInts   type containing map of int to int array   Fields:      vmap (map) : map of int to Ints used as counting collection MapToFloats   type containing map of int to float array   Fields:      vmap (map) : map of int to Floats used as floating stat collection
Pine Script® kütüphanesi
Trendoscope tarafından
1
FordOverview The "Ford Trading Assistant" is an indicator crafted to support traders during the fast-paced New York trading session. This tool overlays a customizable table on your chart, delivering real-time insights from key market internals—NYSE and Nasdaq Advance/Decline (A/D), Volume Difference (VOLD), and TICK—alongside a unique Trend Score and actionable trading instructions. Its innovative design blends multiple data points into a cohesive market analysis tool, offering visual clarity and contextual guidance to help traders navigate intraday momentum shifts. Purpose and Usefulness Unlike typical price-based indicators, the Ford Trading Assistant taps into broad market internals to reveal underlying sentiment and momentum, making it an essential companion for intraday trading in the New York session for ETFs such as SPY/QQQ/IWM and Futures Markets(ES/NQ/RTY). It’s ideal for scalpers, day traders, and swing traders looking to confirm trend strength, spot potential reversals, or avoid choppy conditions. The indicator’s dual-table interface—one for data and signals, another for instructions—provides a streamlined way to assess current market dynamics and anticipate what’s ahead, enhancing decision-making in real time. How It Works The indicator pulls live data from six critical market internals using a 1-second timeframe: NYSE Advance/Decline (A/D) - Tracks the balance of advancing versus declining NYSE stocks. Nasdaq Advance/Decline (A/D) - Monitors the same for Nasdaq stocks. NYSE VOLD - Measures the net volume difference between buying and selling on the NYSE. Nasdaq VOLD - Captures the equivalent for Nasdaq. NYSE TICK - Gauges the net number of NYSE stocks ticking up versus down. Nasdaq TICK - Reflects the same for Nasdaq. These internals are analyzed to determine their trend state (e.g., bullish, bearish, or neutral), displayed with color-coded backgrounds and emojis for instant recognition. The indicator then: Assesses Trend Conditions: Evaluates the alignment of internals to identify varying degrees of bullish or bearish momentum, reflected in bar colors on the chart. Calculates a Trend Score: Combines the strength of all internals into a single, proprietary metric that summarizes market direction and intensity. Generates Signals: Detects changing states in market internals like reversals, acceleration, exhaustion, divergence, breakouts, and mean reversion, presented with directional cues and timestamps. A separate instruction panel interprets these conditions, delivering guidance tailored to the market’s current state—whether it’s trending strongly, leaning one way, or stuck in divergence—helping traders understand the auction’s behavior and adjust their approach. Internal Signals and Their Role Each internal signal plays a distinct role in confirming the market’s current state and the conditions you’re trading into: NYSE and Nasdaq A/D: Reflects market breadth. Strong positive readings indicate widespread buying interest, while negative readings suggest broad selling pressure, helping confirm if a move has solid participation. NYSE and Nasdaq VOLD: Tracks volume momentum. High positive values signal aggressive buying, while deep negatives point to heavy selling, validating whether price action is supported by volume. NYSE and Nasdaq TICK: Captures short-term sentiment. Extreme values highlight overbought or oversold conditions, offering clues about potential continuation or exhaustion. How Signals Confirm Conditions Trend Score: A positive score suggests bullish control, a negative score indicates bearish control, and a neutral score points to indecision. It acts as a quick gauge of overall market health with a low score of -24 and a max score of +24 with calculations based on overall internal conditions. Reversal: Warns of potential trend shifts, triggered by significant changes in momentum or conflicting internals. Useful for exiting trends or preparing for counter-moves. Acceleration: Highlights strengthening momentum, confirming conditions for trading a trend with confidence. Exhaustion: Flags overextended moves, signaling fading momentum—ideal for profit-taking or fading trades. Divergence: Indicates a disconnect between price and internals, cautioning against chasing moves that lack internal support. Breakout: Identifies sharp momentum surges, confirming conditions for high-probability breakout trades. Mean Reversion: Signals a pullback from extremes, suggesting a return to balance for range-bound strategies. How to Use It Add to Chart: Apply the indicator to any symbol (e.g., SPY, QQQ) on a 1-second or higher timeframe. It displays an "Internals Table" (default bottom right) and an "Instructions" panel (top right). Track Internals: Watch the table for real-time data, trend states, and the Trend Score. The Bar colors also reflect the strength of bullish or bearish conditions. Read Instructions: Use the instruction panel to understand the market’s state—e.g., "Trending Bullish" suggesting buying conditions, while "Diverging" would suggests caution. Leverage Signals: Act on signals like "Breakout" or "Exhaustion" to enter new trades, exit old trades, manage current trades or continue to remain sidelined. Adjust table settings (position, size, colors) via inputs. Pair with Price: Combine with your favorite price tools (e.g., support/resistance) to align internals with chart setups. Customization Modify the lookback period (default 100 bars), table orientation (vertical/horizontal), text size, colors, and transparency to fit your workflow. Limitations Requires real-time NYSE/Nasdaq data, which may depend on your TradingView plan. Signals reflect current conditions, not future predictions, and may lag in extreme volatility. Best used alongside price analysis for a complete trading strategy. Requires a TradingView Subscription that supports the 1s Time Frame Why It’s Original The Ford Trading Assistant stands apart by integrating NYSE and Nasdaq internals into a unified, trader-friendly tool with a custom Trend Score and dynamic instructions. Rather than simply mashing up existing indicators, it offers a fresh approach to interpreting market momentum, enhanced by real-time signal detection and actionable guidance—making it a standout assistant for the New York session.
Pine Script® göstergesi
ATMTrades tarafından
zone trading stratThis only works for DOGEUSD , I made it for the 8cap chart so only use it for that. If you want this for other symbols/charts you need to comment below or msg me. # Price Zone Trading System: Technical Explanation ## Core Concept The Price Zone Tracker is built on the concept that price tends to respect certain key levels or "zones" on the chart. These zones act as support and resistance areas where price may bounce or break through. The system combines zone analysis with multiple technical indicators to generate high-probability trading signals. ## Zone Analysis The system tracks 9 predefined price zones. Each zone has both a high and low boundary, except for Zone 5 which is represented by a single line. When price enters a zone, the system monitors whether it stays within the zone, breaks above it (bullish), or breaks below it (bearish). This zone behavior establishes the foundational bias of the system: - When price closes above its previous zone: Zone State = Bullish - When price closes below its previous zone: Zone State = Bearish - When price remains within a zone: Zone State = Neutral ## Trend Analysis Components The system performs multi-timeframe analysis using several technical components: 1. **Higher Timeframe Analysis** (±3 points in scoring) - Uses 15-minute charts for sub-5-minute timeframes - Uses 30-minute charts for 5-minute timeframes - Uses 60-minute charts for timeframes above 5 minutes - Evaluates candlestick patterns and EMA crossovers on the higher timeframe 2. **EMA Direction** (±1 point in scoring) - Compares 12-period and 26-period EMAs - Bullish when fast EMA > slow EMA - Bearish when fast EMA < slow EMA 3. **MACD Analysis** (±1 point in scoring) - Uses standard 12/26/9 MACD settings - Bullish when MACD line crosses above signal line with positive histogram - Bearish when MACD line crosses below signal line with negative histogram 4. **Price Action** (±2 points in scoring) - Evaluates whether price is making higher highs/higher lows (uptrend) - Or lower highs/lower lows (downtrend) - Also considers ATR-based volatility and strength of movements ## Trend Score Calculation All these components are weighted and combined into a trend score: - Higher timeframe components have stronger weights (±2-3 points) - Current timeframe components have moderate weights (±1 point) - Price action components have varied weights (±0.5-2 points) The final trend state is determined by thresholds: - Score > +3: Trend Analysis State = Bullish - Score < -3: Trend Analysis State = Bearish - Score between -3 and +3: Trend Analysis State = Neutral ## Signal Generation Logic The system combines the Zone State with the Trend Analysis State: 1. If Zone State and Trend Analysis State are both bullish: - Combined State = Bullish - Line Color = Green 2. If Zone State and Trend Analysis State are both bearish: - Combined State = Bearish - Line Color = Red 3. If Zone State and Trend Analysis State contradict each other: - Combined State = Neutral - Line Color = Black This implements a safety mechanism requiring both zone analysis and technical indicators to agree before generating a directional signal. ## Trading Signals Trading signals are generated based on changes in the Combined State: - When Combined State changes from neutral/bearish to bullish: - Trading Signal = LONG (green triangle appears on chart) - When Combined State changes from neutral/bullish to bearish: - Trading Signal = SHORT (red triangle appears on chart) - When Combined State changes from bullish/bearish to neutral: - Trading Signal = EXIT (yellow X appears on chart) - When Combined State remains unchanged: - Trading Signal = NONE (no new marker appears) ## Reversal Warning The system also monitors for potential reversal conditions: - When Combined State is bullish but both RSI and MFI are overbought (>70) - When Combined State is bearish but both RSI and MFI are oversold (<30) In these cases, a yellow diamond appears on the chart as a warning that a reversal might be imminent. ## Visual Elements The indicator provides multiple visual elements: 1. Zone boundaries as translucent orange areas 2. A single colored line below price (green/red/black) showing the current signal 3. Trading signals as shapes on the chart 4. An information panel showing all relevant indicator values and signals ## Usage Limitations The indicator is designed to work optimally on timeframes below 30 minutes. On higher timeframes, a warning appears and analysis is disabled.
Pine Script® göstergesi
user2839409 tarafından
2
Low Liquidity Zones [PhenLabs]📊 Low Liquidity Zones Version: PineScript™ v6 📌 Description Low Liquidity Zones identifies and highlights periods of unusually low trading volume on your chart, marking areas where price movement occurred with minimal participation. These zones often represent potential support and resistance levels that may be more susceptible to price breakouts or reversals when revisited with higher volume. Unlike traditional volume analysis tools that focus on high volume spikes, this indicator specializes in detecting low liquidity areas where price moved with minimal resistance. Each zone displays its volume delta, providing insight into buying vs. selling pressure during these thin liquidity periods. This combination of low volume detection and delta analysis helps traders identify potential price inefficiencies and weak structures in the market. 🚀 Points of Innovation • Identifies low liquidity zones that most volume indicators overlook but which often become significant technical levels • Displays volume delta within each zone, showing net buying/selling pressure during low liquidity periods • Dynamically adjusts to different timeframes, allowing analysis across multiple time horizons • Filters zones by maximum size percentage to focus only on precise price levels • Maintains historical zones until they expire based on your lookback settings, creating a cumulative map of potential support/resistance areas 🔧 Core Components • Low Volume Detection: Identifies candles where volume falls below a specified threshold relative to recent average volume, highlighting potential liquidity gaps. • Volume Delta Analysis: Calculates and displays the net buying/selling pressure within each low liquidity zone, providing insight into the directional bias during low participation periods. • Dynamic Timeframe Adjustment: Automatically scales analysis periods to match your selected timeframe preference, ensuring consistent identification of low liquidity zones regardless of chart settings. • Zone Management System: Creates, tracks, and expires low liquidity zones based on your configured settings, maintaining visual clarity on the chart. 🔥 Key Features • Low Volume Identification: Automatically detects and highlights candles where volume falls below your specified threshold compared to the moving average. • Volume Delta Visualization: Shows the net volume delta within each zone, providing insight into whether buyers or sellers were dominant despite the low overall volume. • Flexible Timeframe Analysis: Analyze low liquidity zones across multiple predefined timeframes or use a custom lookback period specific to your trading style. • Zone Size Filtering: Filters out excessively large zones to focus only on precise price levels, improving signal quality. • Automatic Zone Expiration: Older zones are automatically removed after your specified lookback period to maintain a clean, relevant chart display. 🎨 Visualization • Volume Delta Labels: Each zone displays its volume delta with “+” or “-” prefix and K/M suffix for easy interpretation, showing the strength and direction of pressure during the low volume period. • Persistent Historical Mapping: Zones remain visible for your specified lookback period, creating a cumulative map of potential support and resistance levels forming under low liquidity conditions. 📖 Usage Guidelines Analysis Timeframe Default: 1D Range/Options: 15M, 1HR, 3HR, 4HR, 8HR, 16HR, 1D, 3D, 5D, 1W, Custom Description: Determines the historical period to analyze for low liquidity zones. Shorter timeframes provide more recent data while longer timeframes offer a more comprehensive view of significant zones. Use Custom option with the setting below for precise control. Custom Period (Bars) Default: 1000 Range: 1+ Description: Number of bars to analyze when using Custom timeframe option. Higher values show more historical zones but may impact performance. Volume Analysis Volume Threshold Divisor Default: 0.5 Range: 0.1-1.0 Description: Maximum volume relative to average to identify low volume zones. Example: 0.5 means volume must be below 50% of the average to qualify as low volume. Lower values create more selective zones while higher values identify more zones. Volume MA Length Default: 15 Range: 1+ Description: Period length for volume moving average calculation. Shorter periods make the indicator more responsive to recent volume changes, while longer periods provide a more stable baseline. Zone Settings Zone Fill Color Default: #2196F3 (80% transparency) Description: Color and transparency of the low liquidity zones. Choose colors that stand out against your chart background without obscuring price action. Maximum Zone Size % Default: 0.5 Range: 0.1+ Description: Maximum allowed height of a zone as percentage of price. Larger zones are filtered out. Lower values create more precise zones focusing on tight price ranges. Display Options Show Volume Delta Default: true Description: Toggles the display of volume delta within each zone. Enabling this provides additional insight into buying vs. selling pressure during low volume periods. Delta Text Position Default: Right Options: Left, Center, Right Description: Controls the horizontal alignment of the delta text within zones. Adjust based on your chart layout for optimal readability. ✅ Best Use Cases • Identifying potential support and resistance levels that formed during periods of thin liquidity • Spotting price inefficiencies where larger players may have moved price with minimal volume • Finding low-volume consolidation areas that may serve as breakout or reversal zones when revisited • Locating potential stop-hunting zones where price moved on minimal participation • Complementing traditional support/resistance analysis with volume context ⚠️ Limitations • Requires volume data to function; will not work on symbols where the data provider doesn’t supply volume information • Low volume zones don’t guarantee future support/resistance - they simply highlight potential areas of interest • Works best on liquid instruments where volume data has meaningful fluctuations • Historical analysis is limited by the maximum allowed box count (500) in TradingView • Volume delta in some markets may not perfectly reflect buying vs. selling pressure due to data limitations 💡 What Makes This Unique • Focus on Low Volume: Unlike some indicators that highlight high volume events particularly like our very own TLZ indicator, this tool specifically identifies potentially significant price zones that formed with minimal participation. • Delta + Low Volume Integration: Combines volume delta analysis with low volume detection to reveal directional bias during thin liquidity periods. • Flexible Lookback System: The dynamic timeframe system allows analysis across any timeframe while maintaining consistent zone identification criteria. • Support/Resistance Zone Generation: Automatically builds a visual map of potential technical levels based on volume behavior rather than just price patterns. 🔬 How It Works 1. Volume Baseline Calculation: The indicator calculates a moving average of volume over your specified period to establish a baseline for normal market participation. This adaptive baseline accounts for natural volume fluctuations across different market conditions. 2. Low Volume Detection: Each candle’s volume is compared to the moving average and flagged when it falls below your threshold divisor. The indicator also filters zones by maximum size to ensure only precise price levels are highlighted. 3. Volume Delta Integration: For each identified low volume candle, the indicator retrieves the volume delta from a lower timeframe. This delta value is formatted with appropriate scaling (K/M) and displayed within the zone. 4. Zone Management: New zones are created and tracked in a dynamic array, with each zone extending rightward until it expires. The system automatically removes expired zones based on your lookback period to maintain a clean chart. 💡 Note: Low liquidity zones often represent areas where price moved with minimal participation, which can indicate potential market inefficiencies. These zones frequently become important support/resistance levels when revisited, especially if approached with higher volume. Consider using this indicator alongside traditional technical analysis tools for comprehensive market context. For best results, experiment with different volume threshold settings based on the specific instrument’s typical volume patterns.
Pine Script® göstergesi
PhenLabs tarafından
2
Nimu Market on Paper Multi-Timeframe Analysis Tool is a powerful visual aid for identifying trends, reversals, and key price movements across multiple timeframes — particularly useful for intraday traders and those using technical analysis strategies Timeframes & Data Collection: The script tracks multiple timeframes (1m, 5m, 15m, 30m, 1H, 2H, 4H, 8H), storing their open, high, low, and close prices in arrays (trdh, trdc, trdo, trdl). It uses request.security() to fetch these values for the current symbol and specified timeframes . User Inputs: Base Timeframe: Chooses the primary timeframe for analysis. Bar Count: Determines how many bars to display. Border Thickness: Sets the visual thickness of box borders. Colors: Configurable for bullish, bearish, background, and borders Visual Elements: Dynamic Boxes: Drawn using box.new(), these illustrate the range between high and low prices with the percentage change displayed inside. Candlestick Plots: Rendered for each tracked timeframe using plotcandle(), colored according to bullish or bearish price action and styled based on timeframe scaling. Regression Line: A linear regression line plotted over the selected timeframe’s close prices to capture trend direction. Logic & Presentation: Determines the right timeframe index based on user input (base). Calculates percentage change from high to low and visualizes it with shaded boxes. Automatically deletes older boxes to maintain clarity. Customizes candle appearance based on timeframe granularity.
Pine Script® göstergesi
jahjae tarafından
1
ZenAlgo - LevelsThis script combines multiple anchored Volume-Weighted Average Price (VWAP) calculations into a single tool, providing a continuous record of past VWAP levels and highlighting when price has tested them. Typically, VWAP indicators show only the current VWAP for a single anchor period, requiring you to either keep re-anchoring manually or juggle multiple instances of different VWAP tools for each timeframe. By contrast, this script automatically tracks both the ongoing VWAP and previously completed VWAP values, along with real-time detection of “tests” (when price crosses a particular VWAP level). It’s especially valuable for traders who want to see how price has interacted with VWAP over several sessions, weeks, or months—without switching between separate indicators or manually setting anchors. Below is a comprehensive explanation of each component, why multiple VWAP lines working together can be more informative than a single line, and how to adjust the script for various markets and trading styles: Primary VWAP vs. Historical VWAP Lines - Standard VWAP indicators typically focus on the current line only. This script also calculates a primary VWAP, but it “locks in” each completed VWAP value when a new time anchor is detected (e.g., new weekly bar, new monthly bar, new session). As a result, you retain an ongoing history of VWAP lines for every completed anchored period. This is more powerful than manually setting up multiple VWAP tools—one for each desired timeframe—because everything is handled in a single script. You avoid chart clutter and the risk of forgetting to reset your manual VWAP at the correct bar. Why Combine Multiple Anchored VWAP Lines in One Script? - Viewing several anchored VWAP lines together offers synergy . You see not only the current VWAP but also previous ones from different sessions or months, all within the same chart pane. This synergy becomes apparent if multiple historical VWAP lines cluster near the same price level, indicating a potentially significant zone of volume-based support or resistance. Handling this manually would involve repeatedly setting separate VWAP indicators, each reset at specific points, which is time-consuming and prone to error. In this script, the process is automated: as soon as the anchor changes, a completed VWAP line is stored so you can observe how price eventually reacts to it, repeatedly or not at all. Automated “Test” Detection - Once a historical VWAP line is set, the script tracks when price crosses it in subsequent bars. If the high and low of a bar span that line, the script marks it in red (both the line and its label). It also keeps a counter of how many times each line has been tested. This method goes beyond a simple visual approach by quantifying the retests. Because all these lines are created and managed in one place, you don’t have to manually label the lines or check them one by one. Advantages Over Manually Setting Multiple VWAPs You save screen space: Instead of layering several VWAP indicators, each with unique settings, this single script plots them all on one overlay. Automation: When a new anchor period begins, the script “closes out” the old VWAP and starts a new one. You never need to remember to reset it manually. Retest Visualization: The script not only draws each line but also changes color and updates the label automatically if a line gets tested. Doing this by hand would be labor-intensive. Unified Parameters: All settings (e.g., array size, max distance, test count limit) apply uniformly. You can manage them from one place, instead of configuring multiple separate tools. Extended Insight with Multiple VWAP Lines Since VWAP reflects the volume-weighted average price for each chosen period, historical lines can show zones where the market had a fair-value consensus in previous intervals. When the script preserves these lines, you see potential support/resistance areas more distinctly. If, for instance, price continually pivots around an old VWAP line, that may reveal a strong volume-based level. With several older VWAP lines on the chart, you gain an immediate sense of where these volume-derived averages have appeared and how price reacted over time. This wider perspective often proves more revealing than a single “current” VWAP line that does not reflect previous anchor sessions. Handling of Illiquid Markets and Volume Limitations VWAP is inherently tied to volume data, so its reliability decreases if volume reporting is missing or if the asset trades with very low liquidity. In such cases, a single large trade might momentarily skew the VWAP, resulting in “false” test signals when the high/low range intersects an abnormal price swing. If you suspect the data is incomplete or the market is unusually thin, it’s wise to confirm the validity of these VWAP lines before using them for any decision-making. Additionally, unusual market conditions—like after-hours trading or sudden high-volatility events—may cause VWAP to shift quickly, setting up multiple lines in a short time. Key User-Configurable Settings Hide VWAP on Day timeframe and above : Lets you disable the primary VWAP plot on daily or higher timeframes for a cleaner view. Anchor Period : Select from Session, Week, Month, Quarter, Year, Decade or Century. Controls how frequently the script resets and preserves the VWAP line. Offset : Moves the current VWAP line by a specified number of bars if you need a shifted perspective. Max Array Size : Caps how many past VWAP lines the script will remember. Prevents clutter if you’re charting very long histories. Max Distance : Defines how far back (in bar index units) a line is kept. If a line’s start bar is older than this threshold, it’s removed, keeping the chart uncluttered. Max Red Labels : Limits the number of tested (red) VWAP lines that appear. If price tests a large number of old lines, only the newest red labels remain once you hit the set limit. Workflow Overview As soon as a new anchor period begins (e.g., a new weekly candle if “Week” is chosen), the script ends the current VWAP and stores that final value in its internal arrays. It creates a dotted line and label representing the completed VWAP, and keeps track of whether it has been tested or not. Subsequent bars may then cross that line. If a bar’s high/low includes the line’s value, it’s flagged as tested, labeled red, and a test counter increases. As new anchored periods come, old lines remain visible—unless they fall outside your maxDistance or you exceed the maximum stored line count. Real-World Benefits Combining multiple VWAP lines—ranging, for example, from session-based lines for intraday perspectives to monthly or quarterly lines for broader context—provides a layered view of the volume-based fair price. This can help you quickly spot zones where price repeatedly intersects old VWAPs, potentially highlighting where bulls or bears took action historically. Because this script automates the management of all these lines and flags their retests, it removes a great deal of repetitive manual work that would typically accompany multiple, separate VWAP indicators set to different anchors. Limitations & Practical Use As with any volume-related tool, the script depends on reliable volume data. Assets trading on smaller venues or during illiquid periods may produce spurious signals. The script does not signal buy or sell decisions; rather, it helps visually map out where volume-weighted averages from previous periods might still be relevant to market behavior. Always combine the insight from these historical VWAP lines with your existing analytical approach or other technical and fundamental tools you use. Conclusion This script unifies past and present VWAP lines into one overlay, automatically detecting new anchor resets, storing the final VWAP values, and indicating whenever old lines are retested by price. It offers synergy through the simultaneous display of multiple historical VWAP lines, making it quicker and easier to detect potential support/resistance zones and better reflect changing market volumes over time. You no longer need to manually create, configure, or reset multiple VWAP indicators. Instead, the script handles all aspects of line creation, retest detection, and clutter management, giving you a robust framework to observe how historical VWAP data aligns with current price action. By understanding the significance of multiple anchored VWAP lines, you can assess market structure from multiple angles in a single view. As always, ensure you confirm the reliability of the volume data for your particular asset and use these lines in conjunction with other analyses to form a well-rounded perspective on current market behavior.
Pine Script® göstergesi
ZenAlgo_Official tarafından
1
EMA Alignment & Spread Monitor (Sang Youn)Overview The EMA Alignment & Spread Monitor is a dynamic trading script designed to monitor EMA (Exponential Moving Average) alignments, track spread deviations, and provide real-time alerts when significant conditions are met. This script allows traders to customize their EMA periods, analyze market trends based on EMA positioning, and receive visual and audio alerts when key spread conditions occur. 🔹 Key Features ✅ Customizable EMA Periods – Users can input their own EMA lengths to adapt the script to various market conditions. (Default: 5, 10, 20, 60, 120) ✅ EMA Alignment Detection – Identifies bullish alignment (all EMAs in ascending order) and bearish alignment (all EMAs in descending order). ✅ Spread Calculation & Monitoring – Computes the spread difference between each EMA and tracks the average spread over a user-defined period. ✅ Deviation Alerts – Notifies traders when: Bullish Trend: The spread exceeds its average, indicating a potential strong uptrend. Bearish Trend: The spread falls below its average, signaling a possible downtrend. ✅ Chart Annotations – Displays 📈 (green triangle) when bullish spread exceeds average and 📉 (red triangle) when bearish spread drops below average for easy visualization. ✅ Real-time Alerts – Sends alerts when spread conditions are met, helping traders react to market shifts efficiently. ✅ Spread Histogram – Visual representation of bullish and bearish spread levels for trend analysis. 🔹 How It Works 1️⃣ Set your EMA periods in the script settings (default: 5, 10, 20, 60, 120). 2️⃣ Define the spread average calculation length (default: 50 candles). 3️⃣ The script tracks EMA alignment to determine bullish or bearish trends. 4️⃣ If the spread deviates significantly from its average, the script: Places a 📈 green triangle above candles in a bullish trend when spread > average. Places a 📉 red triangle below candles in a bearish trend when spread < average. Triggers an alert for timely decision-making. 5️⃣ Use the histogram & real-time alerts to stay ahead of market movements.
Pine Script® göstergesi
EndupInvestment tarafından
Casa_VolumeProfileSessionLibrary "Casa_VolumeProfileSession" Analyzes price and volume during regular trading hours to provide a session volume profile, including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). Calculates and displays these levels historically and for the developing session. Offers customizable visualization options for the Value Area, POC, histogram, and labels. Uses lower timeframe data for increased accuracy and supports futures sessions. The number of rows used for the volume profile can be fixed or dynamically calculated based on the session's price range and the instrument's minimum tick increment, providing optimal resolution. calculateEffectiveRows(configuredRows, dayHigh, dayLow)   Determines the optimal number of rows for the volume profile, either using the configured value or calculating dynamically based on price range and tick size   Parameters:      configuredRows (int) : User-specified number of rows (0 means auto-calculate)      dayHigh (float) : Highest price of the session      dayLow (float) : Lowest price of the session   Returns: The number of rows to use for the volume profile debug(vp, position)   Helper function to write some information about the supplied SVP object to the screen in a table.   Parameters:      vp (Object) : The SVP object to debug      position (string) : The position.* to place the table. Defaults to position.bottom_center getLowerTimeframe()   Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis   Returns: The timeframe string to fetch volume for get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket)   Populated the provided SessionVolumeProfile object with vp data on the session.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to populate      lowerTimeframeHigh (array) : The lower timeframe high values      lowerTimeframeLow (array) : The lower timeframe low values      lowerTimeframeVolume (array) : The lower timeframe volume values      lowerTimeframeTime (array) : The lower timeframe time values      lowerTimeframeSessionIsMarket (array) : The lower timeframe session.ismarket values (that are futures-friendly) drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)   Given a SessionVolumeProfile Object, will render the historical value areas for that object.   Parameters:      todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw      extendYesterdayOverToday (bool) : Defaults to true      showLabels (bool) : Defaults to true      labelSize (string) : Defaults to size.small      pocColor (color) : Defaults to #e500a4      pocStyle (string) : Defaults to line.style_solid      pocWidth (int) : Defaults to 1      vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6      vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid      vahlWidth (int) : The width of the value area high/low lines. Defaults to 1      vaColor (color) : The color of the value area background. Defaults to #00bbf911) drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)   Given a SessionVolumeProfile object, will render the histogram for that object.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to draw      bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9      showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false. Object   Object Contains all settings and calculated values for a Volume Profile Session analysis   Fields:      numberOfRows (series int) : Number of price levels to divide the range into. If set to 0, auto-calculates based on price range and tick size      valueAreaCoverage (series int) : Percentage of total volume to include in the Value Area (default 70%)      trackDevelopingVa (series bool) : Whether to calculate and display the Value Area as it develops during the session      valueAreaHigh (series float) : Upper boundary of the Value Area - price level containing specified % of volume      pointOfControl (series float) : Price level with the highest volume concentration      valueAreaLow (series float) : Lower boundary of the Value Area      startTime (series int) : Session start time in Unix timestamp format      endTime (series int) : Session end time in Unix timestamp format      dayHigh (series float) : Highest price of the session      dayLow (series float) : Lowest price of the session      step (series float) : Size of each price row (calculated as price range divided by number of rows)      pointOfControlLevel (series int) : Index of the row containing the Point of Control      valueAreaHighLevel (series int) : Index of the row containing the Value Area High      valueAreaLowLevel (series int) : Index of the row containing the Value Area Low      lastTime (series int) : Tracks the most recent timestamp processed      volumeRows (map) : Stores volume data for each price level row (key=row number, value=volume)      ltfSessionHighs (array) : Stores high prices from lower timeframe data      ltfSessionLows (array) : Stores low prices from lower timeframe data      ltfSessionVols (array) : Stores volume data from lower timeframe data
Pine Script® kütüphanesi
Mupsje tarafından
1
DynamicMALibrary "DynamicMA" Dynamic Moving Averages Library Introduction The Dynamic Moving Averages Library is a specialized collection of custom built functions designed to calculate moving averages dynamically, beginning from the first available bar. Unlike standard moving averages, which rely on fixed length lookbacks, this library ensures that indicators remain fully functional from the very first data point, making it an essential tool for analysing assets with short time series or limited historical data. This approach allows traders and developers to build robust indicators that do not require a preset amount of historical data before generating meaningful outputs. It is particularly advantageous for: Newly listed assets with minimal price history. High-timeframe trading, where large lookback periods can lead to delayed or missing data. By eliminating the constraints of fixed lookback periods, this library enables the seamless construction of trend indicators, smoothing functions, and hybrid models that adapt instantly to market conditions. Comprehensive Set of Custom Moving Averages The library includes a wide range of custom dynamic moving averages, each designed for specific analytical use cases: SMA (Simple Moving Average) – The fundamental moving average, dynamically computed. EMA (Exponential Moving Average) – Adaptive smoothing for better trend tracking. DEMA (Double Exponential Moving Average) – Faster trend detection with reduced lag. TEMA (Triple Exponential Moving Average) – Even more responsive than DEMA. WMA (Weighted Moving Average) – Emphasizes recent price action while reducing noise. VWMA (Volume Weighted Moving Average) – Accounts for volume to give more weight to high-volume periods. HMA (Hull Moving Average) – A superior smoothing method with low lag. SMMA (Smoothed Moving Average) – A hybrid approach between SMA and EMA. LSMA (Least Squares Moving Average) – Uses linear regression for trend detection. RMA (Relative Moving Average) – Used in RSI-based calculations for smooth momentum readings. ALMA (Arnaud Legoux Moving Average) – A Gaussian-weighted MA for superior signal clarity. Hyperbolic MA (HyperMA) – A mathematically optimized averaging method with dynamic weighting. Each function dynamically adjusts its calculation length to match the available bar count, ensuring instant functionality on all assets. Fully Optimized for Pine Script v6 This library is built on Pine Script v6, ensuring compatibility with modern TradingView indicators and scripts. It includes exportable functions for seamless integration into custom indicators, making it easy to develop trend-following models, volatility filters, and adaptive risk-management systems. Why Use Dynamic Moving Averages? Traditional moving averages suffer from a common limitation: they require a fixed historical window to generate meaningful values. This poses several problems: New Assets Have No Historical Data - If an asset has only been trading for a short period, traditional moving averages may not be able to generate valid signals. High Timeframes Require Massive Lookbacks - On 1W or 1M charts, a 200-period SMA would require 200 weeks or months of data, making it unusable on newer assets. Delayed Signal Initialization - Standard indicators often take dozens of bars to stabilize, reducing effectiveness when trading new trends. The Dynamic Moving Averages Library eliminates these issues by ensuring that every function: Starts calculation from bar one, using available data instead of waiting for a lookback period. Adapts dynamically across timeframes, making it equally effective on low or high timeframes. Allows smoother, more responsive trend tracking, particularly useful for volatile or low-liquidity assets. This flexibility makes it indispensable for custom script developers, quantitative analysts, and discretionary traders looking to build more adaptive and resilient indicators. Final Summary The Dynamic Moving Averages Library is a versatile and powerful set of functions designed to overcome the limitations of fixed-lookback indicators. By dynamically adjusting the calculation length from the first bar, this library ensures that moving averages remain fully functional across all timeframes and asset types, making it an essential tool for traders and developers alike. With built-in adaptability, low-lag smoothing, and support for multiple moving average types, this library unlocks new possibilities for quantitative trading and strategy development - especially for assets with short price histories or those traded on higher timeframes. For traders looking to enhance signal reliability, minimize lag, and build adaptable trading systems, the Dynamic Moving Averages Library provides an efficient and flexible solution. SMA(sourceData, maxLength)   Dynamic SMA   Parameters:      sourceData (float)      maxLength (int) EMA(src, length)   Dynamic EMA   Parameters:      src (float)      length (int) DEMA(src, length)   Dynamic DEMA   Parameters:      src (float)      length (int) TEMA(src, length)   Dynamic TEMA   Parameters:      src (float)      length (int) WMA(src, length)   Dynamic WMA   Parameters:      src (float)      length (int) HMA(src, length)   Dynamic HMA   Parameters:      src (float)      length (int) VWMA(src, volsrc, length)   Dynamic VWMA   Parameters:      src (float)      volsrc (float)      length (int) SMMA(src, length)   Dynamic SMMA   Parameters:      src (float)      length (int) LSMA(src, length, offset)   Dynamic LSMA   Parameters:      src (float)      length (int)      offset (int) RMA(src, length)   Dynamic RMA   Parameters:      src (float)      length (int) ALMA(src, length, offset_sigma, sigma)   Dynamic ALMA   Parameters:      src (float)      length (int)      offset_sigma (float)      sigma (float) HyperMA(src, length)   Dynamic HyperbolicMA   Parameters:      src (float)      length (int)
Pine Script® kütüphanesi
QuantraSystems tarafından
2
HTF POI [TakingProphets]HTF POI – Higher Timeframe Points of Interest Detection The HTF POI Indicator by Taking Prophets is designed for traders following ICT (Inner Circle Trader) concepts and smart money principles. This tool automatically detects higher timeframe (HTF) points of interest (POIs) such as Fair Value Gaps (FVGs), Inverse Fair Value Gaps (IFVGs), and Consequent Encroachment (CE) levels, helping traders spot high-probability trading zones used by institutions. 🔹 Key Features: ✅ Automatic Detection of FVGs & IFVGs – Identifies key price inefficiencies across multiple timeframes. ✅ Multi-Timeframe Analysis – Detect POIs on the current timeframe and up to five higher timeframes (HTF1 to HTF5). ✅ Customizable Sensitivity – Adjust detection settings to High, Medium, or Low based on price gap size. ✅ Fair Value Gap (FVG) Encroachment Lines – Optional midpoint levels to track potential price rebalancing. ✅ Volume Display Option – View volume within detected FVGs for additional confluence. ✅ Inverse Fair Value Gaps (IFVGs) – Tracks invalidated gaps that turn into new liquidity pools. ✅ Works Across All Markets – Ideal for Forex, Futures, Stocks, and Crypto. 🔹 How It Works: 📌 Fair Value Gaps (FVGs) – Price inefficiencies caused by fast institutional moves that often get revisited. 📌 Bullish FVGs (BISI) – Formed when price gaps up, creating a demand zone where price may return. 📌 Bearish FVGs (SIBI) – Formed when price gaps down, acting as a supply zone for potential reversals. 📌 Inverse Fair Value Gaps (IFVGs) – Previously unfilled FVGs that get mitigated and act as liquidity pools. 📌 Consequent Encroachment (CE) – The 50% midpoint of an FVG, where price often reacts. 📌 Multi-Timeframe Integration – Tracks higher timeframe gaps for confluence with lower timeframe setups. 🔹 How to Use: Identify FVG zones for potential entries or exits in alignment with smart money concepts. Use Consequent Encroachment (CE) levels to confirm reactions at the 50% level of an FVG. Watch for IFVGs as they provide new liquidity pools after FVGs are invalidated. Combine with CHoCH/BOS market structure shifts and Order Blocks for higher-probability trades. 🚀 Refine your trade entries with precision using the HTF POI Indicator by Taking Prophets!
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TakingProphets tarafından
ZenAlgo - UltimateThe ZenAlgo - Ultimate Indicator is a premium trading tool that integrates advanced sub-indicators into a single framework, combining volume analysis, divergence detection, and market sentiment visualization. Designed for traders seeking deeper insights, it addresses the limitations of standalone free indicators by delivering a cohesive system that enhances accuracy, adaptability, and decision-making. Why Multiple Sub-Indicators? The integration of sub-indicators into one tool provides unique benefits not achievable with individual free indicators: Improved Accuracy: Combining volume trends, delta volume, and divergence detection creates a multi-dimensional view of market behavior, reducing the chance of false signals. Synergistic Insights: Free indicators like MAs or divergences work independently, while this tool integrates them into a unified framework that highlights actionable patterns, improving signal reliability. Actionable Combinations: The tool visually aligns multi-timeframe trends, divergences, and volume states, enabling traders to confirm trades using multiple metrics in one glance, saving time and enhancing precision. Features This indicator introduces several customizations and integrations that distinguish it from free alternatives: Dynamic Volume Classification: It calculates and categorizes volume states into clear signals like "Mega Buy" or "Big Sell," providing instant clarity about unusual activity levels. Enhanced Delta Volume Analysis: Tracks delta volume trends with adjustable sensitivity, identifying subtle shifts in market pressure that standalone delta indicators might miss. Customizable Multi-Timeframe Volume Tables: Displays volume and delta metrics across multiple timeframes, offering a holistic view of market activity that helps align short- and long-term strategies. Real-Time Alerts: Provides instant notifications for confirmed and unconfirmed delta volume crosses, helping users stay ahead of market movements. Divergence Detection Across Metrics: Identifies regular and hidden bullish or bearish divergences using up, down, and delta volumes, integrating price fractals for added precision. How It Works 1. Volume and Delta Volume Integration The indicator calculates and categorizes volume activity into specific states, such as "Mega Buy" or "Big Sell," by comparing the current volume with its 20-period average. For delta volume, it tracks the difference between buying and selling pressure, identifying shifts in market sentiment. These calculations are dynamically updated across multiple timeframes, with delta trends smoothed using user-selected moving averages (e.g., SMA, EMA, WMA, HMA) to highlight sustained market pressure changes. 2. Multi-Timeframe Volume Tables The tool aggregates and displays volume and delta volume data across various timeframes in a visual table. Each timeframe's data includes total volume, categorized buying and selling volumes, and the net delta volume. Colors within the table provide immediate insights into the prevailing market sentiment for each timeframe, with bullish or bearish conditions emphasized using pre-defined thresholds. 3. Divergence Detection Across Metrics Divergences are identified using fractal patterns in up volume, down volume, and delta volume. Regular and hidden bullish or bearish divergences are detected by comparing historical volume peaks and troughs with corresponding price movements. This allows the tool to highlight potential reversals or trend continuations before they are visually apparent on the chart. 4. Market State Labels The indicator synthesizes multiple metrics, such as volume trends, delta volume movements, and histogram direction, to generate actionable market state labels. These labels, such as "Bullish," "Bearish," or "Reversal," offer a high-level summary of current market conditions, helping traders quickly adapt their strategies. 5. Real-Time Alerts To ensure traders stay informed, the tool includes alerts for confirmed and unconfirmed delta volume crosses. These alerts consider not only the delta volume's movement relative to its average but also whether the broader buying or selling pressure supports the signal, enhancing the reliability of the alerts. Specific Scenarios Where This Indicator Excels Trend Confirmation: Align rising delta volume with bullish divergences across timeframes for high-confidence entries. Reversal Identification: Use divergence labels to anticipate trend reversals before they occur. Market Sentiment Analysis: Dynamic candle coloring helps visualize whether the market is dominated by bullish or bearish forces. Volume Breakout Detection: Track spikes in cumulative volume and delta volume to identify breakouts with higher accuracy. When to Be Cautious Low-Volume Markets: In thinly traded markets, signals like divergences or delta volume shifts may produce noise due to insufficient data. Highly Volatile Conditions: Sudden volume spikes can result in false positives for breakouts or reversals. Session Overlaps or Data Misalignment: Variations in session timings or data discrepancies can temporarily impact cumulative volume metrics. Overfitting Sensitivity Settings: Excessively high sensitivity settings may overfit the indicator to specific market conditions, leading to unreliable signals in broader contexts. Why Pay for This Indicator? This tool stands out because it doesn’t merely replicate free indicators; it integrates and enhances them into a uniquely actionable framework: Tailored for Precision: Adjustable parameters for sensitivity, divergence detection, and timeframe analysis allow traders to adapt the indicator to their strategies. Time-Saving Synergy: Combines the functionality of multiple tools into a single interface, eliminating the need to juggle multiple scripts. Comprehensive Insights: Delivers a broader perspective by linking volume trends, delta volume, and divergences, ensuring more informed decisions. Real-Time Notifications: Alerts for key events ensure you never miss a critical market movement. Usage Examples Volume State Monitoring: Instantly identify states like "Big Buy" or "Mega Sell" to act on significant volume surges. Multi-Timeframe Alignment: Combine bullish divergences on a 15-minute chart with a rising daily delta volume trend for high-probability trades. Scalping Opportunities: Use delta volume crosses and short-term trends for quick entries and exits. Breakout Validation: Confirm volume breakouts with delta volume spikes to avoid false signals. Settings Volume MA Length: Adjusts the moving average period for volume trends. Divergence Sensitivity: Fine-tunes the thresholds for divergence detection to suit different market conditions. Multi-Timeframe Visibility: Customizes the number of timeframes displayed in the cumulative volume table. Conclusion The Ultimate Indicator is more than a collection of sub-indicators—it’s a fully integrated system designed to address the limitations of standalone tools. By offering deeper insights into volume trends, market sentiment, and divergence analysis, it empowers traders to make better-informed decisions with enhanced confidence.
Pine Script® göstergesi
ZenAlgo_Official tarafından
Project R Project R : Advanced Trading Strategy with Dynamic Entry Signals Overview Project R is a comprehensive trading script tailored for traders seeking accuracy in market entries and exits. It merges multiple technical indicators—CCI, Momentum, RSI, and Mean Reversion Bands—with advanced trading tools like supply and demand zone detection, ATR-based stop-loss levels, and tiered take-profit targets. The script is designed to cater to both trend-following and mean-reversion strategies, offering dynamic adaptability to various market conditions. Its robust functionality and user-focused customization make it an invaluable tool for traders aiming to optimize their performance in live markets. --- 🔶 Key Features 1. Customizable Entry Signal Source - Traders can select between CCI (Commodity Channel Index) and Momentum as the primary entry signal generator, depending on their preferred strategy. - Additional confirmation through detection of regular bullish or bearish divergences within overbought and oversold zones of the RSI enhances signal reliability. This ensures the trader has an added layer of confidence in their decision-making. 2. Supply and Demand Area Tracking - The script scans historical price action to detect critical supply and demand zones , areas where significant buying or selling interest has previously occurred. - These zones are plotted on the chart to help traders anticipate reversals or breakouts, making it easier to identify high-probability entry and exit points. 3. Mean Reversion Bands - EMA-based mean reversion bands provide clear visual guidance for traders employing mean-reversion strategies. - The bands are calculated with adjustable multipliers, allowing traders to customize their sensitivity and identify optimal buy and sell zones within ranging markets. 4. ATR-Based Stop Loss and Take Profit Levels - Dynamic risk management is achieved by calculating stop-loss levels and up to four take-profit targets using Average True Range (ATR) multipliers. - This ensures that stop-loss and take-profit levels adjust automatically to market volatility, providing consistent risk-reward ratios tailored to prevailing conditions. 5. Higher Time Frame Confirmation - The integration of a higher time frame EMA (Exponential Moving Average) filter ensures that trades are executed in alignment with broader market trends, increasing the probability of success. - This feature is especially useful for traders who prioritize trend-following strategies and seek confirmation from larger time frames. 6. Status Tracking - A dynamic status system displays the current state of the trade (e.g., "Waiting for Confirmation," "Enter Buy," or "Enter Sell") directly on the chart. - The script also monitors and logs whether the stop loss or individual take-profit targets have been achieved, providing real-time updates for active trades. --- 🔹 Usage How It Works - Buy Signals : A buy signal is generated when the following conditions are met: 1. The chosen entry signal (CCI/Momentum) crosses upward, indicating bullish momentum. 2. RSI is in the oversold range or exhibits bullish divergence, signaling potential upward reversal. 3. Price is positioned above the higher time frame EMA and approaches identified demand zones, reinforcing a high-probability entry. - Sell Signals: A sell signal is triggered when: 1. The chosen entry signal crosses downward, indicating bearish momentum. 2. RSI is in the overbought range or exhibits bearish divergence, suggesting potential downward reversal. 3. Price is positioned below the higher time frame EMA and approaches supply zones, aligning with bearish market sentiment. - Stop Loss and Take Profit: - Stop-loss levels are calculated dynamically based on ATR values, ensuring they adapt to market volatility. - Multiple take-profit levels are provided to enable traders to scale out of positions incrementally, optimizing profit-taking strategies. --- 🔹 Practical Examples - Mean Reversion Strategy: In ranging markets, traders can use the lower band as a buy zone and the upper band as a sell zone. For instance, when the price approaches the lower mean reversion band near a demand area, a buy signal is generated if other criteria are met. - Trend Following Strategy: By aligning entries with the direction of the higher time frame EMA, traders can participate in long-term trends with greater confidence. For example, entering a buy trade when price crosses above the 50 EMA on a 1-hour chart ensures alignment with the dominant trend. --- 🔹 Visual Options - Users can fully customize the color schemes, line styles, and visibility of key features, including: - Mean reversion bands. - Supply and demand zones. - Take-profit and stop-loss levels. - Entry points and trade progression are visually marked, ensuring traders can track real-time performance effortlessly. --- 🔶 Why Invite-Only? Innovative Design - Project R integrates advanced techniques, such as combining multiple indicators with supply and demand zone detection, to create a holistic and adaptable strategy. - The use of ATR-based dynamic risk management and higher time frame confirmation offers traders a competitive edge in volatile markets. Comprehensive Features - The script provides a seamless trading experience by combining analysis, execution, and risk management in one tool. - Its ability to cater to different trading styles (trend-following, mean-reversion, and divergence-based trading) ensures versatility and wide appeal. Performance and Utility - Real-time tracking, dynamic risk management, and precision in signal generation position Project R as a professional-grade tool that is suitable for traders of all levels. - These features merit invite-only access to ensure the integrity of its use and provide exclusivity to dedicated traders who seek advanced functionality. --- 🔹 Settings - Entry Signal Source: Choose between CCI and Momentum as the primary signal generator. - RSI Levels: Adjust overbought and oversold thresholds to fine-tune divergence detection. - ATR Multipliers: Customize stop-loss and take-profit levels based on your risk tolerance. - Higher Time Frame EMA: Configure the higher time frame and EMA period to align with your preferred strategy. - Supply/Demand Lookback Period: Modify the range for identifying supply and demand zones to suit market conditions. - Mean Reversion Bands: Toggle the bands on or off and adjust their multipliers for a tailored mean-reversion strategy.
Pine Script® göstergesi
Tridoo335 tarafından
Trend Matrix - XTrend Matrix - X: Advanced Market Trend Analysis Introduction: Trend Matrix - X is a powerful indicator designed to provide a comprehensive view of market trends, state transitions, and dynamics. By integrating advanced algorithms, statistical methods, and smoothing techniques, it identifies Bullish, Bearish, or Ranging market states while offering deep insights into trend behavior. This indicator is ideal for traders seeking a balance between noise reduction and real-time responsiveness, with configurations that adapt dynamically to market conditions. How It Works? The indicator combines K-Median Clustering, Kalman Filtering, Fractal Dimension Analysis, and various regression techniques to provide actionable insights. Market State Detection - Divides data into three clusters: Bullish, Bearish, and Ranging. - Uses K-Median Clustering to partition data based on medians, ensuring robust state classification even in volatile markets. - Slope-Based Trend Analysis: Calculates trend slopes using Linear, Polynomial, or Exponential Regression. The slope represents the trend direction and strength, updated dynamically based on market conditions. It can apply Noise Reduction with Kalman Filter to balance stability and sensitivity Dynamic Lookback Adjustment - Automatically adjusts the analysis window length based on market stability, volatility, skewness, and kurtosis. - This feature ensures the indicator remains responsive in fast-moving markets while providing stability in calmer conditions. Fractal Dimension Measurement - Calculates Katz Fractal Dimension to assess market roughness and choppiness. - Helps identify periods of trend consistency versus noisy, range-bound markets. Why Use Trend Matrix - X? - Actionable Market States: Quickly determine whether the market is Bullish, Bearish, or Ranging. - Advanced Smoothing: Reduces noise while maintaining trend-following precision. - Dynamic Adaptation: Automatically adjusts to market conditions for consistent performance across varying environments. - Customization: Configure regression type, lookback dynamics, and smoothing to suit your trading style. - Integrated Visualization: Displays trend states, fractal dimensions, and cluster levels directly on the chart. Configuration Options Matrix Type (Raw or Filtered) - Raw shows the unfiltered slope for real-time precision. - Filtered applies Kalman smoothing for long-term trend clarity. Regression Type - Choose Linear, Polynomial, or Exponential Regression to calculate slopes based on your market strategy. Dynamic Lookback Adjustment - Enable Gradual Adjustment to smoothly adapt lookback periods in response to market volatility. Noise Smoothing - Toggle Smooth Market Noise to apply advanced filtering, balancing stability with responsiveness. Cluster State Detection - Visualize the current state of the market by coloring the candles to match the detected state. How to Use the Trend Matrix - X Indicator Step-by-Step Guide Add the Indicator to Your Chart - Once applied, it will display: Trend line (Trend Matrix) for identifying market direction, A state table showing the current market state (Bullish, Bearish, or Ranging), Cluster levels (High, Mid, and Low) for actionable price areas, Fractal dimension metrics to assess market choppiness or trend consistency. Configure Your Settings - Matrix Source (Raw vs. Filtered): Raw Matrix : Displays real-time, unsmoothed slope values for immediate precision. Ideal for fast-moving markets where rapid changes need to be tracked. Filtered Matrix : Applies advanced smoothing (Kalman Filter) for a clearer trend representation. Recommended for longer-term analysis or noisy markets - Regression Type (Choose how the trend slope is calculated): Linear Regression : Tracks the average linear rate of change. Best for stable, straightforward trends. Polynomial Regression : Captures accelerating or decelerating trends with a curved fit. Ideal for dynamic, cyclical markets. Exponential Regression : Highlights compounding growth or decay rates. Perfect for parabolic trends or exponential moves. - Market Noise Smoothing: Applies an adaptive (no lag) smoothing technique to the Matrix Source. - Gradual Lookback Adjustment: Enable "Gradually Adjust Lookback" to allow the indicator to dynamically adapt its analysis window. (Indicator already does an automatic window, this just refines it). Read the Outputs - Trend Matrix Line: Upward Line (Bullish): Market is trending upward; look for buy opportunities. Downward Line (Bearish): Market is trending downward; look for sell opportunities. - Cluster Levels: High Level (Cluster 0): Represents the upper bound of the trend, often used as a resistance level. Mid Level (Cluster 2): Serves as a key equilibrium point in the trend. Low Level (Cluster 1): Indicates the lower bound of the trend, often used as a support level. - Market State Table: Displays the current state of the market. Bullish State: Strong upward trend, suitable for long positions. Bearish State: Strong downward trend, suitable for short positions. Ranging State: Sideways market, suitable for range-bound strategies. - Fractal Dimension Analysis: Low Fractal Dimension (< 1.6): Indicates strong trend behavior; look for trend-following setups. High Fractal Dimension (> 1.6): Suggests choppy, noisy markets; focus on range-trading strategies. Advanced Usage - Adaptive Clustering: The indicator uses K-Median Clustering to dynamically identify Bullish, Bearish, and Ranging states based on market data. For traders interested in state transitions, monitor the cluster levels and the state table for actionable changes. Trading Strategies - Trend-Following: Use the Filtered Matrix and Fractal Dimension (< 1.6) to identify and follow strong trends. Enter long positions in Bullish States and short positions in Bearish States. Disclaimer I am not a professional market analyst, financial advisor, or trading expert. This indicator, Trend Matrix - X, is the result of personal research and development, created with the intention of contributing something that the trading community might find helpful. It is important to note that this tool is experimental and provided "as-is" without any guarantees of accuracy, profitability, or suitability for any particular trading strategy. Trading involves significant financial risk, and past performance is not indicative of future results. Users should exercise caution and use their own discretion when incorporating this indicator into their trading decisions. Always consult with a qualified financial advisor before making any financial or trading decisions. By using this indicator, you acknowledge and accept full responsibility for your trading activities and outcomes. This tool is intended for educational and informational purposes only.
Pine Script® göstergesi
jeremiah_p_normile tarafından
2
Trend Reversal Probability [Algoalpha]Introducing Trend Reversal Probability by AlgoAlpha – a powerful indicator that estimates the likelihood of trend reversals based on an advanced custom oscillator and duration-based statistics. Designed for traders who want to stay ahead of potential market shifts, this indicator provides actionable insights into trend momentum and reversal probabilities. Key Features : 🔧 Custom Oscillator Calculation: Combines a dual SMA strategy with a proprietary RSI-like calculation to detect market direction and strength. 📊 Probability Levels & Visualization: Plots average signal durations and their statistical deviations (±1, ±2, ±3 SD) on the chart for clear visual guidance. 🎨 Dynamic Color Customization: Choose your preferred colors for upward and downward trends, ensuring a personalized chart view. 📈 Signal Duration Metrics: Tracks and displays signal durations with columns representing key percentages (80%, 60%, 40%, and 20%). 🔔 Alerts for High Probability Events: Set alerts for significant reversal probabilities (above 84% and 98% or below 14%) to capture key trading moments. How to Use : Add the Indicator: Add Trend Reversal Probability to your favorites by clicking the star icon. Market Analysis: Use the plotted probability levels (average duration and ±SD bands) to identify overextended trends and potential reversals. Use the color of the duration counter to identify the current trend. Leverage Alerts: Enable alerts to stay informed of high or extreme reversal probabilities without constant chart monitoring. How It Works : The indicator begins by calculating a custom oscillator using short and long simple moving averages (SMA) of the midpoint price. A proprietary RSI-like formula then transforms these values to estimate trend direction and momentum. The duration between trend reversals is tracked and averaged, with standard deviations plotted to provide probabilistic guidance on trend longevity. Additionally, the indicator incorporates a cumulative probability function to estimate the likelihood of a trend reversal, displaying the result in a data table for easy reference. When probability levels cross key thresholds, alerts are triggered, helping traders take timely action.
Pine Script® göstergesi
AlgoAlpha tarafından
15
Portfolio [Afnan]🚀 Portfolio - Advanced Portfolio Management Indicator 📊 A game-changing portfolio management tool designed to help traders stay on top of their positions and manage risk efficiently. This indicator combines detailed tracking, real-time analytics, and visual clarity to ensure traders are well-equipped for the dynamic world of financial markets. 📈 Key Features 💡 Track up to 14 positions with ease Real-time Profit & Loss (P&L) updates and risk metrics Visual representation of entry, stop-loss (SL), and target levels Alerts for stop-loss breaches and target achievements Comprehensive portfolio summaries for quick analysis Customizable options to suit individual trading styles 🔍 Main Components ⚙️ 📊 1. Position Tracking Detailed position data: entry, stop-loss, target levels, and more Real-time risk-reward ratios Insights into position size and exposure percentages Continuous updates on P&L in real-time 📉 2. Visual Indicators Clear visual markers for entry, SL, and target prices Price labels with detailed percentage changes Indicators that show the current position's market status 💼 3. Portfolio Summary Aggregate account values and exposure Summarized P&L metrics across all positions Risk management insights for better decision-making Daily performance tracking to evaluate strategies ⚠️ 4. Alert System Instant notifications for stop-loss breaches Alerts when target prices are hit Alerts operate for the current chart symbol ⚡ Customization Options 🎨 Show or hide specific data columns Adjust the table's position and size for better visibility Personalize color schemes and text styles Switch between full portfolio view and single symbol focus 📱 How to Use 📝 Input your positions in the indicator's settings Enable or disable specific positions dynamically Customize display preferences to your liking Set up alerts for proactive risk management Monitor all your trading activities in one comprehensive dashboard 📌 Important Notes ℹ️ Compatible with any trading symbol Updates seamlessly during market hours Alerts are specific to the currently active chart symbol Maximum capacity: 14 simultaneous positions Created by: @AfnanTAjuddin ⚠️ Disclaimer ⚠️ This indicator is a tool for informational purposes only. Ensure all calculations are verified and consult a financial professional before making investment decisions. 🎯 "Stay disciplined, trade smart, and let data guide your decisions." 📊
Pine Script® göstergesi
AfnanTAjuddin tarafından
9
Abnormal volume [VG]🪙 INTRODUCTION This technical indicator helps identify and highlight large volume clusters on the chart. Abnormal volume refers to unusually large accumulations of volume over short time intervals. Such clusters appear when the amount of assets bought or sold significantly exceeds typical volumes for a specific asset over a given period. These patterns can indicate significant events or intentions of market participants. Reasons for abnormal volume clusters: Institutional investments : Large investment funds and banks may buy or sell significant volumes of assets to rebalance their portfolios. Impact of news and events : Important news (e.g., mergers, bankruptcies, management changes) can trigger large-scale buying or selling of assets. Market manipulation : Big players may execute large trades to artificially create demand or supply for an asset, affecting its price in the short term. Insider trading : Abnormal volumes may signal that someone with insider information has started buying or selling assets in anticipation of future events that could impact the price. What do abnormal volume clusters mean for traders? A signal of potential price changes : High trading volumes are often accompanied by sharp price movements. An increase in volume during price growth might indicate rising interest in the asset, while an increase during a decline could signal a sell-off. Potential entry or exit points : For short-term traders, abnormal trades can serve as signals to enter or exit positions. For example, a large volume growth accompanied by a breakout of a key level might be seen as a buy signal. Caution due to potential manipulation : Abnormal trades don’t always lead to expected outcomes. Sometimes, they are part of a price manipulation strategy, so it’s essential to consider the broader context and confirm with other signals. 🪙 USAGE This indicator doesn’t provide trading signals, entry points, or actionable recommendations. Instead, it simplifies tracking market dynamics and highlights unusual activity worth considering during analysis. After adding the indicator to the chart, you only need to configure two parameters: the threshold value that determines what constitutes a significant volume cluster and the period over which volumes are aggregated for comparison against the threshold. It’s recommended to use the shortest available period, as this helps more precisely identify the prevailing volume direction (since this depends on price changes, not trade direction). The threshold value can be fine-tuned by switching the chart’s timeframe to match the selected period, observing of the significant volume increase on the classic volume histogram, and noting the corresponding market reactions. This allows for selecting a threshold that highlights early signs of impactful trading events on higher timeframes. Let’s look at an example in the screenshot: Once the parameters are set, you can also enable an alert to trigger whenever a new volume cluster appears, simplifying event tracking. Note: in the current version of the indicator, the alert will be triggered only once per bar on the chart at the first detected cluster of abnormal volume. 🪙 IMPLEMENTATION Technically, the script retrieves volume data from a lower timeframe and estimates whether the volume was primarily generated by buyers or sellers based on price movements. The lower resolution timeframe is determined as follows: if the settings base period is less than 1 minute, then the data timeframe will be equal to 1 second if the settings base period is equals 1 minute or more, then the data timeframe will be equal to 1 minute The algorithm checks whether the price increased or decreased at each point. If the price rose, the volume is presumed to be driven by buyers and marked as buy volume; otherwise, it’s marked as sell volume. The total volume at each point is then checked against the user-defined threshold. If the volume exceeds the threshold, a corresponding circle is drawn on the chart, and an alert is generated if created. The size of the visual representation is proportional to the most recent maximum volume and follows the rules below: Percentage of max volume -> Volume cluster size less than 25% -> Tiny 25% to 50% -> Small 50% to 75% -> Normal 75% to 100% -> Large 100% or more -> Huge 🪙 SETTINGS The indicator is designed to be as simple and minimalist as possible, making configuration effortless. There are only two core parameters, with additional options to customize the colors of volume clusters based on their type. Trade volume threshold Defines the volume level above which a cluster is considered significant and displayed on the chart as a circle. The size of the circle depends on the proportion of the current volume relative to the most recent maximum over the chosen period. Trades base period Specifies the period for aggregating trade volumes to determine whether they qualify as abnormal. The significance level is set using the Trade volume threshold parameter. Buy/Sell trades Allows you to set the colors for abnormal volume circles based on the price direction during cluster formation. 🪙 CONCLUSION Abnormal volume clusters are always a critical indicator requiring attention and analysis, but they are not a guaranteed predictor of trend changes.
Pine Script® göstergesi
vgladkov_qa tarafından
5
Previous High and Low Count with Probabilities + Risk On/Off1. Purpose of the Script: This trading script combines two important concepts: Previous High and Low Count: It tracks whether the current price exceeds the previous day’s high or low and calculates probabilities for the next price movement (up or down). Risk On / Risk Off Indicator: It evaluates market sentiment through various indicators (such as the Fear & Greed Index, VIX, and others) and shows whether the market is in a risk-on or risk-off state. This information impacts the probabilities of price movement. 2. How it Works: Previous High and Low: The script tracks how often the price exceeds the previous day’s high or low and calculates the probability of an upward or downward movement based on that. This gives you an idea of how often the market reacts at the previous day's high or low. Risk On / Risk Off: Based on various market factors (Fear & Greed Index, VIX, Put-Call Ratio, etc.), the script calculates the Risk On or Risk Off state. In Risk On, the probability of an upward movement increases, and the probability of a downward movement decreases. In Risk Off, it’s the opposite. Adjusted Probabilities: The probabilities for an Up or Down movement are adjusted based on the current Risk On / Risk Off state. In a Risk On environment, the probability for an upward move increases, while in a Risk Off environment, the probability for a downward move increases. 3. How to Use the Script: Add the Script in TradingView: TradingView: Click on "Add to Chart" to apply the script to your chart. Manual Input of Indicators: For the Fear & Greed Index, VIX, and other indicators, you need to manually enter the current values. You can get these values from various publicly available sources: Fear & Greed Index: CNN Fear & Greed Index VIX (Volatility Index): VIX Index Other indicators like Put-Call Ratio, Bitcoin Volatility, Oil Prices, and US Dollar Index can also be manually inputted, and they can be found on finance websites like Yahoo Finance, MarketWatch, and Bloomberg. Observe the Colors and Symbols: If the market is in a Risk On state, the background will turn green, and a green triangle will appear below the candle. If the market is in a Risk Off state, the background will turn red, and a red triangle will appear above the candle. Track the Probabilities: A label will appear on the chart showing the calculated probabilities for Up and Down movements. These probabilities are adjusted based on the current market state (Risk On/Off). 4. Meaning of the Probabilities: Up Probability: Indicates the probability that the price will rise. Down Probability: Indicates the probability that the price will fall. The probabilities are dynamic and adjust based on the Risk On / Risk Off state, helping you make better decisions based on the current market conditions.
Pine Script® göstergesi
morris220768 tarafından