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ABC Support and Resistance Liquidity SweepThe ABC Liquidity Sweep Pattern is a smart-money structure indicator designed to automatically detect liquidity sweeps followed by continuation confirmation using a precise three-candle (A-B-C) sequence. What the Indicator Detects The script scans for a validated three-candle sequence: • Candle A establishes the initial range • Candle B performs a liquidity sweep beyond A’s high/low and closes back inside the range • Candle C confirms continuation by retracing into B's 50% and breaking its opposite extreme How To Typically Use It • Identify a HTF Resistance or Support Level automatically with the indicator. • Mark those levels. • Goto LTF and look for OB, Supply/Demand Below or Above the Resistance or Support Level. Notes This indicator highlights structural conditions only. It does not provide financial advice or automatic trade signals. Always use proper risk management.
Pine Script® göstergesi
Growithme tarafından
AMT StatisticsAuction Market Theory Stats Strategy TradingView Pine Script indicator for analyzing session-based Auction Market Theory (AMT) statistics. It computes session value area and VPOC levels, tracks level breaks relative to reference sessions. What it does Computes the probability of price levels being broken from previous sessions Defines active, reference, and overnight sessions. Computes VPOC and value area from a session volume profile histogram. Tracks session break counts VAH/VAL/VPOC, ONH/ONL, IB ranges, YHI, YLO from previous RTH session. Abbreviations VPOC Volume Point of Control; price level with highest traded volume VAH Value Area High; upper boundary of the value area VAL Value Area Low; lower boundary of the value area ONH Overnight High; highest price during overnight session ONL Overnight Low; lowest price during overnight session IB nitial Balance; price range during the first hour of the session VPOC Volume Point of Control; price level with highest traded volume ONVPOC Overnight VPOC; volume point of control during the overnight session VAH Value Area High; upper boundary of the value area YHI Yesterday's High; highest price from the previous trading day YLO Yesterday's Low; lowest price from the previous trading day
Pine Script® göstergesi
dercremigetz3ss tarafından
NQ Reversal Framework NQ Reversal Framework The NQ Reversal Framework is a technical indicator designed to identify potential intraday reversals on the NASDAQ futures (NQ). It is inspired by the methodology associated with Austin Clark and combines MACD momentum signals with the structural reference of the Midnight Open level. This is a visual framework, not an automated trading system. Core Components 1) MACD-Based Reversal Signals The indicator uses classic MACD cross logic: Buy signal when MACD crosses above the signal line below the zero line Sell signal when MACD crosses below the signal line above the zero line This structure focuses on momentum shifts occurring after an extended move, rather than mid-range noise. 2) Midnight Open Reference Each day at midnight, a horizontal line is drawn at the session open price. This level acts as an intraday reference point: The line extends throughout the current session It resets when a new midnight session begins The Midnight Open provides structural context for price positioning during the trading day. 3) Custom Trading Session Filter Users can define a specific intraday session window (for example 08:00–11:00 in a chosen timezone). The chart background is highlighted during the selected session MACD signals are displayed only within this defined window This helps restrict signal generation to preferred trading hours. 4) Timezone Control A configurable timezone input (default: America/New_York) ensures proper alignment with exchange hours and session logic. What This Indicator Does Highlights structured MACD reversal signals Provides a daily Midnight Open reference Filters signals by user-defined session Improves intraday context visualization What This Indicator Does Not Do It does not place trades It does not manage risk It does not guarantee performance The NQ Reversal Framework is intended as a structured intraday analysis tool for traders seeking to identify momentum shifts around key time-based reference levels.
Pine Script® göstergesi
Konscio tarafından
MonthlyPerformanceV2This library provides a plug-and-play monthly performance table for strategy scripts. It automatically tracks and displays profit/loss per month and year directly on your chart. ───────────────────────────────────── 🔧 FUNCTION ───────────────────────────────────── trackAndDraw(initialCapital, showInPercentage) Parameters: - initialCapital (float) — The starting capital of your strategy. Tip: use `strategy.initial_capital` for automatic sync. - showInPercentage (bool) — Display mode: `true` → shows monthly result in % (compounding) `false` → shows monthly result in USD (normalized to initial capital) ───────────────────────────────────── 📊 FEATURES ───────────────────────────────────── - Compounding % calculation per month and per year - Dual display mode: percentage or USD equivalent - Color-coded cells (green / red) for quick visual reading - Running month tracker (current open month, lighter color) - Annual total column with compounding yearly return - Auto-limits display to the 19 most recent years to prevent table overflow ───────────────────────────────────── 🚀 HOW TO USE ───────────────────────────────────── add this 2 lines code to your script import edwinardyanto/MonthlyPerformance/1 as mp mp.trackAndDraw(strategy.initial_capital, true) ───────────────────────────────────── 📌 NOTES ───────────────────────────────────── - Only compatible with strategy scripts (requires strategy.equity) - Call trackAndDraw() once, outside any conditional block - Table is displayed at bottom-right of the chart - Older years beyond the 19-year limit are excluded from display but still calculated internally
Pine Script® kütüphanesi
edwinardyanto tarafından
Adaptive Quasimodo + Confluence Engine - PhenLabs📊Quasimodo Pattern (QM) Detector - PhenLabs Recognizing reversal patterns like the Quasimodo can be challenging and time-consuming, requiring a keen eye for specific market structures. Missing a key swing point or misinterpreting a retracement can lead to missed opportunities or false signals. This indicator automates the precise identification of Quasimodo patterns, providing clear, actionable signals directly on your chart, so you can focus on execution. 🚨OVERVIEW🚨 The Quasimodo Pattern (QM) Detector is an advanced, non-repainting indicator designed to automatically spot high-probability bullish and bearish Quasimodo reversal patterns. It integrates customizable swing point detection, confluence filters (Higher Timeframe trend and volume confirmation), and precise entry, stop-loss, and take-profit calculations directly from the pattern’s structure. Get automated alerts and a real-time dashboard to enhance your pattern-based trading strategy. 🔷 WHAT IS A QUASIMODO (QM) PATTERN? The Quasimodo pattern is a powerful reversal formation characterized by a specific sequence of price action: Bearish QM: A Higher High (HH) is followed by a Lower Low (LL), then a Higher High (HH), and finally a Lower Low (LL). The pattern suggests a reversal from an uptrend to a downtrend, often at the level of the previous Higher High. Bullish QM: A Lower Low (LL) is followed by a Higher High (HH), then a Lower Low (LL), and finally a Higher High (HH). This suggests a reversal from a downtrend to an uptrend, often at the level of the previous Lower Low. It’s a cousin to the Head & Shoulders pattern but with a distinct structure focused on specific swing points. 🔶 KEY FEATURES Automated QM Detection: Accurately identifies both bullish and bearish Quasimodo patterns as they form on any timeframe. Customizable Swing Points: Define how swing highs and lows are detected, choosing between using wick extremes or candle bodies. Confluence Filters: Incorporates a Higher Timeframe (HTF) Trend filter to confirm pattern alignment using a non-repainting EMA, and a Volume Confirmation filter to validate patterns with significant volume spikes at key structural points. Dynamic Trade Planning: Automatically calculates suggested Entry, Stop Loss, and Take Profit levels based on the detected QM structure and your desired Risk-to-Reward ratio. Non-Repainting Logic: All detected patterns and signals are permanent and do not shift or disappear on subsequent bars. Informative Dashboard: Provides a real-time summary of HTF trend, volume confirmation, and the last detected QM. Visual Clarity: Plots QM lines, potential entry/SL/TP zones, and clear labels for pattern identification. Alerts: Customizable alerts for new QM patterns and when price enters the suggested entry zone. ⚙️ SETTINGS GUIDE Pattern Recognition: Adjust settings like Use Wick As Extremes (for swing points), Swing Lookback (how many bars to scan for swings), Min Head Height/Right Shoulder Depth Factor (magnitude requirements), Strict Higher/Lower High/Low (stricter swing definitions), and Max RSL/RSH Bars (time limit for right shoulder formation). Trade Management: Configure Entry/SL/TP Offset % to fine-tune entry, stop-loss, and take-profit levels as a percentage buffer, and set your Desired Risk:Reward ratio for calculating Take Profit. Confluence Filters: Enable or disable Use HTF Confirmation and Use Volume Confirmation . For HTF, set HTF Timeframe and EMA Length . For Volume, adjust Volume Lookback and Multiplier . Visual Settings: Toggles are available for showing QM lines, entry/SL/TP zones, alerts, and dashboard position. 📈 TRADING WORKFLOW Identify: Wait for a Bullish or Bearish QM pattern to be detected and labeled on your chart. Confirm: Check the dashboard and pattern details. Ensure the HTF trend and Volume confirmation are aligned with the pattern’s direction (e.g., Bullish QM + Bullish HTF). Enter: Wait for price to retest the suggested entry zone. The indicator plots these zones for you. Manage: Use the automatically calculated Stop Loss and Take Profit levels, adjusting them as needed based on market context and your risk management strategy. Alerts: Set up alerts to be notified immediately when a QM pattern is found or when price enters an entry zone. ⚠️ RISK DISCLAIMER Trading involves substantial risk, and past performance is not indicative of future results. The Quasimodo Pattern Detector is a tool to assist in identifying potential trade setups but does not guarantee profitability. Always conduct your own analysis and implement proper risk management. Does it repaint? No. This indicator is coded with non-repainting logic. Once a pattern is confirmed and a signal is generated on a closed bar, it will remain on your chart permanently. The Higher Timeframe trend filter also uses a non-repainting method.
Pine Script® göstergesi
PhenLabs tarafından
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Swing Data color codded 1. improved float % data - Switched to the more reliable request.financial(..., "FLOAT_SHARES_OUTSTANDING", "D") (daily-updated). * Calculate directly as (float shares ÷ total shares) × 100. * Hard-capped at 100% to prevent any future glitches 2. added Today $ Vol - today's actual dollar volume (current volume × current price), formatted exactly like Avg $ Vol with K/M/B and $ sign). 3. added color coding to the following: Float %: Green: under 25% Yellow: 25% – 55% Red: above 55% ----------------------------- ADR%: Red: below 3% Yellow: 3% to 6% Green: above 6% ------------------------- Vol Buzz %: Red: low/negative buzz (≤ 0% — no unusual interest or below average) Yellow: moderate buzz (0% – 100% — some pickup but not extreme) Green: strong/high buzz (>100% — aligns with "volume surge" needed for momentum/EP --------------------------- Market Cap (in $B, after formatting): Green: ≤ 10B (small/mid-cap, more explosive potential in momentum styles) Yellow: 10B – 20B Red: >20B (larger caps, often slower/less volatile moves)
Pine Script® göstergesi
Money_4Honey tarafından
Macro Flow PANEL (ABS Strength + Sorted)📘 TradingView Public Manual Macro Flow PANEL (ABS Strength σ + Sorted) 🇺🇸 English Version Overview Macro Flow PANEL is a volatility-adjusted currency strength dashboard. It calculates relative currency performance using: Multi-pair basket construction Smoothed ROC (Rate of Change) Z-score normalization (σ strength) Sorted ranking (Strongest → Weakest) The purpose of this panel is to identify capital flow direction and detect structural imbalance across major currencies. This tool is designed for intraday macro-aligned trading, particularly useful when trading: Gold (XAUUSD) Major FX pairs Index-correlated markets Core Logic 1️⃣ Basket Construction The panel uses 7 major USD pairs: EURUSD GBPUSD AUDUSD NZDUSD USDCAD USDCHF USDJPY Each currency receives: BASE currency → +ROC QUOTE currency → −ROC This creates a synthetic strength value per currency. 2️⃣ Absolute Strength (σ Model) Instead of raw percentage strength, the panel calculates: Z-score = (Value − Mean) / Standard Deviation This expresses strength in terms of standard deviations from its historical average. Why this matters: • +2σ → statistically strong expansion • −2σ → statistically strong weakness • Around 0 → neutral / balanced This allows objective regime detection. 3️⃣ Sorted Ranking Currencies are automatically sorted: Strongest at the top Weakest at the bottom This enables immediate pair selection: Strongest vs Weakest → potential momentum pair Example: If USD = +3.2σ and JPY = −2.8σ USDJPY likely has expansion potential. How to Use ✔ Trade strong vs weak combinations ✔ Confirm Gold bias (USD strength vs risk assets) ✔ Filter entries using higher timeframe alignment ✔ Avoid trading currencies near 0σ during compression Interpretation Guide σ Value Meaning 0 ±0.5 Neutral zone ±1 Mild strength ±2 Strong expansion ±3+ Extreme condition (watch exhaustion) Designed For This tool is ideal for: • Macro flow monitoring • Intraday bias confirmation • Multi-timeframe alignment systems • Regime-based discretionary trading Important Notes This indicator does NOT predict price direction. It measures relative strength imbalance. Extreme σ values may indicate continuation OR exhaustion. Always combine with structure (MA alignment / ATR regime). 🇯🇵 日本語版 概要 Macro Flow PANEL は ボラティリティ調整済み通貨強度パネルです。 以下を組み合わせて構成されています： 主要7通貨ペアのバスケット合成 ROC（変化率）平滑化 Zスコア（σ）正規化 強弱自動ソート表示 目的は、 市場の資金フロー方向を可視化することです。 特に以下の取引で有効： XAUUSD（Gold） メジャー通貨ペア 指数連動相場 ロジック解説 ① バスケット構成 使用ペア： EURUSD GBPUSD AUDUSD NZDUSD USDCAD USDCHF USDJPY BASE通貨 → ＋ROC QUOTE通貨 → −ROC これにより通貨ごとの合成強度を算出。 ② 絶対強度（σモデル） 単純な％表示ではなく、 Zスコア（標準偏差ベース） で表示。 Z = (現在値 − 平均) ÷ 標準偏差 これにより： +2σ以上 → 統計的強さ −2σ以下 → 統計的弱さ 0付近 → バランス状態 レジーム判定が可能になります。 ③ 強弱ソート 常に 最強通貨 → 最弱通貨 の順で表示。 ＝ 即座にペア選定可能。 例： USD +3σ JPY −2σ → USDJPY 拡大型レジームの可能性 活用方法 ✔ 強 × 弱 の組み合わせを狙う ✔ Gold取引時はUSD位置を確認 ✔ 上位足整合と併用 ✔ 0σ付近はレンジ圧縮警戒 σ解釈目安 σ値 意味 ±0.5以内 中立 ±1 やや強い ±2 強い拡大 ±3以上 極端（過熱/加速） このインジは ✔ マクロフロー監視 ✔ 環境フィルター ✔ レジーム判定 ✔ 構造型裁量トレード 向けに設計されています。 注意事項 未来予測ツールではありません。 相対強度可視化ツールです。 極端σは「継続」または「失速」の両方あり得ます。 MA構造・ATR拡張と併用推奨。
Pine Script® göstergesi
cony1979 tarafından
Initial Value Breakout [OmegaTools]Initial Value Breakout (Ω IVB) is an intraday market structure indicator designed to identify, extend, and contextualize the Initial Value range formed during a user-defined opening session, with a default focus on the New York market open. The script is built for traders who want a structured and objective framework for reading early-session price discovery, tracking breakout direction, mapping expansion levels, and estimating adaptive continuation targets based on recent realized behavior. It is particularly effective on instruments where the opening phase provides meaningful information about participation, volatility, and directional intent, such as index futures, equities, and liquid intraday markets. The core idea of the indicator is to capture the high and low established during a configurable opening window and treat that range as the session’s Initial Value structure. Once the session ends, the script projects this structure forward through a configurable validity period, allowing the trader to monitor how price interacts with the key boundaries for the rest of the day. In practice, this creates a clean reference framework that can be used to distinguish between balanced sessions, failed breakouts, and genuine range expansion environments. During the selected opening session, the indicator continuously tracks the session high and session low while also collecting bar-by-bar mid-price data. This allows the script not only to define the upper and lower boundaries of the Initial Value range, but also to calculate a more stable internal reference level that reflects the opening distribution of price. Instead of relying on a simple midpoint between the session high and low, the script derives a center line using a hybrid central tendency approach that combines the average and median of opening-session mid-prices. This makes the central line more robust to isolated spikes and erratic early-session prints while still preserving responsiveness to the underlying structure. After the Initial Value range is formed, the script monitors price action for breakout events and updates a directional bias when price crosses above the Initial Value high or below the Initial Value low. This bias acts as a structural state variable for the session and is used both as a visual context cue and as part of the adaptive target logic. In practical terms, the bias helps the trader distinguish whether the market is currently expressing upside or downside initiative relative to the opening range, which is often critical when evaluating continuation setups versus reversion opportunities. In addition to the primary Initial Value high and low, the indicator can display deviation levels that project one full Initial Value range above and below the original boundaries. These expansion levels provide objective continuation references and are useful for identifying whether a breakout is developing into a true trend day or simply producing a short-lived excursion. Because the deviation levels are derived directly from the width of the opening range, they scale automatically with the session’s early volatility and remain instrument-agnostic in their construction. A key advanced feature of Ω IVB is its adaptive target system. Rather than relying exclusively on fixed range multiples, the script estimates continuation targets using recent realized breakout extensions observed during prior sessions. When a session ends and the Initial Value structure is reset, the script records how far price extended beyond the Initial Value boundary in the direction of the active bias within the configured validity window. Upside extensions and downside extensions are tracked separately in rolling samples, allowing the indicator to maintain side-specific behavior profiles. The script then computes projected upside and downside targets by applying the average of these recent realized extensions to the current session’s Initial Value boundaries. This creates dynamic targets that adapt to the instrument’s recent intraday expansion characteristics and can be more informative than static multipliers in changing volatility regimes. The indicator also includes an optional VWAP that resets from the beginning of the Initial Value session. This provides an additional institutional-style benchmark for evaluating price acceptance, trend quality, and rotational behavior relative to the opening structure. When enabled, the VWAP can be used alongside the Initial Value lines and breakout bias to refine trade selection, especially in cases where price breaks the range but fails to hold above or below both the range boundary and VWAP. From a visual design perspective, the script is intentionally built around line objects and line fill objects to produce a clean and precise intraday chart presentation. The Initial Value high and low are displayed as horizontal reference lines, while the optional center line, deviation levels, and adaptive targets can be layered on demand depending on the user’s preferred level of detail. Optional filled zones can be enabled to visually emphasize the Initial Value area and the deviation bands, making it easier to read structure at a glance without overcrowding the chart. Bullish and bearish colors are fully customizable so the indicator can be integrated into different chart themes and workflow preferences. The session and validity inputs allow the script to be tailored to different instruments and trading styles while preserving the same logic. The session input defines the exact time window used to construct the Initial Value range in New York time, and the validity input determines how long the levels remain active and how far the script looks when measuring realized post-breakout extensions for the adaptive target model. This makes the tool flexible enough for traders who focus on the cash open, the first hour, or custom opening structures, while still maintaining a consistent statistical framework. Ω IVB is well suited for traders who use opening range logic, session structure analysis, breakout continuation models, and rule-based intraday execution. It can be used to frame directional bias, identify acceptance or rejection around key opening references, plan profit-taking zones, and distinguish between balanced and expanding sessions. It becomes particularly powerful when combined with order flow analysis, volume studies, market internals, or discretionary tape reading, because it provides a stable structural map around which more granular execution decisions can be made. As with any analytical tool, the indicator is intended to support decision-making rather than replace a complete trading process. It should be used within a broader framework that includes risk management, position sizing, and execution discipline. When used correctly, Initial Value Breakout provides a professional and systematic way to interpret the opening phase of the market and translate that information into actionable intraday structure. By Eros, OmegaTools
Pine Script® göstergesi
OmegaTools tarafından
Prop Firm Account Rotation [Zupe]DISCLAIMER: Prop firm templates within the Indicator are kept as up to date as possible, but firms can update their rules and account parameters at anytime. Always verify details directly with the prop firm you're trading with before relying on this tool. The author assumes no responsibility for outdated or incorrect values. An on-chart dashboard for managing prop firm account rotation. The strategy of trading one funded account at a time, hitting a target, then rotating to the next. Inspired by the Prop Firm Account Rotation Guide by Pedro Taveira at Living From Trading . Why does Prop Firm Account Rotation work? The rotation strategy isolates risk to a single account at a time, enforces disciplined stop points, reduces emotional overtrading, and creates predictable payout cycles. Instead of monitoring multiple live accounts simultaneously, you focus on one, hit the target, stop, rotate. What It Does Displays a compact table overlay on your chart showing the real-time status of up to 10 prop firm accounts at once. Each row tracks: Balance — Current account value DD % — Drawdown used as a percentage of the account's maximum allowed drawdown (supports both Static and Trailing DD types) Target % — Progress toward the account's profit target Daily Loss — Proximity to the account's daily loss limit Rotation — Current status: Scout, Trading, Recovery, Idle, Payout, or Breached The active account is marked with a ▶ indicator so you always know which account you're trading at a glance. Rotation Statuses Scout — Testing market conditions before committing funded accounts Trading — Actively trading this account at normal risk Recovery — Account in drawdown, trading with reduced size and patience Idle — Waiting in the queue, untouched Payout — Target hit, hands off until withdrawal clears Breached — Account violated, done Prop Firm Presets Includes built-in templates across major futures prop firms covering a range of account types and sizes. Selecting a template auto-fills Initial Balance, DD Limit, Profit Target, Daily Loss Limit, and DD Type. Select "Custom" to enter your own values for any firm or account not listed. Color-Coded Risk Awareness DD % cell turns orange at 50% used and red at 75% when near drawdown. Target % cell turns green when 100% is reached, signalling it's time to rotate. How to Use 1. Set the number of accounts you're rotating (1–10). 2. For each account, select a prop firm template or enter custom values. 3. Set the Rotation status (Trading for the one you're actively trading, Idle for the rest). 4. Update the "Current $" field as your balance changes. 5. For trailing DD accounts, enter the "Trailing $" (highest balance reached) from your broker dashboard. 6. When an account hits its target, set it to Payout and rotate to the next Idle account. Note: This is a manual tracking overlay, it does not connect to any broker or execute trades.
Pine Script® göstergesi
Zupe tarafından
DROC - Double Rate-of-Change Indicator Pair# Double Rate of Change (DROC) Indicator - Complete Guide ## Introduction: Why DROC Matters The Double Rate of Change (DROC) indicator is a momentum oscillator that measures not just *how fast* price is moving, but *how that speed itself is changing*. While most traders focus on whether a trend exists, DROC answers the more critical question: **Is this trend gaining strength or losing it?** ### The Physics Analogy Think of trading like driving a car: - **Price** = Your position on the road - **Inner ROC (momentum)** = Your speedometer - are you moving forward or backward, and how fast? - **Outer ROC (acceleration)** = Your accelerator/brake pedal - are you speeding up or slowing down? You can be moving forward (uptrend) but hitting the brakes (decelerating). Or moving backward (downtrend) but letting off the brakes (decelerating downward = potential reversal). DROC reveals this hidden layer. ### What Makes DROC Unique Most momentum indicators answer: "Is price trending?" DROC answers: - "Is the trend getting stronger?" (acceleration) - "Is the trend losing steam?" (deceleration) - "Are we at a momentum inflection point?" (zero crosses) This early warning system helps you: - **Enter trends** as they're building energy (not after they're exhausted) - **Exit trends** as they're losing energy (before the reversal) - **Avoid chop** when momentum is weak and directionless - **Size positions** based on trend strength, not just trend existence ## Indicator Construction ### The Two Components **Inner ROC (Rate of Change) - Momentum Measurement** Formula: `ROC = ((Close - Close ) / Close ) * 100` - Default period: 25 days - Measures: Intermediate-term price momentum - Output: Percentage change over the lookback period - Positive values = Price rising - Negative values = Price falling - Zero = Price unchanged from N periods ago **Outer ROC (Rate of Change of ROC) - Acceleration Measurement** Formula: `Outer ROC = ROC of (Inner ROC value)` - Applies the same ROC calculation to the Inner ROC itself - Default period: 25 days - Measures: How fast momentum is changing - Output: Second derivative of price - Positive values = Momentum accelerating (getting stronger OR getting less negative) - Negative values = Momentum decelerating (getting weaker OR getting less positive) - Zero = Momentum is steady (neither accelerating nor decelerating) ### The Mathematical Foundation In calculus terms: - **Price** = Position function - **Inner ROC** = First derivative (velocity/momentum) - **Outer ROC** = Second derivative (acceleration) Just as physicists track position, velocity, and acceleration to predict motion, traders can track price, momentum, and acceleration to predict market behavior. ### Why 25 Days? The default 25-day period (roughly one trading month) captures: - **Too short** (5-10 days): Excessive noise, false signals - **Too long** (50-100 days): Signals lag, opportunities missed - **25 days sweet spot**: Balances responsiveness with reliability for swing traders **Customization:** Day traders might use 10-day periods; position traders might use 50-day periods. The key is keeping both ROC calculations at the same length for consistency. ### Optional Smoothing The indicator includes optional SMA smoothing (default = 1, meaning no smoothing): - Smoothing = 1: Raw, responsive, more signals - Smoothing = 3-5: Reduced whipsaws, clearer trends - Smoothing = 10+: Very smooth, but lagging Most traders leave smoothing at 1 and rely on the dual-ROC structure itself for filtering. ## Panel Configuration - Two Separate Indicators The DROC system consists of **TWO separate indicator scripts** that create independent panels below the price chart: **Panel 1 (Top):** "DROC - Inner ROC" indicator - measures momentum only **Panel 2 (Bottom):** "DROC - Outer ROC" indicator - measures acceleration plus displays status table ### Why Two Separate Indicators? TradingView's `bgcolor()` function applies to an entire indicator pane. To achieve independent background colors in each panel (green/red based on that panel's specific ROC value), we must use two separate indicator codes: 1. **DROC - Inner ROC**: Displays only the Inner ROC line with background colored by Inner ROC value 2. **DROC - Outer ROC**: Displays only the Outer ROC line with background colored by Outer ROC value, plus the status table This configuration allows each panel to have its own background color that responds to its own indicator value, creating the four distinct visual states described below. ### Setup Instructions 1. **Install both indicators:** - Copy "DROC - Inner ROC" code to Pine Script Editor, save as "DROC - Inner ROC" - Copy "DROC - Outer ROC" code to Pine Script Editor, save as "DROC - Outer ROC" 2. **Add to chart:** - Add "DROC - Inner ROC" first → creates top panel - Add "DROC - Outer ROC" second → creates bottom panel 3. **Result:** - Two separate panels with independent background colors - Status table appears only in bottom panel ## The Two Components - Interpretation ### Inner ROC (Blue Line - Top Panel) **What it measures:** 25-day price momentum (first derivative) **How to read it:** - **Above zero line** = Price rising over past 25 days (uptrend) - **Below zero line** = Price falling over past 25 days (downtrend) - **Higher values** = Stronger momentum - **Crossing zero** = Trend change from up to down or vice versa **In the screenshot:** Inner ROC at +28.21, showing strong positive momentum (uptrend). Top panel has green background reflecting this positive momentum. ### Outer ROC (Red Line - Bottom Panel) **What it measures:** Rate of change OF the Inner ROC (second derivative = acceleration) **How to read it:** - **Above zero** = Momentum is accelerating (trend getting stronger) - **Below zero** = Momentum is decelerating (trend weakening) - **Crossing zero** = Inflection point - momentum shift - **Extreme spikes** = Violent acceleration/deceleration events **In the screenshot:** Outer ROC at -1452.55, deeply negative, showing severe deceleration. Bottom panel has red/pink background reflecting this deceleration despite positive momentum. ## The Four Key States ### 1. **"Accelerating ↑"** (Both Positive - STRONGEST BULLISH) - Inner ROC > 0 (uptrend) - Outer ROC > 0 (accelerating) - **Trading action:** Hold longs aggressively, add on pullbacks - **Background colors:** Green in both panels (both top and bottom) ### 2. **"Weakening ↑"** (Inner Positive, Outer Negative - CAUTION) - Inner ROC > 0 (still uptrend) - Outer ROC < 0 (losing steam) - **Trading action:** Take partial profits, tighten stops, prepare for reversal - **Background colors:** Green in top panel (Inner), red/pink in bottom panel (Outer) - **Screenshot shows this exact state:** Inner ROC +28.21 (green top), Outer ROC -1452.55 (red bottom) ### 3. **"Weakening ↓"** (Inner Negative, Outer Positive - POTENTIAL REVERSAL) - Inner ROC < 0 (downtrend) - Outer ROC > 0 (downward momentum slowing) - **Trading action:** Watch for reversal signals, prepare to enter longs - **Background colors:** Red/pink in top panel (Inner), green in bottom panel (Outer) ### 4. **"Accelerating ↓"** (Both Negative - STRONGEST BEARISH) - Inner ROC < 0 (downtrend) - Outer ROC < 0 (accelerating down) - **Trading action:** Stay short, avoid longs, add to shorts on bounces - **Background colors:** Red/pink in both panels (both top and bottom) ## Reading the Status Table The status table appears in the **bottom panel only** (lower left corner) and displays values from both indicators: **Inner ROC value:** Current momentum reading - Positive = Bullish momentum - Negative = Bearish momentum - Near zero = Choppy/ranging **Outer ROC value:** Current acceleration reading - Large positive = Strong acceleration - Large negative = Strong deceleration - Near zero = Steady momentum (no acceleration change) **Trend:** Interprets the combination - **"Accelerating ↑/↓"** = Strong directional move - **"Weakening ↑/↓"** = Trend losing energy - **"Neutral"** = No clear pattern **Signal:** Actionable trading signal - **"BUY ▲"** = Outer ROC just crossed above zero (acceleration starting) - **"SELL ▼"** = Outer ROC just crossed below zero (deceleration starting) - **"HOLD −"** = No recent signal **In the screenshot:** Table shows Inner ROC +28.21 (positive momentum), Outer ROC -1452.55 (severe deceleration), Trend "Weakening ↑" (uptrend losing steam), Signal "SELL ▼" (deceleration signal active). ## Background Color Interpretation The background shading appears **independently in BOTH panels** (top Inner ROC panel and bottom Outer ROC panel) and provides at-a-glance context about momentum state. ### How Background Colors Work **Each panel colors independently based on its own ROC value:** **Top Panel (Inner ROC - DROC Inner indicator):** - **Light green background** = Inner ROC > 0 (uptrend/positive momentum) - **Light red/pink background** = Inner ROC < 0 (downtrend/negative momentum) **Bottom Panel (Outer ROC - DROC Outer indicator):** - **Light green background** = Outer ROC > 0 (accelerating) - **Light red/pink background** = Outer ROC < 0 (decelerating) ### The Four Background Combinations **1. Both Panels Green (Inner + Outer both positive)** - **State:** "Accelerating ↑" - **Meaning:** Uptrend that's getting stronger - **Visual:** Clean green across both panels - **Action:** Maximum bullish confidence - hold longs, add to positions **2. Top Green, Bottom Red (Inner positive, Outer negative) ← SCREENSHOT STATE** - **State:** "Weakening ↑" - **Meaning:** Uptrend that's losing steam - **Visual:** Split colors - green top, red/pink bottom - **Action:** Caution - take profits, tighten stops, prepare for reversal - **Screenshot shows exactly this:** Green top panel (Inner +28.21), red/pink bottom panel (Outer -1452.55) **3. Top Red, Bottom Green (Inner negative, Outer positive)** - **State:** "Weakening ↓" - **Meaning:** Downtrend that's slowing down - **Visual:** Split colors - red/pink top, green bottom - **Action:** Watch for reversal - downward momentum decaying, potential bottom forming **4. Both Panels Red (Inner + Outer both negative)** - **State:** "Accelerating ↓" - **Meaning:** Downtrend that's getting stronger - **Visual:** Clean red/pink across both panels - **Action:** Maximum bearish warning - avoid longs, hold/add shorts ### What Background Colors DON'T Tell You **Common Misconception:** "Green = bullish, red = bearish" **Reality is more nuanced:** ❌ **WRONG:** "Green in bottom panel always means buy" ✓ **CORRECT:** "Green in bottom panel means accelerating - could be accelerating UP (bullish) or decelerating DOWN (downtrend slowing = potentially bullish)" ❌ **WRONG:** "Red in bottom panel always means sell" ✓ **CORRECT:** "Red in bottom panel means decelerating - could be decelerating UP (uptrend weakening = bearish) or accelerating DOWN (downtrend strengthening = bearish)" **You must look at BOTH panels together:** **Example 1: Green bottom panel can be bearish** - Top panel: Red (Inner ROC = -15, strong downtrend) - Bottom panel: Green (Outer ROC = +50, accelerating) - **Interpretation:** Downtrend is slowing (getting less negative = acceleration in positive direction) - **Action:** Not bullish yet, but watch - deceleration of downtrend is first step toward reversal **Example 2: Red bottom panel can be bullish setup** - Top panel: Green (Inner ROC = +12, uptrend) - Bottom panel: Red (Outer ROC = -20, decelerating) - **Interpretation:** Uptrend taking a breather, consolidating before next leg - **Action:** Not necessarily bearish - could be healthy pause, but reduce position size ### The Transparency Design Background colors use **85% transparency** so they provide ambient context without interfering with reading the indicator values: - **Subtle wash of color** = You can see the general state peripherally - **Still see the lines clearly** = Primary data (ROC values) remain readable - **Works on white background** = Light tinting doesn't overwhelm the chart ### Quick Visual Decision Matrix **At a glance, the background colors create four distinct visual states:** | Top Panel | Bottom Panel | Visual | State | Bias | |-----------|--------------|--------|-------|------| | Green | Green | Both green | Accelerating ↑ | Maximum bullish | | Green | Red | Split colors | Weakening ↑ | Caution/neutral | | Red | Green | Split colors | Weakening ↓ | Cautious bullish | | Red | Red | Both red | Accelerating ↓ | Maximum bearish | **The split-color states (green/red or red/green) are transition zones** - neither maximum bullish nor maximum bearish. These are where the indicator is most valuable, warning you that momentum is shifting before price action makes it obvious. ### In the Screenshot **Current background state:** - **Top panel:** Light green (Inner ROC = +28.21, positive momentum) - **Bottom panel:** Light red/pink (Outer ROC = -1452.55, extremely negative deceleration) **What this tells you immediately:** Split colors (green top, red bottom) = "Weakening ↑" state. The market is in an uptrend (positive Inner ROC, green top panel), but momentum is collapsing violently (extreme negative Outer ROC, red bottom panel). **Interpretation:** The ES futures chart shows price at 6,862.50 near recent highs. The Inner ROC at +28.21 confirms the uptrend is still intact. However, the Outer ROC at -1452.55 shows **severe deceleration** - the uptrend is rapidly losing energy. **Visual cue:** The contrasting backgrounds (green top, red bottom) immediately alert you to the conflict: "Price is still rising, but energy is draining fast." This split-color state is your early warning that the trend may be exhausting. **Trading implication:** The background colors confirm what the numbers and status table say: **Take profits, tighten stops, don't add to longs.** This is a classic "Weakening ↑" setup where the trend hasn't reversed yet, but the deceleration warns reversal may be imminent. The "SELL ▼" signal in the status table reinforces this caution. ### Background Colors as Regime Filter **Strong trending regimes:** - Colors stay consistent (both green for weeks, or both red for weeks) - Few color transitions - Outer ROC oscillates smoothly **Choppy/ranging regimes:** - Colors flip frequently (green/red alternating) - Many split-color states - Outer ROC with wild spikes **Transition regimes:** - Colors in split state for extended period (like current screenshot) - One panel changes before the other - Signals potential regime change coming **Use the backgrounds to set position sizing:** - Consistent colors = trending regime = full position sizes - Frequently changing colors = choppy regime = reduce sizes - Split colors = transition = cautious/reduced sizes ## Critical Patterns to Watch ### Pattern 1: Outer ROC Extreme Spike - Outer ROC plunges below -300 or spikes above +300 (extreme deceleration/acceleration) - Indicates **violent momentum change** - Often precedes consolidation or reversal - **Action:** Reduce exposure, wait for stabilization - **Background:** Sharp intensification of red or green in bottom panel - **Screenshot example:** Outer ROC -1452.55 is an extreme spike showing violent deceleration ### Pattern 2: Zero Line Crosses - Outer ROC crossing zero = **momentum inflection point** - These are your primary entry/exit signals - **Upward cross** = Acceleration beginning (BUY signal) - bottom panel turns green - **Downward cross** = Deceleration beginning (SELL signal) - bottom panel turns red - **Screenshot:** Recent SELL signal visible as Outer ROC crossed below zero ### Pattern 3: Divergence - Price makes new high, but Inner ROC doesn't = Weakening momentum - Price makes new low, but Inner ROC doesn't = Weakening downtrend - Outer ROC turning positive while Inner still negative = Reversal brewing - **Background clue:** Bottom panel turning green while top stays red ### Pattern 4: Acceleration Symmetry - When Outer ROC spikes down violently (like -1452 in screenshot), it often spikes up equally on recovery - After extreme deceleration comes extreme acceleration (eventually) - **Watch for:** Bottom panel flipping from deep red to green as momentum rebuilds ### Pattern 5: Split-Color Persistence (Screenshot Pattern) - When split colors (green top, red bottom) persist for multiple bars - Indicates trend exhaustion in progress - **Action:** Systematic reduction of exposure as split state continues - **Screenshot shows:** Several bars of green top/red bottom = ongoing weakening process ## Screenshot Analysis - What It's Telling You **ES 1-Minute Futures Chart (Feb 23, 2026, 17:02 UTC):** **Price:** 6,862.50 (in strong uptrend, above both 8 EMA and 18 EMA) **8 EMA & 18 EMA:** Price well above both (bullish alignment) **Top Panel (Inner ROC):** - Value: +28.21 (strong positive momentum) - Background: Light green (uptrend confirmed) - Several red bars visible in 2023-2024 when downtrends occurred **Bottom Panel (Outer ROC):** - Value: -1452.55 (extreme negative deceleration) - Background: Light red/pink (deceleration confirmed) - Extreme spike visible on right side of chart - Status Table: "Weakening ↑", "SELL ▼" signal **Interpretation:** This is a **classic topping process on the 1-minute timeframe**. Price has rallied strongly (ES up from ~3,000 to 6,862), creating strong positive momentum (Inner ROC +28.21, green top panel). However, the rate at which momentum is building has collapsed violently (Outer ROC -1452.55, red bottom panel). The split-color backgrounds (green top, red bottom) provide instant visual confirmation: **"Uptrend present but losing energy fast."** **Historical context visible in chart:** - 2020-2022: Both panels frequently green = strong accelerating bull market - 2023: Several periods of both panels red = accelerating corrections - 2024-2025: Mix of states showing choppier conditions - Current (2026): Split state = transition/exhaustion phase **Trading implications:** - **NOT a trending environment on this timeframe** - momentum collapsing - Extreme Outer ROC deceleration suggests buyers exhausted short-term - Split-color state = reduce position size or exit longs - Wait for Outer ROC to stabilize near zero, then watch for: - Cross above zero (bottom turns green) = re-acceleration, new longs possible - Inner ROC goes negative (top turns red) while Outer stays negative (bottom stays red) = full reversal, both panels red **One-minute timeframe note:** On such a short timeframe, these signals are for scalping/day trading entries/exits, not position trading. The 25-day ROC on 1-minute bars = 25 minutes of data, appropriate for very short-term momentum assessment. ## Practical Use in Your AlanX System **Entry filter:** - Only take longs when both panels green (both ROCs positive) - Avoid entries when bottom panel red with Outer ROC < -200 (severe deceleration) - Best entries: Both panels green + status table shows "BUY ▲" signal **Exit trigger:** - Bottom panel turns red (Outer ROC crosses below zero) = tighten stops, consider exit - Outer ROC extreme spike (< -300 or > +300) = reduce position size immediately - Split-color state developing = prepare for regime change **Position sizing:** - **Full size:** Both panels green (both ROCs positive and aligned) - **Half size:** Split colors (one green, one red - transition state) - **Minimal size:** Outer ROC in extreme territory (± >300), intense background colors - **Screenshot state:** Half size or exit - split colors warn of exhaustion **Regime detection:** - **Trending regime:** Background colors consistent, Outer ROC oscillates smoothly around zero - **Choppy regime:** Background colors flipping frequently, Outer ROC wild spikes - **Transition regime:** Split-color state persists (like screenshot), Inner near extremes, Outer negative ## Advanced Applications ### 1. Multi-Timeframe Analysis - Daily DROC for trend direction - 60-minute DROC for entry timing - Enter when both timeframes show both panels green (both ROCs positive on both timeframes) - Screenshot shows 1-minute timeframe - use higher timeframes for position trades ### 2. Divergence Trading - Price makes higher high, Inner ROC makes lower high = momentum divergence - Wait for bottom panel to turn red (Outer ROC negative) = confirmation - Short when both divergence confirmed and split-color or both-red state appears ### 3. Volatility Regime Filter - Outer ROC extreme spikes (±300+) = high volatility regime = reduce size - Outer ROC contained (±50) = low volatility regime = increase size - Background color intensity in bottom panel reflects volatility state ### 4. Mean Reversion Plays - Outer ROC extreme negative spike (< -300) = oversold momentum - When bottom panel flips from red to green (Outer ROC crosses above zero) = mean reversion entry - Screenshot setup: Currently extreme negative, watch for flip to green for reversal trade ## Common Mistakes to Avoid ❌ **Entering on extreme Outer ROC readings** - Outer ROC at -1452 (like screenshot)? Don't short aggressively - deceleration can't continue indefinitely - Wait for stabilization near zero, then acceleration in your desired direction ❌ **Ignoring the Inner ROC** - Outer ROC turning positive doesn't mean buy if Inner ROC is deeply negative - Need context from both components - check both panel background colors ❌ **Treating background colors as buy/sell signals** - Colors provide context, not signals - Use status table "Signal" field for actionable entries/exits - Green top/red bottom (screenshot) = caution, not entry signal ❌ **Using wrong timeframe for trading style** - 1-minute DROC (screenshot) for scalping only - Day traders: Use 5-15 minute charts - Swing traders: Use daily charts - Position traders: Use weekly charts ❌ **Not adjusting for volatility regimes** - Same ±100 Outer ROC reading means different things in calm vs volatile markets - Screenshot shows extreme volatility (-1452) requiring different interpretation than normal -100 ❌ **Missing the split-color warning** - Split colors (one green, one red) are THE KEY signal - These transition states predict reversals before they happen - Screenshot split state = clear warning despite price still rising ## Summary The DROC indicator system uses **two separate indicators** to capture what your 77 years of experience already knows: **it's not just WHETHER momentum exists, but WHETHER it's getting stronger or weaker**. The two-panel setup with independent indicators separates signal from noise. Each panel's background color responds to its own ROC value, creating four distinct visual states. The status table in the bottom panel gives you instant interpretation combining both indicators. The split-color configurations provide early warning of trend exhaustion. **In the current screenshot:** The green top panel (Inner ROC +28.21) confirms the uptrend, while the red bottom panel (Outer ROC -1452.55) warns momentum is collapsing. This split-color "Weakening ↑" state tells you to reduce exposure and wait for clarity. When the bottom panel turns green (Outer ROC crosses above zero), that's your signal that energy is rebuilding and the market is ready to trend again. The background colors don't make decisions for you - they provide ambient awareness so you can make better decisions faster. Combined with the precise numerical readings from both indicators and the status table interpretation, DROC gives you a complete momentum analysis system that reveals not just trends, but the **quality and sustainability** of those trends.
Pine Script® göstergesi
QuantByAlan tarafından
Multi-Index VWAP DashboardTo post this on the TradingView Community Scripts, you want a description that highlights its multi-instrument correlation and institutional session data. It’s not just a VWAP indicator; it’s a "Tape Reading" dashboard for index traders. Here is a structured description you can copy and paste: Description Overview The Multi-Index Institutional VWAP Dashboard is a high-performance Tape Reading tool designed for NQ, ES, and YM traders. It provides a real-time "at-a-glance" matrix of how the three major US Indices are performing relative to critical institutional benchmarks. Instead of cluttering your main chart with dozens of lines, this dashboard compiles the data into a clean, Bookmap-inspired UI. Key Benchmarks Tracked The dashboard monitors price action for NQ, ES, and YM against: NY VWAP: Anchored specifically to the New York Open (09:30 AM ET). PD NY VWAP: The closing value of the previous day's New York session VWAP—a major level for institutional mean reversion. LOD/HOD Anchored VWAP: Dynamic VWAPs that re-anchor automatically to the current Day's High and Day's Low. 15m Opening Range (OR): Detects if price is trading Inside, Above (▲), or Below (▼) the first 15 minutes of the NY session. Trend Matrix: A real-time momentum filter for each index to identify cross-market divergence. Features Bookmap Style Visuals: Uses custom bubble icons (◎) for a modern, heat-map aesthetic. Timezone Optimized: Hard-coded for New York Session hours while respecting your local chart offset. Customizable Layout: Full control over dashboard position (Top/Bottom/Corners) and text sizing to fit any monitor resolution. Cross-Index Correlation: Easily spot "SMT Divergence" (e.g., when NQ is above its NY VWAP but ES is below it). How to Use Bullish Confirmation: Look for "All Green" bubbles across all three indices, specifically price holding above the NY VWAP and OR High. Mean Reversion: Use the PD NY VWAP and HOD/LOD VWAP as targets or areas of interest for potential reversals. Trend Divergence: If NQ is showing "Bullish" while YM is showing "Bearish," exercise caution as the indices are decoupled. Settings Tips Position: Move the dashboard to the "Bottom Right" if you have other indicators at the top. Style: Toggle between "Solid," "Bubble," or "Ring" icons in the script settings to match your chart's theme.
Pine Script® göstergesi
bansheecapital tarafından
Seasonality Pattern Stats Table# Seasonality Pattern Stats Table (SPST) **Tracks 14 calendar-based seasonality patterns. Calculates historical statistics for each pattern — median return, hit rate, confidence score and directional bias — over any user-defined year range. Hover any cell for a full tooltip including pattern definition, detection method, academic sources and live bar context.** --- ## What This Indicator Does Markets exhibit recurring calendar-based behaviors that have been documented in academic finance literature for decades. This indicator systematically measures 14 such patterns on a **daily chart**, compiling annual performance data for each and presenting a statistics table that shows — at a glance — which patterns are currently active and whether they have historically shown a reliable directional edge. The table updates on the last bar of the chart. When a pattern is active on today's bar, its row is highlighted in **orange** and prefixed with **▶**. Hovering over any cell opens a detailed tooltip with: - The pattern's definition and detection logic - Classic and recent academic sources - Live bar context (e.g. current Friday count, trading day number) - Full statistics block (bias, confidence, median, hit rate, min/max) --- ## The 14 Patterns | # | Pattern | Detection Logic | |---|---------|----------------| | 1 | **Turnaround Tuesday** | Tuesday after any negative Monday | | 2 | **Turnaround Tuesday ★** | Tuesday after Monday ≤ −0.30% | | 3 | **End of Month** | Last ~3 trading days (dynamic, not fixed calendar dates) | | 4 | **Begin of Month** | First 3 trading days | | 5 | **End of Quarter** | EOM window in Mar / Jun / Sep / Dec | | 6 | **OPEX Friday** | 3rd Friday of the month (options expiry) | | 7 | **OPEX Week** *(approx.)* | Calendar days 12–18 (approximation) | | 8 | **Quad Witching** | OPEX Friday in quarter-end months | | 9 | **Santa Claus Rally** | Last 5 TDs in Dec + first 2 TDs in Jan (Yale Hirsch definition) | | 10 | **Late-Month Fed Window** *(approx.)* | Tue/Wed on or after the 26th in FOMC months | | 11 | **Pre-Holiday** | Last trading day before Christmas Eve, New Year's Eve, Independence Day or Thanksgiving | | 12 | **Halloween Signal** | Oct 31 (buy) and May 1 (sell) — the "Sell in May" cycle | | 13 | **Monday Effect** | Every Monday | | 14 | **Friday Effect** | Every Friday | --- ## Table Columns Explained | Column | Description | |--------|-------------| | **Pattern** | Pattern name. Orange background + ▶ = active today | | **Bias** | LONG / SHORT / NEUTRAL based on median direction and hit rate | | **Conf.** | Confidence score 0–100. Composite of median magnitude and hit rate deviation from 50% | | **Median%** | Median open-to-close return across all qualifying years. Green = positive, Red = negative | | **Hit Rate** | Percentage of years the pattern closed positive. >55% required for bias signal (adjustable) | | **n** | Number of annual data points. Rows with n < minimum show "—" (insufficient data) | | **Min%** | Worst annual result | | **Max%** | Best annual result | | **★** | Edge strength: ★★★ strong / ★★ moderate / ★ weak | The **background color** of the chart (green / red tint) reflects the net bias of all currently active patterns, weighted by confidence score. --- ## How Statistics Are Calculated Returns are measured as **open-to-close** on each pattern day. This avoids overnight gap distortions and isolates the intraday behavior associated with the pattern. For each year in the selected range, the indicator averages all o2c returns on days where a pattern was active. The result is one data point per year per pattern. Statistics (median, hit rate, min, max) are then computed across those annual averages. This annual aggregation approach means **n = number of years**, not number of individual days. A pattern appearing 3 times per month gives ~36 days/year, but still counts as 1 annual data point. This reduces noise from short-term clustering and makes the statistics more comparable across patterns with different frequencies. --- ## Settings ### Data Range - **Start Year / End Year** — Define the historical window for statistics. Narrower ranges test recent behavior; wider ranges provide more samples. - **Min. Samples (n) for Bias** — Minimum number of annual data points required before showing a bias signal. Rows below this threshold show "—". Default: 5. ### Bias Thresholds - **Min. Hit Rate % for Bias** — Minimum hit rate required before labeling a pattern LONG or SHORT. Default: 55%. - **Min. Median Edge %** — Minimum absolute median return required for a bias signal. Default: 0.05%. Prevents noise from triggering signals on near-zero edges. ### Patterns on/off Toggle any of the 14 patterns individually to declutter the table. ### Display - **Table Position** — 9 positions available (corners, edges, center). - **Table Size** — Tiny / Small / Normal / Large. - **Show background color** — Toggles the chart background tint. ### Debug Mode When enabled, a second table appears in the bottom-left showing raw values for the current bar: timeframe validation, day of week, o2c return, trading day counter, EOM/BOM flags, Friday count and annual sample counts per pattern. Useful for verifying correct behavior on specific dates. --- ## Important Notes **Daily timeframe only.** The indicator automatically detects non-daily charts and displays a warning instead of the table. All pattern logic is based on trading day counts (not calendar days), evaluated in the **America/New_York** timezone. **EOM / Santa detection is dynamic.** Rather than using fixed calendar dates, the indicator tracks an exponential moving average of actual trading days per month. This correctly handles months with varying numbers of holidays without any hardcoded date lists. **OPEX Friday counts actual Fridays** (not calendar week numbers), so it is robust to months where the first day is a Friday or where holidays shift the Friday count. **The Late-Month Fed Window and OPEX Week are approximations.** They do not use official FOMC schedules or exact options expiry calculations. For precise FOMC dates, refer to (www.federalreserve.gov). **The Santa Claus Rally evidence is mixed.** Patel (2023) finds no statistically significant effect in the S&P 500 for 2000–2021. The pattern is included for completeness, but treat results with caution. **Day-of-week effects have weakened.** Urquhart & McGroarty (2016) document significant time-variation consistent with the Adaptive Market Hypothesis: the Monday and Friday effects were strongest in the 1980s–1990s and have largely disappeared in US markets since 2010. --- ## Academic Sources Referenced in Tooltips | Pattern | Key References | |---------|---------------| | TAT / TAT★ | DeBondt & Thaler (1985, *J. Finance*); Menkhoff et al. (2021, *JFE*) | | End of Month | Lakonishok & Smidt (1988); Ariel (1987); McConnell & Xu (2008, *FAJ*); Hasan et al. (2022) | | Begin of Month | Ogden (1990); Ariel (1987); Etula et al. (2020, *J. Finance*) | | End of Quarter | Haugen & Lakonishok (1988); Carhart et al. (2002, *J. Finance*); Lou et al. (2019) | | OPEX / OPEX Week | Ni et al. (2005, *J. Finance*); Golez & Jackwerth (2012, *RFS*); Avellaneda & Lipkin (2003) | | Quad Witching | Stoll & Whaley (1991, *J. Finance*); Hao et al. (2016, *RFS*) | | Santa Claus Rally | Hirsch (Stock Traders Almanac); Patel (2023) — critical counter-evidence | | Late-Month Fed Window | Lucca & Moench (2015, *J. Finance*) | | Pre-Holiday | Ariel (1990); Kim & Park (1994); Fabozzi et al. (2016, *J. Portfolio Mgmt*) | | Halloween Signal | Bouman & Jacobsen (2002, *AER*); Zhang & Jacobsen (2021, *JFE*) | | Monday / Friday Effect | French (1980, *JFE*); Cross (1973); Berument & Kiymaz (2001, *IRFA*); Urquhart & McGroarty (2016, *IRFA*) | --- ## Disclaimer This indicator is for **informational and educational purposes only**. Historical seasonality patterns do not guarantee future results. Calendar anomalies are subject to regime changes and may disappear once widely known (Adaptive Market Hypothesis, Lo 2004). Do not use this indicator as a standalone trading signal. Always apply your own risk management.
Pine Script® göstergesi
ukgsddrf tarafından
Sati Dashboard 9-Box (Position Fixed)ATI Dashboard 9-Box (Position Fixed) is a trade management system built as a “Stable Architecture of Mindfulness”—turning market complexity into a simple checklist to reduce emotional decisions and strengthen discipline. Core Philosophy “Not to be the most accurate entry machine, but to keep you from losing your mind.” This system isn’t designed to make you chase price arrows. It’s designed to verify market readiness across four key dimensions—Structure, Momentum, Context, and Volume—before you commit capital. Key Features 9-Box Checklist Dashboard: A 9-cell binary (Yes/No) checklist that filters out market noise. Structure: Validates price structure using EMA 21 and EMA 50. Momentum: Confirms driving force via RSI and price swing/impulse strength. Context: Confirms the higher-timeframe trend using 1H, so you don’t trade against the main trend. Volume & Volatility: Confirms sufficient trading volume and appropriate volatility. Signal Stability: An intelligent signal filter that reduces whipsaw in sideways markets by locking the BUY signal until a clear exit condition appears. Hard Exit Protection: Triggers an immediate exit alert when structure breaks (e.g., a candle closes beyond the Base Line) to protect capital before major damage occurs. Customizable UI (Position Fixed): You can move the Dashboard to different screen corners via Settings (Top Right, Bottom Left, etc.) to fit both desktop and mobile screens. How to Use Wait for the Checklist: Watch the 9-box Dashboard. If more than 6–7 boxes turn green (✓), the market is considered highly ready. Entry: Enter when the “BUY” label appears while the readiness score meets the threshold. Exit: Consider closing when “HARD EXIT” (red X) appears, or when multiple boxes start turning red (X), indicating weakening structure. Settings Dashboard Position: Choose the corner where the panel will appear. Minimum Score: Adjust how “strict” the signal is (recommended: 7 for higher accuracy). Base Line: Adjust the EMA value to match your preferred timeframe. Risk Disclaimer: Trading involves risk. This indicator is only a decision-support tool based on statistics and mathematics. Users must apply their own risk management at all times.
Pine Script® göstergesi
tai239 tarafından
Macro Driver Bias Panel ES & ZNES × ZN Driver Filter Macro Momentum & Regime Dashboard for Professional Bias Control 🔷 Overview This indicator is designed to evaluate: Equity Driver (ES Futures) Yield Driver (ZN – 10Y Treasury Futures) Multi-Timeframe Momentum Market Regime (Trend / Range / Compression) Structural Alignment between ES and Yields It is NOT a signal indicator. It is a macro bias filter panel. The goal is simple: Trade only when there is clear structural edge. Stay out when there is no edge. 🔷 Panel Components Column Meaning TF Timeframe ES MOM ES deviation (σ) from MA Y MOM ZN deviation (σ) from MA REG Market regime classification ALIGN ES & Yield directional agreement SIGNAL Bias output (LONG / SHORT / STAY) 🔷 ES MOM / Y MOM (σ Momentum) Values are shown in standard deviation units. Example: +1.0σ → strong upside extension -1.0σ → strong downside pressure 0.0σ → neutral Interpretation Guide σ Value Meaning 0 ~ 0.5 Weak / Noise 0.5 ~ 1.0 Moderate momentum 1.0+ Strong expansion 1.5+ Extreme move 🔷 REG (Market Regime) Regime is determined using: ADX (trend strength) Bollinger Band width ATR ratio Three classifications: REG Meaning TREND Structural expansion phase RANGE Balanced / rotation environment COMP Compression / volatility contraction Important: Large σ alone does NOT mean TREND. Structure must confirm expansion. 🔷 ALIGN (Driver Agreement) ALIGN evaluates whether: ES and Yields move in aligned macro direction Examples: ES ↓ and Yields ↓ → Risk-Off alignment ES ↑ and Yields ↑ → Risk-On alignment Opposite directions → No alignment Alignment increases confidence. 🔷 SIGNAL (Bias Output) This is NOT an entry signal. It reflects macro bias: SIGNAL Meaning LONG Favor long bias instruments (e.g., Gold) SHORT Favor short bias STAY No clear macro edge 🔷 Best Usage Use this panel: As higher timeframe bias filter Before session breakout trades Before Gold / FX entries During news events Do NOT use alone for scalping entries. 🔷 Philosophy This tool follows one principle: Edge comes from structural agreement, not emotion. If regime + momentum + alignment agree → Market has edge. If they conflict → Stay disciplined. ES × ZN ドライバーフィルター 構造 × モメンタム × 金利整合ダッシュボード 🔷 概要 このインジケーターは以下を同時に評価します： 株式ドライバー（ES先物） 金利ドライバー（10年債先物 ZN） マルチタイムフレーム・モメンタム 相場のレジーム判定 株式と金利の方向整合 これは売買シグナルではありません。 「環境フィルター」です。 目的はシンプルです： エッジがあるときだけ戦う。 エッジが無いときは STAY。 🔷 各項目説明 TF 対象時間足 ES MOM / Y MOM 移動平均からの標準偏差（σ）表示。 例： +1.0σ → 強い上昇圧力 -1.0σ → 強い下降圧力 目安： σ値 状態 0〜0.5 ノイズ 0.5〜1.0 中程度 1.0以上 強い拡張 1.5以上 過熱 REG（レジーム） 以下の組み合わせで判定： ADX ボリンジャーバンド幅 ATR比率 REG 意味 TREND 構造的拡張相場 RANGE バランス相場 COMP ボラ収縮状態 重要： σが大きくても、構造が伴わなければTRENDにはならない。 ALIGN（整合） 株式と金利が同方向に動いているか。 例： ES↓ + 金利↓ → リスクオフ整合 ES↑ + 金利↑ → リスクオン整合 整合は信頼度を高める。 SIGNAL 売買指示ではありません。 マクロバイアス表示です。 SIGNAL 意味 LONG ロング優位環境 SHORT ショート優位 STAY 明確な優位なし 🔷 推奨使用方法 上位足の環境認識 ゴールドやFXのエントリー前確認 指標発表前後の状況判断 スキャルの直接シグナル用途ではありません。 🔷 コンセプト このツールは 「構造 × モメンタム × 整合」 が揃ったときのみエッジがある という思想に基づいています。
Pine Script® göstergesi
cony1979 tarafından
Session Statistical Levels## Session Statistical Levels A universal session range statistics indicator that calculates the historical distribution of how each trading session has behaved and plots those levels forward from the current session's opening price. Works on any instrument, any timeframe, and tracks up to four sessions simultaneously — Asia, London, New York, and a fully configurable custom session. Everything here is derived live from your chart's own price history. The levels update at the open of each new session and extend rightward as the session develops. --- ## IMPORTANT DISCLAIMER All statistics are calculated in real time from your chart's own bar history within the chosen lookback window. This means: - Statistics will differ between users depending on chart history available and the lookback setting chosen. - The indicator requires a minimum of 2 completed sessions to begin drawing levels, but meaningful statistics require at least 20–30 sessions. The more history available, the more stable the percentile estimates. - Past session behaviour does not guarantee future outcomes. Any individual session can deviate significantly from historical distributions, particularly around major news events or unusual volatility conditions. - The indicator is most meaningful on instruments with well-defined, recurring session structure — futures, forex, and index products tend to work best. --- ## Core Concept At the open of each tracked session, the indicator looks back through all completed sessions within the lookback window and asks: *how large was this session's range, and how far did price travel above and below the opening price?* It builds a statistical distribution from those completed sessions and draws the key percentile levels as horizontal lines extending forward from the current session's open price. Every level is expressed as an **offset from the session open** — so a level labelled "NY P75" placed 200 points above the NY open means that in 75% of historical NY sessions, the session high was within 200 points of the open. The mirror level 200 points below means the same applies to the downside. This gives you a live, continuously updated picture of where price is relative to what is historically normal for the current session. --- ## Sessions Four sessions are tracked, each independently toggled: **Asia** — 7:00 PM to 2:00 AM ET. Captures the overnight Asian market session. **London** — 2:00 AM to 8:00 AM ET. Captures the European open and London session. **New York** — 8:00 AM to 4:00 PM ET. Captures the US cash equity and futures session. **Custom Session** — User-defined. You specify the start time, end time (both in HHMM format, Eastern Time), and a display label. This can be used to isolate any sub-session you find useful — for example, the opening drive (8:00–10:00 AM), the London close overlap (10:00 AM–12:00 PM), or an overnight Globex window. All the same statistics and levels are calculated for the custom session as for the named sessions. All session times use the **America/New_York timezone** and do not automatically adjust for daylight saving transitions in other regions. --- ## Levels Explained All levels are drawn as horizontal lines extending from the session open bar. They are extended bar by bar throughout the session. Each level appears both **above** (positive offset) and **below** (negative offset) the session open, reflecting that the distribution is applied symmetrically — the session could run in either direction. ### Median (P50) The median session range. Half of all historical sessions in the lookback window had a total range smaller than this, half had larger. This is the central reference point — if price has already moved the median range from the open, the session has covered "normal" territory. Displayed as a dashed line above and below the open, labelled e.g. `NY Med` and `NY -Med`. ### IQR Band (P25 / P75) The interquartile range — the middle 50% of historical session ranges. The P75 line above the open means 75% of sessions had their high within this distance of the open; the P25 line means 25% of sessions exceeded this level on the upside. Together the P25 and P75 lines form a band representing where the session range most commonly falls. Price moving beyond the P75 level is entering the upper quarter of historical sessions by range. An optional fill between these lines visually highlights the band. Displayed as dotted lines, labelled e.g. `NY P75` / `NY P25`. ### P10 / P90 The outer 80% band. The P90 level above the open represents a large range day — only 10% of historical sessions have extended further. The P10 level is the inner boundary, below which only 10% of sessions failed to reach. These levels help identify when a session is developing into an unusually large or unusually small range day. An optional fill between the outer and inner bands provides additional visual context. Labelled e.g. `NY P90` / `NY -P90`, `NY P10` / `NY -P10`. ### P95 An optional extreme outlier level. Only 5% of sessions have extended beyond this distance from the open. Useful for identifying historically rare range expansions — not shown by default as they are rarely reached and can visually clutter the chart. ### Mean The arithmetic average session range, plotted symmetrically above and below the open. Because session ranges tend to have a right-skewed distribution (occasional very large range days pull the average up), the mean is typically somewhat higher than the median. When the mean and median are noticeably different, it indicates the presence of outlier sessions in the lookback window. Displayed as a dashed line, labelled e.g. `NY Mean` / `NY -Mean`. ### Mean ± 1 Standard Deviation Optional. Plots lines one standard deviation above and below the mean range. Note that standard deviation assumes a roughly normal distribution, which session ranges typically do not follow — they tend to be right-skewed with fat tails. For this reason the StDev bands are disabled by default and the percentile-based levels (which make no distributional assumptions) are preferred. The tooltip in the settings explicitly flags this limitation. Labelled e.g. `NY +1SD` / `NY -1SD`. --- ## Directional MAE / MFE Levels This is the most distinctive feature of the indicator, and requires some explanation. The indicator tracks each completed session as either **bullish** (closed above the opening price) or **bearish** (closed below the opening price). For each category it separately records: - **MFE (Maximum Favourable Excursion)** — how far price moved in the winning direction before the session closed. For bull sessions this is the maximum distance above the open; for bear sessions it is the maximum distance below the open. - **MAE (Maximum Adverse Excursion)** — how far price moved against the eventual session direction before recovering. For bull sessions this is the maximum distance price dropped below the open before closing higher; for bear sessions it is the maximum distance price rose above the open before closing lower. From these directional arrays the indicator calculates and plots: **Bull MFE50** — the median upside excursion on bull sessions. In 50% of sessions that closed above the open, price ran at least this far above the open at some point during the session. Plotted above the open. **Bull MFE75** — the 75th percentile upside excursion on bull sessions. A higher-probability upside target for sessions that are developing as bullish. **Bull MAE50** — the median adverse dip on bull sessions. Even in sessions that ultimately closed higher, price dipped at least this far below the open half the time. Plotted below the open. This is a guide to how much heat a long position from the open has historically needed to absorb before the session recovered. **Bear MFE50** — the median downside excursion on bear sessions. In 50% of sessions that closed below the open, price fell at least this far. Plotted below the open. **Bear MFE75** — the 75th percentile downside excursion on bear sessions. **Bear MAE50** — the median adverse rally on bear sessions. Even in sessions that ultimately closed lower, price bounced at least this far above the open half the time. Plotted above the open. ### How to Use MAE / MFE The MAE levels are particularly useful for position sizing and stop placement. If the Bull MAE50 for the NY session is 40 points, then a stop placed less than 40 points below the NY open on a long trade has historically been triggered in more than half of all ultimately bullish sessions — not because the trade was wrong, but because intraday chop reached that depth before the session recovered. Knowing this helps calibrate stop distance relative to historical session behaviour. The MFE levels are useful as probabilistic targets. If NY Bull MFE75 is 150 points above the open, that level represents a target that 75% of historical bull sessions have reached or exceeded on the upside. **Important:** the MAE/MFE levels are only drawn when there are at least 2 sessions of each type (bull or bear) in the lookback window. On instruments or sessions with very few bull or bear sessions in the lookback period, these levels may not appear or may be based on a very small sample. The bull/bear session count is visible in the stats table (shown as e.g. `15b/12B` — 15 bull sessions, 12 bear sessions). --- Stats Table The stats table provides a numerical summary of the range distribution for each active session. It is shown at the bottom of the chart and updates on the last bar. Session — Session name, plus bull/bear session count (e.g. NY 45b/38B). The bull count (lowercase b) shows how many sessions in the lookback window closed above their opening price; the bear count (uppercase B) shows how many closed below. N — Total number of completed sessions in the lookback window for this session. This is your effective sample size — if it is low, treat the percentile levels with less confidence. P25 — 25th percentile of session ranges in points. Three quarters of historical sessions had a range larger than this. A session still inside this level is developing as an unusually narrow range day. P50 Med — Median (50th percentile) session range in points. Half of historical sessions had a smaller range, half had larger. This is the central reference point for what a typical session looks like. P75 — 75th percentile of session ranges in points. Only one quarter of historical sessions exceeded this range. Price moving beyond the P75 level on the chart means the session is in the upper quarter of historical range days. P90 — 90th percentile of session ranges in points. Only 10% of historical sessions exceeded this range. A session reaching the P90 level is a statistically large range day. Mean/SD — The arithmetic mean session range and its standard deviation, both in points, displayed as mean/SD. Because session ranges tend to be right-skewed, the mean will typically be somewhat higher than the median. A large gap between the two indicates the presence of outlier sessions pulling the average up. Sessions that are currently toggled off are shown with a grey background. The bottom row shows the current lookback setting as a reminder. All range values in the table are in the **native points of the instrument** — the same units as the price axis. --- ## Fills When fills are enabled, semi-transparent shaded regions are drawn between the P25/P75 band and between the P10/P90 band. These provide a quick visual read of where the session range typically falls without needing to read individual level labels. The fill colours are independently configurable. Fills are extended bar by bar as the session progresses alongside the lines. --- ## How to Use This Indicator **At the session open:** The levels are drawn immediately from the opening bar. Note where price is relative to the P25, P50 and P75 levels — this sets the context for how large a range you might expect. **During the session:** As price moves away from the open, the levels tell you where you are in the historical distribution. Price passing through the P75 level means the range has entered the upper quarter of historical sessions. Price still inside the P25 level late in the session suggests a narrow, below-average day. **For target setting:** The MFE levels (bull or bear depending on the direction the session is developing) provide historically grounded targets. The P50 MFE is a conservative target; P75 MFE is more ambitious but still within the range of the majority of directional sessions. **For stop placement:** The MAE levels provide context for how much adverse movement has historically occurred even in ultimately successful sessions. Stops placed tighter than the MAE50 level have historically been triggered in more than half of all sessions that eventually moved in the intended direction. **Comparing sessions:** With multiple sessions visible simultaneously, you can compare how the current session's range compares to the Asia or London session that preceded it. An NY session already exceeding the Asia P90 level early in the day is developing into an unusually large range day by historical standards. **The custom session** is most useful for isolating specific intraday windows you trade. For example, setting it to 09:30–11:00 gives you statistics purely for the opening drive, without the full-day NY range diluting the picture. --- ## Inputs and Settings ### Global Settings - **Lookback Sessions** *(default: 100, minimum: 10)* — Number of completed sessions used to build the statistical distributions. Applies to all four sessions. Higher values give more stable percentile estimates but are less responsive to recent regime changes. Lower values track recent conditions more closely but are more susceptible to small-sample noise. A minimum of 30–50 sessions is recommended for reliable percentile estimates; the tooltip suggests 50+. - **Label Size** *(default: Tiny)* — Size of the text labels on all level lines. Options: Tiny, Small, Normal. - **Show Stats Table** — Toggle the summary table on or off. - **Table Position** — Place the table in any corner: Top Left, Top Right, Bottom Left, Bottom Right. ### Sessions - **Asia (7pm – 2am ET)** — Toggle Asia session levels on or off. - **London (2am – 8am ET)** — Toggle London session levels on or off. - **NY (8am – 4pm ET)** — Toggle New York session levels on or off. - **Custom Session** — Toggle the custom session on or off. When enabled, three further inputs appear: - **Custom Start (HHMM ET)** — Session start time in 24-hour format, Eastern Time. E.g. `0930` for 9:30 AM. - **Custom End (HHMM ET)** — Session end time. E.g. `1200` for noon. - **Custom Label** — The name shown on level labels and in the stats table for this session. ### Levels to Show - **Median (P50)** — Toggle median lines on or off. - **IQR Band (P25 / P75)** — Toggle the interquartile range lines and fill on or off. - **P10 / P90** — Toggle the outer percentile lines and fill on or off. - **P95 (extreme sessions)** — Toggle the P95 extreme level on or off. Off by default. - **Mean** — Toggle mean lines on or off. - **Mean +/- 1 StDev** — Toggle standard deviation bands on or off. The tooltip notes these are less reliable for skewed data and percentile levels are preferred. - **MAE / MFE (bull+bear sep.)** — Toggle the directional max adverse/favourable excursion levels on or off. The tooltip explains these are excursions from the session open. - **Separate Bull/Bear levels** — When MAE/MFE is enabled, this toggle determines whether bull and bear levels are drawn separately (on) or combined (off). Keeping this on is recommended as combining directional excursion data from bull and bear sessions produces less meaningful levels. ### Style All colours are individually configurable: - **Median color** *(default: near black)* - **IQR color** *(default: dark grey)* - **P10/P90 color** *(default: medium grey)* - **P95 color** *(default: muted red)* - **Mean color** *(default: dark blue)* - **StDev color** *(default: medium blue)* - **MAE color** *(default: muted red)* — used for adverse excursion levels - **MFE color** *(default: muted green)* — used for favourable excursion levels - **IQR fill** *(default: very light grey, 92% transparent)* - **P10/P90 fill** *(default: very light grey, 96% transparent)* - **Show fills** — Master toggle for all band fills. --- ## Limitations **Lookback window applies across all sessions equally.** The same lookback count is used for Asia, London, NY, and custom. If you set a lookback of 100, each session independently accumulates up to 100 completed sessions. There is no cross-session weighting — a day with an unusual Asia session does not automatically influence the NY statistics for that day. **Total number of completed sessions actually captured in the lookback window for this session. This may be significantly lower than your chosen lookback setting — on higher timeframes, TradingView's bar history limit means fewer historical bars are available, which directly reduces how many completed sessions the indicator can see. If you have set a lookback of 100 but the table shows N=18, your chart does not have enough history loaded for that timeframe. Switching to a lower timeframe or scrolling back further to load more history will increase the session count. If N is low, treat the percentile levels with less confidence. **Bull/bear split reduces effective sample size.** When MAE/MFE is enabled, the directional arrays only contain sessions of each respective type. With a lookback of 100 sessions and a roughly 50/50 bull/bear split, each directional array will have approximately 50 sessions. With more extreme splits or smaller lookbacks, the directional levels may be based on fewer sessions than the overall range statistics. Always check the bull/bear count in the stats table. **Session times are fixed to ET.** The indicator does not adapt to other timezone daylight saving changes. Users in regions that observe different DST schedules may notice sessions shifting by one hour at certain times of year. **Custom session must fit within a single calendar day boundary in ET.** Overnight sessions that cross midnight require careful setup — the standard Asia session (which crosses midnight ET) works correctly because it uses a predefined time string, but custom sessions that cross midnight may not behave as expected depending on how TradingView resolves the time range. **Standard deviation limitation.** As noted in the settings tooltip, session ranges are typically right-skewed — occasional very large range days create a long upper tail. Standard deviation assumes a symmetric normal distribution and will underestimate tail risk. The percentile-based levels (P90, P75 etc.) make no distributional assumptions and are more reliable for characterising the actual shape of the distribution. **Timeframe sensitivity.** The indicator tracks session opens and closes bar by bar. On high timeframes (1H or above), session boundary detection may miss the exact opening bar or fail to capture intrabar session transitions accurately. Recommended timeframes are 1-minute through 30-minute charts. On lower timeframes, more bars are available and session boundaries are captured precisely. **Past statistics do not predict future outcomes.** A P75 level means that 75% of historical sessions stayed within that range — it does not mean price will stop there, reverse there, or that the current session will follow the historical distribution. Use these levels as probabilistic context, not as targets or stops in isolation. --- ## Technical Notes - Session ranges and directional excursions are stored in separate per-session arrays, trimmed to the lookback limit using a FIFO approach (oldest session dropped when the limit is reached) - Lines and fills are extended bar by bar throughout each session using stored object references - Compatible with all instruments and all timeframes; most accurate on timeframes of 30 minutes or below
Pine Script® göstergesi
lucymatos tarafından
1
NY vs Asia Statistical Levels## NY vs Asia Statistical Levels A context-driven overlay indicator that calculates live statistics from your chart's own session history and plots probabilistic price levels for the New York session based on how the preceding Asia session developed and where NY opened relative to it. This is not a signal generator. It is a statistical framework — a way of answering the question: *given today's Asia range and where NY opened, what does a "typical" session look like from here?* --- ## IMPORTANT DISCLAIMER All statistics displayed by this indicator are calculated in real time from your chart's own price history. The lookback window is user-defined (default: 100 sessions). This means: - The indicator requires sufficient chart history to build meaningful statistics. A minimum of 20–30 matching sessions per bucket is recommended before placing significant weight on the numbers. - Statistics will differ between users depending on their chart's available history and the chosen lookback setting. - Past session statistics do not guarantee future outcomes. Any individual session can and will deviate significantly from historical norms. - This indicator is designed for **futures markets that trade with a clear Asia/London/NY session structure** (e.g. NQ, ES, CL, Gold). It is less meaningful on instruments with no meaningful Asia session. --- ## What This Indicator Does At the New York open (8:00 AM ET), the indicator classifies where NY opened relative to the preceding Asia range into one of four **buckets**: - **Inside Lower Half** — NY opened within the Asia range, below the Asia midpoint - **Inside Upper Half** — NY opened within the Asia range, above the Asia midpoint - **Above Asia High** — NY opened above the Asia session high - **Below Asia Low** — NY opened below the Asia session low It then looks back through your chart's history and retrieves only the sessions that match today's bucket. From those sessions it calculates the statistical distribution of: - How far NY extended above the Asia high - How far NY extended below the Asia low - How large the total NY range was, expressed as a multiple of that day's Asia range - Where price typically reversed from its high or low extension These distributions are used to draw **probabilistic price levels** on the chart for the current NY session, each labelled with a percentile and a historical hit rate. --- ## Session Boxes Three coloured boxes are drawn to visually define the session ranges: - **Asia Box** (default orange) — 7:00 PM to 2:00 AM ET. Tracks the overnight Asia session high and low. - **London Box** (default blue) — 2:00 AM to 8:00 AM ET. Tracks the London session range. - **NY Box** (default red) — 8:00 AM to 4:00 PM ET. Expands in real time throughout the NY session. All boxes can be toggled on or off independently, and their colours, fill transparency and outline visibility are all configurable. --- ## Price Levels All levels are drawn at the NY open and extend rightward through the session. When a level is touched during the NY session, its line and label turn grey and a ✓ is prepended to the label, confirming it has been hit. ### Asia Range Grid A symmetrical grid of levels placed at exact multiples of the Asia range above and below the NY open price. For example, if the Asia range was 100 points and NY opened at 21,000, the +1x level sits at 21,100 and the −1x level at 20,900. Each grid label shows the multiple (e.g. `+2x AR`) and a **hit rate percentage in brackets** — the percentage of past sessions in the current bucket where the NY range covered at least that many Asia ranges in that direction. This tells you how common it is for price to reach each grid level. The number of multiples displayed above and below (1x through to a user-defined maximum) is configurable. ### Extension Levels (ExtHi / ExtLo) These levels mark where price has historically **broken out beyond the Asia range boundaries**. - **ExtHi P50 / P75 / P90** — placed above the Asia high. These are the 50th, 75th, and 90th percentile of how far above the Asia high NY has extended in the current bucket. The P50 level is the *median* extension — half of matching sessions extended at least this far above the Asia high. - **ExtLo P50 / P75 / P90** — placed below the Asia low, on the same basis. Each label also shows its **hit rate** — the percentage of past sessions where price actually reached at least that extension level. Since a P50 level is by definition the median, you would expect approximately 50% of sessions to hit it; the displayed hit rate confirms this from your actual data. When NY opens **inside** the Asia range, both ExtHi and ExtLo levels are drawn, as price could break either direction. When NY opens **above the Asia high**, only ExtHi levels are drawn (ExtLo is less relevant when price has already gapped out). The reverse applies for opens below the Asia low. ### Reversal Levels (RevHi / RevLo) These answer a different question: **if price extends through the Asia high or low, where does it typically pull back to?** - **RevHi P50 / P75** — anchored to the ExtHi P50 level. These mark the 50th and 75th percentile of the full range from the extension peak back down to the NY low. In practical terms, RevHi P50 is the level that price has historically reversed back to (or through) in 50% of sessions that extended above the Asia high. - **RevLo P50 / P75** — the mirror image below the Asia low. Note: Reversal levels only populate once the indicator has enough sessions in the current bucket where NY actually broke the Asia boundary. If few sessions in the bucket did so, these levels may not appear. --- ## Stats Table The stats table updates live throughout the NY session and summarises the statistical context for the current day. It can be positioned in any corner of the chart. | Row | What it shows | |---|---| | **Asia Range (pts)** | Today's completed Asia session range in points | | **Asia Range Z-Score** | How many standard deviations today's Asia range is from the rolling mean. Positive = above average, negative = below average. | | **Asia Range Pctile** | Percentile rank of today's Asia range within your lookback window. 80th percentile means today's range was larger than 80% of recent sessions. | | **NY Open vs Asia** | Which of the four buckets today's NY open falls into | | **Bucket Sessions** | How many sessions in your lookback history match today's bucket. This is the sample size driving all levels and stats. | | **Sessions Captured** | Total sessions in the lookback window (across all buckets). Lower than your lookback setting means your chart doesn't have enough history loaded. | | **Median NY Rng (x)** | The median NY range across matching sessions, expressed as a multiple of the Asia range. A value of 2.5x means half of similar sessions had a NY range smaller than 2.5 Asia ranges, half had larger. | | **Avg NY Rng (x)** | The arithmetic mean of the same NY range multiples. Will be higher than the median if a few large-range sessions pull the average up. | | **Median NY Rng (pts)** | Median NY Rng (x) multiplied by today's Asia range. This is the expected NY range in price points if today follows a typical session. | | **Avg NY Rng (pts)** | Avg NY Rng (x) multiplied by today's Asia range. | | **NY Range (pts)** | The live current NY range (high minus low) in points. Updates every bar during the NY session. | | **Complete (med)** | Current NY range as a percentage of the Median NY Rng (pts). 50% means you're halfway through a typical session's expected range. 100% means today has already matched the median. Over 100% means today is an above-median range session. | | **Complete (avg)** | The same calculation but relative to the average expected range instead of the median. | ### How to Read the Completion Rows The Complete (med) and Complete (avg) rows are live progress indicators during the NY session. They answer: *how much of a typical session's range has already been covered?* - **Below 100%** — the session range is still within what's historically normal. There may be more range to develop. - **At 100%** — today's range has matched the median (or average) of past sessions in this bucket. - **Above 100%** — today is already an above-average range session. This doesn't mean the session is over, but it provides context that you're in an extended move relative to history. Because the median and mean can differ substantially (particularly in buckets that occasionally see very large range days), it is worth watching both. If Complete (med) is at 120% but Complete (avg) is still at 80%, the session has exceeded a typical day but remains within range of what the average session produces. --- ## How to Use This Indicator This indicator is best treated as a **contextual framework** to sit alongside your existing analysis rather than as a standalone strategy. **At the NY open:** Note the bucket (NY Open vs Asia row), check the Bucket Sessions count to confirm you have adequate history, and note the Median and Avg range expectations in points. This tells you roughly what a normal session looks like from here. **During the session:** Watch the Extension levels for potential targets or reaction points if price is trending. The hit rate percentages on the grid and extension labels tell you how often price has historically reached each level — higher hit rates suggest higher-probability targets. **If price breaks the Asia high or low:** The Reversal levels become relevant. They mark where price has historically pulled back to after the extension, which may provide fading or re-entry context. **The completion rows** are most useful as a session progresses. A session at 30% complete early in the day is normal; a session still at 30% with an hour to go suggests a narrow-range day. A session at 150% complete early suggests unusual volatility. --- ## Inputs and Settings ### General - **Lookback Sessions** *(default: 100)* — The number of completed NY sessions the indicator draws statistics from. All four buckets share this lookback pool. Higher values provide more stable statistics; lower values are more responsive to recent conditions. Note that each bucket will contain roughly one quarter of this number on average — with 100 sessions lookback, each bucket may have around 20–30 matching sessions, which is a reasonable minimum. - **Label Size** *(default: Small)* — Size of the text labels on price levels. Options: Tiny, Small, Normal. - **Show Stats Table** — Toggle the stats table on or off. - **Table Position** — Position the table in any corner of the chart: Top Left, Top Right, Bottom Left, Bottom Right. - **Table Text Size** *(default: Tiny)* — Font size inside the stats table. Options: Tiny, Small, Normal. ### Session Ranges - **Show Asia/London/NY Range Box** — Toggle each session box independently. - **Box Fill Transparency** *(default: 90)* — Controls how transparent the session box fill is. 90 = very faint, 50 = much more visible. - **Box Outline** — Toggle the dotted border around each session box. - **Asia/London/NY Box Color** — Colour picker for each session box. ### Asia Range Grid (from NY Open) - **Show Asia Range Grid** — Toggle the grid on or off. - **Multiples above & below open** *(default: 3)* — How many Asia range multiples to draw above and below the NY open. Setting this to 3 draws ±1x, ±2x, and ±3x levels. - **Grid Level Color** — Colour of all grid lines and labels. - **Grid Line Style** — Solid, Dashed, or Dotted. - **Grid Line Width** — Thickness of grid lines, 1–4. ### Statistical Levels - **Show Extension Levels** — Toggle ExtHi/ExtLo P50/75/90 levels on or off. - **Show Reversal Levels** — Toggle RevHi/RevLo P50/75 levels on or off. - **Extension Above Color** — Colour for upside extension levels (ExtHi). - **Extension Below Color** — Colour for downside extension levels (ExtLo). - **Reversal Level Color** — Colour for reversal levels. - **Hit Level Color** — Colour that levels and labels change to once they have been touched during the session. --- ## Limitations **Sample size is everything.** The statistics are only as reliable as the number of matching sessions in your lookback window. If your chart has limited history, or if today falls in a less-common bucket (e.g. "Above Asia High" or "Below Asia Low"), the bucket may contain very few sessions and the levels should be treated with correspondingly less confidence. Always check the Bucket Sessions row before relying on the numbers. **Timeframe requirements.** The indicator tracks session highs and lows bar by bar. On very high timeframes (e.g. 1H or 4H), session boundaries may not be captured accurately. Recommended timeframes are 1-minute through 30-minute charts. The stats table will show fewer sessions captured on higher timeframes due to limited bar history on TradingView. **Session times are fixed to America/New_York timezone.** Sessions are defined as: Asia 7:00 PM–2:00 AM ET, London 2:00 AM–8:00 AM ET, New York 8:00 AM–4:00 PM ET. These do not adjust for other regions' daylight saving transitions. **Reversal levels require extension sessions only.** The RevHi levels are calculated only from sessions where NY actually broke above the Asia high. If few sessions in the bucket did this, the reversal levels may not appear or may be based on a very small sample. **This is a statistical tool, not a predictive model.** A hit rate of 70% means that in 30% of past sessions, the level was not reached. Any individual session can diverge significantly from historical patterns, particularly around major news events, earnings, or unusual macro conditions. **The indicator looks back in time, not forward.** All statistics are derived from completed sessions that match today's conditions. The market regime may shift, and probabilities that held over a historical period may not persist indefinitely. --- ## Technical Notes - Written in Pine Script v5 - Uses `max_lines_count=500`, `max_labels_count=500`, `max_boxes_count=300` - All statistics are calculated live on the chart from rolling arrays — nothing is hard-coded - Level lines are extended 5 bars beyond the NY open to ensure they are visible on the opening candle - The stats table updates on every bar during the NY session and on the last bar of the chart - Compatible with all instruments and timeframes, though most meaningful on futures with a clear Asia/NY session structure on timeframes between 1-minute and 30-minute
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Trading Psychology AnalyzerTrading Psychology Analyzer helps you evaluate your trade setups before you enter. How it works: 1. Confluence Scoring — Scores your setup from 0-100% based on key market conditions: Break of Structure (BoS), Fibonacci retracements, Premium/Discount zones, News events, Chart Patterns, Breaker Blocks, Supply/Demand zones, Multi-Timeframe alignment, and Volume confirmation 2. Risk Calculator — Automatically calculates position size based on your account balance and risk % using proper Risk:Reward ratios 3. Psychology Check — Prompts you to acknowledge your emotional state before taking the trade Who is this for: • Traders who want to quantify their setup quality • Those who struggle with emotional decision-making • Anyone wanting to improve risk management Use the inputs to customize threshold levels and enable/disable individual confluence factors. Works on any market and timeframe.
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