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Blockcircle AMS V3 - Altcoin Market ScorecardThe Blockcircle Altcoin Market Scorecard is a proprietary multi-timeframe analysis system developed by Blockcircle since 2017, designed to aggregate 11 distinct inter-market relationships into a single, actionable sentiment score (0-100). This indicator represents years of research into altcoin market dynamics and cross-asset correlations, providing traders with a systematic framework for bias determination rather than discretionary guesswork. WHAT PROBLEM THIS SOLVES Altcoin traders face a fundamental challenge: determining whether current market conditions favor altcoin exposure. This typically requires monitoring dozens of charts, manually tracking BTC dominance, stablecoin flows, relative strength against equities, and sector rotation patterns. Most traders either skip this analysis entirely or do it inconsistently. The AMS consolidates this multi-dimensional analysis into a single dashboard that updates in real-time across multiple timeframes simultaneously. WHAT MAKES THIS ORIGINAL AND WORTH USING The value proposition is not any single component, but rather the complete analytical system working together: Proprietary Metric Selection - The specific combination of 11 inter-market relationships was developed through years of observing what actually correlates with altcoin performance. This is not a random collection of indicators - each metric was selected because it provides non-redundant information about altcoin market conditions. Empirically-Derived Weighting - Not all metrics are weighted equally. BTC Dominance weakness, Stablecoin Dominance weakness, and Crypto vs Russell 2000 strength carry higher weights (20 points each) because they historically correlate more strongly with altcoin performance. Metrics like DXY and Stablecoin inflows carry lower weights (2.5 points). This weighting reflects observed significance, not arbitrary assignment. Multi-Timeframe Synthesis - Viewing the same 11 metrics across three timeframes simultaneously, with automatic timeframe stepping, allows confirmation of short-term setups against higher timeframe trends. This would require maintaining 33+ separate chart windows manually. Statistical Context Layer - Raw scores without context have limited utility. The statistical analysis (Z-Score, historical probabilities, volatility measurements) answers the question: "Is this score reading unusual relative to recent history?" A score of 75 means something different when the 200-bar average is 50 vs 70. Pattern Detection Engine - The configurable pattern system identifies accumulation and distribution zones systematically, removing the subjectivity of manual pattern recognition. THE 11 METRICS ANALYZED Each metric is evaluated using Heikin Ashi candle analysis to determine bullish, bearish, or mixed status: BTC Dominance behavior (inverted - weakness is bullish for alts) Sector Beacon performance (configurable, default ETH/BTC) BTC/USD price action Altcoins vs BTC relative strength (TOTAL3-USDT/BTC) Small-cap altcoins vs BTC relative strength (OTHERS.BTC) Stablecoin dominance (inverted - USDT.D + USDC.D + DAI.D) Stablecoin market cap inflows (USDT + USDC + DAI) DXY/Fiat currency weakness (inverted) Crypto vs Russell 2000 relative strength (TOTAL/RTY) Crypto vs S&P 500 relative strength (TOTAL/SPX) Crypto vs Nasdaq relative strength (TOTAL/NDX) HOW THE SCORING SYSTEM WORKS For each metric across your selected timeframes, the system evaluates: Candle direction (bullish vs bearish close on Heikin Ashi) Higher-high/higher-low patterns vs lower-high/lower-low patterns compared to prior bar Mixed pattern detection (when both bullish and bearish characteristics present simultaneously) Metrics are assigned traffic-light status: Green (bullish, full weight), Orange (mixed/neutral, half weight), or Red (bearish, zero weight). The weighted scoring algorithm sums the contributions to produce the composite AMS score (0-100). Score interpretation: 80-100: Very Bullish conditions for altcoins 60-79: Bullish conditions 40-59: Neutral/mixed conditions 30-39: Bearish conditions 0-29: Very Bearish conditions MULTI-TIMEFRAME ANALYSIS Three configurable timeframes with auto-calculation available. When Auto-Set Higher Timeframes is enabled, the indicator automatically steps up the hierarchy (e.g., 15m chart → TF1=15m, TF2=30m, TF3=1H). This confirms whether shorter-term setups align with higher timeframe trends. Each timeframe supports a Candle Offset feature for referencing prior candles instead of the current bar, useful for observing score evolution and momentum direction. Statistical Analysis Framework Calculated over your configurable lookback period: Min/Max/Average scores - baseline context Median values - central tendency less affected by outliers Standard Deviation - score volatility measurement Volatility % (coefficient of variation) - normalized variability Z-Score - how many standard deviations current score is from mean Score RSI (14-period) - momentum of the score itself Rate of Change % (5-bar) - velocity of score movement Acceleration - second derivative, detecting momentum shifts early Historical probability distributions (P>60, P>70, P>80, P>90) Pattern Detection System Five fully configurable pattern trackers detect accumulation zones (multiple occurrences below a threshold) or distribution zones (multiple occurrences above a threshold): Timeframe selection (TF1, TF2, or TF3) Direction (Above for potential tops, Below for potential bottoms) Score threshold Minimum occurrences required Lookback period in candles Custom marker colors Visual markers appear on chart when criteria are met. This systematizes what would otherwise be subjective pattern recognition. Momentum Shift Detection Tracks when score momentum crosses from negative to positive (bullish shift) or positive to negative (bearish shift). Configurable threshold filters noise. Identifies inflection points in market sentiment before the score itself crosses key levels. Moving Averages of Score Five configurable MAs (SMA, EMA, WMA, VWMA, HMA) applicable to any timeframe's score or average score. MA crossovers generate visual markers. Smooths score data and provides trend context. Consecutive Bars Analysis Tracks how many consecutive bars the score has remained above or below key thresholds. Default table displays consecutive bars ]60, ]80, [40, and [20 for each timeframe. Extended periods above 80 may indicate overheated conditions; extended periods below 20 may indicate capitulation zones. PRACTICAL APPLICATIONS The AMS provides objective data to answer: "Should I have an altcoin bullish bias or bearish bias right now?" Use cases: Confirming scalp or swing trade setups align with broader market conditions Identifying when to deploy or withdraw capital from altcoin positions Detecting early shifts in market regime before price action confirms Providing objective data to counter emotional decision-making Establishing position sizing based on conviction level (score alignment across timeframes) When the AMS closes the 1-week or 2-week timeframe bullish (]60), historical data suggests this has often preceded periods of altcoin strength. However, past performance does not guarantee future results, and the indicator should be one input in your decision-making process, not a standalone signal generator. IMPORTANT LIMITATIONS This indicator uses request.security() calls to fetch data from multiple symbols. It does not use lookahead and does not access future data. Heikin Ashi analysis means signals are smoothed and may lag pure price action. The score reflects current conditions, not predictions. Market conditions can change rapidly. A high score does not guarantee altcoin prices will rise. Always use proper risk management. The indicator tells you market conditions - it does not tell you which altcoins to buy or exact entry timing. ALERT INTEGRATION Comprehensive alert conditions available: =60, ]=80, Pattern detections (all 5 pattern trackers) Momentum shifts (bullish/bearish) MA crossovers Custom alert profiles with multi-timeframe AND/OR logic Rising momentum combined with high scores Discord webhook formatting (JSON) or standard text TABLE DISPLAY OPTIONS Fully customizable scorecard with section visibility toggles: Custom Metrics Section (11 individual metric statuses) Altcoin Scores Section (composite scores and bias) Momentum Section (momentum, consecutive bars, Z-Score, RSI, ROC, Acceleration) Statistical Section (min/max/avg, median, std dev, volatility, probabilities) Signal Counts Section (green/orange/red metric counts) Summary Section (market view summary) Position (corners) and text size adjustable. Disable sections for cleaner views. WHY THIS INDICATOR REQUIRES PROTECTION The source is protected because the specific combination of metrics, the empirically-derived weighting system, and the multi-layered analysis framework represent proprietary research developed over years of active trading and market observation. This is not a wrapper around publicly available indicators or a simple mashup - the value is in the systematic methodology for synthesizing cross-market data into actionable bias determination. The research investment required to identify which metrics matter, how much weight each should carry, and how to combine them meaningfully is what justifies both the protection and the access model.
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blockcircle tarafından
Swing % VisualizerSwing % Visualizer is a clean, intuitive indicator that automatically detects pivot points (swing highs and lows) and displays the percentage change between each swing directly on your chart. █ HOW IT WORKS The indicator uses pivot detection logic to identify significant turning points in price action. When a new pivot is confirmed, it calculates the percentage move from the previous pivot and displays it as a label: - Green labels show upward moves (rallies) - Red labels show downward moves (pullbacks/corrections) █ FEATURES - Automatic pivot detection with adjustable sensitivity (Lookback parameter) - Minimum move filter to ignore small, insignificant swings - Real-time statistics panel with iOS-inspired design displaying: - Average Up/Down percentages - Maximum Up/Down moves - Total swing count with breakdown █ USE CASES - Quickly assess the typical retracement depth of an asset - Identify changes in volatility by comparing swing sizes - Understand average rally/pullback percentages for better position sizing - Compare swing behavior across different timeframes █ SETTINGS - Pivot Lookback: Number of bars to confirm a pivot (higher = fewer, more significant pivots) - Minimum Move %: Filter out swings smaller than this threshold - Visual customization: Label size, colors, show/hide options Works on all markets and timeframes.
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rieumont tarafından
Sri-VWAP CTF)📌 Sri-VWAP CTF (Custom Timeframe VWAP) 🔍 Overview Sri-VWAP CTF is a custom-timeframe, rolling-window VWAP indicator designed to give traders higher-timeframe volume-weighted price context directly on any lower-timeframe chart. Unlike standard VWAP implementations that are: Session-anchored (daily/weekly only), or Locked to the chart timeframe this script allows the user to independently select the VWAP calculation timeframe and control how the VWAP behaves between higher-timeframe bars. This makes the indicator especially useful for multi-timeframe analysis, intraday structure trading, and HTF bias confirmation. ⚙️ How It Works (Conceptual Explanation) This indicator calculates VWAP using a rolling cumulative window instead of a session reset. Typical Price Calculation VWAP is derived using the typical price: (High + Low + Close) / 3 Volume-Weighted Aggregation The script multiplies the typical price by volume and applies a rolling cumulative sum over a user-defined number of bars. Rolling VWAP (Non-Session Based) VWAP is calculated over a fixed number of candles It does not reset at session boundaries This provides a smoother, trend-aware VWAP useful for swing and intraday bias Custom Timeframe Engine The VWAP calculation is executed on a user-selected higher timeframe using TradingView’s security mechanism and then projected onto the active chart timeframe. ⏱️ Custom Timeframe Logic You can calculate VWAP on: 15-minute 30-minute 1-hour Daily Any supported timeframe This allows traders to: Trade on lower TF entries While respecting higher TF volume-weighted structure 📈 Plot Behavior Modes The script offers two distinct plotting behaviors: 1️⃣ Hold Between HTF Bars VWAP value remains constant until the next HTF candle completes Best for HTF bias, support/resistance, and trend holding 2️⃣ Show Only on HTF Bars VWAP appears only when a new HTF candle closes Ideal for precision reference levels and HTF validation 🧠 Why This Is Different / Useful ✔ Not session-anchored ✔ Rolling VWAP instead of reset-based VWAP ✔ Independent calculation timeframe ✔ Controlled projection behavior ✔ Clean, non-repainting logic ✔ Suitable for scalping, intraday, and swing trading This design avoids the limitations of traditional VWAP tools and provides greater analytical flexibility without clutter. 🎯 How Traders Can Use It Trend Bias Price above HTF VWAP → bullish bias Price below HTF VWAP → bearish bias Dynamic Support & Resistance VWAP acts as a volume-weighted equilibrium level Entry Filtering Combine with lower-TF price action, RSI, or EMA strategies Multi-Timeframe Confirmation Align LTF entries with HTF VWAP direction ⚠️ Notes VWAP uses actual traded volume, so results depend on data quality Best used alongside price structure or momentum tools Indicator does not repaint ✅ Summary Sri-VWAP CTF is a custom timeframe, rolling VWAP tool built for traders who want clear HTF volume context on any chart, without session limitations or visual noise.
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venkat_27 tarafından
1
Tifz 2.0UTC Session Ranges and PD/PW Levels Market Structure Indicator Created by Tifz This indicator displays trading sessions and key price levels using UTC time. All calculations are based on intraday price data, not broker-specific daily candles, so the levels are consistent across all charts. Session Ranges (UTC Time) Displays Asia, Frankfurt, London, and New York sessions Session start and end times can be changed in the settings Each session is drawn as a shaded price range box Session boxes have no border lines The high-to-low price range of each session can be shown in pips below the box Session box colours and transparency can be changed These ranges show how price moves within each trading session. Vertical Time Lines Displays dotted vertical lines at specific UTC times Default times are 08:00 UTC and 14:00 UTC The time of each line can be changed Line colour and line thickness can be changed Lines do not extend across the entire chart and are limited in height These lines are used to mark session opens or specific trading times. Previous Day and Previous Week Levels (UTC) Displays: HOPD – High of the previous day LOPD – Low of the previous day HOPW – High of the previous week LOPW – Low of the previous week Levels are calculated using UTC day and week boundaries Highs and lows are built from intraday price data Levels are drawn as short horizontal lines, not full-width lines Each line extends a set number of bars to the right Each level has a label at the right end of the line Line colour, line style, line thickness, and line length can be changed in the settings. Who This Indicator Is For Traders who use session-based analysis Traders who use previous day and week highs and lows Traders who want clean charts without unnecessary lines Important Note This indicator does not generate trade signals. It only displays time-based sessions and price levels for analysis.. 7 hours ago Release Notes Session Ranges (UTC Time) Displays Asia, Frankfurt, London, and New York sessions Session start and end times can be changed in the settings Each session is drawn as a shaded price range box Session boxes have no border lines The high-to-low price range of each session can be shown in pips below the box Session box colours and transparency can be changed These ranges show how price moves within each trading session. Vertical Time Lines Displays dotted vertical lines at specific UTC times Default times are 08:00 UTC and 14:00 UTC The time of each line can be changed Line colour and line thickness can be changed Lines do not extend across the entire chart and are limited in height These lines are used to mark session opens or specific trading times. Previous Day and Previous Week Levels (UTC) Displays: HOPD – High of the previous day LOPD – Low of the previous day HOPW – High of the previous week LOPW – Low of the previous week Levels are calculated using UTC day and week boundaries Highs and lows are built from intraday price data Levels are drawn as short horizontal lines, not full-width lines Each line extends a set number of bars to the right Each level has a label at the right end of the line Line colour, line style, line thickness, and line length can be changed in the settings. Who This Indicator Is For Traders who use session-based analysis Traders who use previous day and week highs and lows Traders who want clean charts without unnecessary lines Important Note This indicator does not generate trade signals. It only displays time-based sessions and price levels for analysis.
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Tifz tarafından
Lot Size & Risk Calculator All Pairs NEWLot Size & Risk Calculator All Pairs NEW Description Professional risk and position size calculator for traders working with various financial instruments. Main difference from standard indicators: Standard risk calculators only show basic Risk/Reward for the entire position. But in real trading, we often close positions partially at different take-profit levels, and the final Risk/Reward changes significantly with this approach! This indicator calculates weighted Risk/Reward taking into account position distribution across multiple take-profit levels. Main features: - Support for 4 instrument types: Forex, XAUUSD (gold), BTCUSD (bitcoin), US100 (NASDAQ index) - Automatic position size calculation based on risk and stop-loss distance - Multiple take-profit levels with customizable closing percentages - Weighted Risk/Reward calculation considering position distribution - Ability to adjust position distribution between take-profits to optimize final profit - Display of total percentage growth of deposit from all take-profit levels - 2 visualization options: colored fill between levels or lines - Informative results panel in table format Settings by groups: Core Settings - Currency: select instrument type (Forex, XAUUSD, BTCUSD, US100) - Account Balance: trading account size in dollars - Risk %: risk percentage from deposit (0.1-100%) - Use Custom Contract Sizes: manual contract size configuration Point Value Settings - Use automatic point value calculation: automatic point value calculation - Manual point value: manual point value input (for non-standard contracts) Levels - Entry Price: entry price (confirmation required on first use) - Stop Price: stop-loss price - Take-Profit Prices: take-profit prices (up to 3 levels) - TP Close %: percentage of position closed at each take-profit level Dashboard - Show Targets Profit: display profit from take-profit levels - Label Size: text size in the table - Dashboard Position: table position on the chart How to use: Step 1: Initial setup (when first adding) 1. Enter entry price (Entry Price) - confirmation window will appear (click on desired bar) 2. Then enter stop-loss price (Stop Price) (click on desired bar) 3. Add first take-profit (TP1) (click on desired bar) 4. Second and third take-profits are added through checkboxes (click on the settings gear icon to open them) Step 2: Instrument selection and risk configuration 1. In "Core" group, select your instrument type 2. Set account balance and risk percentage Step 3: Position distribution configuration 1. Set TP Close % for each take-profit level (e.g.: TP1 - 33%, TP2 - 33%, TP3 - 34%) 2. Experiment with distribution! By changing closing percentages, you can: - Increase/decrease final Risk/Reward - Optimize risk/profit ratio - Find the most comfortable position distribution for you Step 4: Results analysis 1. Results table will show: - Calculated position size (lots/contracts) - Risk in monetary terms - Risk/Reward for each take-profit level - Weighted R:R considering position distribution - Total potential profit from all take-profits - Percentage growth of deposit - total profit percentage from all take-profit levels Key features: Position distribution adjustment You can easily find optimal position distribution between take-profits: - Aggressive approach: higher percentage on distant take-profit (higher profit potential) - Conservative approach: higher percentage on near take-profit (faster profit taking) - Balanced: even distribution for risk reduction Weighted Risk/Reward The indicator calculates not just simple R:R for the entire position, but weighted value that considers: - Position distribution between take-profits - Different distances to each take-profit level - Closing percentage at each level Results visualization - Colored fill shows risk and profit zones - Labels at levels display specific profit/loss values - Results table contains all key metrics Creation story This indicator was created based on the original calculator by @Algoryze As a trader, I lacked the ability to see real Risk/Reward when partially closing positions and a convenient tool for selecting optimal position distribution between take-profit levels. I improved the indicator by adding: - Weighted Risk/Reward calculation - Ability to adjust closing percentage at each take-profit - Display of total percentage growth of deposit - Improved interface and visualization I hope this tool will be useful to other traders who use strategies with partial position closing! Important notes: 1. When first adding the indicator, be sure to enter prices in order: Entry → Stop → TP1 2. TP2 and TP3 are added through input fields (no confirmation required) 3. Closing percentages are automatically normalized if the sum is not 100% 4. Experiment with position distribution to find optimal risk/profit ratio 5. For different instruments, add separate copies of the indicator in different tabs Support For questions and suggestions, leave comments in the indicator publication on TradingView. --- Important: All calculations are provided for informational purposes only. Trading involves risks, trade responsibly. The indicator helps with calculations but does not guarantee profit.
Pine Script® göstergesi
Upscale888 tarafından
Eccodax Advanced kNN Lorentziano Matrix1. What this code is It is a predictive indicator based on classic Machine Learning (k-Nearest Neighbors), fully implemented in PineScript v6, designed to: Learn historical market patterns Compare the current state with similar past states Estimate the expected future price movement Reconstruct a projected price consistent with the current level It is not an oscillator, it is not a traditional technical indicator, and it does not react only to the immediate past. 2. What the Model Learns (Supervised Learning) 2.1 Features (Input Variables) The model uses three dimensions of information, all normalized by Z-score: Return Measures the percentage change in price Captures the immediate momentum of the market Momentum (ROC) Measures acceleration or deceleration of the movement Differentiates trends from consolidations Volatility Measures the degree of market uncertainty Adjusts the weight of strong movements vs. noise These three variables form a market state vector. 2.2 Normalization (Z-Score) Each feature is converted to: Mean ≈ 0 Standard deviation ≈ 1 This ensures that: No variable dominates the distance The statistical comparison is valid The model is stable in different price regimes 2.3 Target (Predicted Variable) The model does not predict absolute price. It learns: Observed future return after forecastBars That is: Learns movement, not level Eliminates historical bias Avoids predictions inconsistent with the current price 3. How the model makes the prediction 3.1 Search for similar patterns (k-NN) For each current candle, the model: Analyzes the last lookback candles Calculates the Euclidean distance between the current state and each past state Selects the k most similar states Observes what happened after them 3.2 Inference The predicted return is calculated as: Weighted average of the future returns of the neighbors Weights inversely proportional to the distance More similar states → greater influence. 4. Price Reconstruction (Key Information) From the predicted return, the model reconstructs: Predicted Price = Current Close × (1 + Predicted Return) Predicted Price = Current Close × (1 + Predicted Return) This ensures that: The forecast respects the current market level The output is visually interpretable There is no regression to past regimes 5. Relevant Information the Indicator Delivers 5.1 Predicted Price (Green Line) What it is: Estimated price after forecastBars. How to use: Above the current price → bullish bias Below → bearish bias Large distance → expectation of strong movement 5.2 Predicted Return (Implicit) Even though not plotted directly, it is the most important information in the model. Positive → expectation of appreciation Negative → expectation of decline Negative → expectation of decline Near zero → sideways market 5.3 Directional Classification (optional) The model also acts as a binary classifier: High if expected return > 0 Low if expected return < 0 This is used as: Noise filter Trend confirmation False signal reduction 5.4 Implicit statistical context The indicator carries information that is not visual, but is fundamental: Market regime (trending vs. sideways) Statistical similarity with the past Relative confidence (via distance from neighbors) 6. What this indicator does NOT do It is important to align expectations: ❌ Does not predict exogenous events ❌ Does not anticipate gaps ❌ Does not work well on illiquid assets ❌ Does not extrapolate long trends k-NN replicates patterns, does not create scenarios Unprecedented. 7. Where this model works best Markets with repetitive structure Medium timeframes (5m – 1D) Liquid assets Environments with alternating regimes 8. How to use it in practice (professional recommendation) Ideal use: k-NN direction → bias Technical indicator → timing Risk management → execution Never use it in isolation for entry. 9. Executive summary This code delivers: A functional supervised ML model in Pine Prediction consistent with the current price Statistical market direction Reduction of historical bias Solid foundation for quantitative strategies Relevant information provided by this code 1. Forecasted price (line) Statistical projection consistent with the current level Based on similar historical patterns 2. Implicit direction Return > 0 → bullish bias Return < 0 → bearish bias 3. Structural robustness Lower sensitivity to outliers Lower scale bias Better adaptation to different regimes This refactored version introduces significant improvements based on modern quantitative Machine Learning practices (similar to those found in jdehorty's "Lorentzian Classification" indicator): Lorentzian Distance: Replaces the Euclidean distance (which is affected by noise and outliers) with Lorentzian Distance, which is much more robust for financial markets. Matrix Structure: Uses the matrix object in Pine V6 to manage training data more efficiently and cleanly than loose arrays. Feature Engineering (WaveTrend & RSI): Replaces simple Momentum with normalized indicators (RSI, WaveTrend, CCI, ADX), better capturing market dynamics. Min-Max Normalization: Features are normalized on a 0-100 scale so that indicators with different magnitudes do not distort the distance calculation. Inverse Distance Weighting: Instead of a simple average, the nearest neighbors (most similar) have greater weight in the prediction.
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marciolincoln tarafından
LARGER PRICE LINE Adjustable (UPDATED)LARGER PRICE LINE I made this so I could SEE THE PRICE LINE BETTER and try to reduce some eye strain!! Hope it helps... enjoy! comment for improvements or suggestions Improved Adjustable Size and Color for the Price Line and Price Box Adjustment for Price Line: Size and Color plus Solid Line, Dashed or Dotted Line Adjustments include: Price Box Text Size and Color (Small, Normal, Large, Huge!) Adjustable Right Side Offset for Price Box
Pine Script® göstergesi
JoeKing1 tarafından
VWMA Cross Buy SignalCore Components & Logic 1. The Entry Engine (VWMA + Filters) The strategy triggers a long signal when a Volume Weighted Moving Average (VWMA) crossover occurs. Unlike a standard Simple Moving Average, the VWMA gives more weight to bars with higher volume. This ensures the indicator responds faster to "Smart Money" moves and slower to low-volume noise. It uses a secondary Trend Filter (defaulting to the 200 EMA). By only buying when the price is above this line, the indicator forces you to stay on the right side of the primary market trend. It requires volume to be higher than its recent average (e.g., 1.1× or 10% higher). This prevents entries on weak, low-conviction price moves. 2. The Dynamic Exit System You have two distinct ways to manage your risk and targets, toggleable in the settings: ATR Based (Volatility Adjusted): It calculates the Average True Range (ATR) to determine how volatile the stock is. By setting your Stop Loss at 2.0×ATR, you avoid getting "shaken out" by normal daily price fluctuations. The Take Profit is set at 4.4×ATR to capture large trend extensions. Fixed % (Static): A more rigid approach where you set a hard percentage target (e.g., 10% gain / 5% loss). 3. The Performance Analytics Table The grey minimalist table in the bottom-right corner uses cumulative percentage-based math to show: Realized RRR: The actual Reward-to-Risk ratio based on your closed trades. Break-Even Win Rate: The minimum win rate you need to stay profitable with your current RRR. It uses the formula: BE WR=1+RRR1​ Current Win Rate: Highlighted in Green if you are beating the Break-Even rate, or Red if the strategy is currently losing money on that specific stock. Max Drawdown %: The most important metric for risk. It shows the largest peak-to-trough decline in your equity curve, letting you know how much losing streak can hurt your equity. Strategic Use Case This indicator is optimized for Stock Screening. When you flip through your watchlist, the table updates instantly. If you see a stock with a high Win Rate and a Max Drawdown under 10%, you have found a ticker where the VWMA crossover logic is highly compatible with that stock's specific volatility. If the Win Rate cell is Red, you know the strategy is "un-tuned" for that asset and needs adjustment.
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liquidspacie1337 tarafından
Adaptive Market Regime Engine - AMR [1.2.0]An analysis and decision framework for traders who want to understand what their strategy can truly deliver in real market conditions. Note: This script loads in a neutral state. Performance depends entirely on the selected setup and market regime. From Backtest to Market Reality Many traders are familiar with the same situation: In backtesting, a strategy appears stable – smooth equity curve, clean metrics. In live trading, drawdowns, uncertainty, and emotional decisions follow. Then the strategy gets optimized, replaced, or abandoned – often exactly when the market would have started to adapt again. The problem is rarely the strategy itself. It is the missing market context in which it is applied. AMR was developed to close this gap: Trading ideas are not viewed in isolation, but systematically classified into market regimes and market phases – with a realistic view on risk, drawdowns, and capital impact. Market as a Regime – Not a State The market is not a static environment. It continuously shifts between different regimes, each placing different demands on strategies. AMR continuously classifies the market into structured phases, including: Squeeze – low volatility, transition and buildup phases Strong Trend (Bull / Bear) – clear directional movement with statistical edge Weak Trend – directional bias with increased pullbacks Range – sideways markets with limited opportunity Neutral – transition phases without a clear advantage All trades, metrics, and evaluations are always viewed within the context of these phases. This creates understanding of: why trades occur or are deliberately avoided why drawdowns happen why a setup may temporarily underperform without being fundamentally flawed Four Analysis Modes – Four Perspectives on the Same Setup Setup Mode – The Strategy Itself In Setup Mode, you develop and analyze your trading idea independently of account size. Here you define and test, among other things: Entry and exit logic ATR-based exits, trailing stops, fixed take-profits, breakeven rules Re-entry concepts for trend continuation phase-dependent parameters Core question: Is this trading idea logical, consistent, and technically robust? Portfolio Mode – Capital Reality Portfolio Mode translates a setup into a realistic account simulation. It visualizes: equity curve development maximum drawdown (absolute and percentage) capital exposure risk development over time Core question: How does this setup actually affect my capital? Heatmap Mode – The Time Test Heatmap Mode evaluates performance over time, not just as an aggregate result. It shows: strong and weak months recurring drawdown phases periods without trades recovery phases after losing streaks Core question: Which weak phases are structurally part of this setup – and what must a trader be able to endure during these periods? Live Mode – Understanding the Current Market Environment Live Mode analyzes the market in real time. It shows: the current market regime active or inactive setup conditions concrete reasons for “no-trade” phases re-entry status and timing logic Goal: Not just seeing trades, but understanding why trades are taken – or consciously avoided. Position Sizing & Kelly Reference Many traders optimize entries and exits but underestimate the impact of position sizing. AMR integrates the Kelly principle as a reference model to: contextualize expectancy and risk compare fixed position sizes with dynamic weighting identify whether drawdowns stem from the strategy or from position sizing Kelly is neither a recommendation nor a requirement, but an analytical tool to evaluate one’s own risk management. Validated Starter Setups & Private Community At launch, every AMR subscriber receives three validated and currently live-traded setups. These setups include: complete parameter configurations clear market phase classification defined risk and exit structures They serve as real-world references for how a robust setup is constructed. Additionally, all users gain access to a private Telegram group. This group is not a signal service. It is intended as a shared workspace and exchange environment. Every trader favors different markets and timeframes and brings individual account sizes, time horizons, and mental resilience. What does not fit one trader may be ideal for another. From this context emerges a rich and continuously growing pool of real, field-tested trading setups, from which each trader can select the strategies that best fit their style, capital, and mental strength. Technical Integrity & Data Stability AMR operates with: non-repainting signals realistic costs (fees & slippage) stable backtests Who AMR Is Designed For AMR is built for traders who: systematically develop their own strategies actively incorporate market phases into decision-making seek to understand drawdowns instead of reacting emotionally aim for long-term consistency Guiding Principle You design your strategy. AMR shows how it behaves across real market phases – and what those decisions mean for your trading account. Past performance ≠ future results.
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Jens_Jung tarafından
2
Sri - Auto Swing Fib Plus (Trend-Aware | Custom TF Labels)📌 Sri – Auto Swing Fib Plus (Trend-Aware | Custom TF Labels) Advanced Automatic Swing-Based Fibonacci Tool With Multi-Timeframe Trend Awareness Sri – Auto Swing Fib Plus is a next-generation swing-based Fibonacci mapping tool designed for professional price-action traders. Unlike classical static Fibonacci drawings, this indicator automatically detects true market swings, adapts to timeframe conditions, and labels Fibonacci levels dynamically using non-repainting pivot logic. This is not a simple Fib drawing. It uses a unique trend-aware swing engine that updates levels only when a confirmed pivot forms on the selected timeframe (CTF). Because this logic is proprietary and significantly different from the hundreds of open-source Fibonacci scripts, this version is protected. 🔍 What This Indicator Does ✔ 1. Automatic Swing Detection (Non-Repainting) The script uses: ta.pivothigh() and ta.pivotlow() executed on a custom timeframe via request.security() with lookahead_off to ensure fully non-repainting behaviour. Only the most recent CONFIRMED swing high and low are stored and used for fib calculations. This eliminates “floating” or repainting Fib levels that many other indicators suffer from. ✔ 2. Auto-Timeframe (CTF) System The indicator includes a full automatic timeframe engine: Chart TF Auto CTF Selected ≤ 1D 1D 1D 1W 1W 1M >1W 1M This ensures Fib swings are always taken from a higher timeframe than the chart for: Clean structure Reduced noise Better major swing detection You can also switch to Manual Mode to choose any TF. ✔ 3. Trend-Aware Fibonacci Mapping Trend direction is identified by comparing: The bar index of last confirmed high The bar index of last confirmed low This creates: Uptrend Fib map (low → high) Downtrend Fib map (high → low) The Fib levels included: 0% 38.2% 50% 61.8% 78.6% 100% These levels update automatically as soon as a new pivot confirms. ✔ 4. Auto-Labeling System Each Fibonacci level is labeled with: Tiny label size Color coding Automatic directional placement Furthermore, if the user sets a negative label offset, the label orientation reverses automatically (right/left). This prevents overlapping labels on various chart layouts. 🎯 What Makes This Script Unique There are hundreds of Fibonacci scripts on TradingView, but this script is different because it combines: ⭐ MTF Non-Repainting Swing Engine Most public scripts plot Fib levels on the current timeframe only. This script extracts swing structure from higher TFs, providing significantly stronger swing reliability. ⭐ Trend-Aware Fib Direction Mapping Instead of plotting Fib levels blindly, the indicator flips direction based on the actual structure, not just price movement. ⭐ Dynamic Auto-Label Logic With Orientation Handling Tiny labels, auto clean-ups, reversible layout, and visual consistency make it ideal for minimalistic price action charts. ⭐ Pure Pivot-Based Logic, Not ZigZag or Fractals ZigZag-based Fibs repaint heavily. This script uses confirmed pivots only, ensuring stable and trustworthy levels. ⭐ Fast performance with maximum label control The script refreshes labels every 5 bars only, reducing clutter and improving chart performance. These features collectively justify keeping the script closed-source. 📘 How to Use 1. Select CTF Mode Auto Mode (Recommended) Automatically chooses the best swing timeframe for your chart. Manual Mode Choose any timeframe (ex: 1D, 4H, 1W) to control the swing calculation. 2. Look for Major Reversal Points The indicator highlights the true structure swing used for Fib mapping. 3. Use Fibonacci Levels for: Pullback entries Continuation confirmation Breakout targets Stop-loss placement Trend continuation vs reversal identification 4. Combine with Your Strategy This indicator works exceptionally well with: Swing trading Trend following Liquidity zones S/R trading Wave analysis Market structure tools ⚠ Important Notes No repainting (confirmed pivots only) Works on all assets and all timeframes Labels automatically reverse when negative offset is used Designed for clean, minimalistic price charts 📌 Final Summary Sri – Auto Swing Fib Plus gives traders an intelligent, trend-aware Fibonacci plotting system that updates dynamically, respects structure, and adapts to multi-timeframe environments — offering precision far beyond standard Fib tools. This is a unique, proprietary swing-engine, not a clone of existing public Fibonacci indicators.
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venkat_27 tarafından
Sri - MACD with Smoothed EMA Sri – MACD with Smoothed EMA (Auto-TF, Offset, Sensitivity Engine) This indicator is an enhanced and more flexible version of the classic MACD, redesigned for traders who want higher-level control, smoother trend detection, and improved readability across different chart timeframes. Unlike the standard MACD, this version introduces Auto-Timeframe Logic, Sensitivity Scaling, and a Smoothed EMA Envelope around the MACD line, giving traders a more consistent and stable momentum view across intraday and higher-timeframe environments. ✨ What Makes This MACD Unique This script is not a simple recreation of the open-source MACD. It adds multiple proprietary layers that change the underlying behaviour: 1. Auto-Timeframe Engine The indicator automatically switches the MACD timeframe depending on chart conditions: If the chart is ≤ 15 minutes, the MACD calculation automatically uses 1-Hour (60-min) data. Otherwise, it uses the chart’s native timeframe. This makes the signal more stable on low-timeframe charts and reduces noise. This feature is not available in standard MACD implementations. 2. Sensitivity-Based Scaling (Trend Zoom) The script includes a Zoom engine that “amplifies or compresses” MACD and Signal values: Higher sensitivity highlights micro-swings Lower sensitivity smooths out noise for cleaner macro-signals This custom scaling approach provides a different look & feel than standard MACD outputs. 3. Hi-Line Offset (Vertical Shift Controller) Traders can vertically shift the MACD cluster up or down using an offset value. This is extremely useful when: Combining multiple oscillators in the same pane Wanting more visual space Aligning the indicator with multi-indicator layouts This is also not found in the standard MACD. 4. Smoothed MACD EMA Overlay (50-EMA Cloud) The script optionally adds a Smoothed MACD EMA, forming a type of momentum envelope: Helps track longer-term MACD momentum Filters fake crossovers Highlights periods where MACD momentum is flattening or accelerating This extra smoothed layer provides a proprietary visual trend-tracking component. 5. Color-Coded MACD–Signal Fill Areas between MACD & signal are shaded: Blue when MACD is above Signal (bull momentum) Orange when MACD is below Signal (bear momentum) This makes momentum direction instantly visible at a glance. 📌 How the Indicator Works (Conceptual Explanation) Without revealing proprietary code, here is the conceptual flow: Determine the operative timeframe A custom auto-TF engine selects a 60-minute MACD for smaller charts or remains native on higher charts. Compute the MACD and Signal lines Using user-selected MA types (EMA or SMA). Apply Sensitivity Scaling Both MACD and Signal values are zoomed or compressed using a sensitivity factor. Apply Vertical Offset The entire MACD structure is shifted up or down using a Hi-Line Offset. Smooth the MACD using a 50-period EMA This forms a momentum backbone that helps identify trend continuation vs exhaustion. Plot MACD, Signal, Smoothed EMA, and Color-Fill The indicator visually represents trend health, crossovers, divergence behavior, and momentum cycles. 📊 How to Use the Indicator Trend Direction MACD > Signal → Bullish momentum MACD < Signal → Bearish momentum Trend Strength Large separation between MACD & Signal → Strong push Tight clustering → Consolidation or transition zone Smoothed EMA Interpretation MACD above Smoothed EMA → Uptrend bias MACD below Smoothed EMA → Downtrend bias When Smoothed EMA flattens → Upcoming trend pause or reversal Sensitivity Settings Scalpers use higher sensitivity Swing traders use lower sensitivity Position traders use default or minimal sensitivity Offset Use-Cases Combine with RSI / PMO in the same pane Manage layout when using multi-oscillator templates Improve clarity on smaller monitors or laptop screens
Pine Script® göstergesi
venkat_27 tarafından
Median Anchor Oscillator [ALPHA]ALPHA – Median Anchor Oscillator A clean, outlier-resistant z-score oscillator built around a rolling median (not mean) and Median Absolute Deviation (MAD) instead of standard deviation. Key features: - Green/red histogram shows deviation strength from the median anchor - Dashed lines at ± threshold (default 2.5 – adjustable) - Optional purple fill for extreme zones - Auto-scales perfectly (no price squish on BTC or high-value assets) Ideal for mean-reversion traders spotting overextension or "gravity" pullbacks. SHORT = breaching top dashed line (red) LONG = breaching bottom dashed line (green) Use with a MACD or RSI for those divergence signal confirmations. This is ALPHA – early version, still tuning. Companion overlay suite (medians, pivot, signals, RSI overlay) coming in future, possible standalone update(s). Feedback / suggestions very welcome! Tags: z-score, median, oscillator, mean-reversion, BTC, crypto, deviation
Pine Script® göstergesi
RU55IANROUL3TT3 tarafından
Teemo Volume Delta & Market HUDTeemo Volume Delta & Market HUD Description: Teemo Volume Delta goes beyond simple volume indicators to provide expert-level analysis of Buy and Sell pressure within the market. It visualizes supply/demand imbalances inside candles and provides an immediate grasp of market control via a real-time HUD. With the v1.2.0 update, we have removed unnecessary overlays (like EMAs) to focus on Pure Delta Analysis and a flexible Smart Accumulation System, making the tool lighter and more powerful. 🚀 Key Features 1. Dual Calculation Modes Offers two calculation methods tailored to your trading environment and goals: Estimation: Rapidly estimates buy/sell volume based on candle shape (OHLC) and price range. It features fast loading times and works instantly on all assets. Intraday: Analyzes lower timeframe data (e.g., 1-minute bars) to calculate the precise delta of the current timeframe. (Loading time may vary depending on TradingView data limits.) 2. Smart Accumulation System Supports strategic analysis beyond simple summation with two distinct modes: Time Based: Resets the Cumulative Delta to 0 at specific intervals (e.g., every 4 hours, Daily). This is optimized for session-based analysis or day trading. Infinite: Continuously accumulates data without resetting, ideal for analyzing long-term Divergences between price and delta. 3. Intuitive HUD (Heads-Up Display) Displays critical market data on the chart for instant decision-making: Delta Panel: Shows real-time Buy/Sell volume and Net Delta for the current candle. Market HUD: Provides a comprehensive view of Trend Strength (ADX), Momentum (RSI), and the Cumulative Buy/Sell status for the current period. 4. Teemo Design System (v1.2) Provides optimized color themes for visual comfort during long trading sessions: Teemo Neon: High-contrast Mint/Purple theme optimized for dark backgrounds. Classic Soft: A calming Soft Green/Red theme designed to reduce eye strain (Recommended for all backgrounds). ⚙️ Settings Guide Calculation Mode: Choose between Estimation (Speed) or Intraday (Precision). Accumulation Mode: Choose Time Based (Periodic Reset) or Infinite (Continuous). Reset Period: Set the reset interval for Time Based mode (e.g., 1D = Daily Reset). Color Preset: Select between Teemo Neon or Classic Soft themes. 💡 Trading Tips Delta Divergence: If the price makes a higher high but the Cumulative Delta (HUD) makes a lower high, it signals weakening buying pressure and a potential reversal. Candle Coloring: A solid Mint (or Green) candle body indicates a price rise accompanied by strong actual buying volume, offering higher reliability than standard candles. HUD Confluence: Consider trend-following entries when the ADX is above 25 and the Delta is heavily skewed in one direction. This indicator is for informational purposes only and does not constitute financial advice. The Estimation mode provides approximations based on algorithms, and the Intraday mode's accuracy depends on the quality of the lower timeframe data provided by the exchange. Developed by Teemo Trading Systems ------------------------------------------------------------------------ Teemo Volume Delta & Market HUD 설명 본문: Teemo Volume Delta는 단순한 거래량 지표를 넘어, 시장 내부의 매수(Buy)와 매도(Sell) 압력을 정밀하게 분석하는 전문가용 도구입니다. 캔들 내부의 수급 불균형을 시각화하고, 실시간 HUD를 통해 시장의 주도권이 누구에게 있는지 즉각적으로 파악할 수 있도록 돕습니다. v1.2.0 업데이트를 통해 불필요한 보조지표(EMA)를 제거하고, 순수한 델타 분석과 유연한 누적(Accumulation) 시스템에 집중하여 더욱 가볍고 강력해졌습니다. 🚀 주요 기능 (Key Features) 1. 듀얼 계산 모드 (Dual Calculation Modes) 사용자의 환경과 목적에 맞춰 두 가지 계산 방식을 제공합니다. Estimation (추정 모드): 캔들의 형태(OHLC)와 가격 변동폭을 기반으로 매수/매도 볼륨을 빠르게 추정합니다. 로딩 속도가 빠르며 모든 자산에 즉시 적용 가능합니다. Intraday (정밀 분석 모드): 하위 타임프레임(예: 1분봉)의 데이터를 분석하여 상위 타임프레임의 델타를 정밀하게 계산합니다. (TradingView 데이터 제한에 따라 로딩 시간이 소요될 수 있습니다.) 2. 스마트 누적 시스템 (Smart Accumulation) 단순 누적을 넘어, 전략적 분석을 위한 두 가지 모드를 지원합니다. Time Based: 지정한 주기(예: 4시간, 1일)마다 누적 델타를 **0으로 초기화(Reset)**합니다. 세션별 수급 분석이나 데이 트레이딩에 최적화되어 있습니다. Infinite: 초기화 없이 데이터를 계속 누적하여, 장기적인 가격과 델타의 **다이버전스(Divergence)**를 분석하는 데 유용합니다. 3. 직관적인 HUD (Heads-Up Display) 차트 우측과 좌측에 핵심 정보를 요약하여 보여줍니다. Delta Panel: 현재 캔들의 매수/매도 거래량과 순매수(Net Delta) 상태를 실시간으로 표시합니다. Market HUD: ADX(추세 강도), RSI(모멘텀), 그리고 현재 구간의 누적 매수/매도 현황을 한눈에 볼 수 있습니다. 4. Teemo Design System (v1.2) 장시간 차트를 보는 트레이더를 위해 시인성이 뛰어난 컬러 테마를 제공합니다. Teemo Neon: 어두운 배경에 최적화된 고대비 민트/퍼플 테마. Classic Soft: 눈의 피로를 줄여주는 차분한 그린/레드 테마 (밝은/어두운 배경 모두 추천). ⚙️ 설정 가이드 (Settings) Calculation Mode: Estimation(속도 중심) 또는 Intraday(정확도 중심) 중 선택. Accumulation Mode: Time Based(주기별 리셋) 또는 Infinite(무한 누적) 선택. Reset Period: Time Based 모드 사용 시 리셋할 주기 설정 (예: 1D = 매일 리셋). Color Preset: Teemo Neon 또는 Classic Soft 테마 선택. 💡 활용 팁 (Trading Tips) 델타 다이버전스: 가격은 신고가를 갱신하지만 누적 델타(Cum Delta)는 낮아진다면, 매수세가 약화되고 있다는 강력한 반전 신호입니다. 캔들 컬러링: 캔들의 몸통 색상이 짙은 민트색(또는 그린)이라면 강력한 매수세가 동반된 상승을 의미하며, 신뢰도가 높습니다. HUD 활용: ADX가 25 이상이면서 델타가 한쪽 방향으로 쏠릴 때 추세 매매를 고려하세요. 이 지표는 정보 제공의 목적으로만 사용되며, 재정적 조언이 아닙니다. Estimation 모드는 근사치를 제공하며, Intraday 모드는 거래소에서 제공하는 하위 데이터의 품질에 따라 정확도가 달라질 수 있습니다.
Pine Script® göstergesi
TeemoBKK tarafından
4
Apex-Wallet - Risk & Reward Calc (Futures/Prop-Firm)Overview The Apex Risk & Reward Calc is a specialized utility tool designed for Futures traders, particularly those working with Prop Firms (Apex, MyFundedFutures, etc.). It eliminates the need for manual calculations by providing an instant, clear visualization of your Risk/Reward parameters directly on the chart. How it works Trading Futures (ES, NQ, MES, MNQ) requires knowing exactly how many ticks correspond to your financial target. This script automatically detects the active instrument and calculates the precise number of ticks needed for both your Take Profit (TP) and Stop Loss (SL) based on your desired cash outcome and chosen ratio. Key Features: Automatic Ticker Recognition: Supports ES, NQ, MES, and MNQ with built-in tick values. Cash-Based Planning: Enter your desired profit in dollars (e.g., $50), and the script tells you the required tick move. Dynamic Ratio Selection: Choose from 9 different R:R ratios (from 1/5 to 5/1) to instantly see the impact on your Stop Loss. Compact Professional UI: A clean, 3-column dashboard at the bottom-right of your screen showing active lots, ticks, and gross cash values. Trading Application Perfect for intraday scalpers who need to set their ATM strategies in platforms like Tradovate or NinjaTrader. It ensures your execution remains consistent with your risk management plan.
Pine Script® göstergesi
Apex-Wallet tarafından