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Spectre On-Chain Season (CMC #101–2000, Nov’21/Nov’24 Anchors)Spectre On-Chain Season Index measures the real health of the on-chain market by focusing on the mid-tail of crypto — not Bitcoin, not ETH, not the Top 100. Instead of tracking hype at the top of the market, this index looks at coins ranked #101–#2000 on CoinMarketCap and compares their current price performance to their cycle highs from: November 2021 peak November 2024 peak
Pine Script® インジケーター
click2sunnyの投稿
Average Price Calculator / VisualizerDCA Average Price Calculator - Visualize Your Breakeven & TP! Ever wished you could visualize your trades and instantly see your average entry price right here on TradingView? Especially if you're a DCA (Dollar-Cost Averaging) trader like me, tracking multiple entries can be a hassle. You're constantly switching to a spreadsheet or calculator to figure out your breakeven and take-profit levels. Well I've developed this DCA Average Price Calculator to solve exactly that problem, bringing all your position planning directly onto your chart. What It Does This indicator is a interactive tool designed to calculate the weighted average price of up to 10 separate trade entries. It then plots your crucial breakeven (average price) and a customizable take-profit target directly on your chart, giving you a clear visual of your position. Key Features Up to 10 Order Entries: Plan complex DCA strategies with support for up to ten individual buys. Flexible Size Input: Enter your position size in either USD Amount or Number of Shares/Contracts. The script is smart enough to know which one you're using. Instant Average Price Calculation: Your weighted average price (your breakeven point) is calculated and plotted in real-time as a clean yellow line. Customizable Take-Profit Target: Set your desired profit percentage and see your take-profit level instantly plotted as a green line. Detailed On-Chart Labels: Each order you plot is marked with a detailed label showing the entry price, the number of shares purchased, and the total USD value of that entry. Clean & Uncluttered UI: The main Average and TP labels are intelligently shifted to the right, ensuring they don't overlap with your entry markers, keeping your chart readable. How to Use It - Simple Steps Add the indicator to your chart. Open the script's 'Settings' menu. In the 'Take Profit' section, set your desired profit percentage (e.g., 1 for 1%). Under the 'Orders' section, begin filling in your entries. For each 'Order #', enter the Price. Next, enter the size. You can either fill in the 'Size (USD)' box OR the '/ Shares' box. Leave the one you're not using at 0. As you add orders, the 'Avg' (yellow) and 'TP' (green) lines, along with the blue order labels, will automatically appear and adjust on your chart! Who Is This For? DCA Traders: This is the ultimate tool for you! Position Traders: Keep track of scaling into a larger position over time. Manual Backtesters: Quickly simulate and visualize how a series of buys would have played out. Any Trader who wants a quick and easy way to calculate their average entry without leaving TradingView. I built this tool to improve my own trading workflow, and I hope it helps you as much as it has helped me. If you find it useful, please consider giving it a 'Like' and feel free to leave any feedback or suggestions in the comments! Happy trading
Pine Script® インジケーター
KB0006の投稿
Oversold Screener · v4# Step-2 Oversold Screener · v3.3 US equities · 15-minute event engine · AVWAP entries A–F · optional CVD/RSI/Z guards ## What this script does Finds short, emotion-driven selloffs in large, healthy US stocks and turns them into actionable, right-side opportunities. On a qualified 15-minute close it: 1. emits a minimal webhook so your backend/AI can vet the news and fundamentals, and 2. anchors an Event-AVWAP and plots ±1/±2/±3σ bands to guide entries A–F as price mean-reverts. The logic runs in a fixed 15-minute space, independent of the chart timeframe you view. ## How an event is detected (Step-2 signal) All conditions are evaluated on 15-minute data, including extended hours. Depth, measured vs yesterday’s RTH reference * Reference = min(yesterday’s RTH VWAP proxy, yesterday’s Close). * 4h depth: current price vs reference across 16×15m bars ≤ threshold (default −4%). * 8h depth: lowest close across the last 32×15m bars vs reference ≤ threshold (default −6%). Relative underperformance * Versus market ETF (SPY/QQQ) and sector ETF (XLK/XLF/XLY… or KWEB/CQQQ). * Uses the same 16/32×15m windows; stock must be weaker by at least the set margins (default −3%). Macro circuit breakers (any one trips = suppress signal) * VIX level ≥ fuse (default 28). * Market 4h/8h drawdown ≤ limits (default −2.0% / −3.5%). * Sector 4h/8h drawdown ≤ limits (default −2.5% / −4.0%). Momentum and distribution guards * RSI(1h) < 30 by default (computed from 15m series). * Optional Z-score filters: stock Z ≤ zTrig, and macro Z floors for market/sector. * Cooldown per symbol so you don’t get spammed by repeated events. When the event closes, the script posts a tiny JSON to your alert webhook and pins an on-chart “S2” marker at the event bar. ## Event-AVWAP and bands From the event bar forward the script computes AVWAP natively in 15m space and draws bands at ±1σ/±2σ/±3σ. σ is a rolling standard deviation of typical price with optional EMA smoothing and an optional cap. Why this helps * AVWAP from the shock timestamp approximates the crowd’s average position after the selloff. * Reclaiming key bands often marks the start of orderly mean reversion rather than a dead-cat bounce. ## Entry proposals A–F (right-side confirmations) Each entry requires first touching a lower band, then reclaiming a higher band. A touch ≤ −2σ, then cross up through −1σ B touch ≤ −1σ, then reclaim AVWAP C break above −1σ, retest near −1σ within N bars, then bounce D after compression (low ATR%), reclaim AVWAP E touch ≤ −3σ, then cross up through −2σ F touch ≤ −3σ, then cross up through −1σ (fast, aggressive) Labeling hygiene * Only the first three occurrences of each type A–F are shown within a one-week window after the event. * A debounce interval avoids over-labeling across adjacent bars. ## Optional CVD gate (order-flow confirmation) When enabled, entries must also pass a 15-minute CVD gate that looks for sell pressure exhaustion and a turn-up in cumulative delta. Defaults are conservative; start with CVD off until you’re comfortable, then enable to filter chop after capitulations. ## Alert payload (minimal by design) On the event bar close the script fires one alert with a tiny JSON that is easy to route and process in bulk: ```json { "event": "Crash_signal_15m", "symbol": "NVDA", "symbol_id": "NASDAQ:NVDA", "ts_alert_15m_ms": 1730898900000, "ts_alert_15m_local": "2025-11-06 10:45" } ``` Notes * ts_alert_15m_ms is the 15-minute close time in milliseconds since epoch (UTC reference). * ts_alert_15m_local uses your chart’s timezone for readability. Optional: a 24-hour streaming mode can resend this minimal payload on every 15-minute close during the day after the event (tiny patch available on request). ## Inputs you will actually touch Bench/Sector symbols * Bench: SPY or QQQ. Sector: XLK/XLF/XLY… or KWEB/CQQQ depending on the name. Depth and relative thresholds * 4h depth ≤ −4%, 8h depth ≤ −6%. * Relative to market/sector ≤ −3% each. Macro fuses * VIX ≥ 28; market ≤ −2.0%/−3.5%; sector ≤ −2.5%/−4.0%. Z/RSI guards * Z window 80 bars (15m), stock zTrig ≤ −1.5, macro floors ≥ −1.0. * RSI(1h) < 30. AVWAP band engine * σ EMA length 3; σ cap off by default. * Retest window for entry C: 24 bars (≈6 hours). Presentation and hygiene * One-week entry window; per-type cap 3; debounce 8×15m bars. * Signal table on/off, label pinning on/off. ## How to run it 1. Open a 15-minute chart (extended hours enabled recommended). 2. Add the indicator and choose Bench/Sector for the names you are reviewing. 3. Create a single alert per chart with Condition = Any alert() function call and Options = Once per bar close. 4. Point the alert to your webhook URL (or use app/email if you don’t have a URL). 5. Let your backend/AI receive the minimal JSON, do the news/fundamentals check, and decide Allow / Hold / Reject. 6. For Allowed names, use the on-chart A–F markers to stage in; manage risk against Event-AVWAP and upper HVNs/POC. ## Defaults that work well * RSI(1h) < 30 * Depth 4h/8h ≤ −4%/−6% vs yesterday’s reference * Relative to market/sector ≤ −3% * Z: stock ≤ −1.5; macro floors ≥ −1.0 * Fuses: VIX ≥ 28; market ≤ −2.0%/−3.5%; sector ≤ −2.5%/−4.0% * Bands: σ EMA = 3; no σ cap; one-week window; 3 labels per type ## Notes and limitations * This is an indicator, not an auto-trader. Position sizing and exits are up to you. * Designed for liquid US equities; thin ADRs and micro-caps are noisy. * All event logic and entries are evaluated on bar close; AVWAP and bands do not repaint. * If you need to monitor many symbols without a server, a Scanner variant can batch 10–17 tickers per script and alert without a webhook.
Pine Script® インジケーター
lvyaofeng19920413の投稿
GROK ALTIN B2 ))GROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
Pine Script® ストラテジー
feritgerisgenの投稿
MACD Remastered [CHE]MACD Remastered — Robust MACD with confirmed pivot-based divergence, optional signal bands, and ready-to-use alerts. Summary This indicator augments classic MACD with a robust, confirmed pivot-based divergence engine and an optional signal channel using Bollinger Bands. Divergence signals are only produced after a pivot is confirmed, which reduces noise from transient swings. A line-of-sight clearance check filters cases where the MACD histogram path contradicts the divergence, further cutting false flags. Histogram coloring clarifies momentum changes, while optional triangles project the same signals onto the main chart for quick context. Motivation: Why this design? Standard MACD divergence tools tend to fire early in volatile phases and flip during consolidation. The core idea here is to delay decision points until a pivot is confirmed and to validate the path between pivots. This addresses fake flips and improves signal credibility at the cost of some latency. Optional bands around the Signal line add context about compression and expansion without altering MACD’s core behavior. What’s different vs. standard approaches? Reference baseline: Classical MACD (fast and slow moving averages, Signal line, histogram) with simple divergence checks. Architecture differences: Confirmed pivot logic with left and right bars. Line-of-sight clearance test across the histogram path between pivots. Optional Signal-line Bollinger Bands with configurable length and width. Composite “Any Divergence” alert plus separate regular and hidden alerts. Optional main-chart triangles using forced overlay for at-a-glance context. Practical effect: Fewer early or contradictory divergence signals, clearer momentum context via histogram colors and a visible Signal channel during compression and expansion. How it works (technical) The MACD line derives from a fast and a slow moving average on a chosen source. The Signal line smooths the MACD line using a selected moving average type and length. The histogram is the difference between MACD and Signal and is colored by direction and acceleration. Divergence uses confirmed pivots: a pivot forms only after a set number of bars on the right side, so the event is locked in. The engine retrieves the last two relevant pivots and checks price movement versus the MACD histogram movement to classify regular or hidden divergence. A line-of-sight clearance routine traverses the histogram path between the two pivots and rejects the signal if the path invalidates the directional relationship. When enabled, Bollinger Bands are plotted around the Signal line; width scales with standard deviation. Programmatic alerts fire only on confirmed bars. No higher-timeframe requests are used. Parameter Guide Oscillator MA Type — Sets fast and slow MA family for MACD. Default: EMA. Tip: EMA is more responsive; SMA is steadier. Fast Length — Fast MA period. Default: 12. Trade-off: Shorter is quicker but noisier. Slow Length — Slow MA period. Default: 26. Trade-off: Longer reduces noise but adds lag. Source — Price input. Default: Close. Tip: Use a stable source for consistency. Signal MA Type — Moving average family for Signal. Default: EMA. Signal Length — Smoothing of MACD into Signal. Default: 9. Trade-off: Longer smooths more, reacts slower. Calculate Divergence — Enables divergence engine. Default: True. Enable Bollinger Bands on Signal — Adds bands around Signal. Default: False. BB Length — Sampling window for bands. Default: 20. Active: Only when bands are enabled. BB StdDev — Band width in standard deviations. Default: 2.0. Bounds: between about zero point zero zero one and fifty. Pivot Left / Pivot Right — Bars to the left and right that define a confirmed pivot. Default: five and five. Trade-off: Larger values mean stronger but slower pivots. Min / Max Bars Between Pivots — Valid window between two pivots. Default: five and sixty. Tip: Increase minimum to reduce micro-divergences. Detect Hidden — Include hidden divergence. Default: True. Draw Lines — Draw connector lines on the MACD pane. Default: True. Alerts: Enable / Regular / Hidden / Frequency / Prefix — Control alert emission, categories, cadence, and label. Defaults: Enabled, both categories on, once per bar close, prefix “MACD RM”. Reading & Interpretation Histogram: Columns above zero reflect positive momentum; below zero reflect negative momentum. Color shifts indicate momentum increasing or decreasing within each side. MACD and Signal: Crosses and distance indicate momentum shifts and strength. When bands are enabled, touches and departures hint at compression and expansion around the Signal. Divergence: Solid green lines and labels indicate regular bullish; solid red indicate regular bearish. Dashed teal and dashed orange denote hidden bullish and hidden bearish. Triangles on the main chart mirror these events for quicker visibility. Practical Workflows & Combinations Trend following: Use histogram color transitions with a structure filter such as higher highs and higher lows for long bias, or lower highs and lower lows for short bias. Divergence against the prevailing structure suggests caution or partial exits. Exits and risk: In a long, regular bearish divergence near resistance can justify scaling out or tightening stops. Hidden divergence in the trend direction can support continuation but should not replace risk controls. Multi-asset / Multi-timeframe: Works across liquid futures, forex, indices, and large-cap equities. Start with defaults on four-hour and daily; shorten lengths on intraday only when liquidity is strong. Behavior, Constraints & Performance Repaint and confirmation: Signals are anchored only after the right-side pivot bars complete; alerts trigger on confirmed bars. This intentionally adds latency to reduce noise. No higher-timeframe requests: No `security` calls are used; repaint risk is primarily tied to live bars before confirmation. Resources: Declared `max_bars_back` is five hundred. The divergence path check iterates between pivots, bounded by the maximum bars parameter. Line objects may accumulate; limits are set for lines and labels. Known limits: Latency at sharp turns, potential misses during fast single-bar reversals, and sensitivity to extremely choppy sessions if minimum gap between pivots is set too low. Sensible Defaults & Quick Tunin g Starting point: EMA, twelve and twenty-six with Signal nine; pivots five and five; minimum five, maximum sixty; alerts on close; bands off. Too many flips: Increase Signal length, raise pivot counts, and increase minimum bars between pivots. Consider disabling hidden divergence. Too sluggish: Reduce pivot counts, lower Signal length, and enable bands to visualize early compression. Cluttered chart: Keep lines off and rely on labels and main-chart triangles. Use the alert prefix to route events cleanly. What this indicator is—and isn’t This is a visualization and signal layer for MACD with confirmed, path-checked divergence and optional Signal bands. It is not a trading system, not predictive, and not a position management framework. Use it together with structure analysis, liquidity context, and explicit risk controls. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
Pine Script® インジケーター
chervolinoの投稿
2
BlackScrum Swing Boxes 1/2/3 After seeing influencers selling their indicator suite's online, I decided to start making replicas of them, maybe mine are better, maybe they are worse. I use them in my day to day trading and they help me make money, hopefully they help you make money. Not financial advice, Do Your Own Research. Everything provided without warranty or liability. If you stuff up, learn from it, get better, we all make mistakes. // BlackScrum — 1/2/3-Bar Swing Boxes (auto timeframe) // // DESCRIPTION // This indicator displays three swing-direction boxes (1B, 2B, 3B) in the top-right corner of the chart. // The boxes automatically adapt to the chart's timeframe (15m, 1H, 4H, 1D, etc.). // Each box represents the direction of the most recently confirmed swing pivot: // • 1B → 1-bar swing (fastest, most sensitive) // • 2B → 2-bar swing (medium confirmation) // • 3B → 3-bar swing (slowest, strongest confirmation) // // COLORS // • GREEN = last confirmed swing pivot was a higher low (up swing) // • RED = last confirmed swing pivot was a lower high (down swing) // • GREY = no clear swing yet (fresh/transition area) // // CONFLUENCE // • ALL GREEN = bullish alignment across 1B, 2B, 3B → strong trend continuation signal // • ALL RED = bearish alignment across all three → strong downtrend continuation signal // // HOW TO USE (TRADEPLAY) // // 1) ENTRIES // • Aggressive entry → enter when ALL GREEN prints on your timeframe. // • Safer pullback entry → wait for 1B to briefly turn red during a green 2B/3B, // then flip back to green. Enter on the re-flip. // • Multi-timeframe filter: // Take longs only when higher TF (e.g., 1H/4H) boxes are at least neutral-to-green. // // 2) EXITS // • Weakness exit → when 1B flips against your position while 2B is neutral/red. // • Full exit → when ALL RED prints. // • Time stop → if price hasn’t moved after several bars of your execution timeframe. // // 3) STOP-LOSS / RISK // • Place stops beyond the latest opposite swing used by 2B or 3B. // • Add 0.5–1× ATR buffer if your market has stop-hunt volatility. // • Always size position based on the distance to the swing stop. // // 4) WHEN TO IGNORE SIGNALS // • Chop zones → 1B flipping repeatedly while 2B/3B disagree. // • News candles → wait for pivots to confirm on the *closed* bar. // // 5) USING WITH OTHER TOOLS // • With a trend ribbon (e.g., Larsson-style): // Only take ALL GREEN longs when the ribbon is UP, and ALL RED shorts when ribbon is DOWN. // • With a Fear & Greed index: // Prefer longs when F&G > 60, // Avoid longs when F&G < 40 unless countertrend scalping. // // 6) TIMEFRAME GUIDANCE // • Scalping: 5m / 15m, confirmed by 1H or 4H boxes. // • Swinging: 1H / 4H with daily filter. // • Positioning: 1D with weekly confirmation. // // 7) INTERPRETATION CHEATSHEET // • 1B green, 2B grey, 3B red → short-term bounce inside higher timeframe downtrend. // • 1B/2B green, 3B grey → early trend reversal forming. // • All grey → fresh swing area; wait for direction. // // 8) CUSTOMIZATION // • len1 / len2 / len3 control sensitivity (higher = slower & cleaner). // • Can add a timeframe header box (e.g., “15m / 4H / 1D”). // • Can add a multi-timeframe grid (e.g., 15m | 1H | 4H | 1D each with 1B/2B/3B). // // ====================================================================================================
Pine Script® インジケーター
tyronemappの投稿
Adil Hoca - US Market Score Only NasdaqMarket Score & Crash Detector Indicator User Guide & Usage Instructions This TradingView indicator provides a comprehensive market risk assessment, combining multiple financial metrics to detect potential market crashes, recessions, and overall trend regimes. It is especially designed to alert traders and investors about early warning signals before significant market downturns, enabling proactive decision-making. Key Features Multi-Metric Market Sentiment: Uses volatility indices, currency strength, yield spreads, breadth, and bond ratios to evaluate market health. Crash Detection System: Monitors various conditions such as VIX spikes, breadth collapse, momentum cliffs, high-yield spread surges, and hidden market weaknesses. Reccession Indicator: Incorporates the Sahm Rule, a proven recession indicator based on employment data. Alert System: Sends real-time alerts for critical market conditions, including crashes, recession signals, and spreads alerts. Visual Elements: Includes histograms, trend lines, threshold lines, and shape signals to visually interpret market states. Customizable Parameters: Adjust weights, sensitivity, thresholds, and alert preferences to suit your trading style. How it Works 1. Data Collection The indicator fetches data from multiple sources: Market volatility: VIX index Currency strength: DXY index Interest rates: SOFR, PCE inflation Yield spreads: High Yield Credit Spread, Investment Grade Spread Market Breadth: Ratio of QQQ to TLT (tech vs. bonds) Bond Ratios: TMF/TMV (long-term bonds) Employment Data: The Sahm Rule (monthly unemployment data) 2. Normalization Data is normalized via z-score calculations over defined periods to standardize the metrics, making them comparable regardless of their original scale. 3. Composite Score Calculation Each metric is weighted according to user-defined parameters, and a composite score is generated to represent the overall market sentiment, smoothed with an EMA for trend clarity. 4. Crash & Recession Detection Crash System: Looks for conditions like VIX spikes, breadth collapse, momentum drops, high yield spread surges, and hidden weaknesses. If multiple conditions meet thresholds, alerts trigger. Recession Indicator: Uses the Sahm Rule, which compares the current unemployment rate's three-month average to the lowest point over the past 12 months. When it exceeds a certain threshold, a recession signal is generated. 5. Alerts & Visualization Sound & Shape Alerts: Signals like warning triangles, cross icons, and color changes. Threshold Lines: Indicate levels like "Strong Bullish," "Strong Bear," and critical zones. Dual Confirmation: Combines crash and recession signals for high-confidence alerts. Usage & Customization Placing the Indicator Copy and paste the Pine Script code into TradingView's Pine Editor. Save and add the script to your chart. Adjust inputs like weights, sensitivity mode, thresholds, and alert preferences via the input panel. Key Inputs Weights: Customize the importance of each metric. Sensitivity Mode: Changes alert thresholds for early warnings. Crash Sensitivity: Defines how many indicators need to trigger before issuing a crash alert. Recession Thresholds: Set the unemployment level that signals recession. Interpreting Visuals Histogram: Shows the composite score; green means bullish, red indicates bearish. Momentum Line: Highlights trend acceleration/deceleration. Threshold Lines: Dotted/dashed lines showing critical zones. Shape Shapes: Triangles or crosses appear for early signals or critical events. Alerts Crash Alerts: Warn of imminent market crashes. Recession Alerts: Indicate economic downturns based on Sahm Rule. Spread Alerts: Show high-yield credit spread surges signaling stress. Double Confirmation: High-confidence signals when crash and recession conditions align. Best Practices Use on multiple timeframes for confirmation. Combine with other technical analysis tools for better accuracy. Adjust thresholds according to your risk appetite. Follow alert signals for early warning but always consider overall context. Final Notes This indicator synthesizes a variety of leading and lagging indicators to give a holistic view of market health. It is designed to provide early warnings, especially in volatile or stressed environments, helping traders avoid severe drawdowns or position ahead of major downturns. Feel free to modify input parameters for your preferences, or integrate additional data sources for further refinement. This detailed explanation can be directly included as a description or documentation within your TradingView script, helping users grasp its full capabilities and optimal usage.
Pine Script® インジケーター
Stocx_Analystの投稿
Is it Time for a Pullback? Check Bars Since MA TestAn old market adage declares that “prices never move in a straight line.” Dips occur even in bullish markets. But how can traders know when prices may be due for a pullback? Today’s script tries to answer that question by asking how many bars have passed since a stock, index or other symbol has tested a given moving average. Long periods of time without touching a line such as the 50-day simple moving average, for example, could prompt traders to be more patient. Bars Since MA Test counts how many bars have passed since prices touched or crossed the MA in question. The resulting value is plotted in a simple histogram. Users can set the MA length and type. By default, it uses the 50-day simple moving average (SMA). The chart above applies Bars Since MA Test to the S&P 500. It shows that the index has gone 129 bars without testing its 50-day SMA. That’s the longest since a 146-bar stretch between July 2006 and February 2007. Other longer runs include January-August 1995 (156 bars), November 1960-June 1961 (144 bars) and April-November 1958 (158 bars). Given the small number of comparable readings, could traders suspect the current advance is getting long in the tooth? TradeStation has, for decades, advanced the trading industry, providing access to stocks, options and futures. If you're born to trade, we could be for you. See our Overview for more. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. There is a possibility that you may sustain a loss equal to or greater than your entire investment regardless of which asset class you trade (equities, options or futures); therefore, you should not invest or risk money that you cannot afford to lose. Online trading is not suitable for all investors. View the document titled Characteristics and Risks of Standardized Options at www.TradeStation.com . Before trading any asset class, customers must read the relevant risk disclosure statements on www.TradeStation.com . System access and trade placement and execution may be delayed or fail due to market volatility and volume, quote delays, system and software errors, Internet traffic, outages and other factors. Securities and futures trading is offered to self-directed customers by TradeStation Securities, Inc., a broker-dealer registered with the Securities and Exchange Commission and a futures commission merchant licensed with the Commodity Futures Trading Commission). TradeStation Securities is a member of the Financial Industry Regulatory Authority, the National Futures Association, and a number of exchanges. TradeStation Securities, Inc. and TradeStation Technologies, Inc. are each wholly owned subsidiaries of TradeStation Group, Inc., both operating, and providing products and services, under the TradeStation brand and trademark. When applying for, or purchasing, accounts, subscriptions, products and services, it is important that you know which company you will be dealing with. Visit www.TradeStation.com for further important information explaining what this means.
Pine Script® インジケーター
TradeStationの投稿
Overnight Time Box Overnight Time Box (22:59 → 09:59, minutes & TZ) Automatically draws a time-based box for a customizable window that can cross midnight. Perfect for marking the overnight range up to London open (e.g., 22:59–09:59 in Europe/Bucharest), but works with any minute-level window. What it does Builds a daily box covering all price action between two user-defined times (e.g., 22:59 → 09:59). Tracks session High/Low in real time and can plot extended HL lines for reference. Keeps historical boxes on the chart for backtesting and review (no flicker, no errors). How to use Add the script to an intraday chart. Configure: Time zone (default: Europe/Bucharest). Interval (HHMM-HHMM) — e.g., 2259-0959 (minutes supported). Optional: High/Low lines, fill color, border color, line width. Use on intraday timeframes (M1–H4). Note: On Daily/Weekly/Monthly, a heads-up label reminds you it’s designed for intraday use. Inputs Time zone: correct DST handling. Interval (HHMM-HHMM): supports windows that span midnight. Draw High/Low lines: extended HL guides for the session. Colors & widths: full visual customization. Use cases Mark the overnight range into London open (10:00 RO). Delimit Killzones / ICT Silver Bullet windows. Study range, liquidity raids, FVGs before major sessions. Tech notes Built on Pine Script v5 using input.session → stable, DST-safe. Increased max_boxes_count / max_lines_count to preserve history. Boxes are “frozen” at session end and remain on chart. Limitations Intended for intraday only. One interval per script instance; attach multiple instances for multiple windows.
Pine Script® インジケーター
alexandru2の投稿
Session ParmezanForex Session Range Boxes (Asia, Europe, US) — visual intraday session tracker for Forex and metals. This indicator automatically marks the three major Forex trading sessions — Asian (Tokyo), European (London), and American (New York) — directly on your chart using dynamic colored boxes. Each box represents the full price range (High–Low) formed during that session, helping traders visualize how volatility and liquidity evolve across the global trading day. The script is built for intraday traders and session-based strategies, especially those who monitor breakouts from the Asian range or reactions during London–New York overlaps. ⚙️ Features • Accurate session timing (UTC+3 / Moscow Time) — Asia: 03:00–12:00, Europe: 11:00–20:00, US: 16:00–01:00. • Dynamic range boxes: each box expands in real time as new highs and lows are set during the session. • Clear visual separation: each session is shown in its own color (blue for Asia, orange for Europe, green for US). • Automatic daily reset — new boxes start every new session. • Intraday focus only — visible up to the 1-hour timeframe (M1–H1) for clarity. • Transparent design — semi-transparent fills keep candles readable even when sessions overlap. • Lightweight performance — optimized use of box.new() and var variables avoids lag on lower timeframes. 🧭 Typical Use-Cases • Identify Asian session ranges and watch for London breakouts or New York reversals. • Visually align your intraday strategy with session volatility cycles. • Combine with VWAP, liquidity zones, or market profile indicators for deeper confluence. • Spot overlapping sessions — often the most active periods of the day.
Pine Script® インジケーター
DecimusForexの投稿
3
Oversold Screener · Webhook v3.3#Oversold Screener · Webhook v3.3 US Equities · 15-minute signals · AVWAP entries A–F · Optional CVD gate ## TL;DR This indicator finds short-term, emotion-driven selloffs in large, liquid US stocks and pings your webhook with a compact alert (symbol + 15-minute close time). It anchors an Event-AVWAP at the first qualified 15-minute bar after the selloff and proposes disciplined “right-side” entries (A–F) as price mean-reverts back through statistically defined bands. Optional macro fuses and CVD filters help avoid catching knives. --- ## What it does 1. Universe filter (off-chart): You run this on constituents of S&P 500 / Nasdaq-100 / Nasdaq Golden Dragon (or your curated list of healthy companies). 2. Signal (Step-2): On the 15-minute timeframe—including extended hours—the script flags an “oversold event” when: • Depth: Today’s drawdown vs yesterday’s RTH reference (min of yesterday’s VWAP and Close) is large. • Relative: The stock underperforms both its market benchmark (e.g., SPY/QQQ) and its sector ETF over the same 16/32×15m windows. • Macro fuses: If any of the following exceed thresholds, the signal is suppressed: VIX spike, market 16/32×15m selloff, sector 16/32×15m selloff. • RSI guard: 1-hour RSI is below a configurable level (default 30). • Cooldown: De-dupes repeated events; you won’t be spammed by the same name intraday. 3. Execution geometry: At the event bar’s close the indicator anchors an AVWAP calculated natively in 15m space and draws ±1σ/±2σ/±3σ bands from a rolling variance of typical price. 4. Entry proposals: It labels A–F entries when price regains key bands after first probing the lower ones (see below). Optional 15m CVD confirmation can be required. 5. Alerts: When the event closes, TradingView raises a single alert with a tiny JSON payload so your downstream AI/service can do the news check and decide. --- ## Why this approach works • Depth vs yesterday’s RTH reference targets “fresh” dislocations rather than slow trends. • Relative filters ensure the stock fell much more than both the market and its sector, isolating idiosyncratic panic. • AVWAP from the event bar approximates the market’s true average position after the shock; band reclaims are robust right-side confirmations. • Optional CVD (delta volume) catches sell-side exhaustion and buy-side emergence without requiring a full order-book feed. • Macro fuses (VIX / market / sector) avoid swimming against systemic stress. --- ## Inputs (key) Bench ETF / Sector ETF Choose your market (SPY or QQQ) and sector ETF (XLK/XLF/XLY… or KWEB/CQQQ for China tech ADRs). Depth & relative settings (15-minute space) • Depth vs prior-day RTH reference: percentage thresholds for 16 and 32 bars. • Relative to market & sector: underperformance thresholds over 16 and 32 bars. Macro circuit breakers • VIX max change (e.g., +8%/+12% over the session) • Market max 16/32×15m selloff (e.g., −1.5% / −2.5%) • Sector max 16/32×15m selloff (e.g., −2.0% / −3.0%) If any one exceeds the limit, the signal is suppressed. Momentum guard • RSI(1h) < 30 (configurable). AVWAP band engine (15m native) • Bands: ±1σ / ±2σ / ±3σ with EMA smoothing and optional σ cap. • Settling bars after anchor (default 1–3) to reduce immediate whipsaws. Entry toggles • Enable/disable A, B, C, D, E, F individually. • Optional CVD gate (on/off), lookback window and reversal thresholds. Housekeeping • Debounce per ticker and per entry type. • Entry window length (default 1 week) and per-type cap (show top 3 per event). • Webhook on/off. --- ## Entries (A–F) These are right-side confirmations; each requires first touching the prerequisite lower band before reclaiming a higher one. A Touch ≤ −2σ, then cross up through −1σ (classic exhaustion → relief). B Touch ≤ −1σ, then reclaim AVWAP (crowd average changes hands). C Break −1σ up, retest near −1σ within N bars, then bounce (retest confirmation). D After compression (low ATR%), reclaim AVWAP (coiled spring). E Touch ≤ −2σ, then reclaim AVWAP after a base (deeper flush → stronger reclaim). F Touch ≤ −3σ, then cross up through −1σ (capitulation → violent mean reversion). Optional CVD gate (15m): require sell-pressure exhaustion and a CVD turn-up before validating entries. Defaults are conservative so that A/F remain the highest-quality. --- ## Alert payload (minimal by design) On event close, one alert is fired with a tiny JSON: { "event": "step2_signal", "symbol": "TSLA", "ts_15m_ms": 1730879700000 } Use “Once per bar close” and the 15-minute chart. Your webhook receiver can enrich with fundamentals/news and decide Allow / Hold / Reject, then monitor A–F entries for execution. --- ## How to use 1. Run on your 15-minute chart with extended session enabled. 2. Create one alert per chart (or use TradingView’s multi-chart / watchlist alerts if you have Pro+). 3. Your backend ingests the minimal payload, fetches news and fundamentals, and returns a decision. 4. For Allowed names, watch the on-chart A–F labels; scale in across levels, scale out into upper HVNs/POC or AVWAP give-back. --- ## Defaults that work well • RSI(1h) < 30 • Depth vs yesterday’s RTH ref: ≤ −4% (16 bars), ≤ −6% (32 bars) • Relative to market/sector: ≤ −3% (16 bars), ≤ −4% (32 bars) • Macro fuses: VIX day change ≤ +10%; market ≤ −2.0% / −3.0%; sector ≤ −2.5% / −3.5% • AVWAP bands: EMA(σ)=3; σ cap off; settle ≥ 1 bar • CVD gate off initially; enable after you’re comfortable with its behavior. --- ## Notes & limitations • Indicator, not a strategy: it proposes event points and entries; position sizing and exits are up to you. • Designed for US equities with ample liquidity; thin names will be noisy. • Repainting: AVWAP and bands are anchored and do not repaint; entries are evaluated on bar close. • To keep charts readable, we limit entry labels to the first three occurrences per type within the one-week window. --- ## What’s new in v3.3 • 15-minute event engine (always 15m, independent of the chart you view). • Depth measured vs yesterday’s RTH VWAP/CLOSE (the lower of the two). • Removed structure-health (SMA50 coverage) and MA50/200 position checks. • Macro circuit breakers: VIX + market + sector thresholds; any one trips a fuse. • RSI guard moved to 1-hour. • AVWAP bands include ±3σ and new Entry F (−3σ → −1σ reclaim). • Optional 15m CVD gate for entries. • Minimal webhook payload for fast downstream AI checks. • Debounce + entry-window caps to prevent over-labeling and to focus the week after the event. • Numerous performance and stability tweaks in the 15m security sandbox. --- ## Disclaimer This is a research tool. It does not constitute investment advice. Test in Replay first, start with small size, and respect your risk.
Pine Script® インジケーター
lvyaofeng19920413の投稿
Crash Stats 15m (ETH) — X% | prev RTH min(VWAP, Close)# Crash Stats 15m (ETH) — X% Drawdown Event Analyzer A 15-minute indicator that scans up to the last 5 years to find **crash events** where the close falls by at least **X%** relative to the **lower of** the prior day’s **RTH VWAP** and **RTH close**. It then measures recovery and follow-through behavior, tags the market regime around each event, and summarizes everything in a table. --- ## What the script detects **Crash event (trigger):** * On a 15-minute bar, `close <= refPrice * (1 - X%)`. * `refPrice = min(previous RTH VWAP, previous RTH close)`. * First touch only: subsequent bars below the threshold on the same trading day are ignored. * Extended hours (ETH) are supported; if ETH is off, the script safely infers the previous RTH reference. **Per-event measurements** 1. **Time to “turn up”** – first close **above the event-anchored AVWAP** (AVWAP cumulated from the trigger bar onward). 2. **Time to recover the reference price** – first close ≥ `refPrice`. 3. **Time to recover Y% above the crash-day average price** – first close ≥ `crashDayVWAP * (1+Y%)`. 4. **Post-crash lowest price & timing** – the lowest low and how long after the event it occurs, within a user-defined horizon (default 10 trading days, approximated in calendar days). 5. **Intraday RTH low timing** – on the crash day’s RTH session, when did the day’s intraday low occur, and **was it on the first 15-minute bar**? 6. **First 15-minute low of the RTH day** – recorded for context. All durations are shown as **D days H hours M minutes**. --- ## Regime tagging (A / B) For each event the script classifies the surrounding trend using daily closes: * Let `r6m = (prevClose – close_6mAgo) / close_6mAgo`, `r12m = (prevClose – close_12mAgo) / close_12mAgo`. * **A**: both `r6m > 0` and `r12m > 0` (uptrend across 6m & 12m). * **B**: one positive, one negative, and `r6m + r12m ≥ 0` (mixed but net non-negative). * Otherwise: **—**. This helps separate selloffs in strong uptrends (A) from mixed regimes (B) and others. --- ## Inputs * **X — Crash threshold (%)**: default 5. * **Y — Recovery above crash-day average (%)**: default 5. * **Lookback years**: default 5 (bounded by data availability). * **Horizon for post-crash lowest (trading days)**: default 10 (approximated as calendar days). * **RTH session**: default `09:30–16:00` (exchange timezone). * **Show markers**: plot labels on triggers. * **Rows to display**: last N events in the table. --- ## Table columns * Index, **Trigger time**, **Drop %**, **Ref price**, **Regime (A/B/—)** * **Time to turn up** (above anchored AVWAP) * **Time to ref price**, **Time to day VWAP + Y%** * **Window lowest price**, **Time to window low** * **RTH first-15m low**, **RTH lowest time**, **Was RTH low on first 15m?** * **Crash-day VWAP** --- ## How to use 1. **Set chart to 15-minute** and **enable extended hours** for equities (recommended). 2. Keep defaults (**X=5%, Y=5%**) to start; tighten to 3–4% for more frequent events on less volatile symbols. 3. For non-US symbols or futures, adjust the **RTH session** if needed. 4. Read the table (top-right) for per-event diagnostics and aggregate averages (bottom row). --- ## Notes & implementation details * Works whether ETH is on or off. If ETH is off, the script back-fills “previous RTH” references at the next RTH open and uses the prior daily close as a fallback. * The “turn up” definition uses **event-anchored AVWAP**, a robust, price–volume anchor widely used for post-shock mean reversion analysis. * Events are **de-duplicated**: only one event per trading day (per target RTH cycle). * Lookback is limited by your plan and the data vendor. The script requests deep history (`max_bars_back=50000`), but availability varies by symbol. * Durations use minute precision and are rendered as **days–hours–minutes** for readability. --- ## Quick troubleshooting * **No events found**: lower **X%**, enable **ETH**, or ensure sufficient history is loaded (scroll back, or briefly switch to a higher timeframe to force deeper backfill, then return to 15m). * **RTH boundaries off**: check the **RTH session** input matches the venue. * **Few rows in table**: increase **Rows to display**. --- ## Typical use cases * Back-test how fast different symbols tend to stabilize after a sharp gap-down or intraday shock. * Compare recovery behavior across regimes **A / B** for sizing and risk timing. * Build playbooks: e.g., if the RTH low occurs on the first 15m bar X% of the time, plan entries accordingly. --- ## Changelog * **v1.0**: Initial public release with crash detection, anchored-AVWAP reversal, reference & VWAP+Y recovery timers, regime tagging, window-low timing, RTH low timing, and first-15m low capture.
Pine Script® インジケーター
lvyaofeng19920413の投稿
Macro Valuation Oscillator (MVO)Macro Valuation Oscillator (MVO) is a macro-relative-strength indicator that compares the current valuation of an asset against three key benchmarks: Gold, USD, and Bond. It helps visualize how the asset performs in relative macro terms over time. When the MVO line for Gold (yellow) moves below the neutral zone (0), it reflects relative weakness against gold. When it rises above +80, it indicates relative strength or potential overheating compared to gold. The same concept applies to USD (blue) and Bond (purple) lines. The indicator highlights macro-rotation behavior, showing periods when assets outperform (green) or underperform (red) in relative value. It is mainly intended for daily charts, providing a clear visual framework for assessing long-term macro relationships and timing within broader market cycles.
Pine Script® インジケーター
Uttayaの投稿
RAFEN-G - Kill Zones & Institutional Gaps🔍 What It Does Kill Zones (KZ1, KZ2, KZ3) Automatically highlights the main intraday liquidity windows such as the London open, NY AM, and NY PM sessions — customizable by time, color, and transparency. Perfect for timing setups, identifying liquidity sweeps, or backtesting session behavior. Institutional GAP Detection (NY 11:00 → 03:00) Anchored on the New York H1 clock, the script automatically draws the “institutional gap” between the 11:00 close and the 03:00 open of the next trading day. Each gap is drawn as a transparent box with a label showing its size in price units. Dynamic Cleanup & Color Updates Automatically removes old boxes beyond your chosen history limit and keeps all visuals perfectly synchronized in real-time. ⚙️ Key Features 3 fully independent and editable Kill Zones Adjustable timezone (default: America/New_York) Works on all intraday timeframes Auto-management of historical data Clean and lightweight visuals (up to 2000 boxes) Real-time color and transparency updates Alerts when each Kill Zone starts 🧠 Ideal For Traders using ICT, SMC, or institutional frameworks who want clear visual separation of market sessions and automatic tracking of session-to-session gaps for confluence or imbalance analysis. 🕐 Recommended Use Apply on 5 min / 15 min / 1 h charts, align timezone to NYC, and combine with liquidity or FVG tools for maximum insight.
Pine Script® インジケーター
RAFENTechの投稿