始めましょう

Educational

ICT Venom Trading Model [TradingFinder] SMC NY Session 2025SetupIntroduction The ICT Venom Model is one of the most advanced strategies in the ICT framework, designed for intraday trading on major US indices such as US100, US30, and US500. This model is rooted in liquidity theory, time and price dynamics, and institutional order flow. The Venom Model focuses on detecting Liquidity Sweeps, identifying Fair Value Gaps (FVG), and analyzing Market Structure Shifts (MSS). By combining these ICT core concepts, traders can filter false breakouts, capture sharp reversals, and align their entries with the real institutional liquidity flow during the New York Session. Key Highlights of ICT Venom Model : Intraday focus : Optimized for US indices (US100, US30, US500). Time element : Critical window is 08:00–09:30 AM (Venom Box). Liquidity sweep logic : Price grabs liquidity at 09:30 AM open. Confirmation tools : MSS, CISD, FVG, and Order Blocks. Dual setups : Works in both Bullish Venom and Bearish Venom conditions. At its core, the ICT Venom Strategy is a framework that explains how institutional players manipulate liquidity pools by engineering false breakouts around the initial range of the market. Between 08:00 and 09:30 AM New York time, a range called the “Venom Box” is formed. This range acts as a trap for retail traders, and once the 09:30 AM market open occurs, price usually sweeps either the high or the low of this box to collect stop-loss liquidity. After this liquidity grab, the market often reverses sharply, giving birth to a classic Bullish Venom Setup or Bearish Venom Setup The Venom Model (ICT Venom Trading Strategy) is not just a pattern recognition tool but a precise institutional trading model based on time, liquidity, and market structure. By understanding the Initial Balance Range, watching for Liquidity Sweeps, and entering trades from FVG zones or Order Blocks, traders can anticipate market reversals with high accuracy. This strategy is widely respected among ICT followers because it offers both risk management discipline and clear entry/exit conditions. In short, the Venom Model transforms liquidity manipulation into actionable trading opportunities. Bullish Setup : Bearish Setup : 🔵 How to Use The ICT Venom Model is applied by observing price behavior during the early hours of the New York session. The first step is to define the Initial Range, also called the Venom Box, which is formed between 08:00 and 09:30 AM EST. This range marks the high and low points where institutional traders often create traps for retail participants. Once the official market opens at 09:30 AM, price usually sweeps either the top or bottom of this box to collect liquidity. After this liquidity grab, the market tends to reverse in alignment with the true directional bias. To confirm the setup, traders look for signals such as a Market Structure Shift (MSS), Change in State of Delivery (CISD), or the appearance of a Fair Value Gap (FVG). These elements validate the reversal and provide precise levels for trade execution. 🟣 Bullish Setup In a Bullish Venom Setup, the market first sweeps the low of the Venom Box after 09:30 AM, triggering sell-side liquidity collection. This downward move is often sharp and deceptive, designed to stop out retail long positions and attract new sellers. Once liquidity is taken, the market typically shifts direction, forming an MSS or CISD that signals a reversal to the upside. Traders then wait for price to retrace into a Fair Value Gap or a demand-side Order Block created during the reversal leg. This retracement offers the ideal entry point for long positions. Stop-loss placement should be just below the liquidity sweep low, while profit targets are set at the Venom Box high and, if momentum continues, at higher session or daily highs. 🟣 Bearish Setup In a Bearish Venom Setup, the process is similar but reversed. After the Initial Range is defined, if price breaks above the Venom Box high following the 09:30 AM open, it signals a false breakout designed to collect buy-side liquidity. This move usually traps eager buyers and clears out stop-losses above the high. After the liquidity sweep, confirmation comes through an MSS or CISD pointing to a reversal downward. At this stage, traders anticipate a retracement into a Fair Value Gap or a supply-side Order Block formed during the reversal. Short entries are taken within this zone, with stop-loss positioned just above the liquidity sweep high. The logical profit targets include the Venom Box low and, in stronger bearish momentum, deeper session or daily lows. 🔵 Settings Refine Order Block : Enables finer adjustments to Order Block levels for more accurate price responses. Mitigation Level OB : Allows users to set specific reaction points within an Order Block, including: Proximal: Closest level to the current price. 50% OB: Midpoint of the Order Block. Distal: Farthest level from the current price. FVG Filter : The Judas Swing indicator includes a filter for Fair Value Gap (FVG), allowing different filtering based on FVG width: FVG Filter Type: Can be set to "Very Aggressive," "Aggressive," "Defensive," or "Very Defensive." Higher defensiveness narrows the FVG width, focusing on narrower gaps. Mitigation Level FVG : Like the Order Block, you can set price reaction levels for FVG with options such as Proximal, 50% OB, and Distal. CISD : The Bar Back Check option enables traders to specify the number of past candles checked for identifying the CISD Level, enhancing CISD Level accuracy on the chart. 🔵 Conclusion The ICT Venom Model is more than just a reversal setup; it is a complete intraday trading framework that blends liquidity theory, time precision, and market structure analysis. By focusing on the Initial Range between 08:00 and 09:30 AM New York time and observing how price reacts at the 09:30 AM open, traders can identify liquidity sweeps that reveal institutional intentions. Whether in a Bullish Venom Setup or a Bearish Venom Setup, the model allows for precise entries through Fair Value Gaps (FVGs) and Order Blocks, while maintaining clear risk management with well-defined stop-loss and target levels. Ultimately, the ICT Venom Model provides traders with a structured way to filter false moves and align their trades with institutional order flow. Its strength lies in transforming liquidity manipulation into actionable opportunities, giving intraday traders an edge in timing, accuracy, and consistency. For those who master its logic, the Venom Model becomes not only a strategy for entry and exit, but also a deeper framework for understanding how liquidity truly drives price in the New York session.
Pine Script® インジケーター
TFlabの投稿
5
Bazaarbull - Smart Money Concepts// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © Bazaarbull // //@version=5 indicator("Bazaarbull - Smart Money Concepts", "Bazaarbull - Smart Money Concepts ", overlay = true, max_bars_back = 5000, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500, max_polylines_count = 100) plot(na) // MSG = "MARKET STRUCTURE" VBG = "VOLUMETRIC ORDER BLOCKS" MST = "Limit market structure calculation to improve memory speed time" SLT = " Limit swing structure to tot bars back" IDT = " Start date of the internal structure" CST = "Color candle based on trend detection system" OBT = "Display internal buy and sell activity" OBD = "Show Last number of orderblock" OBMT = " Use Length to adjust cordinate of the orderblocks Use whole candle body" _ =' ------------  –––––––––––––––––––––––––– INPUTS –––––––––––––––––––––––––––  ------------ '//{ bool windowsis = input.bool(true, "Window", inline="kla", group=MSG) int mswindow = input.int(5000, "", tooltip=MST,group=MSG, inline="kla", minval=1000) bool showSwing = input.bool(true, "Swing", inline="scss", group=MSG) int swingLimit = input.int(100, "", tooltip=SLT, inline="scss", group=MSG, minval=10, maxval=200) color swingcssup = input.color(#089981, "", inline="scss", group=MSG) color swingcssdn = input.color(#f23645, "", inline="scss", group=MSG) bool showMapping = input.bool(false, "Mapping Structure", inline="mapping", group=MSG) string mappingStyle = input.string("----", "", options= , inline="mapping", group=MSG) color mappingcss = input.color(color.silver, "", tooltip="Display Mapping Structure", inline="mapping", group=MSG) bool candlecss = input.bool(false, "Color Candles", tooltip=CST, group=MSG, inline="txt") string mstext = input.string("Tiny", "", options= , inline="txt", group=MSG) string msmode = input.string("Adjusted Points", "Algorithmic Logic", options= , inline="node", group=MSG) int mslen = input.int(5, "", inline="node", group=MSG, minval=2) bool buildsweep = input.bool(true, "Build Sweep (x)", "Build sweep on market structure", "znc", MSG) bool msbubble = input.bool(true, "Bubbles", tooltip="Display Circle Bubbles", inline="bubbles", group=MSG) bool obshow = input.bool(true, "Show Last", tooltip=OBD, group=VBG, inline="obshow") int oblast = input.int(5, "", group=VBG, inline="obshow", minval=0) color obupcs = input.color(color.new(#089981, 90), "", inline="obshow", group=VBG) color obdncs = input.color(color.new(#f23645, 90), "", inline="obshow", group=VBG) bool obshowactivity = input.bool(true, "Show Buy/Sell Activity", inline="act", group=VBG, tooltip=OBT) color obactup = input.color(color.new(#089981, 50), "", inline="act", group=VBG) color obactdn = input.color(color.new(#f23645, 50), "", inline="act", group=VBG) obshowbb = input.bool(false, "Show Breakers", inline="bb", group=VBG, tooltip="Display Breakers") color bbup = input.color(color.new(#089981, 100), "", inline="bb", group=VBG) color bbdn = input.color(color.new(#f23645, 100), "", inline="bb", group=VBG) obmode = input.string("Length", "Construction", options= , tooltip=OBMT, inline="atr", group=VBG) len = input.int(5, "", inline="atr", group=VBG, minval=1) obmiti = input.string("Close", "Mitigation Method", options= , tooltip="Mitigation method for when to trigger order blocks", group=VBG) obtxt = input.string("Normal", "Metric Size", options= , tooltip="Order block Metrics text size", inline="txt", group=VBG) showmetric = input.bool(true, "Show Metrics", group=VBG) showline = input.bool(true, "Show Mid-Line", group=VBG) overlap = input.bool(true, "Hide Overlap", group=VBG, inline="ov") wichlap = input.string("Recent", "", options= , inline="ov", group=VBG) fvg_enable = input.bool(false, "", inline="1", group="FAIR VALUE GAP", tooltip="Display fair value gap") what_fvg = input.string("FVG", "", inline="1", group="FAIR VALUE GAP", tooltip="Display fair value gap", options= ) fvg_num = input.int(5, "Show Last", inline="1a", group="FAIR VALUE GAP", tooltip="Number of fvg to show", minval=0) fvg_upcss = input.color(color.new(#089981, 80), "", inline="1", group="FAIR VALUE GAP") fvg_dncss = input.color(color.new(#f23645, 80), "", inline="1", group="FAIR VALUE GAP") fvgbbup = input.color(color.new(#089981, 100), "", inline="1", group="FAIR VALUE GAP") fvgbbdn = input.color(color.new(#f23645, 100), "", inline="1", group="FAIR VALUE GAP") fvg_src = input.string("Close", "Mitigation", inline="3", group="FAIR VALUE GAP", tooltip=" Use the close of the body as trigger Use the extreme point of the body as trigger", options= ) fvgthresh = input.float(0, "Threshold", tooltip="Filter out non significative FVG", group="FAIR VALUE GAP", inline="asd", minval=0, maxval=2, step=0.1) fvgoverlap = input.bool(true, "Hide Overlap", "Hide overlapping FVG", group="FAIR VALUE GAP") fvgline = input.bool(true, "Show Mid-Line", group="FAIR VALUE GAP") fvgextend = input.bool(false, "Extend FVG", group="FAIR VALUE GAP") dispraid = input.bool(false, "Display Raids", inline="raid", group="FAIR VALUE GAP") //} _ =' ------------  –––––––––––––––––––––––––– UDT –––––––––––––––––––––––––––  ------------ '//{ type hqlzone box pbx box ebx box lbx label plb label elb label lbl type Zphl line top line bottom label top_label label bottom_label bool stopcross bool sbottomcross bool itopcross bool ibottomcross string txtup string txtdn float topy float bottomy float topx float bottomx float tup float tdn int tupx int tdnx float itopy float itopx float ibottomy float ibottomx float uV float dV type entered bool normal = false bool breaker = false type store line ln label lb box bx linefill lf type structure int zn float zz float bos float choch int loc int temp int trend int start float main int xloc bool upsweep bool dnsweep string txt = na type drawms int x1 int x2 float y string txt color css string style type ob bool bull float top float btm float avg int loc color css float vol int dir int move int blPOS int brPOS int xlocbl int xlocbr bool isbb = false int bbloc type FVG float top = na float btm = na int loc = bar_index bool isbb = false int bbloc = na bool israid = false float raidy = na int raidloc = na int raidx2 = na bool active = false color raidcs = na type SFP float y int loc float ancor type sfpbuildlbl int x float y string style color css string txt type sfpbuildline int x1 int x2 float y color css float ancor int loc type equalbuild int x1 float y1 int x2 float y2 color css string style type equalname int x float y string txt color css string style type ehl float pt int t float pb int b type sellbuyside float top float btm int loc color css string txt float vol type timer bool start = false int count = 0 //} _ =' ------------  –––––––––––––––––––––––––– SETUP –––––––––––––––––––––––––––  ------------ '//{ var store bin = store.new( array.new< line >() , array.new< label >() , array.new< box >() , array.new() ) var entered blobenter = entered.new() var entered brobenter = entered.new() var entered blfvgenter = entered.new() var entered brfvgenter = entered.new() var entered blarea = entered.new() var entered brarea = entered.new() var timer lc = timer.new () if barstate.islast for obj in bin.ln obj.delete() for obj in bin.lb obj.delete() for obj in bin.bx obj.delete() for obj in bin.lf obj.delete() bin.ln.clear() bin.lb.clear() bin.bx.clear() bin.lf.clear() invcol = #ffffff00 float atr = (ta.atr(200) / (5/len)) //} _ =' ------------  –––––––––––––––––––––––––– UTILITY –––––––––––––––––––––––––––  ------------ '//{ method txSz(string s) => out = switch s "Tiny" => size.tiny "Small" => size.small "Normal" => size.normal "Large" => size.large "Huge" => size.huge "Auto" => size.auto out method lstyle(string style) => out = switch style '⎯⎯⎯⎯' => line.style_solid '----' => line.style_dashed '····' => line.style_dotted ghl() => [high , low , close , open , close, open, high, low, high , low , ta.atr(200)] method IDMIDX(bool use_max, int loc) => min = 99999999. max = 0. idx = 0 if use_max for i = 0 to (bar_index - loc) max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx else for i = 0 to (bar_index - loc) min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx idx SFPData() => [high, high , high , low, low , low , close, volume, time, bar_index , time ] SFPcords() => RealTF = barstate.isrealtime ? 0 : 1 = SFPData() [h , h1 , h2 , l , l1 , l2 , c , v , t , n , t1 ] method find(structure ms, bool use_max, bool sweep, bool useob) => min = 99999999. max = 0. idx = 0 if not sweep if ((bar_index - ms.loc) - 1) > 0 if use_max for i = 0 to (bar_index - ms.loc) - 1 max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx if useob if high > high max := high min := low idx := idx + 1 else for i = 0 to (bar_index - ms.loc) - 1 min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx if useob if low < low max := high min := low idx := idx + 1 else if use_max for i = 0 to (bar_index - ms.loc) max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx if useob if high > high max := high min := low idx := idx + 1 else for i = 0 to (bar_index - ms.loc) min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx if useob if low < low max := high min := low idx := idx + 1 else if ((bar_index - ms.xloc) - 1) > 0 if use_max for i = 0 to (bar_index - ms.xloc) - 1 max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx if useob if high > high max := high min := low idx := idx + 1 else for i = 0 to (bar_index - ms.xloc) - 1 min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx if useob if low < low max := high min := low idx := idx + 1 else if use_max for i = 0 to (bar_index - ms.xloc) max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx if useob if high > high max := high min := low idx := idx + 1 else for i = 0 to (bar_index - ms.xloc) min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx if useob if low < low max := high min := low idx := idx + 1 idx method fnOB(ob block, bool bull, float cords, int idx) => switch bull true => blobenter.normal := false blobenter.breaker := false block.unshift( ob.new( true , cords , low , math.avg(cords, low ) , time , obupcs , volume , close > open ? 1 : -1 , 1 , 1 , 1 , time ) ) false => brobenter.normal := false brobenter.breaker := false block.unshift( ob.new( false , high , cords , math.avg(cords, high ) , time , obdncs , volume , close > open ? 1 : -1 , 1 , 1 , 1 , time ) ) method mitigated(ob block) => if barstate.isconfirmed for in block if not stuff.isbb switch stuff.bull true => if obmiti == "Close" ? math.min(close, open) < stuff.btm : obmiti == "Wick" ? low < stuff.btm : obmiti == "Avg" ? low < stuff.avg : na stuff.isbb := true stuff.bbloc := time if not obshowbb block.remove(i) false => if obmiti == "Close" ? math.max(close, open) > stuff.top : obmiti == "Wick" ? high > stuff.top : obmiti == "Avg" ? high > stuff.avg : na stuff.isbb := true stuff.bbloc := time if not obshowbb block.remove(i) else switch stuff.bull true => if obmiti == "Close" ? math.max(close, open) > stuff.top : obmiti == "Wick" ? high > stuff.top : obmiti == "Avg" ? high > stuff.avg : na block.remove(i) false => if obmiti == "Close" ? math.min(close, open) < stuff.btm : obmiti == "Wick" ? low < stuff.btm : obmiti == "Avg" ? low < stuff.avg : na block.remove(i) overlap(ob bull, ob bear) => if bull.size() > 1 for i = bull.size() - 1 to 1 stuff = bull.get(i) current = bull.get(0) v = wichlap == "Recent" ? i : 0 switch stuff.btm > current.btm and stuff.btm < current.top => bull.remove(v) stuff.top < current.top and stuff.btm > current.btm => bull.remove(v) stuff.top > current.top and stuff.btm < current.btm => bull.remove(v) stuff.top < current.top and stuff.top > current.btm => bull.remove(v) if bear.size() > 1 for i = bear.size() - 1 to 1 stuff = bear.get(i) current = bear.get(0) v = wichlap == "Recent" ? i : 0 switch stuff.btm > current.btm and stuff.btm < current.top => bear.remove(v) stuff.top < current.top and stuff.btm > current.btm => bear.remove(v) stuff.top > current.top and stuff.btm < current.btm => bear.remove(v) stuff.top < current.top and stuff.top > current.btm => bear.remove(v) if bull.size() > 0 and bear.size() > 0 for i = bull.size() - 1 to 0 stuff = bull.get(i) current = bear.get(0) v = wichlap == "Recent" ? 0 : i switch stuff.btm > current.btm and stuff.btm < current.top => bull.remove(v) stuff.top < current.top and stuff.btm > current.btm => bull.remove(v) stuff.top > current.top and stuff.btm < current.btm => bull.remove(v) stuff.top < current.top and stuff.top > current.btm => bull.remove(v) if bull.size() > 0 and bear.size() > 0 for i = bear.size() - 1 to 0 stuff = bear.get(i) current = bull.get(0) v = wichlap == "Recent" ? 0 : i switch stuff.btm > current.btm and stuff.btm < current.top => bear.remove(v) stuff.top < current.top and stuff.btm > current.btm => bear.remove(v) stuff.top > current.top and stuff.btm < current.btm => bear.remove(v) stuff.top < current.top and stuff.top > current.btm => bear.remove(v) overlapFVG(FVG blFVG, FVG brFVG) => if blFVG.size() > 1 for i = blFVG.size() - 1 to 1 stuff = blFVG.get(i) current = blFVG.get(0) switch stuff.btm > current.btm and stuff.btm < current.top => blFVG.remove(i) stuff.top < current.top and stuff.btm > current.btm => blFVG.remove(i) stuff.top > current.top and stuff.btm < current.btm => blFVG.remove(i) stuff.top < current.top and stuff.top > current.btm => blFVG.remove(i) if brFVG.size() > 1 for i = brFVG.size() - 1 to 1 stuff = brFVG.get(i) current = brFVG.get(0) switch stuff.btm > current.btm and stuff.btm < current.top => brFVG.remove(i) stuff.top < current.top and stuff.btm > current.btm => brFVG.remove(i) stuff.top > current.top and stuff.btm < current.btm => brFVG.remove(i) stuff.top < current.top and stuff.top > current.btm => brFVG.remove(i) if blFVG.size() > 0 and brFVG.size() > 0 for i = blFVG.size() - 1 to 0 stuff = blFVG.get(i) current = brFVG.get(0) switch stuff.btm > current.btm and stuff.btm < current.top => blFVG.remove(i) stuff.top < current.top and stuff.btm > current.btm => blFVG.remove(i) stuff.top > current.top and stuff.btm < current.btm => blFVG.remove(i) stuff.top < current.top and stuff.top > current.btm => blFVG.remove(i) if blFVG.size() > 0 and brFVG.size() > 0 for i = brFVG.size() - 1 to 0 stuff = brFVG.get(i) current = blFVG.get(0) switch stuff.btm > current.btm and stuff.btm < current.top => brFVG.remove(i) stuff.top < current.top and stuff.btm > current.btm => brFVG.remove(i) stuff.top > current.top and stuff.btm < current.btm => brFVG.remove(i) stuff.top < current.top and stuff.top > current.btm => brFVG.remove(i) method umt(ob metric) => switch metric.dir 1 => switch metric.move 1 => metric.blPOS := metric.blPOS + 1, metric.move := 2 2 => metric.blPOS := metric.blPOS + 1, metric.move := 3 3 => metric.brPOS := metric.brPOS + 1, metric.move := 1 -1 => switch metric.move 1 => metric.brPOS := metric.brPOS + 1, metric.move := 2 2 => metric.brPOS := metric.brPOS + 1, metric.move := 3 3 => metric.blPOS := metric.blPOS + 1, metric.move := 1 if (time - time ) == (time - time ) metric.xlocbl := metric.loc + (time - time ) * metric.blPOS metric.xlocbr := metric.loc + (time - time ) * metric.brPOS method display(ob id, ob full, int i) => if not id.isbb bin.bx.unshift(box.new (top = id.top, bottom = id.btm, left = id.loc, right = time , border_color = na , bgcolor = id.css, xloc = xloc.bar_time)) bin.bx.unshift(box.new (top = id.top, bottom = id.btm, left = time , right = time + 1 , border_color = na , bgcolor = id.css, xloc = xloc.bar_time, extend = extend.right)) else bin.bx.unshift(box.new (top = id.top, bottom = id.btm, left = id.loc , right = id.bbloc , border_color = na , bgcolor = id.css , xloc = xloc.bar_time)) bin.bx.unshift(box.new (top = id.top, bottom = id.btm, left = id.bbloc , right = time , border_color = id.css , bgcolor = id.bull ? bbup : bbdn , xloc = xloc.bar_time, border_width = 2)) bin.bx.unshift(box.new (top = id.top, bottom = id.btm, left = time , right = time + 1 , border_color = id.css , bgcolor = id.bull ? bbup : bbdn , xloc = xloc.bar_time, extend = extend.right)) if obshowactivity bin.bx.unshift(box.new (top = id.top, bottom = id.avg, left = id.loc , right = id.xlocbl, border_color = na , bgcolor = obactup, xloc = xloc.bar_time)) bin.bx.unshift(box.new (top = id.avg, bottom = id.btm, left = id.loc , right = id.xlocbr, border_color = na , bgcolor = obactdn, xloc = xloc.bar_time)) if showline bin.ln.unshift(line.new( x1 = id.loc , x2 = time , y1 = id.avg , y2 = id.avg , color = color.new(id.css, 0) , xloc = xloc.bar_time , style = line.style_dashed ) ) if showmetric if i == math.min(oblast - 1, full.size() - 1) float tV = 0 float dV = array.new() seq = math.min(oblast - 1, full.size() - 1) for j = 0 to seq cV = full.get(j) tV += cV.vol if j == seq for y = 0 to seq dV.push( math.floor( (full.get(y).vol / tV) * 100) ) ids = full.get(y) bin.lb.unshift(label.new( bar_index - 1 , ids.avg , textcolor = color.new(ids.css, 0) , style = label.style_label_left , size = obtxt.txSz() , color = #ffffff00 , text = str.tostring( math.round(full.get(y).vol, 3), format = format.volume) + " (" + str.tostring(dV.get(y)) + "%)" ) ) method dispFVG(FVG fvg, int i, bool bull) => ext = fvgextend ? extend.right : extend.none if not fvg.isbb bin.bx.unshift(box .new(top = fvg.top, bottom = fvg.btm, left = fvg.loc , right = time , border_color = na , bgcolor = bull ? fvg_upcss : fvg_dncss , xloc = xloc.bar_time, extend = ext)) if fvgline bin.ln.unshift(line.new(x1 = fvg.loc, x2 = time , y1 = math.avg(fvg.top, fvg.btm), y2 = math.avg(fvg.top, fvg.btm), xloc = xloc.bar_time, color = color.new(bull ? fvg_upcss : fvg_dncss, 0) , extend = ext)) if dispraid bin.ln.unshift(line.new(x1 = fvg.raidloc, x2 = fvg.raidx2, y1 = fvg.raidy, y2 = fvg.raidy, xloc = xloc.bar_time, color = fvg.raidcs)) bin.lb.unshift(label.new(x = int(math.avg(fvg.raidloc, fvg.raidx2)), y = fvg.raidy, text = "x", xloc = xloc.bar_time, textcolor = fvg.raidcs, style = bull ? label.style_label_up : label.style_label_down, size = size.small, color = #ffffff00)) else bin.bx.unshift(box .new(top = fvg.top , bottom = fvg.btm, left = fvg.loc , right = fvg.bbloc , border_color = na , bgcolor = bull ? fvg_upcss : fvg_dncss, xloc = xloc.bar_time)) bin.bx.unshift(box .new(top = fvg.top , bottom = fvg.btm, left = fvg.bbloc , right = time , border_color = bull ? fvg_dncss : fvg_upcss , bgcolor = bull ? fvg_dncss : fvg_upcss, xloc = xloc.bar_time, extend = ext)) if fvgline bin.ln.unshift(line.new(x1 = fvg.loc , x2 = fvg.bbloc , y1 = math.avg(fvg.top, fvg.btm), y2 = math.avg(fvg.top, fvg.btm), color = color.new(bull ? fvg_upcss : fvg_dncss, 0) , xloc = xloc.bar_time)) bin.ln.unshift(line.new(x1 = fvg.bbloc, x2 = time , y1 = math.avg(fvg.top, fvg.btm), y2 = math.avg(fvg.top, fvg.btm), color = color.new(bull ? fvg_dncss : fvg_upcss, 0) , xloc = xloc.bar_time, extend = ext, style = line.style_dashed)) //} _ =' ------------  –––––––––––––––––––––––––– FUNCTION –––––––––––––––––––––––––––  ------------ '//{ mapping() => var float up = na var float dn = na var float point = na var int trend = 0 var int idx = na var int sum = na var int project = na var chart.point charts = array.new() if na(up) up := high idx := bar_index if na(dn) dn := low idx := bar_index if high > up if trend == -1 id = IDMIDX(false, idx) charts.unshift( chart.point.from_time( time , low ) ) idx := bar_index point := low sum := time up := high dn := low project := time trend := 1 if low < dn if trend == 1 id = IDMIDX(true, idx) charts.unshift( chart.point.from_time( time , high ) ) idx := bar_index point := high sum := time up := high dn := low project := time trend := -1 if barstate.islast var line ln = na var polyline pl = na ln.delete() pl.delete() ln := na pl := na ln := line.new( x1 = sum , x2 = project , y1 = point , y2 = trend == 1 ? up : dn , xloc = xloc.bar_time , color = color.red ) pl := polyline.new( charts , line_color = mappingcss , xloc = xloc.bar_time , line_style = mappingStyle.lstyle() ) dFVG() => = ghl() var FVG blFVG = array.new() var FVG brFVG = array.new() bool upfvg = false bool dnfvg = false float blth = l1 + (fvatr * fvgthresh) float brth = h1 - (fvatr * fvgthresh) cc = timeframe.change() switch what_fvg == "FVG" or what_fvg == "Breakers" => if l > h2 and cc and c1 > blth upfvg := true if l2 > h and cc and c1 < brth dnfvg := true if upfvg if blFVG.size() > 0 fvg = blFVG.get(0) if fvg.israid == true and fvg.active == false fvg.active := true fvg.raidloc := na fvg.raidx2 := na fvg.raidy := na fvg.raidcs := #ffffff00 blFVG.unshift( FVG.new( l , h2 , time , false , na ) ) if dnfvg if brFVG.size() > 0 fvg = brFVG.get(0) if fvg.israid == true and fvg.active == false fvg = brFVG.get(0) fvg.active := true fvg.active := true fvg.raidloc := na fvg.raidx2 := na fvg.raidy := na fvg.raidcs := #ffffff00 brFVG.unshift( FVG.new( l2 , h , time , false , na ) ) if blFVG.size() > 0 for in blFVG if not fvg.isbb if fvg_src == "Close" ? math.min(c, o) < fvg.btm : fvg_src == "Wick" ? l < fvg.btm : fvg_src == "Avg" ? l < math.avg(fvg.top, fvg.btm) : na fvg.isbb := true fvg.bbloc := time if what_fvg == "FVG" blFVG.remove(i) else if (fvg_src == "Close" ? math.max(c, o) > fvg.top : fvg_src == "Wick" ? h > fvg.top : fvg_src == "Avg" ? h > math.avg(fvg.top, fvg.btm) : na) and what_fvg == "Breakers" blFVG.remove(i) if brFVG.size() > 0 for in brFVG if not fvg.isbb if (fvg_src == "Close" ? math.max(c, o) > fvg.top : fvg_src == "Wick" ? h > fvg.top : fvg_src == "Avg" ? h > math.avg(fvg.top, fvg.btm) : na) fvg.isbb := true fvg.bbloc := time if what_fvg == "FVG" brFVG.remove(i) else if (fvg_src == "Close" ? math.min(c, o) < fvg.btm : fvg_src == "Wick" ? l < fvg.btm : fvg_src == "Avg" ? l < math.avg(fvg.top, fvg.btm) : na) and what_fvg == "Breakers" brFVG.remove(i) if fvgoverlap overlapFVG(blFVG, brFVG) if dispraid for in blFVG if not fvg.israid and not fvg.isbb if low < fvg.top and close > fvg.top fvg.israid := true fvg.raidloc := time fvg.raidx2 := time fvg.raidy := low fvg.raidcs := chart.fg_color else if low <= fvg.raidy and fvg.active == false and not fvg.isbb fvg.active := true fvg.raidx2 := time else if fvg.active == false and not fvg.isbb fvg.raidx2 := time for in brFVG if not fvg.israid and not fvg.isbb if high > fvg.btm and close < fvg.btm and not fvg.isbb fvg.israid := true fvg.raidloc := time fvg.raidy := high fvg.raidx2 := time fvg.raidcs := chart.fg_color else if high >= fvg.raidy and fvg.active == false and not fvg.isbb fvg.active := true fvg.raidx2 := time else if fvg.active == false and not fvg.isbb fvg.raidx2 := time if barstate.islast if blFVG.size() > 0 and fvg_num > 0 for i = 0 to math.min(fvg_num - 1, blFVG.size() - 1) fvg = blFVG.get(i) dispFVG(fvg, i, true) if brFVG.size() > 0 and fvg_num > 0 for i = 0 to math.min(fvg_num - 1, brFVG.size() - 1) fvg = brFVG.get(i) dispFVG(fvg, i, false) structure(color upcss, color dncss, bool draw, bool internal, int limit) => var structure ms = structure.new(start = 0) var ob blob = array.new< ob >() var ob brob = array.new< ob >() var drawms bldw = array.new< drawms >() var drawms brdw = array.new< drawms >() var sellbuyside sellside = array.new() var sellbuyside buyside = array.new() bool crossup = false bool crossdn = false var float up = na var float dn = na idbull = ms.find(false, false, true) idbear = ms.find(true , false, true) btmP = obmode == "Length" ? (high - 1 * atr ) < low ? low : (high - 1 * atr ) : low topP = obmode == "Length" ? (low + 1 * atr ) > high ? high : (low + 1 * atr ) : high atr = ta.atr (200) buy = low + atr sel = high - atr ph = ta.pivothigh(high, mslen, mslen) pl = ta.pivotlow (low , mslen, mslen) var int phn = array.new< int >(1, na) var int pln = array.new< int >(1, na) var float php = array.new(1, na) var float plp = array.new(1, na) if internal blob.clear() brob.clear() if ph phn.unshift(bar_index ) php.unshift(high ) if pl pln.unshift(bar_index ) plp.unshift(low ) if php.size() > 0 if high > php.get(0) php.clear() phn.clear() if plp.size() > 0 if low < plp.get(0) plp.clear() pln.clear() if na(up) up := high if na(dn) dn := low if high > up up := high dn := low crossup := true if low < dn up := high dn := low crossdn := true if ms.start == 0 ms := structure.new(bar_index, na, high, low , bar_index, bar_index, 0, 1, na, bar_index) if draw bldw.unshift(drawms.new(time, time, high , "CHoCH" , upcss, line.style_dashed)) brdw.unshift(drawms.new(time, time, low , "CHoCH" , dncss, line.style_dashed)) ms.upsweep := false ms.dnsweep := false if ms.start == 1 switch low <= ms.choch and close >= ms.choch and buildsweep => ms.dnsweep := true ms.choch := low ms.xloc := bar_index if draw dw = brdw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" brdw.unshift( drawms.new( time , time , low , "CHoCH" , dncss , line.style_dashed ) ) high >= ms.bos and close <= ms.bos and buildsweep => ms.upsweep := true ms.bos := high ms.xloc := bar_index if draw dw = bldw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" bldw.unshift( drawms.new( time , time , high , "CHoCH" , upcss , line.style_dashed ) ) close <= ms.choch => ms.txt := "choch" lc.start := true lc.count := 0 blob.fnOB(true, topP, idbull) ms.trend := -1 ms.choch := ms.bos ms.bos := na ms.start := 2 ms.loc := bar_index ms.main := low ms.temp := ms.loc ms.xloc := bar_index if draw dw = brdw.get(0) dw.x2 := time dw.style := internal ? line.style_dashed : line.style_solid close >= ms.bos => ms.txt := "choch" lc.start := true lc.count := 0 brob.fnOB(false, btmP, idbear) ms.trend := 1 ms.choch := ms.choch ms.bos := na ms.start := 2 ms.loc := bar_index ms.main := high ms.temp := ms.loc ms.xloc := bar_index if draw dw = bldw.get(0) dw.x2 := time dw.style := internal ? line.style_dashed : line.style_solid if ms.start == 2 switch ms.trend -1 => if low <= ms.main ms.main := low ms.temp := bar_index if bar_index % mslen * 2 == 0 if not na(ms.bos) and msmode == "Adjusted Points" and php.size() > 0 if php.get(0) < ms.choch // ms.xloc := phn.get(0) ms.choch := php.get(0) ms.loc := phn.get(0) ms.xloc := phn.get(0) ms.temp := phn.get(0) if draw choch = bldw.get(0) choch.x1 := time choch.x2 := time choch.y := php.get(0) if na(ms.bos) if crossup and close > open and close > open ms.bos := ms.main ms.loc := ms.temp ms.xloc := ms.loc if draw brdw.unshift( drawms.new( time , time , low , "BOS" , dncss , line.style_dashed ) ) if not na(ms.bos) and draw dw = brdw.get(0) dw.x2 := time if draw choch = bldw.get(0) choch.x2 := time switch low <= ms.bos and close >= ms.bos and not na(ms.bos) and buildsweep => ms.dnsweep := true ms.bos := low if draw dw = brdw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" brdw.unshift( drawms.new( time , time , low , "BOS" , dncss , line.style_dashed ) ) ms.xloc := bar_index close <= ms.bos and not na(ms.bos) => ms.txt := "bos" ms.zz := ms.bos ms.zn := bar_index lc.start := true lc.count := 0 brob.fnOB(false, btmP, idbear) id = ms.find(true, false, false) ms.xloc := bar_index ms.bos := na ms.choch := high ms.loc := bar_index if draw dw = brdw.get(0) dw.x2 := time dw.style := internal ? line.style_dashed : line.style_solid choch = bldw.get(0) choch.x1 := time choch.x2 := time choch.y := high switch high >= ms.choch and close <= ms.choch and buildsweep => ms.upsweep := true ms.choch := high ms.xloc := bar_index if draw dw = bldw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" bldw.unshift( drawms.new( time , time , high , "CHoCH" , upcss , line.style_dashed ) ) close >= ms.choch => ms.txt := "choch" ms.zz := ms.choch ms.zn := bar_index lc.start := true lc.count := 0 blob.fnOB(true, topP, idbull) id = ms.find(false, false, false) switch na(ms.bos) => ms.choch := low if draw brdw.unshift( drawms.new( time , time , low , "BOS" , dncss , line.style_dashed ) ) choch = brdw.get(0) choch.x1 := time => ms.choch := ms.bos//low < low ? low : low ms.bos := na ms.main := high ms.trend := 1 ms.loc := bar_index ms.xloc := bar_index ms.temp := ms.loc if draw dw = bldw.get(0) dw.x2 := time dw.txt := "CHoCH" dw.style := internal ? line.style_dashed : line.style_solid choch = brdw.get(0) choch.x2 := time choch.y := ms.choch choch.txt := "CHoCH" ms.xloc := bar_index blarea.normal := false 1 => if high >= ms.main ms.main := high ms.temp := bar_index if na(ms.bos) if crossdn and close < open and close < open ms.bos := ms.main ms.loc := ms.temp ms.xloc := ms.loc if draw bldw.unshift( drawms.new( time , time , high , "BOS" , upcss , line.style_dashed ) ) if bar_index % mslen * 2 == 0 if not na(ms.bos) and msmode == "Adjusted Points" and plp.size() > 0 if plp.get(0) > ms.choch // ms.xloc := pln.get(0) ms.choch := plp.get(0) ms.loc := pln.get(0) ms.xloc := pln.get(0) ms.temp := pln.get(0) // ms.loc := pln.get(0) if draw choch = brdw.get(0) choch.x1 := time choch.x2 := time choch.y := plp.get(0) if not na(ms.bos) and draw dw = bldw.get(0) dw.x2 := time if draw choch = brdw.get(0) choch.x2 := time switch high >= ms.bos and close <= ms.bos and not na(ms.bos) and buildsweep => ms.upsweep := true ms.bos := high if draw dw = bldw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" bldw.unshift( drawms.new( time , time , high , "BOS" , upcss , line.style_dashed ) ) ms.xloc := bar_index close >= ms.bos and not na(ms.bos) => ms.txt := "bos" ms.zz := ms.bos ms.zn := bar_index lc.start := true lc.count := 0 blob.fnOB(true, topP, idbull) id = ms.find(false, false, false) ms.xloc := bar_index ms.bos := na ms.choch := low ms.loc := bar_index if draw dw = bldw.get(0) dw.x2 := time dw.style := internal ? line.style_dashed : line.style_solid choch = brdw.get(0) choch.x1 := time choch.x2 := time choch.y := low switch low <= ms.choch and close >= ms.choch and buildsweep => ms.dnsweep := true ms.choch := low ms.xloc := bar_index if draw dw = brdw.get(0) dw.x2 := time dw.style := line.style_dotted dw.txt := "x" brdw.unshift( drawms.new( time , time , low , "CHoCH" , dncss , line.style_dashed ) ) close <= ms.choch => ms.txt := "choch" ms.zz := ms.choch ms.zn := bar_index lc.start := true lc.count := 0 brob.fnOB(false, btmP, idbear) id = ms.find(true, false, false) switch na(ms.bos) => ms.choch := high if draw bldw.unshift( drawms.new( time , time , high , "BOS" , upcss , line.style_dashed ) ) choch = bldw.get(0) choch.x1 := time => ms.choch := ms.bos//high > high ? high : high ms.bos := na ms.main := low ms.trend := -1 ms.loc := bar_index ms.temp := ms.loc if draw dw = brdw.get(0) dw.x2 := time dw.txt := "CHoCH" dw.style := internal ? line.style_dashed : line.style_solid choch = bldw.get(0) choch.y := ms.choch choch.x2 := time choch.txt := "CHoCH" ms.xloc := bar_index if blob.size() > 0 ob = blob.get(0) if not ob.isbb if low < ob.top if blobenter.normal == false blobenter.normal := true else if high > ob.btm if blobenter.breaker == false blobenter.breaker := true if brob.size() > 0 ob = brob.get(0) if not ob.isbb if high > ob.btm if brobenter.normal == false brobenter.normal := true else if low < ob.top if brobenter.breaker == false brobenter.breaker := true if obshow and oblast > 0 if barstate.isconfirmed blob.mitigated() brob.mitigated() if overlap overlap(blob, brob) if blob.size() > 0 for in blob metric.umt() if brob.size() > 0 for in brob metric.umt() if barstate.islast if blob.size() > 0 for i = 0 to math.min(oblast - 1, blob.size() - 1) obs = blob.get(i) display(obs, blob, i) if brob.size() > 0 for i = 0 to math.min(oblast - 1, brob.size() - 1) obs = brob.get(i) display(obs, brob, i) if barstate.islast and draw and bldw.size() > 0 and brdw.size() > 0 for i = 0 to bldw.size() - 1 obj = bldw.get(i) if i <= limit bin.ln.unshift( line.new( x1 = obj.x1 , x2 = obj.x2 , y1 = obj.y , y2 = obj.y , color = obj.css , style = obj.style , xloc = xloc.bar_time ) ) bin.lb.unshift( label.new( x = int(math.avg(bin.ln.get(0).get_x1(), bin.ln.get(0).get_x2())) , y = obj.y , xloc = xloc.bar_time , color = #ffffff00 , style = label.style_label_down , textcolor = obj.css , size = mstext.txSz() , text = obj.txt ) ) if msbubble bin.lb.unshift( label.new( x = obj.x1 , y = obj.y , xloc = xloc.bar_time , color = color.new(obj.css, 80) , style = label.style_circle , size = size.tiny ) ) for i = 0 to brdw.size() - 1 obj = brdw.get(i) if i <= limit bin.ln.unshift( line.new( x1 = obj.x1 , x2 = obj.x2 , y1 = obj.y , y2 = obj.y , color = obj.css , style = obj.style , xloc = xloc.bar_time ) ) bin.lb.unshift( label.new( x = int(math.avg(bin.ln.get(0).get_x1(), bin.ln.get(0).get_x2())) , y = obj.y , xloc = xloc.bar_time , color = #ffffff00 , style = label.style_label_up , textcolor = obj.css , size = mstext.txSz() , text = obj.txt ) ) if msbubble bin.lb.unshift( label.new( x = obj.x1 , y = obj.y , xloc = xloc.bar_time , color = color.new(obj.css, 80) , style = label.style_circle , size = size.tiny ) ) ms //} _ =' ------------  –––––––––––––––––––––––––– EXECUTION –––––––––––––––––––––––––––  ------------ '//{ structure ms = na if windowsis if (bar_index > last_bar_index - mswindow) ms := structure(swingcssup , swingcssdn , showSwing , false, swingLimit) if windowsis == false ms := structure(swingcssup , swingcssdn , showSwing , false, swingLimit) // if showInternal and inZone // structure ims = structure(interncssup, interncssdn, showInternal, true , swingLimit) color css = na method darkcss(color css, float factor) => blue = color.b(css) * (1 - factor) red = color.r(css) * (1 - factor) green = color.g(css) * (1 - factor) color.rgb(red, green, blue, 0) if windowsis ? (bar_index > last_bar_index - mswindow) : true css := ms.trend == 1 ? swingcssup : swingcssdn css := (ms.txt == "bos" ? css : css.darkcss(0.3)) barcolor(candlecss ? css : na) if fvg_enable dFVG() if showMapping mapping() var phl = Zphl.new( na , na , label.new(na , na , color = invcol , textcolor = swingcssdn , style = label.style_label_down , size = size.tiny , text = "") , label.new(na , na , color = invcol , textcolor = swingcssup , style = label.style_label_up , size = size.tiny , text = "") , true , true , true , true , "" , "" , 0 , 0 , 0 , 0 , high , low , 0 , 0 , 0 , 0 , 0 , 0 , na , na )
Pine Script® インジケーター
euphoricBear92824の投稿
Quantile-Based Adaptive Detection🙏🏻 Dedicated to John Tukey. He invented the boxplot, and I finalized it. QBAD (Quantile-Based Adaptive Detection) is ‘the’ adaptive (also optionally weighted = ready for timeseries) boxplot with more senseful fences. Instead of hardcoded multipliers for outer fences, I base em on a set of quantile-based asymmetry metrics (you can view it as an ‘algorithmic’ counter part of central & standardized moments). So outer bands are Not hardcoded, not optimized, not cross-validated etc, simply calculated at O(nlogn). You can use it literally everywhere in any context with any continuous data, in any task that requires statistical control, novelty || outlier detection, without worrying and doubting the sense in arbitrary chosen thresholds. Obviously, given the robust nature of quantiles, it would fit best the cases where data has problems. The thresholds are: Basis: the model of the data (median in our case); Deviations: represent typical spread around basis, together form “value” in general sense; Extensions: estimate data’s extremums via combination of quantile-based asymmetry metrics without relying on actual blunt min and max, together form “range” / ”frame”. Datapoints outside the frame/range are novelties or outliers; Limits: based also on quantile asymmetry metrics, estimate the bounds within which values can ‘ever’ emerge given the current data generating process stays the same, together form “field”. Datapoints outside the field are very rare, happen when a significant change/structural break happens in current data-generating process, or when a corrupt datapoint emerges. … The first part of the post is for locals xd, the second is for the wanderers/wizards/creators/: First part: In terms of markets, mostly u gotta worry about dem instruments that represent crypto & FX assets: it’s either activity hence data sources there are decentralized, or data is fishy. For a higher algocomplexity cost O(nlong), unlike MBAD that is 0(n), this thing (a control system in fact) works better with ishy data (contaminated with wrong values, incomplete, missing values etc). Read about the “ breakdown point of an estimator ” if you wanna understand it. Even with good data, in cases when you have multiple instruments that represent the same asset, e.g. CL and BRN futures, and for some reason you wanna skip constructing a proper index of em (while you should), QBAD should be better put on each instrument individually. Another reason to use this algo-based rather than math-based tool, might be in cases when data quality is all good, but the actual causal processes that generate the data are a bit inconsistent and/or possess ‘increased’ activity in a way. SO in high volatility periods, this tool should provide better. In terms of built-ins you got 2 weightings: by sequence and by inferred volume delta. The former should be ‘On’ all the time when you work with timeseries, unless for a reason you want to consciously turn it off for a reason. The latter, you gotta keep it ‘On’ unless you apply the tool on another dataset that ain’t got that particular additional dimension. Ain’t matter the way you gonna use it, moving windows, cumulative windows with or without anchors, that’s your freedom of will, but some stuff stays the same: Basis and deviations are “value” levels. From process control perspective, if you pls, it makes sense to Not only fade or push based on these levels, but to also do nothing when things are ambiguous and/or don’t require your intervention Extensions and limits are extreme levels. Here you either push or fade, doing nothing is not an option, these are decisive points in all the meanings Another important thing, lately I started to see one kind of trend here on tradingview as well and in general in near quant sources, of applying averages, percentiles etc ‘on’ other stationary metrics, so called “indicators”. And I mean not for diagnostic or development reasons, for decision making xd This is not the evil crime ofc, but hillbilly af, cuz the metrics are stationary it means that you can model em, fit a distribution, like do smth sharper. Worst case you have Bayesian statistics armed with high density intervals and equal tail intervals, and even some others. All this stuff is not hard to do, if u aint’t doing it, it’s on you. So what I’m saying is it makes sense to apply QBAD on returns ‘of your strategy’, on volume delta, but Not on other metrics that already do calculations over their own moving windows. ... Second part: Looks like some finna start to have lil suspicions, that ‘maybe’ after all math entities in reality are more like blueprints, while actual representations are physical/mechanical/algorithmic. Std & centralized moments is a math entity that represents location, scale & asymmetry info, and we can use it no problem, when things are legit and consistent especially. Real world stuff tho sometimes deviates from that ideal, so we need smth more handy and real. Add to the mix the algo counter part of means: quantiles. Unlike the legacy quantile-based asymmetry metrics from the previous century (check quantile skewness & kurtosis), I don’t use arbitrary sets of quantiles, instead we get a binary pattern that is totally geometric & natural (check the code if interested, I made it very damn explicit). In spirit with math based central & standardized moments, each consequent pair is wider empathizing tail info more and more for each higher order metric. Unlike the classic box plot, where inner thresholds are quartiles and the rest are based on em, here the basis is median (minimises L1), I base inner thresholds on it, and we continue the pattern by basing the further set of levels on the previous set. So unlike the classic box plot, here we have coherency in construction, symmetry. Another thing to pay attention to, tho for some reason ain’t many talk about it, it’s not conceptually right to think that “you got data and you apply std moments on it”. No, you apply it to ‘centered around smth’ data. That ‘smth’ should minimize L2 error in case of math, L1 error in case of algo, and L0 error in case of learning/MLish/optimizational/whatever-you-cal-it stuff. So in the case of L0, that’s actually the ‘mode’ of KDE, but that’s for another time. Anyways, in case of L2 it’s mean, so we center data around mean, and apply std moments on residuals. That’s the precise way of framing it. If you understand this, suddenly very interesting details like 0th and 1st central moments start to make sense. In case of quantiles, we center data around the median, and do further processing on residuals, same. Oth moment (I call it init) is always 1, tho it’s interesting to extrapolate backwards the sequence for higher order moments construction, to understand how we actually end up with this zero. 1st moment (I call it bias) of residuals would be zero if you match centering and residuals analysis methods. But for some reason you didn’t do that (e.g centered data around midhinge or mean and applied QBAD on the centered data), you have to account for that bias. Realizing stuff > understanding stuff Learning 2981234 human invented fields < realizing the same unified principles how the Universe works ∞
Pine Script® インジケーター
gorx1の投稿
2
CQ_MTF Calculated Target Price Lines [BITCOIN HOY] Comprehensive Indicator Script Overview Fully Automatic Intraday, Four Hour, Daily, and Weekly Calculated Price Target Lines —A Versatile Tool for Traders. Welcome to a powerful and flexible indicator script designed to enhance your trading experience across multiple timeframes. This script empowers users to interactively set, visualize, and manage price targets, entries, and objectives for both short-term and long-term trading strategies. Whether you are a day trader seeking to mark crucial intraday levels or a long-term investor planning strategic entries, this tool offers an all-encompassing solution. Key Features • Multi-Time Frame Price Target Lines: Calculated price targets for Intraday, Four Hour, Daily, and Weekly periods, ensuring you always have a clear view of the market objectives at every scale. • Long-Term Investment Entry Events: Document and display significant entry events for long-term investments, helping you maintain a strategic perspective while navigating short-term fluctuations. • Long-Term Price Objectives: Input and track price objectives for your long-term trades, supporting your investment decisions with clearly visualized milestones. • Customizable Labels and Lines: Each price target is accompanied by clearly labeled lines, making it easy to distinguish between timeframes and targets at a glance. Optional Price Gauge for Intraday Dynamics For users who wish to monitor real-time market sentiment, the script includes an optional price gauge. This dynamic feature tracks intraday price movement, providing visual cues to quickly assess whether the prevailing tendency is bullish or bearish. The intuitive gauge aids in confirming your intraday strategies or alerting you to potential reversals. User Experience and Customization • Interactive Inputs: All key parameters—price targets, x-axis prices, entry events, and objectives—are entered manually by the user. This approach ensures the script adapts to your personal analysis and trading methodology. • Easy Visualization: The clear display of lines, labels, and the optional gauge streamlines your chart, making it easier to make informed decisions at a glance. • Flexible Application: Whether you’re trading short-term swings or building positions for the long haul, the indicator integrates seamlessly into your workflow. How to Use • The script automatically calculates price targets for each timeframe (Intraday, Four Hour, Daily, and Weekly). • Automatically calculates intra-month price objectives for quick reference and planning. • To monitor current market momentum, activate the price gauge and follow the visual cues for bullish or bearish trends. Benefits • Comprehensive Market Overview: Simultaneously track multiple timeframes and objectives, keeping all critical information at your fingertips. • Improved Decision Making: Visual clarity and strategic labeling support faster, more confident trading decisions. • Customizable and Adaptable: Tailor the script to your unique trading style and analytical approach. Enjoy using the indicator, and happy trading! Let this versatile tool be your companion in navigating the ever-changing tides of the market.
Pine Script® インジケーター
CQuevedo345の投稿
Squeeze Momentum Pro + Divergencias RCTSqueeze Momentum Pro + Divergences RCT" This indicator combines the core logic of the LazyBear Squeeze Momentum oscillator with divergence detection logic, as modified and integrated by Carlos Mauricio Vizcarra for the Rafael Cepeda Trader community. It displays the classic Squeeze Momentum histogram and zero-cross line, while simultaneously identifying potential regular and hidden bullish and bearish divergences based on the internal momentum oscillator (val) and price pivots. This code is provided exclusively for demonstrative and academic purposes. It is intended for study, analysis, and educational use within the context of algorithmic trading indicator development. The code is subject to the Mozilla Public License 2.0 (MPL 2.0).
Pine Script® インジケーター
CARLOSVIZCARRA17の投稿
1
Gamma Exposure Levels by OMG (Oh My Gamma)OMG (Oh My Gamma) - Daily GEX Levels An operational framework for Gamma analysis with daily data. Indicator's Purpose & Demo Data This indicator plots key strategic levels derived from Gamma Exposure (GEX) analysis. It showcases the operational logic of OhMyGamma analytical engine. IMPORTANT: The levels plotted by this public script are based on a past date's snapshot for demonstration purposes. They are not valid for live trading and will not update automatically. The real edge comes from using the fresh data structure provided daily. How to Read the Levels This indicator is designed to provide actionable intelligence, not just data. Here's how to read it: The Levels: Each line represents a key strategic zone (Zero Gamma, Call/Put Walls, etc.) where a market reaction is statistically probable due to dealer hedging flows. Line Thickness = Strategic Importance: The thickness of each line directly corresponds to its strategic rating. Thicker, solid lines represent higher-conviction zones. Labels & Tooltips: Hover over a level's label on your chart to see its full description, confluences, and strategic rating. Pro Tip: The Power of Confluence This indicator is not a standalone "system". It's an institutional-grade intelligence layer. Its predictive power increases exponentially when used to find confluence with your own analysis. The highest-probability trades occur when a key Gamma level aligns with: Price Action: Key support/resistance zones, order blocks, or liquidity pools. Volumetric Indicators: High/Low Volume Nodes (HVN/LVN) from Volume Profile, VWAP, and Anchored VWAP. Use these levels to confirm your setups and gain the conviction to act. How to Get the Daily Updated Script This indicator requires a new Pine Script code each day to load the current session's data. To get the daily updated code feel free to visit www.ohmygamma.com Feedback & Suggestions This tool is built for the community. Suggestions for improvements and new features are highly welcome and help the project evolve. Feel free to get in touch via the contact form on the website. Disclaimer: This tool is for informational and educational purposes only. Trading involves significant risk. The authors assume no responsibility for any trading decisions.
Pine Script® インジケーター
StefanoRaviolaの投稿
ICT SMC — OB & FVG (Enhanced v6)This indicator is a comprehensive implementation of ICT Smart Money Concepts (SMC), focusing on Order Blocks (OB) and Fair Value Gaps (FVG) with enhanced detection logic and session-based filtering. 🔍 Key Features Impulse-Based OB Detection: Identifies bullish and bearish order blocks using configurable impulse bar logic and ATR-based movement thresholds. Fair Value Gap Detection: Highlights FVGs based on price displacement logic, helping traders spot potential inefficiencies in price action. Session Filtering: Allows users to filter signals based on major trading sessions (Sydney, Tokyo, London, New York). Trend & Volume Confirmation: Integrates EMA slope, market structure breaks, and volume analysis to score trade signals. Visual Zones: Displays OB and FVG zones using colored boxes with customizable transparency and color settings. Signal Alerts: Generates long/short trade signals based on a scoring system and session validation, with built-in alert conditions. ⚙️ Customization Adjustable EMA and ATR lengths Configurable impulse bar count and movement thresholds Toggleable session filters Custom colors for OB and FVG zones 📈 Use Cases This tool is ideal for traders who follow ICT concepts and want a visual, automated way to identify high-probability zones and trade setups based on smart money principles.
Pine Script® インジケーター
DayTraderz365の投稿
Adaptive HMA SignalsAdaptive HMA Signals This indicator pairs nicely with the Contrarian 100 MA and can be located here: Overview The "Adaptive HMA Signals" indicator is a sophisticated technical analysis tool designed for traders aiming to capture trend changes with precision. By leveraging Hull Moving Averages (HMAs) that adapt dynamically to market conditions (volatility or volume), this indicator generates actionable buy and sell signals based on price interactions with adaptive HMAs and slope analysis. Optimized for daily charts, it is highly customizable and suitable for trading forex, stocks, cryptocurrencies, or other assets. The indicator is ideal for swing traders and trend followers seeking to time entries and exits effectively. How It Works The indicator uses two adaptive HMAs—a primary HMA and a minor HMA—whose periods adjust dynamically based on user-selected market conditions (volatility via ATR or volume via RSI). It calculates the slope of the primary HMA to identify trend strength and generates exit signals when the price crosses the minor HMA under specific slope conditions. Signals are plotted as circles above or below the price, with inverted colors (white for buy, blue for sell) to enhance visibility on any chart background. Key Components Adaptive HMAs: Two HMAs (primary and minor) with dynamic periods that adjust based on volatility (ATR-based) or volume (RSI-based) conditions. Periods range between user-defined minimum and maximum values, adapting by a fixed percentage (3.141%). Slope Analysis: Calculates the slope of the primary HMA over a 34-bar period to gauge trend direction and strength, normalized using market range data. Signal Logic: Generates buy signals (white circles) when the price falls below the minor HMA with a flat or declining slope (indicating a potential trend reversal) and sell signals (blue circles) when the price rises above the minor HMA with a flat or rising slope. Signal Visualization: Plots signals at an offset based on ATR for clarity, using semi-transparent colors to avoid chart clutter. Mathematical Concepts Dynamic Period Adjustment: Primary HMA period adjusts between minLength (default: 144) and maxLength (default: 200). Minor HMA period adjusts between minorMin (default: 55) and minorMax (default: 89). Periods decrease by 3.141% under high volatility/volume and increase otherwise. HMA Calculation: Uses the Hull Moving Average formula: WMA(2 * WMA(src, length/2) - WMA(src, length), sqrt(length)). Provides a smoother, faster-responding moving average compared to traditional MAs. Slope Calculation: Computes the slope of the primary HMA using a 34-bar period, normalized by the market range (highest high - lowest low over 34 bars). Slope angle is converted to degrees using arccosine for intuitive trend strength interpretation. Signal Conditions: Buy: Slope ≥ 17° (flat or rising), price < minor HMA, low volatility/volume. Sell: Slope ≤ -17° (flat or declining), price > minor HMA, low volatility/volume. Signals are triggered only on confirmed bars to avoid repainting. Entry and Exit Rules Buy Signal (White Circle): Triggered when the price crosses below the minor HMA, the slope of the primary HMA is flat or rising (≥17°), and volatility/volume is low. The signal appears as a white circle above the price bar, offset by 0.72 * ATR(5). Sell Signal (Blue Circle): Triggered when the price crosses above the minor HMA, the slope of the primary HMA is flat or declining (≤-17°), and volatility/volume is low. The signal appears as a blue circle below the price bar, offset by 0.72 * ATR(5). Exit Rules: Exit a buy position on a sell signal and vice versa. Combine with other tools (e.g., support/resistance, RSI) for additional confirmation. Always apply proper risk management. Recommended Usage The "Adaptive HMA Signals" indicator is optimized for daily charts but can be adapted to other timeframes (e.g., 1H, 4H) with adjustments to period lengths. It performs best in trending or range-bound markets with clear reversal points. Traders should: Backtest the indicator on their chosen asset and timeframe to validate signal reliability. Combine with other technical tools (e.g., trendlines, Fibonacci retracements) for stronger trade setups. Adjust minLength, maxLength, minorMin, and minorMax based on market volatility and timeframe. Use the Charger input to toggle between volatility (ATR) and volume (RSI) adaptation for optimal performance in specific market conditions. Customization Options Source: Choose the price source (default: close). Show Signals: Toggle visibility of buy/sell signals (default: true). Charger: Select adaptation trigger—Volatility (ATR-based) or Volume (RSI-based) (default: Volatility). Main HMA Periods: Set minimum (default: 144) and maximum (default: 200) periods for the primary HMA. Minor HMA Periods: Set minimum (default: 55) and maximum (default: 89) periods for the minor HMA. Slope Period: Fixed at 34 bars for slope calculation, adjustable via code if needed. Why Use This Indicator? The "Adaptive HMA Signals" indicator combines the responsiveness of HMAs with dynamic adaptation to market conditions, offering a robust tool for identifying trend reversals. Its clear visual signals, customizable periods, and adaptive logic make it versatile for various markets and trading styles. Whether you’re a beginner or an experienced trader, this indicator enhances your ability to time entries and exits with precision. Tips for Users Test the indicator thoroughly on your chosen market and timeframe to optimize settings (e.g., adjust period lengths for non-daily charts). Use in conjunction with price action or other indicators (e.g., RSI, MACD) for stronger trade confirmation. Monitor volatility/volume conditions to ensure the Charger setting aligns with market dynamics. Ensure your chart timeframe aligns with the selected period lengths for accurate signal generation. Apply strict risk management to protect against false signals in choppy markets. Happy trading with the Adaptive HMA Signals indicator! Share your feedback and strategies in the TradingView community!
Pine Script® インジケーター
chuckaschultzの投稿
MAs+Engulfing O caminho das Criptos This indicator overlays multiple moving averages (EMAs 20/50/100/200 and SMA 200) and highlights bullish/bearish engulfing candles by dynamically coloring the candle body. When a bullish engulfing is detected, the candle appears as a strong dark green; for bearish engulfing, a more vivid red. Normal candles keep classic lime/red colors. Visual alerts and bar coloring make price-action patterns instantly visible. Includes built-in alert conditions for both patterns, supporting both trading automation and education. The tool upgrades trend-following setups by combining structure with automatic price action insights. Este indicador combina médias móveis (EMAs de 20/50/100/200 e SMA 200) com detecção de engolfo de alta/baixa, colorindo o candle automaticamente: engolfo de alta com verde escuro, engolfo de baixa com vermelho destacado. Inclui alertas automáticos para ambos os padrões, perfeito para análise visual, estratégia, ou ensino.
Pine Script® インジケーター
igorfreitasnfの投稿
Ichimoku Estratégico - Señales y RupturasIndicator Description: "Ichimoku Unificado - Señales Avanzadas y Rupturas v6" (English) This indicator combines the power of the classic Ichimoku Kinko Hyo analysis with advanced filters and breakout signals, offering a comprehensive and visually clear technical analysis tool built in Pine Script v6. Key Features: Complete Ichimoku Components: Calculates and displays the core lines: Tenkan-sen (Conversion), Kijun-sen (Base), Senkou Span A and B (forming the Cloud or Kumo), and Chikou Span (Lagging). Allows adjustment of calculation periods for each line and the cloud displacement. Advanced Signal System: Primary Signals: Based on crossovers between the Conversion Line (Tenkan) and the Base Line (Kijun). Confirmation Filters: RSI Filter: Incorporates an RSI oscillator to confirm overbought or oversold conditions before generating signals. Chikou Span Filter: Validates that the past price (Chikou) is aligned in the correct direction before the signal. Price Condition: Requires the price to be above/below the cloud for buy/sell signals respectively. Generates visual signals (triangles) only when all defined criteria are met. Breakout Detection: Identifies and marks visually (with diamonds) when the price breaks above the top of the cloud (bullish signal) or below the bottom of the cloud (bearish signal). Allows filtering by a minimum breakout size (optional). Enhanced Visualization: Cloud (Kumo): Draws the cloud with colors indicating trend (green/bullish or red/bearish) and adjustable transparency. Circles on Crossovers: Optionally, shows circles at the exact points of Tenkan/Kijun crossovers (inspired by the original v4). Bar Coloring: Optionally, colors the background price bars based on the price's relative position to the cloud and the direction of Tenkan/Kijun. Information Panel: Displays in real-time (in the top-right corner) the status of key conditions generating the signals: Crossover, Position relative to cloud, Breakout, RSI and Chikou filters, and the final signal. Alerts: Generates customizable alerts for buy and sell signals. Considerations: This indicator is a technical analysis tool for visualizing market data and potential trading setups according to the defined parameters. It does not guarantee profits or predict the future price direction with certainty. It is recommended for use in conjunction with other analyses and sound risk management. Incorporates elements of original code by "ozzy_livin" under the Mozilla Public License 2.0 (MPL 2.0).
Pine Script® インジケーター
CARLOSVIZCARRA17の投稿
Small Caps - Range + Breakout (dernier seulement)//@version=5 indicator("Small Caps - Range + Breakout (dernier seulement)", overlay=true) // ------------------- // Paramètres // ------------------- lookback = input.int(50, "Période max du range (jours)") minConsol = input.int(20, "Consolidation minimale (jours)") volLen = input.int(20, "Période moyenne volume") volMult = input.float(1.5, "Volume minimum (x moyenne)") useRSI = input.bool(true, "Filtrer avec RSI > 55 ?") rsiLength = input.int(14, "RSI période") // ------------------- // Détection du Range // ------------------- rangeHigh = ta.highest(high , lookback) rangeLow = ta.lowest(low , lookback) // Vérifier consolidation minimale consolHigh = ta.highest(high , minConsol) consolLow = ta.lowest(low , minConsol) consolOk = (consolHigh <= rangeHigh) and (consolLow >= rangeLow) // ------------------- // Conditions breakout // ------------------- volMa = ta.sma(volume, volLen) volOk = volume > volMult * volMa rsi = ta.rsi(close, rsiLength) rsiOk = useRSI ? rsi > 55 : true breakoutUp = close > rangeHigh and volOk and rsiOk and consolOk breakoutDown = close < rangeLow and volOk and rsiOk and consolOk // ------------------- // Rectangle unique // ------------------- var box rangeBox = na if barstate.islast if not na(rangeBox) box.delete(rangeBox) // Couleur par défaut (range gris) rectColor = color.new(color.gray, 85) borderCol = color.new(color.gray, 0) // Modifier couleur si cassure if breakoutUp rectColor := color.new(color.green, 85) borderCol := color.new(color.green, 0) if breakoutDown rectColor := color.new(color.red, 85) borderCol := color.new(color.red, 0) // Créer rectangle du range courant sur une seule ligne rangeBox := box.new(left=bar_index - lookback, top=rangeHigh, right=bar_index, bottom=rangeLow, border_color=borderCol, border_width=1, bgcolor=rectColor) // ------------------- // Flèches breakout // ------------------- plotshape(breakoutUp, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.tiny) plotshape(breakoutDown, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny)
Pine Script® インジケーター
PascalOngenaの投稿
CVD Divergences (cdikici71 x tncylyv)CVD Divergence Summary This indicator brings the powerful and creative divergence detection logic from @cdikici71's popular "cd_RSI_Divergence_Cx" script to the world of volume analysis. While RSI is a fantastic momentum tool, I personally choose to rely on volume as a primary source of truth. This script was born from the desire to see how true buying and selling pressure—measured by Cumulative Volume Delta (CVD)—diverges from price action. It takes the brilliant engine built by @cdikici71 and applies it to CVD, offering a unique look into market conviction. What is Cumulative Volume Delta (CVD)? CVD is a running total of volume that transacted at the ask price (buying) minus volume that transacted at the bid price (selling). In simple terms, it shows whether buyers or sellers have been more aggressive over a period. A rising CVD suggests net buying pressure, while a falling CVD suggests net selling pressure. Core Features • Divergence Engine by @cdikici71: The script uses the exact same two powerful methods for finding divergences as the original RSI version: o Alignment with HTF Sweep: The default, cleaner method for finding high-probability divergences. o All: A more sensitive method that finds all possible divergences. • Anchored CVD Periods: You can choose to reset the CVD calculation on a Daily, Weekly, or Monthly basis to analyze buying and selling pressure within specific periods. Or, you can leave it on Continuous to see the all-time flow. • Automatic Higher Timeframe (HTF) Alignment: To remove the guesswork, the "Auto-Align HTF" option will automatically select a logical higher timeframe for divergence analysis based on your current chart (e.g., 15m chart uses 4H for divergence, 1H chart uses 1D, etc.). You can also turn this off for full manual control. • Fully Customizable Information Table: An on-screen table keeps you updated on the divergence status. You can easily adjust its Position and Size in the settings to fit your chart layout. • Built-in Alerts: Alerts are configured for both Bullish and Bearish divergences to notify you as soon as they occur. How to Use This Indicator The principle is the same as any divergence strategy, but with the conviction of volume behind it. • 🔴 Bearish Divergence: Price makes a Higher High, but the CVD makes a Lower High or an equal high. This suggests that the buying pressure is weakening and may not be strong enough to support the new price high. • 🟢 Bullish Divergence: Price makes a Lower Low, but the CVD makes a Higher Low or an equal low. This suggests that selling pressure is exhausting and the market may be ready for a reversal. Always use divergence signals as a confluence with your own analysis, support/resistance levels, and market structure. Huge Thanks and Credit This script would not exist without the brilliant and creative work of @cdikici71. The entire divergence detection engine, the visualization style, and the core logic are based on his original masterpiece, "cd_RSI_Divergence_Cx". I have simply adapted his framework to a different data source. If you find this indicator useful, please go and show your support for his original work! ________________________________________ Disclaimer: This is a tool for analysis, not a financial advice signal service. Please use it responsibly as part of a complete trading strategy.
Pine Script® インジケーター
tncylyvの投稿
6