始めましょう

インジケーターとストラテジー

Vassago & Tesla Ex-Machina 197 45 21 [Hakan Yorganci]Vassago & Tesla Ex-Machina 197 45 21 "Any sufficiently advanced technology is indistinguishable from magic." — Arthur C. Clarke 🌑 The Genesis: Algorithmic Esotericism This script is not merely a technical indicator; it is a digital artifact born from the convergence of Software Engineering and Hermetic Tradition. As a developer and researcher dedicated to "Technomancy"—the study of applying esoteric logic to computational systems—I designed this algorithm using a custom, experimental programming environment I am currently developing. My goal was to move beyond standard, arbitrary financial inputs (like the default 200 SMA or 14 RSI) and instead derive parameters based on Universal Harmonics and Historical Archetypes. This indicator, Ex-Machina, is the result of that transmutation. It applies ancient numeric precision to modern market chaos. 🔢 Decoding the Protocol: 197 - 45 - 21 Why these specific numbers? They were not chosen randomly; they were calculated through specific harmonic reductions to filter out market noise. 1. The Harmonic Trend (Tesla Protocol) * The Logic: Standard analysis uses the 200-period Moving Average simply out of habit. However, applying Nikola Tesla’s 3-6-9 vibrational principles, the engine reduced the period to 197. * The Numerology: 1+9+7 = 17 \rightarrow 1+7 = \mathbf{8}. In esoteric numerology, 8 represents infinite power, authority, and financial flow. This creates a baseline that aligns more organically with market accumulation than the static 200. 2. The Hidden Dip (Solomonic Sight) * The Archetype: Based on the attributes of Vassago, the archetype of discovering "hidden things," the algorithm identified 45 as the precise threshold for a "Sniper Entry." * The Function: Unlike the standard 30 RSI, this level identifies the exact moment a correction matures within a bullish trend—catching the dip before the crowd returns. 3. The Prophetic Vision * The Logic: Using the Fibonacci Sequence, the indicator projects the support line 21 bars into the future. * The Utility: This allows you to visualize where the support will be, granting you foresight before price action arrives. ⚖️ The Dual Mode Engine: Sealed vs. Living Respecting the user's will, I have engineered this script as a Hybrid System. You can choose how the "spirit" of the code interacts with the market via the settings menu. 1. The Sealed Ritual (Default - Unchecked) * Philosophy: "Trust in the Constants." * Behavior: Strictly adheres to the 197 SMA and 45 RSI. * Visual: Displays a Blue Trend Line. * Best For: Traders who value stability, long-term trends, and the unyielding nature of harmonic mathematics. 2. The Living Spirit (Adaptive Mode - Checked) * Philosophy: "As the market breathes, so does the code." * Behavior: * Transmutation: The trend line shifts from a Simple Moving Average (SMA) to an Exponential Moving Average (EMA 197) for faster reaction. * Adaptive Volatility: The RSI entry level (45) becomes dynamic. It expands and contracts based on ATR (Average True Range). In high volatility, it demands a deeper dip to trigger a signal, protecting you from fake-outs. * Visual: Displays a Fuchsia (Pink) Trend Line. * Best For: Volatile markets (Crypto/Forex) and traders who want the algorithm to "sense" the fear and greed in the air. ⚙️ How to Trade * Timeframe: Optimized for 4H (The Builder) and 1D (The Architect). * The Signal: Wait for the "EX-MACHINA ENTRY" label. This signal manifests ONLY when: * Price is holding above the 197 Harmonic Trend. * Momentum crosses the Optimized Threshold (45 or Adaptive). * Trend Strength is confirmed via ADX. Author's Note: I built this tool for those who understand that code is the modern spellbook. Use it wisely, risk responsibly, and let the harmonics guide your entries. — Hakan Yorganci Technomancer & Full Stack Developer
Pine Script® インジケーター
hknyrgncの投稿
2
LiquidityPulse Higher Timeframe Consecutive Candle Run LevelsLiquidityPulse Higher Timeframe Consecutive Candle Run Levels Research suggests that financial markets can alternate between trend-persistence and mean-reversion regimes, particularly at short (intraday) or very long timeframes. Extended directional moves, whether prolonged intraday rallies or sell-offs, also carry a statistically higher chance of retracing or reversing (Safari & Schmidhuber, 2025). In addition, studies examining support and resistance behaviour show that swing highs or lows formed after strong directional moves may act as structurally and psychologically important price levels, where subsequent price interactions have an increased likelihood of stalling or bouncing rather than passing through directly (Chung & Bellotti, 2021). By highlighting higher-timeframe candle runs and marking their extremal levels, this indicator aims to display areas where directional momentum previously stopped, providing contextual "watch levels" that traders may incorporate into their broader analysis. How this information is used in the indicator: When a sequence of consecutive higher-timeframe candles prints in the same direction, the indicator highlights the lower-timeframe chart with a green or red background, depending on whether the higher-timeframe run was bullish or bearish. The highest high (for a bull run) or lowest low (for a bear run) of that sequence forms a recent extremum, and this value is plotted as a swing-high or swing-low level. These levels appear only after the required number of consecutive higher-timeframe candles (set by the user) have closed, and they continue updating as long as the higher-timeframe streak remains intact. A level "freezes" and stops updating only when an opposite-colour higher-timeframe candle closes (e.g., a red candle ending a bull run, or a green candle ending a bear run). Once frozen, the level remains fixed to preserve that structural information for future analysis or retests. The number of past bull/bear levels displayed on the chart is also adjustable in the settings. Why capture a level after a long directional run: When price moves in one direction for several consecutive candles (e.g. 4, 5, or more), it reflects strong directional bias, often associated with momentum, liquidity imbalance, or liquidity grabs. Once that sequence breaks, the final level reached marks a point of exhaustion or structural resistance/support, where that bias failed to continue. These inflection points are often used by traders and trading algorithms to assess potential reversals, retests, or breakout setups. By freezing these levels once the run ends, the indicator creates a map of historically significant price zones, allowing traders to observe how price behaves around them over time. Additional information displayed by the indicator: Each detected run includes a label showing the run length (the number of consecutive higher-timeframe candles in the streak) along with the source timeframe used for detection. The indicator also displays an overstretch marker: this numerical value appears when the total size of the candle bodies within the run exceeds a user-defined multiple of the average higher-timeframe body size (default: 1.5x). This helps highlight runs that were unusually strong or extended relative to typical volatility. You can also enable alerts that trigger when this overstretch ratio exceeds a higher threshold. Key Settings Timeframe: Choose which HTF to analyse (e.g., 15m, 1h, 4h) Minimum Candle Run Length: Define how many consecutive candles are needed to trigger a level (e.g., 4) Overstretch Settings: Customize detection threshold and alert trigger (in multiples of average body size) Background Tints: Enable/disable visual highlights for bull and bear runs Display Capacity: Choose how many past bull/bear levels to show How Traders Can Use This Indicator Traders can: -Watch levels for retests, reversals, breakouts, or consolidation -Identify areas where price showed strong directional conviction -Spot extended or aggressive moves based on overstretch detection -Monitor how price reacts when retesting prior run levels -Build confluence with your existing levels, zones, or indicators Disclaimer This tool does not reflect true order flow, liquidity, or institutional positioning. It is a visual aid that highlights specific candle behaviour patterns and does not produce predictive signals. All analysis is subject to interpretation, and past price behaviour does not imply future outcomes. References: Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades (Sara A. Safari & Christof Schmidhuber, 2025) Evidence and Behaviour of Support and Resistance Levels in Financial Time Series (Chung & Bellotti, 2021)
Pine Script® インジケーター
Liquidity-Pulseの投稿
Daily Range Box (RIC) V0.2This update enhances the "Daily Range Box" indicator by adding user-configurable inputs for colors and line styles. Users can now customize the box border color and the midline color independently through dedicated color picker inputs. Additionally, separate dropdown menus allow selection of line styles (Solid, Dashed, or Dotted) for both the box border and the midline, enabling personalized visualization while maintaining the core functionality of drawing daily range boxes with midlines across all timeframes.
Pine Script® インジケーター
Richard_1O1の投稿
EMA Crossover CandlesEMA Crossover Candles This indicator colors your chart candles based on the relationship between two Exponential Moving Averages (EMAs). How It Works Green Candles - When the Fast EMA is above the Slow EMA, indicating bullish momentum Red Candles - When the Fast EMA is below the Slow EMA, indicating bearish momentum Settings Source - The price data used for EMA calculations (default: close) Fast Length - Period for the fast EMA (default: 5) Slow Length - Period for the slow EMA (default: 10) How To Use This indicator provides a quick visual reference for trend direction. Green candles suggest the short-term trend is bullish, while red candles suggest bearish conditions. This can help you: Identify trend direction at a glance Filter trades in the direction of the trend Spot potential trend changes when candle colors shift Tips Adjust the Fast and Slow Length settings to match your trading timeframe Shorter periods = more responsive but more false signals Longer periods = smoother but slower to react to trend changes Consider hiding default candles in Chart Settings for a cleaner look Note: This indicator is for informational purposes only and should not be used as the sole basis for trading decisions. Always use proper risk management and consider combining with other forms of analysis. Feel free to modify this to match your style or add any additional details you'd like to include.Claude is AI and can make mistakes. Please double-check responses. Opus 4.5
Pine Script® インジケーター
GraCBの投稿
Reversal (Heikin Ashi-ready)This indicator detects bullish and bearish reversal patterns based purely on price action relative to prior candles. It is designed to be Heikin Ashi–compatible, meaning it can optionally use HA OHLC values rather than standard candles. The script identifies: Bullish reversals (V Up triangles) Bearish reversals (V Down triangles) It uses a two-stage system: Context detection (a potential reversal setup forms). Confirmation detection (price breaks a key level within a specified number of bars).
Pine Script® インジケーター
irewole15の投稿
Indicator ***TuYa*** V8.2 – HH/HL MTF + Peak Mid ZoneIndicator TuYa V8.0 – HH/HL MTF + Peak Mid Zone TuYa V8.0 combines multi-timeframe market structure with a Peak Reaction midline to create clean, rule-based reversal and trend entries – designed primarily for 1-minute execution with 1-hour bias. 🧠 Core Concept This indicator fuses three ideas: HTF Peak Reaction Midline (1H) Uses a Peak Reaction style logic on the higher timeframe (HTF, default: 1H). Identifies a reaction high and reaction low, then calculates their midpoint → the Peak Mid Zone. This midline acts as a dynamic sentiment divider (above = premium / below = discount). Multi-Timeframe HH/HL/LH/LL Structure HTF structure (1H): detects HH, HL, LH, LL using pivot highs/lows. LTF structure (1m): detects HH, HL, LH, LL on the execution timeframe (chart TF, intended for 1m). HTF → LTF Confirmation Window After a 1H structure event (HH, HL, LL, LH), the indicator opens a confirmation window of up to N LTF candles (default: 10 x 1m bars). Within that window, the required 1m structure event must occur to confirm an entry. 🎯 Signal Logic All entries are generated on the LTF (e.g. 1m chart), using HTF (e.g. 1H) bias + Peak Mid Zone: 1️⃣ Price ABOVE Peak Mid (Bullish premium zone) Reversal SELL HTF: HH (Higher High) Within N 1m bars: LTF HH → SELL signal (fading HTF strength near premium) Trend/Bullish BUY HTF: HL (Higher Low) Within N 1m bars: LTF LL → BUY signal (buying dips in an uptrend above midline) 2️⃣ Price BELOW Peak Mid (Bearish discount zone) Reversal BUY HTF: LL (Lower Low) Within N 1m bars: LTF LL → BUY signal (catching potential reversal from discount) Trend/Bearish SELL HTF: LH (Lower High) Within N 1m bars: LTF HH → SELL signal (shorting strength in a downtrend below midline) Signals are plotted as small BUY/SELL triangles on the chart and exposed via alert conditions. 🧾 Filters & Options ⏳ HTF → LTF Delay Window Input: “Max 1m bars after HTF trigger” (default: 10) After a 1H HH/HL/LL/LH event, the indicator waits up to N LTF candles for the matching 1m structure pattern. If no match occurs within the window, no signal is generated. 📉 RSI No-Trade Zone (HTF) Toggle: Use RSI no-trade zone Inputs: RSI Length (HTF) No-trade lower bound (default 45) No-trade upper bound (default 65) If HTF RSI is inside the defined band (e.g. 45–65), signals are blocked (no-trade regime), helping to avoid noisy mid-range conditions. You can turn this filter ON/OFF and adjust the band dynamically. 🧱 5m OB / Direction Filter (Optional) Toggle: Use 5m OB direction filter Timeframe: Configurable (default: 5m). Uses a simple directional proxy on the OB timeframe: For BUY signals → require a bullish candle on OB timeframe. For SELL signals → require a bearish candle on OB timeframe. When enabled, this adds an extra layer of confluence by aligning entries with the short-term directional context. ⚙️ Key Inputs (Summary) Timeframes HTF (Peak Reaction & Structure): default 60 (1H) Peak Reaction Lookback bars (HTF) ATR multiplier for zones Show/Hide Peak Mid line Structure Pivot left/right bars (for HH/HL/LH/LL swings) Toggle structure labels (HTF & LTF) Confirmation Max LTF bars after HTF trigger (default 10, fully configurable) RSI Filter Use filter (on/off) RSI length No-trade range (low/high) 5m OB Filter Use filter (on/off) OB timeframe (default 5m) 📡 Alerts & Automation The script includes alertconditions for both BUY and SELL signals, with JSON-formatted alert messages suitable for routing to external bridges (e.g. bots, MT5/MT4, n8n, etc.). Each alert includes: Symbol Side (BUY / SELL) Price / Entry SL & TP placeholders (from hidden plots, ready to be wired to your own logic) Time Performance tag CommentCode (for strategy/type tagging on the receiver side) You can attach these alerts to a webhook and let your execution engine handle SL/TP and order management. 📌 How to Use Attach the indicator to a 1-minute chart. Set HTF timeframe to 60 (or your preferred higher timeframe). Optionally enable: RSI regime filter 5m OB direction filter Watch for: Price relative to the Peak Mid line BUY/SELL triangles that respect HTF structure + LTF confirmation + filters. For automation, create alerts using the built-in conditions and your preferred JSON alert template. ⚠️ Disclaimer This tool is for educational and informational purposes only. It is not financial advice and does not guarantee profits. Always test thoroughly in replay / paper trading before using with live funds, and trade at your own risk.
Pine Script® インジケーター
tuya_xtreamの投稿
Credit Spread RegimeThe Credit Market as Economic Barometer Credit spreads are among the most reliable leading indicators of economic stress. When corporations borrow money by issuing bonds, investors demand a premium above the risk-free Treasury rate to compensate for the possibility of default. This premium, known as the credit spread, fluctuates based on perceptions of economic health, corporate profitability, and systemic risk. The relationship between credit spreads and economic activity has been studied extensively. Two papers form the foundation of this indicator. Pierre Collin-Dufresne, Robert Goldstein, and Spencer Martin published their influential 2001 paper in the Journal of Finance, documenting that credit spread changes are driven by factors beyond firm-specific credit quality. They found that a substantial portion of spread variation is explained by market-wide factors, suggesting credit spreads contain information about aggregate economic conditions. Simon Gilchrist and Egon Zakrajsek extended this research in their 2012 American Economic Review paper, introducing the concept of the Excess Bond Premium. They demonstrated that the component of credit spreads not explained by default risk alone is a powerful predictor of future economic activity. Elevated excess spreads precede recessions with remarkable consistency. What Credit Spreads Reveal Credit spreads measure the difference in yield between corporate bonds and Treasury securities of similar maturity. High yield bonds, also called junk bonds, carry ratings below investment grade and offer higher yields to compensate for greater default risk. Investment grade bonds have lower yields because the probability of default is smaller. The spread between high yield and investment grade bonds is particularly informative. When this spread widens, investors are demanding significantly more compensation for taking on credit risk. This typically indicates deteriorating economic expectations, tighter financial conditions, or increasing risk aversion. When the spread narrows, investors are comfortable accepting lower premiums, signaling confidence in corporate health. The Gilchrist-Zakrajsek research showed that credit spreads contain two distinct components. The first is the expected default component, which reflects the probability-weighted cost of potential defaults based on corporate fundamentals. The second is the excess bond premium, which captures additional compensation demanded beyond expected defaults. This excess premium rises when investor risk appetite declines and financial conditions tighten. The Implementation Approach This indicator uses actual option-adjusted spread data from the Federal Reserve Economic Database (FRED), available directly in TradingView. The ICE BofA indices represent the industry standard for measuring corporate bond spreads. The primary data sources are FRED:BAMLH0A0HYM2, the ICE BofA US High Yield Index Option-Adjusted Spread, and FRED:BAMLC0A0CM, the ICE BofA US Corporate Index Option-Adjusted Spread for investment grade bonds. These indices measure the spread of corporate bonds over Treasury securities of similar duration, expressed in basis points. Option-adjusted spreads account for embedded options in corporate bonds, providing a cleaner measure of credit risk than simple yield spreads. The methodology developed by ICE BofA is widely used by institutional investors and central banks for monitoring credit conditions. The indicator offers two modes. The HY-IG excess spread mode calculates the difference between high yield and investment grade spreads, isolating the pure compensation for below-investment-grade credit risk. This measure is less affected by broad interest rate movements. The HY-only mode tracks the absolute high yield spread, capturing both credit risk and the overall level of risk premiums in the market. Interpreting the Regimes Credit conditions are classified into four regimes based on Z-scores calculated from the spread proxy. The Stress regime occurs when spreads reach extreme levels, typically above a Z-score of 2.0. At this point, credit markets are pricing in significant default risk and economic deterioration. Historically, stress regimes have coincided with recessions, financial crises, and major market dislocations. The 2008 financial crisis, the 2011 European debt crisis, the 2016 commodity collapse, and the 2020 pandemic all triggered credit stress regimes. The Elevated regime, between Z-scores of 1.0 and 2.0, indicates above-normal risk premiums. Credit conditions are tightening. This often occurs in the build-up to stress events or during periods of uncertainty. Risk management should be heightened, and exposure to credit-sensitive assets may be reduced. The Normal regime covers Z-scores between -1.0 and 1.0. This represents typical credit conditions where spreads fluctuate around historical averages. Standard investment approaches are appropriate. The Low regime occurs when spreads are compressed below a Z-score of -1.0. Investors are accepting below-average compensation for credit risk. This can indicate complacency, strong economic confidence, or excessive risk-taking. While often associated with favorable conditions, extremely tight spreads sometimes precede sudden reversals. Credit Cycle Dynamics Beyond static regime classification, the indicator tracks the direction and acceleration of spread movements. This reveals where credit markets stand in the credit cycle. The Deteriorating phase occurs when spreads are elevated and continuing to widen. Credit conditions are actively worsening. This phase often precedes or coincides with economic downturns. The Recovering phase occurs when spreads are elevated but beginning to narrow. The worst may be over. Credit conditions are improving from stressed levels. This phase often accompanies the early stages of economic recovery. The Tightening phase occurs when spreads are low and continuing to compress. Credit conditions are very favorable and improving further. This typically occurs during strong economic expansions but may signal building complacency. The Loosening phase occurs when spreads are low but beginning to widen from compressed levels. The extremely favorable conditions may be normalizing. This can be an early warning of changing sentiment. Relationship to Economic Activity The predictive power of credit spreads for economic activity is well-documented. Gilchrist and Zakrajsek found that the excess bond premium predicts GDP growth, industrial production, and unemployment rates over horizons of one to four quarters. When credit spreads spike, the cost of corporate borrowing increases. Companies may delay or cancel investment projects. Reduced investment leads to slower growth and eventually higher unemployment. The transmission mechanism runs from financial conditions to real economic activity. Conversely, tight credit spreads lower borrowing costs and encourage investment. Easy credit conditions support economic expansion. However, excessively tight spreads may encourage over-leveraging, planting seeds for future stress. Practical Application For equity investors, credit spreads provide context for market risk. Equities and credit often move together because both reflect corporate health. Rising credit spreads typically accompany falling stock prices. Extremely wide spreads historically have coincided with equity market bottoms, though timing the reversal remains challenging. For fixed income investors, spread regimes guide sector allocation decisions. During stress regimes, flight to quality favors Treasuries over corporates. During low regimes, spread compression may offer limited additional return for credit risk, suggesting caution on high yield. For macro traders, credit spreads complement other indicators of financial conditions. Credit stress often leads equity volatility, providing an early warning signal. Cross-asset strategies may use credit regime as a filter for position sizing. Limitations and Considerations FRED data updates with a lag, typically one business day for the ICE BofA indices. For intraday trading decisions, more current proxies may be necessary. The data is most reliable on daily timeframes. Credit spreads can remain at extreme levels for extended periods. Mean reversion signals indicate elevated probability of normalization but do not guarantee timing. The 2008 crisis saw spreads remain elevated for many months before normalizing. The indicator is calibrated for US credit markets. Application to other regions would require different data sources such as European or Asian credit indices. The relationship between spreads and subsequent economic activity may vary across market cycles and structural regimes. References Collin-Dufresne, P., Goldstein, R.S., and Martin, J.S. (2001). The Determinants of Credit Spread Changes. Journal of Finance, 56(6), 2177-2207. Gilchrist, S., and Zakrajsek, E. (2012). Credit Spreads and Business Cycle Fluctuations. American Economic Review, 102(4), 1692-1720. Krishnamurthy, A., and Muir, T. (2017). How Credit Cycles across a Financial Crisis. Working Paper, Stanford University.
Pine Script® インジケーター
EdgeToolsの投稿
2
Volatility-Dynamic Risk Manager MNQ [HERMAN]Title: Volatility-Dynamic Risk Manager MNQ Description: The Volatility-Dynamic Risk Manager is a dedicated risk management utility designed specifically for traders of Micro Nasdaq 100 Futures (MNQ). Many traders struggle with position sizing because they use a fixed Stop Loss size regardless of market conditions. A 10-point stop might be safe in a slow market but easily stopped out in a high-volatility environment. This indicator solves that problem by monitoring real-time volatility (using ATR) and automatically suggesting the appropriate Stop Loss size and Position Size (Contracts) to keep your dollar risk constant. Note: This tool is hardcoded for MNQ (Micro Nasdaq) with a tick value calculation of $2 per point. 📈 How It Works -This script operates on a logical flow that adapts to market behavior: -Volatility Measurement: It calculates the Average True Range (ATR) over a user-defined length (Default: 14) to gauge the current "speed" of the market. -State Detection: Based on the current ATR, the script classifies the market into one of three states: Low Volatility: The market is chopping or moving slowly. Normal Volatility: Standard trading conditions. High Volatility: The market is moving aggressively. Dynamic Stop Loss Selection: Depending on the detected state, the script selects a pre-defined Stop Loss (in points) that you have configured for that specific environment. Position Sizing Calculation: Finally, it calculates how many MNQ contracts you can trade so that if your Stop Loss is hit, you do not lose more than your defined "Max Risk per Trade." 🧮 Methodology & Calculations Since this script handles risk management, transparency in calculation is vital. Here is the exact math used: ATR Calculation: Contracts = Max Risk / Risk Per Contract ⚙️ Settings You can fully customize the behavior of the risk manager via the settings panel: Risk Management -Max Risk per Trade ($): The maximum amount of USD you are willing to lose on a single trade. Volatility Thresholds (ATR) -ATR Length: The lookback period for volatility calculation. -Upper Limit for LOW Volatility: If ATR is below this number, the market is "Low Volatility." -Lower Limit for HIGH Volatility: If ATR is above this number, the market is "High Volatility." (Anything between Low and High is considered "Normal"). Stop Loss Settings (Points) -SL for Low/Normal/High: Define how wide your stop loss should be in points for each of the three market states. Visual Settings -Color Theme: Switch between Light and Dark modes. -Panel Position: Move the dashboard to any corner or center of your chart. -Panel Size: Adjust the scale (Tiny to Large) to fit your screen resolution. 📊 Dashboard Overview -The on-screen panel provides a quick-glance summary for live execution: -Market State: Color-coded status (Green = Low Vol, Orange = Normal, Red = High Vol). -Current ATR: The live volatility reading. -Suggested SL: The Stop Loss size you should enter in your execution platform. -CONTRACTS: The calculated position size. -Est. Loss: The actual dollar amount you will lose if the stop is hit (usually slightly less than your Max Risk due to rounding down). Who is this for? -Discretionary and systematic futures traders on MNQ (/MNQ or MES also works with small adjustments) -Anyone who wants perfect risk consistency regardless of whether the market is asleep or exploding -Traders who hate manual position-size calculations on every trade No repainting Works on any timeframe Real-time updates on every bar Overlay indicator (no signals, pure risk-management tool) ⚠️ Disclaimer This tool is for informational and educational purposes only. It calculates mathematical position sizes based on user inputs. It does not execute trades, nor does it guarantee profits. Past performance (volatility) is not indicative of future results. Always manually verify your order size before executing trades on your broker platform.
Pine Script® インジケーター
helmans13の投稿
1
Session Highs and Lows🔑 Key Levels: Session Liquidity & Structure Mapper The Key Levels indicator is an essential tool for traders as it automatically plots and projects critical Highs and Lows established during key trading sessions. These levels represent major liquidity pools and define the current market structure, serving as high-probability targets, support, or resistance for the remainder of the trading day. ⚙️ Core Functionality The indicator operates in two distinct modes, tailored for different asset classes: 1. Asset Class Mode (Toggle) You can switch between two predefined setups depending on the asset you are trading: Stock Mode (RTH/ETH): Designed for US stocks and futures (e.g., NQ, ES, YM). It tracks and projects levels for Regular Trading Hours (RTH) (09:30-16:00) and Extended Hours (ETH) (16:00-09:30). Forex/Default Mode (Asia/London/NY): Designed for global markets (e.g., currency pairs). It tracks and projects levels for the three major liquidity sessions: Asia (19:00-03:00), London (03:00-09:30), and New York (09:30-16:00). 🗺️ Key Levels Mapped The script continuously tracks and plots the most significant structural levels: Current Session High/Low: The running high and low of the currently active session. Previous Session High/Low: The confirmed high and low from the most recently completed session. These are often targeted by market makers. Previous Day High/Low (PDH/PDL): The high and low of the prior 24-hour day, acting as major structural boundaries and a crucial macro market filter. 🎛️ Advanced Liquidity Management The indicator is built with specific controls for high-level liquidity analysis: Extend Through Sweeps (Critical Setting): OFF (Recommended): The projected line is automatically stopped or deleted the moment the price candle wicks or closes past it. This visually confirms that the liquidity at that level has been "swept" or "mitigated." ON: The line extends indefinitely, treating the level as simple support/resistance, regardless of interaction. Previous vs. Current View: You can select a checkbox (e.g., Use PREVIOUS London Level) to hide the current session's running levels and only display the static, confirmed high/low from the prior completed session. This helps declutter the chart and focus only on the confirmed structural levels. Show Older History: Toggle to keep lines from prior days visible, allowing you to track multi-day structural context. 🎯 Trading Application The lines plotted by the Key Levels indicator provide immediate, actionable information: Bias Filter: Use the PDH/PDL to determine the overall market context. Trading above the PDH suggests a bullish bias, while trading below the PDL suggests a bearish bias. Manipulation/Entry: Wait for price to aggressively sweep a Previous Session High/Low (line stops extending). This often signals a liquidity grab or "manipulation" phase. Look for entries in the opposite direction for the main move (Distribution). Targets: Key levels (especially unmitigated ones) serve as excellent, objective take-profit targets for active trades.
Pine Script® インジケーター
blossom_globsの投稿
Absorption RatioThe Hidden Connections Between Markets Financial markets are not isolated islands. When panic spreads, seemingly unrelated assets suddenly begin moving in lockstep. Stocks, bonds, commodities, and currencies that normally provide diversification benefits start falling together. This phenomenon, where correlations spike during crises, has devastated portfolios throughout history. The Absorption Ratio provides a quantitative measure of this hidden fragility. The concept emerged from research at State Street Associates, where Mark Kritzman, Yuanzhen Li, Sebastien Page, and Roberto Rigobon developed a novel application of principal component analysis to measure systemic risk. Their 2011 paper in the Journal of Portfolio Management demonstrated that when markets become tightly coupled, the variance explained by the first few principal components increases dramatically. This concentration of variance signals elevated systemic risk. What the Absorption Ratio Measures Principal component analysis, or PCA, is a statistical technique that identifies the underlying factors driving a set of variables. When applied to asset returns, the first principal component typically captures broad market movements. The second might capture sector rotations or risk-on/risk-off dynamics. Additional components capture increasingly idiosyncratic patterns. The Absorption Ratio measures the fraction of total variance absorbed or explained by a fixed number of principal components. In the original research, Kritzman and colleagues used the first fifth of the eigenvectors. When this fraction is high, it means a small number of factors are driving most of the market movements. Assets are moving together, and diversification provides less protection than usual. Consider an analogy: imagine a room full of people having independent conversations. Each person speaks at different times about different topics. The total "variance" of sound in the room comes from many independent sources. Now imagine a fire alarm goes off. Suddenly everyone is talking about the same thing, moving in the same direction. The variance is now dominated by a single factor. The Absorption Ratio captures this transition from diverse, independent behavior to unified, correlated movement. The Implementation Approach TradingView does not support matrix algebra required for true principal component analysis. This implementation uses a closely related proxy: the average absolute correlation across a universe of major asset classes. This approach captures the same underlying phenomenon because when assets are highly correlated, the first principal component explains more variance by mathematical necessity. The asset universe includes eight ETFs representing major investable categories: SPY and QQQ for large cap US equities, IWM for small caps, EFA for developed international markets, EEM for emerging markets, TLT for long-term treasuries, GLD for gold, and USO for oil. This selection provides exposure to equities across geographies and market caps, plus traditional diversifying assets. From eight assets, there are twenty-eight unique pairwise correlations. The indicator calculates each using a rolling window, takes the absolute value to measure coupling strength regardless of direction, and averages across all pairs. This average correlation is then transformed to match the typical range of published Absorption Ratio values. The transformation maps zero average correlation to an AR of 0.50 and perfect correlation to an AR of 1.00. This scaling aligns with empirical observations that the AR typically fluctuates between 0.60 and 0.95 in practice. Interpreting the Regimes The indicator classifies systemic risk into four regimes based on AR levels. The Extreme regime occurs when the AR exceeds 0.90. At this level, nearly all asset classes are moving together. Diversification has largely failed. Historically, this regime has coincided with major market dislocations: the 2008 financial crisis, the 2020 COVID crash, and significant correction periods. Portfolios constructed under normal correlation assumptions will experience larger drawdowns than expected. The High regime, between 0.80 and 0.90, indicates elevated systemic risk. Correlations across asset classes are above normal. This often occurs during the build-up to stress events or during volatile periods where fear is spreading but has not reached panic levels. Risk management should be more conservative. The Normal regime covers AR values between 0.60 and 0.80. This represents typical market conditions where some correlation exists between assets but diversification still provides meaningful benefits. Standard portfolio construction assumptions are reasonable. The Low regime, below 0.60, indicates that assets are behaving relatively independently. Diversification is working well. Idiosyncratic factors dominate returns rather than systematic risk. This environment is favorable for active management and security selection strategies. The Relationship to Portfolio Construction The implications for portfolio management are significant. Modern portfolio theory assumes correlations are stable and uses historical estimates to construct efficient portfolios. The Absorption Ratio reveals that this assumption is violated precisely when it matters most. When AR is elevated, the effective number of independent bets in a diversified portfolio shrinks. A portfolio holding stocks, bonds, commodities, and real estate might behave as if it holds only one or two positions during high AR periods. Position sizing based on normal correlation estimates will underestimate portfolio risk. Conversely, when AR is low, true diversification opportunities expand. The same nominal portfolio provides more independent return streams. Risk can be deployed more aggressively while maintaining the same effective exposure. Component Analysis The indicator separately tracks equity correlations and cross-asset correlations. These components tell different stories about market structure. Equity correlations measure coupling within the stock market. High equity correlation indicates broad risk-on or risk-off behavior where all stocks move together. This is common during both rallies and selloffs driven by macroeconomic factors. Stock pickers face headwinds when equity correlations are elevated because individual company fundamentals matter less than market beta. Cross-asset correlations measure coupling between different asset classes. When stocks, bonds, and commodities start moving together, traditional hedges fail. The classic 60/40 stock/bond portfolio, for example, assumes negative or low correlation between equities and treasuries. When cross-asset correlation spikes, this assumption breaks down. During the 2022 market environment, for instance, both stocks and bonds fell significantly as inflation and rate hikes affected all assets simultaneously. High cross-asset correlation warned that the usual defensive allocations would not provide their expected protection. Mean Reversion Characteristics Like most risk metrics, the Absorption Ratio tends to mean-revert over time. Extremely high AR readings eventually normalize as panic subsides and assets return to more independent behavior. Extremely low readings tend to rise as some level of systematic risk always reasserts itself. The indicator tracks AR in statistical terms by calculating its Z-score relative to the trailing distribution. When AR reaches extreme Z-scores, the probability of normalization increases. This creates potential opportunities for strategies that bet on mean reversion in systemic risk. A buy signal triggers when AR recovers from extremely elevated levels, suggesting the worst of the correlation spike may be over. A sell signal triggers when AR rises from unusually low levels, warning that complacency about diversification benefits may be excessive. Momentum and Trend The rate of change in AR carries information beyond the absolute level. Rapidly rising AR suggests correlations are increasing and systemic risk is building. Even if AR has not yet reached the high regime, acceleration in coupling should prompt increased vigilance. Falling AR momentum indicates normalizing conditions. Correlations are decreasing and assets are returning to more independent behavior. This often occurs in the recovery phase following stress events. Practical Application For asset allocators, the AR provides guidance on how much diversification benefit to expect from a given allocation. During high AR periods, reducing overall portfolio risk makes sense because the usual diversifiers provide less protection. During low AR periods, standard or even aggressive allocations are more appropriate. For risk managers, the AR serves as an early warning indicator. Rising AR often precedes large market moves and volatility spikes. Tightening risk limits before correlations reach extreme levels can protect capital. For systematic traders, the AR provides a regime filter. Mean reversion strategies may work better during high AR periods when panics create overshooting. Momentum strategies may work better during low AR periods when trends can develop independently across assets. Limitations and Considerations The proxy methodology introduces some approximation error relative to true PCA-based AR calculations. The asset universe, while representative, does not include all possible diversifiers. Correlation estimates are inherently backward-looking and can change rapidly. The transformation from average correlation to AR scale is calibrated to match typical published ranges but is not mathematically equivalent to the eigenvalue ratio. Users should interpret levels directionally rather than as precise measurements. Correlation regimes can persist longer than expected. Mean reversion signals indicate elevated probability of normalization but do not guarantee timing. High AR can remain elevated throughout extended crisis periods. References Kritzman, M., Li, Y., Page, S., and Rigobon, R. (2011). Principal Components as a Measure of Systemic Risk. Journal of Portfolio Management, 37(4), 112-126. Kritzman, M., and Li, Y. (2010). Skulls, Financial Turbulence, and Risk Management. Financial Analysts Journal, 66(5), 30-41. Billio, M., Getmansky, M., Lo, A., and Pelizzon, L. (2012). Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors. Journal of Financial Economics, 104(3), 535-559.
Pine Script® インジケーター
EdgeToolsの投稿
Setup Keltner Banda 3 e 5 - MMS + RSI + Distância Tabela 📊 Indicator Overview: Keltner Bands + RSI + Distance Table This custom TradingView indicator combines three powerful tools into a single, visually intuitive setup: Keltner Channels (Bands 3x and 5x ATR) Relative Strength Index (RSI) Dynamic Table Displaying RSI and Price Distance from Moving Average (MMS) 🔧 Components and Functions 1. Keltner Channels (3x and 5x ATR) Based on a Simple Moving Average (MMS) and Average True Range (ATR). Two sets of bands are plotted: 3x ATR Bands: Used for moderate volatility signals. 5x ATR Bands: Used for high volatility extremes. Visual fills between bands help identify overextended price zones. 2. RSI (Relative Strength Index) Measures momentum and potential reversal zones. Customizable overbought (default 70) and oversold (default 30) levels. RSI values are color-coded in the table: Green for RSI ≤ 30 (oversold) Blue for 30 < RSI ≤ 70 (neutral) Red for RSI > 70 (overbought) 3. Distance Table (Price vs. MMS) Displays the real-time distance between the current price and the MMS: In points (absolute difference) In percentage (relative to MMS) Helps traders assess how far price has deviated from its mean. 📈 How to Use Trend Reversal Signals Look for price crossing back inside the 3x or 5x Keltner Bands. Confirm with RSI: RSI > 70 + price re-entering from above = potential short RSI < 30 + price re-entering from below = potential long Volatility Zones Price outside the 5x band indicates extreme movement. Use this to anticipate mean reversion or breakout continuation. Table Insights Monitor RSI and price distance in real time. Use color cues to quickly assess momentum and stretch. ⚙️ Customization Adjustable parameters for: MMS period ATR multipliers RSI period and thresholds Table position on chart Fill colors between bands This indicator is ideal for traders who want a clean, data-rich visual tool to track volatility, momentum, and price deviation in one place.
Pine Script® インジケーター
rodrigodearantesの投稿
Buy vs Sell Volume EMA + Smart Momentum Shift (Crypto)This is a volume-based momentum indicator for crypto that: Splits total volume into buy vs. sell volume based on candle direction. Applies EMAs to buy/sell volume and tracks slope and acceleration of those EMAs. Looks for moments where buyer volume momentum is improving and seller momentum is fading. Optionally requires RSI and/or MACD confirmation, a “near recent low” location filter, and a score threshold based on several micro-conditions. Outputs: Colored background depending on whether buy or sell volume dominates. EMA crossover arrows (“Buy” and “Sell”) for simpler regime shifts. Green dots (“Strong Buy Momentum Shift”) when all filters are satisfied. Alert conditions for the above signals. It runs in a separate pane (overlay=false) and is explicitly designed for crypto, but works on any symbol/interval.
Pine Script® インジケーター
irewole15の投稿
**MACD + RSI + MFI by IspatialResources – Multi-Tool Indicator** This indicator is a **multi-functional technical analysis tool** that combines the following professional oscillators into a single panel: * ✅ **Customizable MACD** * ✅ **Advanced RSI with Moving Average and Bollinger Bands** * ✅ **Money Flow Index (MFI)** * ✅ **Module-based enable/disable system** * ✅ **Fully configurable alerts** It is designed to help identify **overbought and oversold conditions, trend strength, and momentum shifts**, improving market reading across multiple assets. --- ### 🔹 INCLUDED MODULES **1️⃣ MACD** * Fast and slow moving average settings * Selectable MA type (SMA / EMA) * Dynamic histogram * Momentum change alerts **2️⃣ Advanced RSI** * Classic RSI with dynamic levels * Moving average applied to RSI * Optional **Bollinger Bands on RSI** * Visual overbought and oversold signals * Extreme condition alerts **3️⃣ MFI (Money Flow Index)** * Buying and selling pressure detection * Overbought and oversold zones * Ideal for volume and strength analysis --- ### 🔹 SUPPORTED MARKETS This indicator can be used on: * 📈 Cryptocurrencies * 📊 Stock Indices * 💱 Forex * 📉 Stocks It works on **all timeframes**: intraday, swing trading, and long-term analysis. --- ### 🔹 HOW TO USE IT * Enable or disable each module from the settings panel. * Use the **RSI with bands** to detect extreme zones. * Confirm potential entries with the **MACD**. * Filter false signals with the **MFI**. * Combine it with market structure, support, and resistance. --- ### ⚠️ RISK DISCLAIMER This indicator is **for educational and technical analysis purposes only**. **It does not constitute financial advice and does not guarantee results.** Trading involves risk, and each user is responsible for their own decisions. --- ### 👤 AUTHOR Created by **Ismael** as a personal tool for market analysis and study. --- 🚀 If you find this indicator useful, feel free to support it with a “like” for future updates.
Pine Script® インジケーター
sebastianroblesserpaの投稿
Liquidations (TV Source / Manual / Proxy) Cruz Pro Stack + Liquidations (TV Source / Manual / Proxy) is a high-confluence crypto trading indicator built to merge reversal detection, volatility timing, structure confirmation, and liquidation pressure into one clean decision engine. This script combines five pro-grade components: 1) RSI Divergence (Regular + Hidden) Detects early momentum shifts at tops and bottoms to anticipate reversals before price fully reacts. 2) BBWP (Bollinger Band Width Percentile) Identifies volatility compression and expansion cycles to time breakout conditions and avoid low-quality chop. 3) Market Structure (BOS / CHOCH proxy) Confirms trend continuation or change-of-character using swing breaks for more reliable directional bias. 4) Liquidations Layer (3 Modes) Adds liquidation-driven context for where price is likely to squeeze or flush next: TV Source: Use TradingView’s built-in Liquidations plot when available. Manual Totals: Paste 12h/24h/48h long/short totals for higher-level regime bias. Proxy (Volume Shock): A fallback approximation for spot charts using volume + candle direction. The script automatically converts your chart timeframe into rolling 12/24/48-hour windows, then computes a weighted liquidation bias and a spike detector to flag potential exhaustion moves. 5) Confluence Score + Signals A simple scoring engine highlights high-probability setups when multiple factors align. Signals are printed only when divergence + structure + volatility context agree with liquidation pressure. How to use Best on BTC/ETH perps across 15m–4H. For maximum accuracy: Add TradingView’s Liquidations indicator (if your exchange/symbol supports it). Set Liquidations Mode = TV Source. Select the Liquidations plot as the source. If that plot can’t be selected, switch to Proxy or Manual Totals. What this indicator is designed to improve Earlier reversal recognition Cleaner breakout timing Structure-confirmed entries Better risk management around liquidation-driven moves Fewer low-quality trades during dead volatility
Pine Script® インジケーター
deficryptokingの投稿
Renko Scalp ScannerThis scanner is optimized for short term bursts for Renko. DESCRIPTION: This indicator scans the 7 major forex pairs (EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD, NZDUSD) on 1-pip Renko charts. It ranks them from BEST (#1, top row) to WORST (#7, bottom row) based on a predictive score (0-100) that combines LIVE momentum (current run length, whipsaws, brick timing) + 24-HOUR HISTORICAL consistency (clean long runs, stability). Higher score = longer, cleaner, more predictable runs ahead (backtested 74% hit rate for 5+ brick continuations). HOW TO USE THE TABLE: 1. Add to a 1-second Renko chart (Traditional, Box Size: 0.0001 for non-JPY; 0.01 for JPY pairs). 2. RANK: Position 1–7 (green highlight on #1 = switch to this pair NOW). 3. PAIR: Symbol + direction arrow (↑=buy bias, ↓=sell bias). 4. SCORE: 0–100 total (≥85=monster run; ≥75=strong; ≥60=decent; <60=avoid). 5. RUN │ HIST% │ SEC: Current live run length │ % of 24h runs that were clean 8+ bricks │ Live avg seconds per brick (ideal 5–12s). 6. Trade the #1 pair in the arrow direction until whipsaw or score drops <75. Set alerts for score ≥83. Backtested on 1-year data: Catches 84% of 10+ brick runners. Refreshes every second.
Pine Script® インジケーター
cechapmanの投稿
EMA750 & VWAP Cross IndicatorA trend-following indicator that identifies high-probability entry signals based on EMA750 and VWAP crossovers. How it works: Monitors price position relative to EMA750 (trend filter) Generates LONG signals when price crosses above VWAP while above EMA750 Generates SHORT signals when price crosses below VWAP while below EMA750 Highlights the FIRST signal after each EMA cross (yellow markers) Automatically calculates targets based on recent swing highs/lows Stop loss set at EMA750 level Features: ✓ Visual target and stop loss levels ✓ Customizable alerts for first and all signals ✓ Real-time status dashboard ✓ Swing point detection for target calculation ✓ Signal tracking until opposite VWAP cross Best for: Swing trading and trend-following strategies on higher timeframes.
Pine Script® インジケーター
jake_thebossの投稿
Trade Setup A+ [v.8 Fixed Lines]🚀 Trade Setup A+ : Liquidity Hunter System (XAUUSD) This indicator is an "All-in-One" trading system designed specifically for XAUUSD (Gold) Scalping and Swing trading. It combines Smart Money Concepts (SMC) with Price Action to identify high-probability setups by tracking liquidity pools and institutional order blocks. 💎 Key Features (v.8 Updated): Auto Order Blocks (Clean View): Automatically detects and draws Bullish (Green) and Bearish (Red) Order Blocks based on swing points. Clean Look: Limits display to the last 5 active zones to keep the chart clutter-free. Liquidity Levels (Fixed Lines): D-High / D-Low: Thin lines representing Previous Day’s High & Low. W-High / W-Low: Thick lines representing Previous Week’s High & Low (Strong Support/Resistance). Dual Entry Signals: Method 1 (Sniper): Shows a Diamond Icon (💎) when price touches an Order Block zone (Reversal setup). Method 2 (Follow): Shows a Triangle Arrow (🔼/🔽) when price crosses EMA 14 with trend confirmation from EMA 49. Macro Time Zones: Highlights high-volume trading sessions (Asia, London, NY) on the background to identify "Killzones". 📈 How to Trade: BUY Signal: Look for a Green Diamond (Touch OB) or Green Triangle (Price > EMA 14 & 49). SELL Signal: Look for a Red Diamond (Touch OB) or Orange Triangle (Price < EMA 14). Best Time: Trade when signals align with highlighted Macro Time zones. ⚠️ Disclaimer: This tool is for educational purposes only. Always use proper risk management. 🚀 Trade Setup A+ : ระบบเทรดล่าสภาพคล่อง (สำหรับทองคำ) อินดิเคเตอร์ชุดนี้ออกแบบมาเพื่อเทรด XAUUSD (ทองคำ) โดยเฉพาะ ผสมผสานเทคนิค SMC (Smart Money Concepts) และ Price Action เพื่อหาจุดเข้าที่มีความแม่นยำสูง (High Probability) โดยเน้นการดักจับสภาพคล่องของรายใหญ่ค่ะ 💎 ฟีเจอร์หลัก (อัปเดตล่าสุด v.8): Auto Order Blocks (แบบคลีน): สร้างกล่องโซนซื้อขาย (Supply/Demand) ให้อัตโนมัติ (สีเขียว = โซน Buy, สีแดง = โซน Sell) Clean Look: ระบบจะโชว์เฉพาะ 5 กล่องล่าสุดเท่านั้น เพื่อไม่ให้กราฟรกสายตา Liquidity Levels (เส้นแนวรับต้าน): D-High / D-Low: เส้นบาง แสดงราคาสูงสุด/ต่ำสุดของ "เมื่อวาน" (Day) W-High / W-Low: เส้นหนา แสดงราคาสูงสุด/ต่ำสุดของ "สัปดาห์ที่แล้ว" (Week) ซึ่งเป็นแนวรับต้านที่แข็งแกร่ง สัญญาณเข้าเทรด 2 แบบ (Dual Signals): วิธีที่ 1 (Sniper): แสดงรูป เพชร (💎) เมื่อราคาวิ่งชนขอบกล่อง Order Block (ดักจุดกลับตัวปลายไส้) วิธีที่ 2 (Follow Trend): แสดงรูป ลูกศรสามเหลี่ยม (🔼/🔽) เมื่อราคาตัดเส้น EMA ตามเงื่อนไข (Buy ต้องยืนเหนือ EMA 14 และ 49) Macro Time (ช่วงเวลาทำเงิน): ระบายสีพื้นหลังบอกช่วงเวลาที่ตลาดวิ่งแรง (Asia, London, NY) เพื่อให้โฟกัสถูกจุด 📈 วิธีใช้งาน: ขา BUY: รอสัญญาณ เพชรสีเขียว (ชนกล่องรับ) หรือ ลูกศรเขียว (ตามเทรนด์) ขา SELL: รอสัญญาณ เพชรสีแดง (ชนกล่องต้าน) หรือ ลูกศรส้ม (ตามเทรนด์) คำแนะนำ: ประสิทธิภาพสูงสุดเมื่อสัญญาณเกิดในช่วงเวลา Macro Time (แถบสีพื้นหลัง)
Pine Script® インジケーター
BuntitaPrommolmasの投稿
MTF OB & FVG detector w/ Alerts v2# MTF Order Blocks & Fair Value Gaps Detector with Alerts v2 ## Overview This indicator combines **Multi-Timeframe Order Blocks (OB)** and **Fair Value Gaps (FVG)** detection with integrated bounce alerts. It displays Order Blocks and Fair Value Gaps across multiple timeframes simultaneously and generates real-time alerts when price bounces from these critical zones. ## Key Features ### 🎯 Multi-Timeframe Order Blocks Detection - **Volumetric Analysis**: Each Order Block displays total volume and dominant side percentage - **Multiple Timeframes**: Supports 1min, 3min, 5min, 15min, and 60min timeframes - **Smart Combining**: Automatically merges overlapping Order Blocks from different timeframes into powerful confluence zones - **Dynamic Extension**: Order Blocks extend until broken, providing clear visual guidance - **Volume Distribution**: Shows bullish vs bearish volume breakdown with percentage ### 📊 Fair Value Gaps (FVG) Detection - **Lightweight Processing**: Works on current chart timeframe only for optimal performance - **Volume Metrics**: Displays FVG volume and dominant side percentage - **Mitigation Tracking**: Automatically tracks when FVGs are filled or broken - **Customizable Mitigation Source**: Choose between close price or high/low wicks ### 🔔 Comprehensive Alert System - **Bounce Alerts**: Get notified when price bounces from OB or FVG zones - **New Formation Alerts**: Alerts when new Order Blocks or Fair Value Gaps form - **Combined Zone Alerts**: Special alerts when multiple Order Blocks merge into strong confluence zones - **Customizable Thresholds**: Set minimum number of combined OBs required for strong zone alerts ### 🎨 Visual Customization - **Inverted Color Schemes**: Optional inverted colors for both OB and FVG - OB: Choose between traditional (Bullish=Blue, Bearish=Red) or inverted (Bullish=Red, Bearish=Blue) - FVG: Choose between Bullish=Orange/Bearish=Aqua or inverted - **Clean Labels**: Shows timeframe, zone type, volume, and dominant percentage - **Combined Tags**: Optional labels for merged zones - **Adjustable Extension**: Control how far zones extend into the future ## How It Works ### Order Blocks Order Blocks identify institutional trading zones where large players have placed significant orders. The indicator: 1. Detects swing highs/lows using configurable swing length 2. Identifies the last opposing candle before a strong move 3. Analyzes volume distribution (bullish vs bearish) 4. Tracks zone validity until price breaks through 5. Combines overlapping zones from multiple timeframes ### Fair Value Gaps Fair Value Gaps represent price imbalances that often get filled. The indicator: 1. Identifies 3-candle patterns with gaps between candles 2. Filters gaps by size percentile to show only significant ones 3. Calculates volume distribution within the gap 4. Tracks mitigation when price returns to fill the gap 5. Extends gaps dynamically until filled ### Bounce Detection The indicator detects bounces using a two-step process: 1. **Touch Phase**: Tracks when price enters a zone (touchedInside flag) 2. **Bounce Phase**: Confirms bounce when price exits the zone in the expected direction - Bullish zones: Price closes above top after touching inside - Bearish zones: Price closes below bottom after touching inside ## Settings Guide ### General Configuration - **Show Historic Zones**: Display invalidated/broken zones - **Zone Invalidation**: Choose between wick or close for break detection - **Combine Overlapping Order Blocks**: Merge OBs from different timeframes - **Swing Length**: Controls sensitivity (smaller = more OBs, larger = fewer OBs) - **Zone Count**: Choose from High/Medium/Low/One per timeframe - **Invert Colors OB**: Swap bullish/bearish color scheme ### Alert Settings - **Enable Alerts**: Master switch for all alerts - **Alert on Bullish/Bearish Bounce**: Choose which bounce directions to monitor - **Alert on New OB Formation**: Get notified when new Order Blocks form - **Alert on Combined OBs**: Alerts for strong confluence zones - **Min OBs for Strong Zone Alert**: Threshold for combined zone alerts (default: 2) ### Fair Value Gaps - **Show Fair Value Gaps**: Toggle FVG display - **FVG Mitigation Source**: Choose close or high/low for mitigation detection - **Bullish/Bearish FVG**: Enable/disable each type - **Invert FVG Colors**: Swap FVG color scheme ### Multi-Timeframe - **Show Lower Timeframes**: Display OBs from timeframes lower than chart - **Individual Timeframe Toggles**: Enable/disable 1min, 3min, 5min, 15min, 60min ### Style - **Text Color**: Customize label text color - **Extend Zones**: Set extension length in bars (default: 40) - **Show Tag**: Display combined indicator in merged zone labels ## Usage Tips ### For Day Trading - Enable 1min, 3min, and 5min timeframes - Use "High" zone count for more trading opportunities - Watch for bounces from combined zones (highest probability) ### For Swing Trading - Enable 15min, 60min, and higher timeframes - Use "Medium" or "Low" zone count for major zones only - Focus on combined zones with 3+ timeframes ### For Scalping - Use current timeframe only (disable MTF) - Enable both OB and FVG - Set up alerts for quick bounce notifications ### Alert Setup 1. Click "Create Alert" in TradingView 2. Choose from available alert conditions: - **Bullish Bounce (OB/FVG)**: Long entry opportunities - **Bearish Bounce (OB/FVG)**: Short entry opportunities - **New OB Formation**: Early zone identification - **Strong Combined Zone**: High-probability confluence areas 3. Set alert frequency to "Once Per Bar Close" to avoid false signals ## Technical Details ### Performance Optimizations - Maximum 100 boxes/labels for efficient rendering - Lightweight FVG processing on current timeframe only - Dynamic memory management with array size limits - Selective rendering of active zones only ### Calculations - **ATR Multiplier**: Zones exceeding 3.5x ATR are filtered out - **Volume Percentage**: `max(bullVol, bearVol) / totalVolume × 100` - **FVG Size Filter**: Uses 100th percentile of last 1000 gaps - **Overlap Detection**: Uses intersection/union ratio for combining zones ## Credits & License This indicator combines and enhances concepts from: - "Volumized Order Blocks" methodology - "Volumatic Fair Value Gaps" approach **License**: Mozilla Public License 2.0 (MPL-2.0) ## Disclaimer This indicator is provided for **educational and informational purposes only**. Trading involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Always do your own research and consult with a licensed financial advisor before making trading decisions. ## Version History **v2 (Current)** - Combined OB and FVG into single indicator - Added comprehensive alert system - Improved performance with lightweight FVG processing - Enhanced bounce detection with touch-inside logic - Added volume metrics to zone labels - Implemented dynamic zone extension until broken - Added combined zone detection with configurable thresholds --- ### Chart Examples The indicator displays: - **Red Zones** (Inverted): Bullish Order Blocks / Bearish FVGs - **Blue Zones** (Inverted): Bearish Order Blocks / Bullish FVGs - **Orange Zones** (Inverted): Bullish Fair Value Gaps - **Aqua Zones** (Inverted): Bearish Fair Value Gaps Each zone shows: - Timeframe label (e.g., "5m", "15m", "1H") - Zone type (OB or FVG) - Total volume in millions (e.g., "12.5M") - Dominant side percentage (e.g., "85%") **Example Label**: ` 5m & 15m OB 45.2M (78%)` - Combined zone from 5min and 15min timeframes - Order Block type - 45.2 million total volume - 78% volume on dominant side --- ## Support & Updates For issues, suggestions, or questions, please leave a comment on the indicator page. **Author**: © rasukaru666 **Compatible with**: TradingView Pine Script v6
Pine Script® インジケーター
rasukaru666の投稿