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VB Finviz-style MTF Screener📊 VB Multi-Timeframe Stock Screener (Daily + 4H + 1H) A structured, high-signal stock screener that blends Daily fundamentals, 4H trend confirmation, and 1H entry timing to surface strong trading opportunities with institutional discipline. 🟦 1. Daily Screener — Core Stock Selection All fundamental and structural filters run strictly on Daily data for maximum stability and signal quality. Daily filters include: 📈 Average Volume & Relative Volume 💲 Minimum Price Threshold 📊 Beta vs SPY 🏢 Market Cap (Billions) 🔥 ATR Liquidity Filter 🧱 Float Requirements 📘 Price Above Daily SMA50 🚀 Minimum Gap-Up Condition This layer acts like a Finviz-style engine, identifying stocks worth trading before momentum or timing is considered. 🟩 2. 4H Trend Confirmation — Momentum Check Once a stock passes the Daily screen, the 4-hour timeframe validates trend strength: 🔼 Price above 4H MA 📈 MA pointing upward This removes structurally good stocks that are not in a healthy trend. 🟧 3. 1H Entry Alignment — Timing Layer The Hourly timeframe refines near-term timing: 🔼 Price above 1H MA 📉 Short-term upward movement detected This step ensures the stock isn’t just good on paper—it’s moving now. 🧪 MTF Debug Table (Your Transparency Engine) A live diagnostic table shows: All Daily values All 4H checks All 1H checks Exact PASS/FAIL per condition Perfect for tuning thresholds or understanding why a ticker qualifies or fails. 🎯 Who This Screener Is For Swing traders Momentum/trend traders Systematic and rules-based traders Traders who want clean, multi-timeframe alignment By combining Daily fundamentals, 4H trend structure, and 1H momentum, this screener filters the market down to the stocks that are strong, aligned, and ready.
Pine Script® インジケーター
TheSigmaMentorの投稿
IBIT premium（vs NAV）This Pine Script calculates and plots the real-time trading premium or discount of the IBIT ETF relative to its official Net Asset Value (NAV). It shows whether IBIT is trading above NAV (premium) or below NAV (discount) in percentage terms. This version is accurate because it uses TradingView’s built-in ETF NAV financial data, rather than estimating BTC per share. ⸻ Key Data Sources Used • Market Price: The script pulls the live IBIT market price from NASDAQ:IBIT. • Official NAV: It retrieves the daily Net Asset Value (NAV) using TradingView’s financial data function and expands it across all intraday timeframes so it can be compared with real-time prices. • Platform used: TradingView ⸻ How the Premium Is Calculated The script uses the standard ETF premium formula: \text{Premium (\%)} = \frac{\text{Market Price} - \text{NAV}}{\text{NAV}} \times 100 • Positive value → IBIT is trading at a premium • Negative value → IBIT is trading at a discount • Zero → IBIT is trading exactly at NAV ⸻ What the Chart Displays • A real-time premium (%) line in a separate indicator panel • A 0% reference line showing fair value • ±1% and ±2% guide lines for abnormal deviation detection • A live value label on the latest bar showing the exact current premium ⸻ Why This Script Is Accurate • Uses official ETF NAV, not a BTC-per-share estimate • NAV updates once per day, exactly as reported by the issuer • Works on all timeframes (1-minute to daily) • Shows true market mispricing, not synthetic BTC tracking error ⸻ How Traders Typically Use It • Detect temporary dislocations between IBIT price and NAV • Monitor liquidity stress during high volatility • Validate whether IBIT is trading efficiently versus BTC • Support ETF–BTC–Futures arbitrage analysis ⸻ Important Limitation • NAV is only updated once per trading day • During fast BTC moves, the premium may widen temporarily and normalize later via authorized participant (AP) arbitrage
Pine Script® インジケーター
luzehuayaliの投稿
NQUSB Sector Industry Stocks Strength A Comprehensive Multi-Industry Performance Comparison Tool The complete Pine Script code and supporting Python automation scripts are available on GitHub: GitHub Repository: github.com Original idea from by www.tradingview.com ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ WHAT'S NEW ═══ 4-Level Hierarchical Navigation: Primary: All 11 NQUSB sectors (NQUSB10, NQUSB15, NQUSB20, etc.) Secondary (Default): Broad sectors like Technology, Energy Tertiary: Industry groups within sectors Quaternary: Individual stocks within industries (37 semiconductors) Enhanced Stock Coverage: 1,176 total stocks across 129 industries 37 semiconductor stocks Market-cap weighted selection: 60% tech / 35% others Range: 1-37 stocks per industry ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ CORE FEATURES ═══ 1. Drill-Down/Drill-Up Navigation View NVDA at different granularity levels: Quaternary: ● NVDA ranks #3 of 37 semiconductors Tertiary: ✓ Semiconductors at 85% (strongest in tech hardware) Secondary: ✓ Tech Hardware at 82% (stronger than software) Primary: ✓ Technology at 78% (#1 sector overall) Insight: One indicator, one stock, four perspectives - instantly see if strength is stock-specific, industry-specific, or sector-wide. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2. Visual Current Stock Identification Violet Markers - Instant Recognition: ● (dot) marker when current stock is in top N performers ✕ (cross) marker when current stock is below top N Violet color (#9C27B0) on both symbol and value labels Example: "NVDA ● ranks #3 of 37" ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 3. Rank Display in Title Dynamic title shows performance context: "Semiconductors (RS Rating - 3 Months) | NVDA ranks #3 of 37" #1 = Best performer, higher number = lower rank Total adjusts if current stock auto-added ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4. Auto-Add Current Stock Always Included: Current stock automatically added if not in predefined list Example: Viewing PRSO → "PRSO ranks #37 of 39 ✕" Works for any stock - from NVDA to obscure small-caps Violet markers ensure visibility even when ranked low ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ DUAL PERFORMANCE METRICS ═══ RS Rating (Relative Strength): Normalized strength score 1-99 Compare stocks across different price ranges Default benchmark: SPX % Return: Simple percentage price change Direct performance comparison 11 Time Periods: 1 Week, 2 Weeks, 1 Month, 2 Months, 3 Months (Default) , 6 Months, 1 Year, YTD, MTD, QTD, Custom (1-500 days) Result: 22 analytical combinations (2 metrics × 11 periods) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ USE CASES ═══ Sector Rotation Analysis: Is NVDA's strength semiconductors-specific or tech-wide? Drill through all 4 levels to find answer Identify which industry groups are leading/lagging Finding Hidden Gems: JPM ranks #3 of 13 in Major Banks But Financials sector weak overall (68%) = Relative strength play in weak sector Cross-Industry Comparison: 129 industries covered Market-wide scan capability Find strongest performers across all sectors ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ TECHNICAL SPECIFICATIONS ═══ V32 Stats: Total Industries: 129 Total Stocks: 1,176 File Size: 82,032 bytes (80.1 KB) Request Limit: 39 max (Semiconductors), 10-16 typical Granularity Levels: 4 (Primary → Quaternary) Smart Stock Allocation: Technology industries: 60% coverage Other industries: 35% coverage Market-cap weighted selection Formula: MIN(39, MAX(5, CEILING(total × percentage))) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ KEY ADVANTAGES ═══ vs. Single Industry Tools: ✓ 129 industries vs 1 ✓ Market-wide perspective ✓ Hierarchical navigation ✓ Sector rotation detection vs. Manual Comparison: ✓ No ETF research needed ✓ Instant visual markers ✓ Automatic ranking ✓ One-click drill-down ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For complete documentation, Python automation scripts, and CSV data files: github.com Version: V32 Last Updated: 2025-11-30 Pine Script Version: v5
Pine Script® インジケーター
ama0000の投稿
Sector Rotation - Risk Preference Indicator# Sector Rotation - Risk Preference Indicator ## Overview This indicator measures market risk appetite by comparing the relative strength between **Aggressive** and **Defensive** sectors. It provides a clean, single-line visualization to help traders identify market sentiment shifts and potential trend reversals. ## How It Works The indicator calculates a **Bullish/Bearish Ratio** by dividing the average price of aggressive sector ETFs by defensive sector ETFs, then normalizing to a baseline of 100. **Formula:** - Ratio = (Aggressive Sectors Average / Defensive Sectors Average) × 100 **Interpretation:** - **Ratio > 100**: Risk-on sentiment (Aggressive sectors outperforming Defensive) - **Ratio < 100**: Risk-off sentiment (Defensive sectors outperforming Aggressive) - **Ratio ≈ 100**: Neutral (Both sector groups performing equally) ## Default Sectors **Defensive Sectors** (Safe havens during uncertainty): - XLP - Consumer Staples Select Sector SPDR Fund - XLU - Utilities Select Sector SPDR Fund - XLV - Health Care Select Sector SPDR Fund **Aggressive Sectors** (Growth-oriented, higher risk): - XLK - Technology Select Sector SPDR Fund - XBI - SPDR S&P Biotech ETF - XRT - SPDR S&P Retail ETF ## Features ✅ **Fully Customizable Sectors** - Choose any ETFs/tickers for each sector group ✅ **Smoothing Control** - Adjustable SMA period to reduce noise (default: 2) ✅ **Clean Visualization** - Single blue line for easy interpretation ✅ **Multi-timeframe Support** - Works on any timeframe ✅ **Lightweight** - Minimal calculations for fast performance ## Settings ### Defensive Sectors Group - **Defensive Sector 1**: First defensive ETF ticker (default: XLP) - **Defensive Sector 2**: Second defensive ETF ticker (default: XLU) - **Defensive Sector 3**: Third defensive ETF ticker (default: XLV) ### Aggressive Sectors Group - **Aggressive Sector 1**: First aggressive ETF ticker (default: XLK) - **Aggressive Sector 2**: Second aggressive ETF ticker (default: XBI) - **Aggressive Sector 3**: Third aggressive ETF ticker (default: XRT) ### Display Settings - **Smoothing Length**: SMA period for ratio smoothing (default: 2, range: 1-50) - Lower values = More responsive but noisier - Higher values = Smoother but more lagging ## Use Cases ### 1. Market Regime Identification - **Rising Ratio (trending up)** → Bull market / Risk-on environment - Aggressive sectors leading, investors chasing growth - Favorable for long positions in tech, growth stocks - **Falling Ratio (trending down)** → Bear market / Risk-off environment - Defensive sectors leading, investors seeking safety - Consider defensive positioning or short opportunities ### 2. Divergence Analysis - **Bullish Divergence**: Price makes new lows but ratio rises - Suggests underlying strength returning - Potential market bottom forming - **Bearish Divergence**: Price makes new highs but ratio falls - Suggests weakening momentum - Potential market top forming ### 3. Trend Confirmation - **Strong uptrend + Rising ratio** → Confirmed bullish trend - **Strong downtrend + Falling ratio** → Confirmed bearish trend - **Uptrend + Falling ratio** → Weakening trend, watch for reversal - **Downtrend + Rising ratio** → Potential trend exhaustion ## Best Practices ⚠️ **Timeframe Selection** - Recommended: Daily, 4H, 1H for cleaner signals - Lower timeframes (15m, 5m) may produce noisy signals ⚠️ **Complementary Analysis** - Use alongside price action and volume analysis - Combine with support/resistance levels - Not designed as a standalone trading system ⚠️ **Market Conditions** - Most effective in trending markets - Less reliable during ranging/consolidation periods - Works best in liquid, well-traded sectors ⚠️ **Customization Tips** - Can substitute with international sectors (EWU, EWZ, etc.) - Can use crypto sectors (DeFi vs Layer1, etc.) - Adjust smoothing based on trading style (day trading = 2-5, swing = 10-20) ## Display Options ### Default View (overlay=false) - Shows in separate pane below chart - Dedicated scale for ratio values ### Alternative View - Can be moved to main chart pane (drag indicator) I typically overlay this indicator on the SPY daily chart to observe divergences. I don’t focus on specific values but rather on the direction of the trend. The author is not responsible for any trading losses incurred using this indicator. ## Support & Feedback For questions, feature requests, or bug reports: - Comment below - Send a private message - Check for updates regularly If you find this indicator useful, please: - ⭐ Leave a like/favorite - 💬 Share your experience in comments - 📊 Share charts showing interesting patterns
Pine Script® インジケーター
gary186の投稿
Historical Volatility EstimatorsHistorical volatility is a statistical measure of the dispersion of returns for a given security or market index over a given period. This indicator provides different historical volatility model estimators with percentile gradient coloring and volatility stats panel. █ OVERVIEW There are multiple ways to estimate historical volatility. Other than the traditional close-to-close estimator. This indicator provides different range-based volatility estimators that take high low open into account for volatility calculation and volatility estimators that use other statistics measurements instead of standard deviation. The gradient coloring and stats panel provides an overview of how high or low the current volatility is compared to its historical values. █ CONCEPTS We have mentioned the concepts of historical volatility in our previous indicators, Historical Volatility, Historical  Volatility  Rank, and Historical  Volatility  Percentile. You can check the definition of these scripts. The basic calculation is just the sample standard deviation of log return scaled with the square root of time. The main focus of this script is the difference between volatility models. Close-to-Close HV Estimator: Close-to-Close is the traditional historical volatility calculation. It uses sample standard deviation. Note: the TradingView build in historical volatility value is a bit off because it uses population standard deviation instead of sample deviation. N – 1 should be used here to get rid of the sampling bias. Pros:   • Close-to-Close HV estimators are the most commonly used estimators in finance. The calculation is straightforward and easy to understand. When people reference historical volatility, most of the time they are talking about the close to close estimator. Cons:   • The Close-to-close estimator only calculates volatility based on the closing price. It does not take account into intraday volatility drift such as high, low. It also does not take account into the jump when open and close prices are not the same.   • Close-to-Close weights past volatility equally during the lookback period, while there are other ways to weight the historical data.   • Close-to-Close is calculated based on standard deviation so it is vulnerable to returns that are not normally distributed and have fat tails. Mean and Median absolute   deviation makes the historical volatility more stable with extreme values. Parkinson Hv Estimator:   • Parkinson was one of the first to come up with improvements to historical volatility calculation. • Parkinson suggests using the High and Low of each bar can represent volatility better as it takes into account intraday volatility. So Parkinson HV is also known as Parkinson High Low HV. • It is about 5.2 times more efficient than Close-to-Close estimator. But it does not take account into jumps and drift. Therefore, it underestimates volatility. Note: By Dividing the Parkinson Volatility by Close-to-Close volatility you can get a similar result to Variance Ratio Test. It is called the Parkinson number. It can be used to test if the market follows a random walk. (It is mentioned in Nassim Taleb's Dynamic Hedging book but it seems like he made a mistake and wrote the ratio wrongly.) Garman-Klass Estimator:   • Garman Klass expanded on Parkinson’s Estimator. Instead of Parkinson’s estimator using high and low, Garman Klass’s method uses open, close, high, and low to find the minimum variance method.   • The estimator is about 7.4 more efficient than the traditional estimator. But like Parkinson HV, it ignores jumps and drifts. Therefore, it underestimates volatility. Rogers-Satchell Estimator:   • Rogers and Satchell found some drawbacks in Garman-Klass’s estimator. The Garman-Klass assumes price as Brownian motion with zero drift.   • The Rogers Satchell Estimator calculates based on open, close, high, and low. And it can also handle drift in the financial series.   • Rogers-Satchell HV is more efficient than Garman-Klass HV when there’s drift in the data. However, it is a little bit less efficient when drift is zero. The estimator doesn’t handle jumps, therefore it still underestimates volatility. Garman-Klass Yang-Zhang extension:   • Yang Zhang expanded Garman Klass HV so that it can handle jumps. However, unlike the Rogers-Satchell estimator, this estimator cannot handle drift. It is about 8 times more efficient than the traditional estimator.   • The Garman-Klass Yang-Zhang extension HV has the same value as Garman-Klass when there’s no gap in the data such as in cryptocurrencies. Yang-Zhang Estimator:   • The Yang Zhang Estimator combines Garman-Klass and Rogers-Satchell Estimator so that it is based on Open, close, high, and low and it can also handle non-zero drift. It also expands the calculation so that the estimator can also handle overnight jumps in the data.   • This estimator is the most powerful estimator among the range-based estimators. It has the minimum variance error among them, and it is 14 times more efficient than the close-to-close estimator. When the overnight and daily volatility are correlated, it might underestimate volatility a little.   • 1.34 is the optimal value for alpha according to their paper. The alpha constant in the calculation can be adjusted in the settings. Note: There are already some volatility estimators coded on TradingView. Some of them are right, some of them are wrong. But for Yang Zhang Estimator I have not seen a correct version on TV. EWMA Estimator: • EWMA stands for Exponentially Weighted Moving Average. The Close-to-Close and all other estimators here are all equally weighted.   • EWMA weighs more recent volatility more and older volatility less. The benefit of this is that volatility is usually autocorrelated. The autocorrelation has close to exponential decay as you can see using an Autocorrelation Function indicator on absolute or squared returns. The autocorrelation causes volatility clustering which values the recent volatility more. Therefore, exponentially weighted volatility can suit the property of volatility well.   • RiskMetrics uses 0.94 for lambda which equals 30 lookback period. In this indicator Lambda is coded to adjust with the lookback. It's also easy for EWMA to forecast one period volatility ahead.   • However, EWMA volatility is not often used because there are better options to weight volatility such as ARCH and GARCH. Adjusted Mean Absolute Deviation Estimator:   • This estimator does not use standard deviation to calculate volatility. It uses the distance log return is from its moving average as volatility.   • It’s a simple way to calculate volatility and it’s effective. The difference is the estimator does not have to square the log returns to get the volatility. The paper suggests this estimator has more predictive power.   • The mean absolute deviation here is adjusted to get rid of the bias. It scales the value so that it can be comparable to the other historical volatility estimators.   • In Nassim Taleb’s paper, he mentions people sometimes confuse MAD with standard deviation for volatility measurements. And he suggests people use mean absolute deviation instead of standard deviation when we talk about volatility. Adjusted Median Absolute Deviation Estimator:   • This is another estimator that does not use standard deviation to measure volatility.   • Using the median gives a more robust estimator when there are extreme values in the returns. It works better in fat-tailed distribution.   • The median absolute deviation is adjusted by maximum likelihood estimation so that its value is scaled to be comparable to other volatility estimators. █ FEATURES   • You can select the volatility estimator models in the Volatility Model input   • Historical Volatility is annualized. You can type in the numbers of trading days in a year in the Annual input based on the asset you are trading.   • Alpha is used to adjust the Yang Zhang volatility estimator value.   • Percentile Length is used to Adjust Percentile coloring lookbacks.   • The gradient coloring will be based on the percentile value (0- 100). The higher the percentile value, the warmer the color will be, which indicates high volatility. The lower the percentile value, the colder the color will be, which indicates low volatility.   • When percentile coloring is off, it won’t show the gradient color.   • You can also use invert color to make the high volatility a cold color and a low volatility high color. Volatility has some mean reversion properties. Therefore when volatility is very low, and color is close to aqua, you would expect it to expand soon. When volatility is very high, and close to red, you would it expect it to contract and cool down.   • When the background signal is on, it gives a signal when HVP is very low. Warning there might be a volatility expansion soon. • You can choose the plot style, such as lines, columns, areas in the plotstyle input.   • When the show information panel is on, a small panel will display on the right.   • The information panel displays the historical volatility model name, the 50th percentile of HV, and HV percentile. 50 the percentile of HV also means the median of HV. You can compare the value with the current HV value to see how much it is above or below so that you can get an idea of how high or low HV is. HV Percentile value is from 0 to 100. It tells us the percentage of periods over the entire lookback that historical volatility traded below the current level. Higher HVP, higher HV compared to its historical data. The gradient color is also based on this value. █ HOW TO USE If you haven’t used the hvp indicator, we suggest you use the HVP indicator first. This indicator is more like historical volatility with HVP coloring. So it displays HVP values in the color and panel, but it’s not range bound like the HVP and it displays HV values. The user can have a quick understanding of how high or low the current volatility is compared to its historical value based on the gradient color. They can also time the market better based on volatility mean reversion. High volatility means volatility contracts soon (Move about to End, Market will cooldown), low volatility means volatility expansion soon (Market About to Move). █ FINAL THOUGHTS HV vs ATR The above volatility estimator concepts are a display of history in the quantitative finance realm of the research of historical volatility estimations. It's a timeline of range based from the Parkinson Volatility to Yang Zhang volatility. We hope these descriptions make more people know that even though ATR is the most popular volatility indicator in technical analysis, it's not the best estimator. Almost no one in quant finance uses ATR to measure volatility (otherwise these papers will be based on how to improve ATR measurements instead of HV). As you can see, there are much more advanced volatility estimators that also take account into open, close, high, and low. HV values are based on log returns with some calculation adjustment. It can also be scaled in terms of price just like ATR. And for profit-taking ranges, ATR is not based on probabilities. Historical volatility can be used in a probability distribution function to calculated the probability of the ranges such as the Expected Move indicator. Other Estimators There are also other more advanced historical volatility estimators. There are high frequency sampled HV that uses intraday data to calculate volatility. We will publish the high frequency volatility estimator in the future. There's also ARCH and GARCH models that takes volatility clustering into account. GARCH models require maximum likelihood estimation which needs a solver to find the best weights for each component. This is currently not possible on TV due to large computational power requirements. All the other indicators claims to be GARCH are all wrong.
Pine Script® インジケーター
Motgenchの投稿
Superior-Range Bound Renko - Alerts - 11-29-25 - Signal LynxSuperior-Range Bound Renko – Alerts Edition with Advanced Risk Management Template Signal Lynx | Free Scripts supporting Automation for the Night-Shift Nation 🌙 1. Overview This is the Alerts & Indicator Edition of Superior-Range Bound Renko (RBR). The Strategy version is built for backtesting inside TradingView. This Alerts version is built for automation: it emits clean, discrete alert events that you can route into webhooks, bots, or relay engines (including your own Signal Lynx-style infrastructure). Under the hood, this script contains the same core engine as the strategy: Adaptive Range Bounding based on volatility Renko Brick Emulation on standard candles A stack of Laguerre Filters for impulse detection K-Means-style Adaptive SuperTrend for trend confirmation The full Signal Lynx Risk Management Engine (state machine, layered exits, AATS, RSIS, etc.) The difference is in what we output: Instead of placing historical trades, this version: Plots the entry and RM signals in a separate pane (overlay = false) Exposes alertconditions for: Long Entry Short Entry Close Long Close Short TP1, TP2, TP3 hits (Staged Take Profit) This makes it ideal as the signal source for automated execution via TradingView Alerts + Webhooks. 2. Quick Action Guide (TL;DR) Best Timeframe: 4H and above. This is a swing-trading / position-trading style engine, not a micro-scalper. Best Assets: Volatile but structured markets, e.g.: BTC, ETH, XAUUSD (Gold), GBPJPY, and similar high-volatility majors or indices. Script Type: indicator() – Alerts & Visualization Only No built-in order placement All “orders” are emitted as alerts for your external bot or manual handling Strategy Type: Volatility-Adaptive Trend Following + Impulse Detection using Renko-like structure and multi-layer Laguerre filters. Repainting: Designed to be non-repainting on closed candles. The underlying Risk Management engine is built around previous-bar data (close , high , low ) for execution-critical logic. Intrabar values can move while the bar is forming (normal for any advanced signal), but once a bar closes, the alert logic is stable. Recommended Alert Settings: Condition: one of the built-in signals (see section 3.B) Options: “Once Per Bar Close” is strongly recommended for automation Message: JSON, CSV, or simple tokens – whatever your webhook / relay expects 3. Detailed Report: How the Alerts Edition Works A. Relationship to the Strategy Version The Alerts Edition shares the same internal logic as the strategy version: Same Adaptive Lookback and volatility normalization Same Range and Close Range construction Same Renko Brick Emulator and directional memory (renkoDir) Same Fib structures, Laguerre stack, K-Means SuperTrend, and Baseline signals (B1, B2) Same Risk Management Engine and layered exits In the strategy script, these signals are wired into strategy.entry, strategy.exit, and strategy.close. In the alerts script: We still compute the final entry/exit signals (Fin, CloseEmAll, TakeProfit1Plot, etc.) Instead of placing trades, we: Plot them for visual inspection Expose them via alertcondition(...) so that TradingView can fire alerts. This ensures that: If you use the same settings on the same symbol/timeframe, the Alerts Edition and Strategy Edition agree on where entries and exits occur. (Subject only to normal intrabar vs. bar-close differences.) B. Signals & Alert Conditions The alerts script focuses on discrete, automation-friendly events. Internally, the main signals are: Fin – Final entry decision from the RM engine CloseEmAll – RM-driven “hard close” signal (for full-position exits) TakeProfit1Plot / 2Plot / 3Plot – One-time event markers when each TP stage is hit On the chart (in the separate indicator pane), you get: plot(Fin) – where: +2 = Long Entry event -2 = Short Entry event plot(CloseEmAll) – where: +1 = “Close Long” event -1 = “Close Short” event plot(TP1/TP2/TP3) (if Staged TP is enabled) – integer tags for TP hits: +1 / +2 / +3 = TP1 / TP2 / TP3 for Longs -1 / -2 / -3 = TP1 / TP2 / TP3 for Shorts The corresponding alertconditions are: Long Entry alertcondition(Fin == 2, title="Long Entry", message="Long Entry Triggered") Fire this to open/scale a long position in your bot. Short Entry alertcondition(Fin == -2, title="Short Entry", message="Short Entry Triggered") Fire this to open/scale a short position. Close Long alertcondition(CloseEmAll == 1, title="Close Long", message="Close Long Triggered") Fire this to fully exit a long position. Close Short alertcondition(CloseEmAll == -1, title="Close Short", message="Close Short Triggered") Fire this to fully exit a short position. TP 1 Hit alertcondition(TakeProfit1Plot != 0, title="TP 1 Hit", message="TP 1 Level Reached") First staged take profit hit (either long or short). Your bot can interpret the direction based on position state or message tags. TP 2 Hit alertcondition(TakeProfit2Plot != 0, title="TP 2 Hit", message="TP 2 Level Reached") TP 3 Hit alertcondition(TakeProfit3Plot != 0, title="TP 3 Hit", message="TP 3 Level Reached") Together, these give you a complete trade lifecycle: Open Long / Short Optionally scale out via TP1/TP2/TP3 Close remaining via Close Long / Close Short All while the Risk Management Engine enforces the same logic as the strategy version. C. Using This Script for Automation This Alerts Edition is designed for: Webhook-based bots Execution relays (e.g., your own Lynx-Relay-style engine) Dedicated external trade managers Typical setup flow: Add the script to your chart Same symbol, timeframe, and settings you use in the Strategy Edition backtests. Configure Inputs: Longs / Shorts enabled Risk Management toggles (SL, TS, Staged TP, AATS, RSIS) Weekend filter (if you do not want weekend trades) RBR-specific knobs (Adaptive Lookback, Brick type, ATR vs Standard Brick, etc.) Create Alerts for Each Event Type You Need: Long Entry Short Entry Close Long Close Short TP1 / TP2 / TP3 (optional, if your bot handles partial closes) For each: Condition: the corresponding alertcondition Option: “Once Per Bar Close” is strongly recommended Message: You can use structured JSON or a simple token set like: {"side":"long","event":"entry","symbol":"{{ticker}}","time":"{{timenow}}"} or a simpler text for manual trading like: LONG ENTRY | {{ticker}} | {{interval}} Wire Up Your Bot / Relay: Point TradingView’s webhook URL to your execution engine Parse the messages and map them into: Exchange Symbol Side (long/short) Action (open/close/partial) Size and risk model (this script does not position-size for you; it only signals when, not how much.) Because the alerts come from a non-repainting, RM-backed engine that you’ve already validated via the Strategy Edition, you get a much cleaner automation pipeline. D. Repainting Protection (Alerts Edition) The same protections as the Strategy Edition apply here: Execution-critical logic (trailing stop, TP triggers, SL, RM state changes) uses previous bar OHLC: open , high , low , close No security() with lookahead or future-bar dependencies. This means: Alerts are designed to fire on states that would have been visible at bar close, not on hypothetical “future history.” Important practical note: Intrabar: While a bar is forming, internal conditions can oscillate. Bar Close: With “Once Per Bar Close” alerts, the fired signal corresponds to the final state of the engine for that candle, matching your Strategy Edition expectations. 4. For Developers & Modders You can treat this Alerts script as an ”RM + Alert Framework” and inject any signal logic you want. Where to plug in: Find the section: // BASELINE & SIGNAL GENERATION You’ll see how B1 and B2 are built from the RBR stack and then combined: baseSig = B2 altSig = B1 finalSig = sigSwap ? baseSig : altSig To use your own logic: Replace or wrap the code that sets baseSig / altSig with your own conditions: e.g., RSI, MACD, Heikin Ashi filters, candle patterns, volume filters, etc. Make sure your final decision is still: 2 → Long / Buy signal -2 → Short / Sell signal 0 → No trade finalSig is then passed into the RM engine and eventually becomes Fin, which: Drives the Long/Short Entry alerts Interacts with the RM state machine to integrate properly with AATS, SL, TS, TP, etc. Because this script already exposes alertconditions for key lifecycle events, you don’t need to re-wire alerts each time — just ensure your logic feeds into finalSig correctly. This lets you use the Signal Lynx Risk Management Engine + Alerts wrapper as a drop-in chassis for your own strategies. 5. About Signal Lynx Automation for the Night-Shift Nation 🌙 Signal Lynx builds tools and templates that help traders move from: “I have an indicator” → “I have a structured, automatable strategy with real risk management.” This Superior-Range Bound Renko – Alerts Edition is the automation-focused companion to the Strategy Edition. It’s designed for: Traders who backtest with the Strategy version Then deploy live signals with this Alerts version via webhooks or bots While relying on the same non-repainting, RM-driven logic We release this code under the Mozilla Public License 2.0 (MPL-2.0) to support the Pine community with: Transparent, inspectable logic A reusable Risk Management template A reference implementation of advanced adaptive logic + alerts If you are exploring full-stack automation (TradingView → Webhooks → Exchange / VPS), keep Signal Lynx in your search. License: Mozilla Public License 2.0 (Open Source). If you build improvements or helpful variants, please consider sharing them back with the community.
Pine Script® インジケーター
SignalLynxの投稿
Superior-Range Bound Renko - Strategy - 11-29-25 - SignalLynxSuperior-Range Bound Renko Strategy with Advanced Risk Management Template Signal Lynx | Free Scripts supporting Automation for the Night-Shift Nation 🌙 1. Overview Welcome to Superior-Range Bound Renko (RBR) — a volatility-aware, structure-respecting swing-trading system built on top of a full Risk Management (RM) Template from Signal Lynx. Instead of relying on static lookbacks (like “14-period RSI”) or plain MA crosses, Superior RBR: Adapts its range definition to market volatility in real time Emulates Renko Bricks on a standard, time-based chart (no Renko chart type required) Uses a stack of Laguerre Filters to detect genuine impulse vs. noise Adds an Adaptive SuperTrend powered by a small k-means-style clustering routine on volatility Under the hood, this script also includes the full Signal Lynx Risk Management Engine: A state machine that separates “Signal” from “Execution” Layered exit tools: Stop Loss, Trailing Stop, Staged Take Profit, Advanced Adaptive Trailing Stop (AATS), and an RSI-style stop (RSIS) Designed for non-repainting behavior on closed candles by basing execution-critical logic on previous-bar data We are publishing this as an open-source template so traders and developers can leverage a professional-grade RM engine while integrating their own signal logic if they wish. 2. Quick Action Guide (TL;DR) Best Timeframe: 4 Hours (H4) and above. This is a high-conviction swing-trading system, not a scalper. Best Assets: Volatile instruments that still respect market structure: Bitcoin, Ethereum, Gold (XAUUSD), high-volatility Forex pairs (e.g., GBPJPY), indices with clean ranges. Strategy Type: Volatility-Adaptive Trend Following + Impulse Detection. It hunts for genuine expansion out of ranges, not tiny mean-reversion nibbles. Key Feature: Renko Emulation on time-based candles. We mathematically model Renko Bricks and overlay them on your standard chart to define: “Equilibrium” zones (inside the brick structure) “Breakout / impulse” zones (when price AND the impulse line depart from the bricks) Repainting: Designed to be non-repainting on closed candles. All RM execution logic uses confirmed historical data (no future bars, no security() lookahead). Intrabar flicker during formation is allowed, but once a bar closes the engine’s decisions are stable. Core Toggles & Filters: Enable Longs and Shorts independently Optional Weekend filter (block trades on Saturday/Sunday) Per-module toggles: Stop Loss, Trailing Stop, Staged Take Profits, AATS, RSIS 3. Detailed Report: How It Works A. The Strategy Logic: Superior RBR Superior RBR builds its entry signal from multiple mathematical layers working together. 1) Adaptive Lookback (Volatility Normalization) Instead of a fixed 100-bar or 200-bar range, the script: Computes ATR-based volatility over a user-defined period. Normalizes that volatility relative to its recent min/max. Maps the normalized value into a dynamic lookback window between a minimum and maximum (e.g., 4 to 100 bars). High Volatility: The lookback shrinks, so the system reacts faster to explosive moves. Low Volatility: The lookback expands, so the system sees a “bigger picture” and filters out chop. All the core “Range High/Low” and “Range Close High/Low” boundaries are built on top of this adaptive window. 2) Range Construction & Quick Ranges The engine constructs several nested ranges: Outer Range: rangeHighFinal – dynamic highest high rangeLowFinal – dynamic lowest low Inner Close Range: rangeCloseHighFinal – highest close rangeCloseLowFinal – lowest close Quick Ranges: “Half-length” variants of those, used to detect more responsive changes in structure and volatility. These ranges define: The macro box price is trading inside Shorter-term “pressure zones” where price is coiling before expansion 3) Renko Emulation (The Bricks) Rather than using the Renko chart type (which discards time), this script emulates Renko behavior on your normal candles: A “brick size” is defined either: As a standard percentage move, or As a volatility-driven (ATR) brick, optionally inhibited by a minimum standard size The engine tracks a base value and derives: brickUpper – top of the emulated brick brickLower – bottom of the emulated brick When price moves sufficiently beyond those levels, the brick “shifts”, and the directional memory (renkoDir) updates: renkoDir = +2 when bricks are advancing upward renkoDir = -2 when bricks are stepping downward You can think of this as a synthetic Renko tape overlaid on time-based candles: Inside the brick: equilibrium / consolidation Breaking away from the brick: momentum / expansion 4) Impulse Tracking with Laguerre Filters The script uses multiple Laguerre Filters to smooth price and brick-derived data without traditional lag. Key filters include: LagF_1 / LagF_W: Based on brick upper/lower baselines LagF_Q: Based on HLCC4 (high + low + 2×close)/4 LagF_Y / LagF_P: Complex averages combining brick structures and range averages LagF_V (Primary Impulse Line): A smooth, high-level impulse line derived from a blend of the above plus the outer ranges Conceptually: When the impulse line pushes away from the brick structure and continues in one direction, an impulse move is underway. When its direction flips and begins to roll over, the impulse is fading, hinting at mean reversion back into the range. 5) Fib-Based Structure & Swaps The system also layers in Fib levels derived from the adaptive ranges: Standard levels (12%, 23.6%, 38.2%, 50%, 61%, 76.8%, 88%) from the main range A secondary “swap” set derived from close-range dynamics (fib12Swap, fib23Swap, etc.) These Fibs are used to: Bucket price into structural zones (below 12, between 23–38, etc.) Detect breakouts when price and Laguerre move beyond key Fib thresholds Drive zSwap logic (where a secondary Fib set becomes the active structure once certain conditions are met) 6) Adaptive SuperTrend with K-Means-Style Volatility Clustering Under the hood, the script uses a small k-means-style clustering routine on ATR: ATR is measured over a fixed period The range of ATR values is split into Low, Medium, High volatility centroids Current ATR is assigned to the nearest centroid (cluster) From that, a SuperTrend variant (STK) is computed with dynamic sensitivity: In quiet markets, SuperTrend can afford to be tighter In wild markets, it widens appropriately to avoid constant whipsaw This SuperTrend-based oscillator (LagF_K and its signals) is then combined with the brick and Laguerre stack to confirm valid trend regimes. 7) Final Baseline Signals (+2 / -2) The “brain” of Superior RBR lives in the Baseline & Signal Generation block: Two composite signals are built: B1 and B2: They combine: Fib breakouts Renko direction (renkoDir) Expansion direction (expansionQuickDir) Multiple Laguerre alignments (LagF_Q, LagF_W, LagF_Y, LagF_Z, LagF_P, LagF_V) They also factor in whether Fib structures are expanding or contracting. A user toggle selects the “Baseline” signal: finalSig = B2 (default) or B1 (alternate baseline) finalSig is then filtered through the RM state machine and only when everything aligns, we emit: +2 = Long / Buy signal -2 = Short / Sell signal 0 = No new trade Those +2 / -2 values are what feed the Risk Management Engine. B. The Risk Management (RM) Engine This script features the Signal Lynx Risk Management Engine, a proprietary state machine built to separate Signal from Execution. Instead of firing orders directly on indicator conditions, we: Convert the raw signal into a clean integer (Fin = +2 / -2 / 0) Feed it into a Trade State Machine that understands: Are we flat? Are we in a long or short? Are we in a closing sequence? Should we permit re-entry now or wait? Logic Injection / Template Concept: The RM engine expects a simple integer: +2 → Buy -2 → Sell Everything else (0) is “no new trade” This makes the script a template: You can remove the Superior RBR block Drop in your own logic (RSI, MACD, price action, etc.) As long as you output +2 or -2 into the same signal channel, the RM engine can drive all exits and state transitions. Aggressive vs Conservative Modes: The input AgressiveRM (Aggressive RM) governs how we interpret signals: Conservative Mode (Aggressive RM = false): Uses a more filtered internal signal (AF) to open trades Effectively waits for a clean trend flip / confirmation before new entries Minimizes whipsaw at the cost of fewer trades Aggressive Mode (Aggressive RM = true): Reacts directly to the fresh alert (AO) pulses Allows faster re-entries in the same direction after RM-based exits Still respects your pyramiding setting; this script ships with pyramiding = 0 by default, so it will not stack multiple positions unless you change that parameter in the strategy() call. The state machine enforces discipline on top of your signal logic, reducing double-fires and signal spam. C. Advanced Exit Protocols (Layered Defense) The exit side is where this template really shines. Instead of a single “take profit or stop loss,” it uses multiple, cooperating layers. 1) Hard Stop Loss A classic percentage-based Stop Loss (SL) relative to the entry price. Acts as a final “catastrophic protection” layer for unexpected moves. 2) Standard Trailing Stop A percentage-based Trailing Stop (TS) that: Activates only after price has moved a certain percentage in your favor (tsActivation) Then trails price by a configurable percentage (ts) This is a straightforward, battle-tested trailing mechanism. 3) Staged Take Profits (Three Levels) The script supports three staged Take Profit levels (TP1, TP2, TP3): Each stage has: Activation percentage (how far price must move in your favor) Trailing amount for that stage Position percentage to close Example setup: TP1: Activate at +10% Trailing 5% Close 10% of the position TP2: Activate at +20% Trailing 10% Close another 10% TP3: Activate at +30% Trailing 5% Close the remaining 80% (“runner”) You can tailor these quantities for partial scaling out vs. letting a core position ride. 4) Advanced Adaptive Trailing Stop (AATS) AATS is a sophisticated volatility- and structure-aware stop: Uses Hirashima Sugita style levels (HSRS) to model “floors” and “ceilings” of price: Dungeon → Lower floors → Mid → Upper floors → Penthouse These levels classify where current price sits within a long-term distribution. Combines HSRS with Bollinger-style envelopes and EMAs to determine: Is price extended far into the upper structure? Is it compressed near the lower ranges? From this, it computes an adaptive factor that controls how tight or loose the trailing level (aATS / bATS) should be: High Volatility / Penthouse areas: Stop loosens to avoid getting wicked out by inevitable spikes. Low Volatility / compressed structure: Stop tightens to lock in and protect profit. AATS is designed to be the “smart last line” that responds to context instead of a single fixed percentage. 5) RSI-Style Stop (RSIS) On top of AATS, the script includes a RSI-like regime filter: A McGinley Dynamic mean of price plus ATR bands creates a dynamic channel. Crosses above the top band and below the lower band change a directional state. When enabled (UseRSIS): RSIS can confirm or veto AATS closes: For longs: A shift to bearish RSIS can force exits sooner. For shorts: A shift to bullish RSIS can do the same. This extra layer helps avoid over-reactive stops in strong trends while still respecting a regime change when it happens. D. Repainting Protection Many strategies look incredible in the Strategy Tester but fail in live trading because they rely on intrabar values or future-knowledge functions. This template is built with closed-candle realism in mind: The Risk Management logic explicitly uses previous bar data (open , high , low , close ) for the key decisions on: Trailing stop updates TP triggers SL hits RM state transitions No security() lookahead or future-bar access is used. This means: Backtest behavior is designed to match what you can actually get with TradingView alerts and live automation. Signals may “flicker” intrabar while the candle is forming (as with any strategy), but on closed candles, the RM decisions are stable and non-repainting. 4. For Developers & Modders We strongly encourage you to mod this script. To plug your own strategy into the RM engine: Look for the section titled: // BASELINE & SIGNAL GENERATION You will see composite logic building B1 and B2, and then selecting: baseSig = B2 altSig = B1 finalSig = sigSwap ? baseSig : altSig You can replace the content used to generate baseSig / altSig with your own logic, for example: RSI crosses MACD histogram flips Candle pattern detectors External condition flags Requirements are simple: Your final logic must output: 2 → Buy signal -2 → Sell signal 0 → No new trade That output flows into the RM engine via finalSig → AlertOpen → state machine → Fin. Once you wire your signals into finalSig, the entire Risk Management system (Stops, TPs, AATS, RSIS, re-entry logic, weekend filters, long/short toggles) becomes available for your custom strategy without re-inventing the wheel. This makes Superior RBR not just a strategy, but a reference architecture for serious Pine dev work. 5. About Signal Lynx Automation for the Night-Shift Nation 🌙 Signal Lynx focuses on helping traders and developers bridge the gap between indicator logic and real-world automation. The same RM engine you see here powers multiple internal systems and templates, including other public scripts like the Super-AO Strategy with Advanced Risk Management. We provide this code open source under the Mozilla Public License 2.0 (MPL-2.0) to: Demonstrate how Adaptive Logic and structured Risk Management can outperform static, one-layer indicators Give Pine Script users a battle-tested RM backbone they can reuse, remix, and extend If you are looking to automate your TradingView strategies, route signals to exchanges, or simply want safer, smarter strategy structures, please keep Signal Lynx in your search. License: Mozilla Public License 2.0 (Open Source). If you make beneficial modifications, please consider releasing them back to the community so everyone can benefit.
Pine Script® ストラテジー
SignalLynxの投稿
DPX+ Command Structural Flow Engine (v6) - FinalDPX+ COMMAND STRUCTURAL FLOW ENGINE v6 — DARKPOOL EDITION The most advanced auto-calibrated dark-pool absorption + structural flow detector ever released to the public. 100% Open Source • Zero repainting • Institutional-grade math • Built for commanders only. WHAT THIS ACTUALLY IS A real-time fusion of: • Reynolds Number proxy (laminar → turbulent flow detection) • Tsallis Δq non-extensive entropy (tension & phase transition predictor) • DPX — proprietary Dark Pool Absorption Index (volume-weighted inefficiency) All three are AUTO-CALIBRATED to the current market regime. No manual thresholds. Works on BTC, SPX, TSLA, 1m or monthly — same settings. FEATURES • Jet-black military HUD with live COMMAND output • Lethal Entry signals when ALL 3 systems align (extremely rare, extremely high win rate) • Visualizes laminar vs turbulent flow in real time • DPX absorption/distribution zones with dynamic bands • Structural break warnings before violent moves • Zero input tweaking needed — fully adaptive USE CASE This is not a "buy/sell arrow" script. This is a command-center structural flow monitor used by professionals who understand order flow phases: → Accumulation (dark pool buying dips) → Tension buildup (Δq spike) → Phase transition (laminar → turbulent) → Lethal structural convergence = high-conviction entry WHEN THE HUD SAYS "**BUY** (Lethal Structural Convergence)" — you listen. Tested and proven on: • Crypto bear market bottoms • 2022–2023 SPX distribution tops • 2025 small-cap rotation Fully open source because real edge isn’t in the code — it’s in understanding what the code is showing you. If you know, you know. #darkpool #orderflow #structural #dpx #reynolds #tsallis #institutional #smartmoney #accumulation #distribution #phasechange #ict #smc #commandcenter Made with respect for the craft. Drop a ♥ if this speaks to you.
Pine Script® インジケーター
Timmy741の投稿
Bitcoin vs. S&P 500 Performance Comparison**Full Description:** **Overview** This indicator provides an intuitive visual comparison of Bitcoin's performance versus the S&P 500 by shading the chart background based on relative strength over a rolling lookback period. **How It Works** - Calculates percentage returns for both Bitcoin and the S&P 500 (ES1! futures) over a specified lookback period (default: 75 bars) - Compares the returns and shades the background accordingly: - **Green/Teal Background**: Bitcoin is outperforming the S&P 500 - **Red/Maroon Background**: S&P 500 is outperforming Bitcoin - Displays a real-time performance difference label showing the exact percentage spread **Key Features** ✓ Rolling performance comparison using customizable lookback period (default 75 bars) ✓ Clean visual representation with adjustable transparency ✓ Works on any timeframe (optimized for daily charts) ✓ Real-time performance differential display ✓ Uses ES1! (E-mini S&P 500 continuous futures) for accurate comparison ✓ Fine-tuning adjustment factor for precise calibration **Use Cases** - Identify market regimes where Bitcoin outperforms or underperforms traditional equities - Spot trend changes in relative performance - Assess risk-on vs risk-off periods - Compare Bitcoin's momentum against broader market conditions - Time entries/exits based on relative strength shifts **Settings** - **S&P 500 Symbol**: Default ES1! (can be changed to SPX or other indices) - **Lookback Period**: Number of bars for performance calculation (default: 75) - **Adjustment Factor**: Fine-tune calibration to match specific data feeds - **Transparency Controls**: Customize background shading intensity - **Show/Hide Label**: Toggle performance difference display **Best Practices** - Use on daily timeframe for swing trading and position analysis - Combine with other momentum indicators for confirmation - Watch for color transitions as potential regime change signals - Consider using multiple timeframes for comprehensive analysis **Technical Details** The indicator calculates rolling percentage returns using the formula: ((Current Price / Price ) - 1) × 100, then compares Bitcoin's return to the S&P 500's return over the same period. The background color dynamically updates based on which asset is showing stronger performance.
Pine Script® インジケーター
gman1023の投稿
RCV Essentials════════════════════════════════════════════ RCV ESSENTIALS - MULTI-TIMEFRAME & SESSION ANALYSIS TOOL ════════════════════════════════════════════ 📊 WHAT THIS INDICATOR DOES This professional-grade indicator combines two powerful analysis modules: 1. TRADING SESSION TRACKER - Visualizes high/low ranges for major global market sessions (NY Open, London Open, Asian Session, etc.) 2. MULTI-TIMEFRAME CANDLE DISPLAY - Shows up to 8 higher timeframes simultaneously on your chart (15m, 30m, 1H, 4H, 1D, 1W, 1M, 3M) ════════════════════════════════════════════ 🎯 KEY FEATURES ════════════════════════════════════════════ TRADING SESSIONS MODULE: ✓ Track up to 6 custom trading sessions simultaneously ✓ Real-time high/low range detection during active sessions ✓ Pre-configured for NYO (7-9am), LNO (2-3am), Asian Session (4:30pm-12am) ✓ 60+ global timezone options ✓ Customizable colors, labels, and transparency ✓ Daily divider lines (optional Sunday skip for traditional markets) ✓ Only displays on ≤30m timeframes for optimal clarity MULTI-TIMEFRAME CANDLES MODULE: ✓ Display 1-8 higher timeframes with up to 10 candles each ✓ Real-time candle updates (non-repainting) ✓ Fully customizable colors (separate bullish/bearish for body/border/wick) ✓ Adjustable candle width, spacing, and positioning ✓ Smart label system (top/bottom/both, aligned or follow candles) ✓ Automatic timeframe validation (only shows TFs higher than chart) ✓ Memory-optimized with automatic cleanup ════════════════════════════════════════════ 🔧 HOW IT WORKS ════════════════════════════════════════════ TECHNICAL IMPLEMENTATION: Session Tracking Algorithm: • Detects session start/end using time() function with timezone support • Continuously monitors and updates high/low during active session • Finalizes range when session ends using var persistence • Draws boxes using real-time bar_index positioning • Maintains session ranges across multiple days for reference Multi-Timeframe System: • Uses ta.change(time()) detection to identify new MTF candle formation • Constructs candles using custom Type definitions (Candle, CandleSet, Config) • Stores OHLC data in arrays with automatic size management • Renders using box objects (bodies) and line objects (wicks) • Updates current candle every tick; historical candles remain static • Calculates dynamic positioning based on user settings (offset, spacing, width) Object-Oriented Architecture: • Custom Type "Candle" - Stores OHLC values, timestamps, visual elements • Custom Type "CandleSet" - Manages arrays of candles + settings per timeframe • Custom Type "Config" - Centralizes all display configuration • Efficient memory management via unshift() for new candles, pop() for old Performance Optimizations: • var declarations minimize recalculation overhead • Conditional execution (sessions only on short timeframes) • Maximum display limits prevent excessive object creation • Timeframe validation at barstate.isfirst reduces redundant checks ════════════════════════════════════════════ 📈 HOW TO USE ════════════════════════════════════════════ SETUP: 1. Add indicator to chart (works best on 1m-30m timeframes) 2. Open Settings → "Trading Sessions" group - Enable desired sessions (NYO, LNO, AS, or custom) - Select your timezone from 60+ options - Adjust colors and transparency 3. Open Settings → "Multi-TF Candles" group - Enable timeframes (TF1-TF8) - Configure each timeframe and display count - Customize colors and layout READING THE CHART: • Session boxes show high/low ranges during active sessions • MTF candles display to the right of current price • Labels identify each timeframe (15m, 1H, 4H, etc.) • Real-time updates on the most recent MTF candle TRADING APPLICATIONS: Session Breakout Strategy: → Identify session high/low (e.g., Asian session 16:30-00:00) → Wait for break above/below range → Confirm with higher timeframe candle close → Enter in breakout direction, stop at opposite side of range Multi-Timeframe Confirmation: → Spot setup on primary chart (e.g., 5m) → Verify 15m, 1H, 4H candles align with trade direction → Only take trades where higher TFs confirm → Exit when higher TF candles show reversal Combined Session + MTF: → Asian session establishes range overnight → London Open breaks Asian high → Confirm with bullish 15m + 1H candles → Enter long with stop below Asian high ════════════════════════════════════════════ 🎨 ORIGINALITY & INNOVATION ════════════════════════════════════════════ What makes this indicator original: 1. INTEGRATED DUAL-MODULE DESIGN Unlike separate session or MTF indicators, this combines both in a single performance-optimized script, enabling powerful correlation analysis between session behavior and timeframe structure. 2. ADVANCED RENDERING SYSTEM Uses custom Pine Script v5 Types with dynamic box/line object management instead of basic plot functions. This enables: • Precise visual control over positioning and spacing • Real-time updates without repainting • Efficient memory handling via automatic cleanup • Support for 8 simultaneous timeframes with independent settings 3. INTELLIGENT SESSION TRACKING The algorithm continuously recalculates ranges bar-by-bar during active sessions, then preserves the final range. This differs from static zone indicators that simply draw fixed boxes at predefined levels. 4. MODULAR ARCHITECTURE Custom Type definitions (Candle, CandleSet, Config) create extensible, maintainable code structure while supporting complex multi-timeframe operations with minimal performance impact. 5. PROFESSIONAL FLEXIBILITY Extensive customization: 6 configurable sessions, 8 timeframe slots, 60+ timezones, granular color/sizing/spacing controls, multiple label positioning modes—adaptable to any market or trading style. 6. SMART VISUAL DESIGN Automatic timeframe validation, dynamic label alignment options, and intelligent spacing calculations ensure clarity even with multiple timeframes displayed simultaneously. ════════════════════════════════════════════ ⚙️ CONFIGURATION OPTIONS ════════════════════════════════════════════ TRADING SESSIONS: • Session 1-6: On/Off toggles • Time Ranges: Custom start-end times • Labels: Custom text for each session • Colors: Individual color per session • Timezone: 60+ options (Americas, Europe, Asia, Pacific, Africa) • Range Transparency: 0-100% • Outline: Optional border • Label Display: Show/hide session names • Daily Divider: Dotted lines at day changes • Skip Sunday: For traditional markets vs 24/7 crypto MULTI-TF CANDLES: • Timeframes 1-8: Enable/disable individually • Timeframe Selection: Any TF (seconds to months) • Display Count: 1-10 candles per timeframe • Bullish Colors: Body/Border/Wick (independent) • Bearish Colors: Body/Border/Wick (independent) • Candle Width: 1-10+ bars • Right Margin: 0-200+ bars from edge • TF Spacing: Gap between timeframe groups • Label Color: Any color • Label Size: Tiny/Small/Normal/Large/Huge • Label Position: Top/Bottom/Both • Label Alignment: Follow Candles or Align ════════════════════════════════════════════ 📋 TECHNICAL SPECIFICATIONS ════════════════════════════════════════════ • Pine Script Version: v5 • Chart Overlay: True • Max Boxes: 500 • Max Lines: 500 • Max Labels: 500 • Max Bars Back: 5000 • Update Frequency: Real-time (every tick) • Timeframe Compatibility: Chart TF must be lower than selected MTFs • Session Display: Activates only on ≤30 minute timeframes • Memory Management: Automatic cleanup via array operations
Pine Script® インジケーター
RCVisionariesの投稿
Third eye • StrategyThird eye • Strategy – User Guide 1. Idea & Concept Third eye • Strategy combines three things into one system: Ichimoku Cloud – to define market regime and support/resistance. Moving Average (trend filter) – to trade only in the dominant direction. CCI (Commodity Channel Index) – to generate precise entry signals on momentum breakouts. The script is a strategy, not an indicator: it can backtest entries, exits, SL, TP and BreakEven logic automatically. 2. Indicators Used 2.1 Ichimoku Standard Ichimoku settings (by default 9/26/52/26) are used: Conversion Line (Tenkan-sen) Base Line (Kijun-sen) Leading Span A & B (Kumo Cloud) Lagging Span is calculated but hidden from the chart (for visual simplicity). From the cloud we derive: kumoTop – top of the cloud under current price. kumoBottom – bottom of the cloud under current price. Flags: is_above_kumo – price above the cloud. is_below_kumo – price below the cloud. is_in_kumo – price inside the cloud. These conditions are used as trend / regime filters and for stop-loss & trailing stops. 2.2 Moving Average You can optionally display and use a trend MA: Types: SMA, EMA, DEMA, WMA Length: configurable (default 200) Source: default close Filter idea: If MA Direction Filter is ON: When Close > MA → strategy allows only Long signals. When Close < MA → strategy allows only Short signals. The MA is plotted on the chart (if enabled). 2.3 CCI & Panel The CCI (Commodity Channel Index) is used for entry timing: CCI length and source are configurable (default length 20, source hlc3). Two thresholds: CCI Upper Threshold (Long) – default +100 CCI Lower Threshold (Short) – default –100 Signals: Long signal: CCI crosses up through the upper threshold cci_val < upper_threshold and cci_val > upper_threshold Short signal: CCI crosses down through the lower threshold cci_val > lower_threshold and cci_val < lower_threshold There is a panel (table) in the bottom-right corner: Shows current CCI value. Shows filter status as colored dots: Green = filter enabled and passed. Red = filter enabled and blocking trades. Gray = filter is disabled. Filters shown in the panel: Ichimoku Cloud filter (Long/Short) Ichimoku Lines filter (Conversion/Base vs Cloud) MA Direction filter 3. Filters & Trade Direction All filters can be turned ON/OFF independently. 3.1 Ichimoku Cloud Filter Purpose: trade only when price is clearly above or below the Kumo. Long Cloud Filter (Use Ichimoku Cloud Filter) – when enabled: Long trades only if close > cloud top. Short Cloud Filter – when enabled: Short trades only if close < cloud bottom. If the cloud filter is disabled, this condition is ignored. 3.2 Ichimoku Lines Above/Below Cloud Purpose: stronger trend confirmation: Ichimoku lines should also be on the “correct” side of the cloud. Long Lines Filter: Long allowed only if Conversion Line and Base Line are both above the cloud. Short Lines Filter: Short allowed only if both lines are below the cloud. If this filter is OFF, the conditions are not checked. 3.3 MA Direction Filter As described above: When ON: Close > MA → only Longs. Close < MA → only Shorts. 4. Anti-Re-Entry Logic (Cloud Touch Reset) The strategy uses internal flags to avoid continuous re-entries in the same direction without a reset. Two flags: allowLong allowShort After a Long entry, allowLong is set to false, allowShort to true. After a Short entry, allowShort is set to false, allowLong to true. Flags are reset when price touches the Kumo: If Low goes into the cloud → allowLong = true If High goes into the cloud → allowShort = true If Close is inside the cloud → both allowLong and allowShort are set to true There is a key option: Wait Position Close Before Flag Reset If ON: cloud touch will reset flags only when there is no open position. If OFF: flags can be reset even while a trade is open. This gives a kind of regime-based re-entry control: after a trend leg, you wait for a “cloud interaction” to allow new signals. 5. Risk Management All risk management is handled inside the strategy. 5.1 Position Sizing Order Size % of Equity – default 10% The strategy calculates: position_value = equity * (Order Size % / 100) position_qty = position_value / close So position size automatically adapts to your current equity. 5.2 Take Profit Modes You can choose one of two TP modes: Percent Fibonacci 5.2.1 Percent Mode Single Take Profit at X% from entry (default 2%). For Long: TP = entry_price * (1 + tp_pct / 100) For Short: TP = entry_price * (1 - tp_pct / 100) One strategy.exit per side is used: "Long TP/SL" and "Short TP/SL". 5.2.2 Fibonacci Mode (2 partial TPs) In this mode, TP levels are based on a virtual Fib-style extension between entry and stop-loss. Inputs: Fib TP1 Level (default 1.618) Fib TP2 Level (default 2.5) TP1 Share % (Fib) (default 50%) TP2 share is automatically 100% - TP1 share. Process for Long: Compute a reference Stop (see SL section below) → sl_for_fib. Compute distance: dist = entry_price - sl_for_fib. TP levels: TP1 = entry_price + dist * (Fib TP1 Level - 1) TP2 = entry_price + dist * (Fib TP2 Level - 1) For Short, the logic is mirrored. Two exits are used: TP1 – closes TP1 share % of position. TP2 – closes remaining TP2 share %. Same stop is used for both partial exits. 5.3 Stop-Loss Modes You can choose one of three Stop Loss modes: Stable – fixed % from entry. Ichimoku – fixed level derived from the Kumo. Ichimoku Trailing – dynamic SL following the cloud. 5.3.1 Stable SL For Long: SL = entry_price * (1 - Stable SL % / 100) For Short: SL = entry_price * (1 + Stable SL % / 100) Used both for Percent TP mode and as reference for Fib TP if Kumo is not available. 5.3.2 Ichimoku SL (fixed, non-trailing) At the time of a new trade: For Long: Base SL = cloud bottom minus small offset (%) For Short: Base SL = cloud top plus small offset (%) The offset is configurable: Ichimoku SL Offset %. Once computed, that SL level is fixed for this trade. 5.3.3 Ichimoku Trailing SL Similar to Ichimoku SL, but recomputed each bar: For Long: SL = cloud bottom – offset For Short: SL = cloud top + offset A red trailing SL line is drawn on the chart to visualize current stop level. This trailing SL is also used as reference for BreakEven and for Fib TP distance. 6. BreakEven Logic (with BE Lines) BreakEven is optional and supports two modes: Percent Fibonacci Inputs: Percent mode: BE Trigger % (from entry) – move SL to BE when price goes this % in profit. BE Offset % from entry – SL will be set to entry ± this offset. Fibonacci mode: BE Fib Level – Fib level at which BE will be activated (default 1.618, same style as TP). BE Offset % from entry – how far from entry to place BE stop. The logic: Before BE is triggered, SL follows its normal mode (Stable/Ichimoku/Ichimoku Trailing). When BE triggers: For Long: New SL = max(current SL, BE SL). For Short: New SL = min(current SL, BE SL). This means BE will never loosen the stop – only tighten it. When BE is activated, the strategy draws a violet horizontal line at the BreakEven level (once per trade). BE state is cleared when the position is closed or when a new position is opened. 7. Entry & Exit Logic (Summary) 7.1 Long Entry Conditions for a Long: CCI signal: CCI crosses up through the upper threshold. Ichimoku Cloud Filter (optional): If enabled → price must be above the Kumo. Ichimoku Lines Filter (optional): If enabled → Conversion Line and Base Line must be above the Kumo. MA Direction Filter (optional): If enabled → Close must be above the chosen MA. Anti-re-entry flag: allowLong must be true (cloud-based reset). Position check: Long entries are allowed when current position size ≤ 0 (so it can also reverse from short to long). If all these conditions are true, the strategy sends: strategy.entry("Long", strategy.long, qty = calculated_qty) After entry: allowLong = false allowShort = true 7.2 Short Entry Same structure, mirrored: CCI signal: CCI crosses down through the lower threshold. Cloud filter: price must be below cloud (if enabled). Lines filter: conversion & base must be below cloud (if enabled). MA filter: Close must be below MA (if enabled). allowShort must be true. Position check: position size ≥ 0 (allows reversal from long to short). Then: strategy.entry("Short", strategy.short, qty = calculated_qty) Flags update: allowShort = false allowLong = true 7.3 Exits While in a position: The strategy continuously recalculates SL (depending on chosen mode) and, in Percent mode, TP. In Fib mode, fixed TP levels are computed at entry. BreakEven may raise/tighten the SL if its conditions are met. Exits are executed via strategy.exit: Percent mode: one TP+SL exit per side. Fib mode: two partial exits (TP1 and TP2) sharing the same SL. At position open, the script also draws visual lines: White line — entry price. Green line(s) — TP level(s). Red line — SL (if not using Ichimoku Trailing; with trailing, the red line is updated dynamically). Maximum of 30 lines are kept to avoid clutter. 8. How to Use the Strategy Choose market & timeframe Works well on trending instruments. Try crypto, FX or indices on H1–H4, or intraday if you prefer more trades. Adjust Ichimoku settings Keep defaults (9/26/52/26) or adapt to your timeframe. Configure Moving Average Typical: EMA 200 as a trend filter. Turn MA Direction Filter ON if you want to trade only with the main trend. Set CCI thresholds Default ±100 is classic. Lower thresholds → more signals, higher noise. Higher thresholds → fewer but stronger signals. Enable/disable filters Turn on Ichimoku Cloud and Ichimoku Lines if you want only “clean” trend trades. Use Wait Position Close Before Flag Reset to control how often re-entries are allowed. Choose TP & SL mode Percent mode is simpler and easier to understand. Fibonacci mode is more advanced: it aligns TP levels with the distance to stop, giving asymmetric RR setups (two partial TPs). Choose Stable SL for fixed-risk trades, or Ichimoku / Ichimoku Trailing to tie stops to the cloud structure. Set BreakEven Enable BE if you want to lock in risk-free trades after a certain move. Percent mode is straightforward; Fib mode keeps BreakEven in harmony with your Fib TP setup. Run Backtest & Optimize Press “Add to chart” → go to Strategy Tester. Adjust parameters to your market and timeframe. Look at equity curve, PF, drawdown, average trade, etc. Live / Paper Trading After you’re satisfied with backtest results, use the strategy to generate signals. You can mirror entries/exits manually or connect them to alerts (if you build an alert-based execution layer).
Pine Script® ストラテジー
RezzoRedPriestの投稿
3
Student Wyckoff Target Shooter **Target Shooter — Equal Move Target Tool (Larry Williams idea)** **1. What this indicator does** Target Shooter is a tool that measures the last meaningful price swing and projects an **equal move target** in the direction of the breakout. The logic is simple: * The market makes a move from point A to point B (a swing high to a swing low, or vice versa). * Then price breaks out above or below this swing range. * Target Shooter takes the size of that swing and **adds it in the direction of the breakout**, showing a logical **price target zone** where the move may: * slow down, * react, * or potentially reverse. This is a practical implementation of the “Equal Moves” idea often referenced by Larry Williams. --- **2. Core idea (example)** Example from the classic explanation: * Price drops from **80 down to 20** → the move is **60 points**. * The swing range is now: **High = 80, Low = 20**. * Later, price **breaks above 80**. Target Shooter assumes: > “If the market could move 60 points in one direction, after a breakout it may travel another 60 points in the opposite direction.” So the upside target becomes: * Move size: 80 − 20 = 60 * Breakout above 80 * **Target = 80 + 60 = 140** The indicator finds such swings automatically and draws: * **UT (Upper Target)** on upside breakouts * **DT (Down Target)** on downside breakouts --- **3. What you see on the chart** 1. **Target lines** * When price breaks **above** a previous swing range, the indicator plots a horizontal **UT (Upper Target)** line — the projected equal move target. * When price breaks **below** the previous swing range, it plots a **DT (Down Target)** line — the downside target. * Each line is drawn from the breakout bar and extended to the right for a user-defined number of bars. 2. **Price labels** * A small label “UT” or “DT” is shown at the end of the line with the exact target price. * This makes it easy to see where the projected target is without checking the scale. 3. **Optional swing range (debug view)** * There is an option to display the **swing range** that the target is based on (similar to a Donchian channel on previous bars). * This shows the upper (swing high) and lower (swing low) boundaries the indicator used to define the last move. --- **4. Key inputs (plain language)** * **Swing window length (bars)** How many bars back the indicator looks to find the last meaningful swing (highest high and lowest low). This is like the length of a Donchian channel used to define the previous range. Smaller values → more frequent, shorter targets. Larger values → bigger swings and more distant targets. * **Minimum move size (in ticks)** This is a noise filter. If the distance between the swing high and swing low is smaller than this threshold, no targets are drawn. The indicator will only react to moves that are big enough to matter for your trading. * **Breakout type: Close vs High/Low** * **Breakout by Close**: The target appears only when the **bar closes** above/below the swing range. More conservative and fewer false signals. * **Breakout by High/Low**: The target appears as soon as the **high** or **low** of the bar breaks the swing range. Faster and more aggressive, but more sensitive to noise. * **Target line length (bars)** How far to the right the UT/DT lines should be extended. Shorter length → local target zones. Longer length → important levels visible far into the future. * **Appearance settings** * Separate color, width and style for **UT** and **DT** lines. * Option to show or hide labels with price and “UT/DT” text. --- **5. How to use Target Shooter in trading** > Important: this is **not** an entry signal indicator. > Target Shooter is a **targeting and context tool**, not a standalone system. Typical uses: 1. **Planning take-profit zones** * You already have an entry signal from your own strategy (Wyckoff, Larry Williams patterns, levels, volume, whatever you use). * Target Shooter shows a **logical equal move target** where the current wave can reasonably “shoot”. * You can: * place your main take-profit around the target, * scale out part of the position, * tighten stops when price approaches the target. 2. **Finding potential reaction / reversal areas** * Equal move targets often act as **zones of interest**. * If price reaches a UT/DT level and then shows weakness/absorption/volume spikes or reversal candles, this might be a good place to take profits or look for counter-trend opportunities (for experienced traders). 3. **Assessing trend strength** * If price **easily exceeds** the equal move target and keeps going without any reaction, it suggests a very strong trend. * If price **fails to reach** the target and reverses early, the move is weaker than expected. --- **6. Timeframes** Target Shooter can be used on: * **Intraday** (M5, M15, M30, H1) — for shorter-term targets within the day, * **Higher timeframes** (H4, D1 and above) — for swing and position trades. General rule: The **higher the timeframe and the larger the swing**, the **more important** the target level tends to be. --- **7. Notes and limitations** * The indicator does **not** predict the future. It simply projects a geometric equal move from the last swing. * It should be combined with your own trading framework: * support/resistance, * Wyckoff / VSA, * trend tools, * volume/flow, etc. * Always keep proper risk management. A target is a **scenario**, not a guarantee. .
Pine Script® インジケーター
StudentWyckoffの投稿
2
INDIVIDUAL ASSET BIAS DASHBOARD V3Strategy Name: Individual Asset Bias Dashboard V3 Author Concept: Multi-timeframe 3-pivot alignment bias monitor Timeframe: Works on any chart, but bias is calculated on daily close vs higher timeframe pivots Core Idea (3-Pivot Rule) For each asset we compare the current daily closing level against three classic pivots from higher timeframes: Previous Weekly pivot: (H+L+C)/3 of last completed week Previous Monthly pivot: (H+L+C)/3 of last completed month Previous 3-Monthly pivot: (H+L+C)/3 of last completed quarter Bias Logic: BULL → Price is above all three pivots BEAR → Price is below all three pivots MIXED → Price is in between (no clear alignment) This is a clean, objective, and widely used institutional method to gauge short-term momentum alignment across multiple horizons. Assets Tracke SymbolMeaningSPX500S&P 500 IndexVIXVolatility IndexDXYUS Dollar IndexBTCUSDBitcoinXAUUSDGoldUSOILWTI Crude OilUS10Y10-Year US Treasury YieldUSDJPYJapanese Yen pair Key Features Real-time updating table in the bottom-left corner Color coding: Lime = Bullish, Red = Bearish, Gray = Mixed Optional "Change" column showing flips (▲/▼) when bias changes day-over-day No repainting on closed daily bars (critical for reliability) Compliant with TradingView rules (proper lookahead usage explained below) Important Technical Notes (Why No Repainting) lookahead = barmerge.lookahead_on is used only for higher-timeframe historical pivots → allowed and standard practice Current price uses lookahead = barmerge.lookahead_off → reflects actual tradable daily close Table only draws on barstate.islastconfirmedhistory or barstate.islast → prevents false signals on realtime bar Limitations & Warnings On intraday charts, the "current bias" updates with every tick using the running daily close Bias can flip intraday before daily bar closes On daily or higher charts, the dashboard is 100% confirmation-based and non-repainting This is a bias filter, not a standalone trading system
Pine Script® インジケーター
TokyoTrader101の投稿
WSMR v3.8 — WhaleSplash → Mean Reversal# WSMR v3.8 — WhaleSplash → Mean Reversal ### Global, Anchored, Non-Repainting Signal Framework for Futures, Crypto & Index Markets **WSMR v3.8** is a volatility-anchored market-structure framework designed to detect two high-probability turning points: ## 1️⃣ WhaleSplash (WS) — Short Impulse Exhaustion A “WhaleSplash” is a large downside impulse characterised by: - bar range ≥ *k × ATR* - strong % move - volume expansion vs SMA(20) - deep Z-Score oversold - compression away from VWAP - RSI weakness When these conditions align, the indicator marks a short exhaustion event and prints a 🐋 icon below the bar. This is a **non-repainting bar-close confirmation**. --- ## 2️⃣ Mean Reversal (MR) — Bullish Reversal Setup The MR module combines: - RSI bullish divergence (pivot-based, safe) - Z-Score reset above threshold - SMA20 reclaim with positive slope - Higher-low structure When confirmed at bar-close, the indicator identifies conditions favourable for a **mean-reversion long**. MR signals can optionally trigger an “**1st green candle after MR**” confirmation within a user-defined TTL (default 12 bars). --- # 🎯 Key Features ### ✔ Non-Repainting Confirmed Signals WS & MR only fire **after** bar close, using cooldown logic to avoid clustering and noise. ### ✔ VWAP-Anchored Z-Score Framework All signals reference price distance and statistical deviation from VWAP, producing adaptive, volatility-aware setups. ### ✔ Session Filter (Asia-Optimised) Optional session gating allows signals only between **23:00–09:00 UTC**, ideal for systematic Asia-session breakout & mean-reversion traders. ### ✔ Volatility Monitor (Normal → Extreme) Dynamic volatility classification using: - ATR baseline ratio - wickiness index - range Z-Score States: **Normal → Wicky → Spiky → Extreme** Displayed with colour-coded background in the status panel. ### ✔ Rolling WhaleSplash Frequency (Analytics Panel) WSMR tracks the frequency of WhaleSplash events over a rolling window (Bars/Days/Weeks/Months) and estimates average WS/day (on minute timeframes). ### ✔ Status Panel (Bottom-Right) Live display of: - Mode (Global/Asia) - Timeframe + TTL status - WhaleSplash frequency - Volatility state - ATR/Range information --- # 📌 Best Timeframes Optimised and validated on **5-minute charts**, but compatible with all intraday timeframes. --- # 🚨 Alerts Included - WhaleSplash SHORT - WhaleSplash LONG - Volatility Warning (Spiky/Extreme) --- # ⚠️ Notes WSMR v3.8 is not a buy/sell system. It is a **signal framework** highlighting exhaustion and reversal conditions. Always combine with market structure, session context, and risk management. Past performance does not guarantee future results. --- # 💬 Credits Script created by **John Nolan (JohnFrancisNolan)** Pine Script® v6 © 2024–2025 — Published under the **Mozilla Public License 2.0**
Pine Script® インジケーター
JohnFrancisNolanの投稿
Atlas 8 Currency Session Momentum (6H, London)This indicator calculates real-time currency strength for the 8 major currencies (USD, EUR, GBP, JPY, AUD, NZD, CAD, CHF) using a balanced multi-pair engine and a 6-hour momentum reset. 🔍 How it works The indicator computes the relative strength of each currency by averaging the percentage change of 7 major cross-pairs for each currency. A currency's value increases when pairs where it is the base appreciate, and decreases when pairs where it is the quote depreciate. This creates a symmetric and stable strength calculation similar to institutional relative-value models. 🕒 Session-based Momentum Reset The global trading day is split into 4 × 6-hour blocks: • 00:00–06:00 Tokyo • 06:00–12:00 London • 12:00–18:00 New York • 18:00–24:00 Late US/Asia pre-open At each new 6-hour session, all strength lines reset to 0. This highlights fresh intraday momentum generated by liquidity transitions between sessions. 🎯 What the indicator shows • Relative strength of all 8 currencies • Smooth momentum curves using EMA smoothing • Vertical dividers at each new session • Background color for each session • Real intraday build-up of strength/weakness (not cumulative from previous day) This tool is designed for intraday traders who follow cross-currency momentum during session transitions (Tokyo → London → NY). 🧭 How to use it • Look for the strongest vs weakest currency after each session reset • Identify fresh trends during London and NY opens • Confirm currency-pair bias using strength divergence • Track momentum exhaustion when lines flatten or converge
Pine Script® インジケーター
pettorossimarco85の投稿
stock-vs-industry using NQUSB benchmark idexesOriginal idea from Stock versus Industry by Tr33man . ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ PRIMARY IMPROVEMENT: NQUSB Hierarchical Index Benchmarks ═══ The KEY improvement: Multi-Level Industry Granularity with Drill-Down/Drill-Up Navigation From: Simple ETF Comparison (1 Level) Stock → Industry ETF (e.g., "SOXX" for all semiconductors) To: NQUSB Hierarchical Comparison (4 Levels) Level 4 (Primary): NQUSB10102010 → Semiconductors (most specific) Level 3 (Secondary): NQUSB101020 → Technology Hardware and Equipment Level 2 (Tertiary): NQUSB101010 → Software and Computer Services Level 1 (Quaternary): NQUSB10 → Technology (broadest sector) Users can now drill up and down the industry hierarchy to see how their stock performs against different levels of industry classification! ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ WHY THIS MATTERS ═══ Original Limitations: Single comparison level - ETF only No drill-down capability - Can't zoom in to more specific industries No drill-up capability - Can't zoom out to broader sectors ETF limitations - Not all industries have dedicated ETFs Arbitrary mappings - Manual ETF selection may not represent true industry Improved Capabilities: 4-level hierarchical navigation - Drill-down and drill-up through industry classifications 361 NQUSB official indices - NASDAQ US Benchmark Index structure Official NASDAQ classification - Industry-standard taxonomy Large Mid Cap (LM) option - Focus on larger companies when needed Enhanced UI - Clear level indicators and full index descriptions ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ EXAMPLE: ANALYZING NVDA (Semiconductors) ═══ Level 4 - Primary (Most Specific): NQUSB10102010 - Semiconductors → NVDA vs. AMD, AVGO, QCOM, TXN, etc. (direct competitors) Level 3 - Secondary (Broader): NQUSB101020 - Tech Hardware & Equipment → NVDA vs. AAPL, CSCO + semiconductors Level 2 - Tertiary (Even Broader): NQUSB101010 - Software and Computer Services → NVDA vs. all tech hardware Level 1 - Quaternary (Broadest): NQUSB10 - Technology Sector → NVDA vs. entire technology sector You can now zoom in to see direct competitors or zoom out to understand macro sector trends - all in one indicator! ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ COMPARISON SUMMARY ═══ Original Version: Comparison System: Industry ETFs Industry Levels: 1 (flat ETF mapping) Total Classifications: ~140 industries Hierarchy Navigation: ❌ No Data Source: Manual ETF curation Improved Version: Comparison System: NQUSB Official Indices Industry Levels: 4 (hierarchical drill-down/up) Total Classifications: 361 NQUSB indices Hierarchy Navigation: ✅ 4-level drill navigation Data Source: NASDAQ official taxonomy Large/Mid Cap Option: ✅ LM variant toggle Level Indicator: ✅ to labels ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ ADDITIONAL FEATURES ═══ Dual Comparison System - Toggle between ETF mode (original) and Index Benchmark mode (NQUSB hierarchy) Better Fallback Logic - Manual Override > NQUSB Index > ETF > SPY default Enhanced Display - 4-row information table with full NQUSB index description Backward Compatible - All original ETF mappings still work, existing charts won't break Large Mid Cap Toggle - Optional "LM" suffix for focusing on larger companies only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For complete documentation, data files, technical details, and the full NQUSB hierarchy structure, visit the GitHub repository. The result: More accurate, more flexible, and more comprehensive industry strength analysis - enabling traders to understand exactly where their stock's performance comes from by drilling through multiple levels of industry classification.
Pine Script® インジケーター
ama0000の投稿
Buy/Sell Signals [WynTrader]Hello dear Friend Here is a new version ( B-S_251121_wt ) of my Buy/Sell Signals indicator. Some calculation updates and useful enhancements have been applied. Concepts This Buy/Sell Signals indicator generates Buy/Sell signals as accurately as possible, identifying trend changes. Compared to other tools that detect trend shifts, this one is simple, easy to use, and demonstrates its efficiency on its own. - Its features are carefully designed to minimize false signals while ensuring optimal signal placement. - The Table results allow you to quickly evaluate signal performance, both on their own and compared to a Buy & Hold strategy. - The Table calculations are fully synchronized with the visible chart (WYSIWYG – What You See Is What You Get). You can also scroll the chart across different date ranges to see how a stock or product performs under various market conditions. - Seeing Buy/Sell signals on a chart is appealing, but assessing their performance in a Table makes it even more convincing. And without running a full backtest, you can get a clear overview of overall performance immediately. Features This indicator generates Buy/Sell signals using: - Fast and Slow Moving Averages (adjustable). - Bollinger Bands (adjustable). - Filters (optional, adjustable) to refine signals, including : Bollinger Bands Lookback Trend Filter; High-Low vs Candle Range Threshold %; Distance from Fast and Slow MAs Threshold %. - Results are displayed in a Table on the chart, based on the currently visible start and end dates. Functionality - The indicator aims to confirm trend changes through timely Buy/Sell signals. - It uses two Moving Averages and Bollinger Bands, combined with filters such as BB Lookback, -- The variable settings have been tested with a mix of manual and AI testing to find the optimal configuration. You can adjust the variables to suit your goals. - The design is simple, with clear parameters and instant readability of Buy/Sell Signals on the chart and in the Table results, without complex interpretation needed. - It works effectively by requiring both trend confirmation and volatility control management. - Signals are timed to be as accurate as possible, avoiding futile weak or false ones. - A Table shows the effectiveness of the signals on the current visible chart, providing immediate, realistic feedback. The Buy & Hold strategy results are also included for comparison with the Buy/Sell swing strategy. The Buy & Hold results start from the first Buy signal to ensure a fair comparison. - Changing the parameters instantly updates the Table, giving a quick, at-a-glance performance check. Caution - No technical tool is perfect; it cannot predict disasters, wars, or the actions of large fund managers or short sellers. - After testing thousands of TradingView indicators over 24 years, I’ve found none to be 100% accurate all the time. - This Buy/Sell Signals indicator may outperform some others but is still not perfect. So, just be aware, and don’t be fooled by this tool.
Pine Script® インジケーター
Wyn-Traderの投稿
Grok/Claude MoneyLine Fusion * Grok/Claude X SeriesMoneyLine Fusion Indicator This is a technical analysis indicator designed to help traders identify potential buy and sell opportunities in the market. It combines several well-known trading concepts into one unified tool, displaying visual bands on the chart and generating signals when multiple conditions align. The Core Concept: The "Money Line" At the heart of this indicator is something called the Money Line, which is essentially a smoothed trend line calculated using linear regression over the last 16 bars (by default). Think of it as a "best fit" line through recent prices that shows you the general direction the market is heading. The indicator colors this line green when the trend is rising, red when it's falling, and yellow when it's essentially flat or undecided. The Dynamic Bands Surrounding the Money Line are upper and lower bands that expand and contract based on market volatility. These bands use the ATR (Average True Range) to measure how much the price typically moves. Here's where it gets clever: the bands also factor in the ADX indicator (which measures trend strength). When the market is trending strongly, the bands widen more aggressively to account for bigger price swings. When the trend is weak, they stay tighter. This adaptive behavior helps the indicator adjust to different market conditions automatically. The area between the bands is shaded in the trend color (green, red, or yellow) to give you a quick visual of the current market bias. How Buy and Sell Signals Are Generated The indicator doesn't just look at one thing — it requires multiple conditions to align before triggering a signal. This is designed to filter out false signals and only alert you when several factors agree. Signal TypeRequired ConditionsBUYFisher Transform is below -2.0 (oversold), Aroon Up is low (below 20), Aroon Down is high (above 80), and optionally a positive TA ScoreSELLFisher Transform is above +2.0 (overbought), Aroon Up is high (above 80), Aroon Down is low (below 20), and optionally a negative TA Score Fisher Transform is a mathematical technique that converts price data into a bell curve distribution, making extreme readings (overbought/oversold) easier to spot. Aroon measures how long it's been since the highest high or lowest low. When Aroon Down is high and Aroon Up is low, it suggests recent price action has been dominated by lows — a potential reversal setup for a buy. The indicator also prevents signal spam by requiring at least 5 bars between signals of the same type. The TA Scoring System Behind the scenes, the indicator calculates a composite score based on four different technical indicators: MACD — Momentum and trend direction (scores -2 to +2) DMI — Directional movement comparing buyers vs sellers (scores -2 to +2) MFI — Money Flow Index, similar to RSI but incorporates volume (scores -2 to +2) RSI — Classic overbought/oversold measure (scores -1 to +1) These scores are added together, and the result is displayed in the info panel with labels like "very bullish," "slightly bearish," or "neutral." You can optionally require a minimum TA score before signals trigger, adding another layer of confirmation. Visual Display Elements The indicator offers several optional display features: Shaded bands between upper and lower lines Buy/Sell labels directly on the chart showing the entry price Bright blue candle highlighting when a signal fires Info panel in the corner showing the Money Line value, volatility percentile, RSI, and TA score Score dots at the bottom of the chart (green for bullish, red for bearish, yellow for neutral) Debug table for troubleshooting that shows real-time values of Fisher, Aroon, and signal conditions In Summary This indicator is essentially a multi-factor confirmation system. Rather than relying on a single indicator that might give many false signals, it waits until the trend direction (Money Line), momentum extremes (Fisher Transform), price cycle position (Aroon), and overall technical picture (TA Score) all point in the same direction. The adaptive bands help visualize where price "should" be trading given current volatility and trend strength. It's designed for traders who prefer fewer but higher-conviction signals.
Pine Script® インジケーター
ralis24の投稿