"纳斯达克指数期货cfd"に関するスクリプトを検索
Pairs Trading Scanner [BackQuant]Pairs Trading Scanner
What it is
This scanner analyzes the relationship between your chart symbol and a chosen pair symbol in real time. It builds a normalized “spread” between them, tracks how tightly they move together (correlation), converts the spread into a Z-Score (how far from typical it is), and then prints clear LONG / SHORT / EXIT prompts plus an at-a-glance dashboard with the numbers that matter.
Why pairs at all?
Markets co-move. When two assets are statistically related, their relationship (the spread) tends to oscillate around a mean.
Pairs trading doesn’t require calling overall market direction you trade the relative mispricing between two instruments.
This scanner gives you a robust, visual way to find those dislocations, size their significance, and structure the trade.
How it works (plain English)
Step 1 Pick a partner: Select the Pair Symbol to compare against your chart symbol. The tool fetches synchronized prices for both.
Step 2 Build a spread: Choose a Spread Method that defines “relative value” (e.g., Log Spread, Price Ratio, Return Difference, Price Difference). Each lens highlights a different flavor of divergence.
Step 3 Validate relationship: A rolling Correlation checks if the pair is moving together enough to be tradable. If correlation is weak, the scanner stands down.
Step 4 Standardize & score: The spread is normalized (mean & variability over a lookback) to form a Z-Score . Large absolute Z means “stretched,” small means “near fair.”
Step 5 Signals: When the Z-Score crosses user-defined thresholds with sufficient correlation , entries print:
LONG = long chart symbol / short pair symbol,
SHORT = short chart symbol / long pair symbol,
EXIT = mean reversion into the exit zone or correlation failure.
Core concepts (the three pillars)
Spread Method Your definition of “distance” between the two series.
Guidance:
Log Spread: Focuses on proportional differences; robust when prices live on different scales.
Price Ratio: Classic relative value; good when you care about “X per Y.”
Return Difference: Emphasizes recent performance gaps; nimble for momentum-to-mean plays.
Price Difference: Straight subtraction; intuitive for similar-scale assets (e.g., two ETFs).
Correlation A rolling score of co-movement. The scanner requires it to be above your Min Correlation before acting, so you’re not trading random divergence.
Z-Score “How abnormal is today’s spread?” Positive = chart richer than pair; negative = cheaper. Thresholds define entries/exits with transparent, statistical context.
What you’ll see on the chart
Correlation plot (blue line) with a dashed Min Correlation guide. Above the line = green zone for signals; below = hands off.
Z-Score plot (white line) with colored, dashed Entry bands and dotted Exit bands. Zero line for mean.
Normalized spread (yellow) for a quick “shape read” of recent divergence swings.
Signal markers :
LONG (green label) when Z < –Entry and corr OK,
SHORT (red label) when Z > +Entry and corr OK,
EXIT (gray label) when Z returns inside the Exit band or correlation drops below the floor.
Background tint for active state (faint green for long-spread stance, faint red for short-spread stance).
The two built-in dashboards
Statistics Table (top-right)
Pair Symbol Your chosen partner.
Correlation Live value vs. your minimum.
Z-Score How stretched the spread is now.
Current / Pair Prices Real-time anchors.
Signal State NEUTRAL / LONG / SHORT.
Price Ratio Context for ratio-style setups.
Analysis Table (bottom-right)
Avg Correlation Typical co-movement level over your window.
Max |Z| The recent extremes of dislocation.
Spread Volatility How “lively” the spread has been.
Trade Signal A human-readable prompt (e.g., “LONG A / SHORT B” or “NO TRADE” / “LOW CORRELATION”).
Risk Level LOW / MEDIUM / HIGH based on current stretch (absolute Z).
Signals logic (plain English)
Entry (LONG): The spread is unusually negative (chart cheaper vs pair) and correlation is healthy. Expect mean reversion upward in the spread: long chart, short pair.
Entry (SHORT): The spread is unusually positive (chart richer vs pair) and correlation is healthy. Expect mean reversion downward in the spread: short chart, long pair.
Exit: The spread relaxes back toward normal (inside your exit band), or correlation deteriorates (relationship no longer trusted).
A quick, repeatable workflow
1) Choose your pair in context (same sector/theme or known macro link). Think: “Do these two plausibly co-move?”
2) Pick a spread lens that matches your narrative (ratio for relative value, returns for short-term performance gaps, etc.).
3) Confirm correlation is above your floor no corr, no trade.
4) Wait for a stretch (Z beyond Entry band) and a printed LONG / SHORT .
5) Manage to the mean (EXIT band) or correlation failure; let the scanners’ state/labels keep you honest.
Settings that matter (and why)
Spread Method Defines the “mispricing” you care about.
Correlation Period Longer = steadier regime read, shorter = snappier to regime change.
Z-Score Period The window that defines “normal” for the spread; it sets the yardstick.
Use Percentage Returns Normalizes series when using return-based logic; keep on for mixed-scale assets.
Entry / Exit Thresholds Set your stretch and your target reversion zone. Wider entries = rarer but stronger signals.
Minimum Correlation The gatekeeper. Raising it favors quality over quantity.
Choosing pairs (practical cheat sheet)
Same family: two index ETFs, two oil-linked names, two gold miners, two L1 tokens.
Hedge & proxy: stock vs. sector ETF, BTC vs. BTC index, WTI vs. energy ETF.
Cross-venue or cross-listing: instruments that are functionally the same exposure but price differently intraday.
Reading the cues like a pro
Divergence shape: The yellow normalized spread helps you see rhythm fast spike and snap-back versus slow grind.
Corr-first discipline: Don’t fight the “Min Correlation” line. Good pairs trading starts with a relationship you can trust.
Exit humility: When Z re-centers, let the EXIT do its job. The edge is the journey to the mean, not overstaying it.
Frequently asked (quick answers)
“Long/Short means what exactly?”
LONG = long the chart symbol and short the pair symbol.
SHORT = short the chart symbol and long the pair symbol.
“Do I need same price scales?” No. The spread methods normalize in different ways; choose the one that fits your use case (log/ratio are great for mixed scales).
“What if correlation falls mid-trade?” The scanner will neutralize the state and print EXIT . Relationship first; trade second.
Field notes & patterns
Snap-back days: After a one-sided session, return-difference spreads often flag cleaner intraday mean reversions.
Macro rotations: Ratio spreads shine during sector re-weights (e.g., value vs. growth ETFs); look for steady corr + elevated |Z|.
Event bleed-through: If one symbol reacts to news and its partner lags, Z often flags a high-quality, short-horizon re-centering.
Display controls at a glance
Show Statistics Table Live state & key numbers, top-right.
Show Analysis Table Context/risk read, bottom-right.
Show Correlation / Spread / Z-Score Toggle the sub-charts you want visible.
Show Entry/Exit Signals Turn markers on/off as needed.
Coloring Adjust Long/Short/Neutral and correlation line colors to match your theme.
Alerts (ready to route to your workflow)
Pairs Long Entry Z falls through the long threshold with correlation above minimum.
Pairs Short Entry Z rises through the short threshold with correlation above minimum.
Pairs Trade Exit Z returns to neutral or the relationship fails your correlation floor.
Correlation Breakdown Rolling correlation crosses your minimum; relationship caution.
Final notes
The scanner is designed to keep you systematic: require relationship (correlation), quantify dislocation (Z-Score), act when stretched, stand down when it normalizes or the relationship degrades. It’s a full, visual loop for relative-value trading that stays out of your way when it should and gets loud only when the numbers line up.
XAU/USD Institutional Levels and Range - Final VersionXAU/USD Institutional Levels and Range - Final Version
Smart Money LITE — Daily Sweep → HQ Signals (VWAP • FVG • CHoCH) 🔗 PRO VERSION (VWAP + FVG + CHoCH — full confirmations, all timeframes):
chartedgepro.gumroad.com/l/rmnbhw
Daily liquidity sweep → confluence signals with VWAP, FVG & CHoCH. Works on all timeframes & markets (Indices, Forex, Crypto).
WHAT IT DOES
Smart Money LITE+ highlights high-quality LONG/SHORT signals only after daily liquidity is swept (previous day high/low) with confluence from VWAP, FVG and structure (BOS/CHoCH).
Works on all timeframes and across markets: indices, forex, crypto.
KEY FEATURES (Lite)
• Daily sweep logic (PDH/PDL) + previous day zones
• VWAP + deviation bands (optional) and proximity filter
• 3-bar FVG boxes (visual) with adjustable extension
• ATR/volatility filter, optional HTF trend filter
• Anti-spam cooldown, clean LONG/SHORT labels
• Alerts: HQ LONG / HQ SHORT
HOW TO USE
1. Wait for price to sweep PDH/PDL → indicator opens “signal window”.
2. Look for confluence: VWAP touch/proximity + CHoCH or BOS in direction.
3. Enter with proper risk management (stop beyond swing/zone, partials).
SETTINGS TIPS
• Enable “Require VWAP Confluence?” for strictest setups.
• Use “HTF Trend Filter?” to align with higher-timeframe EMA trend.
• Adjust “After sweep (bars)” to define signal validity window.
• FVGs are visual in Lite — advanced filtering and confirmation are in Pro.
WHO IT'S FOR
Scalpers, intraday, and swing traders looking for objective, visual signals based on liquidity sweeps and VWAP/FVG confluence.
PRO VERSION (full confirmations)
Adds advanced FVG/iFVG logic, more confluence filters, dynamic risk tools and extended alert packages — optimized for all timeframes.
👉 chartedgepro.gumroad.com/l/rmnbhw
NOTES
• For educational purposes only. No financial advice.
• “Lite” is open-source; redistribution of code follows TradingView rules.
FRANJAS POR FECHAS - RSDescription:
This indicator allows you to highlight specific dates on your chart with vertical background stripes, similar to a session indicator.
Input your dates in the format DD.MM.YYYY (you can separate them with commas, spaces, line breaks, or semicolons).
The script automatically normalizes the format and applies a shaded vertical band for each matching day.
Works on daily and intraday charts: in intraday, the shading will cover the full trading day.
Options available to adjust the color and transparency of the stripes.
Optional dotted lines can be enabled at the start and end of each highlighted day.
This is useful for marking important events such as FOMC meetings, earnings releases, economic data announcements, or any custom list of key dates you want to track directly on your chart.
AI Agent XAU Scalper V1AI Agent XAU Scalper V1 is a custom indicator designed to help traders read the XAU/USD (Gold) market direction more quickly and clearly, especially on lower timeframes (M1–M15).
This indicator provides automatic BUY/SELL signals along with a dynamic trail line that can be used as a guide for moving support and resistance levels. With a clean and informative display, it is suitable for day traders who need fast decision-making in the highly volatile gold market.
🎯 Key Features
Automatic BUY/SELL signals with clear and easy-to-read labels.
Dynamic trail line as a guide for support and resistance.
Optional Heikin Ashi mode for smoother trend visualization.
Alert system → supports TradingView notifications so traders never miss an entry.
Optimized for XAU/USD scalping → works best on M1, M5, and M15 timeframes.
⚡ How to Use
Add the indicator to the XAU/USD chart.
Adjust the parameters as needed:
ATR Period (default 10)
Sensitivity (default 1.0)
Heikin Ashi mode: optional
Follow the signals:
Green label = BUY
Red label = SELL
Trail line = dynamic support/resistance guide
📌 Notes
This indicator is not a guaranteed profit tool. Always apply proper risk management and trading discipline.
Recommended for scalping on lower timeframes, but can also be tested on higher timeframes depending on the trader’s style.
Multi-Timeframe Bias by Atif MuzzammilMulti-Timeframe Bias Indicator
This indicator implements multi TF bias concepts across multiple timeframes simultaneously. It identifies and displays bias levels.
Key Features:
Multi-Timeframe Analysis (Up to 5 Timeframes)
Supports all major timeframes: 5m, 15m, 30m, 1H, 4H, Daily, Weekly, Monthly
Each timeframe displays independently with customisable colors and line weights
Clean visual separation between different timeframe bias levels
ICT Bias Logic
Bearish Bias: Previous period close below the prior period's low
Bullish Bias: Previous period close above the prior period's high
Ranging Bias: Previous period close within the prior period's range
Draws horizontal lines at previous period's high and low levels
Advanced Customisation
Individual enable/disable for each timeframe
Custom colors and line thickness per timeframe
Comprehensive label settings with 4 position options
Adjustable label size, style (background/no background/text only)
Horizontal label positioning (0-100%) for optimal placement
Vertical offset controls for fine-tuning
Smart Detection
Automatic timeframe change detection using multiple methods
Enhanced detection for 4H, Weekly, and Monthly periods
Works correctly when viewing same timeframe as bias timeframe
Proper handling of market session boundaries
Clean Interface
Simple timeframe identification labels
Non-intrusive design that doesn't obstruct price action
Organized settings grouped by function
Debug mode available for troubleshooting
Compatible with all chart timeframes and works on any market that follows standard session timing.
VWAP + Multi-Timeframe RSI StrategyThis strategy combines VWAP trend direction with confirmation from RSI on a higher timeframe. The idea is to only take trades when both intraday momentum and higher-timeframe trend are aligned, increasing accuracy.
LONG Entry:
Price above VWAP (bullish environment).
RSI on the current timeframe is below overbought (room to rise).
RSI on the higher timeframe (default H1) is above 50 (bullish confirmation).
SHORT Entry:
Price below VWAP (bearish environment).
RSI on the current timeframe is above oversold (room to fall).
RSI on the higher timeframe is below 50 (bearish confirmation).
Exit Rule:
Stop-loss near VWAP.
Take-profit at ~2x risk or when major levels are reached.
Best Timeframes:
Use 15m or 30m chart with H1 RSI for intraday trading.
Use 1H chart with Daily RSI for swing trading.
⚡ The higher-timeframe RSI filter reduces false signals and aligns trades with institutional flow.
VWAP Pullback + RSI ConfirmationThis strategy focuses on trend continuation entries. Instead of betting on reversions, it looks for opportunities when price pulls back to VWAP but the dominant trend remains intact.
Trend Bias:
Price above VWAP = bullish environment → look for BUY pullbacks.
Price below VWAP = bearish environment → look for SELL pullbacks.
Entry Logic:
BUY: Price pulls back near VWAP, RSI stays above oversold (momentum intact).
SELL: Price pulls back near VWAP, RSI stays below overbought (momentum intact).
Exit Rule:
Stop-loss just below/above VWAP.
Take-profit at 1.5–2x risk (default script uses ~2%).
Best Timeframes:
15m–1H → good for intraday trend-following setups.
Daily → captures stronger, longer trends.
⚡ This strategy is powerful in trending markets because VWAP acts as a "magnet" for pullbacks, while RSI prevents overbought/oversold traps.
MSFusion- MultiScoreFusionThis Pine Script strategy, MSFusion - MultiScoreFusion, combines Ichimoku components and Hull Moving Average (HMA) signals to generate a composite score for each bar.
It evaluates several conditions—such as price crossing above HMA55, Tenkan and Kijun lines, and price position relative to the Ichimoku cloud—and assigns scores to each.
The script displays a label with the total score and a tooltip listing the contributing conditions when a strong bullish signal is detected. This approach helps traders quickly assess market momentum and trend strength using multiple technical criteria.
VWAP + RSI Strategytesting this method, based on RSI combine with Vwap
there is a buy and sell alert, if you like pls comment it, this is a simple method that can surely adapt to any assets,
JFC 21:52JFC 21:52 — Brief Description
Concept: Pure time/price rule, no indicators.
Reference: Close at 21:20 (chart/exchange timezone).
Entry (21:52):
– LONG if price is below the 21:20 close.
– SHORT if price is above the 21:20 close.
– Equal → no trade.
Exit: Force close at 22:13.
Frequency: Max one trade per day.
Note: Use 1-minute resolution and the correct chart timezone; market must be trading at those times.
Hybrid RSI Strategy [Heifereum ]This is a hybrid script that combines visual RSI indicator signals with an optional backtestable trading strategy.
BUY Entry: When RSI crosses above the oversold level (default 30)
SELL Exit: When RSI crosses below the overbought level (default 70)
Timeframe: Works best on trending assets (crypto, forex, indices) in 5min to 1H
Backtest Toggle: Turn ON/OFF live testing using the Enable Backtest Mode? setting
Visual Cues: Buy/Sell labels, background coloring, and alerts ready for webhook automation
Use this strategy to visually explore RSI dynamics, run performance backtests, or hook up to external bots via alerts.
DynamoSent DynamoSent Pro+ — Professional Listing (Preview)
— Adaptive Macro Sentiment (v6)
— Export, Adaptive Lookback, Confidence, Boxes, Heatmap + Dynamic OB/OS
Preview / Experimental build. I’m actively refining this tool—your feedback is gold.
If you spot edge cases, want new presets, or have market-specific ideas, please comment or DM me on TradingView.
⸻
What it is
DynamoSent Pro+ is an adaptive, non-repainting macro sentiment engine that compresses VIX, DXY and a price-based activity proxy (e.g., SPX/sector ETF/your symbol) into a 0–100 sentiment line. It scales context by volatility (ATR%) and can self-calibrate with rolling quantile OB/OS. On top of that, it adds confidence scoring, a plain-English Context Coach, MTF agreement, exportable sentiment for other indicators, and a clean Light/Dark UI.
Why it’s different
• Adaptive lookback tracks regime changes: when volatility rises, we lengthen context; when it falls, we shorten—less whipsaw, more relevance.
• Dynamic OB/OS (quantiles) self-calibrates to each instrument’s distribution—no arbitrary 30/70 lines.
• MTF agreement + Confidence gate reduce false positives by highlighting alignment across timeframes.
• Exportable output: hidden plot “DynamoSent Export” can be selected as input.source in your other Pine scripts.
• Non-repainting rigor: all request.security() calls use lookahead_off + gaps_on; signals wait for bar close.
Key visuals
• Sentiment line (0–100), OB/OS zones (static or dynamic), optional TF1/TF2 overlays.
• Regime boxes (Overbought / Oversold / Neutral) that update live without repaint.
• Info Panel with confidence heat, regime, trend arrow, MTF readout, and Coach sentence.
• Session heat (Asia/EU/US) to match intraday behavior.
• Light/Dark theme switch in Inputs (auto-contrasted labels & headers).
⸻
How to use (examples & recipes)
1) EURUSD (swing / intraday blend)
• Preset: EURUSD 1H Swing
• Chart: 1H; TF1=1H, TF2=4H (default).
• Proxies: Defaults work (VIX=D, DXY=60, Proxy=D).
• Dynamic OB/OS: ON at 20/80; Confidence ≥ 55–60.
• Playbook:
• When sentiment crosses above 50 + margin with Δ ≥ signalK and MTF agreement ≥ 0.5, treat as trend breakout.
• In Oversold with rising Coach & TF agreement, take fade longs back toward mid-range.
• Alerts: Enable Breakout Long/Short and Fade; keep cooldown 8–12 bars.
2) SPY (daytrading)
• Preset: SPY 15m Daytrade; Chart: 15m.
• VIX (D) matters more; preset weights already favor it.
• Start with static 30/70; later try dynamic 25/75 for adaptive thresholds.
• Use Coach: in US session, when it says “Overbought + MTF agree → sell rallies / chase breakouts”, lean momentum-continuation after pullbacks.
3) BTCUSD (crypto, 24/7)
• Preset: BTCUSD 1H; Chart: 1H.
• DXY and BTC.D inform macro tone; keep Carry-forward ON to bridge sparse ticks.
• Prefer Dynamic OB/OS (15/85) for wider swings.
• Fade signals on weekend chop; Breakout when Confidence > 60 and MTF ≥ 1.0.
4) XAUUSD (gold, macro blend)
• Preset: XAUUSD 4H; Chart: 4H.
• Weights tilt to DXY and US10Y (handled by preset).
• Coach + MTF helps separate trend legs from news pops.
⸻
Best practices
• Theme: Switch Light/Dark in Inputs; the panel adapts contrast automatically.
• Export: In another script → Source → DynamoSent Pro+ → DynamoSent Export. Build your own filters/strategies atop the same sentiment.
• Dynamic vs Static OB/OS:
• Static 30/70: fast, universal baseline.
• Dynamic (quantiles): instrument-aware; use 20/80 (default) or 15/85 for choppy markets.
• Confidence gate: Start at 50–60% to filter noise; raise when you want only A-grade setups.
• Adaptive Lookback: Keep ON. For ultra-liquid indices, you can switch it OFF and set a fixed lookback.
⸻
Non-repainting & safety notes
• All request.security() calls use lookahead=barmerge.lookahead_off and gaps=barmerge.gaps_on.
• No forward references; signals & regime flips are confirmed on bar close.
• History-dependent funcs (ta.change, ta.percentile_linear_interpolation, etc.) are computed each bar (not conditionally).
• Adaptive lookback is clamped ≥ 1 to avoid lowest/highest errors.
• Missing-data warning triggers only when all proxies are NA for a streak; carry-forward can bridge small gaps without repaint.
⸻
Known limits & tips
• If a proxy symbol isn’t available on your plan/exchange, you’ll see the NA warning: choose a different symbol via Symbol Search, or keep Carry-forward ON (it defaults to neutral where needed).
• Intraday VIX is sparse—using Daily is intentional.
• Dynamic OB/OS needs enough history (see dynLenFloor). On short histories it gracefully falls back to static levels.
Thanks for trying the preview. Your comments drive the roadmap—presets, new proxies, extra alerts, and integrations.
Moving Averages Trend FilterA filter to determine the trend using moving averages.
Plotted as text on a different panel.
Different outputs:
- Bullish Trend
- Bearish Trend
- Sideways
You can use up to 4 MAs. Fill in the inputs in order, be it the first being the fastest and the last being the slowest.
You can change between EMAs and SMAs. You can activate/deactivate the MAs to be used as a filter and choose them .
There's an option of minimum bars to define the trend.
**If the pane is mixed with the indicators, move it below using right click.
ARO Pro — Adaptive Regime OscillatorARO Pro — Adaptive Regime Oscillator (v6)
ARO Pro turns your chart into a context-aware decision system. It classifies every bar as Trending (up or down) or Ranging in real time, then switches its math to match the regime: trend strength is measured with an ATR-normalized EMA spread, while range behavior is tracked with a center-based RSI oscillator. The result is cleaner entries, fewer false signals, and faster reads on regime shifts—without repainting.
⸻
How it works (under the hood)
1. Regime Detection (Kaufman ER):
ARO computes Kaufman’s Efficiency Ratio (ER) over a user-defined length.
- ER > threshold → Trending (direction from EMA fast vs. EMA slow)
- ER ≤ threshold → Ranging
2. Adaptive Oscillator Core:
- Trend mode: (EMA(fast) − EMA(slow)) / ATR * 100 → momentum normalized by volatility.
- Range mode: RSI(length) − 50 → mean-reversion pressure around zero.
3. Volatility Filter (optional):
Blocks signals if ATR as % of price is below a floor you set. This reduces noise in thin or quiet markets.
4. MTF Trend Filter (optional & non-repainting):
Confirms signals only if a higher timeframe EMA(fast) > EMA(slow) for longs (or < for shorts). Implemented with lookahead_off and gaps_on.
5. Confirmation & Alerts:
Signals are locked only on bar close (barstate.isconfirmed) and offered via three alert types: ARO Long, ARO Short, ARO Regime Shift.
⸻
What you see on the chart
• Background heat:
• Green = Trending Up, Red = Trending Down, Gray = Range.
• ARO line (panel): Adaptive oscillator (trend/value colors).
• Signal markers: ▲ Long / ▼ Short on confirmed bars.
• Guide lines: Upper/Lower thresholds (±K) and zero line.
• Info Panel (table): Regime, ER, ATR %, ARO, HTF status (OK/BLOCK/OFF), and a Confidence light.
• Debug Overlay (optional): Quick view of thresholds and raw conditions for tuning.
⸻
Inputs (quick reference)
• Signals: Fast/Slow EMA, RSI length, ER length & threshold, oscillator smoothing, signal threshold.
• Filters: ATR length, minimum ATR% (volatility floor), toggle for volatility filter.
• Visuals: Background on/off, Info Panel on/off, Debug overlay on/off.
• MTF (safe): Toggle + HTF timeframe (e.g., 240, D, W).
⸻
Interpreting signals
• Long: Trend regime AND fast EMA > slow EMA AND ARO ≥ +threshold (confirmed bar, filters passing).
• Short: Trend regime AND fast EMA < slow EMA AND ARO ≤ −threshold (confirmed bar, filters passing).
• Regime Shift: Alert when ER moves the market from Range → Trend or flips trend direction.
⸻
Practical use cases & examples
1) Intraday momentum alignment (scalps to day trades)
• Timeframes: 5–15m with HTF filter = 4H.
• Flow:
1. Wait for Trend Up background + HTF OK.
2. Enter on ▲ Long when ARO crosses above +threshold.
3. Stops: 1–1.5× ATR(14) below trigger bar or below last micro swing.
4. Exits: Partial at 1× ATR, trail remainder with an ATR stop or when ARO reverts to zero/Regime Shift.
• Why it works: You’re trading with the dominant higher-timeframe structure while avoiding low-volatility fakeouts.
2) Swing trend following (cleaner trend legs)
• Timeframes: 1H–4H with HTF filter = 1D.
• Flow:
1. Only act in Trend background aligned with HTF.
2. Add on subsequent ▲ signals as ARO maintains positive (or negative) territory.
3. Reduce or exit on Regime Shift (Trend → Range or direction flip) or when ARO crosses back through zero.
• Stops/targets: Initial 1.5–2× ATR; move to breakeven once the trade gains 1× ATR; trail with a multiple-ATR or structure lows/highs.
3) Range tactics (fade the extremes)
• Timeframes: 15m–1H or 1D on mean-reverting names.
• Flow:
1. Act only when background = Range.
2. Fade moves when ARO swings from ±extremes back toward zero near well-defined S/R.
3. Exit at the opposite band or zero line; abort if a Regime Shift to Trend occurs.
• Tip: Increase ER threshold (e.g., 0.35–0.40) to label more bars as Range on choppy instruments.
4) Event days & macro filters
• Approach: Raise the volatility floor (Min ATR%) on macro days (FOMC, CPI).
• Effect: You’ll ignore “fake” micro swings in the minutes leading up to releases and catch only post-event confirmed momentum.
⸻
Parameter tuning guide
• ER Threshold:
• Lower (0.20–0.30) = more Trend bars, more signals, higher noise.
• Higher (0.35–0.45) = stricter trend confirmation, fewer but cleaner signals.
• Signal Threshold (±K):
• Raise to reduce whipsaws; lower for earlier but noisier triggers.
• Volatility Floor (ATR%):
• Thin/quiet assets benefit from a higher floor (e.g., 0.3–0.6).
• Highly liquid futures/forex can work with lower floors.
• HTF Filter:
• Keep it ON when you want higher win consistency; turn OFF for tactical counter-trend plays.
⸻
Alerts (recommended setup)
• “ARO Long” / “ARO Short”: Entry-style alerts on confirmed signals.
• “ARO Regime Shift”: Context alert to scale in/out or switch playbooks (trend vs. range).
All alerts are non-repainting and fire only when the bar closes.
⸻
Best practices & combinations
• Price action & S/R: Use ARO to define when to engage, and price structure to define where (breakout levels, pullback zones).
• VWAP/Session tools: In intraday trends, ▲ signals above VWAP tend to carry; avoid shorts below session VWAP in strong downtrends.
• Risk first: Size by ATR; never let a single ARO event override your max risk per trade.
• Portfolio filter: On indices/ETFs, enable HTF filter and a stricter ER threshold to ride regime legs.
⸻
Non-repaint and implementation notes
• The script does not repaint:
• Signals are computed and locked on bar close (barstate.isconfirmed).
• All higher-timeframe data uses request.security(..., lookahead_off, gaps_on).
• No future indexing or negative offsets are used.
• The Info Panel and Debug overlay are purely visual aids and do not change signal logic.
⸻
Limitations & tips
• Chop sensitivity: In hyper-choppy symbols, consider raising ER threshold and the signal threshold, and enable HTF filter.
• Instrument personality: EMAs/RSI lengths and volatility floor often need a quick 2–3 minute tune per asset class (FX vs. crypto vs. equities).
• No guarantees: ARO improves context and timing, but it is not a promise of profitability—always combine with risk management.
⸻
Quick start (TL;DR)
1. Timeframes: 5–15m intraday (HTF = 4H); 1H–4H swing (HTF = 1D).
2. Use defaults, then tune ER threshold (0.25–0.40) and Signal threshold (±20).
3. Enable Volatility Floor (e.g., 0.2–0.5 ATR%) on quiet assets.
4. Trade ▲ / ▼ only in matching Trend background; fade extremes only in Range background.
5. Set alerts for Long, Short, and Regime Shift; manage risk with ATR stops.
⸻
Author’s note: ARO Pro is designed to be clear, adaptive, and operational out of the box. If you publish variants (e.g., different ER logic, alternative trend cores), please credit the original and document any changes so users can compare behavior reliably.
Dynamic Stop Loss Optimizer [BackQuant]Dynamic Stop Loss Optimizer
Overview
Stop placement decides expectancy. This tool gives you three professional-grade, adaptive stop engines, ATR, Volatility, and Hybrid. So your exits scale with current conditions instead of guessing fixed ticks. It trails intelligently, redraws as the market evolves, and annotates the chart with clean labels/lines and a compact stats table. Pick the engine that fits the trade, or switch on the fly.
What it does
Calculates three adaptive stops in real time (ATR-based, Volatility-based, and Hybrid) and keeps them trailed as price makes progress.
Shows exactly where your risk lives with on-chart levels, color-coded markers (long/short), and precise “Risk %” labels at the current bar.
Surfaces context you actually use - current ATR, daily volatility, selected method, and the live stop level—in a tidy, movable table.
Fires alerts on stop hits so you can automate exits or journal outcomes without staring at the screen.
Why it matters
Adaptive risk control: Stops expand in fast tape and tighten in quiet tape. You’re not punished for volatility; you’re aligned with it.
Consistency across assets: The same playbook works whether you’re trading indexes, FX, crypto, or equities, because the engine normalizes to each symbol’s behavior.
Cleaner decision-making: One chart shows your entry idea and its invalidation in the same breath. If price trespasses, you know it instantly.
The three methods (choose your engine)
1) ATR Based “Structure-aware” distance
This classic approach keys off Average True Range to set a stop just beyond typical bar-to-bar excursion. It adapts smoothly to changing ranges and respects swing structure.
Use when: you want a steady, intuitive buffer that tracks trend legs without hugging price.
See it in action:
2) Volatility Based “Behavior-aware” distance
This engine derives stop distance from current return volatility (annualized, then scaled back down to the session). It reacts to regime shifts quickly and normalizes risk across symbols with very different prices.
Use when: you want the stop to breathe with realized volatility and respond faster to heat-ups/cool-downs.
See it in action:
3) Hybrid “Best of both worlds”
The Hybrid blends the ATR and Volatility distances into one consensus level, then trails it intelligently. You get the structural common sense of ATR and the regime sensitivity of Vol.
Use when: you want robust, all-weather behavior without micromanaging inputs.
See it in action:
How it trails
Longs: The stop ratchets up with favorable movement and holds its ground on shallow pullbacks. If price closes back into the risk zone, the level refreshes to the newest valid distance.
Shorts: Mirror logic ratchets down with trend, resists noise, and refreshes if price reclaims the zone.
Hybrid trailing: Uses the blended distance and the same “no give-backs” principle to keep gains protected as structure builds.
Reading the chart
Markers: Circles = ATR stops, Crosses = Vol stops, Diamonds = Hybrid. Colors indicate long (red level under price) vs short (green level above price).
Lines: The latest active stop is extended with a dashed line so you can see it at a glance.
Labels: “Long SL / Short SL” shows the exact price and current risk % from the last close no math required.
Table: ATR value, Daily Vol %, your chosen Method, the Current SL, and Risk %—all in one compact block that you can pin top-left/right/center.
Quick workflow
Define the idea: Long or Short, and which engine fits the tape (ATR, Vol, or Hybrid).
Place and trail: Let the optimizer print the level; trail automatically as the move develops.
Manage outcomes: If the line is tagged, you’re out clean. If it holds, you’ve contained heat while giving the trade room to work.
Inputs you’ll actually touch
Calculation Settings
ATR Length / Multiplier: Controls the “structural” cushion.
Volatility Length / Multiplier: Controls the “behavioral” cushion.
Trading Days: 252 or 365 to keep the volatility math aligned with the asset’s trading calendar.
Stop Loss Method
ATR Based | Volatility Based | Hybrid : Switch engines instantly to fit the trade.
Position Type
Long | Short | Both : Show only what you need for the current strategy.
Visual Settings
Show ATR / Vol / Hybrid Stops: Toggle families on/off.
Show Labels: Print price + Risk % at the live stop.
Table Position: Park the metrics where you like.
Coloring
Long/Short/Hybrid colors: Set a palette that matches your theme and stands out on your background.
Practical patterns to watch
Trend-pullback continuation: The stop ratchets behind higher lows (long) or lower highs (short). If price tests the level and rejects, that’s your risk-defined continuation cue.
Break-and-run: After a clean break, the Hybrid will usually sit slightly wider than pure Vol, use it to avoid getting shaken on the first retest.
Range compression: When the ATR and Vol distances converge, the table will show small Risk %. That’s your green light to size up with the same dollar risk, or keep it conservative if you expect expansion.
Alerts
Long Stop Loss Hit : Notifies when price crosses below the live long stop.
Short Stop Loss Hit : Notifies when price crosses above the live short stop.
Why this feels “set-and-serious”
You get a single look that answers three questions in real time: “Where’s my line in the sand?”, “How much heat am I taking right now?”, and “Is this distance appropriate for current conditions?” With ATR, Vol, and Hybrid in one tool, you can run the exact same playbook across symbols and regimes while keeping your chart clean and your risk explicit.
Nikkei PER Curve (EPS Text Area Input)
This indicator visualizes the PER levels of the Nikkei 225 based on the dates and EPS data entered in the text area.
By plotting multiple PER multiplier lines, it helps users to understand the following:
Potential support and resistance levels based on PER multipliers
Comparison between the current stock price and theoretical valuation levels
Observation of PER trends and detection of deviations from standard valuation levels
Trading Decisions:
When the stock price approaches a specific PER line, it can serve as a reference for support or resistance.
During intraday chart analysis, PER lines are drawn based on the most recent EPS, making them useful as reference levels even during market hours.
Valuation Analysis:
On daily charts, it helps to assess whether the Nikkei is overvalued or undervalued compared to historical levels, or to identify changes in valuation levels.
Risk Management:
The theoretical price lines based on PER can be used as reference points for stop-loss or profit-taking decisions.
Simple Data Input:
EPS data is entered in a text area, one line per date, in comma-separated format:
YYYY/MM/DD,EPS
YYYY/MM/DD,EPS
Multiple entries can be input by using line breaks between each date.
Note: Dates for which no candlestick exists in the chart will not be displayed.
This allows easy updating of PER lines without complex spreadsheets or external tools.
EPS Data Input: Manual input of date and EPS via the text area; supports multiple data entries.
PER Multiplier Lines:
For evenly spaced lines, simply set the central multiplier and the interval between lines. The indicator automatically generates 11 lines (center ±5 lines).
For non-even spacing or individual multiplier settings, you can choose to adjust each line.
Close PER Labels: Displays the PER of the close price relative to the current EPS.
Timeframe Limitation: Use on daily charts (1D) or lower. PER lines cannot be displayed on higher timeframes.
Label Customization: Allows adjustment of text size, color, and position.
EPS Parsing: The indicator reads the input text area line by line, splitting each line by a comma to obtain the date and EPS value.
Data Storage: The dates and EPS values are stored in arrays. These arrays allow the script to efficiently look up the latest EPS for any given date.
PER Calculation: For each chart bar, the indicator calculates the theoretical price for multiple PER multipliers using the formula:
Theoretical Price = EPS × PER multiplier
Line Plotting: PER lines are drawn at these calculated price levels. Labels are optionally displayed for the close price PER.
Date Matching: If a date from the EPS data does not exist as a candlestick on the chart, the corresponding PER line is not plotted.
PER lines are theoretical values: They serve as psychological reference points and do not always act as true support or resistance.
Market Conditions: Lines may be broken depending on market circumstances.
Accuracy of EPS Data: Be careful with EPS input errors, as incorrect data will result in incorrect PER curves.
Input Format: Dates and EPS must be correctly comma-separated and entered one per line. Dates with no corresponding candlestick on the chart will not be plotted. Incorrect formatting may prevent lines from displaying.
Reliability: No method guarantees success in trading; use in combination with backtesting and other technical analysis tools.
このインジケータは、入力した日付とEPSデータを基に日経225のPER水準を視覚化するものです
複数のPER倍率ラインを描画することで、以下を把握するのに役立ちます：
PER倍率に基づく潜在的なサポート・レジスタンス水準や目安
現在の株価と理論上の評価水準との比較
過去から現在までのPER推移の観察
トレード判断:
株価が特定の倍率のPERラインに近づいたとき、抵抗や支持の目安としての活用
日中足表示時は、前日(最新日)のEPSに基づいたPERラインを表示するように作成しているので、場中でも参考目安として使用可能
評価分析:
過去の推移と比較して日経が割高か割安か、またはPER評価水準が変化したかの確認
リスク管理:
PERに基づく理論価格ラインを、損切りや利確の目安としての利用
簡単なデータ入力:
EPSデータはテキストエリアに手動入力。1行につき1日付・EPSをカンマ区切りで記入します
例
2025/09/19,2492.85
2025/09/18,2497.43
行を改行することで複数データ入力が可能
注意: チャート上にローソク足が存在しない日付のデータは表示されません
表計算や外部ツールを使わずに倍率を掛けたPERラインの作成・更新が簡単に行える
PER倍率ライン:
等間隔ラインの場合、中心倍率と各ラインの間隔を設定するだけで、自動的に中心値±5本、計11本のラインを作成
等間隔以外や個別設定したい場合は で調整可能
終値PERラベル: 現在のEPSに対する終値PERを表示
時間足制限: 日足(1日足)以下で使用すること。高い時間足ではPERラインは表示できません
ラベルカスタマイズ: 文字サイズ、色、位置を調整可能
EPSデータの読み取り: 改行を検知し1日分のデータとして識別し、カンマで分割して日付とEPS値を取得
配列への格納: 日付とEPSを配列に格納し、各バーに対して最新のEPSを参照できるようにする
PER計算: 各バーに対して、以下の式で複数のPER倍率の理論価格を計算：
理論価格 = EPS × PER倍率
日付照合: EPSデータの日付がチャート上にローソク足として存在したら格納した配列からデータを取得。ローソク足が存在しない場合、そのPERラインは表示されない
ライン描画: 計算した価格にPERラインを描画。必要に応じて終値PERラベルも表示。
PERラインは理論値であり心理的目安として機能することがありますが、必ずしも機能する訳ではない
その為、過去の検証や他のテクニカル指標と併用推奨
市況によってはラインを無視するように突破する可能性ことがある
EPSデータの入力ミスに注意すること。誤入力するとPER曲線が誤表示される
日付とEPSの入力は1行ずつ、正しい位置でカンマ区切りをいれること
ローソク足が存在しない日付のデータは正しく表示されないことがあるので注意
誤った入力形式ではラインが表示されない場合がある
Prima de Riesgo High Yield + Eventos HistóricosPrima de risgo de los bonos basura. Muetra los periodos de recesión económica en las bolsas.
童貞２_MACDUp and down arrows will appear to let you know which way to place it. It is important to be able to analyze the chart before using this indicator. We recommend using our homemade MACD at 15 minutes.
