始めましょう

"wind+芯片行业+市盈率+财经数据"に関するスクリプトを検索

EZ FX Zones (OR Pro + Auto Alerts) v6.3Purpose: This indicator automatically calculates and plots ORH (Opening Range High) and ORL (Opening Range Low) based on the first X minutes of trading (customizable), then uses those levels to: Mark clear Buy and Sell Zones on the chart Show targets based on ATR (Average True Range) or fixed pip/point settings Automatically trigger alerts when price crosses important levels so you can enter trades in TopstepFX within your 5-minute execution window What It Plots on the Chart: Opening Range High (ORH) – top of the initial range (green line) Opening Range Low (ORL) – bottom of the initial range (red line) Midpoint – average of ORH and ORL (dotted white line) Target Levels – projected profit targets above ORH and below ORL (gray dashed lines) Labels – “BUY ABOVE” and “SELL BELOW” text for instant clarity How to Use It (Third Grader Mode): If price breaks above ORH → BUY. If price breaks below ORL → SELL. Your target is the nearest dashed line in the trade direction. Alerts are sent to your phone when: Price crosses ORH (BUY alert) Price crosses ORL (SELL alert) Price hits target levels Alerts Included: "BUY Signal – Price Crossed ORH" "SELL Signal – Price Crossed ORL" "Target Hit – Long" "Target Hit – Short" Why This Helps in TopstepFX: No guesswork — you only react to breakouts of the first range. You can trade with confidence in your 5-minute reaction window because the script does all calculations automatically. You get push alerts on your phone so you don’t have to stare at charts all day.
Pine Script® インジケーター
markicemooreincの投稿
1
Canuck Trading Traders Strategy [Candle Entropy Edition]Canuck Trading Traders Strategy: A Unique Entropy-Based Day Trading System for Volatile Stocks Overview The Canuck Trading Traders Strategy is a custom, entropy-driven day trading system designed for high-volatility stocks like TSLA on short timeframes (e.g., 15m). At its core is CETP-Plus, a proprietary blended indicator that measures "order from chaos" in candle patterns using Shannon entropy, while embedding mathematical principles from EMA (recent weighting), RSI (momentum bias), ATR (volatility scaling), and ADX (trend strength) into a single score. This unique approach avoids layering multiple indicators, reducing complexity while improving timing for early trend detection and balanced long/short trades. CETP-Plus calculates a score from weighted candle ratios (body, upper/lower wicks) binned into a 3D histogram for entropy (low entropy = strong pattern). The score is adjusted with momentum, volatility, and trend multipliers for robust signals. Entries occur when the score exceeds thresholds (positive for longs, negative for shorts), with exits on reversals or stops. The strategy is automatic—no manual bias needed—and optimized for margin accounts with equal long/short treatment. Backtested on TSLA 15m (Jan 2015–Aug 2025), it targets +50,000% net profit (beating +1,478% buy-hold by 34x) with ~25,000 trades, 85-90% win rate, and <10% drawdown (with costs). Results vary by timeframe/period—test with your data and add slippage/commission for realism. Disclaimer: Past performance isn't indicative of future results; consult a financial advisor. Key Features CETP-Plus Indicator: Blends entropy with momentum/vol/trend for a single score, capturing bottoms/squeezes and trends without external tools. Automatic Balance: Positive scores trigger longs in bull trends, negative scores trigger shorts in bear trends—no user input for direction. Customizable Math: Tune weights and scales to adapt for different stocks (e.g., lower thresholds for NVDA's smoother trends). Risk Controls: Stop-loss, trailing stops, and score strength filter to minimize drawdowns in volatile markets like TSLA. Exit Debugging: Plots exit reasons ("Stop Loss", "Trail Stop", "CETP Exit") for analysis. Input Settings and Purposes All inputs are grouped in TradingView's Inputs tab for ease. Defaults are optimized for TSLA 15m day trading; adjust for other intervals or tickers (e.g., increase window for 1h, lower thresholds for NVDA). CETP-Plus Settings CETP Window (default: 5, min: 3, max: 20): Lookback bars for entropy/momentum. Short values (3-5) for fast sensitivity on short frames; longer (8-10) for stability on hourly+. CETP Bins per Dimension (default: 3, min: 3, max: 10): Histogram granularity for entropy. Low (3) for speed/simple patterns; high (5+) for detail in complex markets. Long Threshold (default: 0.15, min: 0.1, max: 0.8, step: 0.05): CETP score for long entries. Lower (0.1) for more longs in mild bull trends; higher (0.2) to filter noise. Short Threshold (default: -0.05, min: -0.8, max: -0.1, step: 0.05): CETP score for short entries. Less negative (-0.05) for more shorts in mild bear trends; more negative (-0.2) for strong signals. CETP Momentum Weight (default: 0.8, min: 0.1, max: 1.0, step: 0.1): Emphasizes momentum in score. High (0.9) for aggressive in fast moves; low (0.5) for entropy focus. Momentum Scale (default: 1.6, min: 0.1, max: 2.0, step: 0.1): Amplifies momentum. High (2.0) for short intervals; low (1.0) for stability. Body Ratio Weight (default: 1.2, min: 0.0, max: 2.0, step: 0.1): Weights candle body in entropy (trend focus). High (1.5) for strong trends; low (0.8) for wick emphasis. Upper Wick Ratio Weight (default: 0.8, min: 0.0, max: 2.0, step: 0.1): Weights upper wick (reversal noise). Low (0.5) to reduce false ups. Lower Wick Ratio Weight (default: 0.8, min: 0.0, max: 2.0, step=0.1): Weights lower wick. Low (0.5) to reduce false downs. Trade Settings Confirmation Bars (default: 0, min: 0, max: 5): Bars for sustained CETP signals. 0 for immediate entries (more trades); 1-2 for reliability (fewer but stronger). Min CETP Score Strength (default: 0.04, min: 0.0, max: 0.5, step: 0.05): Min absolute score for entry. Low (0.04) for more trades; high (0.15) for quality. Risk Management Stop Loss (%) (default: 0.5, min: 0.1, max: 5.0, step: 0.1): % from entry for stop. Tight (0.4) for quick exits; wide (0.8) for trends. ATR Multiplier (default: 1.5, min: 0.5, max: 3.0, step: 0.1): Scales ATR for stops/trails. Low (1.0) for tight; high (2.0) for room. Trailing ATR Mult (default: 3.5, min: 0.5, max: 5.0, step: 0.1): ATR mult for trails. High (4.0) for longer holds; low (2.0) for profits. Trail Start Offset (%) (default: 1.0, min: 0.5, max: 2.0, step: 0.1): % profit before trailing. Low (0.8) for early lock-in; high (1.5) for bigger moves. These settings enable customization for intervals/tickers while CETP-Plus handles automatic balancing. Risk Disclosure Trading involves significant risk and may result in losses exceeding your initial capital. The Canuck Trading Trader Strategy is provided for educational and informational purposes only. Users are responsible for their own trading decisions and should conduct thorough testing before using in live markets. The strategy’s high trade frequency requires reliable execution infrastructure to minimize slippage and latency.
Pine Script® ストラテジー
ctoincanadaの投稿
1
SMC Structures and FVGสวัสดีครับ! ผมจะอธิบายอินดิเคเตอร์ "SMC Structures and FVG + MACD" ที่คุณให้มาอย่างละเอียดในแต่ละส่วน เพื่อให้คุณเข้าใจการทำงานของมันอย่างถ่องแท้ครับ อินดิเคเตอร์นี้เป็นการผสมผสานแนวคิดของ Smart Money Concept (SMC) ซึ่งเน้นการวิเคราะห์โครงสร้างตลาด (Market Structure) และ Fair Value Gap (FVG) เข้ากับอินดิเคเตอร์ MACD เพื่อใช้เป็นตัวกรองหรือตัวยืนยันสัญญาณ Choch/BoS (Change of Character / Break of Structure) 1. ภาพรวมอินดิเคเตอร์ (Overall Purpose) อินดิเคเตอร์นี้มีจุดประสงค์หลักคือ: ระบุโครงสร้างตลาด: ตีเส้นและป้ายกำกับ Choch (Change of Character) และ BoS (Break of Structure) บนกราฟโดยอัตโนมัติ ผสานการยืนยันด้วย MACD: สัญญาณ Choch/BoS จะถูกพิจารณาก็ต่อเมื่อ MACD Histogram เกิดการตัดขึ้นหรือลง (Zero Cross) ในทิศทางที่สอดคล้องกัน แสดง Fair Value Gap (FVG): หากเปิดใช้งาน จะมีการตีกล่อง FVG บนกราฟ แสดงระดับ Fibonacci: คำนวณและแสดงระดับ Fibonacci ที่สำคัญตามโครงสร้างตลาดปัจจุบัน ปรับตาม Timeframe: การคำนวณและการแสดงผลทั้งหมดจะปรับตาม Timeframe ที่คุณกำลังใช้งานอยู่โดยอัตโนมัติ 2. ส่วนประกอบหลักของโค้ด (Code Breakdown) โค้ดนี้สามารถแบ่งออกเป็นส่วนหลัก ๆ ได้ดังนี้: 2.1 Inputs (การตั้งค่า) ส่วนนี้คือตัวแปรที่คุณสามารถปรับแต่งได้ในหน้าต่างการตั้งค่าของอินดิเคเตอร์ (คลิกที่รูปฟันเฟืองข้างชื่ออินดิเคเตอร์บนกราฟ) MACD Settings (ตั้งค่า MACD): fast_len: ความยาวของ Fast EMA สำหรับ MACD (ค่าเริ่มต้น 12) slow_len: ความยาวของ Slow EMA สำหรับ MACD (ค่าเริ่มต้น 26) signal_len: ความยาวของ Signal Line สำหรับ MACD (ค่าเริ่มต้น 9) = ta.macd(close, fast_len, slow_len, signal_len): คำนวณค่า MACD Line, Signal Line และ Histogram โดยใช้ราคาปิด (close) และค่าความยาวที่กำหนด is_bullish_macd_cross: ตรวจสอบว่า MACD Histogram ตัดขึ้นเหนือเส้น 0 (จากค่าลบเป็นบวก) is_bearish_macd_cross: ตรวจสอบว่า MACD Histogram ตัดลงใต้เส้น 0 (จากค่าบวกเป็นลบ) Fear Value Gap (FVG) Settings: isFvgToShow: (Boolean) เปิด/ปิดการแสดง FVG บนกราฟ bullishFvgColor: สีสำหรับ Bullish FVG bearishFvgColor: สีสำหรับ Bearish FVG mitigatedFvgColor: สีสำหรับ FVG ที่ถูก Mitigate (ลดทอน) แล้ว fvgHistoryNbr: จำนวน FVG ย้อนหลังที่จะแสดง isMitigatedFvgToReduce: (Boolean) เปิด/ปิดการลดขนาด FVG เมื่อถูก Mitigate Structures (โครงสร้างตลาด) Settings: isStructBodyCandleBreak: (Boolean) หากเป็น true การ Break จะต้องเกิดขึ้นด้วย เนื้อเทียน ที่ปิดเหนือ/ใต้ Swing High/Low หากเป็น false แค่ไส้เทียนทะลุก็ถือว่า Break isCurrentStructToShow: (Boolean) เปิด/ปิดการแสดงเส้นโครงสร้างตลาดปัจจุบัน (เส้นสีน้ำเงินในภาพตัวอย่าง) pivot_len: ความยาวของแท่งเทียนที่ใช้ในการมองหาจุด Pivot (Swing High/Low) ยิ่งค่าน้อยยิ่งจับ Swing เล็กๆ ได้, ยิ่งค่ามากยิ่งจับ Swing ใหญ่ๆ ได้ bullishBosColor, bearishBosColor: สีสำหรับเส้นและป้าย BOS ขาขึ้น/ขาลง bosLineStyleOption, bosLineWidth: สไตล์ (Solid, Dotted, Dashed) และความหนาของเส้น BOS bullishChochColor, bearishChochColor: สีสำหรับเส้นและป้าย CHoCH ขาขึ้น/ขาลง chochLineStyleOption, chochLineWidth: สไตล์ (Solid, Dotted, Dashed) และความหนาของเส้น CHoCH currentStructColor, currentStructLineStyleOption, currentStructLineWidth: สี, สไตล์ และความหนาของเส้นโครงสร้างตลาดปัจจุบัน structHistoryNbr: จำนวนการ Break (Choch/BoS) ย้อนหลังที่จะแสดง Structure Fibonacci (จากโค้ดต้นฉบับ): เป็นชุด Input สำหรับเปิด/ปิด, กำหนดค่า, สี, สไตล์ และความหนาของเส้น Fibonacci Levels ต่างๆ (0.786, 0.705, 0.618, 0.5, 0.382) ที่จะถูกคำนวณจากโครงสร้างตลาดปัจจุบัน 2.2 Helper Functions (ฟังก์ชันช่วยทำงาน) getLineStyle(lineOption): ฟังก์ชันนี้ใช้แปลงค่า String ที่เลือกจาก Input (เช่น "─", "┈", "╌") ให้เป็นรูปแบบ line.style_ ที่ Pine Script เข้าใจ get_structure_highest_bar(lookback): ฟังก์ชันนี้พยายามหา Bar Index ของแท่งเทียนที่ทำ Swing High ภายในช่วง lookback ที่กำหนด get_structure_lowest_bar(lookback): ฟังก์ชันนี้พยายามหา Bar Index ของแท่งเทียนที่ทำ Swing Low ภายในช่วง lookback ที่กำหนด is_structure_high_broken(...): ฟังก์ชันนี้ตรวจสอบว่าราคาปัจจุบันได้ Break เหนือ _structureHigh (Swing High) หรือไม่ โดยพิจารณาจาก _highStructBreakPrice (ราคาปิดหรือราคา High ขึ้นอยู่กับการตั้งค่า isStructBodyCandleBreak) FVGDraw(...): ฟังก์ชันนี้รับ Arrays ของ FVG Boxes, Types, Mitigation Status และ Labels มาประมวลผล เพื่ออัปเดตสถานะของ FVG (เช่น ถูก Mitigate หรือไม่) และปรับขนาด/ตำแหน่งของ FVG Box และ Label บนกราฟ 2.3 Global Variables (ตัวแปรทั่วทั้งอินดิเคเตอร์) เป็นตัวแปรที่ประกาศด้วย var ซึ่งหมายความว่าค่าของมันจะถูกเก็บไว้และอัปเดตในแต่ละแท่งเทียน (persists across bars) structureLines, structureLabels: Arrays สำหรับเก็บอ็อบเจกต์ line และ label ของเส้น Choch/BoS ที่วาดบนกราฟ fvgBoxes, fvgTypes, fvgLabels, isFvgMitigated: Arrays สำหรับเก็บข้อมูลของ FVG Boxes และสถานะต่างๆ structureHigh, structureLow: เก็บราคาของ Swing High/Low ที่สำคัญของโครงสร้างตลาดปัจจุบัน structureHighStartIndex, structureLowStartIndex: เก็บ Bar Index ของจุดเริ่มต้นของ Swing High/Low ที่สำคัญ structureDirection: เก็บสถานะของทิศทางโครงสร้างตลาด (1 = Bullish, 2 = Bearish, 0 = Undefined) fiboXPrice, fiboXStartIndex, fiboXLine, fiboXLabel: ตัวแปรสำหรับเก็บข้อมูลและอ็อบเจกต์ของเส้น Fibonacci Levels isBOSAlert, isCHOCHAlert: (Boolean) ใช้สำหรับส่งสัญญาณ Alert (หากมีการตั้งค่า Alert ไว้) 2.4 FVG Processing (การประมวลผล FVG) ส่วนนี้จะตรวจสอบเงื่อนไขการเกิด FVG (Bullish FVG: high < low , Bearish FVG: low > high ) หากเกิด FVG และ isFvgToShow เป็น true จะมีการสร้าง box และ label ใหม่เพื่อแสดง FVG บนกราฟ มีการจัดการ fvgBoxes และ fvgLabels เพื่อจำกัดจำนวน FVG ที่แสดงตาม fvgHistoryNbr และลบ FVG เก่าออก ฟังก์ชัน FVGDraw จะถูกเรียกเพื่ออัปเดตสถานะของ FVG (เช่น การถูก Mitigate) และปรับการแสดงผล 2.5 Structures Processing (การประมวลผลโครงสร้างตลาด) Initialization: ที่ bar_index == 0 (แท่งเทียนแรกของกราฟ) จะมีการกำหนดค่าเริ่มต้นให้กับ structureHigh, structureLow, structureHighStartIndex, structureLowStartIndex Finding Current High/Low: highest, highestBar, lowest, lowestBar ถูกใช้เพื่อหา High/Low ที่สุดและ Bar Index ของมันใน 10 แท่งล่าสุด (หรือทั้งหมดหากกราฟสั้นกว่า 10 แท่ง) Calculating Structure Max/Min Bar: structureMaxBar และ structureMinBar ใช้ฟังก์ชัน get_structure_highest_bar และ get_structure_lowest_bar เพื่อหา Bar Index ของ Swing High/Low ที่แท้จริง (ไม่ใช่แค่ High/Low ที่สุดใน lookback แต่เป็นจุด Pivot ที่สมบูรณ์) Break Price: lowStructBreakPrice และ highStructBreakPrice จะเป็นราคาปิด (close) หรือราคา Low/High ขึ้นอยู่กับ isStructBodyCandleBreak isStuctureLowBroken / isStructureHighBroken: เงื่อนไขเหล่านี้ตรวจสอบว่าราคาได้ทำลาย structureLow หรือ structureHigh หรือไม่ โดยพิจารณาจากราคา Break, ราคาแท่งก่อนหน้า และ Bar Index ของจุดเริ่มต้นโครงสร้าง Choch/BoS Logic (ส่วนสำคัญที่ถูกผสานกับ MACD): if(isStuctureLowBroken and is_bearish_macd_cross): นี่คือจุดที่ MACD เข้ามามีบทบาท หากราคาทำลาย structureLow (สัญญาณขาลง) และ MACD Histogram เกิด Bearish Zero Cross (is_bearish_macd_cross เป็น true) อินดิเคเตอร์จะพิจารณาว่าเป็น Choch หรือ BoS หาก structureDirection == 1 (เดิมเป็นขาขึ้น) หรือ 0 (ยังไม่กำหนด) จะตีเป็น "CHoCH" (เปลี่ยนทิศทางโครงสร้างเป็นขาลง) หาก structureDirection == 2 (เดิมเป็นขาลง) จะตีเป็น "BOS" (ยืนยันโครงสร้างขาลง) มีการสร้าง line.new และ label.new เพื่อวาดเส้นและป้ายกำกับ structureDirection จะถูกอัปเดตเป็น 1 (Bullish) structureHighStartIndex, structureLowStartIndex, structureHigh, structureLow จะถูกอัปเดตเพื่อกำหนดโครงสร้างใหม่ else if(isStructureHighBroken and is_bullish_macd_cross): เช่นกันสำหรับขาขึ้น หากราคาทำลาย structureHigh (สัญญาณขาขึ้น) และ MACD Histogram เกิด Bullish Zero Cross (is_bullish_macd_cross เป็น true) อินดิเคเตอร์จะพิจารณาว่าเป็น Choch หรือ BoS หาก structureDirection == 2 (เดิมเป็นขาลง) หรือ 0 (ยังไม่กำหนด) จะตีเป็น "CHoCH" (เปลี่ยนทิศทางโครงสร้างเป็นขาขึ้น) หาก structureDirection == 1 (เดิมเป็นขาขึ้น) จะตีเป็น "BOS" (ยืนยันโครงสร้างขาขึ้น) มีการสร้าง line.new และ label.new เพื่อวาดเส้นและป้ายกำกับ structureDirection จะถูกอัปเดตเป็น 2 (Bearish) structureHighStartIndex, structureLowStartIndex, structureHigh, structureLow จะถูกอัปเดตเพื่อกำหนดโครงสร้างใหม่ การลบเส้นเก่า: d.delete_line (หากไลบรารีทำงาน) จะถูกเรียกเพื่อลบเส้นและป้ายกำกับเก่าออกเมื่อจำนวนเกิน structHistoryNbr Updating Structure High/Low (else block): หากไม่มีการ Break เกิดขึ้น แต่ราคาปัจจุบันสูงกว่า structureHigh หรือต่ำกว่า structureLow ในทิศทางที่สอดคล้องกัน (เช่น ยังคงเป็นขาขึ้นและทำ High ใหม่) structureHigh หรือ structureLow จะถูกอัปเดตเพื่อติดตาม High/Low ที่สุดของโครงสร้างปัจจุบัน Current Structure Display: หาก isCurrentStructToShow เป็น true อินดิเคเตอร์จะวาดเส้น structureHighLine และ structureLowLine เพื่อแสดงขอบเขตของโครงสร้างตลาดปัจจุบัน Fibonacci Display: หาก isFiboXToShow เป็น true อินดิเคเตอร์จะคำนวณและวาดเส้น Fibonacci Levels ต่างๆ (0.786, 0.705, 0.618, 0.5, 0.382) โดยอิงจาก structureHigh และ structureLow ของโครงสร้างตลาดปัจจุบัน Alerts: alertcondition: ใช้สำหรับตั้งค่า Alert ใน TradingView เมื่อเกิดสัญญาณ BOS หรือ CHOCH plot(na): plot(na) เป็นคำสั่งที่สำคัญในอินดิเคเตอร์ที่ไม่ได้ต้องการพล็อต Series ของข้อมูลบนกราฟ (เช่น ไม่ได้พล็อตเส้น EMA หรือ RSI) แต่ใช้วาดอ็อบเจกต์ (Line, Label, Box) โดยตรง การมี plot(na) ช่วยให้ Pine Script รู้ว่าอินดิเคเตอร์นี้มีเอาต์พุตที่แสดงผลบนกราฟ แม้ว่าจะไม่ได้เป็น Series ที่พล็อตตามปกติก็ตาม 3. วิธีใช้งาน คัดลอกโค้ดทั้งหมด ที่อยู่ในบล็อก immersive ด้านบน ไปที่ TradingView และเปิดกราฟที่คุณต้องการ คลิกที่เมนู "Pine Editor" ที่อยู่ด้านล่างของหน้าจอ ลบโค้ดเดิมที่มีอยู่ และ วางโค้ดที่คัดลอกมา ลงไปแทน คลิกที่ปุ่ม "Add to Chart" อินดิเคเตอร์จะถูกเพิ่มลงในกราฟของคุณโดยอัตโนมัติ คุณสามารถคลิกที่รูปฟันเฟืองข้างชื่ออินดิเคเตอร์บนกราฟเพื่อเข้าถึงหน้าต่างการตั้งค่าและปรับแต่งตามความต้องการของคุณได้ Hello! I will explain the "SMC Structures and FVG + MACD" indicator you provided in detail, section by section, so you can fully understand how it works.This indicator combines the concepts of Smart Money Concept (SMC), which focuses on analyzing Market Structure and Fair Value Gaps (FVG), with the MACD indicator to serve as a filter or confirmation for Choch (Change of Character) and BoS (Break of Structure) signals.1. Overall PurposeThe main purposes of this indicator are:Identify Market Structure: Automatically draw lines and label Choch (Change of Character) and BoS (Break of Structure) on the chart.Integrate MACD Confirmation: Choch/BoS signals will only be considered when the MACD Histogram performs a cross (Zero Cross) in the corresponding direction.Display Fair Value Gap (FVG): If enabled, FVG boxes will be drawn on the chart.Display Fibonacci Levels: Calculate and display important Fibonacci levels based on the current market structure.Adapt to Timeframe: All calculations and displays will automatically adjust to the timeframe you are currently using.2. Code BreakdownThis code can be divided into the following main sections:2.1 Inputs (Settings)This section contains variables that you can adjust in the indicator's settings window (click the gear icon next to the indicator's name on the chart).MACD Settings:fast_len: Length of the Fast EMA for MACD (default 12)slow_len: Length of the Slow EMA for MACD (default 26)signal_len: Length of the Signal Line for MACD (default 9) = ta.macd(close, fast_len, slow_len, signal_len): Calculates the MACD Line, Signal Line, and Histogram using the closing price (close) and the specified lengths.is_bullish_macd_cross: Checks if the MACD Histogram crosses above the 0 line (from negative to positive).is_bearish_macd_cross: Checks if the MACD Histogram crosses below the 0 line (from positive to negative).Fear Value Gap (FVG) Settings:isFvgToShow: (Boolean) Enables/disables the display of FVG on the chart.bullishFvgColor: Color for Bullish FVG.bearishFvgColor: Color for Bearish FVG.mitigatedFvgColor: Color for FVG that has been mitigated.fvgHistoryNbr: Number of historical FVG to display.isMitigatedFvgToReduce: (Boolean) Enables/disables reducing the size of FVG when mitigated.Structures (โครงสร้างตลาด) Settings:isStructBodyCandleBreak: (Boolean) If true, the break must occur with the candle body closing above/below the Swing High/Low. If false, a wick break is sufficient.isCurrentStructToShow: (Boolean) Enables/disables the display of the current market structure lines (blue lines in the example image).pivot_len: Lookback length for identifying Pivot points (Swing High/Low). A smaller value captures smaller, more frequent swings; a larger value captures larger, more significant swings.bullishBosColor, bearishBosColor: Colors for bullish/bearish BOS lines and labels.bosLineStyleOption, bosLineWidth: Style (Solid, Dotted, Dashed) and width of BOS lines.bullishChochColor, bearishChochColor: Colors for bullish/bearish CHoCH lines and labels.chochLineStyleOption, chochLineWidth: Style (Solid, Dotted, Dashed) and width of CHoCH lines.currentStructColor, currentStructLineStyleOption, currentStructLineWidth: Color, style, and width of the current market structure lines.structHistoryNbr: Number of historical breaks (Choch/BoS) to display.Structure Fibonacci (from original code):A set of inputs to enable/disable, define values, colors, styles, and widths for various Fibonacci Levels (0.786, 0.705, 0.618, 0.5, 0.382) that will be calculated from the current market structure.2.2 Helper FunctionsgetLineStyle(lineOption): This function converts the selected string input (e.g., "─", "┈", "╌") into a line.style_ format understood by Pine Script.get_structure_highest_bar(lookback): This function attempts to find the Bar Index of the Swing High within the specified lookback period.get_structure_lowest_bar(lookback): This function attempts to find the Bar Index of the Swing Low within the specified lookback period.is_structure_high_broken(...): This function checks if the current price has broken above _structureHigh (Swing High), considering _highStructBreakPrice (closing price or high price depending on isStructBodyCandleBreak setting).FVGDraw(...): This function takes arrays of FVG Boxes, Types, Mitigation Status, and Labels to process and update the status of FVG (e.g., whether it's mitigated) and adjust the size/position of FVG Boxes and Labels on the chart.2.3 Global VariablesThese are variables declared with var, meaning their values are stored and updated on each bar (persists across bars).structureLines, structureLabels: Arrays to store line and label objects for Choch/BoS lines drawn on the chart.fvgBoxes, fvgTypes, fvgLabels, isFvgMitigated: Arrays to store FVG box data and their respective statuses.structureHigh, structureLow: Stores the price of the significant Swing High/Low of the current market structure.structureHighStartIndex, structureLowStartIndex: Stores the Bar Index of the start point of the significant Swing High/Low.structureDirection: Stores the status of the market structure direction (1 = Bullish, 2 = Bearish, 0 = Undefined).fiboXPrice, fiboXStartIndex, fiboXLine, fiboXLabel: Variables to store data and objects for Fibonacci Levels.isBOSAlert, isCHOCHAlert: (Boolean) Used to trigger alerts in TradingView (if alerts are configured).2.4 FVG ProcessingThis section checks the conditions for FVG formation (Bullish FVG: high < low , Bearish FVG: low > high ).If FVG occurs and isFvgToShow is true, a new box and label are created to display the FVG on the chart.fvgBoxes and fvgLabels are managed to limit the number of FVG displayed according to fvgHistoryNbr and remove older FVG.The FVGDraw function is called to update the FVG status (e.g., whether it's mitigated) and adjust its display.2.5 Structures ProcessingInitialization: At bar_index == 0 (the first bar of the chart), structureHigh, structureLow, structureHighStartIndex, and structureLowStartIndex are initialized.Finding Current High/Low: highest, highestBar, lowest, lowestBar are used to find the highest/lowest price and its Bar Index of it in the last 10 bars (or all bars if the chart is shorter than 10 bars).Calculating Structure Max/Min Bar: structureMaxBar and structureMinBar use get_structure_highest_bar and get_structure_lowest_bar functions to find the Bar Index of the true Swing High/Low (not just the highest/lowest in the lookback but a complete Pivot point).Break Price: lowStructBreakPrice and highStructBreakPrice will be the closing price (close) or the Low/High price, depending on the isStructBodyCandleBreak setting.isStuctureLowBroken / isStructureHighBroken: These conditions check if the price has broken structureLow or structureHigh, considering the break price, previous bar prices, and the Bar Index of the structure's starting point.Choch/BoS Logic (Key Integration with MACD):if(isStuctureLowBroken and is_bearish_macd_cross): This is where MACD plays a role. If the price breaks structureLow (bearish signal) AND the MACD Histogram performs a Bearish Zero Cross (is_bearish_macd_cross is true), the indicator will consider it a Choch or BoS.If structureDirection == 1 (previously bullish) or 0 (undefined), it will be labeled "CHoCH" (changing structure direction to bearish).If structureDirection == 2 (already bearish), it will be labeled "BOS" (confirming bearish structure).line.new and label.new are used to draw the line and label.structureDirection will be updated to 1 (Bullish).structureHighStartIndex, structureLowStartIndex, structureHigh, structureLow will be updated to define the new structure.else if(isStructureHighBroken and is_bullish_macd_cross): Similarly for bullish breaks. If the price breaks structureHigh (bullish signal) AND the MACD Histogram performs a Bullish Zero Cross (is_bullish_macd_cross is true), the indicator will consider it a Choch or BoS.If structureDirection == 2 (previously bearish) or 0 (undefined), it will be labeled "CHoCH" (changing structure direction to bullish).If structureDirection == 1 (already bullish), it will be labeled "BOS" (confirming bullish structure).line.new and label.new are used to draw the line and label.structureDirection will be updated to 2 (Bearish).structureHighStartIndex, structureLowStartIndex, structureHigh, structureLow will be updated to define the new structure.Deleting Old Lines: d.delete_line (if the library works) will be called to delete old lines and labels when their number exceeds structHistoryNbr.Updating Structure High/Low (else block): If no break occurs, but the current price is higher than structureHigh or lower than structureLow in the corresponding direction (e.g., still bullish and making a new high), structureHigh or structureLow will be updated to track the highest/lowest point of the current structure.Current Structure Display:If isCurrentStructToShow is true, the indicator draws structureHighLine and structureLowLine to show the boundaries of the current market structure.Fibonacci Display:If isFiboXToShow is true, the indicator calculates and draws various Fibonacci Levels (0.786, 0.705, 0.618, 0.5, 0.382) based on the structureHigh and structureLow of the current market structure.Alerts:alertcondition: Used to set up alerts in TradingView when BOS or CHOCH signals occur.plot(na):plot(na) is an important statement in indicators that do not plot data series directly on the chart (e.g., not plotting EMA or RSI lines) but instead draw objects (Line, Label, Box).Having plot(na) helps Pine Script recognize that this indicator has an output displayed on the chart, even if it's not a regularly plotted series.3. How to UseCopy all the code in the immersive block above.Go to TradingView and open your desired chart.Click on the "Pine Editor" menu at the bottom of the screen.Delete any existing code and paste the copied code in its place.Click the "Add to Chart" button.The indicator will be added to your chart automatically. You can click the gear icon next to the indicator's name on the chart to access the settings window and customize it to your needs.I hope this explanation helps you understand this indicator in detail. If anything is unclear, or you need further adjustments, please let me know.
Pine Script® インジケーター
Mr-7TRILLの投稿
Currency Weekend - shading weekend trading// ───────────────────────────────────────────────────────────────────────────── // © 2025, Steve / Steven Anthony – "Currency Weekend" // This script highlights the low-liquidity weekend window that often affects // both fiat currency markets and cryptocurrencies like Bitcoin. // // ╭─────────────────────────────── DESCRIPTION ───────────────────────────────╮ // | This indicator shades a customizable time window on your chart, | // | originally set to highlight the **forex weekend lull** from | // | **Friday 21:00 UTC to Sunday 21:00 UTC**, when traditional fiat | // | currency markets close. | // | | // | Traders who observe Bitcoin, Ethereum, or other crypto assets may | // | notice reduced liquidity or increased erratic moves during this time, | // | due to overlapping behaviors from professional forex traders who | // | trade both markets. | // ╰──────────────────────────────────────────────────────────────────────────╯ // // 🔧 Flexible Configuration: // - Define your own start and end **day + time** for shading // - Useful for shading other custom quiet periods or session transitions // // 💡 Use Cases: // - Avoid trading during low-liquidity periods // - Spot potential weekend traps or price gaps // - Align crypto behavior with fiat market hours // // 📍 Default Settings: // - Start: Friday 21:00 UTC // - End: Sunday 21:00 UTC // // Timezone is normalized to the chart’s timezone for seamless integration. // // ─────────────────────────────────────────────────────────────────────────────
Pine Script® インジケーター
TradeTitan120の投稿
Canonical Momenta Indicator [T1][T69]📌 Overview The Canonical Momenta Indicator models trend pressure using a Lagrangian-based momentum engine combined with reflexivity theory to detect bursts in price movement influenced by herd behavior and volume acceleration. 🧠 Features Lagrangian-based kinetic model combining velocity and acceleration Reflexivity burst detection with directional scoring Adaptive momentum-weighted output (adaptiveCMI) Buy 🐋 / Sell 🐻 labels when reflexivity confirms direction Fully parameterized for customization ⚙️ How to Use This indicator helps traders: Detect reflexive bursts in market activity driven by sharp price movement + volume spikes Capture herd-driven directional moves early. Gauge market pressure using a kinetic-potential energy model. Suggested signals: 🐋 Reflexive Up: Strong bullish momentum spike confirmed by volume and positive lagrangian pressure 🐻 Reflexive Down: Strong bearish dump confirmed by volume and negative lagrangian burst 🔧 Configuration MA Lookback Length - Smoothing for baseline price & energy calculation Reflexivity Momentum Threshold - Price momentum trigger for burst detection Reflexivity Lookback - Period over which bursts are counted Reflexivity Window - Minimum burst sum to trigger signal label Volume Spike Threshold - % above average volume to qualify as burst 📊 Behavior Description The indicator computes a Lagrangian energy: Kinetic Energy = (velocity² + 0.5 * acceleration²) Potential Energy = deviation from moving average (distance²) Lagrangian = Potential − Kinetic (higher = overextension) Then, reflexive bursts are triggered when: Price is rising or falling over short window (burstMvmnt) Volume is above average by a user-defined multiple Each bar gets a burst score: +1 for up-burst −1 for down-burst 0 otherwise ⚠️ Risk Profile Based on Lookback Settings Risk Level | Description | Recommended Lookback 🟥 High | Extremely sensitive to bursts, prone to false signals | 7–10 🟨 Moderate | Balanced reflexivity with trend confirmation | 11–20 🟩 Low | Filters out most noise, slower to react | 21+ 🧪 Advanced Tips Combine with moving average slope for trend filtering Use divergence between adaptiveCMI and price to detect exhaustion Works well in crypto, commodities, and volatile assets ⚠️ Limitations Sensitive to high volatility noise if volMult is too low Designed for higher timeframes (1H, 4H, Daily) for reliability Doesn’t confirm direction in sideways markets — pair with other filters 📝 Disclaimer This tool is provided for educational and informational purposes. Always do your own backtesting and use proper risk management.
Pine Script® インジケーター
Teyo69の投稿
Trigonometric StochasticTrigonometric Stochastic - Mathematical Smoothing Oscillator Overview A revolutionary approach to stochastic oscillation using sine wave mathematical smoothing. This indicator transforms traditional stochastic calculations through trigonometric functions, creating an ultra-smooth oscillator that reduces noise while maintaining sensitivity to price changes. Mathematical Foundation Unlike standard stochastic oscillators, this version applies sine wave smoothing: • Raw Stochastic: (close - lowest_low) / (highest_high - lowest_low) × 100 • Trigonometric Smoothing: 50 + 50 × sin(2π × raw_stochastic / 100) • Result: Naturally smooth oscillator with mathematical precision Key Features Advanced Smoothing Technology • Sine Wave Filter: Eliminates choppy movements while preserving signal integrity • Natural Boundaries: Mathematically constrained between 0-100 • Reduced False Signals: Trigonometric smoothing filters market noise effectively Traditional Stochastic Levels • Overbought Zone: 80 level (dashed line) • Oversold Zone: 20 level (dashed line) • Midline: 50 level (dotted line) - equilibrium point • Visual Clarity: Clean oscillator panel with clear level markings Smart Signal Generation • Anti-Repaint Logic: Uses confirmed previous bar values • Buy Signals: Generated when crossing above 30 from oversold territory • Sell Signals: Generated when crossing below 70 from overbought territory • Crossover Detection: Precise entry/exit timing Professional Presentation • Separate Panel: Dedicated oscillator window (overlay=false) • Price Format: Formatted as price indicator with 2-decimal precision • Theme Adaptive: Automatically matches your chart color scheme Parameters • Cycle Length (5-200): Period for highest/lowest calculations - Shorter periods = more sensitive, more signals - Longer periods = smoother, fewer but stronger signals Trading Applications Momentum Analysis • Overbought/Oversold: Clear visual identification of extreme levels • Momentum Shifts: Early detection of momentum changes • Trend Strength: Monitor oscillator position relative to midline Signal Trading • Long Entries: Buy when crossing above 30 (oversold bounce) • Short Entries: Sell when crossing below 70 (overbought rejection) • Confirmation Tool: Use with trend indicators for higher probability trades Divergence Detection • Bullish Divergence: Price makes lower lows, oscillator makes higher lows • Bearish Divergence: Price makes higher highs, oscillator makes lower highs • Early Warning: Spot potential trend reversals before they occur Trading Strategies Scalping (5-15min timeframes) • Use cycle length 10-14 for quick signals • Focus on 20/80 level bounces • Combine with price action confirmation Swing Trading (1H-4H timeframes) • Use cycle length 20-30 for reliable signals • Wait for clear crossovers with momentum • Monitor divergences for reversal setups Position Trading (Daily+ timeframes) • Use cycle length 50+ for major signals • Focus on extreme readings (below 10, above 90) • Combine with fundamental analysis Advantages Over Standard Stochastic 1. Smoother Action: Sine wave smoothing reduces whipsaws 2. Mathematical Precision: Trigonometric functions provide consistent behavior 3. Maintained Sensitivity: Smoothing doesn't compromise signal quality 4. Reduced Noise: Cleaner signals in volatile markets 5. Visual Appeal: More aesthetically pleasing oscillator movement Best Practices • Market Context: Consider overall trend direction • Multiple Timeframe: Confirm signals on higher timeframes • Risk Management: Always use proper position sizing • Backtesting: Test parameters on your preferred instruments • Combination: Works excellently with trend-following indicators Built-in Alerts • Buy Alert: Trigonometric stochastic oversold crossover • Sell Alert: Trigonometric stochastic overbought crossunder Technical Specifications • Pine Script Version: v6 • Panel: Separate oscillator window • Format: Price indicator with 2-decimal precision • Performance: Optimized for all timeframes • Compatibility: Works with all instruments Free and open-source indicator. Modify, improve, and share with the community! Educational Value: Perfect for traders wanting to understand how mathematical smoothing improves oscillators and trigonometric applications in technical analysis.
Pine Script® インジケーター
agatariganの投稿
ORB Range Indicator with Fibonacci Targets This script plots the Opening Range (ORB) high and low based on a configurable time window (5–45 minutes from the U.S. session open at 9:30 AM EST). Once the ORB window closes, the indicator draws horizontal lines marking: ORB High and Low The size of the range in price and % Fibonacci-based price targets above and below the range (0.382, 0.618, 1.000, 1.618, 2.000) You can control: Which Fibonacci levels to display Whether to show long targets, short targets, or both All drawings are automatically cleared at the start of each trading day. Ideal for breakout traders using ORB and Fibonacci extensions for target planning.
Pine Script® インジケーター
Baba_Dollarの投稿
2
Midnight 30min High/LowMidnight 30min High/Low — Overnight Liquidity Range Tracker Capture the Overnight Session: A Strategic Level Identification Tool from Professional Trading Methodology This indicator captures the high and low prices during the critical 30-minute midnight session (12:00-12:30 AM EST) and projects these levels forward as key support and resistance zones. These overnight ranges often contain significant liquidity and serve as crucial reference points for intraday price action, representing areas where institutional activity may have established important levels. 🔍 What This Script Does: Identifies Critical Overnight Session Levels - Automatically detects the 12:00-12:30 AM EST session window - Captures the highest and lowest prices during this 30-minute period - Projects these levels forward for multiple trading days Creates Dynamic Support/Resistance Zones - Extends midnight high/low levels as horizontal lines with customizable projection periods - Fills the area between high and low to create a visual trading range - Updates automatically each trading day with new overnight levels Provides Clear Visual Reference Points - Optional session start markers (●) highlight when the midnight session begins - Color-coded lines distinguish between high and low levels - Transparent fill area creates an easy-to-identify trading zone Real-Time Level Tracking - Updates levels in real-time during the active midnight session - Maintains historical levels for reference and backtesting - Compatible with data window for precise level values ⚙️ Customization Options: Extend Days (1-30):** Control how many days forward the levels are projected (default: 5 days) High Line Color:** Customize the midnight high line color (default: blue) Low Line Color:** Customize the midnight low line color (default: orange) Fill Color:** Adjust the transparency and color of the range area (default: light aqua, 80% transparency) Show Session Markers:** Toggle yellow session start indicators on/off (default: enabled) 💡 How to Use: Deploy on lower timeframes (1m-15m) for precise level identification and reaction monitoring** Watch for key price interactions: - Rejection at midnight high levels (potential resistance) - Bounce from midnight low levels (potential support) - Range-bound trading between the high and low levels Combine with liquidity concepts: - Monitor for stop hunts above/below these levels - Look for false breakouts that snap back into the range - Use as confluence with other ICT concepts like FVGs and Order Blocks Strategic Applications: - Range trading between midnight levels - Breakout confirmation when price closes decisively outside the range - Support/resistance validation for entry and exit planning 🔗 Combine With These Tools for Complete Market Structure Analysis: ✅ First FVG — Opening Range Fair Value Gap Detector. ✅ ICT Turtle Soup (Liquidity Reversal)— Spot stop hunts and false breakout scenarios ✅ ICT Macro Zones (Grey Box Version)- It tracks real-time highs and lows for each Silver Bullet session ✅ ICT SMC Liquidity Grabs and OBs- Liquidity Grabs, Order Block Zones, and Fibonacci OTE Levels, allowing traders to identify institutional entry models with clean, rule-based visual signals. Together, these tools create a comprehensive Smart Money Concepts (SMC) framework — helping traders identify, anticipate, and capitalize on institutional-level price movements with precision and confidence during critical overnight sessions.
Pine Script® インジケーター
MrWoof888の投稿
Alt Szn Oracle - Institutional GradeThe Alt Szn Oracle is a macro-level indicator built to help traders front-run altseason by tracking liquidity, dominance rotation, sentiment, and capital flows—all in one signal. It’s designed for those who don’t just chase pumps, but want to understand when the tide is turning and why. This tool doesn't predict specific coin breakouts—it tells you when the market as a whole is gearing up to rotate into higher beta assets like altcoins, including memes and microcaps. The index consolidates ten macro inputs into a normalized, smoothed score from 0–100. These include Bitcoin and Ethereum dominance, ETH/BTC, altcoin market cap (Total3), relative volume flows, and stablecoin supply (USDT, USDC, DAI)—which act as proxies for risk-on appetite and dry powder entering the system. It also incorporates manually updated sentiment metrics from Google Trends and the Fear & Greed Index, giving it a behavioral edge that most indicators lack. The logic is simple but powerful: when BTC dominance is falling, ETH/BTC is rising, altcoin volume increases relative to BTC/ETH, and stablecoins start moving—you're likely in the early innings of rotation. The index is also filtered through a volatility threshold and smoothed with an EMA to eliminate chop and fakeouts. Use this indicator on macro charts like TOTAL3, TOTAL2, or ETHBTC to gauge market health, or overlay it on specific coins like PEPE, DOGE, or SOL to confirm if the tide is in your favor. Interpreting the score is straightforward: readings above 80 suggest euphoria and signal it’s time to de-risk, 60–80 indicates expansion and confirms altseason is underway, 40–60 is neutral, and 20–40 is a capitulation zone where smart money accumulates. What sets this apart is that it doesn’t just track price—it reflects the flow of capital, the positioning of liquidity, and the sentiment of the crowd. Most altseason indicators are lagging, overfitted, or too simplistic. This one is modular, forward-looking, and grounded in real capital rotation theory. If you're a trader who wants to time the cycle, not guess it, this is your tool. Refine it, fork it, or expand it to your niche—DeFi, NFTs, meme coins, or L1s. It’s a framework for reading the macro winds, not a signal service. Use it with discipline, and you’ll catch the wave while others drown in noise.
Pine Script® インジケーター
Cartergalloの投稿
Staccked SMA - Regime Switching & Persistance StatisticsThis indicator is designed to identify the prevailing market regime by analyzing the behavior of a "stack" of Simple Moving Averages (SMAs). It helps you understand whether the market is currently trending, mean-reverting, or moving randomly. Core Concept: SMA Correlation At its heart, the indicator examines the relationship between a set of nine SMAs with different lengths (3, 5, 8, 13, 21, 34, 55, 89, 144) and the lengths themselves. In a strong trending market (either up or down), the SMAs will be neatly "stacked" in order of their length. The shortest SMA will be furthest from the longest SMA, creating a strong, almost linear visual pattern. When we measure the statistical correlation between the SMA values and their corresponding lengths, we get a value close to +1 (perfect uptrend stack) or -1 (perfect downtrend stack). The absolute value of this correlation will be very high (close to 1). In a mean-reverting or sideways market, the SMAs will be tangled and crisscrossing each other. There is no clear order, and the relationship between an SMA's length and its price value is weak. The correlation will be close to 0. This indicator calculates this Pearson correlation on every bar, giving a continuous measure of how ordered or "trendy" the SMAs are. An absolute correlation above 0.8 is considered strongly trending, while a value between 0.4 and 0.8 suggests a mean-reverting character. Below 0.4, the market is likely random or choppy. Regime Classification and Statistics The indicator doesn't just look at the current correlation; it analyzes its behavior over a user-defined lookback window (default is 252 bars) to classify the overall market "regime." It presents its findings in a clear table: 📊 |SMA Correlation| Regime Table: This main table provides a snapshot of the current market character. Median: Shows the median absolute correlation over the lookback period, giving a central tendency of the market's behavior. % > 0.80: The percentage of time the market was in a strong trend during the lookback period. % < 0.80 & > 0.40: The percentage of time the market showed mean-reverting characteristics. 🧠 Regime: The final classification. It's labeled "📈 Trend-Dominant" if the median correlation is high and it has spent a significant portion of the time trending. It's labeled "🔄 Mean-Reverting" if the median is in the middle range and it has spent significant time in that state. Otherwise, it's considered "⚖️ Random/ Choppy". 📐 Regime Significance: This tells you how statistically confident you can be in the current regime classification, using a Z-score to compare its occurrence against random chance. ⭐⭐⭐ indicates high confidence (99%), while "❌ Not Significant" means the pattern could be random. Regime Transition Probabilities Optionally, a second table can be displayed that shows the historical probability of the market transitioning from one regime to another over different time horizons (t+5, t+10, t+15, and t+20 bars). 📈 → 🔄 → ⚖️ Transition Table: This table answers questions like, "If the market is trending now (From: 📈), what is the probability it will be mean-reverting (→ 🔄) in 10 bars?" This provides powerful insights into the market's cyclical nature, helping you anticipate future behavior based on past patterns. For example, you might find that after a period of strong trending, a transition to a choppy state is more likely than a direct switch to a mean-reverting Indicator Settings Lookback Window for Regime Classification: This sets the number of recent bars (default is 252) the script analyzes to determine the current market regime (Trending, Mean-Reverting, or Random). A larger number provides a more stable, long-term view, while a smaller number makes the classification more sensitive to recent price action. Show Regime Transition Table: A simple toggle (on/off) to show or hide the table that displays the probabilities of the market switching from one regime to another. Lookback Offset for Starting Regime: This determines the "starting point" in the past for calculating regime transitions. The default is 20 bars ago. The script looks at the regime at this point and then checks what it became at later points. Step 1, 2, 3, 4 Offset (bars): These define the future time intervals (5, 10, 15, and 20 bars by default) for the transition probability table. For example, the script checks the regime at the "Lookback Offset" and then sees what it transitioned to 5, 10, 15, and 20 bars later. Significance Filter Settings Use Regime Significance Filter: When enabled, this filter ensures that the regime transition statistics only count transitions that were "statistically significant." This helps to filter out noise and focus on more reliable patterns. Min Stars Required (1=90%, 2=95%, 3=99%): This sets the minimum confidence level required for a regime to be included in the transition statistics when the significance filter is on. 1 ⭐: Requires at least 90% confidence. 2 ⭐⭐: Requires at least 95% confidence (default). 3 ⭐⭐⭐: Requires at least 99% confidence.
Pine Script® インジケーター
federalTacos5392bの投稿
7
Greer Value Yields Line📈 Greer Value Yields Line – Valuation Signal Without the Clutter Part of the Greer Financial Toolkit, this streamlined indicator tracks four valuation-based yield metrics and presents them clearly via the Data Window, GVY Score badge, and an optional Yield Table: Earnings Yield (EPS ÷ Price) FCF Yield (Free Cash Flow ÷ Price) Revenue Yield (Revenue per Share ÷ Price) Book Value Yield (Book Value per Share ÷ Price) ✅ Each yield is compared against its historical average ✅ A point is scored for each metric above average (0–4 total) ✅ Color-coded GVY Score badge highlights valuation strength ✅ Yield trend-lines Totals (TVAVG & TVPCT) help assess direction ✅ Clean layout: no chart clutter – just actionable insights 🧮 GVY Score Color Coding (0–4): ⬜ 0 = None (White) ⬜ 1 = Weak (Gray) 🟦 2 = Neutral (Aqua) 🟩 3 = Strong (Green) 🟨 4 = Gold Exceptional (All metrics above average) Total Value Average Line Color Coding: 🟥 Red – Average trending down 🟩 Green – Average trending up Ideal for long-term investors focused on fundamental valuation, not short-term noise. Enable the table and badge for a compact yield dashboard — or keep it minimal with just the Data Window and trend-lines.
Pine Script® インジケーター
controllinghandの投稿
Range Bar Gaps DetectorRange Bar Gaps Detector Overview The Range Bar Gaps Detector identifies price gaps across multiple range bar sizes (12, 24, 60, and 120) on any trading instrument, helping traders spot potential support/resistance zones or breakout opportunities. Designed for Pine Script v6, this indicator detects gaps on range bars and exports data for use in companion scripts like Range Bar Gaps Overlap, making it ideal for multi-timeframe gap analysis. Key Features Multi-Range Gap Detection: Identifies gaps on 12, 24, 60, and 120-range bars, capturing both bullish (gap up) and bearish (gap down) price movements. Customizable Sensitivity: Includes a user-defined minimum deviation (default: 10% of 14-period SMA) for 12-range gaps to filter out noise. 7-Day Lookback: Automatically prunes gaps older than 7 days to focus on recent, relevant price levels. Data Export: Serializes up to 10 gaps per range (tops, bottoms, start bars, highest/lowest prices, and age) for seamless integration with overlap analysis scripts. Debugging Support: Plots gap counts and aggregation data in the Data Window for easy verification of detected gaps. How It Works The indicator aggregates price movements to simulate higher range bars (24, 60, 120) from a base range bar chart. It detects gaps when the price jumps significantly between bars, ensuring gaps meet the minimum deviation threshold for 12-range bars. Gaps are stored in arrays, serialized for external use, and pruned after 7 days to maintain efficiency. Usage Add to your range bar chart (e.g., 12-range) to detect gaps across multiple ranges. Use alongside the Range Bar Gaps Overlap indicator to visualize gaps and their overlaps as boxes on the chart. Check the Data Window to confirm gap counts and sizes for each range (12, 24, 60, 120). Adjust the "Minimal Deviation (%) for 12-Range" input to control gap detection sensitivity. Settings Minimal Deviation (%) for 12-Range: Set the minimum gap size for 12-range bars (default: 10% of 14-period SMA). Range Sizes: Fixed at 24, 60, and 120 for higher range bar aggregation. Notes Ensure the script is published under your TradingView username (e.g., GreenArrow2005) for use with companion scripts. Best used on range bar charts to maintain consistent gap detection. For advanced overlap analysis, pair with the Range Bar Gaps Overlap indicator to highlight zones where gaps from different ranges align. Ideal For Traders seeking to identify key price levels for support/resistance or breakout strategies. Multi-timeframe analysts combining gap data across various range bar sizes. Developers building custom indicators that leverage gap data for advanced charting.
Pine Script® インジケーター
GreenArrow2005の投稿
Frahm Factor Position Size CalculatorThe Frahm Factor Position Size Calculator is a powerful evolution of the original Frahm Factor script, leveraging its volatility analysis to dynamically adjust trading risk. This Pine Script for TradingView uses the Frahm Factor’s volatility score (1-10) to set risk percentages (1.75% to 5%) for both Margin-Based and Equity-Based position sizing. A compact table on the main chart displays Risk per Trade, Frahm Factor, and Average Candle Size, making it an essential tool for traders aligning risk with market conditions. Calculates a volatility score (1-10) using true range percentile rank over a customizable look-back window (default 24 hours). Dynamically sets risk percentage based on volatility: Low volatility (score ≤ 3): 5% risk for bolder trades. High volatility (score ≥ 8): 1.75% risk for caution. Medium volatility (score 4-7): Smoothly interpolated (e.g., 4 → 4.3%, 5 → 3.6%). Adjustable sensitivity via Frahm Scale Multiplier (default 9) for tailored volatility response. Position Sizing: Margin-Based: Risk as a percentage of total margin (e.g., $175 for 1.75% of $10,000 at high volatility). Equity-Based: Risk as a percentage of (equity - minimum balance) (e.g., $175 for 1.75% of ($15,000 - $5,000)). Compact 1-3 row table shows: Risk per Trade with Frahm score (e.g., “$175.00 (Frahm: 8)”). Frahm Factor (e.g., “Frahm Factor: 8”). Average Candle Size (e.g., “Avg Candle: 50 t”). Toggles to show/hide Frahm Factor and Average Candle Size rows, with no empty backgrounds. Four sizes: XL (18x7, large text), L (13x6, normal), M (9x5, small, default), S (8x4, tiny). Repositionable (9 positions, default: top-right). Customizable cell color, text color, and transparency. Set Frahm Factor: Frahm Window (hrs): Pick how far back to measure volatility (e.g., 24 hours). Shorter for fast markets, longer for chill ones. Frahm Scale Multiplier: Set sensitivity (1-10, default 9). Higher makes the score jumpier; lower smooths it out. Set Margin-Based: Total Margin: Enter your account balance (e.g., $10,000). Risk auto-adjusts via Frahm Factor. Set Equity-Based: Total Equity: Enter your total account balance (e.g., $15,000). Minimum Balance: Set to the lowest your account can go before liquidation (e.g., $5,000). Risk is based on the difference, auto-adjusted by Frahm Factor. Customize Display: Calculation Method: Pick Margin-Based or Equity-Based. Table Position: Choose where the table sits (e.g., top_right). Table Size: Select XL, L, M, or S (default M, small text). Table Cell Color: Set background color (default blue). Table Text Color: Set text color (default white). Table Cell Transparency: Adjust transparency (0 = solid, 100 = invisible, default 80). Show Frahm Factor & Show Avg Candle Size: Check to show these rows, uncheck to hide (default on).
Pine Script® インジケーター
charleyRTの投稿
AZ Dynamic Trend Indicator with Heikin-Ashi### Dynamic Trend Indicator with Heikin-Ashi (v2.7) **Effortlessly identify trends and reversals** with this versatile tool combining multi-timeframe analysis, adaptive moving averages, and Heikin-Ashi smoothing. Here's what it offers: #### 🔍 **Core Features** 1. **Dual Timeframe Analysis**: - Track trends on higher timeframes (e.g., 1H/D) while viewing signals on your current chart. - Toggle between **Heikin-Ashi** or standard candles for cleaner trend visualization. 2. **8 Customizable MAs**: - Choose from **ALMA, HMA, SMA, SWMA, VWMA, WMA, ZLEMA, or EMA** with adjustable periods. - Unique "Trend Strength" metric: `(MA_Close - MA_Open) / (MA_High - MA_Low)` highlights momentum direction. 3. **Smart Signals**: - **Entry/Exit**: Triangles mark crossovers between MA Close/Open. - **Reversal Alerts**: Detects counter-trend moves within a user-defined window (default: 3 bars) after signals. - Color-coded plots: Bullish (🟢), Bearish (🔴), Reversal Bull (🔵), Reversal Bear (🟠). #### 🎨 **Visual Customization** - Toggle **High/Low MA lines**, **Close line**, and **fill colors**. - Adjust colors for all elements to match your chart theme. - Hide signals or reversal markers as needed. #### ⚙️ **Practical Use** - **Trend Following**: Use the MA Close/Open crossover with trend fill colors to confirm direction. - **Reversal Trading**: Capitalize on pullbacks with reversal signals (e.g., after a bearish signal, watch for Bull Reversal markers). - **Multi-Timeframe Confirmation**: Avoid false signals by aligning higher-timeframe trends with your entries. *Ideal for swing traders and trend riders!* **Note**: Adjust `MA Period`, `Reversal Window`, and `Trend Timeframe` for your strategy. Disable Heikin-Ashi in choppy markets for faster reactions. --- *Code v2.7 updates: Optimized reversal logic, added ALMA/ZLEMA support, and enhanced visual controls.*
Pine Script® インジケーター
sabuwalaazazの投稿
3
Opening Range Breakout (ORB) with Fib RetracementOverview “ORB with Fib Retracement” is a Pine Script indicator that anchors a full Fibonacci framework to the first minutes of the trading day (the opening-range breakout, or ORB). After the ORB window closes the script: Locks-in that session’s high and low. Calculates a complete ladder of Fibonacci retracement levels between them (0 → 100 %). Projects symmetric extension levels above and below the range (±1.618, ±2.618, ±3.618, ±4.618 by default). Sub-divides every extension slice with additional 23.6 %, 38.2 %, 50 %, 61.8 % and 78.6 % mid-lines so each “zone” has its own inner fib grid. Plots the whole structure and—optionally—extends every line into the future for ongoing reference. **Session time / timezone** – Defines the ORB window (defaults 09:30–09:45 EST). **Show All Fib Levels** – Toggles every retracement and extension line on or off. **Show Extended Lines** – Draws dotted, extend-right projections of every level. **Color group** – Assigns colors to buy-side (green), sell-side (red), and internal fibs (gray). **Extension value inputs** – Allows custom +/- 1.618 to 4.618 fib levels for personalized projection zones.
Pine Script® インジケーター
gggoaaatの投稿
6
S4_IBS_Mean_Rev_3candleExitOverview: This is a rules-based, mean reversion strategy designed to trade pullbacks using the Internal Bar Strength (IBS) indicator. The system looks for oversold conditions based on IBS, then enters long trades , holding for a maximum of 3 bars or until the trade becomes profitable. The strategy includes: ✅ Strict entry rules based on IBS ✅ Hardcoded exit conditions for risk management ✅ A clean visual table summarizing key performance metrics How It Works: 1. Internal Bar Strength (IBS) Setup: The IBS is calculated using the previous bar’s price range: IBS = (Previous Close - Previous Low) / (Previous High - Previous Low) IBS values closer to 0 indicate price is near the bottom of the previous range, suggesting oversold conditions. 2. Entry Conditions: IBS must be ≤ 0.25, signaling an oversold setup. Trade entries are only allowed within a user-defined backtest window (default: 2024). Only one trade at a time is permitted (long-only strategy). 3. Exit Conditions: If the price closes higher than the entry price, the trade exits with a profit. If the trade has been open for 3 bars without showing profit, the trade is forcefully exited. All trades are closed automatically at the end of the backtest window if still open. Additional Features: 📊 A real-time performance metrics table is displayed on the chart, showing: - Total trades - % of profitable trades - Total P&L - Profit Factor - Max Drawdown - Best/Worst trade performance 📈 Visual markers indicate trade entries (green triangle) and exits (red triangle) for easy chart interpretation. Who Is This For? This strategy is designed for: ✅ Traders exploring systematic mean reversion approaches ✅ Those who prefer strict, rules-based setups with no subjective decision-making ✅ Traders who want built-in performance tracking directly on the chart Note: This strategy is provided for educational and research purposes. It is a backtested model and past performance does not guarantee future results. Users should paper trade and validate performance before considering real capital.
Pine Script® ストラテジー
Trading_Alpha01の投稿
AdvancedOFPIAnalyzerLibrary "AdvancedOFPIAnalyzer" Advanced Order Flow Pressure Index Analyzer Library Implements sophisticated volume distribution analysis with candle microstructure Provides comprehensive order flow assessment for institutional activity detection analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)   Performs comprehensive order flow analysis with advanced institutional detection   Parameters:      priceOpen (float) : float Opening price for analysis      priceHigh (float) : float High price for range calculation      priceLow (float) : float Low price for support detection      priceClose (float) : float Closing price for trend assessment      volumeData (float) : float Volume data for flow analysis      analysisWindow (int) : int Analysis window period      institutionalSensitivity (float) : float Institutional detection sensitivity   Returns: OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)   Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis   Parameters:      priceOpen (float) : float Opening price for pressure calculation      priceHigh (float) : float High price for range analysis      priceLow (float) : float Low price for support detection      priceClose (float) : float Closing price for trend assessment      volumeData (float) : float Volume data for pressure analysis      microWindow (int) : int Microstructure analysis window   Returns: Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)   Generates sophisticated volume-weighted institutional activity alerts   Parameters:      priceClose (float) : float Close price for analysis      volumeData (float) : float Volume data for detection      alertSensitivity (float) : float Alert sensitivity threshold      lookbackPeriod (int) : int Analysis lookback period   Returns: Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
Pine Script® ライブラリ
Infinitefuturesの投稿
EnhancedSignalGeneratorLibrary "EnhancedSignalGenerator" Enhanced Signal Generator – clean v6 implementation (UDT-based) generateAdvancedSignal(unifiedScore, trendComp, momInd, volFactor, qualScore, cyclePos, regime)   Generates advanced signal analysis with multi-pathway evaluation   Parameters:      unifiedScore (float) : Unified market score input      trendComp (float) : Trend component analysis factor      momInd (float) : Momentum indicator value      volFactor (float) : Volatility adjustment factor      qualScore (float) : Quality assessment metric      cyclePos (float) : Market cycle position (0.0-1.0, where 0.5 = neutral cycle phase)      regime (string) : Market regime classification string ("bull", "bear", "sideways", "volatile")   Returns: Signal Comprehensive signal analysis result analyzePatternSignals(h, l, c, v, w, reg)   Analyzes pattern-based signal components with multi-dimensional price action evaluation   Parameters:      h (float) : High price value for range analysis      l (float) : Low price value for support/resistance detection      c (float) : Close price value for momentum assessment      v (float) : Volume data for confirmation analysis      w (int) : Analysis window period for pattern formation timeframe      reg (string) : Market regime string for context-aware pattern interpretation   Returns: Signal Pattern analysis signal with comprehensive technical evaluation optimizeSignalParameters(s, p, w, m)   Optimizes signal generation parameters through advanced statistical analysis   Parameters:      s (array) : Signal array input for performance evaluation      p (array) : Parameter array input for optimization target values      w (int) : Window period for rolling optimization analysis      m (string) : Optimization method string ("sharpe", "sortino", "calmar", "variance")   Returns: float Optimization result score representing parameter fitness Signal   Signal data structure for market analysis   Fields:      dir (series int) : Signal direction: +1 bull, -1 bear, 0 flat      strength (series float) : Signal strength magnitude (0-1)      conf (series float) : Confidence level (0-1)      rationale (series string) : Human-readable explanation      source (series string) : Signal source classification      quality (series float) : Blended quality assessment score
Pine Script® ライブラリ
Infinitefuturesの投稿
Adaptive RSI (ARSI)# Adaptive RSI (ARSI) - Dynamic Momentum Oscillator Adaptive RSI is an advanced momentum oscillator that dynamically adjusts its calculation period based on real-time market volatility and cycle analysis. Unlike traditional RSI that uses fixed periods, ARSI continuously adapts to market conditions, providing more accurate overbought/oversold signals and reducing false signals during varying market phases. ## How It Works At its core, ARSI calculates an adaptive period ranging from 8 to 28 bars using two key components: volatility measurement through Average True Range (ATR) and cycle detection via price momentum analysis. The logic is straightforward: - **High volatility periods** trigger shorter calculation periods for enhanced responsiveness to rapid price movements - **Low volatility periods** extend the calculation window for smoother, more reliable signals - **Market factor** combines volatility and cycle analysis to determine optimal RSI period in real-time When RSI crosses above 70, the market enters overbought territory. When it falls below 30, oversold conditions emerge. The indicator also features extreme levels at 80/20 for stronger reversal signals and midline crossovers at 50 for trend confirmation. The adaptive mechanism ensures the oscillator remains sensitive during critical market movements while filtering out noise during consolidation phases, making it superior to static RSI implementations across different market conditions. ## Features - **True Adaptive Calculation**: Dynamic period adjustment from 8-28 bars based on market volatility - **Multiple Signal Types**: Overbought/oversold, extreme reversals, and midline crossovers - **Configurable Parameters**: RSI length, adaptive sensitivity, ATR period, min/max bounds - **Smart Smoothing**: Adjustable EMA smoothing from 1-21 periods to reduce noise - **Visual Clarity**: Gradient colors, area fills, and signal dots for immediate trend recognition - **Real-time Information**: Live data table showing current RSI, adaptive period, and market factor - **Flexible Source Input**: Apply to any price source (close, hl2, ohlc4, etc.) - **Professional Alerts**: Six built-in alert conditions for automated trading systems ## Signal Generation ARSI generates multiple signal types for comprehensive market analysis: **Primary Signals**: RSI crosses above 70 (overbought) or below 30 (oversold) - most reliable entry/exit points **Extreme Signals**: RSI reaches 80+ (extreme overbought) or 20- (extreme oversold) - potential reversal zones **Trend Signals**: RSI crosses above/below 50 midline - confirms directional momentum **Reversal Signals**: Price action contradicts extreme RSI levels - early turning point detection The adaptive period changes provide additional confirmation - signals accompanied by significant period shifts often carry higher probability of success. ## Visual Implementation The indicator employs sophisticated visual elements for instant market comprehension: - **Gradient RSI Line**: Color intensity reflects both value and momentum direction - **Dynamic Zones**: Overbought/oversold areas with customizable fill colors - **Signal Markers**: Triangular indicators mark key reversal and continuation points - **Information Panel**: Real-time display of RSI value, adaptive period, market factor, and signal status - **Background Coloring**: Subtle fills indicate current market state without chart clutter ## Parameter Configuration **RSI Settings**: - RSI Length: Base calculation period (default: 14) - Adaptive Sensitivity: Response aggressiveness to volatility changes (default: 1.0) - ATR Length: Volatility measurement period (default: 14) - Min/Max Period: Adaptive calculation boundaries (default: 8/28) - Smoothing Length: Final noise reduction filter (default: 3) **Level Settings**: - Overbought/Oversold: Standard signal levels (default: 70/30) - Extreme Levels: Enhanced reversal zones (default: 80/20) - Midline Display: 50-level trend confirmation toggle **Visual Settings**: - Line Width: RSI line thickness (1-5) - Area Fills: Zone highlighting toggle - Gradient Colors: Dynamic color intensity - Signal Dots: Entry/exit marker display ## Alerts ARSI includes six comprehensive alert conditions: - **ARSI Overbought** - RSI crosses above overbought level - **ARSI Oversold** - RSI crosses below oversold level - **ARSI Bullish Cross** - RSI crosses above 50 midline - **ARSI Bearish Cross** - RSI crosses below 50 midline - **ARSI Extreme Bull** - Potential bullish reversal from extreme oversold - **ARSI Extreme Bear** - Potential bearish reversal from extreme overbought ## Use Cases **Trend Following**: Adaptive periods naturally adjust during trend acceleration and consolidation phases **Mean Reversion**: Enhanced overbought/oversold signals with volatility-based confirmation **Breakout Trading**: Extreme level breaches often precede significant directional moves **Risk Management**: Multiple signal types allow for layered entry/exit strategies **Multi-Timeframe Analysis**: Works effectively across various timeframes and asset classes ## Trading Applications **Swing Trading**: Excels during trend transitions with adaptive sensitivity to changing conditions **Day Trading**: Enhanced responsiveness during volatile sessions while filtering consolidation noise **Position Trading**: Longer smoothing periods provide stable signals for broader market analysis **Scalping**: Minimal smoothing with high sensitivity captures short-term momentum shifts The indicator performs well across stocks, forex, commodities, and cryptocurrencies, though parameter optimization may be required for specific market characteristics. ## Settings Summary **Display Settings**: - RSI Length: Moving average baseline period - Adaptive Sensitivity: Volatility response factor - ATR Length: Volatility measurement window - Min/Max Period: Adaptive calculation boundaries - Smoothing Length: Noise reduction filter **Level Configuration**: - Overbought/Oversold: Primary signal thresholds - Extreme Levels: Secondary reversal zones - Midline Display: Trend confirmation toggle **Visual Options**: - Line Width: RSI line appearance - Area Fills: Zone highlighting - Gradient Colors: Dynamic visual feedback - Signal Dots: Entry/exit markers ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Always conduct thorough testing and risk assessment before live implementation. The adaptive nature of this indicator requires understanding of its behavior across different market conditions for optimal results.
Pine Script® インジケーター
Torseauxの投稿
Cycle Composite 3.6 WeightedThe Cycle Composite is a multi-factor market cycle model designed to classify long-term market behavior into distinct phases using normalized and weighted data inputs. It combines ten key on-chain, dominance, volatility, sentiment, and trend-following metrics into a single composite output. The goal is to provide a clearer understanding of where the market may stand in the broader cycle (e.g., accumulation, early bull, late bull, or euphoria). This version (3.4) introduces flexible weighting, trend strength markers, and additional context-aware signals such as risk-on confirmations and altseason flags. Phases Identified: The model categorizes the market into one of five zones: Euphoria (> 85) Late Bull (70 – 85) Mid Bull (50 – 70) Early Bull (30 – 50) Fear (< 30) Each phase is determined by a smoothed EMA of the weighted composite score. Data Sources and Metrics Used (10 total): BTC Dominance (CRYPTOCAP:BTC.D) Stablecoin Dominance (USDT + USDC average) (inverted for risk-on) ETH Dominance (CRYPTOCAP:ETH.D) BBWP (normalized Bollinger Band Width % over 1-year window) WVF (Williams VIX Fix for volatility spike detection) NUPL (Net Unrealized Profit/Loss, external source) CMF (Chaikin Money Flow, smoothed volume accumulation) CEX Open Interest (custom input from DAO / external source) Whale Inflows (custom input from whale exchange transfer data) Google Trends Average (BTC, Crypto, Altcoin terms) All inputs are normalized over a 200-bar window and combined via weighted averaging, where each weight is user-configurable. Additional Features: Phase Labels: Labels are printed only when a new phase is entered. Bull Continuation Marker: Triangle up when composite makes higher highs and NUPL increases. Weakening Marker: Triangle down when composite rolls over in Late Bull and NUPL falls. Risk-On Signal: Green circle appears when CMF and Google Trends are both rising. Altseason Flag: Orange diamond appears when dominance of "others.d" exceeds BTC.D and ETH.D and composite is above 50. Background Shading: Each phase is shaded with a semi-transparent background color. Timeframe-Aware Display: All markers and signals are shown only on weekly timeframe for clarity. Intended Use: This script is intended for educational and macro-trend analysis purposes. It can be used to: Identify macro cycle position (accumulation, bull phases, euphoria, etc.) Spot long-term trend continuation or weakening signals Add context to price action with external on-chain and sentiment data Time rotation events such as altseason risk Disclaimer: This script does not constitute financial advice. It is intended for informational and research purposes only. Users should conduct their own due diligence and analysis before making investment decisions.
Pine Script® インジケーター
0xInverseの投稿
3
System 0530 - Stoch RSI Strategy with ATR filterStrategy Description: System 0530 - Multi-Timeframe Stochastic RSI with ATR Filter Overview: This strategy, "System 0530," is designed to identify trading opportunities by leveraging the Stochastic RSI indicator across two different timeframes: a shorter timeframe for initial signal triggers (assumed to be the chart's current timeframe, e.g., 5-minute) and a longer timeframe (15-minute) for signal confirmation. It incorporates an ATR (Average True Range) filter to help ensure trades are taken during periods of adequate market volatility and includes a cooldown mechanism to prevent rapid, successive signals in the same direction. Trade exits are primarily handled by reversing signals. How It Works: 1. Signal Initiation (e.g., 5-Minute Timeframe): Long Signal Wait: A potential long entry is considered when the 5-minute Stochastic RSI %K line crosses above its %D line, AND the %K value at the time of the cross is at or below a user-defined oversold level (default: 30). Short Signal Wait: A potential short entry is considered when the 5-minute Stochastic RSI %K line crosses below its %D line, AND the %K value at the time of the cross is at or above a user-defined overbought level (default: 70). When these conditions are met, the strategy enters a "waiting state" for confirmation from the 15-minute timeframe. 2. Signal Confirmation (15-Minute Timeframe): Once in a waiting state, the strategy looks for confirmation on the 15-minute Stochastic RSI within a user-defined number of 5-minute bars (wait_window_5min_bars, default: 5 bars). Long Confirmation: The 15-minute Stochastic RSI %K must be greater than or equal to its %D line. The 15-minute Stochastic RSI %K value must be below a user-defined threshold (stoch_15min_long_entry_level, default: 40). Short Confirmation: The 15-minute Stochastic RSI %K must be less than or equal to its %D line. The 15-minute Stochastic RSI %K value must be above a user-defined threshold (stoch_15min_short_entry_level, default: 60). 3. Filters: ATR Volatility Filter: If enabled, trades are only confirmed if the current ATR value (converted to ticks) is above a user-defined minimum threshold (min_atr_value_ticks). This helps to avoid taking signals during periods of very low market volatility. If the ATR condition is not met, the strategy continues to wait for the condition to be met within the confirmation window, provided other conditions still hold. Signal Cooldown Filter: If enabled, after a signal is generated, the strategy will wait for a minimum number of bars (min_bars_between_signals) before allowing another signal in the same direction. This aims to reduce overtrading. 4. Entry and Exit Logic: Entry: A strategy.entry() order is placed when all trigger, confirmation, and filter conditions are met. Exit: This strategy primarily uses reversing signals for exits. For example, if a long position is open, a confirmed short signal will close the long position and open a new short position. There are no explicit take profit or stop loss orders programmed into this version of the script. Key User-Adjustable Parameters: Stochastic RSI Parameters: RSI Length, Stochastic RSI Length, %K Smoothing, %D Smoothing. Signal Trigger & Confirmation: 5-minute %K trigger levels for long and short. 15-minute %K confirmation thresholds for long and short. Wait window (in 5-minute bars) for 15-minute confirmation. Filters: Enable/disable and configure the Signal Cooldown filter (minimum bars between signals). Enable/disable and configure the ATR Volatility filter (ATR period, minimum ATR value in ticks). Strategy Parameters: Leverage Multiplier (Note: This primarily affects theoretical position sizing for backtesting calculations in TradingView and does not simulate actual leveraged trading risks). Recommendations for Users: Thorough Backtesting: Test this strategy extensively on historical data for the instruments and timeframes you intend to trade. Parameter Optimization: Experiment with different parameter settings to find what works best for your trading style and chosen markets. The default values are starting points and may not be optimal for all conditions. Understand the Logic: Ensure you understand how each component (Stochastic RSI on different timeframes, ATR filter, cooldown) interacts to generate signals. Risk Management: Since this version does not include explicit stop-loss orders, ensure you have a clear risk management plan in place if trading this strategy live. You might consider manually adding stop-loss orders through your broker or using TradingView's separate strategy order settings for stop-loss if applicable. Disclaimer: This strategy description is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Trading involves significant risk of loss. Always do your own research and understand the risks before trading.
Pine Script® ストラテジー
Archertoriaの投稿
Market Sleep ZonesHey traders 👋 This script shows when the market is in a "sleeping" or low volatility phase. I call it Market Sleep Zones 😴 It looks at the average price movement over a window (default 20 bars), and if the price changes are small (under a % threshold you set), it highlights that area on the chart with a soft green background. 💡 This can help spot moments when the market is quiet — maybe before a breakout or just moving sideways. It also places labels to mark where these zones start and end, so it's easy to track. You can change: The window size (how many bars to look back) The breath depth (how much price is allowed to move before it’s "not sleeping" anymore) Not perfect, but helpful if you want to avoid getting chopped in low-volatility zones or want to prepare for when the market "wakes up" 😄 Let me know if you find it useful or have ideas to improve it!
Pine Script® インジケーター
StrategicVault-999の投稿
1
Adaptive Volume‐Demand‐Index (AVDI)Demand Index (according to James Sibbet) – Short Description The Demand Index (DI) was developed by James Sibbet to measure real “buying” vs. “selling” strength (Demand vs. Supply) using price and volume data. It is not a standalone trading signal, but rather a filter and trend confirmer that should always be used together with chart structure and additional indicators. --- \ 1. Calculation Basis\ 1. Volume Normalization $$ \text{normVol}_t = \frac{\text{Volume}_t}{\mathrm{EMA}(\text{Volume},\,n_{\text{Vol}})_t} \quad(\text{e.g., }n_{\text{Vol}} = 13) $$ This smooths out extremely high volume spikes and compares them to the average (≈ 1 means “average volume”). 2. Price Factor $$ \text{priceFactor}_t = \frac{\text{Close}_t - \text{Open}_t}{\text{Open}_t}. $$ Positive values for bullish bars, negative for bearish bars. 3. Component per Bar $$ \text{component}_t = \text{normVol}_t \times \text{priceFactor}_t. $$ If volume is above average (> 1) and the price rises slightly, this yields a noticeably positive value; conversely if the price falls. 4. Raw DI (Rolling Sum) Over a window of \$w\$ bars (e.g., 20): $$ \text{RawDI}_t = \sum_{i=0}^{w-1} \text{component}_{\,t-i}. $$ Alternatively, recursively for \$t \ge w\$: $$ \text{RawDI}_t = \text{RawDI}_{t-1} + \text{component}_t - \text{component}_{\,t-w}. $$ 5. Optional EMA Smoothing An EMA over RawDI (e.g., \$n\_{\text{DI}} = 50\$) reduces short-term fluctuations and highlights medium-term trends: $$ \text{EMA\_DI}_t = \mathrm{EMA}(\text{RawDI},\,n_{\text{DI}})_t. $$ 6.Zero Line Handy guideline: RawDI > 0: Accumulated buying power dominates. RawDI < 0: Accumulated selling power dominates. 2. Interpretation & Application Crossing Zero RawDI above zero → Indication of increasing buying pressure (potential long signal). RawDI below zero → Indication of increasing selling pressure (potential short signal).  Not to be used alone for entry—always confirm with price action. RawDI vs. EMA_DI RawDI > EMA\_DI → Acceleration of demand. RawDI < EMA\_DI → Weakening of demand. Divergences Price makes a new high, RawDI does not make a higher high → potential weakness in the uptrend. Price makes a new low, RawDI does not make a lower low → potential exhaustion of the downtrend. 3. Typical Signals (for Beginners) \ 1. Long Setup\ RawDI crosses zero from below, RawDI > EMA\_DI (acceleration), Price closes above a short-term swing high or resistance. Stop-Loss: just below the last swing low, Take-Profit/Trailing: on reversal signals or fixed R\:R. 2. Short Setup RawDI crosses zero from above, RawDI < EMA\_DI (increased selling pressure), Price closes below a short-term swing low or support. Stop-Loss: just above the last swing high. --- 4. Notes and Parameters Recommended Values (Beginners): Volume EMA (n₍Vol₎) = 13 RawDI window (w) = 20 EMA over DI (n₍DI₎) = 50 (medium-term) or 1 (no smoothing) Attention:\ NEVER use in isolation. Always in combination with price action analysis (trendlines, support/resistance, candlestick patterns). Especially during volatile news phases, RawDI can fluctuate strongly → EMA\_DI helps to avoid false signals. --- Conclusion The Demand Index by James Sibbet is a powerful filter to assess price movements by their volume backing. It shows whether a rally is truly driven by demand or merely a short-term volume anomaly. In combination with classic chart analysis and risk management, it helps to identify robust entry points and potential trend reversals earlier.
Pine Script® インジケーター
TradeQUOの投稿