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Cumulative Volume Delta Heatmap (5 levels)🚀 Introducing the "Cumulative Volume Delta Heatmap" (CVD Heatmap) Indicator for TradingView 🛠️ This indicator is designed for traders who want a multi-level heatmap visualization of cumulative volume delta (CVD), total volume, and bar-specific delta. Here's what it offers: 📊 Key Features: 1️⃣ Cumulative Volume Delta (CVD) analysis, enabling visualization of buy/sell flows through a calculated cumulative delta over a defined period. 2️⃣ Displays raw volume and volume delta in a heatmap format for each bar. 3️⃣ Fully customizable colors for bullish and bearish intensity levels to quickly identify significant zones. 4️⃣ Option to customize anchor and analysis timeframes (default is "1D"). 5️⃣ Structured display with fixed-size boxes and labels for easy interpretation. ⚠️ Limitation: Historical Data Issue The indicator works effectively for new data after being loaded, but it cannot accurately calculate cumulative delta for past historical bars. This is because TradingView does not provide granular volume data for lower timeframes in historical data. As a result, the CVD is reliable only from the moment the indicator is applied to the chart. 💡 Why Use This Indicator? Whether you're a day trader or swing trader, this advanced visualization helps spot critical imbalances between supply and demand. Integrated into a broader strategy, it assists in validating your entry and exit points based on market sentiment. Feel free to test this script and share your feedback or questions in the comments! 🔥
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teixeirapersoの投稿
Rohan Mhetre Order Flow Analysis//@version=5 indicator("Order Flow Analysis", overlay=true) // Inputs volume_ma_length = input.int(20, title="Volume Moving Average Length", minval=1) strong_volume_multiplier = input.float(1.5, title="Strong Volume Multiplier", minval=1) buy_color = color.new(color.green, 50) sell_color = color.new(color.red, 50) // Calculations volume_ma = ta.sma(volume, volume_ma_length) // Moving average of volume is_high_volume = volume > volume_ma * strong_volume_multiplier // Strong volume condition is_buy_pressure = close > open and is_high_volume // High volume and bullish candlestick is_sell_pressure = close < open and is_high_volume // High volume and bearish candlestick // Background Highlight for Order Flow bgcolor(is_buy_pressure ? buy_color : na, title="Buy Pressure Highlight") bgcolor(is_sell_pressure ? sell_color : na, title="Sell Pressure Highlight") // Buy and Sell Signals plotshape(series=is_buy_pressure, style=shape.labelup, location=location.belowbar, color=color.green, text="BUY", title="Buy Signal") plotshape(series=is_sell_pressure, style=shape.labeldown, location=location.abovebar, color=color.red, text="SELL", title="Sell Signal") // Display Volume MA for Reference plot(volume_ma, color=color.blue, title="Volume Moving Average")
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rmhetre15の投稿
Options Daytrading combined IndicatorThis indicator defines a Chaiken Oscillator, 3/10/16 Macd, RSI, and On Balance Volume. It generates a long/buy signal (little green triangle pointing up) if The chaikin oscillators value changes by 5k or more from one bar to the next and the on balance volume changes by .2m from one bar to the next, while requiring >-.250 on the macd and >40 on the rsi while rising. It generates a short /sell for the opposite. The purpose of this was to help me determine when there is enough momentum to open an at the money call or put and be able to close relatively quickly for 30% or more profit. Was originally for a 5 minute chart but all signal requirements are tweakable in settings and I would love input if anyone has any ideas on how to get the signals even faster or get rid of some noise. Added swing highs and lows as well just to be reminded obviously unless we're trending hard we don't wanna be opening calls at the top or puts at the bottom.. Anyway yeah, gimme some feedback please, would love some ideas or ways to update..
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ajsin11950の投稿
VIDYA Auto-Trading(Reversal Logic) Purpose and Unique Features This script leverages the Variable Index Dynamic Average (VIDYA) to implement a dynamic trend-following auto-trading strategy. By adapting to price volatility, it optimizes entry points and strengthens risk management. Key differentiators of this strategy include: VIDYA Characteristics: Quickly responds to price momentum changes through dynamic calculations. Incorporates volatility adjustments for enhanced trend detection accuracy. ATR Band Utilization: Measures market volatility to set stop-loss levels and guide risk management. Supports more calculated trade entries in volatile markets. Visual Trend Representation: Displays "green zones" for uptrends and "red zones" for downtrends. Enables intuitive understanding of trend continuation and reversal. Usage Instructions Entry Conditions Long Entry: Enter when the price crosses above the upper band. Close any previous short positions and initiate a new long position. Short Entry: Enter when the price crosses below the lower band. Close any previous long positions and initiate a new short position. Exit Conditions Take Profit and Stop Loss: Reverse Position Strategy or Position Reversal Strategy Account Size: ¥100,0000 Commissions and Slippage: Assumed commission of 94 pips per trade and slippage of 1 pip. Risk per Trade: 10% of account equity (adjustable based on risk tolerance). Script Parameters VIDYA Length: The period for calculating the trend (e.g., 14). Momentum Period: The lookback period for calculating the Chande Momentum Oscillator (CMO). ATR Band Distance: Adjustment coefficient for the band width (e.g., 1.5). Price Source: Choose from close, open, high, or low prices for VIDYA calculation. Trend Display Colors: Customize the colors for uptrend and downtrend zones. Visualization Options: Toggle the display of trend lines, bands, and other elements on or off. Strategy Features and Enhancements Dynamic Momentum Adaptation: Utilizes VIDYA's sensitivity to momentum changes for rapid trend detection. Volatility-Aware Risk Management: Employs ATR to dynamically adjust risk levels, ensuring resilience in volatile markets. Enhanced Visual Indicators: Clearly plots trend zones and entry points on the chart. Simplifies analysis with intuitive visual cues. Credits This script is inspired by the innovative work of BigBeluga, whose indicators laid the foundation for this enhanced trend-following strategy. By leveraging BigBeluga’s insights, this script integrates VIDYA, ATR Bands, and other technical elements to create a more dynamic and intuitive trading tool. We extend our gratitude to BigBeluga and the broader trading community for their invaluable contributions, which have enabled this advanced implementation. Disclaimer: This script is provided for educational purposes, and past performance does not guarantee future results. Always practice proper risk management in live trading scenarios. By leveraging VIDYA, this strategy provides a precise and intuitive approach to trend-following. It is particularly effective in capturing market reversals and adapting to sudden price changes in volatile environments.
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PakunFXの投稿
User-Variable Low-Volume CalculatorThe indicator will look at the last 20x, 50x candles (user defined setting) and take the highest volume value in this period. It will then mark a solid line against the volume, calculated by a user defined variable percentage (default 16%). If you determine any volume values that are under 16% (for example) of the highest volume candles in any given period, this indicator will paint this 16% level onto a volume chart for you, this is useful to quickly and conveniently see which candles held a volume below this level
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WellmanApexの投稿
WVAD (Optimized Log Scaled)The WVAD (Optimized Log Scaled) indicator is a refined version of the classic Williams' Volume Accumulation/Distribution (WVAD). This version introduces logarithmic scaling for better visualization and usability, especially when dealing with large value ranges. It also includes EMA smoothing to highlight trends and reduce noise, providing traders with a more precise and clear representation of market dynamics. Key Features: 1.Logarithmic Scaling: Applies a log-based transformation to the WVAD values, ensuring extreme values are compressed while maintaining the overall structure of the data. The log scaling allows better readability and interpretation, particularly for volatile or high-volume markets. 2.EMA Smoothing: Uses an exponential moving average (EMA) to smooth the logarithmic WVAD values. Helps reduce noise while preserving short-term trends, making it suitable for both trend-following and reversal strategies. 3.Customizable Parameters: N (Lookback Period): Defines the accumulation period for calculating WVAD. EMA Smoothing Period: Controls the sensitivity of the EMA applied to the logarithmic WVAD. Decimal Places: Adjusts the precision of the displayed values for clearer visualization. Line Colors: Fully customizable colors for both the raw WVAD line and the smoothed EMA. 4.Directional Preservation: Keeps the positive and negative signs of WVAD to reflect accumulation (buying pressure) or distribution (selling pressure) in the market. 5.Zero Line Reference: A horizontal zero line is plotted to help traders easily identify bullish (above 0) or bearish (below 0) market conditions. How to Use: Identify Trends: The smoothed WVAD line (EMA) can help detect trends or shifts in buying/selling pressure. Crossovers: Use crossovers of the WVAD with the zero line as potential buy or sell signals. Divergence: Spot divergences between price and the WVAD for early indications of reversals. Applications: Suitable for intraday, swing, or longer-term trading strategies. Works across various asset classes, including stocks, commodities, and cryptocurrencies.
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Brian_frの投稿
Total Volume for Custom PeriodIndicator Description: Total Volume for Custom Period This indicator calculates the total trading volume for a specified time period and displays the result in the top-right corner of the chart. It is designed for traders and analysts who want to see the cumulative volume over a defined range of time without needing to calculate it manually. Features: Customizable Time Period: Define the start and end times of the calculation using the easy-to-use settings panel. The indicator dynamically updates as you adjust the dates. Accurate Volume Calculation: Calculates the total trading volume for all candlesticks between the selected start and end dates. Works on all assets and timeframes supported by TradingView (stocks, crypto, forex, etc.). Fixed Display: The result is displayed in the top-right corner of the chart inside a clear and simple table. The value remains visible regardless of chart movement or zoom level. Real-time Updates: Automatically recalculates the volume when new data is added or the selected time period changes. Customizable Design: Black text with a transparent background ensures the display is clear and non-intrusive. Large text size for easy readability. Use Cases: Volume Analysis: Quickly assess the total trading activity over a specific time period. Historical Data Analysis: Compare volume data across different time intervals. Custom Strategies: Use the total volume metric as part of a broader trading strategy or analysis. How It Works: Open the settings panel of the indicator and input the desired Start Date and End Date. The indicator calculates the total trading volume for all candles within the selected range. The result is displayed in the top-right corner of the chart. This indicator is a simple yet powerful tool for traders who rely on volume analysis to make informed decisions. It enhances your ability to study market behavior during specific periods and provides insights into trading activity with ease.
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akromyoの投稿
Trend Stability Index (TSI)Overview The Trend Stability Index (TSI) is a technical analysis tool designed to evaluate the stability of a market trend by analyzing both price movements and trading volume. By combining these two crucial elements, the TSI provides traders with insights into the strength and reliability of ongoing trends, assisting in making informed trading decisions. Key Features • Dual Analysis: Integrates price changes and volume fluctuations to assess trend stability. • Customizable Periods: Allows users to set evaluation periods for both trend and volume based on their trading preferences. • Visual Indicators: Displays the Trend Stability Index as a line chart, highlights neutral zones, and uses background colors to indicate trend stability or instability. Configuration Settings 1. Trend Length (trendLength) • Description: Determines the number of periods over which the price stability is evaluated. • Default Value: 15 • Usage: A longer trend length smooths out short-term volatility, providing a clearer picture of the overarching trend. 2. Volume Length (volumeLength) • Description: Sets the number of periods over which trading volume changes are assessed. • Default Value: 15 • Usage: Adjusting the volume length helps in capturing significant volume movements that may influence trend strength. Calculation Methodology The Trend Stability Index is calculated through a series of steps that analyze both price and volume changes: 1. Price Change Rate (priceChange) • Calculation: Utilizes the Rate of Change (ROC) function on the closing prices over the specified trendLength. • Purpose: Measures the percentage change in price over the trend evaluation period, indicating the direction and momentum of the price movement. 2. Volume Change Rate (volumeChange) • Calculation: Applies the Rate of Change (ROC) function to the trading volume over the specified volumeLength. • Purpose: Assesses the percentage change in trading volume, providing insight into the conviction behind price movements. 3. Trend Stability (trendStability) • Calculation: Multiplies priceChange by volumeChange. • Purpose: Combines price and volume changes to gauge the overall stability of the trend. A higher positive value suggests a strong and stable trend, while negative values may indicate trend weakness or reversal. 4. Trend Stability Index (TSI) • Calculation: Applies a Simple Moving Average (SMA) to the trendStability over the trendLength period. • Purpose: Smooths the trend stability data to create a more consistent and interpretable index. Trend/Ranging Determination • Stable Trend (isStable) • Condition: When the TSI value is greater than 0. • Interpretation: Indicates that the current trend is stable and likely to continue in its direction. • Unstable Trend / Range-bound Market • Condition: When the TSI value is less than or equal to 0. • Interpretation: Suggests that the trend may be weakening, reversing, or that the market is moving sideways without a clear direction. Visualization The TSI indicator employs several visual elements to convey information effectively: 1. TSI Line • Representation: Plotted as a blue line. • Purpose: Displays the Trend Stability Index values over time, allowing traders to observe trend stability dynamics. 2. Neutral Horizontal Line • Representation: A gray horizontal line at the 0 level. • Purpose: Serves as a reference point to distinguish between stable and unstable trends. 3. Background Color • Stable Trend: Green background with 80% transparency when isStable is true. • Unstable Trend: Red background with 80% transparency when isStable is false. • Purpose: Provides an immediate visual cue about the current trend’s stability, enhancing the interpretability of the indicator. Usage Guidelines • Identifying Trend Strength: Utilize the TSI to confirm the strength of existing trends. A consistently positive TSI suggests strong trend momentum, while a negative TSI may signal caution or a potential reversal. • Volume Confirmation: The integration of volume changes helps in validating price movements. Significant price changes accompanied by corresponding volume shifts can reinforce the reliability of the trend. • Entry and Exit Signals: Traders can use crossovers of the TSI with the neutral line (0 level) as potential entry or exit points. For instance, a crossover from below to above 0 may indicate a bullish trend initiation, while a crossover from above to below 0 could suggest bearish momentum. • Combining with Other Indicators: To enhance trading strategies, consider using the TSI in conjunction with other technical indicators such as Moving Averages, RSI, or MACD for comprehensive market analysis. Example Scenario Imagine analyzing a stock with the following observations using the TSI: • The TSI has been consistently above 0 for the past 30 periods, accompanied by increasing trading volume. This scenario indicates a strong and stable uptrend, suggesting that buying opportunities may be favorable. • Conversely, if the TSI drops below 0 while the price remains relatively flat and volume decreases, it may imply that the current trend is losing momentum, and the market could be entering a consolidation phase or preparing for a trend reversal. Conclusion The Trend Stability Index is a valuable tool for traders seeking to assess the reliability and strength of market trends by integrating price and volume dynamics. Its customizable settings and clear visual indicators make it adaptable to various trading styles and market conditions. By incorporating the TSI into your trading analysis, you can enhance your ability to identify and act upon stable and profitable trends.
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similarHeron85233の投稿
FrtsAlex 2.0### Description of the Script: This Pine Script is a **multi-functional trading tool** designed to identify and highlight market imbalances while integrating technical analysis for strategic trading decisions. It utilizes an **Exponential Moving Average (EMA)** and **Relative Strength Index (RSI)** to detect trends and overbought/oversold conditions. Additionally, it calculates **Average True Range (ATR)** to identify both large and small imbalances, marking them with visually distinct **colored boxes** for easy chart reading. The script also factors in **volume spikes** to confirm imbalance validity, ensuring only significant levels are highlighted. With its **higher time frame confluence** and intuitive design, it supports traders in recognizing rejection zones and actionable opportunities.
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Alex_g1の投稿
True Total Altcoin Market CapThis indicator calculates the real total altcoin market capitalization by removing Bitcoin, Ethereum, and major stablecoins (USDT, USDC, BUSD, DAI) from the total cryptocurrency market cap. It replaces the standard price bars with custom-colored candlesticks showing the true altcoin market movements. Features: Excludes BTC, ETH, and major stablecoins for accurate altcoin market analysis Custom color scheme: Green (#26a79b) for bullish and Red (#ef5351) for bearish candles Based on CRYPTOCAP:TOTAL data Helps traders focus on pure altcoin market trends Non-repainting, using standard OHLC data This tool provides a clearer view of altcoin market strength by filtering out the influence of major cryptocurrencies and stablecoins.
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teocciの投稿
USDJPY vanilla indicatorThis Pine Script indicator, USDJPY Strength Index, helps traders evaluate the strength and momentum of the USD/JPY currency pair. It combines the strength of the US Dollar Index (DXY), the inverse of the Japanese Yen Index (JPYX), and the trend of USD/JPY based on moving averages. Key Features: 1. Strength Measurement: Calculates a score between 0–100 to indicate USD/JPY momentum. • Above 70: Strong bullish signal (uptrend likely). • Below 30: Strong bearish signal (downtrend likely). 2. Trend Analysis: Uses 21 EMA and 50 EMA differences to assess trend direction and strength. 3. Visual Indicators: • Blue line: USDJPY Strength Index. • Orange line: 50-period EMA of the index for longer-term trends. • Background colors: Green (bullish) and red (bearish) highlight strong momentum zones. This indicator provides clear signals to help traders make informed buy or sell decisions for the USD/JPY pair. tipp: use horizontal line for mark last low and high. when the blue line comes back again you must be ready for open position if the line bounce back. use engulfing pattern for extra confirmation.
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CryptoCoffEE7の投稿
Weis Wave Max█ Overview Weis Wave Max is the result of my weis wave study. David Weis said, "Trading with the Weis Wave involves changes in behavior associated with springs, upthrusts, tests of breakouts/breakdowns, and effort vs reward. The most common setup is the low-volume pullback after a bullish/bearish change in behavior." THE STOCK MARKET UPDATE (February 24, 2013) I inspired from his sentences and made this script. Its Main feature is to identify the largest wave in Weis wave and advantageous trading opportunities. █ Features This indicator includes several features related to the Weis Wave Method. They help you analyze which is more bullish or bearish. Highlight Max Wave Value (single direction) Highlight Abnormal Max Wave Value (both directions) Support and Resistance zone Signals and Setups █ Usage Weis wave indicator displays cumulative volume for each wave. Wave volume is effective when analyzing volume from VSA (Volume Spread Analysis) perspective. The basic idea of Weis wave is large wave volume hint trend direction. This helps identify proper entry point. This indicator highlights max wave volume and displays the signal and then proper Risk Reward Ratio entry frame. I defined Change in Behavior as max wave volume (single direction). Pullback is next wave that does not exceed the starting point of CiB wave (LH sell entry, HL buy entry). Change in Behavior Signal ○ appears when pullback is determined. Change in Behavior Setup (Entry frame) appears when condition of Min/Max Pullback is met and follow through wave breaks end point of CiB wave. This indicator has many other features and they can also help a user identify potential levels of trade entry and which is more bullish or bearish. In the screenshot below we can see wave volume zones as support and resistance levels. SOT and large wave volume /delta price (yellow colored wave text frame) hint stopping action. █ Settings Explains the main settings.  -- General -- Wave size : Allows the User to select wave size from ① Fixed or ② ATR. ② ATR is Factor x ATR(Length). Display : Allows the User to select how many wave text and zigzag appear. -- Wave Type -- Wave type : Allows the User to select from Volume or Volume and Time. Wave Volume / delta price : Displays Wave Volume / delta price. Simplified value : Allows the User to select wave text display style from ① Divisor or ② Normalized. Normalized use SMA. Decimal : Allows the User to select the decimal point in the Wave text. -- Highlight Abnormal Wave -- Highlight Max Wave value (single direction) : Adds marks to the Wave text to highlight the max wave value. Lookback : Allows the User to select how many waves search for the max wave value. Highlight Abnormal Wave value (both directions) : Changes wave text size, color or frame color to highlight the abnormal wave value. Lookback : Allows the User to select SMA length to decide average wave value. Large/Small factor : Allows the User to select the threshold large wave value and small wave value. Average wave value is 1. delta price : Highlights large delta price by large wave text size, small by small text size. Wave Volume : Highlights large wave volume by yellow colored wave text, small by gray colored. Wave Volume / delta price : highlights large Wave Volume / delta price by yellow colored wave text frame, small by gray colored. -- Support and Resistance -- Single side Max Wave Volume / delta price : Draws dashed border box from end point of Max wave volume / delta price level. Single side Max Wave Volume : Draws solid border box from start point of Max wave volume level. Bias Wave Volume : Draws solid border box from start point of bias wave volume level. -- Signals -- Bias (Wave Volume / delta price) : Displays Bias mark when large difference in wave volume / delta price before and after. Ratio : Decides the threshold of become large difference. 3Decrease : Displays 3D mark when a continuous decrease in wave volume. Shortening Of the Thrust : Displays SOT mark when a continuous decrease in delta price. Change in Behavior and Pullback : Displays CiB mark when single side max wave volume and pullback. -- Setups -- Change in Behavior and Pullback and Breakout : Displays entry frame when change in behavior and pullback and then breakout. Min / Max Pullback : Decides the threshold of min / max pullback. If you need more information, please read the indicator's tooltip. █ Conclusion Weis Wave is powerful interpretation of volume and its tell us potential trend change and entry point which can't find without weis wave. It's not the holy grail, but improve your chart reading skills and help you trade rationally (at least from VSA perspective).
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akutsushoの投稿
11
Triple CCI Strategy MFI Confirmed [Skyrexio]Overview Triple CCI Strategy MFI Confirmed leverages 3 different periods Commodity Channel Index (CCI) indicator in conjunction Money Flow Index (MFI) and Exponential Moving Average (EMA) to obtain the high probability setups. Fast period CCI is used for having the high probability to enter in the direction of short term trend, middle and slow period CCI are used for confirmation, if market now likely in the mid and long-term uptrend. MFI is used to confirm trade with the money inflow/outflow with the high probability. EMA is used as an additional trend filter. Moreover, strategy uses exponential moving average (EMA) to trail the price when it reaches the specific level. More information in "Methodology" and "Justification of Methodology" paragraphs. The strategy opens only long trades. Unique Features Dynamic stop-loss system: Instead of fixed stop-loss level strategy utilizes average true range (ATR) multiplied by user given number subtracted from the position entry price as a dynamic stop loss level. Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions. Four layers trade filtering system: Strategy utilizes two different period CCI indicators, MFI and EMA indicators to confirm the signals produced by fast period CCI. Trailing take profit level: After reaching the trailing profit activation level scrip activate the trailing of long trade using EMA. More information in methodology. Methodology The strategy opens long trade when the following price met the conditions: Fast period CCI shall crossover the zero-line. Slow and Middle period CCI shall be above zero-lines. Price shall close above the EMA. Crossover is not obligatory MFI shall be above 50 When long trade is executed, strategy set the stop-loss level at the price ATR multiplied by user-given value below the entry price. This level is recalculated on every next candle close, adjusting to the current market volatility. At the same time strategy set up the trailing stop validation level. When the price crosses the level equals entry price plus ATR multiplied by user-given value script starts to trail the price with EMA. If price closes below EMA long trade is closed. When the trailing starts, script prints the label “Trailing Activated”. Strategy settings In the inputs window user can setup the following strategy settings: ATR Stop Loss (by default = 1.75) ATR Trailing Profit Activation Level (by default = 2.25) CCI Fast Length (by default = 14, used for calculation short term period CCI) CCI Middle Length (by default = 25, used for calculation short term period CCI) CCI Slow Length (by default = 50, used for calculation long term period CCI) MFI Length (by default = 14, used for calculation MFI EMA Length (by default = 50, period of EMA, used for trend filtering EMA calculation) Trailing EMA Length (by default = 20) User can choose the optimal parameters during backtesting on certain price chart. Justification of Methodology Before understanding why this particular combination of indicator has been chosen let's briefly explain what is CCI, MFI and EMA. The Commodity Channel Index (CCI) is a momentum-based technical indicator that measures the deviation of a security's price from its average price over a specific period. It helps traders identify overbought or oversold conditions and potential trend reversals. The CCI formula is: CCI = (Typical Price − SMA) / (0.015 × Mean Deviation) Typical Price (TP): This is calculated as the average of the high, low, and closing prices for the period. Simple Moving Average (SMA): This is the average of the Typical Prices over a specific number of periods. Mean Deviation: This is the average of the absolute differences between the Typical Price and the SMA. The result is a value that typically fluctuates between +100 and -100, though it is not bounded and can go higher or lower depending on the price movement. The Money Flow Index (MFI) is a technical indicator that measures the strength of money flowing into and out of a security. It combines price and volume data to assess buying and selling pressure and is often used to identify overbought or oversold conditions. The formula for MFI involves several steps: 1. Calculate the Typical Price (TP): TP = (high + low + close) / 3 2. Calculate the Raw Money Flow (RMF): Raw Money Flow = TP × Volume 3. Determine Positive and Negative Money Flow: If the current TP is greater than the previous TP, it's Positive Money Flow. If the current TP is less than the previous TP, it's Negative Money Flow. 4. Calculate the Money Flow Ratio (MFR): Money Flow Ratio = Sum of Positive Money Flow (over n periods) / Sum of Negative Money Flow (over n periods) 5. Calculate the Money Flow Index (MFI): MFI = 100 − (100 / (1 + Money Flow Ratio)) MFI above 80 can be considered as overbought, below 20 - oversold. The Exponential Moving Average (EMA) is a type of moving average that places greater weight and significance on the most recent data points. It is widely used in technical analysis to smooth price data and identify trends more quickly than the Simple Moving Average (SMA). ​Formula: 1. Calculate the multiplier Multiplier = 2 / (n + 1) , Where n is the number of periods. 2. EMA Calculation EMA = (Current Price) × Multiplier + (Previous EMA) × (1 − Multiplier) This strategy leverages Fast period CCI, which shall break the zero line to the upside to say that probability of short term trend change to the upside increased. This zero line crossover shall be confirmed by the Middle and Slow periods CCI Indicators. At the moment of breakout these two CCIs shall be above 0, indicating that there is a high probability that price is in middle and long term uptrend. This approach increases chances to have a long trade setup in the direction of mid-term and long-term trends when the short-term trend starts to reverse to the upside. Additionally strategy uses MFI to have a greater probability that fast CCI breakout is confirmed by this indicator. We consider the values of MFI above 50 as a higher probability that trend change from downtrend to the uptrend is real. Script opens long trades only if MFI is above 50. As you already know from the MFI description, it incorporates volume in its calculation, therefore we have another one confirmation factor. Finally, strategy uses EMA an additional trend filter. It allows to open long trades only if price close above EMA (by default 50 period). It increases the probability of taking long trades only in the direction of the trend. ATR is used to adjust the strategy risk management to the current market volatility. If volatility is low, we don’t need the large stop loss to understand the there is a high probability that we made a mistake opening the trade. User can setup the settings ATR Stop Loss and ATR Trailing Profit Activation Level to realize his own risk to reward preferences, but the unique feature of a strategy is that after reaching trailing profit activation level strategy is trying to follow the trend until it is likely to be finished instead of using fixed risk management settings. It allows sometimes to be involved in the large movements. It’s also important to make a note, that script uses another one EMA (by default = 20 period) as a trailing profit level. Backtest Results Operating window: Date range of backtests is 2022.04.01 - 2024.11.25. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Percent of capital used in every trade: 50% Maximum Single Position Loss: -4.13% Maximum Single Profit: +19.66% Net Profit: +5421.21 USDT (+54.21%) Total Trades: 108 (44.44% win rate) Profit Factor: 2.006 Maximum Accumulated Loss: 777.40 USDT (-7.77%) Average Profit per Trade: 50.20 USDT (+0.85%) Average Trade Duration: 44 hours These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters. How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart (optimal performance observed on 2h BTC/USDT). Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
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Skyrexioの投稿
Z The Good Stuff +I created this script to have a couple datapoints that I want to look at when going through charts to find trade ideas. Qullamaggie is one of my biggest inspirations and I built in a couple of his concepts with a touch to help me with sizing properly, all explained below: Box 1: ADR %, Average Daily Range, gives and indication of how volatile the stock is. It uses the 20 day average % move of the current stock on the chart. Box 2: LOD Distance, low of day distance is a quality of life element I created. It calculates the low for the current candle and color codes it red or green depending on if it's higher or lower than the daily ADR. The logic is that if a stock has an average speed, buying on a setup it is preferred if the stop distance (assuming a low of day stop) should be less than the ADR to improve the odds of more upside. Box 3: Todays DV, this shows a rough estimate of how much money was traded on the particular day. Box 4: ADV 20 days, similar to above this shows the 20 day $ traded average. The point to look at it is to have a better idea what position size is possible to not get stuck in something too illiquid. Box 5: Market cap, just shows the market cap of the stock to know what size the company is. Box 6: Number of shares, this is an additional quality of life aspect. If using low of day stops, this part calculates based on the users' inputted portfolio size and portfolio risk preference and then calculates how many stocks to buy to stay within the risk parameters. It is obviously not a sole decision making parameter nor does it guarantee any execution, but if a stock is showing an entry you want to take you can use the number of shares to help you know how many to buy. The preset is a portfolio of 10000 and a risk of 0.25%. This means that the number of shares to buy will be at the current price with lod stop that would result in a 0.25% portfolio loss. OF COURSE the actual loss depends on the execution and if the user places a stop loss order. Hope you find it useful and feel free to give feedback! Cheers!
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Ztrandの投稿
Tickflow_Futures-Absorption-DetectorTickflow_Futures-Absorption-Detector and Tickflow_Futures-ATR-Zones Purpose The Tickflow_Futures-Absorption-Detector and Tickflow_Futures-ATR-Zones indicators work together to identify high-probability trading opportunities. The absorption detector highlights buying or selling imbalances, while ATR zones define dynamic support and resistance levels. ATR Band Extreme Levels: Detailed Instructions 1. Understand the Band Extremes: - The upper ATR band represents a potential resistance zone where prices are overbought. - The lower ATR band represents a potential support zone where prices are oversold. - Aggressive Entries: - Enter trades when absorption (blue or yellow background) aligns with price reaching an ATR band extreme. Buy Absorption Near Lower ATR Band Setup 1. Check Price Location: - The price is at or near the lower ATR band, indicating a potential support zone. 2. Look for Absorption: - Blue background appears, signaling buying absorption. - This suggests buyers are actively stepping in to absorb selling pressure. 3. Slope Confirmation: - The ATR slope changes from downward to upward: - Downward slope = Decreasing momentum. - Upward slope = Increasing buying momentum, supporting a reversal. Entry - Aggressive: Enter a long position immediately after detecting blue absorption near the lower ATR band. - Conservative: Wait for the slope change to confirm an upward move before entering. Exit - Use the middle ATR band as the first profit target. - Use the upper ATR band as the second profit target. Sell Absorption Near Upper ATR Band Setup 1. Check Price Location: - The price is at or near the upper ATR band, indicating a potential resistance zone. 2. Look for Absorption: - Yellow background appears, signaling selling absorption. - This suggests sellers are actively stepping in to absorb buying pressure. 3. Slope Confirmation: - The ATR slope changes from upward to downward: - Upward slope = Increasing buying momentum (likely ending). - Downward slope = Increasing selling momentum, supporting a reversal. Entry - Aggressive: Enter a short position immediately after detecting yellow absorption near the upper ATR band. - Conservative: Wait for the slope change to confirm a downward move before entering. Exit - Use the middle ATR band as the first profit target. - Use the lower ATR band as the second profit target. When Not to Trade 1. No Absorption: - Avoid trades if no blue or yellow background is detected at the band extremes. 2. ATR Slope Mismatch: - Avoid trades if the slope does not align with the absorption signal: - For buy absorption: Avoid if the ATR slope remains downward. - For sell absorption: Avoid if the ATR slope remains upward. Example Summary Buy Example - Price touches lower ATR band. - Blue background appears (buying absorption). - ATR slope changes downward to upward. - Entry: Aggressively enter after the blue background, or wait for slope confirmation. - Exit: Use middle and upper ATR bands as targets. Sell Example - Price touches upper ATR band. - Yellow background appears (selling absorption). - ATR slope changes upward to downward. - Entry: Aggressively enter after the yellow background, or wait for slope confirmation. - Exit: Use middle and lower ATR bands as targets.
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tickflow_futuresの投稿
Ultimate Volatility RateUltimate Volatility Rate This indicator measures the volatility of price movements. Support and Resistance Identification: High volatility periods indicate larger price movements, which can be useful in assessing the potential for support and resistance levels to be broken. Stop Loss (SL) and Take Profit (TP) Calculations: The average volatility can be used to calculate dynamic Stop Loss (SL) and Take Profit (TP) levels: SL: Placing it at a certain volatility multiplier below/above the entry price. TP: Setting it at a certain volatility multiplier below/above the entry price. For example: SL: Entry price +/- (UVR × 1.5) TP: Entry price +/- (UVR × 2) Market Condition Analysis: When the indicator value is high, it suggests that the market is volatile (active). When the value is low, it indicates the market is in consolidation (sideways movement). This information helps traders decide whether to take trend-following or consolidation-based positions. Trend Reversal Monitoring: A sudden increase in volatility often signals the start of a strong trend. Conversely, a decrease in volatility can signal the slowing down or end of a trend.
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ebecihalilの投稿