Mulai

Educational

EST Time Table//@version=6 indicator("EST Time Table", overlay = true) // ─── Table Settings ───────────────────────────────────────────── var table timeTable = table.new( position.top_right, 1, 12, border_width = 1 ) // ─── Header ──────────────────────────────────────────────────── if barstate.isfirst table.cell(timeTable, 0, 0, "Time (EST)", bgcolor = color.black, text_color = color.white, text_size = size.normal) // ─── Time Rows ───────────────────────────────────────────────── times = array.from( "2:00 AM", "6:00 AM", "8:00 AM", "8:30 AM", "9:00 AM", "9:30 AM", "10:00 AM", "11:00 AM", "14:00 PM", "19:00 PM", "21:00 PM" ) // ─── Fill Table ──────────────────────────────────────────────── for i = 0 to array.size(times) - 1 bg = i % 2 == 0 ? color.rgb(220, 220, 220) : color.white table.cell( timeTable, 0, i + 1, array.get(times, i), bgcolor = bg, text_color = color.black, text_size = size.normal )
Indikator Pine Script®
oleh JASPALGOLD
Tick-Tock (UT Bot Alert + Linear Regression Candles)The video stated to use LineReg Candels indicator combined with UT Bot Alerts Setting the inputs to the defvalues i've setted setting the chart on heiken ashi and a 30m interval Have in mind to follow indicator signals as a strategy, the confirmation of the signal and the entry happen in the next open. entering always late, yes but never failing and with automation possibilities. no fakouts real backtest as proven by the backtest this is not a good strategy! i should make a ticktok strategies series to disprove them Always backtest strategies published in ticktock! www.facebook.com if you have more strategies from ticktok you want dissproven hit me.
Strategi Pine Script®
oleh MrPencilBox
4
Trading Checklist - POI & iFVG StrategyInspired by Navi Trades rules of trade engagement, I'm keeping it open on the side of the chart as reminder Watch: www.youtube.com Read: www.notion.so Indicators Navi Uses: iFVG: CCT: VWT: Sessions: ICT Killzones + Pivots indicator **Strategy** **A+ Trade (Bullish Example):** - Wait for a H1 candle to above virgin wick(s) - Virgin wick(s) becomes H1 Bullish POIs - Drop to M1 and look for price to trade under POI (can be wick or close) - Then wait for a confirmed iFVG - (iFVG can be on either side of POI) - Limit order on confirmation of iFVG **TP/SL:** - SL: Just on the other side of the iFVG or the entry candle (which ever is further/safer) - TP: Obvious DOL OR 2R is DOL is more than 2R away - If DOL is significantly more than 2R away, I will widen the SL a bit and lessen the TP a bit - No partial TP, No moving SL, No trailing, No breakeven. Either SL or TP - Risk = 10% of drawdown ($200 for $50k Lucid accounts) - Contract size will change depending on how far SL is so I can maintain same $ risk **A+ Rules** - Each POI is only valid for an hour - If still in trade at end of hour, let it play out - No entries from XX:51 - If price already delivers off POI without giving entry I will not consider it anymore - There must be an obvious DOL - I will not target empty space - 1.5R MINIMUM, 2R MAXIMUM **A+ Process:** - Wait for iFVG alert - Check that none of the above rules have been breached - Check if price engaged with respective POI (bullish/bearish) - this is where indicators help (personal preference) (you still need to understand the model) - Limit order at iFVG confirmation - SL on other side of iFVG or entry candle (which ever is further) - TP at clear DOL (2R max) - If DOL is a lot more than 2R away - can widen SL a bit **Reminders** - Process > Profits. - A perfectly executed red day > poorly executed green day - Follow your system. - Trust your edge - trading is a probabilities game. - You can lose more than half of your trades and STILL BE PROFITABLE - There will be losses. That is a part of this business. There is no model in the world that has a 100% win rate. - Be grateful for the opportunity to make magic internet monies by clicking buttons on a screen
Indikator Pine Script®
oleh dg80
Night Mode Session | ZeeZeeMon🇷🇺 Описание (Russian) Night Mode Session Highlight Night Mode Session Highlight — это визуальный индикатор, предназначенный для подсветки заданного временного диапазона на графике. Индикатор позволяет выделять ночную торговую сессию или любой другой временной интервал с помощью фоновой заливки, что упрощает анализ поведения цены в определённые часы. Основные возможности Подсветка выбранного временного диапазона на графике Настройка времени сессии в формате HHMM–HHMM Выбор таймзоны из выпадающего списка (IANA) Настраиваемый цвет и прозрачность фоновой заливки Корректная работа с интервалами, пересекающими полночь Совместимость со всеми таймфреймами и инструментами Параметры Ночной режим (сессия) — временной интервал, который будет подсвечиваться (например, 0000-0800) Таймзона — таймзона, относительно которой рассчитывается сессия Цвет ночной подсветки — цвет и прозрачность фоновой заливки Принцип работы Индикатор проверяет, попадает ли текущий бар в заданную временную сессию с учётом выбранной таймзоны. Если условие выполняется, фон графика окрашивается выбранным цветом. Назначение Индикатор может использоваться для: анализа ночной или азиатской сессии визуального разделения торговых периодов изучения волатильности и ликвидности в разные часы вспомогательной визуальной фильтрации графика Индикатор не генерирует торговых сигналов и не является торговой стратегией. 🇬🇧 Description (English) Night Mode Session Highlight Night Mode Session Highlight is a visual indicator designed to highlight a specific time range on the chart. It allows users to mark the night trading session or any custom time interval using background shading, making it easier to analyze price behavior during selected hours. Key Features Highlights a custom time session on the chart Session time input in HHMM–HHMM format Timezone selection via dropdown list (IANA) Customizable background color and transparency Correct handling of sessions crossing midnight Works on all timeframes and instruments Settings Night Session — time range to be highlighted (e.g. 0000-0800) Timezone — timezone used for session calculation Night Background Color — background shading color and transparency How It Works The indicator checks whether the current bar belongs to the specified session using the selected timezone. If the condition is met, the chart background is filled with the chosen color. Purpose This indicator can be used for: analyzing night or Asian trading sessions visually separating trading periods studying volatility and liquidity at different times additional visual filtering of the chart This indicator does not generate trading signals and is not a trading strategy.
Indikator Pine Script®
oleh xxxZeeZeeMoNxxx
Kadunagra-Pivot Point SuperTrend-trades analysis 📊 Pivot Point SuperTrend Strategy (MA-Filtered, 100% Equity) This strategy is a trend-following system that combines Pivot Point–based SuperTrend logic with a higher-timeframe Moving Average filter and percentage-based risk control. --- 🔹 Core Logic 1️⃣ Trend Detection (Pivot Point SuperTrend) Uses pivot highs and lows to calculate a dynamic center line Builds ATR-based upper and lower bands Determines market trend: Bullish trend when price breaks above the trailing band Bearish trend when price breaks below the trailing band Trend changes generate: Buy signal → trend flips from bearish to bullish Sell signal → trend flips from bullish to bearish --- 2️⃣ Moving Average Trend Filter (User-Selectable) A single Moving Average is used as a higher-timeframe confirmation User can select the MA type from a dropdown: SMA, EMA, WMA, VWMA, RMA, or HMA Trade rules: Long trades only when price is above the selected MA Short trades only when price is below the selected MA This helps avoid counter-trend trades and improves signal quality. --- 3️⃣ Trade Execution & Position Sizing Strategy uses 100% of account equity per trade No pyramiding Long and short trades are handled symmetrically --- 4️⃣ Risk Management (Percentage Stop-Loss) Uses a fixed percentage stop-loss Stop-loss is calculated from the actual entry price: Long SL → Entry Price − SL% Short SL → Entry Price + SL% Ensures consistent risk control across all trades --- ⏱ Recommended Timeframe & Market ✅ Default / Optimized Use Case Timeframe: 4-Hour (4H) Market: BTC (Bitcoin) MA Length (default): 200 EMA ATR Factor & Period: Tuned for swing-style trend moves These default parameters are best suited for 4H BTC based on trend behavior and volatility. --- ⚙️ Customization & Flexibility All parameters are fully adjustable and can be optimized for: Different timeframes (1H, Daily, etc.) Other cryptocurrencies or markets More aggressive or conservative risk profiles You can modify: Pivot period ATR factor & period MA type and length Stop-loss percentage --- 🧠 Strategy Style Summary ✔ Trend-following ✔ MA-filtered confirmation ✔ No repaint logic ✔ Works best in trending markets ✔ Suitable for swing trading
Strategi Pine Script®
oleh kadunagra
Trap longs - Hamza Naveed// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org //@version=5 indicator("Trap Longs - Hamza Naveed", max_labels_count = 500, overlay = false, format = format.volume) g1 = '📊 Net Positions ' g2 = '📈 Moving Averages (VWMA/EMA) ' g3 = '⚙️ Additional Settings ' g4 = '🎚️ Profile ' g5 = '🖥️ Statistics ' g6 = '⚖️ Divergences' // User inputs - General settings dtype = input.string('Net Positions', 'Type', options = ) disp = input.string('Candles', 'Display as', options = ) cumu = input.string('Full Data', 'Cumulation', options = ) denom = input.string('Quote Currency', 'Quoted in', options = ) // User inputs - Data Source Settings binance = input.bool(true, 'Binance USDT.P', inline = 'src') binance2 = input.bool(true, 'Binance USD.P', inline = 'src') binance3 = input.bool(true, 'Binance BUSD.P', inline = 'src2') bitmex = input.bool(true, 'BitMEX USD.P', inline = 'src2') bitmex2 = input.bool(true, 'BitMEX USDT.P ', inline = 'src3') kraken = input.bool(true, 'Kraken USD.P', inline = 'src3') // User inputs - Net Positions showL = input.bool(true, 'NET LONGS   ►', group = g1, inline='l') showS = input.bool(false, 'NET SHORTS  ►', group = g1, inline='s') showD = input.bool(false, 'NET DELTA    ►', group = g1, inline='d') showR = input.bool(false, 'NET RATIO    ►', group = g1, inline='r') pcolL = input.color(#a5d6a7, '', group = g1, inline = 'l') ncolL = input.color(#f77c80, '', group = g1, inline = 'l') lcolL = input.color(#a5d6a7, '━', group = g1, inline = 'l') pcolS = input.color(#a5d6a7, '', group = g1, inline = 's') ncolS = input.color(#f77c80, '', group = g1, inline = 's') lcolS = input.color(#faa1a4, '━', group = g1, inline = 's') pcolD = input.color(#a5d6a7, '', group = g1, inline = 'd') ncolD = input.color(#f77c80, '', group = g1, inline = 'd') lcolD = input.color(#90bff9, '━', group = g1, inline = 'd') pcolR = input.color(#a5d6a7, '', group = g1, inline = 'r') ncolR = input.color(#f77c80, '', group = g1, inline = 'r') lcolR = input.color(#f9d690, '━', group = g1, inline = 'r') // User inputs - Net Positions EMAs mat = input.string('VWMA', 'Type', options= , group=g2) emaL = input.bool(false, 'LONGS  ', group=g2, inline='emal') emaS = input.bool(false, 'SHORTS ', group=g2, inline='emas') emaD = input.bool(false, 'DELTA   ',group=g2, inline='emad') emaR = input.bool(false, 'RATIO   ',group=g2, inline='emar') emaLl = input.int(100, '', group=g2, inline='emal') emaSl = input.int(100, '', group=g2, inline='emas') emaDl = input.int(100, '', group=g2, inline='emad') emaRl = input.int(100, '', group=g2, inline='emar') emaLc = input.color(color.rgb(165, 214, 167, 60), '', group=g2, inline='emal') emaSc = input.color(color.rgb(250, 161, 164, 60), '', group=g2, inline='emas') emaDc = input.color(color.rgb(144, 191, 249, 60), '', group=g2, inline='emad') emaRc = input.color(color.rgb(249, 214, 144, 60), '', group=g2, inline='emar') // User inputs - Additional settings volhm = input.bool(false, 'Volume HM', group=g3, inline='vol') volc2 = input.color(color.rgb(49, 121, 245),'', group=g3, inline = 'vol') offs = input.int (10, 'Label Offset', group=g3) length = input.int (14, 'Position RSI Length', group=g3) vlbl = input.bool(true, 'Value Labels', group=g3, inline='lv') nlbl = input.bool(true, 'Data Labels', group=g3, inline='lv') wick = input.bool(false, 'Show Candle Wicks', group=g3) // User inputs - Profile settings prof = input.bool (false, 'Generate a profile', group=g4) profsrc = input.string('Net Longs', 'Profile Data', options = , group=g4) vapct = input.float (70, 'Value Area %', minval = 5, maxval = 95, group = g4) ori = input.string("Left", 'Position', options = , group = g4) profSize = input.int (2, 'Node Size', minval = 1, group = g4) rows = input.int (40, 'Rows', minval = 6, maxval = 500, step = 25, group = g4) - 1 vancol = input.color (color.new(color.blue, 75), 'Node Colors         ', group = g4, inline = 'nc') nvancol = input.color (color.new(color.gray, 75), '━', group = g4, inline = 'nc') poc = input.bool (false, 'POC', group = g4, inline = 'POC'), poccol = input.color (color.new(color.red, 50), '            ', group = g4, inline = "POC") val = input.bool (false, 'VA', group = g4, inline = "VA") vafill = input.color (color.new(color.blue, 95), '             ', group = g4, inline = 'VA') // User inputs - Statistics stats = input.bool(false, 'Show Stats', group = g5) chg_b = input.int(50, 'Bars Back', group = g5) tablevpos = input.string('Horizontal', 'Orientation', options= , group = g5) tablepos = input.string('Bottom Center', 'Position', options= , group = g5) stat_oi = input.bool(true, 'OI   ━', group = g5, inline = 'oi') stat_nl = input.bool(true, 'NL  ━', group = g5, inline = 'nl') stat_ns = input.bool(true, 'NS  ━', group = g5, inline = 'ns') stat_nd = input.bool(true, 'ND  ━', group = g5, inline = 'nd') stat_oi_c = input.bool(true, 'OI Change  ━', group = g5, inline = 'oi') stat_nl_c = input.bool(true, 'NL Change  ━', group = g5, inline = 'nl') stat_ns_c = input.bool(true, 'NS Change  ━', group = g5, inline = 'ns') stat_nd_c = input.bool(true, 'ND Change  ━', group = g5, inline = 'nd') stat_oi_r = input.bool(true, 'OI RSI', group = g5, inline = 'oi') stat_nl_r = input.bool(true, 'NL RSI', group = g5, inline = 'nl') stat_ns_r = input.bool(true, 'NS RSI', group = g5, inline = 'ns') stat_nd_r = input.bool(true, 'ND RSI', group = g5, inline = 'nd') // User inputs - Divergence Finder showdiv = input.bool(false, 'Divergence finder', group = g6) divsrc = input.string('Net Longs', 'Source', options = , group=g6) pivotDistance = input.int(5, 'Maximum Distance', minval=0, group=g6) leftPivot = input.int(8, 'Lookback Bars Left', minval=1, group=g6) rightPivot = input.int(8, 'Lookback Bars Right', minval=1, group=g6) pHH_npLH = input.bool(true, 'Price HH + Data LH', group = g6, inline='div1') pLH_npHH = input.bool(true, 'Price LH + Data HH', group = g6, inline='div2') pLL_npHL = input.bool(true, 'Price LL + Data HL ', group = g6, inline='div3') pHL_npLL = input.bool(true, 'Price HL + Data LL ', group = g6, inline='div4') pHH_npLHcol = input.color(color.red, '', group = g6, inline='div1') pLH_npHHcol = input.color(color.red, '', group = g6, inline='div2') pLL_npHLcol = input.color(color.green, '', group = g6, inline='div3') pHL_npLLcol = input.color(color.green, '', group = g6, inline='div4') // Getting OI data mex = syminfo.basecurrency=='BTC' ? 'XBT' : string(syminfo.basecurrency) = request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'USDT.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) = request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'USD.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) = request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'BUSD.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) = request.security('BITMEX' + ":" + mex + 'USD.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) = request.security('BITMEX' + ":" + mex + 'USDT.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) = request.security('KRAKEN' + ":" + string(syminfo.basecurrency) + 'USD.P_OI', timeframe.period, [close-close , close], ignore_invalid_symbol = true) deltaOI = (binance ? nz(oid1,0) : 0) + (binance2 ? nz(oid2,0)/close : 0) + (binance3 ? nz(oid3,0) : 0) + (bitmex ? nz(oid4,0)/close : 0) + (bitmex2 ? nz(oid5,0)/close : 0) + (kraken ? nz(oid6,0)/close : 0) OI = (binance ? nz(oi1,0) : 0) + (binance2 ? nz(oi2,0)/close : 0) + (binance3 ? nz(oi3,0) : 0) + (bitmex ? nz(oi4,0)/close : 0) + (bitmex2 ? nz(oi5,0)/close : 0) + (kraken ? nz(oi6,0)/close : 0) // Conditions for positions entering and exiting priceUP = close>open priceDOWN = close0 oiDOWN = deltaOI<0 newlongs = oiUP and priceUP rektlongs = oiDOWN and priceDOWN newshorts = oiUP and priceDOWN rektshorts = oiDOWN and priceUP // Visible range vrc = cumu=='Visible Range' ? time > chart.left_visible_bar_time and time <= chart.right_visible_bar_time : true // Cumulation of positions entering and exiting longs_entering = ta.cum(newlongs and vrc ? (denom=='Base Currency' ? deltaOI : deltaOI * close) : 0) longs_exiting = ta.cum(rektlongs and vrc ? (denom=='Base Currency' ? deltaOI : deltaOI * close) : 0) shorts_entering = ta.cum(newshorts and vrc ? (denom=='Base Currency' ? deltaOI : deltaOI * close) : 0) shorts_exiting = ta.cum(rektshorts and vrc ? (denom=='Base Currency' ? deltaOI : deltaOI * close) : 0) // Output data net_longs = longs_entering - math.abs(longs_exiting) net_shorts = shorts_entering - math.abs(shorts_exiting) net_delta = net_longs - net_shorts net_ratio = net_longs / net_shorts // Calculating Relative Strength longs_strength = ta.rsi(net_longs, length) shorts_strength = ta.rsi(net_shorts, length) delta_strength = ta.rsi(net_delta, length) ratio_strength = ta.rsi(net_ratio, length) oi_strength = ta.rsi(OI, length) // Calculating candle OHLC src = dtype=='Net Positions' ? net_longs : longs_strength OpenL = wick ? ta.sma(src , 2) : src HighL = ta.highest(src, 1) LowL = ta.lowest(src, 1) CloseL = wick ? ta.sma(src, 2) : src src2 = dtype=='Net Positions' ? net_shorts : shorts_strength OpenS = wick ? ta.sma(src2 , 2) : src2 HighS = ta.highest(src2, 1) LowS = ta.lowest(src2, 1) CloseS = wick ? ta.sma(src2, 2) : src2 src3 = dtype=='Net Positions' ? net_delta : delta_strength OpenD = wick ? ta.sma(src3 , 2) : src3 HighD = ta.highest(src3, 1) LowD = ta.lowest(src3, 1) CloseD = wick ? ta.sma(src3, 2) : src3 src4 = dtype=='Net Positions' ? net_ratio : ratio_strength OpenR = wick ? ta.sma(src4 , 2) : src4 HighR = ta.highest(src4, 1) LowR = ta.lowest(src4, 1) CloseR = wick ? ta.sma(src4, 2) : src4 // Calculating EMAs Lema = mat=='EMA' ? ta.ema(src, emaLl) : ta.vwma(src, emaLl) Sema = mat=='EMA' ? ta.ema(src2, emaSl) : ta.vwma(src2, emaSl) Dema = mat=='EMA' ? ta.ema(src3, emaDl) : ta.vwma(src3, emaDl) Rema = mat=='EMA' ? ta.ema(src4, emaRl) : ta.vwma(src4, emaRl) // Conditions lcondL = showL and (disp=='Line' or disp=='Columns'), ccondL = showL and disp=='Candles' lcondS = showS and (disp=='Line' or disp=='Columns'), ccondS = showS and disp=='Candles' lcondD = showD and (disp=='Line' or disp=='Columns'), ccondD = showD and disp=='Candles' lcondR = showR and (disp=='Line' or disp=='Columns'), ccondR = showR and disp=='Candles' // Plotting Lines plot(lcondL ? src : na, title="Net Longs", color=disp=='Line' ? lcolL : (net_longs >0 ? pcolL : ncolL), linewidth=1, style = disp=='Line' ? plot.style_line : disp=='Columns' ? plot.style_columns : na, editable = false) plot(lcondS ? src2 : na, title="Net Shorts", color=disp=='Line' ? lcolS : (net_shorts >0 ? pcolS : ncolS), linewidth=1, style = disp=='Line' ? plot.style_line : disp=='Columns' ? plot.style_columns : na, editable = false) plot(lcondD ? src3 : na, title="Net Shorts", color=disp=='Line' ? lcolD : (net_delta >0 ? pcolD : ncolD), linewidth=1, style = disp=='Line' ? plot.style_line : disp=='Columns' ? plot.style_columns : na, editable = false) plot(lcondR ? src4 : na, title="Net Ratio", color=disp=='Line' ? lcolR : (net_ratio >0 ? pcolR : ncolR), linewidth=1, style = disp=='Line' ? plot.style_line : disp=='Columns' ? plot.style_columns : na, editable = false) // Plotting Candles plotcandle(ccondL ? OpenL : na, ccondL ? HighL : na, ccondL ? LowL : na, ccondL ? CloseL : na, "Longs", CloseL>OpenL ? pcolL : ncolL, CloseL>OpenL ? pcolL : ncolL, false, bordercolor = CloseL>OpenL ? pcolL : ncolL) plotcandle(ccondS ? OpenS : na, ccondS ? HighS : na, ccondS ? LowS : na, ccondS ? CloseS : na, "Shorts", CloseS>OpenS ? pcolS : ncolS, CloseS>OpenS ? pcolS : ncolS, false, bordercolor = CloseS>OpenS ? pcolS : ncolS) plotcandle(ccondD ? OpenD : na, ccondD ? HighD : na, ccondD ? LowD : na, ccondD ? CloseD : na, "Delta", CloseD>OpenD ? pcolD : ncolD, CloseD>OpenD ? pcolD : ncolD, false, bordercolor = CloseD>OpenD ? pcolD : ncolD) plotcandle(ccondR ? OpenR : na, ccondR ? HighR : na, ccondR ? LowR : na, ccondR ? CloseR : na, "Ratio", CloseR>OpenR ? pcolR : ncolR, CloseR>OpenR ? pcolR : ncolR, false, bordercolor = CloseR>OpenR ? pcolR : ncolR) // Plotting EMAs plot(emaL ? Lema : na, color=emaLc, editable = false) plot(emaS ? Sema : na, color=emaSc, editable = false) plot(emaD ? Dema : na, color=emaDc, editable = false) plot(emaR ? Rema : na, color=emaRc, editable = false) // Plotting Relative Strength plot(dtype=='Position RSI' ? 100 : na, color=color.rgb(120, 123, 134, 90), title = 'RSI 100') plot(dtype=='Position RSI' ? 70 : na, color=color.rgb(120, 123, 134, 72), title = 'RSI 70') plot(dtype=='Position RSI' ? 50 : na, color=color.rgb(120, 123, 134, 90), title = 'RSI 50') plot(dtype=='Position RSI' ? 30 : na, color=color.rgb(120, 123, 134, 72), title = 'RSI 30') plot(dtype=='Position RSI' ? 0 : na, color=color.rgb(120, 123, 134, 90), title = 'RSI 0') // Volume Heatmap vol = volume volmax = ta.highest(volume, 50) col = color.from_gradient(volume, 0, volmax, chart.bg_color, volc2) plotshape(time>chart.left_visible_bar_time and volhm, style=shape.square, size=size.normal,location = location.bottom, color=col, editable = false) // Labels if vlbl and disp=='Candles' vLlabel = showL ? label.new(bar_index, CloseL>OpenL ? HighL : LowL, newlongs or rektlongs ? str.tostring(deltaOI, format.volume) : na, size = size.auto, color=color.rgb(255, 255, 255, 100), textcolor = chart.fg_color, style = CloseL>OpenL ? label.style_label_down : label.style_label_up) : na vSlabel = showS ? label.new(bar_index, CloseS>OpenS ? HighS : LowS, newshorts or rektshorts ? str.tostring(deltaOI, format.volume) : na, size = size.auto, color=color.rgb(255, 255, 255, 100), textcolor = chart.fg_color, style = CloseS>OpenS ? label.style_label_down : label.style_label_up) : na vDlabel = showD ? label.new(bar_index, CloseD>OpenD ? HighD : LowD, str.tostring(deltaOI, format.volume), size = size.auto, color=color.rgb(255, 255, 255, 100), textcolor = chart.fg_color, style = CloseD>OpenD ? label.style_label_down : label.style_label_up) : na vRlabel = showR ? label.new(bar_index, CloseR>OpenR ? HighR : LowR, str.tostring(deltaOI, format.volume), size = size.auto, color=color.rgb(255, 255, 255, 100), textcolor = chart.fg_color, style = CloseR>OpenR ? label.style_label_down : label.style_label_up) : na if nlbl and disp!='Columns' Llabel = showL ? label.new(bar_index+offs, src, 'NET LONGS', size = size.tiny, color=lcolL, textcolor = color.black, style = label.style_label_left) : na Slabel = showS ? label.new(bar_index+offs, src2, 'NET SHORTS', size = size.tiny, color=lcolS, textcolor = color.black, style = label.style_label_left) : na Dlabel = showD ? label.new(bar_index+offs, src3, 'NET DELTA', size = size.tiny, color=lcolD, textcolor = color.black, style = label.style_label_left) : na Rlabel = showR ? label.new(bar_index+offs, src4, 'NET RATIO', size = size.tiny, color=lcolR, textcolor = color.black, style = label.style_label_left) : na label.delete(Llabel ) label.delete(Slabel ) label.delete(Dlabel ) label.delete(Rlabel ) // Generating a profile - Code from @KioseffTrading's "Profile Any Indicator" script (used with their permission) srcp = profsrc=='Net Longs' ? src : profsrc=='Net Shorts' ? src2 : profsrc=='Net Delta' ? src3 : src4 var int timeArray = array.new_int() var float dist = array.new_float() var int x2 = array.new_int(rows + 1, 5) var vh = matrix.new(1, 1) array.unshift(timeArray, math.round(time)) if prof and time >= chart.left_visible_bar_time and time <= chart.right_visible_bar_time matrix.add_col(vh) matrix.set(vh, 0, matrix.columns(vh) - 1, srcp) if prof and barstate.islast = switch ori "Left" => => calc = (matrix.max(vh) - matrix.min(vh)) / (rows + 1) for i = 0 to rows array.push(dist, matrix.min(vh) + (i * calc)) for i = 1 to matrix.columns(vh) - 1 for x = 0 to array.size(dist) - 1 if matrix.get(vh, 0, i) >= matrix.get(vh, 0, i - 1) if array.get(dist, x) >= matrix.get(vh, 0, i - 1) and array.get(dist, x) <= matrix.get(vh, 0, i) array.set(x2, x, array.get(x2, x) + profSize) else if array.get(dist, x) >= matrix.get(vh, 0, i) and array.get(dist, x) <= matrix.get(vh, 0, i - 1) array.set(x2, x, array.get(x2, x) + profSize) boc = array.new_box() for i = 1 to rows right = array.get(timeArray, n + array.get(x2, i)) if ori == "Left" switch math.sign(n - array.get(x2, i)) -1 => right := chart.right_visible_bar_time => right := array.get(timeArray, n - array.get(x2, i)) array.push(boc, box.new(pos, array.get(dist, i - 1), right, array.get(dist, i), xloc = xloc.bar_time, border_color = nvancol, bgcolor = nvancol )) if i == rows array.push(boc, box.new(pos, array.get(dist, array.size(dist) - 1), right, array.get(dist, array.size(dist) - 1) + calc, xloc = xloc.bar_time, border_color = nvancol, bgcolor = nvancol )) array.shift(x2), nx = array.indexof(x2, array.max(x2)) nz = nx - 1, nz2 = 0, nz3 = 0, nz4 = 0 for i = 0 to array.size(x2) - 1 if nz > -1 and nx <= array.size(x2) - 1 switch array.get(x2, nx) >= array.get(x2, nz) true => nz2 += array.get(x2, nx), nx += 1 => nz2 += array.get(x2, nz), nz -= 1 else if nz <= -1 nz2 += array.get(x2, nx), nx += 1 else if nx >= array.size(x2) nz2 += array.get(x2, nz), nz -= 1 if nz2 >= array.sum(x2) * (vapct / 100) nz3 := nx <= array.size(x2) - 1 ? nx : array.size(x2) - 1, nz4 := nz <= -1 ? 0 : nz break for i = nz3 to nz4 box.set_border_color(array.get(boc, i), vancol) box.set_bgcolor(array.get(boc, i), vancol) if poc var pocL = line(na) y = math.avg(box.get_top(array.get(boc, array.indexof(x2, array.max(x2)))), box.get_bottom(array.get(boc, array.indexof(x2, array.max(x2))))) if na(pocL) pocL := line.new(chart.left_visible_bar_time, y, chart.right_visible_bar_time, y, xloc = xloc.bar_time, color = poccol, width = 1) else line.set_xy1(pocL, chart.left_visible_bar_time, y) line.set_xy2(pocL, chart.right_visible_bar_time, y) if val var vaup = line(na), var vadn = line(na) ydn = box.get_bottom(array.get(boc, nz3)), yup = box.get_top(array.get(boc, nz4)) if na(vaup) vadn := line.new(chart.left_visible_bar_time, ydn, chart.right_visible_bar_time, ydn, xloc = xloc.bar_time, color = vancol, width = 1) vaup := line.new(chart.left_visible_bar_time, yup, chart.right_visible_bar_time, yup, xloc = xloc.bar_time, color = vancol, width = 1) else line.set_xy1(vadn, chart.left_visible_bar_time, ydn), line.set_xy2(vadn, chart.right_visible_bar_time, ydn) line.set_xy1(vaup, chart.left_visible_bar_time, yup), line.set_xy2(vaup, chart.right_visible_bar_time, yup) linefill.new(vadn, vaup, vafill) //Generating tables for Stats switchpos(tablepos) => switch tablepos 'Top Left' => position.top_left 'Top Center' => position.top_center 'Top Right' => position.top_right 'Bottom Left' => position.bottom_left 'Bottom Center' => position.bottom_center 'Bottom right' => position.bottom_right dataTable = table.new(switchpos(tablepos), columns=15, rows=15, bgcolor=color.rgb(120, 123, 134, 56)) fill_rows(cond, txt, c, r) => if cond table.cell(table_id=dataTable, column = tablevpos=='Horizontal' ? c : 0, row = tablevpos=='Horizontal' ? 0 : r, text = txt, height=0, text_color=color.white, text_halign=text.align_center, text_valign= text.align_center) if barstate.islast and stats and dtype!='Position RSI' txt = ' •𝗢𝗜: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(denom=='Base Currency' ? OI : OI*close, format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt2 = ' •𝗡𝗟: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_longs, format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt3 = ' •𝗡𝗦: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_shorts, format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt4 = ' •𝗡𝗗: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_delta, format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt5 = ' •𝗢𝗜𝗖: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(denom=='Base Currency' ? OI-OI : (OI-OI ) * close, format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt6 = ' •𝗡𝗟𝗖: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_longs - net_longs , format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt7 = ' •𝗡𝗦𝗖: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_shorts - net_shorts , format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt8 = ' •𝗡𝗗𝗖: ' + (denom=='Quote Currency' ? '$' : '') + str.tostring(net_delta - net_delta , format = format.volume) + ' ' + (denom=='Base Currency' ? str.tostring(string(syminfo.basecurrency)) : '') txt9 = ' •𝗢𝗜 𝗥𝗦𝗜: ' + str.tostring(math.round(oi_strength,1)) txt10 = ' •𝗡𝗟 𝗥𝗦𝗜: ' + str.tostring(math.round(longs_strength,1)) txt11 = ' •𝗡𝗦 𝗥𝗦𝗜: ' + str.tostring(math.round(shorts_strength, 1)) txt12 = ' •𝗡𝗗 𝗥𝗦𝗜: ' + str.tostring(math.round(delta_strength, 1)) fill_rows(stat_oi, txt, 0, 0) fill_rows(stat_nl, txt2, 1, 1) fill_rows(stat_ns, txt3, 2, 2) fill_rows(stat_nd, txt4, 3, 3) fill_rows(stat_oi_c, txt5, 4, 4) fill_rows(stat_nl_c, txt6, 5, 5) fill_rows(stat_ns_c, txt7, 6, 6) fill_rows(stat_nd_c, txt8, 7, 7) fill_rows(stat_oi_r, txt9, 8, 8) fill_rows(stat_nl_r, txt10, 9, 9) fill_rows(stat_ns_r, txt11, 10, 10) fill_rows(stat_nd_r, txt12, 11, 11) // Divergence Finder switchdivsrc(divsrc) => switch divsrc 'Net Longs' => src 'Net Shorts' => src2 'Net Delta' => src3 'Net Ratio' => src4 np = switchdivsrc(divsrc) var priceHigh = array.new_float(0), var priceLow = array.new_float(0) var priceHighIndex = array.new_int (0), var priceLowIndex = array.new_int (0) var npHigh = array.new_float(0), var npLow = array.new_float(0) var npHighIndex = array.new_int (0), var npLowIndex = array.new_int (0) var priceHighTrend = 0, var priceLowTrend = 0 var npHighTrend = 0, var npLowTrend = 0 bool closeRecentHighs = false, bool closeOldHighs = false bool closeHighs = false, bool closeRecentLows = false bool closeOldLows = false, bool closeLows = false curPriceHigh = ta.pivothigh(close, leftPivot, rightPivot) curPriceLow = ta.pivotlow (close, leftPivot, rightPivot) curnpHigh = ta.pivothigh(np, leftPivot, rightPivot) curnpLow = ta.pivotlow (np, leftPivot, rightPivot) if not na(curPriceHigh) array.push(priceHigh, curPriceHigh) array.push(priceHighIndex, bar_index-rightPivot) if not na(curPriceLow) array.push(priceLow, curPriceLow) array.push(priceLowIndex, bar_index-rightPivot) if not na(curnpHigh) array.push(npHigh, curnpHigh) array.push(npHighIndex, bar_index-rightPivot) if not na(curnpLow) array.push(npLow, curnpLow) array.push(npLowIndex, bar_index-rightPivot) if showdiv if array.size(priceHigh) >= 2 and not na(curPriceHigh) if array.get(priceHigh, array.size(priceHigh)-1) >= array.get(priceHigh, array.size(priceHigh)-2) priceHighTrend := 1 else priceHighTrend := -1 if array.size(priceLow) >= 2 and not na(curPriceLow) if array.get(priceLow, array.size(priceLow)-1) >= array.get(priceLow, array.size(priceLow)-2) priceLowTrend := 1 else priceLowTrend := -1 if array.size(npHigh) >= 2 and not na(curnpHigh) if array.get(npHigh, array.size(npHigh)-1) >= array.get(npHigh, array.size(npHigh)-2) npHighTrend := 1 else npHighTrend := -1 if array.size(npLow) >= 2 and not na(curnpLow) if array.get(npLow, array.size(npLow)-1) >= array.get(npLow, array.size(npLow)-2) npLowTrend := 1 else npLowTrend := -1 if array.size(priceHighIndex) >= 2 and array.size(npHighIndex) >=2 closeRecentHighs := math.abs(array.get(priceHighIndex, array.size(priceHighIndex)-1) - array.get(npHighIndex, array.size(npHighIndex)-1)) <= pivotDistance closeOldHighs := math.abs(array.get(priceHighIndex, array.size(priceHighIndex)-2) - array.get(npHighIndex, array.size(npHighIndex)-2)) <= pivotDistance closeHighs := closeRecentHighs and closeOldHighs if array.size(priceLowIndex) >= 2 and array.size(npLowIndex) >=2 closeRecentLows := math.abs(array.get(priceLowIndex, array.size(priceLowIndex)-1) - array.get(npLowIndex, array.size(npLowIndex)-1)) <= pivotDistance closeOldLows := math.abs(array.get(priceLowIndex, array.size(priceLowIndex)-2) - array.get(npLowIndex, array.size(npLowIndex)-2)) <= pivotDistance closeLows := closeRecentLows and closeOldLows bool uptrendExhuastion = closeHighs and priceHighTrend > 0 and npHighTrend < 0 and (not na(curnpHigh) or not na(curPriceHigh)) bool uptrendAbsorption = closeHighs and priceHighTrend < 0 and npHighTrend > 0 and (not na(curnpHigh) or not na(curPriceHigh)) bool downtrendExhuastion = closeLows and priceLowTrend < 0 and npLowTrend > 0 and (not na(curnpLow) or not na(curPriceLow)) bool downtrendAbsorption = closeLows and priceLowTrend > 0 and npLowTrend < 0 and (not na(curnpLow) or not na(curPriceLow)) drawDiv(time1, price1, time2, price2, type) => dcol = type == 'Uptrend Exhuastion' ? pHH_npLHcol : type == 'Uptrend Absorption' ? pLH_npHHcol : type == 'Downtrend Exhaustion' ? pLL_npHLcol : type == 'Downtrend Absorption' ? pHL_npLLcol : na line.new(x1=time1, y1=price1, x2=time2, y2=price2, color=dcol, width=1) if uptrendAbsorption or uptrendExhuastion and showdiv highTime1 = array.get(npHighIndex, array.size(npHighIndex)-1) highPrice1 = array.get(npHigh, array.size(npHigh)-1) highTime2 = array.get(npHighIndex, array.size(npHighIndex)-2) highPrice2 = array.get(npHigh, array.size(npHigh)-2) if uptrendExhuastion and pHH_npLH drawDiv(highTime1, highPrice1, highTime2, highPrice2, 'Uptrend Exhuastion') if uptrendAbsorption and pLH_npHH drawDiv(highTime1, highPrice1, highTime2, highPrice2, 'Uptrend Absorption') if downtrendAbsorption or downtrendExhuastion and showdiv lowTime1 = array.get(npLowIndex, array.size(npLowIndex)-1) lowPrice1 = array.get(npLow, array.size(npLow)-1) lowTime2 = array.get(npLowIndex, array.size(npLowIndex)-2) lowPrice2 = array.get(npLow, array.size(npLow)-2) if downtrendExhuastion and pLL_npHL drawDiv(lowTime1, lowPrice1, lowTime2, lowPrice2, 'Downtrend Exhuastion') if downtrendAbsorption and pHL_npLL drawDiv(lowTime1, lowPrice1, lowTime2, lowPrice2, 'Downtrend Absorption')
Indikator Pine Script®
oleh nomanahmad6041
Range Breakout Statistics [Honestcowboy]⯁ Overview The Range Breakout Statistics uses a very simple system to detect ranges/consolidating markets. The principle is simple, it looks for areas where the slope of a moving average is flat compared to past values. If the moving average is flat for X amount of bars that's a range and it will draw a box. The statistics part of the script is a bit more complicated. The aim of this script is to expand analysis of trading signals in a different way than a regular backtest. It also highlights the polyline tool, one of my favorite drawing tools on the tradingview platform. ⯁ Statistics Methods The script has 2 different modes of analyzing a trading signals strength/robustness. It will do that for 2 signals native to the script. Upper breakout: first price breakout at top of box, before max bars (100 bars by default) Lower breakout: first price breakout at bottom of box, before max bars The analysis methods themselves are straightforward and it should be possible for tradingview community to expand this type of analysis to other trading signals. This script is a demo for this analysis, yet some might still find the native signals helpful in their trading, that's why the script includes alerts for the 2 native signals. I've also added a setting to disable any data gathering, which makes script run faster if you want to automate it. For both of the analysis methods it uses the same data, just with different calculations and drawing methods. The data set is all past price action reactions to the signals saved in a matrix. Below a chart for explaining this visually. ⯁ Method 1: Averages Projection The idea behind this is that just showing all price action that happened after signal does not give actionable insights. It's more a spaghetti jumble mess of price action lines. So instead the script averages the data out using 3 different approaches, all selectable in the settings menu. Geometric Average: useful as it accurately reflects compound returns over time, smoothing out the impact of large gains or losses. Accounts for volatility drift. Arithmetic Average: a standard average calculation, can be misleading in trading due to volatility drift. It is the most basic form of averaging so I included it. Median: useful as any big volatility huge moves after a signal does not really impact the mean as it's just the middle value of all values. These averages are the 2 lines you will find in the middle of the projection. Having a clear difference between a lower break average and upper break average price reaction can signal significance of the trading signal instead of pure chaos. Outside of this I also included calculations for the maximum and minimum values in the dataset. This is useful for seeing price reactions range to the signal, showing extreme losses or wins are possible. For this range I also included 2 matrices of highs and lows data. This makes it possible to draw a band between the range based on closing price and the one using high/low data. Below is a visualisation of how the averages data is shown on chart. ⯁ Method 2: Equity Simulation This method will feel closer to home for traders as it more closely resembles a backtest. It does not include any commissions however and also is just a visualisation of price reaction to a signal. This method will simulate what would happen if you would buy at the breakout point and hold the trade for X amount of bars. With 0 being sell at same bar close. To test robustness I've given the option to visualise Equity simulation not just for 1 simulation but a bunch of simulations. On default settings it will draw the simulations for 0 bars holding all the way to 10 bars holding. The idea behind it is to check how stable the effect is, to have further confirmation of the significance of the signal. If price simulation line moves up on average for 0 bars all the way to 10 bars holding time that means the signal is steady. Below is a visualisation of the Equity Simulation. ⯁ Signal filtering For the boxes themselves where breakouts come from I've included a simple filter based on the size of the box in ATR or %. This will filter out all the boxes that are larger top to bottom than the ATR or % value you setup. ⯁ Coloring of Script The script includes 5 color themes. There are no color settings or other visual settings in the script, the script themes are simple and always have colors that work well together. Equity simulation uses a gradient based on lightness to color the different lines so it's easier to differentiate them while still upper breaks having a different color than lower breaks. This script is not created to be used in conjunction with other scripts, it will force you into a background color that matches the theme. It's purpose is a research tool for systematic trading, to analyse signals in more depth. Metaverse color theme: ⯁ Conclusion I hope this script will help traders get a deeper understanding of how different assets react to their assets. It should be possible to convert this script into other signals if you know how to code on the platform. It is my intention to make more publications that include this type of analysis. It is especially useful when dealing with signals that do not happen often enough, so a regular backtest is not enough to test their significance.
Indikator Pine Script®
oleh Honestcowboy
1
Price Compression Scanner (Chartink Logic)Breakout above range high → BUY 🔹 Breakdown below range low → SELL 🔹 Best with volume expansion 🔹 Works well for swing trades & momentum breakouts Highs Highest High of last 10 days (ending 1 day agos) < Highest High of previous 10 days Highest High of last 10 days < Highest High of earlier 10 days ➡️ Lower highs (falling resistance) Lows 3. Lowest Low of last 10 days > Lowest Low of previous 10 days 4. Lowest Low of last 10 days > Lowest Low of earlier 10 days
Indikator Pine Script®
oleh sripathi_venkatesh86
Closed Source Strategy TesterAllows you to test an indicator that is closed source (you don't have access to the code). You will need to understand the exposed data elements of the indicator you are testing. This strategy is only looking for a buy, sell, exit long, or exit short to be signals that change from 0 to 1. The stop loss/take profit, if used, are expected to be price values. I encourage you to copy this code and modify it to your needs for specific indicators.
Strategi Pine Script®
oleh EdMLegionXX