Mulai

Educational

Yield Curve RegimesOverview The Yield Curve Regime Histogram transforms yield curve spread analysis into an intuitive visual framework by classifying rate movements into six distinct regimes. Rather than simply displaying the spread between two maturities, this indicator analyzes how that spread is changing relative to the underlying yields themselves, providing insight into market expectations for growth, inflation, and liquidity conditions. How It Works The indicator calculates the spread between two user-selected government bond yields (default: 2-year and 10-year US Treasuries) and compares both the spread and the individual yields to their values n periods ago (default lookback: 20 bars). Based on whether the spread is steepening or flattening, and whether the short-term and long-term yields are rising or falling, the algorithm classifies each bar into one of six regimes: The Six Regimes Steepening Regimes (spread increasing): 1. Bull Steepener (Cyan): Both yields falling, long-end falling slower Market pricing: Growth concerns, but long-end supported Typically risk-on if Fed not cutting due to severe economic weakness 2. Bear Steepener (Blue): Both yields rising, long-end rising faster Market pricing: Growth acceleration, inflation pressures building Typically risk-on regime 3. Steepener Twist (Yellow): Short-end falling, long-end rising Market pricing: Liquidity injection, mixed growth signals Neutral/transition regime Flattening Regimes (spread decreasing): 4. Bull Flattener (Pink): Both yields falling, long-end falling faster Market pricing: Growth slowdown, disinflation, potential inversion ahead Typically risk-off regime 5. Bear Flattener (Purple): Both yields rising, short-end rising faster Market pricing: Central bank tightening, growth concerns emerging Typically risk-off regime, can lead to inversion 6. Flattener Twist (Orange): Short-end rising, long-end falling Market pricing: Aggressive policy tightening, recession risk building Typically risk-off regime, highest inversion risk Practical Application By visualizing which regime is active, traders can: Anticipate risk appetite shifts: Steepening regimes generally coincide with risk-on sentiment, while flattening regimes (especially with falling long-end yields) often precede risk-off periods Gauge growth and inflation expectations: The combination of spread direction and yield levels reveals what markets are pricing for economic trajectory Identify liquidity conditions: Twist regimes highlight periods of central bank intervention or significant policy shifts Time entries and exits: Regime transitions can signal turning points in equity, commodity, and currency markets before they fully materialize in price action Customization The indicator offers full flexibility for cross-market analysis: Maturity selection: Choose any two yield curves (e.g., 2Y/10Y, 5Y/30Y, or international equivalents like German Bunds) Lookback period: Adjust sensitivity by changing how far back the comparison is made Color scheme: Customize each regime's color in the Style tab to match your chart preferences Legend display: Toggle the regime legend table on/off for cleaner visuals Timeframe: Apply the indicator to any timeframe, from intraday to monthly charts Display The spread is plotted as a histogram, with each bar colored according to its regime classification. A black line overlay (also customizable) traces the raw spread value, allowing you to see both the regime structure and the actual spread level simultaneously. An optional legend in the top-right corner provides a quick reference for regime identification. This indicator is designed to function as a standalone "yield curve dashboard" that can be stacked beneath equity indices, commodities, or FX pairs, helping traders align their positioning with the underlying rates environment without needing to interpret complex macro data manually. Note: This indicator analyzes government bond yields and is most effective when paired with liquid, benchmark instruments such as US Treasuries, German Bunds, or UK Gilts. Regime classifications reflect market expectations embedded in the yield curve, not guaranteed outcomes.
Indikator Pine Script®
oleh The-white-goat
Rai x DynamicRai x Dynamic – Advanced RSI TMA Trend Force Indicator Description: This indicator combines RSI with a custom TMA (Triangular Moving Average) and Trend Force EMA filter to provide high-quality BUY/SELL signals with neon-style visual feedback. Features: • RSI + TMA crossover signals • EMA Trend Force filter for trend confirmation • Dynamic BUY/SELL labels with neon color themes • Win/Loss labels for past signals (educational purposes) • Live Dashboard showing trend, win rate, wins/loss count • Works on any timeframe, best for short-term analysis Instructions: 1. Use the “Enable Trend Force Filter” to follow EMA trend direction. 2. Adjust RSI Length, TMA Half Length, and Deviation to suit your trading style. 3. Observe BUY/SELL signals with the neon labels. 4. Dashboard provides visual stats for last N bars (adjustable via Dashboard Lookback). 5. For best results, combine with volume and higher timeframe trend confirmation. ⚠️ Note: • This indicator is for educational and analysis purposes. • No indicator guarantees profit. Always manage risk responsibly.
Indikator Pine Script®
oleh fx_rai
MTF Trend Scanner v5 - Global Scopemtf trend scanner v5 pro suite institutional operations manual 1. strategy overview the mtf trend scanner v5 is a professional grade technical analysis suite designed for high conviction trend following. unlike retail indicators this system utilizes volatility adjusted support resistance atr multi timeframe confluence and a directional intensity matrix to identify institutional smart money flow. 2. the visual interface a. the intensity matrix candle colors the system analyzes three layers of data to color candles providing an at a glance health check of the trend. bright white: high intensity bull. full confluence chart up plus lower tf up plus green candle. fluorescent green: bullish slowdown. trend is up but local momentum is pausing red candle. dark forest green: bullish pullback. local trend is up but higher tf is down counter trend. bright yellow: high intensity bear. full confluence chart down plus lower tf down plus red candle. fluorescent red: bearish slowdown. trend is down but local momentum is pausing green candle. dark maroon: bearish pullback. local trend is down but higher tf is up counter trend. grey: neutral squeeze. price is within the sideways zone near the step line. b. signal iconography zero spam logic circles: appear only on the first bar of an atr trend flip for the entry. triangles: regular divergence leading reversal warning. arrows: hidden divergence trend continuation and dip buying. 3. institutional risk management the pro suite includes a built in position sizing engine. to use it toggle the risk manager in settings. account size: your total trading capital. risk percentage: the amount you are willing to lose per trade usually one percent. units calculation: the dashboard dynamically displays exactly how many shares or contracts to purchase. logic: as volatility increases the units decrease. this keeps your dollar risk identical across every trade. 4. telegram alert automation to receive real time signals on your mobile device via telegram follow these steps. step 1 create the bot. search for botfather on telegram. type slash newbot and follow the prompts to get your api token. search for userinfobot to get your chat id. step 2 tradingview webhook setup. use a bridge service like pineconnector or a custom python script to handle the telegram api. in the tradingview alert box set the condition to the mtf trend scanner. paste your webhook url in the notifications tab. use the message format provided by your bridge. 5. watchlist scanning and workflow institutions do not chase price they wait for synchronization. the scanning protocol: 1. the mismatch check. scan your watchlist for symbols where the dashboard shows a mismatch. 2. the synchronization. wait for the ltf to turn the same color to match the chart. 3. the trigger. enter only when the candle turns bright white or yellow and an arrow or circle appears. 4. the stop loss. the atr step line is your physical exit. if a candle closes on the other side the institutional thesis is invalidated exit immediately. 5. pine script technicals timeframe enforcement: the alternate timeframe must be lower than the current chart. if it is higher a red warning box will appear and calculations will halt to prevent false data. global scope execution: all visual functions are executed in the global scope to ensure maximum stability and zero repainting. would you like me to help you set up specific alerts for these conditions now
Indikator Pine Script®
oleh joyfulChilli
BERNA (Boundary-Encoded Resonance Network Architecture)BERNA — Boundary-Encoded Resonance Network Architecture BERNA is a research-grade indicator that estimates the remaining structural capacity of the current market regime. Unlike trend, volatility, or momentum tools, BERNA does not measure price direction — it measures how much of the regime’s internal capacity has already been consumed. This script implements the BERNA model published on Zenodo (Bülent Duman, 2026). It is intentionally minimal and uses only OHLC data. What BERNA measures BERNA outputs a structural capacity state: τ = Σ / Θ (normalized structural stress) Λ = Θ − Σ (remaining structural capacity) Interpretation: High Λ / low τ → the regime has structural endurance Rising τ → capacity is being consumed τ → 1 (Λ → 0) → rupture proximity (capacity exhaustion) This makes BERNA a forward-looking structural capacity variable, not a price oscillator. What is inside this script This implementation contains the following components: Efficiency proxy (DERYA-like, but not the full public DERYA) BERNA uses a simple microstructure efficiency proxy computed as: E = |close − open| / (high − low) This is conceptually “DERYA-like” but it is not the full DERYA framework. No external/public DERYA source code is embedded here. Standard technical primitives used This script uses only basic primitives commonly found in technical analysis: Absolute value and range normalization Thresholding (regime binning) Power transform on range (rng^p) There is no EMA, RSI, MACD, ATR, ADX, Fisher, Kaufman, or other indicator embedded. All computations are internal and deterministic. 3-state structural regime binning (K = 3) The efficiency proxy E is discretized into three regimes using user thresholds: Low efficiency Mid efficiency High efficiency Each regime has its own capacity Θ and stress multiplier β. Structural stress accumulation (Σ) and rupture proximity Stress increment is defined as: dΣ = β · (1 − E) · (range^p) Σ accumulates inside a regime and is capped by Θ. In this prototype, Σ resets on regime change by construction (regime-gated accumulation). The rupture proximity is expressed through τ and Λ. How to use BERNA BERNA is designed as a regime-health and fragility overlay, not a buy/sell trigger. Typical uses: Detect when an ongoing move is structurally late-stage (τ high, Λ low) Avoid initiating trades when capacity is nearly exhausted Compare structural resilience across assets and regimes Use alongside price/trend/volume systems for context Do not use BERNA alone as a trading signal. BERNA tells you “how much structure is left”, not “where price will go.” Visuals Efficiency (E) shows the bar-level microstructure efficiency proxy τ shows normalized structural stress (capacity consumption) Λ shows remaining structural capacity Dotted lines mark warning and critical rupture proximity levels Important notes BERNA is not RSI, MACD, ATR, ADX, Fisher, Kaufman, or a volatility model BERNA does not predict price direction BERNA does not issue entry/exit signals BERNA is a structural capacity diagnostic This script does not embed any external/public indicator code; all logic is implemented directly in Pine. Risk and disclaimer This script is provided for research and analytical purposes only. It is not financial advice and must not be used as a standalone trading system. Markets are uncertain. All trading decisions and risks remain entirely the responsibility of the user. BERNA: Boundary-Encoded Resonance Network Architecture A Structural Failure Theory of Financial Regimes Based on Endogenous Capacity Depletion Author: Duman, Bülent Affiliation: Independent Researcher Reference: zenodo.org
Indikator Pine Script®
oleh blntduman
NSE Monthly Expiry 2022-26 : Ashish RajoriaThis indicator, "NSE Monthly Expiry Marker 2022-2026", is designed for traders on TradingView to visually track NSE (National Stock Exchange) monthly F&O (Futures & Options) expiry dates from 2022 to 2026. It plots red dashed vertical lines on each expiry date, with labels showing the month, year, and exact date for easy identification. The dates are accurately calculated based on NSE rules: last Thursday for months up to August 2025, and last Tuesday from September 2025 onwards, with holiday adjustments (e.g., shifted if expiry falls on a holiday). Additionally, it includes trading days, holidays in the session, and a link to www.GSTwork.com for reference. Ideal for option traders to plan strategies around expiry cycles, this tool helps in analyzing patterns over multiple years without manual calculations. Note: Ensure your chart timeframe is daily or higher for best visibility.
Indikator Pine Script®
oleh rajoria_lee21
Volume Footprint ImbalanceVolume Footprint Imbalance Indicator Uncover Institutional Order Flow with Precision The Volume Footprint Imbalance indicator is a professional-grade order flow tool designed to visualize hidden market dynamics directly on your chart. By analyzing granular intrabar volume data, it detects and highlights significant institutional imbalances where aggressive buyers or sellers have overwhelmed the opposing side, creating high-probability Support and Resistance zones. Stop guessing where price might react. See exactly where institutions have stepped in. Key Features 🛡️ Institutional Zone Detection: Automatically identifies aggressive buying and selling imbalances. When multiple imbalances occur in sequence ("Stacking"), the indicator draws high-confidence Support (Buy) and Resistance (Sell) zones. 📉 Smart Mitigation Logic: Keeps your chart clean and actionable. Zones extend indefinitely until price revisits ("mitigates") the level or invalidates the structure. Broken zones are automatically removed or faded to prevent clutter. 🧠 Intelligent Filtering: Filters out noise to show only the most significant signals. Volume Filter: Ignores low-volume activity. Trend Alignment: Validates signals based on candle color and bar delta. Wick Rejection: Smartly detects if an imbalance is part of a rejection wick (smart money buying into lows or selling into highs).   🎯 Automated Trade Setups: Removes the guesswork from execution. When a valid zone is confirmed, the indicator automatically plots dynamic Entry, Stop Loss, and Take Profit lines based on your preferred Risk:Reward ratio.   🔔 Real-Time Alerts: Get notified instantly via pop-up or app notification when a new Buy or Sell Imbalance Zone is detected. How It Works Unlike standard volume indicators that only show the total volume per bar, this tool analyzes the specific interaction between buyers and sellers inside the candle. It looks for areas where one side was significantly more aggressive than the other. Green Zones (Buy Imbalances): Areas where aggressive buyers swept the offer. These often act as strong support when price retraces to them. Red Zones (Sell Imbalances): Areas where aggressive sellers hit the bid. These often act as strong resistance. Disclaimer Risk Warning: Trading financial markets involves a high degree of risk and may not be suitable for all investors. This indicator is provided for educational and informational purposes only. The signals generated are based on historical data analysis and algorithmic interpretation of order flow; they do not guarantee future performance or profits. You are solely responsible for your own trading decisions, risk management, and capital. Use this tool at your own risk. 🔒 Access & Free Trial This is an Invite-Only script to protect the proprietary logic used for imbalance detection. 🚀 Want to test it out? Please send me a Direct Message (DM) here on TradingView to request a Free Trial access. I am happy to grant access so you can see how it fits your trading strategy.
Indikator Pine Script®
oleh Awesome_Trader_666
11
Risk Calculator ($) - (MGC, GC, MES, ES, MNQ, NQ)This indicator is a simple, fast risk calculator designed for futures traders who want to know their exact dollar risk before entering a trade, especially when using limit-based stops (ex: Tradovate). Supported Contracts (Auto-Detected) The script automatically detects the chart symbol and applies the correct contract values for: MNQ / NQ MES / ES Micro Gold (MGC) Gold (GC) No manual instrument selection required. How It Works: Set your maximum allowed dollar risk Enter your stop size in points Select a contract preset (1–10) or use a custom contract size The indicator instantly calculates: Total dollar risk Stop size in points and ticks Active contract count All information is displayed clearly in the top-right corner of the chart. Risk Guard (Discipline Feature): If your calculated risk exceeds your defined max risk, all text turns red and displays a warning. This is intentionally designed to prevent accidental oversizing and emotional contract creep. Why This Exists: Many platforms do not show dollar risk when placing limit-based stops. This tool solves that problem. Notes: Stop size is entered in points Designed for discretionary futures traders using fixed risk per trade Optimized for speed and clarity during live trading
Indikator Pine Script®
oleh jcork1104
TruTrend Market Bias FREETruTrend — Market Bias & Signal Indicator (Free) TruTrend (Free) is a real-time market bias and signal indicator designed to help traders see trend direction and key buy/sell moments with clarity. This version focuses on core trend structure and momentum shifts, giving you a clean visual read of the market without clutter. Signals update live and are intended to help traders stay on the right side of the move. TruTrend Free is built to be simple, fast, and easy to use — ideal for traders who want structure without complexity. What the Free Version Provides • Market bias (bullish vs bearish) • Basic buy & sell signals • Trend structure visualization • Clean, easy-to-read chart layout Important Notes • Signals are real-time and non-repainting • Designed for general guidance, not trade automation • Works across all markets and timeframes Upgrade to Pro / Pro+ For advanced filtering, earlier entries, stronger confirmations, and premium features, check out TruTrend Pro and Pro+. 🔓 Upgrade access: whop.com
Indikator Pine Script®
oleh TruTrendTV
Midnight Open Levels by haze!This indicator automatically plots the midnight open prices for both the New York (00:00 EST) and London (00:00 GMT) trading sessions. These levels are widely recognized in institutional trading frameworks as significant reference points for intraday price action. What Are Midnight Open Levels? Midnight open levels represent the price at which each major trading session begins at 00:00 local time. Institutional traders and algorithmic systems often reference these levels when making trading decisions, which can create zones of increased liquidity and potential price reactions. This indicator is provided for educational purposes. No indicator guarantees profitable trades. Always practice proper risk management, use appropriate position sizing, and conduct your own analysis before making trading decisions.
Indikator Pine Script®
oleh op2milli0n
Risk Reward Table Only UYRisk–Reward Template (UY) — How to Read & Use It This tool is designed to make position risk and reward fully transparent before you trade. What You Enter (Inputs) Account Size ($) Your total trading capital. Account Invested ($) How much capital you are allocating to this position before leverage. Entry and Exit Prices How to Use This Tool Properly If Total Risk % feels uncomfortable, the trade is oversized. If Stop % is large, If Gain doesn’t justify Risk, skip the trade. If Leverage inflates risk too much, reduce size
Indikator Pine Script®
oleh yarasam
eXquTrading FIB (Auto)eXquTrading FIB (Auto) — EMA144/169 Cloud + 8X Score + Auto Fibonacci (Single Set) This indicator uses the EMA144/169 Cloud to define the market regime (LONG/SHORT/NEUTRAL), then generates BUY/SELL signals based on an 8-factor scoring system, while automatically drawing one Fibonacci set and extending it to the right so labels remain readable. Features Trend Regime (EMA144/169 Cloud): Above cloud = LONG, below cloud = SHORT, inside cloud = NEUTRAL 8X Score Signals: confirmations from RSI, MACD, Stoch, Momentum, Volume, MFI, CCI, OBV(EMA) Noise-reduction filters: ATR-based cloud distance filter (reduces chasing signals) ATR-based impulse candle filter (blocks oversized candles) Cooldown (limits back-to-back signals) Auto Fibonacci (Single Set): Rebuilds on trend flip / fib invalidation / (optional) when a signal appears and no fib exists Levels: -1.618, -1, -0.382, 0, 0.382, 0.5, 0.618, 1 Fib lines extend to the right on every bar (labels stay clean) Settings (Quick tips) Increase Minimum Confirmations (Score) → fewer but cleaner signals Tighten ATR filters in choppy markets, loosen slightly in strong trends Increase Right Pad Bars to keep right-side labels readable Repaint / Execution Mode Default: bar close only (more reliable) Optional “Early Signal (Repaint Risk)” enables intrabar signals (faster, but may repaint) Alerts 8X SCALP BUY 8X SCALP SELL Disclaimer For analysis/educational purposes only. Not financial advice. Always test settings on your own symbols and timeframes.
Indikator Pine Script®
oleh exqu
1
SMT Validador - GKSMT.FXThe validation indicator was created by gksmt.fx (this is his Instagram username). After years of studying market manipulation, reviewing various documents on correlation breakdowns and everything related to correlated markets, he created the indicator that validates such correlation. It doesn't indicate whether the asset underwent market manipulation; it validates whether what occurred during market manipulation has the true characteristics of market manipulation.
Indikator Pine Script®
oleh Thelordgk
Credit Cycle IndexThe Credit Cycle Index represents a systematic approach to measuring financial market conditions through the aggregation of multiple credit and risk metrics. This indicator draws conceptual inspiration from academic research on credit cycles and their relationship to asset returns, building on the work of Gilchrist and Zakrajsek (2012) who demonstrated that credit spreads contain significant predictive information about economic activity and equity market performance. The indicator synthesizes publicly available market data into a unified framework that captures shifts in financial conditions before they become apparent in price action. The theoretical foundation of credit cycle analysis rests on decades of research documenting the relationship between credit market conditions and asset returns. Bernanke and Gertler (1995) established the credit channel of monetary policy transmission, demonstrating how financial conditions amplify and propagate economic shocks through the broader economy. Schularick and Taylor (2012) documented how credit growth and credit conditions historically preceded major market dislocations, while Krishnamurthy and Muir (2017) showed that credit market variables exhibit predictable cyclical patterns that correlate with subsequent equity returns. These empirical findings suggest that monitoring credit conditions provides valuable information about the risk environment facing investors. Unlike sentiment indicators that employ contrarian logic based on the assumption that crowd psychology overshoots at extremes, the Credit Cycle Index operates on regime-based principles. Credit market conditions tend to persist rather than mean-revert quickly. Favorable credit conditions typically support continued risk asset performance, while deteriorating conditions often precede extended periods of weakness. This approach recognizes that credit cycles operate on different timescales than sentiment cycles and require different strategic responses. Methodology and calculation framework The methodology underlying the Credit Cycle Index incorporates statistical normalization techniques that transform raw market data into comparable standardized scores. Each component factor undergoes robust calculation using median absolute deviation to reduce sensitivity to outliers, a technique that proves particularly valuable during market stress when traditional standard deviation measures become unreliable. These normalized components aggregate using a weighting scheme that adjusts dynamically based on prevailing market conditions, with stress-sensitive components receiving increased weight during periods of elevated market vulnerability. The model produces values on a scale from zero to one hundred, where higher readings indicate favorable financial conditions and lower readings signal deteriorating conditions. Readings above seventy suggest healthy credit environments where risk assets typically perform well. The zone between forty and seventy represents normal conditions without strong directional bias. Readings below forty indicate meaningful stress, with values below twenty signaling crisis-level conditions across multiple components. The model incorporates quality filters designed to enhance signal reliability. A consensus filter examines whether multiple underlying components align in the same direction, adding weight to signals when broad agreement exists across different market factors. A momentum filter requires positive index momentum to persist for a minimum duration before confirming entry signals, preventing premature positioning during temporary rebounds within deteriorating environments. These refinements reduce the probability of acting on spurious readings. Professional application and portfolio integration Professional portfolio managers recognize the value of credit condition indicators as tools for risk management and tactical allocation. The fundamental insight underlying credit-based strategies is empirically robust: favorable credit conditions create supportive environments for risk assets, while deteriorating conditions warrant defensive positioning. Lopez-Salido, Stein and Zakrajsek (2017) found that credit market sentiment significantly predicts economic activity and asset returns, with their research suggesting that credit conditions lead equity market performance by several months. For institutional investors operating with fiduciary responsibilities, the Credit Cycle Index serves as one input in risk management frameworks. Asset managers might use deteriorating readings to trigger portfolio review processes, stress testing exercises, or adjustments to tactical allocation overlays. The indicator proves valuable when it diverges from prevailing market narratives, as such divergences often precede meaningful market inflections. Systematic investors can incorporate the index as a conditioning variable that adjusts position sizing based on the prevailing credit environment. The integration of credit analysis into investment practice finds support in the concept that credit markets often lead equity markets in recognizing fundamental shifts. Credit market participants including bond investors and lenders frequently possess informational advantages regarding corporate financial health and economic conditions. When credit conditions deteriorate, this often reflects information that has not yet fully incorporated into equity prices, creating opportunities for investors who monitor these signals systematically. Practical implementation for individual investors The practical implementation of the indicator follows straightforward principles. When the index rises into the favorable zone above seventy with quality filter confirmation, this suggests credit conditions support risk asset exposure. When the index falls below the caution threshold of forty, defensive positioning becomes appropriate. This could manifest as reducing equity allocations, increasing cash reserves, or implementing protective strategies. The zone between these thresholds suggests balanced conditions where other analytical frameworks should take precedence. Individual investors can derive benefit from the indicator by treating readings as alerts warranting examination of portfolio positioning. A reading in the favorable zone might prompt consideration of whether current equity exposure aligns with target allocations. A reading in the stress zone could trigger review of whether risk reduction measures merit consideration. The indicator should inform rather than dictate investment decisions, serving as one perspective within a broader analytical framework. The decision to implement a credit condition indicator within an investment process requires consideration of how it complements existing approaches. Fundamental investors can use credit readings to assess whether the risk environment supports their positioning. Technical analysts may find that credit conditions help contextualize price patterns, with favorable conditions adding conviction to bullish setups and deteriorating conditions warranting caution. Quantitative investors might incorporate credit factors into multi-factor models or use them to adjust position sizing. Trading behavior and strategy characteristics The Credit Cycle Index employs a regime-following methodology that differs from both trend following and contrarian approaches. The trading logic accumulates positions when credit conditions indicate favorable environments and reduces exposure when conditions deteriorate. This approach positions with prevailing credit market signals rather than against them, recognizing that credit conditions exhibit persistence. The observation that the indicator may signal favorable conditions while price volatility continues represents an inherent characteristic of regime-based strategies. When the indicator signals favorable conditions, this indicates that underlying credit metrics remain supportive despite surface-level price fluctuations. The indicator identifies phases where credit fundamentals support risk positioning, though short-term price movements may deviate from this underlying support. Potential users should understand this behavioral characteristic before implementation. The strategy will maintain risk exposure during favorable credit conditions even when equity prices experience temporary weakness. It will advocate defensive positioning during credit deterioration even when equity prices appear stable. Success requires trust in the underlying credit signals and willingness to accept that price action and credit conditions may temporarily diverge. Suitability and implementation requirements The Credit Cycle Index aligns appropriately with investors possessing specific characteristics. First, a medium to long term investment horizon proves essential. Credit cycles operate over weeks to months rather than days, and the strategy requires patience to capture regime shifts. Second, a risk management orientation that prioritizes avoiding large drawdowns suits the defensive nature of the indicator during stress periods. Third, comfort with systematic decision making helps maintain discipline when credit signals conflict with prevailing market narratives. The indicator proves less suitable for day traders seeking intraday signals, investors who prefer purely contrarian approaches, those requiring constant market exposure regardless of conditions, and individuals unable to tolerate periods when the indicator conflicts with price momentum. Institutional investors with strict benchmark tracking requirements may find the strategy incompatible with their mandates despite its risk management merits. For appropriate investors, the Credit Cycle Index offers a systematic framework for monitoring financial conditions and adjusting risk exposure accordingly. By providing an objective assessment of credit market health, the indicator helps investors recognize environment shifts and consider positioning adjustments when conditions warrant. The strategy demands patience and discipline but rewards those characteristics with the potential for improved risk-adjusted returns through drawdown reduction during stress periods. References Ang, A. and Timmermann, A. (2012) Regime changes and financial markets. Annual Review of Financial Economics, 4, pp. 313 to 337. Bernanke, B.S. and Gertler, M. (1995) Inside the black box: The credit channel of monetary policy transmission. Journal of Economic Perspectives, 9(4), pp. 27 to 48. Campbell, J.Y. and Thompson, S.B. (2008) Predicting excess stock returns out of sample: Can anything beat the historical average? The Review of Financial Studies, 21(4), pp. 1509 to 1531. Collin-Dufresne, P., Goldstein, R.S. and Martin, J.S. (2001) The determinants of credit spread changes. The Journal of Finance, 56(6), pp. 2177 to 2207. Gilchrist, S. and Zakrajsek, E. (2012) Credit spreads and business cycle fluctuations. American Economic Review, 102(4), pp. 1692 to 1720. Hamilton, J.D. (1989) A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica, 57(2), pp. 357 to 384. Krishnamurthy, A. and Muir, T. (2017) How credit cycles across a financial crisis. NBER Working Paper No. 23850. Lopez-Salido, D., Stein, J.C. and Zakrajsek, E. (2017) Credit-market sentiment and the business cycle. The Quarterly Journal of Economics, 132(3), pp. 1373 to 1426. Merton, R.C. (1974) On the pricing of corporate debt: The risk structure of interest rates. The Journal of Finance, 29(2), pp. 449 to 470. Schularick, M. and Taylor, A.M. (2012) Credit booms gone bust: Monetary policy, leverage cycles, and financial crises, 1870 to 2008. American Economic Review, 102(2), pp. 1029 to 1061.
Indikator Pine Script®Skrip berbayar
oleh EdgeTools
THE TRADE MEISTER PROTOCOL - VOLUME PROFILE EDITIONTHE TRADE MEISTER PROTOCOL - VOLUME PROFILE EDITION The ATM Protocol is a regime-filtered trading framework that solves the fundamental problem causing retail trader losses: taking counter-trend signals during unfavorable market conditions. It's a unified decision-making system where trade signals must pass through multiple layers of confirmation before execution. The core innovation is the Regime Filter - a proprietary logic system that gates all trade signals through RSI momentum states AND VWAP swing structure confirmation. Signals that fire during opposing regimes are blocked and marked with an X on your chart. 1. Regime Filter System - Multi-layered confirmation logic requiring RSI momentum (threshold-optimized at 65/32) AND VWAP swing alignment before allowing UT Bot signals to execute. When conditions don't align, signals are rejected in real-time. 2. Automated Trade Setup Calculator - Proprietary algorithm that scans support/resistance structure (100/500/1000-bar lookbacks), identifies nearest structural levels for stop placement, calculates two profit targets, and displays live Risk:Reward ratios. Falls back to ATR-based calculations when structure is absent. 3. Adaptive VWAP with Volatility Adjustment - Custom implementation using alpha decay functions and ATR-based volatility ratios to adjust tracking periods dynamically. Resets on swing highs/lows rather than session anchors, rendered as polylines for clarity. Volume Profile Integration adds institutional context: Session-based profiling (Tokyo/London/NY/Daily/Weekly/Monthly/Quarterly/Yearly) with POC/VAH/VAL identification shows where institutions actually traded, not just where price went. Supports both Volume and Open Interest data types for futures traders. Longevity Zone Tracking displays support/resistance age in Days/Months/Years with automatic violation removal, helping identify which levels have institutional significance based on duration. The Problem This Solves Most traders struggle with conflicting signals. RSI says oversold, MACD shows bearish, volume is declining, VWAP is below price - which do you trust? The result: analysis paralysis or worse, taking every signal and getting chopped to pieces. The ATM Protocol's solution: Create a hierarchy where signals must satisfy multiple conditions simultaneously. The regime filter acts as the gatekeeper - no signal executes unless the market regime confirms the direction. How the Regime Filter Works The regime filter operates in three stages: Stage 1 - RSI Momentum Assessment: - RSI crossing above 65 while price shows upward EMA momentum = Bullish Regime - RSI dropping below 32 with downward price momentum = Bearish Regime - Neither condition = Neutral (no directional bias) Stage 2 - VWAP Swing Structure: - Most recent swing high > most recent swing low = VWAP Bullish - Most recent swing low > most recent swing high = VWAP Bearish - Uses 50-period swing detection (configurable) Stage 3 - Signal Filtration: - UT Bot buy signals only execute when: Bullish Regime + VWAP Bullish - UT Bot sell signals only execute when: Bearish Regime + VWAP Bearish - All other signals are rejected and marked You can disable the filter or remove VWAP requirement in settings for more aggressive trading, but the default configuration prioritizes quality over quantity. Volume Profile: Institutional Context Standard indicators show where price moved. Volume Profile shows where volume accumulated - revealing where institutions made decisions. Key Levels Explained: Point of Control (POC): The price level with the most volume during the session. Institutions traded most heavily here. Acts as magnetic support/resistance. Value Area High (VAH) / Value Area Low (VAL): The price range containing 70% of the session's volume (configurable). This is the "fair value" zone where institutions accepted prices. Trading Above VAH: Bullish - price accepted above value, new buyers stepping in Trading Below VAL: Bearish - price rejected, sellers in control Inside Value Area: Choppy - expect range-bound behavior until breakout Session Types: - Intraday (Tokyo/London/NY): See where each major forex session traded - Daily: Traditional market profile view - Weekly/Monthly: Swing traders, identify major accumulation zones - Quarterly/Yearly: Position traders, institutional long-term levels The Volume Profile uses intra-bar data for precision and supports Open Interest for futures markets, showing delta OI changes that reveal institutional positioning in derivatives. Automated Trade Setup Calculator This is where theory becomes execution. When the regime filter confirms a setup, the calculator automatically: For Long Setups: 1. Scans support levels (100, 500, 1000-bar lows) 2. Places stop at nearest support below current price 3. Identifies next two resistance levels above for targets 4. Calculates R:R ratio (Target 1 distance / Stop distance) 5. Displays all values in the dashboard in real-time For Short Setups: 1. Scans resistance levels (100, 500, 1000-bar highs) 2. Places stop at nearest resistance above current price 3. Identifies next two support levels below for targets 4. Calculates R:R ratio 5. Updates live as price moves Fallback Logic: If no structural levels exist nearby (new market, post-gap), the calculator uses ATR-based placement: - Stop: 1.5 x ATR from entry - Target 1: 2.0 x ATR from entry - Target 2: 4.0 x ATR from entry This removes the 15-20 minutes traders typically spend manually measuring setups. The math happens instantly. Dashboard Intelligence The dashboard provides command-center visibility: Position State: Long/Short/Flat with UT Bot status Regime Status: Locked (filter active) or Unlocked, showing current bias VWAP Swing: Current swing structure (Bullish/Bearish) Multi-Timeframe Matrix: 9 timeframes showing EMA trend alignment (1M to 1Month) Market Data: Volume analysis, MACD, Stochastic, ATR state AI Predictive: Synthesized trend bias using smoothed RSI + momentum Trade Setup: Live entry, two targets, stop loss, R:R ratio All information updates tick-by-tick. One glance tells you: Is there a setup? What's the regime? Where are my levels? How to Use This Protocol Philosophy: You Are the Sniper, This Is Your Scope The ATM Protocol doesn't predict the future. It analyzes current structure and tells you when conditions favor high-probability setups. You decide when to pull the trigger. Step-by-Step Workflow: 1. Check Regime (Dashboard Top Section) Look for: - 🔒LONG = Bullish regime confirmed, look for longs only - 🔒SHORT = Bearish regime confirmed, look for shorts only - ⚪NEUTRAL = No regime, stay flat or reduce size 2. Wait for UT Signal - Green "Buy" label = Long signal (only appears during bullish regime) - Red "Sell" label = Short signal (only appears during bearish regime) - Gray X = Rejected signal (counter-trend attempt blocked by filter) 3. Confirm with Volume Profile Ideal long setup: - Price at or near VAL (value area low) - Buy signal fires - Regime is bullish - POC is above current price (room to move) Ideal short setup: - Price at or near VAH (value area high) - Sell signal fires - Regime is bearish - POC is below current price (room to fall) 4. Review Trade Setup (Dashboard AI Section) Check: - Entry: Current price - Target 1: First profit objective - Target 2: Full profit objective - Stop Loss: Invalidation level - R:R: Aim for minimum 1.5:1, preferably 2:1+ 5. Execute and Manage - Enter at current price when all conditions align - Set stop at displayed level - Take partial profits at Target 1 (50% position) - Hold remaining for Target 2 or trail with LinReg candles - Exit immediately if regime flips (dashboard shows change) Position Management with LinReg: The script plots linear regression candles colored by position state: - Green candles = In long position - Red candles = In short position - Blue signal line = Dynamic trend Use these to trail stops or add to winners during strong trends. Longevity Zones: Time-Tested Levels Support and resistance zones that have held for extended periods carry more weight. The longevity tracker shows: - Zone age: Days, Months, or Years - Bar count: Total bars since zone formation - Auto-deletion: Zones disappear when price violates them Why This Matters: A resistance zone that has held for 6 months indicates institutional interest. A support zone that formed yesterday is untested. Longevity helps you prioritize which levels matter most. Zones display as semi-transparent rectangles (red for resistance, green for support) with labels showing duration. Place stops beyond these zones for optimal invalidation points. What This Tool Does NOT Do Brutal Honesty Section: ❌ Does NOT predict the future - Past results never guarantee future performance. Markets change. Regimes shift. Volatility spikes. Nothing is certain. ❌ Does NOT work in all conditions - Ranging, low-volatility, or news-driven markets produce fewer quality setups. You'll have periods with no signals. This is intentional - we're filtering for quality. ❌ Does NOT eliminate losses - Even 3:1 R:R setups fail. Stops get hit. The goal is positive expectancy over 50+ trades, not winning every single one. ❌ Does NOT replace risk management - If you risk 10% per trade, you'll blow your account regardless of how good the tool is. Proper position sizing is YOUR responsibility. ❌ Does NOT guarantee profits - Anyone claiming otherwise is lying. Trading is probabilistic. This tool identifies favorable probabilities. Execution and discipline are on you. What It Requires From You: ✅ Learning curve - 2-4 weeks to understand regime changes, volume profile context, and setup identification. This isn't "add indicator, print money." ✅ Discipline - Following regime filter means accepting fewer trades. If you force trades during neutral regimes, the tool can't help you. ✅ Risk management - Position sizing, stop losses, profit taking - these are ALWAYS your decisions. The calculator suggests levels. You execute. ✅ Psychological control - Rejected signals (gray X) protect you. Don't override them emotionally. Trust the process over dozens of trades, not individual setups. Technical Specifications Components: - UT Bot (ATR-based trailing stop signals) - Public domain base, regime-filtered - RSI (14-period default) - Momentum regime definition with optimized thresholds - Adaptive VWAP - Custom volatility-adjusted implementation with swing resets - Volume Profile - Session-based institutional level detection (8 session types) - Linear Regression - Position state visualization with smoothing - Fibonacci Bands - ATR or StdDev based volatility bands - Support/Resistance - Multi-timeframe structural levels (100/500/1000 bars) - Longevity Zones - Duration-tracked pivot-based S/R Regime Filter Logic: - Bullish = RSI > 65 AND VWAP Swing Bullish (optional) - Bearish = RSI < 32 AND VWAP Swing Bearish (optional) - Neutral = Neither condition met - Configurable: Disable filter or remove VWAP requirement Volume Profile Settings: - Session Types: Tokyo/London/NY/Daily/Weekly/Monthly/Quarterly/Yearly - Resolution: 5-100 rows (higher = more detail) - Value Area: 60-80% configurable (default 70%) - Data Types: Volume or Open Interest (futures) - Display Modes: 3 visual styles The ATM Protocol is a scope, not autopilot. It identifies high-probability setups when conditions align. The discipline to wait for confirmation, the courage to execute when signals fire, and the wisdom to honor stops - these come from you. **Trading is hard.** Most retail traders lose because they take every signal, fight trends, or revenge trade after losses. This tool can't fix those problems. What it CAN do is show you when the market structure favors your direction and automatically calculate logical trade parameters. **Use it as designed:** - Trust the regime filter (let it block counter-trend trades) - Respect the setup calculator (stops exist for a reason) - Understand Volume Profile context (trade with institutions, not against them) - Give it time (evaluate over 50+ trades minimum) The goal isn't to win every trade. It's to create positive expectancy through better trade selection and execution. The regime filter handles selection. You handle execution. Good hunting. 🎯 --- **Disclaimer:** This indicator is a tool for technical analysis and does not constitute financial advice. Trading carries significant risk of capital loss. Past performance of any trading methodology does not guarantee future results. The creator assumes no responsibility for trading outcomes. Users must develop their own trading plan, risk management system, and execution discipline. Never risk more than you can afford to lose.
Indikator Pine Script®
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