Mulai

Fundamental-analysis

StO Price Action - Panel US Economy DataShort Summary - Displays selected us economic data as a time series graph - Economic indicator name shown in the upper-right corner - Designed as a lightweight fundamental context overlay Full Description Overview - Plots economic macro data as a continuous graph - Combines visual trend context with clear textual identification Supported Economic Data - CPI – Consumer Price Index - CIR – Core Inflation Rate (YoY) - IRYY – Inflation Rate (YoY) - IJC – Initial Jobless Claims - JC4W – Jobless Claims (4-Week Average) - NFP – Nonfarm Payrolls - UR – Unemployment Rate Graph Behavior - Selected economic series is rendered as a line graph - Graph color is user-configurable Label Display - Full descriptive name of the selected indicator - Fixed position in the upper-right corner Usage - Helps identify macro trends alongside price action - Useful for bias alignment on higher timeframes - Works well with Trend-following Systems or higher-timeframe structure analysis Notes - Economic data is informational and non-predictive - Not a signal or timing tool - Best used as contextual background not standalone input
Indikator Pine Script®
oleh sto_svc
Open Interest RSI [BackQuant]Open Interest RSI A multi-venue open interest oscillator that aggregates OI across major derivatives exchanges, converts it to coin or USD terms, and runs an RSI-style engine on that aggregated OI so you can track positioning pressure, crowding, and mean reversion in leverage flows, not just in price. What this is This tool is an RSI built on top of aggregated open interest instead of price. It pulls futures OI from several major exchanges, converts it into a unified unit (COIN or USD), sums it into a single synthetic OI candle, then applies RSI and smoothing to that combined series. You can then render that Open Interest RSI in different visual modes: Clean line or colored line for classic oscillator-style reads. Column-style oscillator for impulse and compression views. Flag mode that fills between OI RSI and its EMA for trend/mean reversion blends. See: Heatmap mode that paints the panel based on OI RSI extremes, ideal for scanning. See: On top of that it includes: Aggregated OI source selection (Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit). Choice of OI units (COIN or USD). Reference lines and OB/OS zones. Extreme highlighting for either trend or mean reversion. A vertical OI RSI meter that acts as a quick strength gauge. Aggregated open interest source Under the hood, the indicator builds a synthetic open interest candle by: Looping over a list of supported exchanges: Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit. Looping over multiple contract suffixes (such as USDT.P, USD.P, USDC.P, USD.PM) to capture different contract types on each venue. Requesting OI candles from each venue + contract combination for the same underlying symbol. Converting each OI stream into a common unit: In COIN mode, everything is normalized into coin-denominated OI. In USD mode, coin OI is multiplied by price to approximate notional OI. Summing up open, high, low and close of OI across venues into a single aggregated OI candle. If no valid OI is available for the current symbol across all sources, the script throws a clear runtime error so you know you are on an unsupported market. This gives you a single, exchange-agnostic open interest curve instead of being tied to one venue. That aggregated OI is then passed into the RSI logic. How the OI RSI is calculated The RSI side is straightforward, but it is applied to the aggregated OI close: Compute a base RSI of aggregated OI using the Calculation Period . Apply a simple moving average of length Smoothing Period (SMA) to reduce noise in the raw OI RSI. Optionally apply an EMA on top of the smoothed OI RSI as a moving average signal line. Key parameters: Calculation Period – base RSI length for OI. Smoothing Period (SMA) – extra smoothing on the RSI value. EMA Period – EMA length on the smoothed OI RSI. The result is: oi_rsi – raw RSI of aggregated OI. oi_rsi_s – SMA-smoothed OI RSI. ma – EMA of the smoothed OI RSI. Thresholds and extremes You control three core thresholds: Mid Point – central reference level, typically 50. Extreme Upper Threshold – high-level OI RSI edge (for example 80). Extreme Lower Threshold – low-level OI RSI edge (for example 20). These thresholds are used for: Reference lines or OB/OS zone fills. Heatmap gradient bounds. Background highlighting of extremes. The Extreme Highlighting mode controls how extremes are interpreted: None – do nothing special in extreme regions. Mean-Rev – background turns red on high OI RSI and green on low OI RSI, framing extremes as contrarian zones. Trend – background turns green on high OI RSI and red on low OI RSI, framing extremes as participation zones aligned with the prevailing move. Reference lines and OB/OS zones You can choose: None – clean plotting without guides. Basic Reference Lines – mid, upper and lower thresholds as simple gray horizontals. OB/OS Levels – filled zones between: Upper OB: from the upper threshold to 100, colored with the short/overbought color. Lower OS: from 0 to the lower threshold, colored with the long/oversold color. These guides help visually anchor the OI RSI within "normal" versus "extreme" regions. Plotting modes The Plotting Type input controls how OI RSI is drawn. All modes share the same underlying OI and RSI logic, but emphasise different aspects of the signal. 1) Line mode This is the classic oscillator representation: Plots the smoothed OI RSI as a simple line using RSI Line Color and RSI Line Width . Optionally plots the EMA overlay on the same panel. Works well when you want standard RSI-style signals on leverage flows: crosses of the midline, divergences versus price, and so on. 2) Colored Line mode In this mode: The OI RSI is plotted as a line, but its color is dynamic. If the smoothed OI RSI is above the mid point, it uses the Long/OB Color . If it is below the mid point, it uses the Short/OS Color . This creates an instant visual regime switch between "bullish positioning pressure" and "bearish positioning pressure", while retaining the feel of a traditional RSI line. 3) Oscillator mode Oscillator mode renders OI RSI as vertical columns around the mid level: The smoothed OI RSI is plotted as columns using plot.style_columns . The histogram base is fixed at 50, so bars extend above and below the mid line. Bar color is dynamic, using long or short colors depending on which side of the mid point the value sits. This representation makes impulse and compression in OI flows more obvious. It is especially useful when you want to focus on how quickly OI RSI is expanding or contracting around its neutral level. See: 4) Flag mode Flag mode turns OI RSI and its EMA into a two-line band with a filled area between them: The smoothed OI RSI and its EMA are both plotted. A fill is drawn between them. The fill color flips between the long color and the short color depending on whether OI RSI is above or below its EMA. Black outlines are added to both lines to make the band clear against any background. This creates a "flag" style region where: Green fills show OI RSI leading its EMA, suggesting positive positioning momentum. Red fills show OI RSI trailing below its EMA, suggesting negative positioning momentum. Crossovers of the two lines can be read as shifts in OI momentum regime. Flag mode is useful if you want a more structural view that combines both the level and slope behaviour of OI RSI. See: 5) Heatmap mode Heatmap mode recasts OI RSI as a single-row gradient instead of a line: A single row at level 1 is plotted using column style. The color is pulled from a gradient between the lower and upper thresholds: Near the lower threshold it approaches the short/oversold color and near the upper threshold it approaches the long/overbought color. The EMA overlay and reference lines are disabled in this mode to keep the panel clean. This is a very compact way to track OI RSI state at a glance, especially when stacking it alongside other indicators. See: OI RSI vertical meter Beyond the main plot, the script can draw a small "thermometer" table showing the current OI RSI position from 0 to 100: The meter is a two-column table with a configurable number of rows. Row colors form an inverted gradient: red at the top (100) and green at the bottom (0). The script clamps OI RSI between 0 and 100 and maps it to a row index. An arrow marker "▶" is drawn next to the row corresponding to the current OI RSI value. 0 and 100 labels are printed at the ends of the scale for orientation. You control: Show OI RSI Meter – turn the meter on or off. OI RSI Blocks – number of vertical blocks (granularity). OI RSI Meter Position – panel anchor (top/bottom, left/center/right). The meter is particularly helpful if you keep the main plot in a small panel but still want an intuitive strength gauge. How to read it as a market pressure gauge Because this is an RSI built on aggregated open interest, its extremes and regimes speak to positioning pressure rather than price alone: High OI RSI (near or above the upper threshold) indicates that open interest has been increasing aggressively relative to its recent history. This often coincides with crowded leverage and a buildup of directional pressure. Low OI RSI (near or below the lower threshold) indicates aggressive de-leveraging or closing of positions, often associated with flushes, forced unwinds or post-liquidation clean-ups. Values around the mid point indicate more balanced positioning flows. You can combine this with price action: Price up with rising OI RSI suggests fresh leverage joining the move, a more persistent trend. Price up with falling OI RSI suggests shorts covering or longs taking profit, more fragile upside. Price down with rising OI RSI suggests aggressive new shorts or levered selling. Price down with falling OI RSI suggests de-leveraging and potential exhaustion of the move. Trading applications Trend confirmation on leverage flows Use OI RSI to confirm or question a price trend: In an uptrend, rising OI RSI with values above the mid point indicates supportive leverage flows. In an uptrend, repeated failures to lift OI RSI above mid point or persistent weakness suggest less committed participation. In a downtrend, strong OI RSI on the downside points to aggressive shorting. Mean reversion in positioning Use thresholds and the Mean-Rev highlight mode: When OI RSI spends extended time above the upper threshold, the crowd is extended on one side. That can set up squeeze risk in the opposite direction. When OI RSI has been pinned low, it suggests heavy de-leveraging. Once price stabilises, a re-risking phase is often not far away. Background colours in Mean-Rev mode help visually identify these periods. Regime mapping with plotting modes Different plotting modes give different perspectives: Heatmap mode for dashboard-style use where you just need to know "hot", "neutral" or "cold" on OI flows at a glance. Oscillator mode for short term impulses and compression reads around the mid line. See: Flag mode for blending level and trend of OI RSI into a single banded visual. See: Settings overview RSI group Plotting Type – None, Line, Colored Line, Oscillator, Flag, Heatmap. Calculation Period – base RSI length for OI. Smoothing Period (SMA) – smoothing on RSI. Moving Average group Show EMA – toggle EMA overlay (not used in heatmap). EMA Period – length of EMA on OI RSI. EMA Color – colour of EMA line. Thresholds group Mid Point – central reference. Extreme Upper Threshold and Extreme Lower Threshold – OB/OS thresholds. Select Reference Lines – none, basic lines or OB/OS zone fills. Extreme Highlighting – None, Mean-Rev, Trend. Extra Plotting and UI RSI Line Color and RSI Line Width . Long/OB Color and Short/OS Color . Show OI RSI Meter , OI RSI Blocks , OI RSI Meter Position . Open Interest Source OI Units – COIN or USD. Exchange toggles: Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit. Notes This is a positioning and pressure tool, not a complete system. It: Models aggregated futures open interest across multiple centralized exchanges. Transforms that OI into an RSI-style oscillator for better comparability across regimes. Offers several visual modes to match different workflows, from detailed analysis to compact dashboards. Use it to understand how leverage and positioning are evolving behind the price, to gauge when the crowd is stretched, and to decide whether to lean with or against that pressure. Attach it to your existing signals, not in place of them. Also, please check out @NoveltyTrade for the OI Aggregation logic & pulling the data source! Here is the original script:
Indikator Pine Script®
oleh BackQuant
EPS Trendline (Fundamentals Insight by Mazhar Karimi)Overview This indicator visualizes a company’s Earnings Per Share (EPS) data directly on the chart—pulled from TradingView’s fundamental database—and applies a dynamic linear regression trendline to highlight the long-term direction of earnings growth or decline. It’s designed to help investors and quantitative traders quickly see how the company’s profitability (EPS) has evolved over time and whether it’s trending upward (growth), flat (stagnant), or downward (decline). How it Works Uses request.financial() to fetch EPS data (Diluted or Basic). You can select whether to use TTM (Trailing Twelve Months), FQ (Fiscal Quarter), or FY (Fiscal Year) data. The script fits a regression line (using ta.linreg) over a configurable window to visualize the underlying EPS trend. Updates automatically when new financial data is released. Inputs EPS Period: Choose between FQ / FY / TTM Use Diluted EPS: Toggle to compare Diluted vs. Basic EPS Regression Window: Adjust how many bars are used to fit the trendline Interpretation Tips A rising trendline indicates earnings momentum and potential investor confidence. A flat or declining trendline may warn of profitability slowdowns. Combine with price action or valuation ratios (like P/E) for deeper analysis. Works best on stocks or ETFs with fundamental data (not available for crypto or FX). Suggestions / Use Cases Pair with Price/Earnings ratio indicators to evaluate valuation vs. fundamentals. Use in conjunction with earnings release events for context. Ideal for long-term investors, swing traders, or fundamental quants tracking financial health trends. Future Enhancements (Planned Ideas) 🔹 Option to display multiple regression lines (short-term and long-term) 🔹 Support for comparing multiple tickers’ EPS in the same pane 🔹 Integration with Net Income, Revenue, or Free Cash Flow trends 🔹 Add a “Rate of Change” signal for momentum-based EPS analysis
Indikator Pine Script®
oleh mazharkarimi
Quick Valuation V.1.0 (Ibo)This Pine Script indicator performs a Quick Discounted Cash Flow (DCF)-style Valuation to estimate the intrinsic value of a stock. It calculates a projected Fair Value and a Margin of Safety based on user inputs or automatically pulled financial data from TradingView (like revenue, growth, margin, and exit P/E). It also automatically computes a Discount Rate using a modified CAPM model. Key Features Valuation Output: Calculates a target Fair Value and the resulting Margin of Safety. Data Flexibility: Automatically pulls essential fundamentals (Revenue, Margins, Shares Outstanding, etc.) but allows the user to override any value (revenue, growth, P/E, shares, etc.) via the settings. Automated Discount Rate: Calculates the Discount Rate (Cost of Equity) using the current 10-Year Real Yield and a computed or user-defined Beta. Clear Display: Presents all input metrics, calculated values, and data sources (TradingView or User Input) in a neat table on the chart.
Indikator Pine Script®
oleh IboProtrader
1
Greer Book Value Yield📘 Script Title Greer Book Value Yield – Valuation Insight Based on Balance Sheet Strength 🧾 Description Greer Book Value Yield is a valuation-focused indicator in the Greer Financial Toolkit, designed to evaluate how much net asset value (book value) a company provides per share relative to its current market price. This script calculates the Book Value Per Share Yield (BV%) using the formula: Book Value Yield (%) = Book Value Per Share ÷ Stock Price × 100 This yield helps investors assess whether a stock is trading at a discount or premium to its underlying assets. It dynamically highlights when the yield is: 🟢 Above its historical average (potentially undervalued) 🔴 Below its historical average (potentially overvalued) 🔍 Use Case Analyze valuation through asset-based metrics Identify buy opportunities when book value yield is historically high Combine with other scripts in the Greer Financial Toolkit: 📘 Greer Value – Tracks year-over-year growth consistency across six key metrics 📊 Greer Value Yields Dashboard – Visualizes multiple valuation-based yields 🟢 Greer BuyZone – Highlights long-term technical buy zones 🛠️ Inputs & Data Uses Book Value Per Share (BVPS) from TradingView’s financial database (Fiscal Year) Calculates and compares against a static average yield to assess historical valuation Clean visual feedback via dynamic coloring and overlays ⚠️ Disclaimer This tool is for educational and informational purposes only and should not be considered financial advice. Always conduct your own research before making investment decisions.
Indikator Pine Script®
oleh controllinghand
Greer EPS Yield📘 Script Title Greer EPS Yield – Valuation Insight Based on Earnings Productivity 🧾 Description Greer EPS Yield is a valuation-focused indicator from the Greer Financial Toolkit, designed to evaluate how efficiently a company generates earnings relative to its current stock price. This script calculates the Earnings Per Share Yield (EPS%), using the formula: EPS Yield (%) = Earnings Per Share ÷ Stock Price × 100 This yield metric provides a quick snapshot of valuation through the lens of profitability per share. It dynamically highlights when the EPS yield is: 🟢 Above its historical average (potentially undervalued) 🔴 Below its historical average (potentially overvalued) 🔍 Use Case Quickly assess valuation attractiveness based on earnings yield. Identify potential buy opportunities when EPS% is above its long-term average. Combine with other indicators in the Greer Financial Toolkit for a fundamentals-driven investment strategy: 📘 Greer Value – Tracks year-over-year growth consistency across six key metrics 📊 Greer Value Yields Dashboard – Visualizes valuation-based yield metrics 🟢 Greer BuyZone – Highlights long-term technical buy zones 🛠️ Inputs & Data Uses fiscal year EPS data from TradingView’s built-in financial database. Tracks a static average EPS Yield to compare current valuation to historical norms. Clean, intuitive visual with automatic color coding. ⚠️ Disclaimer This tool is for educational and informational purposes only and should not be considered financial advice. Always conduct your own research before making investment decisions.
Indikator Pine Script®
oleh controllinghand
Opening Range Breakout🧭 Overview The Open Range Breakout (ORB) indicator is designed to capture and display the initial price range of the trading day (typically the first 15 minutes), and help traders identify breakout opportunities beyond this range. This is a popular strategy among intraday and momentum traders. 🔧 Features 📊 ORB High/Low Lines Plots horizontal lines for the session’s high and low 🟩 Breakout Zones Background highlights when price breaks above or below the range 🏷️ Breakout Labels Text labels marking breakout events 🧭 Session Control Customizable session input (default: 09:15–09:30 IST) 📍 ORB Line Labels Text labels anchored to the ORB high and low lines (aligned right) 🔔 Alerts Configurable alerts for breakout events ⚙️ Adjustable Settings Show/hide background, labels, session window, etc. ⏱️ Session Logic • The ORB range is calculated during a defined session window (default: 09:15–09:30). • During this window, the highest high and lowest low are recorded as ORB High and ORB Low. 📈 Breakout Detection • Breakout Above: Triggered when price crosses above the ORB High. • Breakout Below: Triggered when price crosses below the ORB Low. • Each breakout can trigger: • A background highlight (green/red) • A text label (“Breakout ↑” / “Breakout ↓”) • An optional alert 🔔 Alerts Two built-in alert conditions: 1. Breakout Above ORB High • Message: "🔼 Price broke above ORB High: {{close}}" 2. Breakout Below ORB Low • Message: "🔽 Price broke below ORB Low: {{close}}" You can create alerts in TradingView by selecting these from the Add Alert window. 📌 Best Use Cases • Intraday momentum trading • Breakout and scalping strategies • First 15-minute range traders (NSE, BSE markets)
Indikator Pine Script®
oleh vasireddiramu78
Greer Free Cash Flow Yield✅ Title Greer Free Cash Flow Yield (FCF%) — Long-Term Value Signal 📝 Description The Greer Free Cash Flow Yield indicator is part of the Greer Financial Toolkit, designed to help long-term investors identify fundamentally strong and potentially undervalued companies. 📊 What It Does Calculates Free Cash Flow Per Share (FY) from official financial reports Divides by the current stock price to produce Free Cash Flow Yield % Tracks a static average across all available financial years Color-codes the yield line: 🟩 Green when above average (stronger value signal) 🟥 Red when below average (weaker value signal) 💼 Why It Matters FCF Yield is a powerful metric that reveals how efficiently a company turns revenue into usable cash. This can be a better long-term value indicator than earnings yield or P/E ratios, especially in capital-intensive industries. ✅ Best used in combination with: 📘 Greer Value (fundamental growth score) 🟢 Greer BuyZone (technical buy zone detection) 🔍 Designed for: Fundamental investors Value screeners Dividend and FCF-focused strategies 📌 This tool is for informational and educational use only. Always do your own research before investing.
Indikator Pine Script®
oleh controllinghand
MVRV Ratio [Alpha Extract]The MVRV Ratio Indicator provides valuable insights into Bitcoin market cycles by tracking the relationship between market value and realized value. This powerful on-chain metric helps traders identify potential market tops and bottoms, offering clear buy and sell signals based on historical patterns of Bitcoin valuation. 🔶 CALCULATION The indicator processes MVRV ratio data through several analytical methods: Raw MVRV Data: Collects MVRV data directly from INTOTHEBLOCK for Bitcoin Optional Smoothing: Applies simple moving average (SMA) to reduce noise Status Classification: Categorizes market conditions into four distinct states Signal Generation: Produces trading signals based on MVRV thresholds Price Estimation: Calculates estimated realized price (Current price / MVRV ratio) Historical Context: Compares current values to historical extremes Formula: MVRV Ratio = Market Value / Realized Value Smoothed MVRV = SMA(MVRV Ratio, Smoothing Length) Estimated Realized Price = Current Price / MVRV Ratio Distance to Top = ((3.5 / MVRV Ratio) - 1) * 100 Distance to Bottom = ((MVRV Ratio / 0.8) - 1) * 100 🔶 DETAILS Visual Features: MVRV Plot: Color-coded line showing current MVRV value (red for overvalued, orange for moderately overvalued, blue for fair value, teal for undervalued) Reference Levels: Horizontal lines indicating key MVRV thresholds (3.5, 2.5, 1.0, 0.8) Zone Highlighting: Background color changes to highlight extreme market conditions (red for potentially overvalued, blue for potentially undervalued) Information Table: Comprehensive dashboard showing current MVRV value, market status, trading signal, price information, and historical context Interpretation: MVRV ≥ 3.5: Potential market top, strong sell signal MVRV ≥ 2.5: Overvalued market, consider selling MVRV 1.5-2.5: Neutral market conditions MVRV 1.0-1.5: Fair value, consider buying MVRV < 1.0: Potential market bottom, strong buy signal 🔶 EXAMPLES Market Top Identification: When MVRV ratio exceeds 3.5, the indicator signals potential market tops, highlighting periods where Bitcoin may be significantly overvalued. Example: During bull market peaks, MVRV exceeding 3.5 has historically preceded major corrections, helping traders time their exits. Bottom Detection: MVRV values below 1.0, especially approaching 0.8, have historically marked excellent buying opportunities. Example: During bear market bottoms, MVRV falling below 1.0 has identified the most profitable entry points for long-term Bitcoin accumulation. Tracking Market Cycles: The indicator provides a clear visualization of Bitcoin's market cycles from undervalued to overvalued states. Example: Following the progression of MVRV from below 1.0 through fair value and eventually to overvalued territory helps traders position themselves appropriately throughout Bitcoin's market cycle. Realized Price Support: The estimated realized price often acts as a significant support/resistance level during market transitions. Example: During corrections, price often finds support near the realized price level calculated by the indicator, providing potential entry points. 🔶 SETTINGS Customization Options: Smoothing: Toggle smoothing option and adjust smoothing length (1-50) Table Display: Show/hide the information table Table Position: Choose between top right, top left, bottom right, or bottom left positions Visual Elements: All plots, lines, and background highlights can be customized for color and style The MVRV Ratio Indicator provides traders with a powerful on-chain metric to identify potential market tops and bottoms in Bitcoin. By tracking the relationship between market value and realized value, this indicator helps identify periods of overvaluation and undervaluation, offering clear buy and sell signals based on historical patterns. The comprehensive information table delivers valuable context about current market conditions, helping traders make more informed decisions about market positioning throughout Bitcoin's cyclical patterns.
Indikator Pine Script®
oleh AlphaExtract
1
FA Dashboard: Valuation, Profitability & SolvencyFundamental Analysis Dashboard: A Multi-Dimensional View of Company Quality This script presents a structured and customizable dashboard for evaluating a company’s fundamentals across three key dimensions: Valuation, Profitability, and Solvency & Liquidity. Unlike basic fundamental overlays, this dashboard consolidates multiple financial indicators into visual tables that update dynamically and are grouped by category. Each ratio is compared against configurable thresholds, helping traders quickly assess whether a company meets certain value investing criteria. The tables use color-coded checkmarks and fail marks (✔️ / ❌) to visually signal pass/fail evaluations. ▶️ Key Features Valuation Ratios: Earnings Yield: EBIT / EV EV / EBIT and EV / FCF: Enterprise value metrics for profitability Price-to-Book, Free Cash Flow Yield, PEG Ratio Profitability Ratios: Return on Invested Capital (ROIC), ROE, Operating, Net & Gross Margins, Revenue Growth Solvency & Liquidity Ratios: Debt to Equity, Debt to EBITDA, Current Ratio, Quick Ratio, Altman Z-Score Each of these metrics is calculated using request.financial() and can be viewed using either annual (FY) or quarterly (FQ) data, depending on user preference. 🧠 How to Use Add the script to any stock chart. Select your preferred data period (FY or FQ). Adjust thresholds if desired to match your personal investing strategy. Review the visual dashboard to see which metrics the company passes or fails. 💡 Why It’s Useful This tool is ideal for traders or long-term investors looking to filter stocks using fundamental criteria. It draws inspiration from principles used by Benjamin Graham, Warren Buffett, and Joel Greenblatt, offering a fast and informative way to screen quality businesses. This is not a repackaged built-in or autogenerated script. It’s a custom-built, interactive tool tailored for fundamental analysis using official financial data provided via Pine Script’s request.financial().
Indikator Pine Script®
oleh jtomasfg
TradFi Fundamentals: Momentum Trading with Macroeconomic DataIntroduction This indicator combines traditional price momentum with key macroeconomic data. By retrieving GDP, inflation, unemployment, and interest rates using security calls, the script automatically adapts to the latest economic data. The goal is to blend technical analysis with fundamental insights to generate a more robust momentum signal. Original Research Paper by Mohit Apte, B. Tech Scholar, Department of Computer Science and Engineering, COEP Technological University, Pune, India Link to paper Explanation Price Momentum Calculation: The indicator computes price momentum as the percentage change in price over a configurable lookback period (default is 50 days). This raw momentum is then normalized using a rolling simple moving average and standard deviation over a defined period (default 200 days) to ensure comparability with the economic indicators. Fetching and Normalizing Economic Data: Instead of manually inputting economic values, the script uses TradingView’s security function to retrieve: GDP from ticker "GDP" Inflation (CPI) from ticker "USCCPI" Unemployment rate from ticker "UNRATE" Interest rates from ticker "USINTR" Each series is normalized over a configurable normalization period (default 200 days) by subtracting its moving average and dividing by its standard deviation. This standardization converts each economic indicator into a z-score for direct integration into the momentum score. Combined Momentum Score: The normalized price momentum and economic indicators are each multiplied by user-defined weights (default: 50% price momentum, 20% GDP, and 10% each for inflation, unemployment, and interest rates). The weighted components are then summed to form a comprehensive momentum score. A horizontal zero line is plotted for reference. Trading Signals: Buy signals are generated when the combined momentum score crosses above zero, and sell signals occur when it crosses below zero. Visual markers are added to the chart to assist with trade timing, and alert conditions are provided for automated notifications. Settings Price Momentum Lookback: Defines the period (in days) used to compute the raw price momentum. Normalization Period for Price Momentum: Sets the window over which the price momentum is normalized. Normalization Period for Economic Data: Sets the window over which each macroeconomic series is normalized. Weights: Adjust the influence of each component (price momentum, GDP, inflation, unemployment, and interest rate) on the overall momentum score. Conclusion This implementation leverages TradingView’s economic data feeds to integrate real-time macroeconomic data into a momentum trading strategy. By normalizing and weighting both technical and economic inputs, the indicator offers traders a more holistic view of market conditions. The enhanced momentum signal provides additional context to traditional momentum analysis, potentially leading to more informed trading decisions and improved risk management. The next script I release will be an improved version of this that I have added my own flavor to, improving the signals.
Indikator Pine Script®
oleh theheirophant
Blockchain Fundamentals: Liquidity & BTC YoYLiquidity & BTC YoY Indicator Overview: This indicator calculates the Year-over-Year (YoY) percentage change for two critical metrics: a custom Liquidity Index and Bitcoin's price. The Liquidity Index is derived from a blend of economic and forex data representing the M2 money supply, while the BTC price is obtained from a reliable market source. A dedicated limit(length) function is implemented to handle limited historical data, ensuring that the YoY calculations are available immediately—even when the chart's history is short. Features Breakdown: 1. Limited Historical Data Workaround - Functionality: limit(length) The function dynamically adjusts the lookback period when there isn’t enough historical data. This prevents delays in displaying YoY metrics at the beginning of the chart. 2. Liquidity Calculation - Data Sources: Combines multiple data streams: USM2, ECONOMICS:CNM2, USDCNY, ECONOMICS:JPM2, USDJPY, ECONOMICS:EUM2, USDEUR - Formula: Liquidity Index = USM2 + (CNM2 / USDCNY) + (JPM2 / USDJPY) + (EUM2 / USDEUR) [b3. Bitcoin Price Calculation - Data Source: Retrieves Bitcoin's price from BITSTAMP:BTCUSD on the user-selected timeframe for its historical length. 4. Year-over-Year (YoY) Percent Change Calculation - Methodology: - The indicator uses a custom function, to autodetect the proper number of bars, based on the selected timeframe. - It then compares the current value to that from one year ago for both the Liquidity Index and BTC price, calculating the YoY percentage change. 5. Visual Presentation - Plotting: - The YoY percentage changes for Liquidity (plotted in blue) and BTC price (plotted in orange) are clearly displayed. - A horizontal zero line is added for visual alignment, making it easier to compare the two copies of the metric. You add one copy and only display the BTC YoY. Then you add another copy and only display the M2 YoY. -The zero lines are then used to align the scripts to each other by interposing them. You scale each chart the way you like, then move each copy individually to align both zero lines on top of each other. This indicator is ideal for analysts and investors looking to monitor macroeconomic liquidity trends alongside Bitcoin's performance, providing immediate insights.
Indikator Pine Script®
oleh theheirophant
Blockchain Fundamentals: Global LiquidityGlobal Liquidity Indicator Overview This indicator provides a comprehensive technical analysis of liquidity trends by deriving a Global Liquidity metric from multiple data sources. It applies a suite of technical indicators directly on this liquidity measure, rather than on price data. When this metric is expanding Bitcoin and crypto tends to bullish conditions. Features: 1. Global Liquidity Calculation Data Integration: Combines multiple market data sources using a ratio-based formula to produce a unique liquidity measure. Custom Metric: This liquidity metric serves as the foundational input for further technical analysis. 2. Timeframe Customization User-Selected Period: Users can select the data timeframe (default is 2 months) to ensure consistency and flexibility in analysis. 3. Additional Technical Indicators RSI, Momentum, ROC, MACD, and Stochastic: Each indicator is computed using the Global Liquidity series rather than price. User-selectable toggles allow for enabling or disabling each individual indicator as desired. 4. Enhanced MACD Visualization Dynamic Histogram Coloring: The MACD histogram color adjusts dynamically: brighter hues indicate rising histogram values while darker hues indicate falling values. When the histogram is above zero, green is used; when below zero, red is applied, offering immediate visual insight into momentum shifts. Conclusion This indicator is an enlightening tool for understanding liquidity dynamics, aiding in macroeconomic analysis and investment decision-making by highlighting shifts in liquidity conditions and market momentum.
Indikator Pine Script®
oleh theheirophant
1
CAPE / Shiller PE RatioThe CAPE (Cyclically Adjusted Price-to-Earnings) or Shiller PE ratio is a popular valuation measure used by investors to assess whether a stock or index is over or undervalued relative to its historical earnings. Unlike the traditional P/E ratio, the CAPE ratio smooths earnings over ten years, adjusting for inflation and providing a more stable and long-term view of valuation. This indicator lets you quickly calculate and visualize the CAPE ratio for any stock on TradingView, helping you make informed decisions about the sustainability of current price levels. With its clear presentation and intuitive setup, you can compare historical CAPE levels and identify potential opportunities for long-term investments or avoid overvalued markets. Advantages of the CAPE Ratio: Long-Term Focus : Smooth earnings over ten years, reducing the impact of short-term volatility. Inflation-Adjusted : Provides a more precise, inflation-adjusted valuation measure over time. Historical Comparison : Allows for benchmarking against long-term historical averages. Market Sentiment Indicator : Can highlight overvalued or undervalued markets for long-term investors. Reduces Noise : Filters out short-term earnings fluctuations, offering a more stable view. Disadvantages of the CAPE Ratio: Ignores Recent Earnings : Misses short-term earnings changes, which can affect current valuations. Outdated Data : Relies on old earnings data that may not reflect recent company performance. Less Effective for Growth Stocks : May undervalue high-growth stocks focused on future earnings. Sector Limitations : Works best for broad markets, less so for fast-changing industries. Debated Predictive Power : It’s unreliable for timing short-term market movements. In short, the CAPE ratio is excellent for long-term valuation but has limitations for short-term or growth-focused investing. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Indikator Pine Script®
oleh QuantNomad
PE Ratio Intrinsic ValueThe "Median PE Ratio and Intrinsic Value" indicator is designed for traders and investors who wish to evaluate the intrinsic value of a stock based on a comparative analysis of Price-to-Earnings (PE) ratios across multiple stocks. This tool not only provides insights into whether a stock is undervalued or overvalued but also allows you to visualize the intrinsic value directly on the chart. Comparison Across Multiple Stocks: This indicator calculates the PE ratio for up to five different stocks, allowing you to compare the target stock's valuation against four other same sector companies. By default, the stocks included are Apple (AAPL), Google (GOOG), Microsoft (MSFT), and Amazon (AMZN), but you can customize these symbols to fit your analysis needs. Dynamic PE Ratio Calculation: The indicator calculates the PE ratio for each stock by dividing the current price by the earnings per share (EPS). The EPS data is retrieved based on the selected period, which can be one of the following: FY (Fiscal Year) FH (Fiscal Half-Year) FQ (Fiscal Quarter) TTM (Trailing Twelve Months) You can easily switch between these periods using the provided input options, enabling a more customized analysis based on your preferred financial timeframe. Once the PE ratios for the selected stocks are computed, the indicator calculates the average PE ratio. The average value is a robust measure that reduces the influence of outliers and provides a balanced view of market valuation. The intrinsic value of the stock on the chart is calculated by multiplying its EPS by the median PE ratio of the selected stocks. This gives you an estimate of what the stock should be worth if it were to trade at a fair valuation relative to the chosen peers. The intrinsic value is plotted directly on the price chart as a step line with breaks. This step line style is chosen to represent changes in intrinsic value clearly, with breaks indicating periods where the calculated value is not valid (e.g., negative intrinsic value). Only positive intrinsic values are displayed, helping you focus on meaningful data. You can easily customize the stocks analyzed by entering the ticker symbols of your choice. Additionally, the indicator allows you to adjust the timeframe for EPS data, giving you flexibility depending on whether you are focused on long-term trends or shorter financial periods. How to Use: Compare the current stock price to the plotted intrinsic value. If the current price is below the intrinsic value, the stock may be undervalued. Conversely, if the price is above the intrinsic value, the stock might be overvalued. By comparing your stock against major market players, you can gauge whether it's trading at a premium or discount relative to other key companies in the sector. Use the period selection (FY, FQ, TTM) to adapt your analysis to different market conditions or earnings cycles, giving you more control over your valuation assessment. Ideal For: Long-term Investors looking to assess the intrinsic value of a stock based on comparative analysis. Fundamental Analysts who want to combine multiple stocks' PE ratios to estimate a fair valuation. Value Investors interested in finding undervalued opportunities by comparing the market price to intrinsic value.
Indikator Pine Script®
oleh YavuzAkbay
3
Institutional Activity Index [AlgoAlpha]🌟 Introducing the Institutional Activity Index by AlgoAlpha 🌟 Welcome to a powerful new indicator designed to gauge institutional trading activity! This cutting-edge tool combines volume analysis with price movement to derive a unique index that shines a spotlight on potential institutional moves in the market. 🎯📈 Key Features: 🔍 Normalization Period : Adjust the look-back period for normalization to tailor the sensitivity to your trading strategy. 📊 Moving Average Types : Choose from SMA, HMA, EMA, RMA, WMA, or VWMA to smooth the index and pinpoint trends. 🌈 Color-Coded Trends : Instant visual feedback on index trend direction with customizable up and down colors. 🔔 Alerts : Set alerts for when the index shows increasing activity, decreasing activity, or has reached a peak. Quick Guide to Using the Institutional Activity Index: 1. 📝 Add the Indicator: Add the indicator to favorites. Adjust the normalization period, MA type, and peak detection settings to match your trading style. 2. 📈 Market Analysis: Similar to volume that reflects the amount of collective trading activity, this index reflects an estimate of the amount of trading activity by institutions. A higher value means that institutions are trading the asset more, this can mean selling or buying as the indicator does not indicate direction . Look out for peak signals, which may indicate that institutions have already secured positions in preparation for a move in price. 3. 🔔 Set Alerts: Enable alerts to notify you when there is a significant change in the activity levels or a new peak is detected, allowing for timely decisions without constant monitoring. How It Works: 🛠 It is common knowledge that institutions trade with high amounts of capital, but employ tactics so as to not move the price significantly when entering on positions. This can be done by entering in times of high liquidity so that when an institution buys, there are enough sellers to cancel out the price movements and prevent a huge pump in price and vice versa. The Institutional Activity Index calculates liquidity by measuring the volume relative to the price range (close-open). This value is smoothed using median and a user defined moving average type and period, enhancing its clarity. If normalization is enabled, the index is adjusted relative to its range over a user-defined period, making the data comparable across different conditions. Embrace this innovative tool to enhance your trading insights and strategies! 🚀✨
Indikator Pine Script®
oleh AlgoAlpha
8
US CPIIntroducing "US CPI" Indicator The "US CPI" indicator, based on the Consumer Price Index (CPI) of the United States, is a valuable tool for analyzing inflation trends in the U.S. economy. This indicator is derived from official data provided by the U.S. Bureau of Labor Statistics (BLS) and is widely recognized as a key measure of inflationary pressures. What is CPI? The Consumer Price Index (CPI) is a measure that examines the average change in prices paid by consumers for a basket of goods and services over time. It is an essential economic indicator used to gauge inflationary trends and assess changes in the cost of living. How is "US CPI" Calculated? The "US CPI" indicator in this script retrieves CPI data from the Federal Reserve Economic Data (FRED) using the FRED:CPIAUCSL symbol. It calculates the rate of change in CPI over a specified period (typically 12 months) and applies technical analysis tools like moving averages (SMA and EMA) for trend analysis and smoothing. Why Use "US CPI" Indicator? 1. Inflation Analysis: Monitoring CPI trends provides insights into the rate of inflation, which is crucial for understanding the overall economic health and potential impact on monetary policy. 2. Policy Implications: Changes in CPI influence decisions by policymakers, central banks, and investors regarding interest rates, fiscal policies, and asset allocation. 3. Market Sentiment: CPI data often impacts market sentiment, influencing trading strategies across various asset classes including currencies, bonds, and equities. Key Features: 1. Customizable Smoothing: The indicator allows users to apply exponential moving average (EMA) smoothing to CPI data for clearer trend identification. 2. Visual Representation: The plotted line visually represents the inflation rate based on CPI data, helping traders and analysts assess inflationary pressures at a glance. Sources and Data Integrity: The CPI data used in this indicator is sourced directly from FRED, ensuring reliability and accuracy. The script incorporates robust security protocols to handle data requests and maintain data integrity in a trading environment. In conclusion, the "US CPI" indicator offers a comprehensive view of inflation dynamics in the U.S. economy, providing traders, economists, and policymakers with valuable insights for informed decision-making and risk management. Disclaimer: This indicator and accompanying analysis are for informational purposes only and should not be construed as financial advice. Users are encouraged to conduct their own research and consult with professional advisors before making investment decisions.
Indikator Pine Script®
oleh Julien_Exe
3
NVT Z-ScoreNVT Z-Score Script: Data Source and Calculation: This script calculates the NVT ratio by dividing the market cap (assumed from QUANDL data) by a 90-day MA of the transaction volume (also from QUANDL), similar to the NVTS calculation. However, the adaptation lies in further analyzing the NVT ratio through a Z-score approach, not explicitly described in the original NVTS methodology. Z-Score Analysis: The script calculates the mean and standard deviation of the NVT ratio over a user-defined period (daysForMean, defaulting to 180 days) and then computes the Z-score of the current NVT ratio relative to this historical data. This Z-score analysis introduces a standardized way of understanding the NVT ratio's deviation from its historical average, offering a nuanced view of market valuation states. Visualization and Dynamic Zones: The visualization emphasizes Z-score-based dynamic zones (green, yellow, and red), determined by the stdDevMultiplier. These zones are plotted and filled on the chart, providing visual cues for interpreting the NVT ratio's current state in relation to its historical norm. This aspect significantly differs from the traditional NVTS approach by directly incorporating the concept of standard deviation and Z-scores into the analysis.
Indikator Pine Script®
oleh Sr_KIS
Inflation CorrelationHeyo fellas, In today’s dynamic economic landscape, understanding the relationship of market prices to other economical factors like inflation rate is crucial. The Inflation Correlation Indicator is designed to provide traders with a clear visualization of this relationship. By correlating average inflation rates from selected countries with market closing prices, this indicator offers a unique perspective on potential market movements influenced by inflationary trends. Features: Country Selection: Choose from the European Union (EU), Germany (DE), or the United States (US) to tailor the correlation analysis to your specific market interest. Correlation Length Customization: Adjust the correlation length to refine the sensitivity of the indicator to recent inflation data. Visual Clarity: The correlation histogram changes color based on the direction of the correlation, providing an intuitive understanding of the inflation correlation. Whether you’re a fundamental analyst seeking to incorporate macroeconomic indicators into your strategy or a trader looking for an edge in inflation-sensitive markets, the Inflation Correlation Indicator is an indispensable tool in your TradingView arsenal. Thanks for checking this out! Best regards, simwai
Indikator Pine Script®
oleh simwai
Financials - Quick OverviewThis unique indicator is designed to provide traders and investors with a concise yet comprehensive view of a company's financial health and sector classification. It features an intuitive table displayed prominently on the chart, offering a blend of essential company information and key financial metrics. This tool is ideal for those looking to integrate fundamental analysis into their technical trading strategy. Key Features: Company Sector Information: Get a quick glimpse of the company's industry sector, aiding in understanding its market position and comparative performance within its industry. Financial Overview: The table includes vital financial data such as Earnings and Sales, providing insights into the company's revenue and profitability. Growth Metrics: Track both quarter-over-quarter (QoQ) and year-over-year (YoY) growth, offering a dynamic view of the company's performance over time. Operating Margin Percentage (OPM%): Understand the efficiency of the company's operations with the OPM%, which indicates the proportion of revenue that remains after paying for variable costs of production. Price-to-Earnings (PE) Ratio: Assess the company's stock value relative to its earnings, an essential metric for valuation and comparative analysis within the sector. Usage: This indicator is particularly useful for investors and traders who incorporate fundamental analysis into their decision-making process. By providing key financial data directly on the chart, it allows for a more integrated approach to technical and fundamental analysis. The indicator is designed to be straightforward and easy to interpret, making it suitable for both seasoned investors and those new to financial analysis.
Indikator Pine Script®
oleh furry_nemesis
9
BTC Supply in Profits and Losses (BTCSPL) [AlgoAlpha]Description: 🚨The BTC Supply in Profits and Losses (BTCSPL) indicator, developed by AlgoAlpha, offers traders insights into the distribution of INDEX:BTCUSD addresses between profits and losses based on INDEX:BTCUSD on-chain data. Features: 🔶Alpha Decay Adjustment: The indicator provides the option to adjust the data against Alpha Decay, this compensates for the reduction in clarity of the signal over time. 🔶Rolling Change Display: The indicator enables the display of the rolling change in the distribution of Bitcoin addresses between profits and losses, aiding in identifying shifts in market sentiment. 🔶BTCSPL Value Score: The indicator optionally displays a value score ranging from -1 to 1, traders can use this to carry out strategic dollar cost averaging and reverse dollar cost averaging based on the implied value of bitcoin. 🔶Reversal Signals: The indicator gives long-term reversal signals denoted as "▲" and "▼" for the price of bitcoin based on oversold and overbought conditions of the BTCSPL. 🔶Moving Average Visualization: Traders can choose to display a moving average line, allowing for better trend identification. How to Use ☝️ (summary): Alpha Decay Adjustment: Toggle this option to enable or disable Alpha Decay adjustment for a normalized representation of the data. Moving Average: Toggle this option to show or hide the moving average line, helping traders identify trends. Short-Term Trend: Enable this option to display the short-term trend based on the Aroon indicator. Rolling Change: Choose this option to visualize the rolling change in the distribution between profits and losses. BTCSPL Value Score: Activate this option to show the BTCSPL value score, ranging from -1 to 1, 1 implies that bitcoin is extremely cheap(buy) and -1 implies bitcoin is extremely expensive(sell). Reversal Signals: Gives binary buy and sell signals for the long term
Indikator Pine Script®
oleh AlgoAlpha
6
Blockchain FundamentalThis indicator is made for traders to harness fundamental blockchain data for better decision-making. Unlike traditional tools, this indicator doesn't depend on standard technical indicators. It offers a novel perspective by focusing on core blockchain metrics like capitalization, miner activity, and other intrinsic data elements. I've designed a distinct scoring logic, exclusive to BF, ensuring it's user-friendly and provides actionable insights for traders at all levels. Mainly created for Bitcoin , but can be applied to any other crypto assets in cost of losing some metrics in the analysis. Ethereum chart: Features: Customizable Moving Averages: Choose from an array of moving averages, with the flexibility to adjust the length for a tailored analysis, aiding in pinpointing asset trends. Blockchain Metrics Integration: Incorporates a range of blockchain metrics such as Market Cap to Realised Cap ratio, Spent Output Profit Ratio, ATH Drawdown, and more. Blockchain Metrics Evaluation: Each metric can be toggled on/off to customize the analysis. Using default settings, traders can use all of the metrics combined. Every metric is essentially evaluated on a scale from -100 to 100 and then combined with others. If any metric is uncertain about its direction (equals to 0), then the score of it is not accounted in a final calculation. Kalman Filter: This indicator offers the option to apply a Kalman filter to the signals, enhancing the smoothness and accuracy of the indicator’s output. This is my approach to mitigate the noise in the final output. Signal Oscillator: Displays the aggregated score of all selected blockchain metrics. Offers visual signals with adjustable upper and lower bounds for easy interpretation based on particular asset observation. Visual Elements: Signal Oscillator: A visual representation of the aggregated blockchain fundamental score. (White line for a raw calculation, orange line for kalman-filtered one) Signal Counter: Displays the count of metrics currently being considered in the fundamental score calculation. (grey line at the middle of an indicator) Buy/Sell Signal Coloring: The background color changes to indicate potential buying or selling opportunities based on user-defined bounds. Usage: Analysis: Use the signal oscillator to identify potential market tops and bottoms based on blockchain fundamental data. Adjust the bounds to customize the sensitivity of buy/sell signals. Customization: Enable/disable specific blockchain metrics to tailor the indicator to your analytical needs. Adjust the moving average type and length for better analysis. Integration: Combine with other technical indicators to create a comprehensive trading strategy. Utilize in conjunction with volume and price action analysis for enhanced decision-making. Every output could be used in traders custom strategies and indicators.
Indikator Pine Script®
oleh mezor13
9