Sara Strat Sniper 50% Rule Evaluator █ OVERVIEW This indicator is based on Sara Strat Sniper's - 50% Rule for trading Outside Bars and helps you to evaluate the historical success rate of that rule. █ FEATURES Calculation • You can choose to evaluate only the current bar to see if it forms an outside bar (success) or not (fail), but you can also...
Shows the premium/discount for Grayscale ETHE vs. the fractional amount of ETH per share held.
Calculates the historical and current premium/discount for a share of Grayscale GBTC vs. Bitcoin spot price.
This indicator simulates living off your portofolio consisting of a single security or stock such as the SPY etf or even Bitcoin. The simulation starts at a certain point on the chart (which you input as year and month). Withrawals from the portofolio are made each month according to the yearly withdrawal rate you enter, such as the 4% SWR. The monthly withdrawal...
This price action indicator uses the higher timeframe SSL channel to identify trends. The long entry signal is a bullish candlestick pattern when the price retraces to EMA20 in an uptrend. The short entry signal is a bearish candlestick pattern when the price retraces to the EMA20 in a downrend. Currently, this indicator shows engulfing patterns, pin bar...
This indicator plots Realised Volatility (measured using VixFix method) against its long-term exponential moving average. RVol breaking above its EMA = Sell signal RVol breaking below its EMA = Buy signal 60-day VixFix look back period and 900 day EMA work well for lower volatility tickers (equity ETFs, megacap stocks). Higher volatility tickers could benefit...
Re-Re-upload! There are a handful of decent Average Daily Range indicators out there. Often they are built using Pinescript v2 (severely outdated) or have no customization or are "Closed Source" In this version, you can select two multipliers to display on chart Primary Mult - Large Green or Red crosses, by default set to 1 or 100% of ADR Secondary Mult - Small...
Essential for ALL Forex Day Traders! Don't waste your time trading Forex Sessions with little to no volume or volatility! The Advanced Forex Sessions tool will search through all 4 sessions, tally up the total volume and ticks moved, and show you which session has the most movement. It will show you the two best sessions on chart and optionally color the...
There are a million Forex Trading Session indicators out there, but I couldn't find one with all of the following requirements: 1. Automatically show the Sessions that actually affect the current pair (for instance, Tokyo session doesn't matter when trading EURGBP) 2. Editable colors or at the very least no distracting colors 3. Editable times for each exchange...
This script calculates and displays some bar statistics. For the bar length statistics, it takes every length of upper or lower movements and calculates their average (with SD), median, and max. That way, you can see whether there is a bias in the market or not. Eg.: If for 10 bars, the market moved 2 up, then 1 down, then 3 up, then 2 down, and 2 up, the...
Calculates the average daily range as well as the standard deviation of the daily range over a given period. Adding both values gives you a statistical range (bottom to top or top to bottom) in which price can be expected to move.
This script helps you evaluate the fair value of an option. It poses the question "if I bought or sold an option under these circumstances in the past, would it have expired in the money, or worthless? What would be its expected value, at expiration, if I opened a position at N standard deviations, given the volatility forecast, with M days to expiration at the...
The Average Daily Range is a simple concept, calculated as the difference between daily highs and lows averaged over some period. This indicator uses that range in conjunction with Fibonacci ratios to create zones centered on the day's open that tends to act as areas of support and resistance. The thicker White lines are the ADR levels; all other lines are the...
The Average Daily Range is a simple concept, calculated as the difference between daily highs and lows averaged over some period. This range is is overlaid and centered on the day's open, and tends to act as areas of support and resistance . This indicator provides two aggregation periods, creating a range that represents volatility in the ADR; a wider spread...
This indicator shows the annualized volatility, computed using the ewma method. It also uses average true range (ATR) as the daily return, rather than the typical close-to-close percentage change. You can uncomment the "comparison" series to see how it compares to the standard deviation, daily log return method. The standard deviation method weights all periods...
This indicator is based on Historical Volatility (HV) built-in indicator with minor tweaks to match the Bitcoin Volatility Index (from Bybt). Also, you can select a symbol to compare its volatility with the volatility of the currently selected symbol.
The Ultimate Volatility Indicator was created by Richard Poster (Stocks and Commodities July 2021 pg 21) and this is a very simple but effective indicator. The idea behind volatility indicators is that when the indicator rises above a certain threshold then volatility is high enough and you can make a good amount of money riding the trend in the current direction...
This script shows power of candle during last average candle bodies. useful for detect pullback signals.