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Bear Market Probability Model# Bear Market Probability Model: A Multi-Factor Risk Assessment Framework The Bear Market Probability Model represents a comprehensive quantitative framework for assessing systemic market risk through the integration of 13 distinct risk factors across four analytical categories: macroeconomic indicators, technical analysis factors, market sentiment measures, and market breadth metrics. This indicator synthesizes established financial research methodologies to provide real-time probabilistic assessments of impending bear market conditions, offering institutional-grade risk management capabilities to retail and professional traders alike. ## Theoretical Foundation ### Historical Context of Bear Market Prediction Bear market prediction has been a central focus of financial research since the seminal work of Dow (1901) and the subsequent development of technical analysis theory. The challenge of predicting market downturns gained renewed academic attention following the market crashes of 1929, 1987, 2000, and 2008, leading to the development of sophisticated multi-factor models. Fama and French (1989) demonstrated that certain financial variables possess predictive power for stock returns, particularly during market stress periods. Their three-factor model laid the groundwork for multi-dimensional risk assessment, which this indicator extends through the incorporation of real-time market microstructure data. ### Methodological Framework The model employs a weighted composite scoring methodology based on the theoretical framework established by Campbell and Shiller (1998) for market valuation assessment, extended through the incorporation of high-frequency sentiment and technical indicators as proposed by Baker and Wurgler (2006) in their seminal work on investor sentiment. The mathematical foundation follows the general form: Bear Market Probability = Σ(Wi × Ci) / ΣWi × 100 Where: - Wi = Category weight (i = 1,2,3,4) - Ci = Normalized category score - Categories: Macroeconomic, Technical, Sentiment, Breadth ## Component Analysis ### 1. Macroeconomic Risk Factors #### Yield Curve Analysis The inclusion of yield curve inversion as a primary predictor follows extensive research by Estrella and Mishkin (1998), who demonstrated that the term spread between 3-month and 10-year Treasury securities has historically preceded all major recessions since 1969. The model incorporates both the 2Y-10Y and 3M-10Y spreads to capture different aspects of monetary policy expectations. Implementation: - 2Y-10Y Spread: Captures market expectations of monetary policy trajectory - 3M-10Y Spread: Traditional recession predictor with 12-18 month lead time Scientific Basis: Harvey (1988) and subsequent research by Ang, Piazzesi, and Wei (2006) established the theoretical foundation linking yield curve inversions to economic contractions through the expectations hypothesis of the term structure. #### Credit Risk Premium Assessment High-yield credit spreads serve as a real-time gauge of systemic risk, following the methodology established by Gilchrist and Zakrajšek (2012) in their excess bond premium research. The model incorporates the ICE BofA High Yield Master II Option-Adjusted Spread as a proxy for credit market stress. Threshold Calibration: - Normal conditions: < 350 basis points - Elevated risk: 350-500 basis points - Severe stress: > 500 basis points #### Currency and Commodity Stress Indicators The US Dollar Index (DXY) momentum serves as a risk-off indicator, while the Gold-to-Oil ratio captures commodity market stress dynamics. This approach follows the methodology of Akram (2009) and Beckmann, Berger, and Czudaj (2015) in analyzing commodity-currency relationships during market stress. ### 2. Technical Analysis Factors #### Multi-Timeframe Moving Average Analysis The technical component incorporates the well-established moving average convergence methodology, drawing from the work of Brock, Lakonishok, and LeBaron (1992), who provided empirical evidence for the profitability of technical trading rules. Implementation: - Price relative to 50-day and 200-day simple moving averages - Moving average convergence/divergence analysis - Multi-timeframe MACD assessment (daily and weekly) #### Momentum and Volatility Analysis The model integrates Relative Strength Index (RSI) analysis following Wilder's (1978) original methodology, combined with maximum drawdown analysis based on the work of Magdon-Ismail and Atiya (2004) on optimal drawdown measurement. ### 3. Market Sentiment Factors #### Volatility Index Analysis The VIX component follows the established research of Whaley (2009) and subsequent work by Bekaert and Hoerova (2014) on VIX as a predictor of market stress. The model incorporates both absolute VIX levels and relative VIX spikes compared to the 20-day moving average. Calibration: - Low volatility: VIX < 20 - Elevated concern: VIX 20-25 - High fear: VIX > 25 - Panic conditions: VIX > 30 #### Put-Call Ratio Analysis Options flow analysis through put-call ratios provides insight into sophisticated investor positioning, following the methodology established by Pan and Poteshman (2006) in their analysis of informed trading in options markets. ### 4. Market Breadth Factors #### Advance-Decline Analysis Market breadth assessment follows the classic work of Fosback (1976) and subsequent research by Brown and Cliff (2004) on market breadth as a predictor of future returns. Components: - Daily advance-decline ratio - Advance-decline line momentum - McClellan Oscillator (Ema19 - Ema39 of A-D difference) #### New Highs-New Lows Analysis The new highs-new lows ratio serves as a market leadership indicator, based on the research of Zweig (1986) and validated in academic literature by Zarowin (1990). ## Dynamic Threshold Methodology The model incorporates adaptive thresholds based on rolling volatility and trend analysis, following the methodology established by Pagan and Sossounov (2003) for business cycle dating. This approach allows the model to adjust sensitivity based on prevailing market conditions. Dynamic Threshold Calculation: - Warning Level: Base threshold ± (Volatility × 1.0) - Danger Level: Base threshold ± (Volatility × 1.5) - Bounds: ±10-20 points from base threshold ## Professional Implementation ### Institutional Usage Patterns Professional risk managers typically employ multi-factor bear market models in several contexts: #### 1. Portfolio Risk Management - Tactical Asset Allocation: Reducing equity exposure when probability exceeds 60-70% - Hedging Strategies: Implementing protective puts or VIX calls when warning thresholds are breached - Sector Rotation: Shifting from growth to defensive sectors during elevated risk periods #### 2. Risk Budgeting - Value-at-Risk Adjustment: Incorporating bear market probability into VaR calculations - Stress Testing: Using probability levels to calibrate stress test scenarios - Capital Requirements: Adjusting regulatory capital based on systemic risk assessment #### 3. Client Communication - Risk Reporting: Quantifying market risk for client presentations - Investment Committee Decisions: Providing objective risk metrics for strategic decisions - Performance Attribution: Explaining defensive positioning during market stress ### Implementation Framework Professional traders typically implement such models through: #### Signal Hierarchy: 1. Probability < 30%: Normal risk positioning 2. Probability 30-50%: Increased hedging, reduced leverage 3. Probability 50-70%: Defensive positioning, cash building 4. Probability > 70%: Maximum defensive posture, short exposure consideration #### Risk Management Integration: - Position Sizing: Inverse relationship between probability and position size - Stop-Loss Adjustment: Tighter stops during elevated risk periods - Correlation Monitoring: Increased attention to cross-asset correlations ## Strengths and Advantages ### 1. Comprehensive Coverage The model's primary strength lies in its multi-dimensional approach, avoiding the single-factor bias that has historically plagued market timing models. By incorporating macroeconomic, technical, sentiment, and breadth factors, the model provides robust risk assessment across different market regimes. ### 2. Dynamic Adaptability The adaptive threshold mechanism allows the model to adjust sensitivity based on prevailing volatility conditions, reducing false signals during low-volatility periods and maintaining sensitivity during high-volatility regimes. ### 3. Real-Time Processing Unlike traditional academic models that rely on monthly or quarterly data, this indicator processes daily market data, providing timely risk assessment for active portfolio management. ### 4. Transparency and Interpretability The component-based structure allows users to understand which factors are driving risk assessment, enabling informed decision-making about model signals. ### 5. Historical Validation Each component has been validated in academic literature, providing theoretical foundation for the model's predictive power. ## Limitations and Weaknesses ### 1. Data Dependencies The model's effectiveness depends heavily on the availability and quality of real-time economic data. Federal Reserve Economic Data (FRED) updates may have lags that could impact model responsiveness during rapidly evolving market conditions. ### 2. Regime Change Sensitivity Like most quantitative models, the indicator may struggle during unprecedented market conditions or structural regime changes where historical relationships break down (Taleb, 2007). ### 3. False Signal Risk Multi-factor models inherently face the challenge of balancing sensitivity with specificity. The model may generate false positive signals during normal market volatility periods. ### 4. Currency and Geographic Bias The model focuses primarily on US market indicators, potentially limiting its effectiveness for global portfolio management or non-USD denominated assets. ### 5. Correlation Breakdown During extreme market stress, correlations between risk factors may increase dramatically, reducing the model's diversification benefits (Forbes and Rigobon, 2002). ## References Akram, Q. F. (2009). Commodity prices, interest rates and the dollar. Energy Economics, 31(6), 838-851. Ang, A., Piazzesi, M., & Wei, M. (2006). What does the yield curve tell us about GDP growth? Journal of Econometrics, 131(1-2), 359-403. Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross‐section of stock returns. The Journal of Finance, 61(4), 1645-1680. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593-1636. Barber, B. M., & Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. The Quarterly Journal of Economics, 116(1), 261-292. Beckmann, J., Berger, T., & Czudaj, R. (2015). Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. Economic Modelling, 48, 16-24. Bekaert, G., & Hoerova, M. (2014). The VIX, the variance premium and stock market volatility. Journal of Econometrics, 183(2), 181-192. Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. The Journal of Finance, 47(5), 1731-1764. Brown, G. W., & Cliff, M. T. (2004). Investor sentiment and the near-term stock market. Journal of Empirical Finance, 11(1), 1-27. Campbell, J. Y., & Shiller, R. J. (1998). Valuation ratios and the long-run stock market outlook. The Journal of Portfolio Management, 24(2), 11-26. Dow, C. H. (1901). Scientific stock speculation. The Magazine of Wall Street. Estrella, A., & Mishkin, F. S. (1998). Predicting US recessions: Financial variables as leading indicators. Review of Economics and Statistics, 80(1), 45-61. Fama, E. F., & French, K. R. (1989). Business conditions and expected returns on stocks and bonds. Journal of Financial Economics, 25(1), 23-49. Forbes, K. J., & Rigobon, R. (2002). No contagion, only interdependence: measuring stock market comovements. The Journal of Finance, 57(5), 2223-2261. Fosback, N. G. (1976). Stock market logic: A sophisticated approach to profits on Wall Street. The Institute for Econometric Research. Gilchrist, S., & Zakrajšek, E. (2012). Credit spreads and business cycle fluctuations. American Economic Review, 102(4), 1692-1720. Harvey, C. R. (1988). The real term structure and consumption growth. Journal of Financial Economics, 22(2), 305-333. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263-291. Magdon-Ismail, M., & Atiya, A. F. (2004). Maximum drawdown. Risk, 17(10), 99-102. Nickerson, R. S. (1998). Confirmation bias: A ubiquitous phenomenon in many guises. Review of General Psychology, 2(2), 175-220. Pagan, A. R., & Sossounov, K. A. (2003). A simple framework for analysing bull and bear markets. Journal of Applied Econometrics, 18(1), 23-46. Pan, J., & Poteshman, A. M. (2006). The information in option volume for future stock prices. The Review of Financial Studies, 19(3), 871-908. Taleb, N. N. (2007). The black swan: The impact of the highly improbable. Random House. Whaley, R. E. (2009). Understanding the VIX. The Journal of Portfolio Management, 35(3), 98-105. Wilder, J. W. (1978). New concepts in technical trading systems. Trend Research. Zarowin, P. (1990). Size, seasonality, and stock market overreaction. Journal of Financial and Quantitative Analysis, 25(1), 113-125. Zweig, M. E. (1986). Winning on Wall Street. Warner Books.
Indikator Pine Script®
oleh EdgeTools
17
Multi-Session ORBThe Multi-Session ORB Indicator is a customizable Pine Script (version 6) tool designed for TradingView to plot Opening Range Breakout (ORB) levels across four major trading sessions: Sydney, Tokyo, London, and New York. It allows traders to define specific ORB durations and session times in Central Daylight Time (CDT), making it adaptable to various trading strategies. Key Features: 1. Customizable ORB Duration: Users can set the ORB duration (default: 15 minutes) via the inputMax parameter, determining the time window for calculating the high and low of each session’s opening range. 2. Flexible Session Times: The indicator supports user-defined session and ORB times for: ◦ Sydney: Default ORB (17:00–17:15 CDT), Session (17:00–01:00 CDT) ◦ Tokyo: Default ORB (19:00–19:15 CDT), Session (19:00–04:00 CDT) ◦ London: Default ORB (02:00–02:15 CDT), Session (02:00–11:00 CDT) ◦ New York: Default ORB (08:30–08:45 CDT), Session (08:30–16:00 CDT) 3. Session-Specific ORB Levels: For each session, the indicator calculates and tracks the high and low prices during the specified ORB period. These levels are updated dynamically if new highs or lows occur within the ORB timeframe. 4. Visual Representation: ◦ ORB high and low lines are plotted only during their respective session times, ensuring clarity. ◦ Each session’s lines are color-coded for easy identification: ▪ Sydney: Light Yellow (high), Dark Yellow (low) ▪ Tokyo: Light Pink (high), Dark Pink (low) ▪ London: Light Blue (high), Dark Blue (low) ▪ New York: Light Purple (high), Dark Purple (low) ◦ Lines are drawn with a linewidth of 2 and disappear when the session ends or if the timeframe is not intraday (or exceeds the ORB duration). 5. Intraday Compatibility: The indicator is optimized for intraday timeframes (e.g., 1-minute to 15-minute charts) and only displays when the chart’s timeframe multiplier is less than or equal to the ORB duration. How It Works: • Session Detection: The script uses the time() function to check if the current bar falls within the user-defined ORB or session time windows, accounting for all days of the week. • ORB Logic: At the start of each session’s ORB period, the script initializes the high and low based on the first bar’s prices. It then updates these levels if subsequent bars within the ORB period exceed the current high or fall below the current low. • Plotting: ORB levels are plotted as horizontal lines during the respective session, with visibility controlled to avoid clutter outside session times or on incompatible timeframes. Use Case: Traders can use this indicator to identify key breakout levels for each trading session, facilitating strategies based on price action around the opening range. The flexibility to adjust ORB and session times makes it suitable for various markets (e.g., forex, stocks, or futures) and time zones. Limitations: • The indicator is designed for intraday timeframes and may not display on higher timeframes (e.g., daily or weekly) or if the timeframe multiplier exceeds the ORB duration. • Time inputs are in CDT, requiring users to adjust for their local timezone or market requirements. • If you need to use this for GC/CL/SPY/QQQ you have to adjust the times by one hour. This indicator is ideal for traders focusing on session-based breakout strategies, offering clear visualization and customization for global market sessions.
Indikator Pine Script®
oleh Eskemo_Bob
HVC Daily LevelsDaily High Volume Candle Levels Marked on all Timeframes HVC Level Sentinel v6 — High Volume Candle Levels HVC Level Sentinel v6 automatically detects and highlights “High Volume Candles” (HVCs) — bars with the highest trading volume in a rolling, user-defined window (e.g., 30 days). This tool helps you spot key price levels where significant trading activity occurred, which can act as important support or resistance zones. Features Customizable Lookback: Choose how many bars to look back for HVC detection (default: 30 days, adjustable). Automatic Highlighting: HVC candles are highlighted on your chart with a customizable color. Level Lines: Draws horizontal lines at the Open, High, Low, and Close of each recent HVC, so you can easily track these key levels. Line Fading: Only the most recent N HVCs (user-adjustable) have lines, with older lines fading out or disappearing for clarity. Per-Line Control: Turn on/off Open, High, Low, and Close lines individually in the settings. Fully Customizable: Adjust colors, line styles, widths, and opacity to fit your chart style. How It Works On each new bar, the script checks if the current bar’s volume is the highest in the last N bars. If so, it marks the bar as an HVC and draws lines at its O/H/L/C (if enabled). You can highlight all HVCs historically, but only the most recent N will have lines for a clean, focused chart. Use Cases Identify major breakout or reversal points driven by high volume. Track where institutional or “smart money” activity may have occurred. Use HVC levels as dynamic support/resistance for entries, exits, or stop placement. Tip : Adjust the lookback window and number of HVCs with lines to match your trading style—shorter for active trading, longer for swing/position trading.
Indikator Pine Script®
oleh Ammalamma
1
Ultimate Scalping Tool[BullByte]Overview The Ultimate Scalping Tool is an open-source TradingView indicator built for scalpers and short-term traders released under the Mozilla Public License 2.0. It uses a custom Quantum Flux Candle (QFC) oscillator to combine multiple market forces into one visual signal. In plain terms, the script reads momentum, trend strength, volatility, and volume together and plots a special “candlestick” each bar (the QFC) that reflects the overall market bias. This unified view makes it easier to spot entries and exits: the tool labels signals as Strong Buy/Sell, Pullback (a brief retracement in a trend), Early Entry, or Exit Warning . It also provides color-coded alerts and a small dashboard of metrics. In practice, traders see green/red oscillator bars and symbols on the chart when conditions align, helping them scalp or trend-follow without reading multiple separate indicators. Core Components Quantum Flux Candle (QFC) Construction The QFC is the heart of the indicator. Rather than using raw price, it creates a candlestick-like bar from the underlying oscillator values. Each QFC bar has an “open,” “high/low,” and “close” derived from calculated momentum and volatility inputs for that period . In effect, this turns the oscillator into intuitive candle patterns so traders can recognize momentum shifts visually. (For comparison, note that Heikin-Ashi candles “have a smoother look because take an average of the movement”. The QFC instead represents exact oscillator readings, so it reflects true momentum changes without hiding price action.) Colors of QFC bars change dynamically (e.g. green for bullish momentum, red for bearish) to highlight shifts. This is the first open-source QFC oscillator that dynamically weights four non-correlated indicators with moving thresholds, which makes it a unique indicator on its own. Oscillator Normalization & Adaptive Weights The script normalizes its oscillator to a fixed scale (for example, a 0–100 range much like the RSI) so that various inputs can be compared fairly. It then applies adaptive weighting: the relative influence of trend, momentum, volatility or volume signals is automatically adjusted based on current market conditions. For instance, in very volatile markets the script might weight volatility more heavily, or in a strong trend it might give extra weight to trend direction. Normalizing data and adjusting weights helps keep the QFC sensitive but stable (normalization ensures all inputs fit a common scale). Trend/Momentum/Volume/Volatility Fusion Unlike a typical single-factor oscillator, the QFC oscillator fuses four aspects at once. It may compute, for example, a trend indicator (such as an ADX or moving average slope), a momentum measure (like RSI or Rate-of-Change), a volume-based pressure (similar to MFI/OBV), and a volatility measure (like ATR) . These different values are combined into one composite oscillator. This “multi-dimensional” approach follows best practices of using non-correlated indicators (trend, momentum, volume, volatility) for confirmation. By encoding all these signals in one line, a high QFC reading means that trend, momentum, and volume are all aligned, whereas a neutral reading might mean mixed conditions. This gives traders a comprehensive picture of market strength. Signal Classification The script interprets the QFC oscillator to label trades. For example: • Strong Buy/Sell : Triggered when the oscillator crosses a high-confidence threshold (e.g. breaks clearly above zero with strong slope), indicating a well-confirmed move. This is like seeing a big green/red QFC candle aligned with the trend. • Pullbacks : Identified when the trend is up but momentum dips briefly. A Pullback Buy appears if the overall trend is bullish but the oscillator has a short retracement – a typical buying opportunity in an uptrend. (A pullback is “a brief decline or pause in a generally upward price trend”.) • Early Buy/Sell : Marks an initial swing in the oscillator suggesting a possible new trend, before it is fully confirmed. It’s a hint of momentum building (an early-warning signal), not as strong as the confirmed “Strong” signal. • Exit Warnings : Issued when momentum peaks or reverses. For instance, if the QFC bars reach a high and start turning red/green opposite, the indicator warns that the move may be ending. In other words, a Momentum Peak is the point of maximum strength after which weakness may follow. These categories correspond to typical trading concepts: Pullback (temporary reversal in an uptrend), Early Buy (an initial bullish cross), Strong Buy (confirmed bullish momentum), and Momentum Peak (peak oscillator value suggesting exhaustion). Filters (DI Reversal, Dynamic Thresholds, HTF EMA/ADX) Extra filters help avoid bad trades. A DI Reversal filter uses the +DI/–DI lines (from the ADX system) to require that the trend direction confirms the signal . For example, it might ignore a buy signal if the +DI is still below –DI. Dynamic Thresholds adjust signal levels on-the-fly: rather than fixed “overbought” lines, they move with volatility so signals happen under appropriate market stress. An optional High-Timeframe EMA or ADX filter adds a check against a larger timeframe trend: for instance, only taking a trade if price is above the weekly EMA or if weekly ADX shows a strong trend. (Notably, the ADX is “a technical indicator used by traders to determine the strength of a price trend”, so requiring a high-timeframe ADX avoids trading against the bigger trend.) Dashboard Metrics & Color Logic The Dashboard in the Ultimate Scalping Tool (UST) serves as a centralized information hub, providing traders with real-time insights into market conditions, trend strength, momentum, volume pressure, and trade signals. It is highly customizable, allowing users to adjust its appearance and content based on their preferences. 1. Dashboard Layout & Customization Short vs. Extended Mode : Users can toggle between a compact view (9 rows) and an extended view (13 rows) via the `Short Dashboard` input. Text Size Options : The dashboard supports three text sizes— Tiny, Small, and Normal —adjustable via the `Dashboard Text Size` input. Positioning : The dashboard is positioned in the top-right corner by default but can be moved if modified in the script. 2. Key Metrics Displayed The dashboard presents critical trading metrics in a structured table format: Trend (TF) : Indicates the current trend direction (Strong Bullish, Moderate Bullish, Sideways, Moderate Bearish, Strong Bearish) based on normalized trend strength (normTrend) . Momentum (TF) : Displays momentum status (Strong Bullish/Bearish or Neutral) derived from the oscillator's position relative to dynamic thresholds. Volume (CMF) : Shows buying/selling pressure levels (Very High Buying, High Selling, Neutral, etc.) based on the Chaikin Money Flow (CMF) indicator. Basic & Advanced Signals: Basic Signal : Provides simple trade signals (Strong Buy, Strong Sell, Pullback Buy, Pullback Sell, No Trade). Advanced Signal : Offers nuanced signals (Early Buy/Sell, Momentum Peak, Weakening Momentum, etc.) with color-coded alerts. RSI : Displays the Relative Strength Index (RSI) value, colored based on overbought (>70), oversold (<30), or neutral conditions. HTF Filter : Indicates the higher timeframe trend status (Bullish, Bearish, Neutral) when using the Leading HTF Filter. VWAP : Shows the V olume-Weighted Average Price and whether the current price is above (bullish) or below (bearish) it. ADX : Displays the Average Directional Index (ADX) value, with color highlighting whether it is rising (green) or falling (red). Market Mode : Shows the selected market type (Crypto, Stocks, Options, Forex, Custom). Regime : Indicates volatility conditions (High, Low, Moderate) based on the **ATR ratio**. 3. Filters Status Panel A secondary panel displays the status of active filters, helping traders quickly assess which conditions are influencing signals: - DI Reversal Filter: On/Off (confirms reversals before generating signals). - Dynamic Thresholds: On/Off (adjusts buy/sell thresholds based on volatility). - Adaptive Weighting: On/Off (auto-adjusts oscillator weights for trend/momentum/volatility). - Early Signal: On/Off (enables early momentum-based signals). - Leading HTF Filter: On/Off (applies higher timeframe trend confirmation). 4. Visual Enhancements Color-Coded Cells : Each metric is color-coded (green for bullish, red for bearish, gray for neutral) for quick interpretation. Dynamic Background : The dashboard background adapts to market conditions (bullish/bearish/neutral) based on ADX and DI trends. Customizable Reference Lines : Users can enable/disable fixed reference lines for the oscillator. How It(QFC) Differs from Traditional Indicators Quantum Flux Candle (QFC) Versus Heikin-Ashi Heikin-Ashi candles smooth price by averaging (HA’s open/close use averages) so they show trend clearly but hide true price (the current HA bar’s close is not the real price). QFC candles are different: they are oscillator values, not price averages . A Heikin-Ashi chart “has a smoother look because it is essentially taking an average of the movement”, which can cause lag. The QFC instead shows the raw combined momentum each bar, allowing faster recognition of shifts. In short, HA is a smoothed price chart; QFC is a momentum-based chart. Versus Standard Oscillators Common oscillators like RSI or MACD use fixed formulas on price (or price+volume). For example, RSI “compares gains and losses and normalizes this value on a scale from 0 to 100”, reflecting pure price momentum. MFI is similar but adds volume. These indicators each show one dimension: momentum or volume. The Ultimate Scalping Tool’s QFC goes further by integrating trend strength and volatility too. In practice, this means a move that looks strong on RSI might be downplayed by low volume or weak trend in QFC. As one source notes, using multiple non-correlated indicators (trend, momentum, volume, volatility) provides a more complete market picture. The QFC’s multi-factor fusion is unique – it is effectively a multi-dimensional oscillator rather than a traditional single-input one. Signal Style Traditional oscillators often use crossovers (RSI crossing 50) or fixed zones (MACD above zero) for signals. The Ultimate Scalping Tool’s signals are custom-classified: it explicitly labels pullbacks, early entries, and strong moves. These terms go beyond a typical indicator’s generic “buy”/“sell.” In other words, it packages a strategy around the oscillator, which traders can backtest or observe without reading code. Key Term Definitions • Pullback : A short-term dip or consolidation in an uptrend. In this script, a Pullback Buy appears when price is generally rising but shows a brief retracement. (As defined by Investopedia, a pullback is “a brief decline or pause in a generally upward price trend”.) • Early Buy/Sell : An initial or tentative entry signal. It means the oscillator first starts turning positive (or negative) before a full trend has developed. It’s an early indication that a trend might be starting. • Strong Buy/Sell : A confident entry signal when multiple conditions align. This label is used when momentum is already strong and confirmed by trend/volume filters, offering a higher-probability trade. • Momentum Peak : The point where bullish (or bearish) momentum reaches its maximum before weakening. When the oscillator value stops rising (or falling) and begins to reverse, the script flags it as a peak – signaling that the current move could be overextended. What is the Flux MA? The Flux MA (Moving Average) is an Exponential Moving Average (EMA) applied to a normalized oscillator, referred to as FM . Its purpose is to smooth out the fluctuations of the oscillator, providing a clearer picture of the underlying trend direction and strength. Think of it as a dynamic baseline that the oscillator moves above or below, helping you determine whether the market is trending bullish or bearish. How it’s calculated (Flux MA): 1.The oscillator is normalized (scaled to a range, typically between 0 and 1, using a default scale factor of 100.0). 2.An EMA is applied to this normalized value (FM) over a user-defined period (default is 10 periods). 3.The result is rescaled back to the oscillator’s original range for plotting. Why it matters : The Flux MA acts like a support or resistance level for the oscillator, making it easier to spot trend shifts. Color of the Flux Candle The Quantum Flux Candle visualizes the normalized oscillator (FM) as candlesticks, with colors that indicate specific market conditions based on the relationship between the FM and the Flux MA. Here’s what each color means: • Green : The FM is above the Flux MA, signaling bullish momentum. This suggests the market is trending upward. • Red : The FM is below the Flux MA, signaling bearish momentum. This suggests the market is trending downward. • Yellow : Indicates strong buy conditions (e.g., a "Strong Buy" signal combined with a positive trend). This is a high-confidence signal to go long. • Purple : Indicates strong sell conditions (e.g., a "Strong Sell" signal combined with a negative trend). This is a high-confidence signal to go short. The candle mode shows the oscillator’s open, high, low, and close values for each period, similar to price candlesticks, but it’s the color that provides the quick visual cue for trading decisions. How to Trade the Flux MA with Respect to the Candle Trading with the Flux MA and Quantum Flux Candle involves using the MA as a trend indicator and the candle colors as entry and exit signals. Here’s a step-by-step guide: 1. Identify the Trend Direction • Bullish Trend : The Flux Candle is green and positioned above the Flux MA. This indicates upward momentum. • Bearish Trend : The Flux Candle is red and positioned below the Flux MA. This indicates downward momentum. The Flux MA serves as the reference line—candles above it suggest buying pressure, while candles below it suggest selling pressure. 2. Interpret Candle Colors for Trade Signals • Green Candle : General bullish momentum. Consider entering or holding a long position. • Red Candle : General bearish momentum. Consider entering or holding a short position. • Yellow Candle : A strong buy signal. This is an ideal time to enter a long trade. • Purple Candle : A strong sell signal. This is an ideal time to enter a short trade. 3. Enter Trades Based on Crossovers and Colors • Long Entry : Enter a buy position when the Flux Candle turns green and crosses above the Flux MA. If it turns yellow, this is an even stronger signal to go long. • Short Entry : Enter a sell position when the Flux Candle turns red and crosses below the Flux MA. If it turns purple, this is an even stronger signal to go short. 4. Exit Trades • Exit Long : Close your buy position when the Flux Candle turns red or crosses below the Flux MA, indicating the bullish trend may be reversing. • Exit Short : Close your sell position when the Flux Candle turns green or crosses above the Flux MA, indicating the bearish trend may be reversing. •You might also exit a long trade if the candle changes from yellow to green (weakening strong buy signal) or a short trade from purple to red (weakening strong sell signal). 5. Use Additional Confirmation To avoid false signals, combine the Flux MA and candle signals with other indicators or dashboard metrics (e.g., trend strength, momentum, or volume pressure). For example: •A yellow candle with a " Strong Bullish " trend and high buying volume is a robust long signal. •A red candle with a " Moderate Bearish " trend and neutral momentum might need more confirmation before shorting. Practical Example Imagine you’re scalping a cryptocurrency: • Long Trade : The Flux Candle turns yellow and is above the Flux MA, with the dashboard showing "Strong Buy" and high buying volume. You enter a long position. You exit when the candle turns red and dips below the Flux MA. • Short Trade : The Flux Candle turns purple and crosses below the Flux MA, with a "Strong Sell" signal on the dashboard. You enter a short position. You exit when the candle turns green and crosses above the Flux MA. Market Presets and Adaptation This indicator is designed to work on any market with candlestick price data (stocks, crypto, forex, indices, etc.). To handle different behavior, it provides presets for major asset classes. Selecting a “Stocks,” “Crypto,” “Forex,” or “Options” preset automatically loads a set of parameter values optimized for that market . For example, a crypto preset might use a shorter lookback or higher sensitivity to account for crypto’s high volatility, while a stocks preset might use slightly longer smoothing since stocks often trend more slowly. In practice, this means the same core QFC logic applies across markets, but the thresholds and smoothing adjust so signals remain relevant for each asset type. Usage Guidelines • Recommended Timeframes : Optimized for 1 minute to 15 minute intraday charts. Can also be used on higher timeframes for short term swings. • Market Types : Select “Crypto,” “Stocks,” “Forex,” or “Options” to auto tune periods, thresholds and weights. Use “Custom” to manually adjust all inputs. • Interpreting Signals : Always confirm a signal by checking that trend, volume, and VWAP agree on the dashboard. A green “Strong Buy” arrow with green trend, green volume, and price > VWAP is highest probability. • Adjusting Sensitivity : To reduce false signals in fast markets, enable DI Reversal Confirmation and Dynamic Thresholds. For more frequent entries in trending environments, enable Early Entry Trigger. • Risk Management : This tool does not plot stop loss or take profit levels. Users should define their own risk parameters based on support/resistance or volatility bands. Background Shading To give you an at-a-glance sense of market regime without reading numbers, the indicator automatically tints the chart background in three modes—neutral, bullish and bearish—with two levels of intensity (light vs. dark): Neutral (Gray) When ADX is below 20 the market is considered “no trend” or too weak to trade. The background fills with a light gray (high transparency) so you know to sit on your hands. Bullish (Green) As soon as ADX rises above 20 and +DI exceeds –DI, the background turns a semi-transparent green, signaling an emerging uptrend. When ADX climbs above 30 (strong trend), the green becomes more opaque—reminding you that trend-following signals (Strong Buy, Pullback) carry extra weight. Bearish (Red) Similarly, if –DI exceeds +DI with ADX >20, you get a light red tint for a developing downtrend, and a darker, more solid red once ADX surpasses 30. By dynamically varying both hue (green vs. red vs. gray) and opacity (light vs. dark), the background instantly communicates trend strength and direction—so you always know whether to favor breakout-style entries (in a strong trend) or stay flat during choppy, low-ADX conditions. The setup shown in the above chart snapshot is BTCUSD 15 min chart : Binance for reference. Disclaimer No indicator guarantees profits. Backtest or paper trade this tool to understand its behavior in your market. Always use proper position sizing and stop loss orders. Good luck! - BullByte
Indikator Pine Script®
oleh BullByte
39
ORB-HL1. Opening Range Detection Automatically calculates the high and low of the first 15 minutes after the selected session opens. Supported sessions: New York (Futures): 08:30–08:45 EST New York (Equities): 09:30–09:45 EST London: 03:00–03:15 GMT Asia: 19:00–19:15 JST Plots ORB high/low lines for the rest of the day. 2. Breakout Signals Highlights the first valid breakout above or below the ORB range on the: 5-minute timeframe 15-minute timeframe Green arrows = breakout up (long) Red arrows = breakout down (short) 3. 1-Minute Projection When a breakout is confirmed on a higher timeframe (5m or 15m), a projection label (e.g., "5m", "15m") appears on the 1-minute chart. Purple label = 5m breakout Teal label = 15m breakout Helps you confirm momentum in real time while on the 1-minute chart. 4. Trailing Stop System Uses ATR to create an adaptive trailing stop after breakout. Turns green when price is above stop (bullish), red when below (bearish). Optional Buy / Sell signal labels appear on crossover events. 5. Session High/Low Visualization Tracks and displays the previous session’s High and Low for: Tokyo London New York Lines extend into the current session to act as S/R reference. Labels like "NY High", "Asia Low" are placed at the end of each line. 6. Alerts Built-in alerts for: First 5m or 15m breakout (long/short) Trailing stop Buy/Sell crossover 7. Customization Options Turn session H/L lines on/off per session Customize projection visibility Adjust ATR period and sensitivity Set how far each session line extends using bar offsets
Indikator Pine Script®
oleh UnknownPlayer_421
Multi VWAPsMulti VWAPs Inspired by Biran Shannon and his book: "MAXIMUM TRADING GAINS WITH ANCHORED VWAP . The Perfect Combination of Price, Time & Volume." (ISBN 9798986868004) A comprehensive VWAP (Volume Weighted Average Price) indicator that combines multiple timeframes and sessions in one view. Perfect for day trading and swing trading across different markets. Features: • Multiple VWAP Timeframes: - Daily VWAP - Weekly VWAP - Monthly VWAP - Quarterly VWAP - Yearly VWAP • Session-specific VWAPs: - London Session (3:00 AM - 11:30 AM NY time) - New York Session (9:30 AM - 4:00 PM NY time) • Additional Indicators: - Midnight Price Line (Previous day's closing price) - 5-Day Moving Average - 50-Day Moving Average • Customization Options: - Toggle individual VWAPs and indicators - Customize colors for each component - Adjustable label positioning - MA smoothing settings - Option to show/hide previous day's midnight price • Smart Features: - Auto-adjusting calculations based on timeframe - Clear session boundaries - Optimized for all chart timeframes - Clean label system Perfect for: • Day traders tracking multiple timeframe momentum • Swing traders using longer-term VWAPs • Session traders focusing on London/NY hours • Multi-timeframe analysis • Price action trading with VWAP support/resistance This indicator combines essential trading tools in one clean interface, helping you make informed decisions without cluttering your chart.
Indikator Pine Script®
oleh Khalid_Day_Trader
11
Goldman Sachs Risk Appetite ProxyRisk appetite indicators serve as barometers of market psychology, measuring investors' collective willingness to engage in risk-taking behavior. According to Mosley & Singer (2008), "cross-asset risk sentiment indicators provide valuable leading signals for market direction by capturing the underlying psychological state of market participants before it fully manifests in price action." The GSRAI methodology aligns with modern portfolio theory, which emphasizes the importance of cross-asset correlations during different market regimes. As noted by Ang & Bekaert (2002), "asset correlations tend to increase during market stress, exhibiting asymmetric patterns that can be captured through multi-asset sentiment indicators." Implementation Methodology Component Selection Our implementation follows the core framework outlined by Goldman Sachs research, focusing on four key components: Credit Spreads (High Yield Credit Spread) As noted by Duca et al. (2016), "credit spreads provide a market-based assessment of default risk and function as an effective barometer of economic uncertainty." Higher spreads generally indicate deteriorating risk appetite. Volatility Measures (VIX) Baker & Wurgler (2006) established that "implied volatility serves as a direct measure of market fear and uncertainty." The VIX, often called the "fear gauge," maintains an inverse relationship with risk appetite. Equity/Bond Performance Ratio (SPY/IEF) According to Connolly et al. (2005), "the relative performance of stocks versus bonds offers significant insight into market participants' risk preferences and flight-to-safety behavior." Commodity Ratio (Oil/Gold) Baur & McDermott (2010) demonstrated that "gold often functions as a safe haven during market turbulence, while oil typically performs better during risk-on environments, making their ratio an effective risk sentiment indicator." Standardization Process Each component undergoes z-score normalization to enable cross-asset comparisons, following the statistical approach advocated by Burdekin & Siklos (2012). The z-score transformation standardizes each variable by subtracting its mean and dividing by its standard deviation: Z = (X - μ) / σ This approach allows for meaningful aggregation of different market signals regardless of their native scales or volatility characteristics. Signal Integration The four standardized components are equally weighted and combined to form a composite score. This democratic weighting approach is supported by Rapach et al. (2010), who found that "simple averaging often outperforms more complex weighting schemes in financial applications due to estimation error in the optimization process." The final index is scaled to a 0-100 range, with: Values above 70 indicating "Risk-On" market conditions Values below 30 indicating "Risk-Off" market conditions Values between 30-70 representing neutral risk sentiment Limitations and Differences from Original Implementation Proprietary Components The original Goldman Sachs indicator incorporates additional proprietary elements not publicly disclosed. As Goldman Sachs Global Investment Research (2019) notes, "our comprehensive risk appetite framework incorporates proprietary positioning data and internal liquidity metrics that enhance predictive capability." Technical Limitations Pine Script v6 imposes certain constraints that prevent full replication: Structural Limitations: Functions like plot, hline, and bgcolor must be defined in the global scope rather than conditionally, requiring workarounds for dynamic visualization. Statistical Processing: Advanced statistical methods used in the original model, such as Kalman filtering or regime-switching models described by Ang & Timmermann (2012), cannot be fully implemented within Pine Script's constraints. Data Availability: As noted by Kilian & Park (2009), "the quality and frequency of market data significantly impacts the effectiveness of sentiment indicators." Our implementation relies on publicly available data sources that may differ from Goldman Sachs' institutional data feeds. Empirical Performance While a formal backtest comparison with the original GSRAI is beyond the scope of this implementation, research by Froot & Ramadorai (2005) suggests that "publicly accessible proxies of proprietary sentiment indicators can capture a significant portion of their predictive power, particularly during major market turning points." References Ang, A., & Bekaert, G. (2002). "International Asset Allocation with Regime Shifts." Review of Financial Studies, 15(4), 1137-1187. Ang, A., & Timmermann, A. (2012). "Regime Changes and Financial Markets." Annual Review of Financial Economics, 4(1), 313-337. Baker, M., & Wurgler, J. (2006). "Investor Sentiment and the Cross-Section of Stock Returns." Journal of Finance, 61(4), 1645-1680. Baur, D. G., & McDermott, T. K. (2010). "Is Gold a Safe Haven? International Evidence." Journal of Banking & Finance, 34(8), 1886-1898. Burdekin, R. C., & Siklos, P. L. (2012). "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010." Pacific-Basin Finance Journal, 20(3), 521-541. Connolly, R., Stivers, C., & Sun, L. (2005). "Stock Market Uncertainty and the Stock-Bond Return Relation." Journal of Financial and Quantitative Analysis, 40(1), 161-194. Duca, M. L., Nicoletti, G., & Martinez, A. V. (2016). "Global Corporate Bond Issuance: What Role for US Quantitative Easing?" Journal of International Money and Finance, 60, 114-150. Froot, K. A., & Ramadorai, T. (2005). "Currency Returns, Intrinsic Value, and Institutional-Investor Flows." Journal of Finance, 60(3), 1535-1566. Goldman Sachs Global Investment Research (2019). "Risk Appetite Framework: A Practitioner's Guide." Kilian, L., & Park, C. (2009). "The Impact of Oil Price Shocks on the U.S. Stock Market." International Economic Review, 50(4), 1267-1287. Mosley, L., & Singer, D. A. (2008). "Taking Stock Seriously: Equity Market Performance, Government Policy, and Financial Globalization." International Studies Quarterly, 52(2), 405-425. Oppenheimer, P. (2007). "A Framework for Financial Market Risk Appetite." Goldman Sachs Global Economics Paper. Rapach, D. E., Strauss, J. K., & Zhou, G. (2010). "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy." Review of Financial Studies, 23(2), 821-862.
Indikator Pine Script®
oleh EdgeTools
RSI Horizontal resistance levelsRSI Horizontal Resistance Levels Purpose This study automatically draws horizontal price rays every time the Relative Strength Index (RSI) trades inside a user‑defined band (default = 50 ± 1). The idea is to spotlight price levels that historically coincided with a specific RSI state—levels that often evolve into short‑term support or resistance as sentiment repeats. How it works Raw RSI – The script computes an un‑smoothed RSI of the closing price (rsiLength, default = 3). Trigger zone – Whenever RSI falls within level ± tolerance (e.g., 49 – 51) the close price of that bar becomes a reference. Horizontal ray – A ray (extend.right) is drawn from that close and continues indefinitely to the right, creating a live price level. History management – Only the most recent N rays are kept (maxRays, default = 5); the oldest line is deleted automatically to avoid chart clutter. Inputs Name Default Description RSI Length 3 Look‑back of the RSI calculation. RSI Level 50 Center of the trigger zone. Common alternatives: 30, 70, custom mid‑lines. Tolerance 1 Width of the RSI band on each side of RSI Level (set 0 for an exact hit). Max Rays 5 Maximum number of active horizontal levels kept on screen. Ray Color Yellow Visual color of the rays. Ray Width 2 Thickness of the rays. How to use it Spot recurring reaction zones – Markets often hesitate near prices where momentum has flipped before. The rays reveal those spots automatically. Combine with candlestick or volume cues – A level marked by this script plus a rejection wick, volume spike, or divergence can strengthen conviction. Adapt the band – 50 ± tolerance → momentum balance line (trend pullbacks) 70 ± tolerance → overbought fade levels 30 ± tolerance → oversold bounce levels Works on any asset or timeframe; shorter RSI periods highlight intraday rotations, longer periods capture swing pivots. Tips & cautions A drawn line is not a guarantee of future reversal—always validate with price action and risk management. For high‑frequency strategies, consider lowering tolerance or increasing rsiLength to reduce noise. You can add custom alerts on RSI crossing the band to receive push or email notifications. Happy trading!
Indikator Pine Script®
oleh RezzoRedPriest
Enhanced Volume Trend Indicator with BB SqueezeEnhanced Volume Trend Indicator with BB Squeeze: Comprehensive Explanation The visualization system allows traders to quickly scan multiple securities to identify high-probability setups without detailed analysis of each chart. The progression from squeeze to breakout, supported by volume trend confirmation, offers a systematic approach to identifying trading opportunities. The script combines multiple technical analysis approaches into a comprehensive dashboard that helps traders make informed decisions by identifying high-probability setups while filtering out noise through its sophisticated confirmation requirements. It combines multiple technical analysis approaches into an integrated visual system that helps traders identify potential trading opportunities while filtering out false signals. Core Features 1. Volume Analysis Dashboard The indicator displays various volume-related metrics in customizable tables: AVOL (After Hours + Pre-Market Volume): Shows extended hours volume as a percentage of the 21-day average volume with color coding for buying/selling pressure. Green indicates buying pressure and red indicates selling pressure. Volume Metrics: Includes regular volume (VOL), dollar volume ($VOL), relative volume compared to 21-day average (RVOL), and relative volume compared to 90-day average (RVOL90D). Pre-Market Data: Optional display of pre-market volume (PVOL), pre-market dollar volume (P$VOL), pre-market relative volume (PRVOL), and pre-market price change percentage (PCHG%). 2. Enhanced Volume Trend (VTR) Analysis The Volume Trend indicator uses adaptive analysis to evaluate buying and selling pressure, combining multiple factors: MACD (Moving Average Convergence Divergence) components Volume-to-SMA (Simple Moving Average) ratio Price direction and market conditions Volume change rates and momentum EMA (Exponential Moving Average) alignment and crossovers Volatility filtering VTR Visual Indicators The VTR score ranges from 0-100, with values above 50 indicating bullish conditions and below 50 indicating bearish conditions. This is visually represented by colored circles: "●" (Filled Circle): Green: Strong bullish trend (VTR ≥ 80) Red: Strong bearish trend (VTR ≤ 20) "◯" (Hollow Circle): Green: Moderate bullish trend (VTR 65-79) Red: Moderate bearish trend (VTR 21-35) "·" (Small Dot): Green: Weak bullish trend (VTR 55-64) Red: Weak bearish trend (VTR 36-45) "○" (Medium Hollow Circle): Neutral conditions (VTR 46-54), shown in gray In "Both" display mode, the VTR shows both the numerical score (0-100) alongside the appropriate circle symbol. Enhanced VTR Settings The Enhanced Volume Trend component offers several advanced customization options: Adaptive Volume Analysis (volTrendAdaptive): When enabled, dynamically adjusts volume thresholds based on recent market volatility Higher volatility periods require proportionally higher volume to generate significant signals Helps prevent false signals during highly volatile markets Keep enabled for most trading conditions, especially in volatile markets Speed of Change Weight (volTrendSpeedWeight, range 0-1): Controls emphasis on volume acceleration/deceleration rather than absolute levels Higher values (0.7-1.0): More responsive to new volume trends, better for momentum trading Lower values (0.2-0.5): Less responsive, better for trend following Helps identify early volume trends before they fully develop Momentum Period (volTrendMomentumPeriod, range 2-10): Defines lookback period for volume change rate calculations Lower values (2-3): More responsive to recent changes, better for short timeframes Higher values (7-10): Smoother, better for daily/weekly charts Directly affects how quickly the indicator responds to new volume patterns Volatility Filter (volTrendVolatilityFilter): Adjusts significance of volume by factoring in current price volatility High volume during high volatility receives less weight High volume during low volatility receives more weight Helps distinguish between genuine volume-driven moves and volatility-driven moves EMA Alignment Weight (volTrendEmaWeight, range 0-1): Controls importance of EMA alignments in final VTR calculation Analyzes multiple EMA relationships (5, 10, 21 period) Higher values (0.7-1.0): Greater emphasis on trend structure Lower values (0.2-0.5): More focus on pure volume patterns Display Mode (volTrendDisplayMode): "Value": Shows only numerical score (0-100) "Strength": Shows only symbolic representation "Both": Shows numerical score and symbol together 3. Bollinger Band Squeeze Detection (SQZ) The BB Squeeze indicator identifies periods of low volatility when Bollinger Bands contract inside Keltner Channels, often preceding significant price movements. SQZ Visual Indicators "●" (Filled Circle): Strong squeeze - high probability setup for an impending breakout Green: Strong squeeze with bullish bias (likely upward breakout) Red: Strong squeeze with bearish bias (likely downward breakout) Orange: Strong squeeze with unclear direction "◯" (Hollow Circle): Moderate squeeze - medium probability setup Green: With bullish EMA alignment Red: With bearish EMA alignment Orange: Without clear directional bias "-" (Dash): Gray dash indicates no squeeze condition (normal volatility) The script identifies squeeze conditions through multiple methods: Bollinger Bands contracting inside Keltner Channels BB width falling to bottom 20% of recent range (BB width percentile) Very narrow Keltner Channel (less than 5% of basis price) Tracking squeeze duration in consecutive bars Different squeeze strengths are detected: Strong Squeeze: BB inside KC with tight BB width and narrow KC Moderate Squeeze: BB inside KC with either tight BB width or narrow KC No Squeeze: Normal market conditions 4. Breakout Detection System The script includes two breakout indicators working in sequence: 4.1 Pre-Breakout (PBK) Indicator Detects potential upcoming breakouts by analyzing multiple factors: Squeeze conditions lasting 2-3 bars or more Significant price ranges Strong volume confirmation EMA/MACD crossovers Consistent price direction PBK Visual Indicators "●" (Filled Circle): Detected pre-breakout condition Green: Likely upward breakout (bullish) Red: Likely downward breakout (bearish) Orange: Direction not yet clear, but breakout likely "-" (Dash): Gray dash indicates no pre-breakout condition The PBK uses sophisticated conditions to reduce false signals including minimum squeeze length, significant price movement, and technical confirmations. 4.2 Breakout (BK) Indicator Confirms actual breakouts in progress by identifying: End of squeeze or strong expansion of Bollinger Bands Volume expansion Price moving outside Bollinger Bands EMA crossovers with volume confirmation MACD crossovers with significant price range BK Visual Indicators "●" (Filled Circle): Confirmed breakout in progress Green: Upward breakout (bullish) Red: Downward breakout (bearish) Orange: Unusual breakout pattern without clear direction "◆" (Diamond): Special breakout conditions (meets some but not all criteria) "-" (Dash): Gray dash indicates no breakout detected The BK indicator uses advanced filters for confirmation: Requires consecutive breakout signals to reduce false positives Strong volume confirmation requirements (40% above average) Significant price movement thresholds Consistency checks between price action and indicators 5. Market Metrics and Analysis Price Change Percentage (CHG%) Displays the current percentage change relative to the previous day's close, color-coded green for positive changes and red for negative changes. Average Daily Range (ADR%) Calculates the average daily percentage range over a specified period (default 20 days), helping traders gauge volatility and set appropriate price targets. Average True Range (ATR) Shows the Average True Range value, a volatility indicator developed by J. Welles Wilder that measures market volatility by decomposing the entire range of an asset price for that period. Relative Strength Index (RSI) Displays the standard 14-period RSI, a momentum oscillator that measures the speed and change of price movements on a scale from 0 to 100. 6. External Market Indicators QQQ Change Shows the percentage change in the Invesco QQQ Trust (tracking the Nasdaq-100 Index), useful for understanding broader tech market trends. UVIX Change Displays the percentage change in UVIX, a volatility index, providing insight into market fear and potential hedging activity. BTC-USD Shows the current Bitcoin price from Coinbase, useful for traders monitoring crypto correlation with equities. Market Breadth (BRD) Calculates the percentage difference between ATHI.US and ATLO.US (high vs. low securities), indicating overall market direction and strength. 7. Session Analysis and Volume Direction Session Detection The script accurately identifies different market sessions: Pre-market: 4:00 AM to 9:30 AM Regular market: 9:30 AM to 4:00 PM After-hours: 4:00 PM to 8:00 PM Closed: Outside trading hours This detection works on any timeframe through careful calculation of current time in seconds. Buy/Sell Volume Direction The script analyzes buying and selling pressure by: Counting up volume when close > open Counting down volume when close < open Tracking accumulated volume within the day Calculating intraday pressure (up volume minus down volume) Enhanced AVOL Calculation The improved AVOL calculation works in all timeframes by: Estimating typical pre-market and after-hours volume percentages Combining yesterday's after-hours with today's pre-market volume Calculating this as a percentage of the 21-day average volume Determining buying/selling pressure by analyzing after-hours and pre-market price changes Color-coding results: green for buying pressure, red for selling pressure This calculation is particularly valuable because it works consistently across any timeframe. Customization Options Display Settings The dashboard has two customizable tables: Volume Table and Metrics Table, with positions selectable as bottom_left or bottom_right. All metrics can be individually toggled on/off: Pre-market data (PVOL, P$VOL, PRVOL, PCHG%) Volume data (AVOL, RVOL Day, RVOL 90D, Volume, SEED_YASHALGO_NSE_BREADTH:VOLUME ) Price metrics (ADR%, ATR, RSI, Price Change%) Market indicators (QQQ, UVIX, Breadth, BTC-USD) Analysis indicators (Volume Trend, BB Squeeze, Pre-Breakout, Breakout) These toggle options allow traders to customize the dashboard to show only the metrics they find most valuable for their trading style. Table and Text Customization The dashboard's appearance can be customized: Table background color via tableBgColor Text color (White or Black) via textColorOption The indicator uses smart formatting for volume and price values, automatically adding appropriate suffixes (K, M, B) for readability. MACD Configuration for VTR The Volume Trend calculation incorporates MACD with customizable parameters: Fast Length: Controls the period for the fast EMA (default 3) Slow Length: Controls the period for the slow EMA (default 9) Signal Length: Controls the period for the signal line EMA (default 5) MACD Weight: Controls how much influence MACD has on the volume trend score (default 0.3) These settings allow traders to fine-tune how momentum is factored into the volume trend analysis. Bollinger Bands and Keltner Channel Settings The Bollinger Bands and Keltner Channels used for squeeze detection have preset (hidden) parameters: BB Length: 20 periods BB Multiplier: 2.0 standard deviations Keltner Length: 20 periods Keltner Multiplier: 1.5 ATR These settings follow standard practice for squeeze detection while maintaining simplicity in the user interface. Practical Trading Applications Complete Trading Strategies 1. Squeeze Breakout Strategy This strategy combines multiple components of the indicator: Wait for a strong squeeze (SQZ showing ●) Look for pre-breakout confirmation (PBK showing ● in green or red) Enter when breakout is confirmed (BK showing ● in same direction) Use VTR to confirm volume supports the move (VTR ≥ 65 for bullish or ≤ 35 for bearish) Set profit targets based on ADR (Average Daily Range) Exit when VTR begins to weaken or changes direction 2. Volume Divergence Strategy This strategy focuses on the volume trend relative to price: Identify when price makes a new high but VTR fails to confirm (divergence) Look for VTR to show weakening trend (● changing to ◯ or ·) Prepare for potential reversal when SQZ begins to form Enter counter-trend position when PBK confirms reversal direction Use external indicators (QQQ, BTC, Breadth) to confirm broader market support 3. Pre-Market Edge Strategy This strategy leverages pre-market data: Monitor AVOL for unusual pre-market activity (significantly above 100%) Check pre-market price change direction (PCHG%) Enter position at market open if VTR confirms direction Use SQZ to determine if volatility is likely to expand Exit based on RVOL declining or price reaching +/- ADR for the day Market Context Integration The indicator provides valuable context for trading decisions: QQQ change shows tech market direction BTC price shows crypto market correlation UVIX change indicates volatility expectations Breadth measurement shows market internals This context helps traders avoid fighting the broader market and align trades with overall market direction. Timeframe Optimization The indicator is designed to work across different timeframes: For day trading: Focus on AVOL, VTR, PBK/BK, and use shorter momentum periods For swing trading: Focus on SQZ duration, VTR strength, and broader market indicators For position trading: Focus on larger VTR trends and use EMA alignment weight Advanced Analytical Components Enhanced Volume Trend Score Calculation The VTR score calculation is sophisticated, with the base score starting at 50 and adjusting for: Price direction (up/down) Volume relative to average (high/normal/low) Volume acceleration/deceleration Market conditions (bull/bear) Additional factors are then applied, including: MACD influence weighted by strength and direction Volume change rate influence (speed) Price/volume divergence effects EMA alignment scores Volatility adjustments Breakout strength factors Price action confirmations The final score is clamped between 0-100, with values above 50 indicating bullish conditions and below 50 indicating bearish conditions. Anti-False Signal Filters The indicator employs multiple techniques to reduce false signals: Requiring significant price range (minimum percentage movement) Demanding strong volume confirmation (significantly above average) Checking for consistent direction across multiple indicators Requiring prior bar consistency (consecutive bars moving in same direction) Counting consecutive signals to filter out noise These filters help eliminate noise and focus on high-probability setups. MACD Enhancement and Integration The indicator enhances standard MACD analysis: Calculating MACD relative strength compared to recent history Normalizing MACD slope relative to volatility Detecting MACD acceleration for stronger signals Integrating MACD crossovers with other confirmation factors EMA Analysis System The indicator uses a comprehensive EMA analysis system: Calculating multiple EMAs (5, 10, 21 periods) Detecting golden cross (10 EMA crosses above 21 EMA) Detecting death cross (10 EMA crosses below 21 EMA) Assessing price position relative to EMAs Measuring EMA separation percentage Recent Enhancements and Evolution Version 5.2 includes several improvements: Enhanced AVOL to show buying/selling direction through color coding Improved VTR with adaptive analysis based on market conditions AVOL display now works in all timeframes through sophisticated estimation Removed animal symbols and streamlined code with bright colors for better visibility Improved anti-false signal filters throughout the system Optimizing Indicator Settings For Different Market Types Range-Bound Markets: Lower EMA Alignment Weight (0.2-0.4) Higher Speed of Change Weight (0.8-1.0) Focus on SQZ and PBK signals for breakout potential Trending Markets: Higher EMA Alignment Weight (0.7-1.0) Moderate Speed of Change Weight (0.4-0.6) Focus on VTR strength and BK confirmations Volatile Markets: Enable Volatility Filter Enable Adaptive Volume Analysis Lower Momentum Period (2-3) Focus on strong volume confirmation (VTR ≥ 80 or ≤ 20) For Different Asset Classes Equities: Standard settings work well Pay attention to AVOL for gap potential Monitor QQQ correlation Futures: Consider higher Volume/RVOL weight Reduce MACD weight slightly Pay close attention to SQZ duration Crypto: Higher volatility thresholds may be needed Monitor BTC price for correlation Focus on stronger confirmation signals Integrated Visual System for Trading Decisions The colored circle indicators create an intuitive visual system for quick market assessment: Progression Sequence: SQZ (Squeeze) → PBK (Pre-Breakout) → BK (Breakout) This sequence often occurs in order, with the squeeze leading to pre-breakout conditions, followed by an actual breakout. VTR (Volume Trend): Provides context about the volume supporting these movements. Color Coding: Green for bullish conditions, red for bearish conditions, and orange/gray for neutral or undefined conditions.
Indikator Pine Script®
oleh tommyttcat
Session VolumeThis script tracks and displays 30-minute volume segments during the Regular Trading Hours (RTH) session. It allows traders to visually compare each time block’s volume today vs. the same block from the previous day, helping spot early signs of strength, weakness, or divergence. Features: Tracks 13 blocks from 9:30 AM to 4:15 PM ET. Compares today's volume against historical volume from the same time block yesterday. Highlights percentage changes per block. Summary row totals show overall volume trend today vs. yesterday. This tool is useful for discretionary traders, auction market theorists, and anyone who incorporates market-generated information into their decision-making.
Indikator Pine Script®
oleh Laggard_Energy
IBD Style Candles [tradeviZion]IBD Style Candles - Visualize Price Bars Like the Pros Transform your chart with institutional-grade IBD-style bars and customizable moving averages for both daily and weekly timeframes. This indicator helps you visualize price action the way professionals at Investors Business Daily do. What This Indicator Offers: IBD-style bar visualization (clean, professional appearance) Customizable coloring based on price movement or previous close Automatic timeframe detection for appropriate moving averages Four customizable moving averages for daily timeframes (10, 21, 50, 200) Four customizable moving averages for weekly timeframes (10, 20, 30, 40) Options to use SMAs or EMAs with adjustable colors and line widths "The IBD-style bars provide a cleaner view of price action, allowing you to focus on market structure without the visual noise of traditional candles." How to Apply the IBD-Style Bars: On your TradingView chart, select "Bars" as the chart type from the main chart type selection menu (next to the time interval options). Right-click on the chart and select "Settings". Go to the "Symbol" tab. Uncheck the "Thin Bars" option to display thicker bars. Set the "Up Color" and "Down Color" opacity to 0 for a clean IBD-style appearance. Enable "IBD-style Candles" from the script's settings. To revert to the original chart style, repeat the above steps and restore the default settings. Moving Average Configuration: The indicator automatically detects your timeframe and displays the appropriate moving averages: Daily Timeframe Moving Averages: 10-day moving average (SMA/EMA) 21-day moving average (SMA/EMA) 50-day moving average (SMA/EMA) 200-day moving average (SMA/EMA) Weekly Timeframe Moving Averages: 10-week moving average (SMA/EMA) 20-week moving average (SMA/EMA) 30-week moving average (SMA/EMA) 40-week moving average (SMA/EMA) Usage Tips: Enable "Color bars based on previous close" to identify momentum shifts based on prior candle closes Customize colors to match your chart theme or preference Enable only the moving averages relevant to your trading strategy For cleaner charts, reduce the number of visible moving averages For stock trading, the 10/21/50/200 daily and 10/40 weekly MAs are most commonly used by institutions // Example configuration for different timeframes if timeframe.isweekly // Weekly configuration showSMA1_Weekly = true // 10-week MA showSMA4_Weekly = true // 40-week MA else // Daily configuration showMA2_Daily = true // 21-day MA showMA3_Daily = true // 50-day MA showMA4_Daily = true // 200-day MA While the IBD style provides clarity, remember that no visualization method guarantees trading success. Always combine with proper analysis and risk management. If you found this indicator helpful, please consider leaving a comment or suggestion for future improvements. Happy trading!
Indikator Pine Script®
oleh TradeVizion
6
Key Recent Highs and LowsKey Recent Highs & Lows — Session‐Aware Market Structure TL;DR This tool plots the most important intraday price extremes for every U.S.‑equity trading segment—Early Premarket • Western Premarket • Regular Hours • Post‑Market Hours • Yesterday’s Range—and labels them so you can trade break‑outs, retests and mean‑reversion with instant context. 📐 Theory & Why These Levels Matter Liquidity Pools Visible session extremes attract resting orders (stop‑losses, take‑profits, opening prints). Price often accelerates into them and reacts at them. Market Memory The previous day’s high/low is a widely‑watched pivot for gap fills, overnight inventory corrections and multi‑day breakouts. Mean‑Reversion Windows Statistically, pre‑ and post‑market ranges are thin; an aggressive spike outside those bands often retraces when full liquidity returns. Break‑Out Confirmation A true breakout isn’t just a tick above RTH‑high—it usually closes or at least consolidates above the prior extreme. Seeing all bands lets you gauge whether a push is “real” or just probing thinner sessions. Put simply, these levels help you decide: Break‑out ➜ trade in the direction of expansion past a session extreme with follow‑through. Fade/Mean‑Revert ➜ fade a spike that tags an extreme without commitment (e.g., hits Western‑Premkt‑High then stalls before RTH). 🔍 What the Script Draws Session (UTC‑4 EST) Default Color / Style Typical Use‑Case Early Premarket 4 – 7 AM Thick semi‑transparent orange line detect overnight retail spikes / fade plays Western Premarket 7 – 9 : 30 AM Dashed orange‑red breakout watch as U.S. brokers open Regular Session (RTH) 9 : 30 – 16 : 00 Bold teal dotted line core intraday structure; classic highs/lows Post‑Market 16 – 23 : 59 Soft indigo band after‑hours news moves, earnings fades Previous‑Day RTH Solid teal gap‑fill targets, trend continuation filters (All colors, thicknesses and transparencies are editable in the settings.) ✨ Features Real‑Time Updates Levels refresh tick‑by‑tick inside their own session—no repainting later. One‑Click Visibility Toggles Show or hide any session extreme independently. Clean Auto‑Labels Optional right‑edge tags (“RTH High”, “Premkt Low”, etc.) keep your chart readable even when lines overlap. Automatic Daily Reset At midnight Eastern, buffers clear and yesterday’s extremes roll into the “Prev‑Day” pair. Zero‑Noise Design Transparencies and line styles are tuned so you can overlay on any symbol / timeframe without drowning candles. 📈 How to Trade with It Intraday Breakout Strategy Mark confluence (e.g., price pushes through Western Premkt High and Yesterday’s High). Wait for a pullback that holds above the reclaimed band. Enter with stop under that session line; target next band or measured‑move. Fade / Mean‑Reversion Pre‑market headline sends price 5 % above Early Premkt High. Volume dries up before RTH open. Short into exhaustion; cover near Western Premkt High or VWAP. Gap‑Fill & Trend Days Cash open gaps above Prev‑Day High. If first 15‑min candle closes back inside yesterday’s range, bias shifts to downside fade. If it holds above, treat gap as breakout and track RTH High extensions. Pair it with volume‑profile, VWAP, or momentum oscillators for even higher‑confidence setups. ⚙️ Settings Cheat‑Sheet Setting Effect Show Regular / Premarket / Post‑market High/Low Master visibility per session Show Previous Day High/Low Toggle yesterday’s anchor range Show Session Labels Turn the right‑edge tags on/off Style Panel Change each line’s color, width, transparency, dash/dot 🛠️ Best Practices Works on any intraday timeframe (1‑min to 1‑hour). Crypto or 24 h markets: adjust session times to match your exchange. Combine with alerts (e.g., “price crossing RTH High”) for hands‑free monitoring. Put KRHL on your chart and you’ll never wonder which high matters most again—because they’re all right there, clearly labeled and color‑coded. Trade breakouts or fades with confidence, armed with the exact market structure everyone else is watching.
Indikator Pine Script®
oleh garysebastianbrowniii
[NIC] Volatility Anomaly Indicator (Inspired by Jeff Augen)Volatility Anomaly Indicator (Inspired by Jeff Augen) The Volatility Anomaly Indicator, inspired by Jeff Augen’s The Volatility Edge in Options Trading, helps traders spot price distortions by analyzing volatility imbalances. It compares short-term (10-day) and long-term (30-day) historical volatility (HV), plotting the ratio in a subgraph with clusters of dots to highlight anomalies—red for volatility spikes (potential sells) and green for calm periods (potential buys). Originality: This indicator uniquely adapts Augen’s volatility concepts into a visual tool, focusing on relative volatility distortions rather than absolute levels, making it ideal for volatile assets like $TQQQ. Features: Calculates the ratio of short-term to long-term volatility. Detects spikes (ratio > 1.5) and calm periods (ratio < 0.67) with customizable thresholds. Plots volatility ratio as a blue line, with red/green dots for anomalies. Includes optional buy/sell signals on the main chart (if overlay is enabled). How It Works The indicator computes historical volatility using log returns, then calculates the short-term to long-term volatility ratio. Spikes and calm periods are marked with dots in the subgraph, and threshold lines (1.5 and 0.67) provide context. Buy signals (green triangles) trigger during calm periods, and sell signals (red triangles) during spikes. How to Use Apply to any chart (e.g., NASDAQ:TQQQ daily). Adjust inputs: Short Volatility Period (10), Long Volatility Period (30), Volatility Spike Threshold (1.5). Watch for red dot clusters (spikes, potential sells) and green dot clusters (calm, potential buys). Combine with price action or RSI for confirmation. Why Use This Indicator? Focuses on volatility-driven price inefficiencies. Clear visualization with dot clusters. Customizable for different assets and timeframes. Limitations Not a standalone system; requires confirmation. May give false signals in choppy markets.
Indikator Pine Script®
oleh NicTheMajestic
The Echo System🔊 The Echo System – Trend + Momentum Trading Strategy Overview: The Echo System is a trend-following and momentum-based trading tool designed to identify high-probability buy and sell signals through a combination of market trend analysis, price movement strength, and candlestick validation. Key Features: 📈 Trend Detection: Uses a 30 EMA vs. 200 EMA crossover to confirm bullish or bearish trends. Visual trend strength meter powered by percentile ranking of EMA distance. 🔄 Momentum Check: Detects significant price moves over the past 6 bars, enhanced by ATR-based scaling to filter weak signals. 🕯️ Candle Confirmation: Validates recent price action using the previous and current candle body direction. ✅ Smart Conditions Table: A live dashboard showing all trade condition checks (Trend, Recent Price Move, Candlestick confirmations) in real-time with visual feedback. 📊 Backtesting & Stats: Auto-calculates average win, average loss, risk-reward ratio (RRR), and win rate across historical signals. Clean performance dashboard with color-coded metrics for easy reading. 🔔 Alerts: Set alerts for trade signals or significant price movements to stay updated without monitoring the chart 24/7. Visuals: Trend markers and price movement flags plotted directly on the chart. Dual tables: 📈 Conditions table (top-right): breaks down trade criteria status. 📊 Performance table (bottom-right): shows real-time stats on win/loss and RRR.🔊 The Echo System – Trend + Momentum Trading Strategy Overview: The Echo System is a trend-following and momentum-based trading tool designed to identify high-probability buy and sell signals through a combination of market trend analysis, price movement strength, and candlestick validation. Key Features: 📈 Trend Detection: Uses a 30 EMA vs. 200 EMA crossover to confirm bullish or bearish trends. Visual trend strength meter powered by percentile ranking of EMA distance. 🔄 Momentum Check: Detects significant price moves over the past 6 bars, enhanced by ATR-based scaling to filter weak signals. 🕯️ Candle Confirmation: Validates recent price action using the previous and current candle body direction. ✅ Smart Conditions Table: A live dashboard showing all trade condition checks (Trend, Recent Price Move, Candlestick confirmations) in real-time with visual feedback. 📊 Backtesting & Stats: Auto-calculates average win, average loss, risk-reward ratio (RRR), and win rate across historical signals. Clean performance dashboard with color-coded metrics for easy reading. 🔔 Alerts: Set alerts for trade signals or significant price movements to stay updated without monitoring the chart 24/7. Visuals: Trend markers and price movement flags plotted directly on the chart. Dual tables: 📈 Conditions table (top-right): breaks down trade criteria status. 📊 Performance table (bottom-right): shows real-time stats on win/loss and RRR.
Indikator Pine Script®
oleh elicruz2380
1
ETH to RTH Gap DetectorETH to RTH Gap Detector What It Does This indicator identifies and tracks custom-defined gaps that form between Extended Trading Hours (ETH) and Regular Trading Hours (RTH). Unlike traditional gap definitions, this indicator uses a specialized approach - defining up gaps as the space between previous session close high to current session initial balance low, and down gaps as the space from previous session close low to current session initial balance high. Each detected gap is monitored until it's touched by price. Key Features Detects custom-defined ETH-RTH gaps based on previous session close and current session initial balance Automatically identifies both up gaps and down gaps Visualizes gaps with color-coded boxes that extend until touched Tracks when gaps are filled (when price touches the gap area) Offers multiple display options for filled gaps (color change, border only, pattern, or delete) Provides comprehensive statistics including total gaps, up/down ratio, and touched gap percentage Includes customizable alert system for real-time gap filling notifications Features toggle options for dashboard visibility and weekend sessions Uses time-based box coordinates to avoid common TradingView drawing limitations How To Use It Configure Session Times : Set your preferred RTH hours and timezone (default 9:30-16:00 America/New York) Set Initial Balance Period : Adjust the initial balance period (default 30 minutes) for gap detection sensitivity Monitor Gap Formation : The indicator automatically detects gaps between the previous session close and current session IB Watch For Gap Fills : Gaps change appearance or disappear when price touches them, based on your selected style Check Statistics : View the dashboard to see total gaps, directional distribution, and touched percentage Set Alerts : Enable alerts to receive notifications when gaps are filled Settings Guide RTH Settings : Configure the start/end times and timezone for Regular Trading Hours Initial Balance Period : Controls how many minutes after market open to calculate the initial balance (1-240 minutes) Display Settings : Toggle gap boxes, extension behavior, and dashboard visibility Filled Box Style : Choose how filled gaps appear - Filled (color change), Border Only, Pattern, or Delete Color Settings : Customize colors for up gaps, down gaps, and filled gaps Alert Settings : Control when and how alerts are triggered for gap fills Weekend Session Toggle : Option to include or exclude weekend trading sessions Technical Details The indicator uses time-based coordinates (xloc.bar_time) to prevent "bar index too far" errors Gap boxes are intelligently limited to avoid TradingView's 500-bar drawing limitation Box creation and fill detection use proper range intersection logic for accuracy Session detection is handled using TradingView's session string format for reliability Initial balance detection is precisely calculated based on time difference Statistics calculations exclude zero-division scenarios for stability This indicator works best on futures markets with extended and regular trading hours, especially indices (ES, NQ, RTY) and commodities. Performs well on timeframes from 1-minute to 1-hour. What Makes It Different Most gap indicators focus on traditional open-to-previous-close gaps, but this tool offers a specialized definition more relevant to ETH/RTH transitions. By using the initial balance period to define gap edges, it captures meaningful price discrepancies that often provide trading opportunities. The indicator combines sophisticated gap detection logic with clean visualization and comprehensive tracking statistics. The customizable fill styles and integrated alert system make it practical for both chart analysis and active trading scenarios.
Indikator Pine Script®
oleh mindyourbuisness
Directional Movement Index (DMI) + AlertsThis is a Study with associated visual indicators and Bullish/Bearish Alerts for Directional Movement (DMI). It consists of an Average Directional Index (ADX), Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI). Published by J. Welles Wilder in 1978 for use with currencies and commodities which are typically more volatile than stocks and have stronger trends. Development Notes --------------------------- This indicator, and most of the descriptions below, were derived largely from the TradingView reference manual. Feedback and suggestions for improvement are more than welcome, as well are recommended Input settings and best practices for use. tradingview.com/chart/?solution=43000502250 Strategy Description --------------------------- ADX defines whether or not there is a trend present; +DI and -DI compliment the ADX by taking direction into account. An ADX above 25 indicates a strong trend, and a Bullish alert is subsequently triggered when +DI is above -DI and a Bearish alert when -DI is above +DI. Note that the Bullish or Bearish crossover alert will only trigger if ADX is simultaneously above 25 during the crossover event. If ADX later rises to 25 and +DI is still greater than -DI, or -DI greater than +DI, then a delayed alert will not trigger by design. Basic Use --------------------------- Acceptable DMI values are up to the trader's interpretation and may change depending on the financial instrument being examined. Recommend not changing any default values without being first familiar with their purpose and impact on the indicator at large. Confidence in price action and trend is higher when two or more indicators are in agreement -- therefore we recommend not using this indicator by itself to determine entry or exit trade opportunities. Recommend also choosing 'Once Per Bar Close' when creating alerts. Inputs --------------------------- ADX Smoothing - the time period to be used in calculating the ADX which has a smoothing component (14 is the Default). DI Length - the time period to be used in calculating the DI (14 is the Default). Key Level - any trade with the ADX above the key level is a strong indicator that it is trending (23 to 25 is the suggested setting). Sensitivity - an incremental variable to test whether the past n candles are in the same bullish or bearish state before triggering a delayed crossover alert (3 is the Default). Filter out some noise and reduces active alerts. Show ADX Option - two visual styles are provided for user preference, a visible ADX line or a background overlay (green or red when ADX is above the key level, for bullish or bearish, and gray when below). Color Candles - an option to transpose the bullish and bearish crossovers to the main candle bars. Can be turned off in the Style Tab by deselecting 'Bar Colors'. Dark blue is bullish, dark purple is bearish, and the black inner color is neutral. Note that the outer red and green border will still be distinguished by whether each individual candle is bearish or bullish during the specified timeframe. Indicator Visuals --------------------------- Bullish or Bearish plot based on DMI strategy (ADX and +/-DI values). Visual cues are intended to improve analysis and decrease interpretation time during trading, as well as to aid in understanding the purpose of this study and how its inclusion can benefit a comprehensive trading strategy. Trend Strength --------------------------- To analyze trend strength, the focus should be on the ADX line and not the +DI or -DI lines. An ADX reading above 25 indicates a strong trend, while a reading below 20 indicates a weak or non-existent trend. A reading between those two values would be considered indeterminable. Though what is truly a strong trend or a weak trend depends on the financial instrument being examined; historical analysis can assist in determining appropriate values. Bullish DI Cross --------------------------- 1. ADX must be over 25 (strong trend) (value is determined by the trader) 2. +DI cross above -DI 3. Set Stop Loss at the current day's low (any +DI cross-backs below -DI should be ignored) 4. Set trailing stop if ADX strengthens (i.e., signal rises) Bearish DI Cross --------------------------- 1. ADX must be over 25 (strong trend) (value is determined by the trader) 2. -DI cross above +DI 3. Set Stop Loss at the current day's high (any -DI cross-backs below +DI should be ignored) 4. Set trailing stop if ADX strengthens (i.e., signal rises) Disclaimer --------------------------- This post and the script are not intended to provide any financial advice. Trade at your own risk. No known repainting. Version 1.1 ------------------------- - Added multi-timeframe resolution using PineCoders secure security function to eliminate repainting. - Cleaned up option for selecting ADX view; and added a colored line as a choice, based on same bullish, bearish, or neutral colors as the background. - Added exit crossover indicator to aid in an overall strategy development. This ability pairs better with my CHOP Zone Entry Strategy which relies on DMI Exits. Note that exit conditions don't employ the sensitivity variable. Green labels are for Bullish exits and red are for Bearish. -- Exit condition is triggered if in an active Bullish or Bearish position and ADX drops below 25, Or if either the -DI crosses above +DI (for previously Bullish) or +DI crosses above -DI (for previously Bearish). - Added reverse position determination. Triggers when a Bullish entry occurs on the same candle as a Bearish exit, or vice versa. Green labels are for Bullish reverses and red are for Bearish. - Added selectable option to choose visible labels -- Bearish, Bullish, Both, Exits, Reverses, or All. -- Note that a reverse label will only show if the opposing entry and exit labels are set to show, otherwise the reverse will revert to the appropriate entry or exit on the chart. - Added alerts to account for new conditions. -- Note that alerts for crossovers, exits, and reverses will only be triggered if the associated labels are selected to be shown (i.e., what you choose to see on the chart is what you will be alerted to). Version 1.2 ------------------------- - Changed exit condition to be decided on by whether ADX is below 25 and on a +/-DI crossover. Versus being either or. The previous version had too many false triggers. This variety can now show multiple Bullish or Bearish alerts before an Exit condition too. I'm tempted to simply make this condition based on ADX, and not DI … thoughts? See lines 138 and 139. - Updated the Background view to have deeper shades of colors dependent upon the ADX trend strength. - Added an Oscillator view for the ADX and momentum computations to color the histogram by trend. DI lines are hidden. -- If ADX is Bullish, then the oscillator is colored light green in an uptrend and dark green in a downtrend; if Bearish, then its light red in an uptrend and dark redin a downtrend; if adx is below key level, then it is light gray in a downtrend and dark grey in the uptrend. - Added option to Hide ADX in case only the Directional lines are desired. This could be useful if you would like to have the ADX oscillator in one panel and +/-DI crossovers in another. - Added a Columnar view for the ADX. DI lines are hidden. This view is really simple and compact, with the trend strength still easily understood. Colors are the same as for the oscillator -- the deeper the shade of green or red, then the higher the ADX trend strength level. - Added a Trend Strength label. ADX Trend Strength Trade (Y/N) Setup Types 0 to 10 = Barely Breathing N N/A 10 to 20 = Weak Trend Y Range/Pre-Breakout 20 to 30 = Potentially Starting to Trend Y Early Stage Trend 30 to 50 = Strong Trend Y Ride the Wave 50 to 75 = Very Strong Trend N Exhaustion 75 to 100 = Extremely Strong Trend N N/A Version 1.3 ------------------------- Updated to Pine Script v5 to resolve errors from the deprecated v4 version. This is a reissue of a previously published script that was hidden due to a v4 compatibility issue. 'https://www.tradingview.com/script/9OoEHrv5-Directional-Movement-Index-DMI-Alerts/'
Indikator Pine Script®
oleh IronCasper
Opening Range Breakout Cloud Indicator by TenAMTraderOpening Range Breakout Cloud Indicator – by TenAMTrader This indicator visually maps out the Opening Range of the trading day — the price high and low between a configurable start and end time (default: 9:30 AM–10:00 AM EST). It helps traders identify breakout levels, key intraday zones, and price behavior relative to the early range. 🔹 What It Shows: Opening High, Low, and Midpoint lines for each day. Clouds between the midpoint and high/low for visual clarity. Optional Second Range (e.g., 9:30–9:45 AM) for more aggressive early signals. Historical Ranges are preserved, allowing you to view previous days' levels on the chart. Custom Alerts when price crosses the Opening High, Low, or Midpoint. Full customization: colors, range times, and display toggles. 🔔 Use It For: Spotting breakouts or rejections at key levels. Finding early support/resistance zones. Planning trades using intraday structure. ⚠️ Use this tool as part of a broader trading strategy. No indicator guarantees results — always trade at your own discretion.
Indikator Pine Script®
oleh TenAM_Trader
8:15 AM 15-min Candle Box on 5-min Chart with TP and SLThe “8:15 AM 15-min Candle Box on 5-min Chart with TP and SL” indicator is a custom-built Pine Script tool for breakout trading strategies, particularly tailored for assets like NASDAQ Futures (NAS100) during the U.S. market pre-open. 🔍 What It Does: Tracks the 8:15–8:30 AM Central Time (CDT) Candle: It marks the high and low of the 15-minute candle that starts at 8:15 AM (CDT). The box visually outlines this price range. Draws a Breakout Box: At 8:30 AM, a box is drawn from the 8:15 candle’s high and low. The box stretches forward 8 hours into the session, helping you visualize price interaction with that range. Detects Breakouts: If the price closes above the high, it signals a buy breakout. If it closes below the low, it signals a sell breakout. Automatically Calculates TP and SL: Take Profit (TP): 50 pips from the breakout level in the direction of the trade. Stop Loss (SL): 40 pips in the opposite direction. Pips are calculated using the symbol’s minimum tick size. Color Feedback: Box turns green on a buy breakout, red on a sell breakout. If TP is reached, the box turns black. If SL is hit, the box turns purple. 🧠 Why Use This Indicator: Perfect for pre-market breakout traders who want a visual confirmation of price action around the U.S. market open. Provides a clear entry range, trade direction, and risk/reward visual cue. No manual drawing — everything is automated daily based on reliable timing. Would you like a version with alerts or plotted TP/SL lines as well?
Indikator Pine Script®
oleh PhiloRamzy1
1
C&B Auto MK5C&B Auto MK5.2ema BullBear Overview The C&B Auto MK5.2ema BullBear is a versatile Pine Script indicator designed to help traders identify bullish and bearish market conditions across various timeframes. It combines Exponential Moving Averages (EMAs), Relative Strength Index (RSI), Average True Range (ATR), and customizable time filters to generate actionable signals. The indicator overlays on the price chart, displaying EMAs, a dynamic cloud, scaled RSI levels, bull/bear signals, and market condition labels, making it suitable for swing trading, day trading, or scalping in trending or volatile markets. What It Does This indicator generates bull and bear signals based on the interaction of two EMAs, filtered by RSI thresholds, ATR-based volatility, a 50/200 EMA trend filter, and user-defined time windows. It adapts to market volatility by adjusting EMA lengths and RSI thresholds. A dynamic cloud highlights trend direction or neutral zones, with candlestick coloring in neutral conditions. Market condition labels (current and historical) provide real-time trend and volatility context, displayed above the chart. How It Works The indicator uses the following components: EMAs: Two EMAs (short and long) are calculated on a user-selected timeframe (1, 5, 15, 30, or 60 minutes). Their crossover or crossunder triggers potential bull/bear signals. EMA lengths adjust based on volatility (e.g., 10/20 for volatile markets, 5/10 for non-volatile). Dynamic Cloud: The area between the EMAs forms a cloud, colored green for bullish trends, red for bearish trends, or a user-defined color (default yellow) for neutral zones (when EMAs are close, determined by an ATR-based threshold). Users can widen the cloud for visibility. RSI Filter: RSI is scaled to price levels and plotted on the chart (optional). Signals are filtered to ensure RSI is within volatility-adjusted bull/bear thresholds and not in overbought/oversold zones. ATR Volatility Filter: An optional filter ensures signals occur during sufficient volatility (ATR(14) > SMA(ATR, 20)). 50/200 EMA Trend Filter: An optional filter restricts bull signals to bullish trends (50 EMA > 200 EMA) and bear signals to bearish trends (50 EMA < 200 EMA). Time Filter: Signals are restricted to a user-defined UTC time window (default 9:00–15:00), aligning with active trading sessions. Market Condition Labels: Labels above the chart display the current trend (Bullish, Bearish, Neutral) and optionally volatility (e.g., “Bullish Volatile”). Up to two historical labels persist for a user-defined number of bars (default 5) to show recent trend changes. Visual Aids: Bull signals appear as green triangles/labels below the bar, bear signals as red triangles/labels above. Candlesticks in neutral zones are colored (default yellow). The indicator ensures compatibility with standard chart types (e.g., candlestick or bar charts) to produce realistic signals, avoiding non-standard types like Heikin Ashi or Renko. How to Use It Add to Chart: Apply the indicator to a candlestick or bar chart on TradingView. Configure Settings: Timeframe: Choose a timeframe (1, 5, 15, 30, or 60 minutes) to match your trading style. Filters: Enable/disable the ATR volatility filter to focus on high-volatility periods. Enable/disable the 50/200 EMA trend filter to align signals with the broader trend. Enable the time filter and set custom UTC hours/minutes (default 9:00–15:00). Cloud Settings: Adjust the cloud width, neutral zone threshold, color, and transparency. EMA Colors: Use default trend-based colors or set custom colors for short/long EMAs. RSI Display: Toggle the scaled RSI and its thresholds, with customizable colors. Signal Settings: Toggle bull/bear labels and set signal colors. Market Condition Labels: Toggle current/historical labels, include/exclude volatility, and adjust decay period. Interpret Signals: Bull Signal: A green triangle or “Bull” label below the bar indicates potential bullish momentum (EMA crossover, RSI above bull threshold, within time window, passing filters). Bear Signal: A red triangle or “Bear” label above the bar indicates potential bearish momentum (EMA crossunder, RSI below bear threshold, within time window, passing filters). Neutral Zone: Yellow candlesticks and cloud (if enabled) suggest a lack of clear trend; consider range-bound strategies or avoid trading. Market Condition Labels: Check labels above the chart for real-time trend (Bullish, Bearish, Neutral) and volatility status to confirm market context. Monitor Context: Use the cloud, RSI, and labels to assess trend strength and volatility before acting on signals. Unique Features Volatility-Adaptive EMAs: Automatically adjusts EMA lengths based on ATR to suit volatile or non-volatile markets, reducing manual configuration. Neutral Zone Detection: Uses an ATR-based threshold to identify low-trend periods, helping traders avoid choppy markets. Scaled RSI Visualization: Plots RSI and thresholds directly on the price chart, simplifying momentum analysis relative to price. Flexible Time Filtering: Supports precise UTC-based trading windows, ideal for day traders targeting specific sessions. Historical Market Labels: Displays recent trend changes (up to two) with a decay period, providing context for market shifts. 50/200 EMA Trend Filter: Aligns signals with the broader market trend, enhancing signal reliability. Notes Use on standard candlestick or bar charts to ensure accurate signals. Test the indicator on a demo account to optimize settings for your market and timeframe. Combine with other analysis (e.g., support/resistance, volume) for better decision-making. The indicator is not a standalone system; use it as part of a broader trading strategy. Limitations Signals may lag in fast-moving markets due to EMA-based calculations. Neutral zone detection may vary in extremely volatile or illiquid markets. Time filters are UTC-based; ensure your platform’s timezone settings align. This indicator is designed for traders seeking a customizable, trend-following tool that adapts to volatility and provides clear visual cues with robust filtering for bullish and bearish market conditions.
Indikator Pine Script®
oleh charleyRT
Adaptive Freedom Machine w/labelsAdaptive Freedom Machine w/ Labels Overview The Adaptive Freedom Machine w/ Labels is a versatile Pine Script indicator designed to assist traders in identifying buy and sell opportunities across various market conditions (trending, ranging, or volatile). It combines Exponential Moving Averages (EMAs), Relative Strength Index (RSI), Average True Range (ATR), and customizable time filters to generate actionable signals. The indicator overlays on the price chart, displaying EMAs, a dynamic cloud, scaled RSI levels, buy/sell signals, and market condition labels, making it suitable for swing trading, day trading, or scalping. What It Does This indicator generates buy and sell signals based on the interaction of two EMAs, filtered by RSI thresholds, ATR-based volatility, and user-defined time windows. It adapts to the selected market condition by adjusting EMA lengths, RSI thresholds, and trading hours. A dynamic cloud highlights trend direction or neutral zones, and candlestick bodies are colored in neutral conditions for clarity. A table displays real-time trend and volatility status. How It Works The indicator uses the following components: EMAs: Two EMAs (short and long) are calculated on a user-selected timeframe (1, 5, 15, 30, or 60 minutes). Their crossover or crossunder generates potential buy/sell signals, with lengths adjusted based on the market condition (e.g., longer EMAs for trending markets, shorter for ranging). Dynamic Cloud: The area between the EMAs forms a cloud, colored green for uptrends, red for downtrends, or a user-defined color (default yellow) for neutral zones (when EMAs are close, determined by an ATR-based threshold). Users can widen the cloud for visibility. RSI Filter: RSI is scaled to price levels and plotted on the chart (optional). Signals are filtered to ensure RSI is within user-defined buy/sell thresholds and not in overbought/oversold zones, with thresholds tailored to the market condition. ATR Volatility Filter: An optional filter ensures signals occur during sufficient volatility (ATR(14) > SMA(ATR, 20)). Time Filter: Signals are restricted to a user-defined or market-specific time window (e.g., 10:00–15:00 UTC for volatile markets), with an option for custom hours. Visual Aids: Buy/sell signals appear as green triangles (buy) or red triangles (sell). Candlesticks in neutral zones are colored (default yellow). A table in the top-right corner shows the current trend (Uptrend, Downtrend, Neutral) and volatility (High or Low). The indicator ensures compatibility with standard chart types (e.g., candlestick charts) to produce realistic signals, avoiding non-standard types like Heikin Ashi or Renko. How to Use It Add to Chart: Apply the indicator to a candlestick or bar chart on TradingView. Configure Settings: Timeframe: Choose a timeframe (1, 5, 15, 30, or 60 minutes) to align with your trading style. Market Condition: Select one market condition (Trending, Ranging, or Volatile). Volatile is the default if none is selected. Only one condition can be active. Filters: Enable/disable the ATR volatility filter to trade only in high-volatility periods. Enable the time filter and choose default hours (specific to the market condition) or set custom UTC hours. Cloud Settings: Adjust the cloud width, neutral zone threshold, and color. Enable/disable the neutral cloud. RSI Display: Toggle the scaled RSI and its thresholds on the chart. Interpret Signals: Buy Signal: A green triangle below the bar indicates a potential long entry (EMA crossover, RSI above buy threshold, within time window, and passing volatility filter). Sell Signal: A red triangle above the bar indicates a potential short entry (EMA crossunder, RSI below sell threshold, within time window, and passing volatility filter). Neutral Zone: Yellow candlesticks and cloud (if enabled) suggest a lack of clear trend; avoid trading or use for range-bound strategies. Monitor the Table: Check the top-right table for real-time trend (Uptrend, Downtrend, Neutral) and volatility (High or Low) to confirm market context. Unique Features Adaptive Parameters: Automatically adjusts EMA lengths, RSI thresholds, and trading hours based on the selected market condition, reducing manual tweaking. Neutral Zone Detection: Uses an ATR-based threshold to identify low-trend periods, helping traders avoid choppy markets. Scaled RSI Visualization: Plots RSI and thresholds directly on the price chart, making it easier to assess momentum relative to price action. Flexible Time Filtering: Supports both default and custom UTC-based trading windows, ideal for day traders targeting specific sessions. Dynamic Cloud: Enhances trend visualization with customizable width and neutral zone coloring, improving readability. Notes Use on standard candlestick or bar charts to ensure realistic signals. Test the indicator on a demo account to understand its behavior in your chosen market and timeframe. Adjust settings to match your trading strategy, but avoid over-optimizing for past data. The indicator is not a standalone system; combine it with other analysis (e.g., support/resistance, news events) for better results. Limitations Signals may lag in fast-moving markets due to EMA-based calculations. Neutral zone detection may vary in extremely volatile or illiquid markets. Time filters are UTC-based; ensure your platform’s timezone settings align. This indicator is designed for traders seeking a customizable, trend-following tool that adapts to different market environments while providing clear visual cues and robust filtering.
Indikator Pine Script®
oleh charleyRT
[TTM] ICT Sessions & Ranges🌟 Overview 🌟 The ICT Sessions & Ranges Indicator helps traders identify key intraday price levels by marking custom session highs/lows and opening ranges. It helps traders spot potential liquidity grabs, reversals, and breakout zones by tracking price behavior around these key areas 🌟 Session Highs & Lows – Liquidity Zones 🌟 Session highs and lows often attract price due to stop orders resting above or below them. These levels are frequently targeted during high-volatility moves. 🔹 Asia Session - Usually ranges in low volatility. - Highs/lows often get swept during early London. - Price may raid these levels, then reverse. 🔹 London Session - First major volatility of the day. - Highs/lows often tested or swept in New York. - Commonly forms the day’s true high or low. 🌟 Opening Range Concepts 🌟 The Opening Range is the first 15, 30, or 60 minutes of a session (e.g., New York). The high (ORH) and low (ORL) define the market’s initial balance and key reaction levels. 🔹 Breakout Trade - Price breaks ORH/ORL with momentum. - Signals directional intent. - Traders enter on the breakout, with stops inside the range. 🔹 Liquidity Raid - Price briefly breaks ORH/ORL to trigger stops. - Reverses after the sweep. - Look for structure shift and entry near FVG or OB. 🌟 Customizable Settings 🌟 The indicator includes 3 configurable ranges , each with: Start & End Time – Set any custom time window. Display Type – Choose Box (highlight range) or Lines (mark high/low). Color Settings – Set custom colors for boxes and lines. 🌟 Default Settings 🌟 Range 1 : 19:00–00:00 (Asia Session) Range 2 : 01:45–05:15 (London Session) Range 3 : 09:30–10:00 (NY Opening Range – 30m)
Indikator Pine Script®
oleh TheTickMagnet
10
ICT Macro Zone Boxes w/ Individual H/L Tracking v3.1ICT Macro Zones (Grey Box Version This indicator dynamically highlights key intraday time-based macro sessions using a clean, minimalistic grey box overlay, helping traders align with institutional trading cycles. Inspired by ICT (Inner Circle Trader) concepts, it tracks real-time highs and lows for each session and optionally extends the zone box after the session ends — making it a precision tool for intraday setups, order flow analysis, and macro-level liquidity sweeps. ### 🔍 **What It Does** - Plots **six predefined macro sessions** used in Smart Money Concepts: - AM Macro (09:50–10:10) - London Close (10:50–11:10) - Lunch Macro (11:30–13:30) - PM Macro (14:50–15:10) - London SB (03:00–04:00) - PM SB (15:00–16:00) - Each zone: - **Tracks high and low dynamically** throughout the session. - **Draws a consistent grey shaded box** to visualize price boundaries. - **Displays a label** at the first bar of the session (optional). - **Optionally extends** the box to the right after the session closes. ### 🧠 **How It Works** - Uses Pine Script arrays to define each session’s time window, label, and color. - Detects session entry using `time()` within a New York timezone context. - High/Low values are updated per bar inside the session window. - Once a session ends, the box is optionally closed and fixed in place. - All visual zones use a standardized grey tone for clarity and consistency across charts. ### 🛠️ **Settings** - **Shade Zone High→Low:** Enable/disable the grey macro box. - **Extend Box After Session:** Keep the zone visible after it ends. - **Show Entry Label:** Display a label at the start of each session. ### 🎯 **Why This Script is Unique** Unlike basic session markers or colored backgrounds, this tool: - Focuses on **macro moments of liquidity and reversal**, not just open/close times. - Uses **per-session logic** to individually track price behavior inside key time windows. - Supports **real-time high/low tracking and clean zone drawing**, ideal for Smart Money and ICT-style strategies. Perfect — based on your list, here's a **bundle-style description** that not only explains the function of each script but also shows how they **work together** in a Smart Money/ICT workflow. This kind of cross-script explanation is exactly what TradingView wants to see to justify closed-source mashups or interdependent tools. --- 📚 ICT SMC Toolkit — Script Integration Guide This set of advanced Smart Money Concept (SMC) tools is designed for traders who follow ICT-based methodologies, combining liquidity theory, time-based precision, and engineered confluences for high-probability trades. Each indicator is optimized to work both independently and synergistically, forming a comprehensive trading framework. --- First FVG Custom Time Range **Purpose:** Plots the **first Fair Value Gap (FVG)** that appears within a defined session (e.g., NY Kill Zone, Custom range). Includes optional retest alerts. **Best Used With:** - Use with **ICT Macro Zones (Grey Box Version)** to isolate FVGs during high-probability times like AM Macro or PM SB. - Combine with **Liquidity Levels** to assess whether FVGs form near swing points or liquidity voids. --- ICT SMC Liquidity Grabs and OB s **Purpose:** Detects **liquidity grabs** (stop hunts above/below swing highs/lows) and **bullish/bearish order blocks**. Includes optional Fibonacci OTE levels for sniper entries. **Best Used With:** - Use with **ICT Turtle Soup (Reversal)** for confirmation after a liquidity grab. - Combine with **Macro Zones** to catch order blocks forming inside timed macro windows. - Match with **Smart Swing Levels** to confirm structure breaks before entry. ICT SMC Liquidity Levels (Smart Swing Lows) **Purpose:** Automatically marks swing highs/lows based on user-defined lookbacks. Tracks whether those levels have been breached or respected. **Best Used With:** - Combine with **Turtle Soup** to detect if a swing level was swept, then reversed. - Use with **Liquidity Grabs** to confirm a grab occurred at a meaningful structural point. - Align with **Macro Zones** to understand when liquidity events occur within macro session timing. ICT Turtle Soup (Liquidity Reversal) **Purpose:** Implements the classic ICT Turtle Soup model. Looks for swing failure and quick reversals after a liquidity sweep — ideal for catching traps. Best Used With: - Confirm with **Liquidity Grabs + OBs** to identify institutional activity at the reversal point. - Use **Liquidity Levels** to ensure the reversal is happening at valid previous swing highs/lows. - Amplify probability when pattern appears during **Macro Zones** or near the **First FVG**. ICT Turtle Soup Ultimate V2 **Purpose:** An enhanced, multi-layer version of the Turtle Soup setup that includes built-in liquidity checks, OTE levels, structure validation, and customizable visual output. **Best Used With:** - Use as an **entry signal generator** when other indicators (e.g., OBs, liquidity grabs) are aligned. - Pair with **Macro Zones** for high-precision timing. - Combine with **First FVG** to anticipate price rebalancing before explosive moves. --- ## 🧠 Workflow Example: 1. **Start with Macro Zones** to focus only on institutional trading windows. 2. Look for **Liquidity Grabs or Swing Sweeps** around key highs/lows. 3. Check for a **Turtle Soup Reversal** or **Order Block Reaction** near that level. 4. Confirm confluence with a **Fair Value Gap**. 5. Execute using the **OTE level** from the Liquidity Grabs + OB script. --- Let me know which script you want to publish first — I’ll tailor its **individual TradingView description** and flag its ideal **“Best Used With” partners** to help users see the value in your ecosystem.
Indikator Pine Script®
oleh MrWoof888
PEAD strategy█  OVERVIEW This strategy trades the classic post-earnings announcement drift (PEAD). It goes long only when the market gaps up after a positive EPS surprise. █  LOGIC 1 — Earnings filter — EPS surprise > epsSprThresh  % 2 — Gap filter — first regular 5-minute bar gaps ≥ gapThresh  % above yesterday’s close 3 — Timing — only the first qualifying gap within one trading day of the earnings bar 4 — Momentum filter — last perfDays trading-day performance is positive 5 — Risk management   • Fixed stop-loss: stopPct  % below entry   • Trailing exit: price < Daily EMA( emaLen ) █  INPUTS • Gap up threshold (%) — 1 (gap size for entry) • EPS surprise threshold (%) — 5 (min positive surprise) • Past price performance — 20 (look-back bars for trend check) • Fixed stop-loss (%) — 8 (hard stop distance) • Daily EMA length — 30 (trailing exit length) Note — Back-tests fill on the second 5-minute bar (Pine limitation). Live trading: enable calc_on_every_tick=true for first-tick entries. ──────────────────────────────────────────── █  概要（日本語） 本ストラテジーは決算後の PEAD を狙い、 EPS サプライズがプラス かつ 寄付きギャップアップ が発生した銘柄をスイングで買い持ちします。 █  ロジック 1 — 決算フィルター — EPS サプライズ > epsSprThresh  % 2 — ギャップフィルター — レギュラー時間最初の 5 分足が前日終値＋ gapThresh  %以上 3 — タイミング — 決算当日または翌営業日の最初のギャップのみエントリー 4 — モメンタムフィルター — 過去 perfDays 営業日の騰落率がプラス 5 — リスク管理   • 固定ストップ：エントリー − stopPct  %   • 利確：終値が日足 EMA( emaLen ) を下抜け █  入力パラメータ • Gap up threshold (%) — 1 (ギャップ条件) • EPS surprise threshold (%) — 5 (EPS サプライズ最小値) • Past price performance — 20 (パフォーマンス判定日数) • Fixed stop-loss (%) — 8 (固定ストップ幅) • Daily EMA length — 30 (利確用 EMA 期間) 注意 — Pine の仕様上、バックテストでは寄付き 5 分足の次バーで約定します。 実運用で寄付き成行に合わせたい場合は calc_on_every_tick=true を有効にしてください。 ──── ご意見や質問があればお気軽にコメントください。 Happy trading!
Strategi Pine Script®
oleh Monty_trader