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Cari skrip untuk "文华财经tick价格"

Time and SalesThis scrip mimics time and sales window displaying tick by tick data coming from the exchange. It only works when the market is open. And it does not store historical data. Red color when the last price was higher than the new price. Gray when both were same. Green when new price is higher than last price. Please note that I have tested this in India NSE Market Only. If you find anything buggy let me know in the comments, I will try to update it.
Indikator Pine Script®
oleh S_Codes
58
Monthly MA Close Generates buy or sell signal if monthly candle closes above or below the signal MA. Long positions only. Inputs: -Change timeframe MA -Change period MA -Use SMA or EMA -Display MA -Use another ticker as signal -Select time period for backtesting This script is not necessarily written to maximize profits, but to minimize losses. Although it can outperform 'Buy & Hold' on some occasions when there is a multiple month bearisch trend. You can optimise this strategy by changing the signal MA inputs. I would suggest aiming for the best Profit Factor starting from the monthly ("M") setting. You can always fine-tune the results at a lower timeframe. The option to use another ticker for providing signals can give you a more stable and unified results. For example using AMEX:SPY as signal with default parameters gives better results with NASDAQ:AAPL than if you would use NASDAQ:AAPL itself. I used the anti-repainting function from PineCoders to prevent repainting. This script is best used for multi-month trading positions & Daily or 4H setting of your chart.
Strategi Pine Script®
oleh universique
2
Big 8 Intraday TICKAt the start of each trading day (0930 EST), this indicator calculates the intraday price difference between open and close for the eight largest market cap stocks (AAPL, AMZN, GOOGLE, META, MSFT, NFLX, NVDA, and TSLA), assigns a +/-1 for each, and then plots the cumulative change. An EMA has been added for smoothing purposes that is set to 5 but can be changed. Please note indicator is best used on lower timeframes (15 min or less) and has no applicability to time frames above 1 hour. The thought behind this indicator is those eight major stocks drive a majority of intraday price change in indices like SPY and QQQ that are heavily weighted towards these stocks, therefore they should be a leading indicator in price change. You can often catch a move in SPY or QQQ one to two bars (on 1 min chart) ahead of the actual move because you see this indicator moving strong to one direction. It's not perfect as there are divergences you will see when you compare historical charts, but oftentimes those divergences ultimately lead to significant price swings in the same direction as this indicator, so recommend being on watch to pull the trigger when you see those and price confirms. You can use this indicator in a few ways: 1. Confirmation that your current trade is in the same direction as this indicator 2. Use the zero cross as a trigger for put or call entry 3. Focusing only on calls/longs if the value is above 0, or only puts/shorts if the value is below zero. Just be sure to keep an eye on reversals. If you have recommendations on how to improve, let me know and I'll do my best to make changes.
Indikator Pine Script®
oleh BigGuavaTrading
15
Inflation Adjusted Performance: Ticker/M2 money supplyPlots current ticker / M2 money supply, to give an idea of 'inflation adjusted performance'. ~In the above, see the last decade of bullish equities is not nearly as impressive as it seems when adjusted to account for the FED's money printing. ~Works on all timeframes/ assets; though M2 money supply is daily data release, so not meaningful to plot this on timeframe lower than daily. ~To display on same pane; comment-out line 6 and un-comment line 7; then save, remove and re-add indicator. ~Scale on the right is meaningless; this indicator is just to show/compare the shape of the charts.
Indikator Pine Script®
oleh twingall
[CLX][#01] Animation - Price Ticker (Marquee)This indicator displays a classic animated price ticker overlaid on the user’s current chart. It is possible to fully customize it or to select one of the predefined styles. A detailed description will follow in the next few days. Used Pinescript technics: - varip (view/animation) - tulip instance (config/codestructur) - table (view/position) By the way, for me, one of the coolest animated effects is by Duyck We hope you enjoy it! 🎉 CRYPTOLINX - jango_blockchained 😊👍 Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely. The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script.
Indikator Pine Script®
oleh cryptolinx
2
HG Scalpius - ATR Up/Down Tick HighlightHG Scalpius - ATR Up/Down Tick Highlight This indicator highlights ATR(14) upticks (green) and downticks (red) and has the below application: - If a new trend closing high (low) is made on a downtick in ATR, decreasing volatility mode turns on If you come across or think of any other useful scripts for the HG Scalpius system please comment below! Links to 2 previous HG Scalpius scripts: - - Happy trading! Code: study(title="Average True Range", shorttitle="ATR", overlay=false) length = input(title="Length", defval=14, minval=1) smoothing = input(title="Smoothing", defval="RMA", options= ) ma_function(source, length) => if smoothing == "RMA" rma(source, length) else if smoothing == "SMA" sma(source, length) else if smoothing == "EMA" ema(source, length) else wma(source, length) ATR = ma_function(tr(true), length) c = ATR >= ATR ? color.lime : color.red plot(ATR, title = "ATR", color=c, transp=0)
Indikator Pine Script®
oleh Autarch_Capital
MES Trend Regime Finds the bigger trend with a 50-length HMA Measures how long past bull and bear trends usually last. If the current move is likely to “survive” (based on duration stats + threshold), it labels: Up Regime → bullish environment Down Regime → bearish environment Only trades in the direction of that regime In Up Regime: it will only take longs. In Down Regime: it will only take shorts. Uses a 7 EMA / 21 SMA crossover for entries Long entry when 7 EMA crosses above 21 SMA AND Up Regime is active AND time is within session. Short entry when 7 EMA crosses below 21 SMA AND Down Regime is active AND time is within session. Trades only between 06:00 and 11:45 (exchange time) No new positions are opened outside this window. Uses stop loss and 2 profit targets in ticks SL, TP1, and TP2 are all set in ticks off the entry price. When in a trade: Half the position exits at TP1. The other half exits at TP2. The same stop loss protects the whole position.
Strategi Pine Script®
oleh McMurder
The Strat - Levels [rdjxyz]◆ OVERVIEW The Strat - Levels dynamically displays key levels used in The Strat trading methodology, developed by Rob Smith. The level colors are dynamically determined by their Strat classification (1, 2 up, failed 2 up, 2 down, failed 2 down, 3)—making it easy to recognize higher timeframe Strat candle classifications from any lower timeframe. ◆ DETAILS If you're unfamiliar with The Strat, there are 3 universal scenarios regarding candle behavior: SCENARIO ONE The 1 Bar - Inside Bar: A candle that doesn't take out the highs or the lows of the previous candle; aka consolidation. SCENARIO TWO The 2 Bar - Directional Bar: A candle that takes out one side of the previous candle; aka trending (or at least attempting to trend). These can be broken down even further as follows: 2 Up: A candle that takes out the high of the previous candle and closes bullish Failed 2 Up: A candle that takes out the high of the previous candle and closes bearish 2 Down: A candle that takes out the low of the previous candle and closes bearish Failed 2 Down: A candle that takes out the low of the previous candle and closes bullish SCENARIO THREE The 3 Bar - Outside Bar: A candle that takes out both sides of the previous candle; aka broadening formation. ◇ HOW THE DYNAMIC LEVEL COLORING WORKS PREVIOUS LEVELS Previous Day High/Low Previous Week High/Low Previous Month High/Low Previous Quarter High/Low Previous Year High/Low Each period's levels are compared to their previous period's levels and colored according to the 3 universal scenarios, which are fixed based on historical data. (No repainting) CURRENT LEVELS Current Day Open Current Week Open Current Month Open Current Quarter Open Current Year Open Each current period's levels (high, low, and current price) are compared to the previous period's levels and current period's open on every tick—changing colors in real-time as their Strat classification changes. (Will repaint as price action evolves) E.g. When a new day opens inside of the previous day's range (high/low) the Day Open line will be gray (default for inside bars). When the current day trades above the previous day's range, the Day Open line will become aqua (default for 2 up). If price trades back below the current day's open, the Day Open line will become fuchsia (default for failed 2 up). And if price trades below the previous day's range, the Day Open line will become dark purple (default for 3s). ◆ SETTINGS Current Day Open Previous Day High/Low Current Week Open Previous Week High/Low Current Month Open Previous Month High/Low Current Quarter Open Previous Quarter High/Low Current Year Open Previous Year High/Low Strat Colors Each Current Level Open has 4 inputs: Show/Hide Checkbox Line Style Line Width Label Offset (Integer) Each Previous Level High/Low has 5 inputs: Show/Hide High Checkbox Show/Hide Low Checkbox Line Style Line Width Label Offset (Integer) And each Strat scenario can be custom colored: 1-Bar Color - Default Gray 2-Up Color - Default Aqua Failed 2-Up Color - Default Fuchsia 2-Down Color - Default White Failed 2-Down Color - Default Teal 3-Bar Color - Default Dark Purple ◆ USAGE There are 3 ways to look at these levels: Potential continuation (e.g. Previous Day's 2-Up High being broken by Current Day's Price) Potential reversal (e.g. Previous Day's 2-Down High being broken by Current Day's Price) Potential exhaustion risk (e.g. Previous Month's Low is broken by Current Day's Price but trades back up into the Previous Month's range) It's best to use this indicator with a separate indicator that color codes your chart's candles according to their Strat Scenario (1, 2, 3) and use top-down analysis to gauge whether to view levels as a sign of continuation, reversal, or exhaustion risk. ◆ WRAP UP As demonstrated, The Strat - Levels offers Strat Scenario color-coded key levels, making it easy to identify the previous period's Strat Scenario (1, 2-Up, Failed 2-Up, 2-Down, Failed 2-Down, or 3) without needing to manually plot levels or refer to higher timeframes. ◆ DISCLAIMER This indicator is a tool for visual analysis and is intended to assist traders who follow The Strat methodology. As with any trading methodology, there's no guarantee of profits; trading involves a high degree of risk and you could lose all of your invested capital. Use of this indicator is not indicative of future results and does not constitute and should not be construed as investment advice. All trading decisions and investments made by you are at your own discretion and risk. Under no circumstances shall the author be liable for any direct, indirect, or incidental damages. You should only risk capital you can afford to lose.
Indikator Pine Script®
oleh rdjxyz
ApicodeLibrary "Apicode" percentToTicks(percent, from)   Converts a percentage of the average entry price or a specified price to ticks when the strategy has an open position.   Parameters:      percent (float) : (series int/float) The percentage of the `from` price to express in ticks, e.g., a value of 50 represents 50% (half) of the price.      from (float) : (series int/float) Optional. The price from which to calculate a percentage and convert to ticks. The default is `strategy.position_avg_price`.   Returns: (float) The number of ticks within the specified percentage of the `from` price if the strategy has an open position. Otherwise, it returns `na`. percentToPrice(percent, from)   Calculates the price value that is a specific percentage distance away from the average entry price or a specified price when the strategy has an open position.   Parameters:      percent (float) : (series int/float) The percentage of the `from` price to use as the distance. If the value is positive, the calculated price is above the `from` price. If negative, the result is below the `from` price. For example, a value of 10 calculates the price 10% higher than the `from` price.      from (float) : (series int/float) Optional. The price from which to calculate a percentage distance. The default is `strategy.position_avg_price`.   Returns: (float) The price value at the specified `percentage` distance away from the `from` price if the strategy has an open position. Otherwise, it returns `na`. percentToCurrency(price, percent)   Parameters:      price (float) : (series int/float) The price from which to calculate the percentage.      percent (float) : (series int/float) The percentage of the `price` to calculate.   Returns: (float) The amount of the symbol's currency represented by the percentage of the specified `price`. percentProfit(exitPrice)   Calculates the expected profit/loss of the open position if it were to close at the specified `exitPrice`, expressed as a percentage of the average entry price. NOTE: This function may not return precise values for positions with multiple open trades because it only uses the average entry price.   Parameters:      exitPrice (float) : (series int/float) The position's hypothetical closing price.   Returns: (float) The expected profit percentage from exiting the position at the `exitPrice`. If there is no open position, it returns `na`. priceToTicks(price)   Converts a price value to ticks.   Parameters:      price (float) : (series int/float) The price to convert.   Returns: (float) The value of the `price`, expressed in ticks. ticksToPrice(ticks, from)   Calculates the price value at the specified number of ticks away from the average entry price or a specified price when the strategy has an open position.   Parameters:      ticks (float) : (series int/float) The number of ticks away from the `from` price. If the value is positive, the calculated price is above the `from` price. If negative, the result is below the `from` price.      from (float) : (series int/float) Optional. The price to evaluate the tick distance from. The default is `strategy.position_avg_price`.   Returns: (float) The price value at the specified number of ticks away from the `from` price if the strategy has an open position. Otherwise, it returns `na`. ticksToCurrency(ticks)   Converts a specified number of ticks to an amount of the symbol's currency.   Parameters:      ticks (float) : (series int/float) The number of ticks to convert.   Returns: (float) The amount of the symbol's currency represented by the tick distance. ticksToStopLevel(ticks)   Calculates a stop-loss level using a specified tick distance from the position's average entry price. A script can plot the returned value and use it as the `stop` argument in a `strategy.exit()` call.   Parameters:      ticks (float) : (series int/float) The number of ticks from the position's average entry price to the stop-loss level. If the position is long, the value represents the number of ticks *below* the average entry price. If short, it represents the number of ticks *above* the price.   Returns: (float) The calculated stop-loss value for the open position. If there is no open position, it returns `na`. ticksToTpLevel(ticks)   Calculates a take-profit level using a specified tick distance from the position's average entry price. A script can plot the returned value and use it as the `limit` argument in a `strategy.exit()` call.   Parameters:      ticks (float) : (series int/float) The number of ticks from the position's average entry price to the take-profit level. If the position is long, the value represents the number of ticks *above* the average entry price. If short, it represents the number of ticks *below* the price.   Returns: (float) The calculated take-profit value for the open position. If there is no open position, it returns `na`. calcPositionSizeByStopLossTicks(stopLossTicks, riskPercent)   Calculates the entry quantity required to risk a specified percentage of the strategy's current equity at a tick-based stop-loss level.   Parameters:      stopLossTicks (float) : (series int/float) The number of ticks in the stop-loss distance.      riskPercent (float) : (series int/float) The percentage of the strategy's equity to risk if a trade moves `stopLossTicks` away from the entry price in the unfavorable direction.   Returns: (int) The number of contracts/shares/lots/units to use as the entry quantity to risk the specified percentage of equity at the stop-loss level. calcPositionSizeByStopLossPercent(stopLossPercent, riskPercent, entryPrice)   Calculates the entry quantity required to risk a specified percentage of the strategy's current equity at a percent-based stop-loss level.   Parameters:      stopLossPercent (float) : (series int/float) The percentage of the `entryPrice` to use as the stop-loss distance.      riskPercent (float) : (series int/float) The percentage of the strategy's equity to risk if a trade moves `stopLossPercent` of the `entryPrice` in the unfavorable direction.      entryPrice (float) : (series int/float) Optional. The entry price to use in the calculation. The default is `close`.   Returns: (int) The number of contracts/shares/lots/units to use as the entry quantity to risk the specified percentage of equity at the stop-loss level. exitPercent(id, lossPercent, profitPercent, qty, qtyPercent, comment, alertMessage)   A wrapper for the `strategy.exit()` function designed for creating stop-loss and take-profit orders at percentage distances away from the position's average entry price. NOTE: This function calls `strategy.exit()` without a `from_entry` ID, so it creates exit orders for *every* entry in an open position until the position closes. Therefore, using this function when the strategy has a pyramiding value greater than 1 can lead to unexpected results. See the "Exits for multiple entries" section of our User Manual's "Strategies" page to learn more about this behavior.   Parameters:      id (string) : (series string) Optional. The identifier of the stop-loss/take-profit orders, which corresponds to an exit ID in the strategy's trades after an order fills. The default is `"Exit"`.      lossPercent (float) : (series int/float) The percentage of the position's average entry price to use as the stop-loss distance. The function does not create a stop-loss order if the value is `na`.      profitPercent (float) : (series int/float) The percentage of the position's average entry price to use as the take-profit distance. The function does not create a take-profit order if the value is `na`.      qty (float) : (series int/float) Optional. The number of contracts/lots/shares/units to close when an exit order fills. If specified, the call uses this value instead of `qtyPercent` to determine the order size. The exit orders reserve this quantity from the position, meaning other orders from `strategy.exit()` cannot close this portion until the strategy fills or cancels those orders. The default is `na`, which means the order size depends on the `qtyPercent` value.      qtyPercent (float) : (series int/float) Optional. A value between 0 and 100 representing the percentage of the open trade quantity to close when an exit order fills. The exit orders reserve this percentage from the open trades, meaning other calls to this command cannot close this portion until the strategy fills or cancels those orders. The percentage calculation depends on the total size of the applicable open trades without considering the reserved amount from other `strategy.exit()` calls. The call ignores this parameter if the `qty` value is not `na`. The default is 100.      comment (string) : (series string) Optional. Additional notes on the filled order. If the value is specified and not an empty "string", the Strategy Tester and the chart show this text for the order instead of the specified `id`. The default is `na`.      alertMessage (string) : (series string) Optional. Custom text for the alert that fires when an order fills. If the value is specified and not an empty "string", and the "Message" field of the "Create Alert" dialog box contains the `{{strategy.order.alert_message}}` placeholder, the alert message replaces the placeholder with this text. The default is `na`.   Returns: (void) The function does not return a usable value. closeAllAtEndOfSession(comment, alertMessage)   A wrapper for the `strategy.close_all()` function designed to close all open trades with a market order when the last bar in the current day's session closes. It uses the command's `immediately` parameter to exit all trades at the last bar's `close` instead of the `open` of the next session's first bar.   Parameters:      comment (string) : (series string) Optional. Additional notes on the filled order. If the value is specified and not an empty "string", the Strategy Tester and the chart show this text for the order instead of the automatically generated exit identifier. The default is `na`.      alertMessage (string) : (series string) Optional. Custom text for the alert that fires when an order fills. If the value is specified and not an empty "string", and the "Message" field of the "Create Alert" dialog box contains the `{{strategy.order.alert_message}}` placeholder, the alert message replaces the placeholder with this text. The default is `na`.   Returns: (void) The function does not return a usable value. closeAtEndOfSession(entryId, comment, alertMessage)   A wrapper for the `strategy.close()` function designed to close specific open trades with a market order when the last bar in the current day's session closes. It uses the command's `immediately` parameter to exit the trades at the last bar's `close` instead of the `open` of the next session's first bar.   Parameters:      entryId (string)      comment (string) : (series string) Optional. Additional notes on the filled order. If the value is specified and not an empty "string", the Strategy Tester and the chart show this text for the order instead of the automatically generated exit identifier. The default is `na`.      alertMessage (string) : (series string) Optional. Custom text for the alert that fires when an order fills. If the value is specified and not an empty "string", and the "Message" field of the "Create Alert" dialog box contains the `{{strategy.order.alert_message}}` placeholder, the alert message replaces the placeholder with this text. The default is `na`.   Returns: (void) The function does not return a usable value. sortinoRatio(interestRate, forceCalc)   Calculates the Sortino ratio of the strategy based on realized monthly returns.   Parameters:      interestRate (simple float) : (simple int/float) Optional. The *annual* "risk-free" return percentage to compare against strategy returns. The default is 2, meaning it uses an annual benchmark of 2%.      forceCalc (bool) : (series bool) Optional. A value of `true` forces the function to calculate the ratio on the current bar. If the value is `false`, the function calculates the ratio only on the latest available bar for efficiency. The default is `false`.   Returns: (float) The Sortino ratio, which estimates the strategy's excess return per unit of downside volatility. sharpeRatio(interestRate, forceCalc)   Calculates the Sharpe ratio of the strategy based on realized monthly returns.   Parameters:      interestRate (simple float) : (simple int/float) Optional. The *annual* "risk-free" return percentage to compare against strategy returns. The default is 2, meaning it uses an annual benchmark of 2%.      forceCalc (bool) : (series bool) Optional. A value of `true` forces the function to calculate the ratio on the current bar. If the value is `false`, the function calculates the ratio only on the latest available bar for efficiency. The default is `false`.   Returns: (float) The Sortino ratio, which estimates the strategy's excess return per unit of total volatility.
Perpustakaan Pine Script®
oleh Apicode
Strategy█   OVERVIEW This library is a Pine Script™ programmer’s tool containing a variety of strategy-related functions to assist in calculations like profit and loss, stop losses and limits. It also includes several useful functions one can use to convert between units in ticks, price, currency or a percentage of the position's size. █  CONCEPTS The library contains three types of functions: 1 — Functions beginning with `percent` take either a portion of a price, or the current position's entry price and convert it to the value outlined in the function's documentation.   Example: Converting a percent of the current position entry price to ticks, or calculating a percent profit at a given level for the position. 2 — Functions beginning with `tick` convert a tick value to another form.   These are useful for calculating a price or currency value from a specified number of ticks. 3 — Functions containing `Level` are used to calculate a stop or take profit level using an offset in ticks from the current entry price.   These functions can be used to plot stop or take profit levels on the chart, or as arguments to the `limit` and `stop` parameters in strategy.exit() function calls.   Note that these calculated levels flip automatically with the position's bias.   For example, using `ticksToStopLevel()` will calculate a stop level under the entry price for a long position, and above the entry price for a short position. There are also two functions to assist in calculating a position size using the entry's stop and a fixed risk expressed as a percentage of the current account's equity. By varying the position size this way, you ensure that entries with different stop levels risk the same proportion of equity. █  NOTES Example code using some of the library's functions is included at the end of the library. To see it in action, copy the library's code to a new script in the Pine Editor, and “Add to chart”. For each trade, the code displays:  • The entry level in orange.  • The stop level in fuchsia.  • The take profit level in green. The stop and take profit levels automatically flip sides based on whether the current position is long or short. Labels near the last trade's levels display the percentages used to calculate them, which can be changed in the script's inputs. We plot markers for entries and exits because strategy code in libraries does not display the usual markers for them. Look first. Then leap. █  FUNCTIONS percentToTicks(percent) Converts a percentage of the average entry price to ticks.   Parameters:      percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to ticks. 50 is 50% of the entry price.   Returns: (float) A value in ticks. percentToPrice(percent) Converts a percentage of the average entry price to a price.   Parameters:      percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to price. 50 is 50% of the entry price.   Returns: (float) A value in the symbol's quote currency (USD for BTCUSD). percentToCurrency(price, percent) Converts the percentage of a price to money.   Parameters:      price : (series int/float) The symbol's price.      percent : (series int/float) The percentage of `price` to calculate.   Returns: (float) A value in the symbol's currency. percentProfit(exitPrice) Calculates the profit (as a percentage of the position's `strategy.position_avg_price` entry price) if the trade is closed at `exitPrice`.   Parameters:      exitPrice : (series int/float) The potential price to close the position.   Returns: (float) Percentage profit for the current position if closed at the `exitPrice`. priceToTicks(price) Converts a price to ticks.   Parameters:      price : (series int/float) Price to convert to ticks.   Returns: (float) A quantity of ticks. ticksToPrice(price) Converts ticks to a price offset from the average entry price.   Parameters:      price : (series int/float) Ticks to convert to a price.   Returns: (float) A price level that has a distance from the entry price equal to the specified number of ticks. ticksToCurrency(ticks) Converts ticks to money.   Parameters:      ticks : (series int/float) Number of ticks.   Returns: (float) Money amount in the symbol's currency. ticksToStopLevel(ticks) Calculates a stop loss level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `stop` parameter of a `strategy.exit()` call. NOTE: The stop level automatically flips based on whether the position is long or short.   Parameters:      ticks : (series int/float) The distance in ticks from the entry price to the stop loss level.   Returns: (float) A stop loss level for the current position. ticksToTpLevel(ticks) Calculates a take profit level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `limit` parameter of a `strategy.exit()` call. NOTE: The take profit level automatically flips based on whether the position is long or short.   Parameters:      ticks : (series int/float) The distance in ticks from the entry price to the take profit level.   Returns: (float) A take profit level for the current position. calcPositionSizeByStopLossTicks(stopLossTicks, riskPercent) Calculates the position size needed to implement a given stop loss (in ticks) corresponding to `riskPercent` of equity.   Parameters:      stopLossTicks : (series int) The stop loss (in ticks) that will be used to protect the position.      riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).   Returns: (int) A quantity of contracts. calcPositionSizeByStopLossPercent(stopLossPercent, riskPercent, entryPrice) Calculates the position size needed to implement a given stop loss (%) corresponding to `riskPercent` of equity.   Parameters:      stopLossPercent : (series int/float) The stop loss in percent that will be used to protect the position.      riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).      entryPrice : (series int/float) The entry price of the position.   Returns: (int) A quantity of contracts. exitPercent(id, lossPercent, profitPercent, qty, qtyPercent, comment, when, alertMessage) A wrapper of the `strategy.exit()` built-in which adds the possibility to specify loss & profit in as a value in percent. NOTE: this function may work incorrectly with pyramiding turned on due to the use of `strategy.position_avg_price` in its calculations of stop loss and take profit offsets.   Parameters:      id : (series string) The order identifier of the `strategy.exit()` call.      lossPercent : (series int/float) Stop loss as a percent of the entry price.      profitPercent : (series int/float) Take profit as a percent of the entry price.      qty : (series int/float) Number of contracts/shares/lots/units to exit a trade with. The default value is `na`.      qtyPercent : (series int/float) The percent of the position's size to exit a trade with. If `qty` is `na`, the default value of `qty_percent` is 100.      comment : (series string) Optional. Additional notes on the order.      when : (series bool) Condition of the order. The order is placed if it is true.      alertMessage : (series string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.
Perpustakaan Pine Script®
oleh TradingView
33
Waindrops [Makit0]█  OVERALL Plot waindrops (custom volume profiles) on user defined periods, for each period you get high and low, it slices each period in half to get independent vwap, volume profile and the volume traded per price at each half. It works on intraday charts only, up to 720m (12H). It can plot balanced or unbalanced waindrops, and volume profiles up to 24H sessions. As example you can setup unbalanced periods to get independent volume profiles for the overnight and cash sessions on the futures market, or 24H periods to get the full session volume profile of EURUSD The purpose of this indicator is twofold: 1 — from a Chartist point of view, to have an indicator which displays the volume in a more readable way 2 — from a Pine Coder point of view, to have an example of use for two very powerful tools on Pine Script:    • the recently updated drawing limit to 500 (from 50)    • the recently ability to use drawings arrays (lines and labels) If you are new to Pine Script and you are learning how to code, I hope you read all the code and comments on this indicator, all is designed for you, the variables and functions names, the sometimes too big explanations, the overall structure of the code, all is intended as an example on how to code in Pine Script a specific indicator from a very good specification in form of white paper If you wanna learn Pine Script form scratch just start HERE In case you have any kind of problem with Pine Script please use some of the awesome resources at our disposal: USRMAN , REFMAN , AWESOMENESS , MAGIC █  FEATURES Waindrops are a different way of seeing the volume and price plotted in a chart, its a volume profile indicator where you can see the volume of each price level plotted as a vertical histogram for each half of a custom period. By default the period is 60 so it plots an independent volume profile each 30m You can think of each waindrop as an user defined candlestick or bar with four key values:  • high of the period  • low of the period  • left vwap (volume weighted average price of the first half period)  • right vwap (volume weighted average price of the second half period) The waindrop can have 3 different colors (configurable by the user):  • GREEN: when the right vwap is higher than the left vwap (bullish sentiment )  • RED: when the right vwap is lower than the left vwap (bearish sentiment )  • BLUE: when the right vwap is equal than the left vwap ( neutral sentiment ) KEY FEATURES  • Help menu  • Custom periods  • Central bars  • Left/Right VWAPs  • Custom central bars and vwaps: color and pixels  • Highly configurable volume histogram: execution window, ticks, pixels, color, update frequency and fine tuning the neutral meaning  • Volume labels with custom size and color  • Tracking price dot to be able to see the current price when you hide your default candlesticks or bars █  SETTINGS Click here or set any impar period to see the HELP INFO : show the HELP INFO, if it is activated the indicator will not plot PERIOD SIZE (max 2880 min) : waindrop size in minutes, default 60, max 2880 to allow the first half of a 48H period as a full session volume profile BARS : show the central and vwap bars, default true    Central bars : show the central bars, default true    VWAP bars : show the left and right vwap bars, default true    Bars pixels : width of the bars in pixels, default 2    Bars color mode : bars color behavior    • BARS : gets the color from the 'Bars color' option on the settings panel    • HISTOGRAM : gets the color from the Bearish/Bullish/Neutral Histogram color options from the settings panel    Bars color : color for the central and vwap bars, default white HISTOGRAM show the volume histogram, default true    Execution window (x24H) : last 24H periods where the volume funcionality will be plotted, default 5    Ticks per bar (max 50) : width in ticks of each histogram bar, default 2    Updates per period : number of times the histogram will update    • ONE : update at the last bar of the period    • TWO : update at the last bar of each half period    • FOUR : slice the period in 4 quarters and updates at the last bar of each of them    • EACH BAR : updates at the close of each bar    Pixels per bar : width in pixels of each histogram bar, default 4    Neutral Treshold (ticks) : delta in ticks between left and right vwaps to identify a waindrop as neutral, default 0    Bearish Histogram color : histogram color when right vwap is lower than left vwap, default red    Bullish Histogram color : histogram color when right vwap is higher than left vwap, default green    Neutral Histogram color : histogram color when the delta between right and left vwaps is equal or lower than the Neutral treshold, default blue VOLUME LABELS : show volume labels    Volume labels color : color for the volume labels, default white    Volume Labels size : text size for the volume labels, choose between AUTO, TINY, SMALL, NORMAL or LARGE, default TINY TRACK PRICE : show a yellow ball tracking the last price, default true █  LIMITS This indicator only works on intraday charts (minutes only) up to 12H (720m), the lower chart timeframe you can use is 1m This indicator needs price, time and volume to work, it will not work on an index (there is no volume), the execution will not be allowed The histogram (volume profile) can be plotted on 24H sessions as limit but you can plot several 24H sessions █  ERRORS AND PERFORMANCE Depending on the choosed settings, the script performance will be highly affected and it will experience errors Two of the more common errors it can throw are:  • Calculation takes too long to execute  • Loop takes too long The indicator performance is highly related to the underlying volatility (tick wise), the script takes each candlestick or bar and for each tick in it stores the price and volume, if the ticker in your chart has thousands and thousands of ticks per bar the indicator will throw an error for sure, it can not calculate in time such amount of ticks. What all of that means? Simply put, this will throw error on the BITCOIN pair BTCUSD (high volatility with tick size 0.01) because it has too many ticks per bar, but lucky you it will work just fine on the futures contract BTC1! (tick size 5) because it has a lot less ticks per bar There are some options you can fine tune to boost the script performance, the more demanding option in terms of resources consumption is Updates per period , by default is maxed out so lowering this setting will improve the performance in a high way. If you wanna know more about how to improve the script performance, read the HELP INFO accessible from the settings panel █  HOW-TO SETUP The basic parameters to adjust are Period size , Ticks per bar and Pixels per bar  • Period size is the main setting, defines the waindrop size, to get a better looking histogram set bigger period and smaller chart timeframe  • Ticks per bar is the tricky one, adjust it differently for each underlying (ticker) volatility wise, for some you will need a low value, for others a high one.    To get a more accurate histogram set it as lower as you can (min value is 1)  • Pixels per bar allows you to adjust the width of each histogram bar, with it you can adjust the blank space between them or allow overlaping You must play with these three parameters until you obtain the desired histogram: smoother, sharper, etc... These are some of the different kind of charts you can setup thru the settings:  • Balanced Waindrops (default): charts with waindrops where the two halfs are of same size.    This is the default chart, just select a period (30m, 60m, 120m, 240m, pick your poison), adjust the histogram ticks and pixels and watch  • Unbalanced Waindrops: chart with waindrops where the two halfs are of different sizes.    Do you trade futures and want to plot a waindrop with the first half for the overnight session and the second half for the cash session? you got it;    just adjust the period to 1860 for any CME ticker (like ES1! for example) adjust the histogram ticks and pixels and watch  • Full Session Volume Profile: chart with waindrops where only the first half plots.    Do you use Volume profile to analize the market? Lucky you, now you can trick this one to plot it, just try a period of 780 on SPY, 2760 on ES1!, or 2880 on EURUSD    remember to adjust the histogram ticks and pixels for each underlying  • Only Bars: charts with only central and vwap bars plotted, simply deactivate the histogram and volume labels  • Only Histogram: charts with only the histogram plotted (volume profile charts), simply deactivate the bars and volume labels  • Only Volume: charts with only the raw volume numbers plotted, simply deactivate the bars and histogram If you wanna know more about custom full session periods for different asset classes, read the HELP INFO accessible from the settings panel EXAMPLES Full Session Volume Profile on MES 5m chart: Full Session Unbalanced Waindrop on MNQ 2m chart (left side Overnight session, right side Cash Session): The following examples will have the exact same charts but on four different tickers representing a futures contract, a forex pair, an etf and a stock. We are doing this to be able to see the different parameters we need for plotting the same kind of chart on different assets The chart composition is as follows:  • Left side: Volume Labels chart (period 10)  • Upper Right side: Waindrops (period 60)  • Lower Right side: Full Session Volume Profile The first example will specify the main parameters, the rest of the charts will have only the differences MES :  • Left: Period size: 10, Bars: uncheck, Histogram: uncheck, Execution window: 1, Ticks per bar: 2, Updates per period: EACH BAR,    Pixels per bar: 4, Volume labels: check, Track price: check  • Upper Right: Period size: 60, Bars: check, Bars color mode: HISTOGRAM, Histogram: check, Execution window: 2, Ticks per bar: 2,    Updates per period: EACH BAR, Pixels per bar: 4, Volume labels: uncheck, Track price: check  • Lower Right: Period size: 2760, Bars: uncheck, Histogram: check, Execution window: 1, Ticks per bar: 1, Updates per period: EACH BAR,    Pixels per bar: 2, Volume labels: uncheck, Track price: check EURUSD :  • Upper Right: Ticks per bar: 10  • Lower Right: Period size: 2880, Ticks per bar: 1, Pixels per bar: 1 SPY :  • Left: Ticks per bar: 3  • Upper Right: Ticks per bar: 5, Pixels per bar: 3  • Lower Right: Period size: 780, Ticks per bar: 2, Pixels per bar: 2 AAPL :  • Left: Ticks per bar: 2  • Upper Right: Ticks per bar: 6, Pixels per bar: 3  • Lower Right: Period size: 780, Ticks per bar: 1, Pixels per bar: 2 █  THANKS TO PineCoders for all they do, all the tools and help they provide and their involvement in making a better community scarf for the idea of coding a waindrops like indicator, I did not know something like that existed at all All the Pine Coders, Pine Pros and Pine Wizards, people who share their work and knowledge for the sake of it and helping others, I'm very grateful indeed I'm learning at each step of the way from you all, thanks for this awesome community; Opensource and shared knowledge: this is the way! (said with canned voice from inside my helmet :D) █  NOTE This description was formatted following THIS guidelines ═════════════════════════════════════════════════════════════════════════ I sincerely hope you enjoy reading and using this work as much as I enjoyed developing it :D GOOD LUCK AND HAPPY TRADING!
Indikator Pine Script®
oleh makit0
108
SMT Divergences [LuxAlgo]The SMT Divergences indicator highlights SMT divergences between the chart symbol and two user-selected tickers (ES and YM by default). A dashboard returning the SMT divergences statistics is also provided within the settings. 🔶 SETTINGS Swing Lookback: Calculation window used to detect swing points. Comparison Ticker: If enabled, will detect SMT divergences between the chart prices and the prices of the selected ticker. 🔹 Dashboard Show Dashboard: Displays statistics dashboard on the chart. Location: Location of the dashboard on the chart. Size: Size of the displayed dashboard. 🔶 USAGE SMT Divergences are characterized by diverging swing points between two securities. The detection of SMT Divergences is performed by detecting swing points using the user chart prices as well as the prices of the selected external tickers. If a swing point on the chart ticker is detected at the same time on external tickers, comparison is performed. Due to the detection requiring swing point confirmation (3 candles by default), this indicator can better be used to study price behaviors on the occurrence of an SMT divergence. The dashboard highlights the number of SMT divergences that occurred on a swing high and swing low between the chart ticker and the selected external tickers. The returned percentage indicates the proportion of swing highs or swing lows that led to an SMT divergence.
Indikator Pine Script®
oleh LuxAlgo
56