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Contract Interest Turnover T3 [T69]Overview -------- Contract Interest Turnover (CIT) estimates how “churny” a crypto derivatives market is by comparing the amount traded in a bar to the base stock of outstanding contracts (open interest). It normalizes both Volume and Open Interest (OI) by Price (Close), then plots a Turnover Rate = (Volume/Close) ÷ (OI/Close) as colored columns. Higher values = faster contract recycling (strong momentum / hype potential). Features -------- - Auto-fetch OI: Pulls OI via request.security(_OI, …) when the exchange/symbol exposes an OI stream on TradingView. - Price-normalized comparison: Converts both Volume and OI into comparable notional terms by dividing each by Close. - Turnover columns with threshold: Color the columns green once Turnover ≥ your set threshold; gray otherwise. - Status-line readouts: Displays normalized Volume and OI values for quick sanity checks. - Crypto-aware timeframe: Uses chart TF for crypto; forces daily OI when not crypto to avoid noisy intraday pulls. How to Use ---------- 1. Add the script on a perpetual/futures symbol that has OI on TradingView (e.g., BTC perps where an _OI feed exists). 2. Watch the Turnover Rate bars: spikes above your threshold flag sessions where contracts are actively flipping. 3. Interpret spikes as a signal of movement or activity — it does not specify price direction, only that the market is engaged and contracts are being traded more intensely than usual. Configuration ------------- - Interest Turnover Threshold (default 1.0): colors columns green when Turnover ≥ threshold. Tune per market’s typical churn profile. Under the Hood (Formulas & Logic) --------------------------------- - Fetch OI oiClose ← request.security(ticker.standard(syminfo.tickerid) + "_OI", timeframe, close) with ignore_invalid_symbol = true. If none is found, the script throws a clear runtime error. - Normalize to price vol_norm = volume / close oi_norm = oiClose / close This converts both to a common notional basis so their ratio is meaningful even as price changes. - Turnover Rate turnover = vol_norm / oi_norm Interpretation: fraction/multiples of the outstanding contract base traded in the bar. Color = green if turnover ≥ threshold. Why Open Interest ≈ “Float” Proxy --------------------------------- In stocks, float ≈ shares the public can trade. In derivatives, there are no “shares,” so Open Interest acts as the live stock of active contracts. It’s the best proxy for “what’s available in play” because it counts open positions that persist across bars. Using Volume ÷ OI mirrors stock float-turnover logic: how fast the tradable base is being recycled each period. Why Normalize by Price ---------------------- Derivatives volume and OI may be reported in contracts, not notional value. One contract’s economic weight changes with price (especially on inverse contracts). Dividing both Volume and OI by Close: - Puts them on a comparable notional footing. - Prevents false spikes purely from price moves. - Makes Turnover comparable across time even as price trends. Advanced Tips ------------- - Calibrate threshold: Start from the 80th–90th percentile of the last 60–90 bars of Turnover; set the threshold a touch below that to surface early heat. - Add OI-delta: Layer an OI change histogram (current − prior) to separate new positioning from pure churn. - Linear vs inverse: For linear (USDT-margined) contracts, the normalization still works and keeps visuals consistent; for inverse, it’s essential. Limitations ----------- - Data availability: Works only if your symbol exposes an _OI feed on TradingView; otherwise it errors out. - Exchange conventions: Volume units differ by venue (contracts, coin, notional). Normalization mitigates, but cross-symbol comparisons still need caution. - Intrabar gaps: OI is typically end-of-bar; rapid intrabar shifts won’t appear until the bar closes. Notes ----- - Designed primarily for crypto derivatives. For non-crypto, the script blanks OI to avoid misleading plots and uses a daily TF when needed. Credit ------ - Concept & data: Built for TradingView data feeds. - Acknowledgment: Credit to TradingView default indicator as requested. - Source: This write-up reflects the logic present in your uploaded script. Disclaimer ---------- Markets move; indicators simplify. Use with position sizing, hard stops, and catalyst awareness. The Turnover Rate flags activity, not direction.
Pine Script® 인디케이터
Teyo69의
2
Refic PackRefic Pack - Session Highs/Lows & Fair Value Gaps A comprehensive trading tool that combines session-based analysis with Fair Value Gap (FVG) detection across multiple market sessions. This indicator highlights key trading zones and inefficiencies during: Asia Session (1:00-2:00 AM London time) London AM (8:00-9:00 AM London time) New York AM (2:30-3:30 PM London time) New York PM (6:30-7:30 PM London time) Features: Color-coded session backgrounds for easy identification Automatic detection of the first Fair Value Gap in each session Customizable FVG box colors, borders, and extension length Session high/low tracking for key support/resistance levels Clean visual presentation with manageable box limits Perfect for traders who focus on session-based strategies, institutional order flow, and price inefficiency trading. Works on all timeframes and helps identify high-probability reversal and continuation zones during key market hours.
Pine Script® 인디케이터
Refic의
选股器：智能货币突破通道 [AlgoAlpha]Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel Stock Picker: Smart Money Breakout Channel
Pine Script® 인디케이터
imtpcsuva의
Global M2 Money Supply // Days Offset =global m2 money supply tracker: tracking North America, // EUROZONE Data // North America Data // Non-EU Europe Data // Pacific Data // Asia Data // Latin America Data // Middle East Data // Africa Data // Calculate Global Money Supply M2 total = (EUM2D + USM2D + CAM2D + CHM2D + GBM2D + FIPOP + RUM2D + NZM2D + CNM2D + TWM2D + HKM2D + INM2D + JPM2D + PHM2D + SGM2D + BRM2D + COM2D + MXM2D + AEM2D + TRM2D + ZAM2D) / 1000000000000
Pine Script® 인디케이터
jennerbae의
ICT 00:00, 08:30, 09:30 & 13:30 Opens (NY) — Prior-Day HistoryICT 00:00, 08:30, 09:30 & 13:30 Opens (NY) This is a derivative of ALPHAICTRADER’s open-source script, republished under the MPL-2.0 with clear attribution and documented changes. It plots four New-York–anchored intraday reference levels—0000, 0830, 0930, 1330—as short, right-padded stubs with clean side labels. Use these time anchors (ICT-style midnight + key US windows) to frame bias, volatility pockets, and intraday trade locations. What’s original in this version (changes) Right-padded stubs instead of chart-wide rays — each level ends N bars past the latest candle (configurable). Side labels at the line tip — text-only labels (0000, 0830, 0930, 1330) that sit at the right end of each stub and update every bar. Optional prior-day history — show Today only or Today + Prior Day; older lines/labels auto-pruned. Per-anchor controls — Display, Style, Color, Width, and Show Label for each time. What it plots (and why) 0000 (NY Midnight): daily session anchor for bias/liquidity context. 0830 (NY): macro data window (CPI/NFP/claims) where volatility often concentrates. 0930 (NY): US cash equity market open; opening-drive structure/acceptance tests. 1330 (NY): early-afternoon anchor for continuation vs. fade. How it works (under the hood) Session detection: time("1", session, "America/New_York"); first bar flagged via not na(ts) and na(ts ). Anchor price: open of that first bar per session/day. Rendering: lines drawn with xloc=bar_index from start bar to bar_index + Right Pad; x2 updates every bar (no extend.right). Labels: placed at line.get_x2(line) + Label Pad, soft color variant; updated per bar to stay on the tip. History: arrays keep either today only or today + yesterday and delete anything older immediately. How to use Add to any intraday chart (futures/FX/indices). Anchors are always NY-time; TradingView handles DST. Inputs 00:00 / 08:30 / 09:30 / 13:30 (NY): Display, Line Style, Color, Width, Show Label Right Edge: Right Pad (bars) · Label Pad (bars) History: Show Prior Day (History) — off = today only; on = today + yesterday Suggested pads: Right Pad 2–5 bars; Label Pad 0–2. These are context anchors, not signals. Combine with your execution model (market structure, liquidity, FVG/OBs, etc.). Attribution & License (MPL-2.0) Original work: “ICT NEW YORK MIDNIGHT OPEN AND 8.30 AM OPEN” by ALPHAICTRADER (MPL-2.0). This derivative: modifications listed above; source published and kept under MPL-2.0 per license terms. If you distribute a modified version of this Pine file, you must keep MPL-2.0, retain the copyright/licensing header, publish your modified source, and document your changes. Notes: Pine v5. Minimalist (no day dividers). Educational tool; not financial advice. Copyright: © ALPHAICTRADER 2022 · © Funk 2025 License: MPL-2.0
Pine Script® 인디케이터
FunkValue의
Kalman Sigmoid Z-score | SurgeQuantTitle: Kalman Sigmoid Z-score Indicator The Kalman Sigmoid Z-score indicator is a sophisticated tool designed to identify market momentum and potential trend changes using a combination of Kalman filtering, sigmoid-weighted averaging, and Z-score calculations. By processing price data through a Kalman filter and applying adaptive sigmoid weighting, this indicator provides clear visual signals for bullish and bearish market conditions. The Z-score output and price bars are dynamically colored to highlight momentum shifts, aiding traders in identifying potential trading opportunities. How It Works Kalman Filter Calculation Computes a smoothed price series using a Kalman filter based on a user-selected price source (Close, High, Low, or Open) with configurable parameters for process noise, measurement noise, and filter order (default: 3). The Kalman filter reduces noise in the price data, providing a stable foundation for further analysis. Sigmoid-Weighted Averaging Applies a sigmoid function to calculate adaptive weights based on price comparisons over a user-defined lookback period (default: 10). Weights are adjusted dynamically using a volatility ratio (standard deviation over ATR) to account for market conditions, enhancing signal reliability. Z-score Calculation Calculates the Z-score of the Kalman-filtered price relative to a sigmoid-weighted moving average over a user-defined period (default: 20). Bullish Signal: Triggered when the Z-score crosses above 0, indicating potential upward momentum. Bearish Signal: Triggered when the Z-score crosses below 0, indicating potential downward momentum. Visual Representation The indicator provides a clear and customizable visual interface: Z-score Histogram: Displayed as colored columns, with distinct colors for bullish (Z-score > 0) and bearish (Z-score < 0) conditions. Bright green (#4DFFBE) for rising Z-score above 0. Light green (#56DFCF) for falling Z-score above 0. Dark purple (#AE75DA) for falling Z-score below 0. Light purple (#4D2D8C) for rising Z-score below 0. Price Bar Coloring: Synchronizes with the Z-score colors to reflect momentum on the main chart. Reference Line: A zero line is plotted on the Z-score panel for easy reference. Customization & Parameters The Kalman Sigmoid Z-score indicator offers flexible parameters to suit various trading styles: Source: Select the input price (default: Close; options: Close, High, Low, Open). Lookback Period: Set the period for sigmoid weight calculations (default: 10). Volatility Period: Adjust the period for volatility ratio calculation (default: 30). Base Steepness: Control the sigmoid function’s sensitivity (default: 5). Base Midpoint: Set the sigmoid function’s midpoint (default: 0.01). Z-score Period: Define the period for Z-score calculation (default: 20). Kalman Parameters: Process Noise (default: 0.01). Measurement Noise (default: 3). Filter Order (default: 3). Color Settings: Predefined colors with distinct shades for bullish and bearish states, ensuring clear visual differentiation. Trading Applications This indicator is versatile and can be applied across various markets and strategies: Momentum Trading: Highlights strong bullish or bearish momentum for potential entry or exit points based on Z-score crossings. Trend Confirmation: Use bar coloring to confirm Z-score signals with price action on the main chart. Reversal Detection: Identify potential reversals when the Z-score crosses the zero line. Scalping and Swing Trading: Adjust parameters (e.g., lookback, Z-score period) to suit short-term or longer-term strategies. Final Note The Kalman Sigmoid Z-score indicator is a powerful tool for traders seeking to leverage advanced filtering and statistical analysis for momentum and trend-based opportunities. Its combination of Kalman-filtered price smoothing, sigmoid-weighted averaging, dynamic Z-score signals, and synchronized bar coloring offers a robust framework for informed trading decisions. As with all indicators, backtest thoroughly and integrate into a comprehensive trading strategy for optimal results. This indicator is provided for educational and informational purposes and should not be considered financial advice.
Pine Script® 인디케이터
SurgeQuant의
HA Color Change Alerts (fixed v3)📌 Heikin Ashi Color Change Alerts This indicator notifies you whenever a Heikin Ashi candle changes color (from red → green or green → red). 🔎 Features Automatic Heikin Ashi calculation Uses TradingView’s built-in Heikin Ashi source, so you don’t need to switch your chart to HA candles. Signals on chart Plots ▲ (green triangle) when HA changes from red → green and ▼ (red triangle) when HA changes from green → red. Customizable alerts You can set TradingView alerts for: “Heikin Ashi Turned GREEN” “Heikin Ashi Turned RED” Options Show/Hide the Heikin Ashi candles on top of your normal chart. Choose whether alerts trigger only after bar close, or intrabar as soon as the color flips. Show or hide the signal markers. 🔔 Use cases Trend following: enter when HA flips to green, exit when it flips back to red. Early reversal spotting: get notified when the candle momentum shifts. Works on any symbol and timeframe.
Pine Script® 인디케이터
shanezane8888의
NDOG & NWOG - Liquidity + Sunday Box rroielDescription: This script combines NDOG & NWOG liquidity levels with a Sunday Box framework to provide traders with structured levels for weekly bias, liquidity mapping, and potential entry/exit zones. Features: • Automatic plotting of NDOG & NWOG liquidity zones. • Sunday Box (weekly open range) drawn to define structure and bias. • Highlights liquidity sweeps and retests for trade confirmation. • Configurable settings for box time, liquidity range, and display options. • Built to support ROI/EL strategies by aligning liquidity with weekly key levels. Use Case: Helps traders identify where price is likely to react by combining liquidity-based zones with the Sunday box framework. Designed for clarity, confluence, and efficiency in execution.
Pine Script® 인디케이터
rroiel의
Custom Time Range HighlightThis indicator highlights specific time ranges on your TradingView chart with customizable background colors and labels, making it easier to identify key trading sessions and ICT (Inner Circle Trader) Killzones. It is designed for traders who want to mark important market hours, such as major sessions (Asia, New York, London) or high-volatility Killzones, with full control over activation, timing, colors, and transparency. Features Customizable Time Ranges: Define up to 9 different time ranges, including one custom range, three major market sessions (Asia, New York, London), and five ICT Killzones (Asia, NY Open, NY Close, London Open, London Close). Individual Activation: Enable or disable each time range independently via checkboxes in the settings. By default, only the ICT Killzones are active. Custom Colors and Transparency: Set unique background and label colors for each range, with adjustable transparency for both. Labeled Time Ranges: Each active range is marked with a customizable label at the start of the period, displayed above the chart for easy identification. Priority Handling: If multiple ranges overlap, the range with the higher number (e.g., Asia Killzone over Custom Range) determines the background color. CET Time Zone: Time ranges are based on Central European Time (CET, Europe/Vienna). Adjust the hours and minutes to match your trading needs. Settings The indicator settings are organized into three groups for clarity: Custom Range: A flexible range (default: 15:30–18:00 CET) for user-defined periods. Session - Asia, NY, London: Major market sessions (Asia: 01:00–10:00, New York: 14:00–23:00, London: 09:00–18:00 CET). ICT Killzones - Asia, NY, London: High-volatility periods (NY Open: 13:00–16:00, NY Close: 20:00–23:00, London Open: 08:00–11:00, London Close: 16:00–18:00, Asia: 02:00–05:00 CET). For each range, you can: Toggle activation (default: only ICT Killzones enabled). Adjust start and end times (hours and minutes). Customize the label text. Choose background and label colors with transparency levels (0–100). How to Use Add the indicator to your chart. Open the settings to enable/disable specific ranges, adjust their times, or customize colors and labels. The chart will highlight active time ranges with the selected background colors and display labels at the start of each range. Use it to focus on key trading periods, such as ICT Killzones for high-probability setups or major sessions for market analysis. Notes Ensure your time ranges align with your trading instrument’s session times. Overlapping ranges prioritize higher-numbered ranges (e.g., Asia Killzone overrides London Session). Ideal for day traders, scalpers, or ICT strategy followers who need clear visual cues for specific market hours. Feedback If you have suggestions for improvements or need help with customization, feel free to leave a comment or contact the author!
Pine Script® 인디케이터
osterhansi_의
Bitcoin vs. Gold correlation with lagBTC vs Gold (Lag) + Correlation — multi-timeframe, publication notes What it does Plots Gold on the same chart as Bitcoin, with a configurable lead/lag. Lets you choose how the series is displayed: Gold shifted forward (+lag on chart) — shows gold ahead of BTC on the time axis (visual offset). Gold aligned to BTC (gold lag) — standard alignment; gold is lagged for calculation and plotted in place. BTC 200D Lag (BTC shifted forward) — visualizes BTC shifted forward (like popular “BTC 200D Lag” charts). Computes Pearson correlations between BTC (no lag) and Gold (with lag) over multiple lookback windows equivalent to: 30d, 60d, 90d, 180d, 365d, 2y (730d), 3y (1095d), 5y (1825d). Shows a table with the correlation values, automatically scaled to the current timeframe. Why this is useful A common macro claim is that BTC tends to follow Gold with a delay (e.g., ~200 trading days). This tool lets you: Visually advance Gold (or BTC) to see that lead-lag relationship on the chart. Quantify the relationship with rolling correlations. Switch timeframes (D/W/M/…): everything automatically stays in sync. Quick start Open a BTC chart (any exchange). Add the indicator. Set Gold symbol (default TVC:GOLD; alternatives: OANDA:XAUUSD, COMEX:GC1!, etc.). Choose Lag value and Lag unit (Days/Weeks/Months/Years/Bars). Pick Visual Mode: To mirror those “BTC 200D Lag” posts: choose “BTC 200D Lag (BTC shifted forward)” with 200 Days. To view Gold 200D ahead of BTC: select “Gold shifted forward (+lag on chart)” with 200 Days. Keep Rebase to 100 ON for an apples-to-apples visual scale. (You can move the study to the left price scale if needed.) Inputs Gold symbol: external series to pair with BTC. Lag value: numeric value. Lag unit: Days, Weeks, Months (≈30d), Years (≈365d), or direct Bars. Visual mode: Gold shifted forward (+lag on chart) → gold is offset to the right by the lag (visual only). Gold aligned to BTC (gold lag) → standard plot (no visual offset); correlations still use lagged gold. BTC 200D Lag (BTC shifted forward) → BTC is offset to the right by the lag (visual only). Rebase to 100 (visual): rescales each series to 100 on its first valid bar for clearer comparison. Show gold without lag (debug): optional reference line. Show price tag for gold (lag): toggles the track price label. Timeframe handling The study uses the current chart timeframe for both BTC and Gold (timeframe.period). Lag in time units (Days/Weeks/Months/Years) is internally converted to an integer number of bars of the active timeframe (using timeframe.in_seconds). Example: on W (weekly), 200 days ≈ 29 bars. On intraday timeframes, days are converted proportionally. Correlation math Correlation = ta.correlation(BTC, Gold_lagged, length_in_bars) Lookback lengths are the bar-equivalents of 30/60/90/180/365/730/1095/1825 days in the active timeframe. Important: correlations are computed on prices (not returns). If you prefer returns-based correlation (often more statistically robust), duplicate the script and replace price inputs with change(close) or ta.roc(close, 1). Reading the table Window: nominal day label (e.g., 30d, 1y, 5y). Bars (TF): how many bars that window equals on the current timeframe. Correlation: Pearson coefficient . Background tint shows intensity and sign. Tips & caveats Visual offsets (offset=) move series on screen only; they don’t affect the math. The math always uses BTC (no lag) × Gold (lagged). With large lags on high timeframes, early bars will be na (normal). Scroll forward / reduce lag. If your Gold feed doesn’t load, try an alternative symbol that your plan supports. Rebase to 100 helps visibility when BTC ($100k) and Gold ($2k) share a scale. Months/Years use 30/365-day approximations. For exact control, use Days or Bars. Correlations on very short lengths or sparse data can be unstable; consider the longer windows for sturdier signals. This is a visual/analytical tool, not a trading signal. Always apply independent risk management. Suggested setups Replicate “BTC 200D Lag” charts: Visual Mode: BTC 200D Lag (BTC shifted forward) Lag: 200 Days Rebase: ON Gold leads BTC (Gold ahead): Visual Mode: Gold shifted forward (+lag on chart) Lag: 200 Days Rebase: ON Compatibility: Pine v6, overlay study. Best with: BTCUSD (any exchange) + a reliable Gold feed. Author’s note: Lead-lag relationships are not stable over time; treat correlations as descriptive, not predictive.
Pine Script® 인디케이터
viniciusbazan의