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1 MIN SCALP TRADER fixed//@version=5 indicator("15MIN SCALP TRADER", overlay=true) // ============================================ // SETTINGS // ============================================ length_rsi = input(14, "RSI Length", group="Indicators") length_ma = input(20, "MA Length", group="Indicators") rsi_overbought = input(70, "RSI Overbought", group="Signals") rsi_oversold = input(30, "RSI Oversold", group="Signals") // ============================================ // CALCULATIONS // ============================================ // RSI rsi = ta.rsi(close, length_rsi) // Moving Averages ma_fast = ta.sma(close, length_ma) ma_slow = ta.sma(close, length_ma * 2) // Volume vol = ta.sma(volume, 20) vol_spike = volume > vol * 1.5 // Support/Resistance highest = ta.highest(high, 20) lowest = ta.lowest(low, 20) // ============================================ // SIGNALS // ============================================ // BUY Signal: Price breaks above MA + RSI < 50 + Volume buy_signal = close > ma_fast and close > ma_slow and rsi < 50 and vol_spike // SELL Signal: Price below MA + RSI > 50 sell_signal = close < ma_fast and rsi > 50 and vol_spike // ============================================ // TAKE PROFIT / STOP LOSS LEVELS // ============================================ atr = ta.atr(14) tp_long = close + (atr * 2) sl_long = close - (atr * 1) tp_short = close - (atr * 2) sl_short = close + (atr * 1) // ============================================ // PLOT // ============================================ // Moving Averages plot(ma_fast, "MA20", color.new(color.blue, 50), linewidth=2) plot(ma_slow, "MA40", color.new(color.red, 50), linewidth=2) // Support/Resistance plot(highest, "Resistance", color.new(color.orange, 60), linewidth=1, style=plot.style_circles) plot(lowest, "Support", color.new(color.green, 60), linewidth=1, style=plot.style_circles) // ============================================ // ALERTS & ARROWS // ============================================ // Buy Signal plotshape(buy_signal, title="BUY", style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), textcolor=color.white, text="BUY", size=size.small) // Sell Signal plotshape(sell_signal, title="SELL", style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 0), textcolor=color.white, text="SELL", size=size.small) // ============================================ // ALERTS // ============================================ alertcondition(buy_signal, title="BUY SIGNAL 15MIN", message="🟢 BUY - Check chart now!") alertcondition(sell_signal, title="SELL SIGNAL 15MIN", message="🔴 SELL - Check chart now!") // ============================================ // TABLE INFO // ============================================ var table info = table.new(position.top_right, 2, 5, border_color=color.gray, frame_color=color.blue, frame_width=2) table.cell(info, 0, 0, "RSI", text_color=color.white, bgcolor=color.navy) table.cell(info, 1, 0, str.tostring(math.round(rsi, 2)), text_color=color.white, bgcolor=color.navy) table.cell(info, 0, 1, "Close", text_color=color.white, bgcolor=color.navy) table.cell(info, 1, 1, str.tostring(math.round(close, 2)), text_color=color.white, bgcolor=color.navy) table.cell(info, 0, 2, "MA20", text_color=color.white, bgcolor=color.navy) table.cell(info, 1, 2, str.tostring(math.round(ma_fast, 2)), text_color=color.white, bgcolor=color.navy) table.cell(info, 0, 3, "Volume", text_color=color.white, bgcolor=color.navy) table.cell(info, 1, 3, str.tostring(math.round(volume / 1000000, 2)) + "M", text_color=color.white, bgcolor=color.navy) table.cell(info, 0, 4, "ATR", text_color=color.white, bgcolor=color.navy) table.cell(info, 1, 4, str.tostring(math.round(atr, 4)), text_color=color.white, bgcolor=color.navy)
Pine Script® 인디케이터
WowThatTrader0096의
1
YesterWAPThe VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset. The VWAP is reset periodically, often at daily open, creating a "gap." The YesterWAP tracks the gap for you. Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first. When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
Pine Script® 인디케이터
Kerbal의
ma_libraryTitle: Library: Advanced Moving Average Collection Description: This library provides a comprehensive set of Moving Average algorithms, ranging from standard filters (SMA, EMA) to adaptive trendlines (KAMA, FRAMA) and experimental smoothers (ALMA, JMA). It has been fully optimized for Pine Script v6, ensuring efficient execution and strict robustness against na (missing) values. Unlike standard implementations that propagate na values, these functions dynamically recalculate weights to maintain continuity in disjointed datasets. 🧩 Library Features Robustness: Non-recursive filters ignore na values within the lookback window. Recursive filters maintain state to prevent calculation breaks. Optimization: Logic updated to v6 standards, utilizing efficient loops and var persistence. Standardization: All functions utilize a consistent f_ prefix and standardized parameters for easy integration. Scope: Contains over 35 different smoothing algorithms. 📊 Input Requirements Source (src): The data series to smooth (usually close, hl2, etc.). Length (length): The lookback period (must be a simple int). Specifics: Some adaptive MAs (like f_evwma) require volume data, while others (like f_alma) require offset/sigma settings. 🛠️ Integration Example You can import the library and call functions directly, or use the built-in f_selector to create dynamic inputs for your users. code Pine download content_copy expand_less //@version=6 indicator("MA Library Demo", overlay=true) // Import the library import YourUsername/ma_/1 as ma // --- Example 1: Direct Function Call --- // calculating Jurik Moving Average (JMA) float jma_val = ma.f_jma(close, 14) plot(jma_val, "JMA", color=color.yellow, linewidth=2) // --- Example 2: User Selector --- // Allowing the user to choose the MA type via settings string selected_type = input.string("ALMA", "MA Type", options= ) int length = input.int(20, "Length") // Using the generic selector function float dynamic_ma = ma.f_selector(close, length, selected_type) plot(dynamic_ma, "Dynamic MA", color=color.aqua) 📋 Included Algorithms The following methods are available (prefixed with f_): Standard: SMA, EMA, WMA, VWMA, RMA Adaptive: KAMA (Kaufman), FRAMA (Fractal), VIDYA (Chande/VARMA), VAMA (Vol. Adjusted) Low Lag: ZLEMA (Zero Lag), HMA (Hull), JMA (Jurik), DEMA, TEMA Statistical/Math: LSMA (Least Squares), GMMA (Geometric Mean), FLSMA (Fisher Least Squares) Advanced/Exotic: ALMA (Arnaud Legoux) EIT (Ehlers Instantaneous Trend) ESD (Ehlers Simple Decycler) AHMA (Ahrens) BMF (Blackman Filter) CMA (Corrective) DSWF (Damped Sine Wave) EVWMA (Elastic Vol. Weighted) HCF (Hybrid Convolution) LMA (Leo) MD (McGinley Dynamic) MF (Modular Filter) MM (Moving Median) QMA (Quick) RPMA (Repulsion) RSRMA (Right Sided Ricker) SMMA (Smoothed) SSMA (Shapeshifting) SWMA (Sine Weighted) TMA (Triangular) TSF (True Strength Force) VBMA (Variable Band)
Pine Script® 라이브러리
Nodial의
1of1 Trades HDT Clouds (Clouds Only)Created by 1 of 1 Trades Credit goes to Ripster for the original creation of the MA cloud concept. 📌 Overview HDT Clouds is a multi-timeframe moving average cloud system designed to visually identify trend direction, momentum strength, and dynamic support/resistance using layered MA clouds only — with no EMA lines displayed for a clean, uncluttered chart. This version is intentionally stripped down to clouds only, allowing traders to focus purely on structure and bias. ☁️ How It Works Each cloud is formed by a short-term and long-term moving average pair Clouds change color based on trend direction: Bullish when the short MA is above the long MA Bearish when the short MA is below the long MA Multiple cloud layers help confirm: Trend alignment Pullback zones Higher-timeframe bias vs lower-timeframe price action 🔧 Customization Choose EMA or SMA Enable or disable individual clouds Adjust MA lengths per cloud Apply a leading offset for forward-projected structure 🎯 Best Use Cases Trend confirmation Identifying pullbacks within strong trends Filtering trades to align with higher-probability direction Clean visual bias for discretionary trading ⚠️ Notes This indicator is designed to assist decision-making, not replace risk management or trading discipline. Always combine with your strategy, confirmations, and proper risk control.
Pine Script® 인디케이터
PushingOptions의
1of1 Trades HDT Clouds (Clouds Only) Created by 1 of 1 Trades Credit goes to Ripster for the original creation of the MA cloud concept. 📌 Overview HDT Clouds is a multi-timeframe moving average cloud system designed to visually identify trend direction, momentum strength, and dynamic support/resistance using layered MA clouds only — with no EMA lines displayed for a clean, uncluttered chart. This version is intentionally stripped down to clouds only, allowing traders to focus purely on structure and bias. ☁️ How It Works Each cloud is formed by a short-term and long-term moving average pair Clouds change color based on trend direction: Bullish when the short MA is above the long MA Bearish when the short MA is below the long MA Multiple cloud layers help confirm: Trend alignment Pullback zones Higher-timeframe bias vs lower-timeframe price action 🔧 Customization Choose EMA or SMA Enable or disable individual clouds Adjust MA lengths per cloud Apply a leading offset for forward-projected structure 🎯 Best Use Cases Trend confirmation Identifying pullbacks within strong trends Filtering trades to align with higher-probability direction Clean visual bias for discretionary trading ⚠️ Notes This indicator is designed to assist decision-making, not replace risk management or trading discipline. Always combine with your strategy, confirmations, and proper risk control.
Pine Script® 인디케이터
PushingOptions의
EMAsDescription: This indicator displays 10 separate Exponential Moving Averages (EMAs) on your chart to help you identify trend direction and potential support/resistance levels. Unlike Simple Moving Averages (SMAs), EMAs place greater weight on recent price data, allowing for a faster reaction to price changes. Key Features: 10 Customizable Lines: You can configure the length and source for up to 10 different EMAs. Dynamic Coloring: The lines change color based on the relationship between the price and the EMA. EMAs 1-5: Blue when price is above, Orange when price is below. EMAs 6-10: Green when price is above, Red when price is below. Visual Hierarchy: Key moving averages (default periods like 50, 200, 600) are rendered with thicker lines to make them stand out as major trend indicators. Default Settings: The script comes with the following default periods, covering short to long-term trends: 9, 20, 50, 75, 100, 200, 250, 300, 400, 500, 600. Hope you find this tool useful for your trend analysis!
Pine Script® 인디케이터
Ohyashima의
Dynamic Risk and RewardThe Dynamic Equity Projection (DEP Map) is an institutional-grade visual execution tool designed to automate risk-to-reward mapping directly on your chart. Unlike standard drawing tools, it is context-aware—calculating volatility and trend bias in real-time to provide a "live" projection of your trade's potential.Core Logic & Intelligence1. Trend-Filtered SentimentThe indicator uses a 200-period Exponential Moving Average (EMA) as a directional filter.Bullish Map: If the current price is above the EMA, the DEP Map projects a green "Long" zone.Bearish Map: If the price is below the EMA, it instantly flips to a red "Short" zone.This helps traders stay aligned with the primary market momentum, avoiding the trap of "trading against the tide."2. Volatility-Adaptive Risk (ATR)Rather than using arbitrary point distances, the DEP Map utilizes the Average True Range (ATR).It measures the market's "noise" level over the last 14 bars.The Stop Loss is set at a multiplier (default 1.5x) of this volatility, ensuring your stop is wide enough to survive market breathing but tight enough to maintain a high R:R.Technical FeaturesFeatureDescriptionProfessional BenefitProjection BoxA dynamic rectangle that extends into the "future" (right-side offset).Keeps the current price action clear while providing a visual goalpost for the trade.Persistent LogicUses advanced var object handling to prevent "ghosting" or label stacking.Ensures a clean, high-performance chart interface without clutter.R:R Equity LadderSegments the profit zone into specific milestones: 1.0, 2.0, 3.0, and the "Equity Target" (5.0).Allows for precise partial profit-taking and psychological target setting.Dashed SL LineA high-contrast red dashed line indicating the invalidation point.Provides an immediate visual cue of the trade's total risk.How to Use the DEP MapIdentify the Bias: Observe the color of the box. A green box suggests looking for buying opportunities; a red box suggests selling.Verify the Levels: The labels on the right edge of the box provide the exact price points for your Stop Loss and Take Profit orders.Execute & Manage:R:R 1.0: The "Safety Point." Many traders move their stop to breakeven here.R:R 2.0 - 3.0: The "Standard Exit." This is where the bulk of the trade's profit is usually captured.Equity Target: The "Home Run." Reserved for high-conviction trend extensions.
Pine Script® 인디케이터
day_trade_mind의
Multi Market VWAP SystemMulti‑VWAP — Adaptive, Multi‑Session Anchored VWAP Suite Multi‑VWAP is a comprehensive, multi‑session Volume‑Weighted Average Price engine designed for traders who rely on precise, session‑aware VWAP levels across equities, futures, and crypto. Built for Pine Script v6, it handles complex market structures, custom anchor dates, and non‑standard trading sessions with robust error‑tolerant logic. What This Indicator Does This tool calculates and displays a full suite of anchored VWAPs, including: Standard Period VWAPs - Daily - Weekly - Monthly - Yearly To‑Date VWAPs - Week‑to‑Date (WTD) - Month‑to‑Date (MTD) - Year‑to‑Date (YTD) Custom Anchored VWAP - Anchor to any user‑selected date - Automatically recalculates from the first bar of that date - Works across all markets, including 24/7 crypto Multi‑Day Rolling VWAPs Optional rolling VWAPs for: - 2‑day - 3‑day - 4‑day - 5‑day - 10‑day - 20‑day - 50‑day Each VWAP can be toggled individually for a clean, customizable chart. Key Features ✔ Market‑Adaptive Session Handling Automatically adjusts for: - Regular equities sessions - Futures extended hours - 24/7 crypto markets - Holidays (via MarketHolidays library) ✔ Clean, Efficient, Pine v6 Architecture - No deprecated functions - No array overflows - No undefined variables - Defensive programming for unsupported markets - Optimized for performance on lower‑timeframe charts ✔ Visual Clarity & Control - Independent color and visibility toggles - Optional labels showing VWAP values - Smart timestamp anchoring for all VWAP types - Minimal chart clutter with maximum information density Who This Indicator Is For This tool is ideal for traders who rely on VWAP structure for: - Intraday mean‑reversion - Swing anchoring - Multi‑session bias - Institutional level mapping - Crypto VWAP structure where no “session” exists If you use VWAP as a core part of your workflow, this script gives you the flexibility and precision needed for modern multi‑market trading. Notes - This script does not repaint. - All VWAPs are calculated using standard cumulative volume‑weighted methodology. - Custom date VWAP begins at the first bar of the selected date on the chart’s timeframe.
Pine Script® 인디케이터
geetarplaya의
EMA Envelope and deviationEMA Envelope with Deviation is a trend-following indicator that plots an Exponential Moving Average (EMA) with dynamic upper and lower bands based on a user-defined deviation. The bands can be calculated either as a fixed percentage distance from the EMA or using statistical standard deviation, allowing traders to visualize volatility and potential overbought or oversold zones. It is commonly used to identify breakout strength, pullback entries, and mean-reversion opportunities. The indicator is fully customizable, supports different price sources, and can optionally display crossover signals when price interacts with the envelope boundaries.
Pine Script® 인디케이터
danavillanueva의
Volume Weighted Intra Bar KurtosisThis indicator analyzes market sentiment by providing a detailed view of Excess Kurtosis ("Fat Tails"). It uses data from a lower, intra-bar timeframe to separate the total kurtosis of a single bar into distinct, interpretable components. Key Features: 1. **Intra-Bar Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Fourth Central Moment (Kurtosis) decomposes into three parts: - **Between-Bar Kurtosis (Gold):** Peakedness of the price path *between* the intra-bar candles. High values indicate that the macro movement happened in jumps or gaps rather than a smooth progression. - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure (extreme wicks) *inside* the intra-bar candles. - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since Kurtosis coefficients are not linearly additive, this indicator calculates the *exact* Total Kurtosis and partitions the columns based on the additive Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`). 3. **Dual Display Modes:** The indicator offers two modes to visualize this information: - **Absolute Mode:** Plots the *total* kurtosis as a stacked column chart, showing the *absolute magnitude* of tail risk and the contribution of each component. - **Relative Mode:** Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the *energy ratio* of the components. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for comparing assets with different scales (e.g., BTC vs EURUSD). - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all mean and moment calculations. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - Total Kurtosis pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의
Volume Weighted LR KurtosisThis indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Kurtosis Decomposition:** The indicator separates market tail risk based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 4th Statistical Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the trend moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. This captures the "Hidden Tail Risk" (extreme outliers relative to the trend). - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the area to visualize the contribution (weight) of each structural source to the overall tail risk. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* kurtosis as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of the risk. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. This helps identify extremes in market fragility or structural changes. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Kurtosis Lines:** The kurtosis lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - Total Kurtosis pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의
Volume Weighted Intra Bar LR SkewnessThis indicator analyzes market character by decomposing total skewness (asymmetry) of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 3rd Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the intra-bar regression line. Indicates if the price path within the bar is geometrically trend-driven. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" or sudden shocks within the bar that deviate from the main path. - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual intra-bar candles. - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility within the bar (e.g., volatility expanding as price drops). 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* skewness as a stacked column chart. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Character changes (Trend vs. Noise dominance). - Total Skewness pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의
Volume Weighted Intra Bar SkewnessThis indicator analyzes market sentiment by providing a detailed view of skewness (asymmetry). It uses data from a lower, intra-bar timeframe to separate the total skewness of a single bar into distinct, interpretable components. Key Features: 1. **Intra-Bar Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Third Central Moment (Skewness) decomposes into three parts: - **Between-Bar Skewness (Gold):** Asymmetry of the price path *between* the intra-bar candles. Indicates if the macro movements within the bar accelerated in one direction. - **Within-Bar Skewness (Blue):** Asymmetry of the microstructure (wicks vs. tails) *inside* the intra-bar candles. - **Interaction Skewness (Grey):** The component arising from the comovement of local means and local variances (e.g., does volatility increase when price drops?). 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since Skewness coefficients are not linearly additive, this indicator calculates the *exact* Total Skewness and partitions the columns based on the additive Third Moment Decomposition (`M3Tot = M3Btw + M3Wtn + M3Int`). 3. **Dual Display Modes:** The indicator offers two modes to visualize this information: - **Absolute Mode:** Plots the *total* skewness as a stacked column chart, showing the *absolute magnitude* of asymmetry and the contribution of each component. - **Relative Mode:** Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the *energy ratio* of the components. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for comparing assets with different scales (e.g., BTC vs EURUSD). - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all mean and moment calculations. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the *total* skewness line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes alerts for: - Skewness magnitude (High Positive / High Negative). - Skewness character changes/emerging/fading. - Total Skewness pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의