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Thuan VSA Ultra V6Strategy Description: VSA Ultra - Climax Reversal Overview This strategy is based on the principles of Volume Spread Analysis (VSA) and Wyckoff Theory. It focuses on identifying "Climax" events—extreme market movements characterized by high-volume spikes that often signal the exhaustion of the current trend and the start of a new accumulation or distribution phase. The strategy specifically looks for Selling Climaxes (SC) to initiate Long positions and Buying Climaxes (BC) to initiate Short positions. Key Features VSA-Based Signals: Identifies Buying and Selling Climaxes using a combination of price action (Pivots) and Volume spikes relative to a moving average. Always-In-The-Market Logic: The strategy rotates positions dynamically. A Short signal (BC) will automatically close any existing Longs and open a Short, and vice versa. Integrated Performance Dashboard: Provides real-time tracking of Net Profit, Win Rate, Total Trades, and Maximum Drawdown directly on your chart. Fully Customizable: Users can adjust the Volume Threshold, Pivot Lookback, and Dashboard positioning to suit different assets and timeframes. How it Works Buying Climax (BC): Occurs at a swing high (Pivot High) accompanied by exceptionally high volume. This suggests professional selling into retail buying hưng phấn (euphoria). Selling Climax (SC): Occurs at a swing low (Pivot Low) accompanied by exceptionally high volume. This suggests professional absorption of retail panic selling. Automatic Rotation: Upon a BC signal, the strategy enters a Short position. Upon an SC signal, it enters a Long position. Shutterstock Khám phá Parameters Pivot Length: The number of bars used to confirm a technical swing high or low (Default: 5). Volume Spike Threshold: The multiplier for the Volume SMA to confirm a Climax event (Default: 1.5x). Volume Lookback: The period for the Volume Simple Moving Average (Default: 20). Disclaimer VSA and Climax signals are most effective on higher timeframes (H1, H4, Daily). Past performance is not indicative of future results. Always use proper risk management and consider using this strategy in conjunction with other technical analysis tools like RSI or Trendlines to filter entries during strong trending markets.
Pine Script™ 전략
Thuan_system의
NQ Spike Momentum - Cross Asset StrategyThe strategy builds a composite score (roughly −10 to +10) from multiple weighted components. It only fires entries when the score breaches configurable thresholds (default +-4) and all filters agree simultaneously. Cross-Asset Regime (DXY + TNX + VXN): Each asset contributes −1, 0, or +1 to a regime score (−3 to +3), following the correlation patterns from your NQ CVD strategy: VXN above the fear threshold (default 25) = headwind for longs. A VXN intraday spike (>15% rise from session open) triggers an immediate long exit and strong short bias.The strategy builds a composite score (−10 to +10) from multiple weighted components. It only triggers entries when the score passes configurable thresholds (default ±4) and all filters align simultaneously. Cross-Asset Regime (DXY + TNX + VXN): * Each asset contributes −1, 0, or +1 to a regime score (−3 to +3), following correlation patterns from the NQ CVD strategy. * VXN above the fear threshold (default 25) is a headwind for longs. A VXN intraday spike (>15% rise from the session open) triggers immediate long exits and a strong short bias. * DXY firming (3-bar rise) is an NQ headwind; DXY softening is a tailwind. * TNX above the yield cap (default 4.50%) is a headwind; falling yields are a tailwind. Spike Detection at NY Open: * Entries are limited to a configurable spike window (default: first 90 minutes after the opening range completes). * A spike requires price range > ATR × 1.5 and volume > 50-bar MA × 1.5. * This targets high-momentum moves that cluster around the open. Safety Guardrails (No Overnight Risk): * All positions flatten 5 minutes before RTH close. * Any open position at session end is force-closed. * Max 3 trades per session to avoid overtrading. * Choppiness Index filter blocks entries in ranging markets. * ATR-based stop losses with two-target exits: partial at T1, remainder at T2, with optional breakeven stop. Apply to NQ1! on a 5-minute chart for optimal spike detection. The opening range can be tuned from 15 to 30 minutes, and the spike window from 60 to 120 minutes, depending on desired aggressiveness. DXY firming (3-bar rise) = NQ headwind. DXY softening = tailwind. TNX above the yield cap (default 4.50%) = headwind. Falling yields = tailwind. Spike Detection at NY Open: Entries are restricted to a configurable spike window (default: first 90 minutes after OR completes). A "spike" requires both a price range exceeding ATR × 1.5 and volume exceeding its 50-bar MA × 1.5. This captures the high-momentum moves that cluster around the open, per the intraday momentum research in your project files. Safety Guardrails , No Overnight Risk: All positions flatten 5 minutes before RTH close. Any position still open when the session ends is force-closed. Max 3 trades per session to prevent overtrading. Choppiness Index filter blocks entries in ranging markets. ATR-based stop losses with a two-target exit (partial at T1, remainder at T2 with optional breakeven stop). Apply it to NQ1! on a 5-minute chart for optimal spike detection. You can tune the Opening Range from 15 to 30 minutes and the spike window from 60 to 120 minutes depending on how aggressive you want to be.
Pine Script™ 전략
TheFuturesPlaybook의
Curva de Rendimiento AR | Argentina Yield CurveReal-time Argentine fixed-income yield curve terminal. Four curve families plotted on a single canvas with Nelson-Siegel smoothing. 🔵 **LECAP** — 9 discount letters (Letras de Capitalización) via EcoValores library 🟢 **BONCAP** — 6 capitalisation bonds via EcoValores library 🟠 **BONCER** — 7 CER-adjusted zero-coupon bonds (TZX series) with inflation-projected yields 🟡 **Dollar Futures** — 12 MatbaRofex contracts with implied devaluation spread ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **How it works** Add the indicator to any daily chart — the underlying symbol doesn't matter. All prices are fetched independently via `request.security()`. Yields are computed on a **T+1 settlement** basis (Plazo 24hs) and can be displayed as **TEM**, **TNA**, or **TEA**. BONCER yields are projected by compounding a hardcoded valor técnico (VT) at a reference date forward to maturity using a monthly CPI assumption. CPI can be set manually or pulled live from `ECONOMICS:ARIRMM`. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **Features** • **Nelson-Siegel curve fitting** with configurable λ grid search • **Broker fee adjustment** (% of purchase price) on LECAP, BONCAP, and BONCER yields • **Historical ghost curves** — overlay the curve from N bars ago with faded, color-matched dots and ticker labels • **BCRA auction markers** — show cut rates from the last 1–3 licitación dates, with overlap grouping • **Implied devaluation curve** — spread between Dollar Futures and LECAP Nelson-Siegel fits • **Curve slope** — long minus short rate from the LECAP NS fit • **Instrument data table** — optional per-bond breakdown showing yield, price, face, maturity, and days to maturity • **DTM vertical lines** — dashed lines at each instrument's tenor, color-matched to curve type • **Info table** — summary stats, NS parameters, USD spot rate, and legend ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **Inputs** Curve Selection — toggle each curve family and the Nelson-Siegel fit independently BONCER CER Projection — set projected monthly CPI % or enable ECONOMICS:ARIRMM live feed Rate Convention — TEM / TNA / TEA selector and broker fee % USD Spot Rate — MEP via AL30/AL30D arbitrage, FX_IDC:ARSUSD, or manual entry BCRA Auctions — show 0–3 most recent licitación dates (hardcoded, update periodically) Historical Comparison — ghost curve bars-ago offset and optional NS fill Derived Metrics — slope and implied devaluation toggles Visual — canvas width, max tenor, ticker labels, DTM lines, data table, label size Nelson-Siegel Tuning — λ grid range and steps (defaults work for most cases) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **Maintenance** Two data sets require periodic manual updates: 1. **BCRA Auctions** — add `array.push()` entries under the "BCRA AUCTION DATA" section with TEM yield, maturity date, label, and licitación timestamp. 2. **BONCER Valor Técnico** — update `CER_VT_REF_TS` and each `CER_VT_*` value from bonistas.com or your broker's daily report. Both follow the same pattern: edit the hardcoded values in the script and save. Expired instruments are filtered automatically. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **Data sources** LECAP / BONCAP prices and metadata: `EcoValores/Letras_Library/1` BONCER prices: `BCBA:TZXM6`, `BCBA:TZX26`, `BCBA:TZXO6`, `BCBA:TZXD6`, `BCBA:TZX27`, `BCBA:TZXD7`, `BCBA:TZX28` Argentina monthly CPI: `ECONOMICS:ARIRMM` USD spot: `BCBA:AL30` / `BCBA:AL30D` or `FX_IDC:ARSUSD` Dollar Futures: MatbaRofex contracts via EcoValores library Total `request.security()` calls: 38 (limit ~40). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **⚠️ Disclaimer** This indicator is provided for **informational and educational purposes only**. It does NOT constitute investment advice, a recommendation, or an offer to buy or sell any security. BONCER yields are projections based on assumed future inflation and may differ substantially from realized returns. Data may be incomplete, delayed, or inaccurate. The authors assume no responsibility for any financial losses or decisions made based on this indicator. Always consult a licensed financial advisor before investing. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Curva de rendimiento de renta fija argentina en tiempo real. LECAP, BONCAP, BONCER cupón cero y Futuros de Dólar con ajuste Nelson-Siegel. Rendimientos calculados en base T+1 (Plazo 24hs). Soporta TEM, TNA y TEA, comisión de broker, marcadores de licitaciones BCRA, curvas históricas fantasma, devaluación implícita y tabla de datos por instrumento.
Pine Script® 인디케이터
Eco Valores의
RCI 3line(Rank Correlation Index)3-Line RCI (Rank Correlation Index) Documentation This indicator is a statistical oscillator that calculates the correlation between price rank and time rank. It displays three RCI lines (Short, Medium, and Long-term) simultaneously to help traders visualize market cycles, momentum, and overbought/oversold conditions. 1. What is RCI? The Rank Correlation Index (RCI) measures how closely the sequence of prices matches the sequence of time. Close to +100%: Strong positive correlation (Price is consistently rising over the period). Close to -100%: Strong negative correlation (Price is consistently falling over the period). Near 0%: No correlation (Price is consolidating or moving randomly). Unlike standard oscillators like RSI, RCI focuses on the order of prices rather than the magnitude of change, making it excellent for identifying the "rhythm" of the market. 2. The Three Lines Strategy Using three different periods allows for a multi-dimensional view of the trend: Period Default Role Short-term 9 Identifies immediate entry/exit timing and short-term exhaustion. Medium-term 26 Confirms the primary trend direction for the current timeframe. Long-term 52 Provides high-level market context and "Anchor" trend direction. 3. Key Trading Patterns A. Triple High / Triple Low (Overextended Market) When all three lines gather above +80% or below -80%. Indication: The market is extremely overextended in one direction. Strategy: Watch for the Short-term line to turn back toward the center; this often signals a significant trend reversal or major correction. B. Trend Following (Buying the Dip / Selling the Rally) Occurs when the Long and Medium lines are pinned at one extreme (e.g., above +80%), but the Short line temporarily drops toward 0% or -80%. Indication: A temporary "correction" within a strong trend. Strategy: When the Short-term line turns back in the direction of the Long/Mid lines, it signals a high-probability entry point (Trend Continuation). C. Golden and Death Crosses The Short-term line crossing over the Medium-term line. Golden Cross: Short line crosses above Mid line (Bullish momentum). Death Cross: Short line crosses below Mid line (Bearish momentum). 4. Input Parameters Periods (9, 26, 52): These are the classic settings used by Japanese traders. They can be adjusted based on the asset (e.g., crypto may require shorter periods). Overbought/Oversold Levels: Set to +80 and -80 by default. These serve as the threshold for "extremes." Visuals: Each line's color and thickness can be customized in the settings menu for better clarity.
Pine Script® 인디케이터
ukontya의
VWAP Trading Concepts (VTC)GENERAL OVERVIEW: The VWAP Trading Concepts (VTC) indicator by Flux Charts is a session-based analytical tool that plots Volume-Weighted Average Price (VWAP) levels from multiple time anchors, including the New York session, overnight session, and higher timeframes such as weekly, monthly, and yearly periods, along with event-driven VWAPs anchored to the High of Day and Low of Day. It also displays the New York Opening Range and Initial Balance Range to visualize early-session price development, and calculates prior daily and weekly session volume profile levels, including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), using lower timeframe volume data. In addition, the indicator includes a VWAP Dashboard that tracks real-time VWAP positioning, opening range status, and the trend across up to three user-selected tickers, providing a consolidated view of session structure, value positioning, and cross-symbol behavior directly on the chart. This indicator was developed by Flux Charts, utilizing concepts taught and traded by Austin Silver (ASFX). ATTRIBUTION NOTICE: This indicator incorporates concepts and source code from the indicator “ Free Automatic VWAPs” authored by @austinsilverfx on TradingView. We have received full written permission from the original author to use and commercialize this code within this invite-only script. Original script: VWAP TRADING CONCEPTS (VTC) FEATURES: The VWAP Trading Concepts indicator includes 6 main features: Multi-Anchor VWAPs Opening Range Initial Balance Range Key Levels Session Volume Profile Levels VWAP Dashboard MULTI-ANCHOR VWAPs: The first feature of the indicator is Multi-Anchor VWAPs. This indicator can plot up to 10 different VWAP levels simultaneously, each anchored to a specific session, timeframe, or structural event. The following VWAPs are included: Start of New York Session VWAP Previous Day’s New York Open VWAP Overnight VWAP High of Day VWAP Low of Day VWAP Start of Week VWAP Start of Last Week VWAP Start of Month VWAP Start of Year VWAP High of Year VWAP 🔹What is VWAP? Volume-Weighted Average Price (VWAP) is the average price of an asset weighted by traded volume over a defined period. Unlike a simple moving average, VWAP gives greater influence to price levels where more volume was transacted. This makes it a commonly used benchmark for assessing where trading activity has concentrated and whether current price is positioned above or below the average price paid during a given session or timeframe. 🔹VWAP Source Setting Before reviewing each VWAP available, it is important to understand the VWAP Source setting. This setting determines which price value is used in the VWAP calculation. VWAP is calculated using the following formula: (Price * Volume) / (Volume) On every new bar, the indicator multiplies the selected price source by that bar’s volume and adds it to a running cumulative total. At the same time, total volume is also accumulated. The VWAP value at any given bar is the ratio between these two cumulative values. When a VWAP anchor resets (for example, at 9:30 AM EST for the New York Session VWAP), both cumulative values reset to zero and begin calculating again from that anchor point. The “Price” variable inside the formula is controlled by the VWAP Source input. This determines what price value is multiplied by volume on each bar before being added to the cumulative total. By default, the indicator uses ((O+H+L+C)/4), which is calculated as: (Open + High + Low + Close) / 4 The selected VWAP Source applies to all VWAPs included in the indicator. Users can select any of TradingView’s standard price sources, including: Open – Uses only the opening price of each bar High – Uses the high of each bar Low – Uses the low of each bar Close – Uses only the closing price of each bar (H + L)/2 – Uses (High + Low) / 2 (H + L + C)/3– Uses (High + Low + Close) / 3 (O + H + L + C)/4– Uses (Open + High + Low + Close) / 4 (H + L + C + C)/4– Uses (High + Low + Close + Close) / 4 🔹Start of New York Session VWAP This VWAP resets daily at 9:30 AM EST, marking the beginning of the regular New York session, and calculates the volume-weighted average price through 4:00 PM EST. Users can toggle this VWAP on or off in the settings, choose a custom color, and select a line style between solid, dotted, or dashed. 🔹Previous Day’s New York Open VWAP This VWAP represents the prior New York session’s VWAP (9:30 AM EST to 4:00 PM EST) and projects it forward into the current session as a reference level. Users can toggle this VWAP on or off, customize its color, and select between solid, dotted, or dashed line styles. 🔹Overnight VWAP The Overnight VWAP resets at 6:00 PM EST, which marks the beginning of the futures session, and tracks the volume-weighted average price through 9:30 AM EST the following morning. Users can toggle this VWAP on or off, select a custom color, and choose between solid, dotted, or dashed line styles. 🔹High of Day VWAP The High of Day VWAP dynamically anchors whenever a new intraday high is formed during the trading session. Each time a new High of Day is created, the VWAP calculation begins from that event. Users can toggle this VWAP on or off, customize its color, and select a line style of solid, dotted, or dashed. 🔹Low of Day VWAP The Low of Day VWAP dynamically anchors whenever a new intraday low is formed. Each new Low of Day resets the VWAP calculation from that point forward. Users can toggle this VWAP on or off, customize its color, and choose between solid, dotted, or dashed line styles. 🔹Start of Week VWAP This VWAP resets at 6:00 PM EST on Sunday, which marks the beginning of the futures trading week. It calculates the volume-weighted average price from the start of the week forward. Users can toggle this VWAP on or off, choose a custom color, and select a line style between solid, dotted, or dashed. 🔹Start of Last Week VWAP This VWAP reflects the prior week’s full VWAP calculation and projects it forward into the current week as a historical benchmark. Users can toggle this VWAP on or off, customize its color, and choose between solid, dotted, or dashed line styles. 🔹Start of Month VWAP This VWAP resets at 6:00 PM EST on the first trading session of each new calendar month and tracks the volume-weighted average price from that point forward. Users can toggle this VWAP on or off, select a custom color, and choose between solid, dotted, or dashed line styles. 🔹Start of Year VWAP This VWAP resets at 6:00 PM EST on the first trading session of the calendar year and reflects the volume-weighted average price from the start of the year forward. Users can toggle this VWAP on or off, customize its color, and select a line style between solid, dotted, or dashed. 🔹High of Year VWAP The High of Year VWAP dynamically anchors whenever a new yearly high is established. When price forms a new high for the calendar year, the VWAP calculation resets from that event. Users can toggle this VWAP on or off, customize its color, and choose between solid, dotted, or dashed line styles. OPENING RANGE: 🔹What is the Opening Range? The Opening Range represents the price range formed during a user-defined time window at the beginning of a trading session. It is calculated by identifying the highest high and lowest low that occur between the specified start and end time. Once the defined time window closes, the Opening Range High and Opening Range Low are fixed and extend forward on the chart as reference levels. The Opening Range is commonly used to visualize early-session price discovery. The high of the range represents the highest traded price during the defined opening window, and the low represents the lowest traded price during that same window. After the range is established, these levels remain plotted for the remainder of the session, allowing users to monitor whether price remains inside the range or breaks above or below it. 🔹Settings ◇ Opening Range Time The “Opening Range” input allows users to define the exact start and end time used to calculate the range. These times are entered directly in the settings and are based on the chart’s exchange time (EST for U.S. futures markets). The indicator will track all price action between the selected start and end time and determine the highest high and lowest low formed within that window. Once the end time is reached, the range calculation stops and the levels are finalized for that session. ◇ Show High / Show Low The “Show High” and “Show Low” settings control whether the Opening Range High and Opening Range Low lines are displayed on the chart. Users can independently enable or disable these lines. Users can customize the line color and select the line style between solid, dotted, or dashed. ◇ OR Label The “OR Label” setting controls whether a text label is plotted at the midpoint of the Opening Range. When enabled, the label appears centered between the Opening Range High and Low and displays the text “Opening Range” along with the defined start and end time. This provides a visual reference showing exactly which time window was used to calculate the range. Users can customize the color of this label and adjust the text size. ◇ Price Labels The Price Labels setting displays the exact price values of the Opening Range High and Opening Range Low directly on the chart. When enabled, a label is plotted next to each level showing its corresponding price. Users can customize the color of these price labels and adjust the text size to control visibility and chart spacing. INITIAL BALANCE RANGE: 🔹What is the Initial Balance Range? The Initial Balance (IB) Range represents the price range formed during a user-defined time window at the beginning of a trading session, most commonly the first hour of regular trading hours. It is calculated by identifying the highest high and lowest low that occur between the specified start and end time. Once the defined time window closes, the Initial Balance High and Initial Balance Low are fixed and extend forward on the chart as reference levels. The Initial Balance is commonly used to measure early-session expansion and directional commitment. The high of the range represents the highest traded price during the defined Initial Balance window, and the low represents the lowest traded price during that same window. After the range is established, these levels remain plotted for the remainder of the session, allowing users to monitor whether price continues expanding beyond the range or rotates back inside it. 🔹Settings ◇ Initial Balance Time The “Initial Balance” input allows users to define the exact start and end time used to calculate the IB range. These times are entered directly in the settings and are based on the chart’s exchange time (EST for U.S. futures markets). The indicator will track all price action between the selected start and end time and determine the highest high and lowest low formed within that window. Once the end time is reached, the range calculation stops, and the levels are finalized for that session. ◇ Show High / Show Low The “Show High” and “Show Low” settings control whether the Initial Balance High and Initial Balance Low lines are displayed on the chart. Users can independently enable or disable these lines. Users can customize the line color and select the line style between solid, dotted, or dashed. ◇ IB Label The “IB Label” setting controls whether a text label is plotted at the midpoint of the Initial Balance Range. When enabled, the label appears centered between the Initial Balance High and Low and displays the text “Initial Balance” along with the defined start and end time. This provides a visual reference showing exactly which time window was used to calculate the range. Users can customize the color of this label and adjust the text size. ◇ Price Labels The Price Labels setting displays the exact price values of the Initial Balance High and Initial Balance Low directly on the chart. When enabled, a label is plotted next to each level showing its corresponding price. Users can customize the color of these price labels and adjust the text size to control visibility and chart spacing. KEY LEVELS: The indicator includes multiple key structural levels that mark important price extremes across the current and prior trading sessions. These levels automatically update as new highs or lows form and extend forward on the chart as reference points. The included Key Levels are: High/Low of Day Yesterday’s High/Low All Time High Asia High/Low London High/Low 🔹High/Low of Day The High of Day (HOD) marks the highest traded price during the current trading session. The Low of Day (LOD) marks the lowest traded price during the current session. These levels update dynamically throughout the day as new highs or lows are formed. Once a new extreme is established, the level adjusts to reflect the updated value and extends forward on the chart. Users can enable or disable these levels, customize the color of the High line and the color of the Low line independently. 🔹Yesterday’s High/Low Yesterday’s High marks the highest price reached during the prior regular trading session and are marked as “PD High”. Yesterday’s Low marks the lowest price reached during that same session and are marked as “PD Low”. These values are automatically retrieved from the prior day’s completed session data and projected forward into the current session. They remain static throughout the day since they are based on completed historical data. Users can enable or disable these levels, customize the color of the High line and the color of the Low line independently. 🔹All-Time High The All-Time High (ATH) marks the highest price ever reached on the chart’s available historical data. This level updates only if price forms a new historical high. Users can enable or disable this level and customize its color. 🔹Asia Session High / Low The Asia Session High and Asia Session Low represent the highest and lowest traded prices formed during the Asia trading session, defined as 6:00 PM EST to 3:00 AM EST. During this time window, the indicator tracks the highest high and lowest low formed. Once the Asia session ends at 3:00 AM EST, the high and low are finalized and extended forward for the remainder of the trading day. Users can enable or disable these levels, customize the color of the Asia High line and the Asia Low line independently. 🔹London Session High / Low The London Session High and London Session Low represent the highest and lowest traded prices formed during the London trading session, defined as 3:00 AM EST to 9:30 AM EST. During this window, the indicator calculates the highest high and lowest low. Once the London session ends at 9:30 AM EST, these levels are fixed and extend forward throughout the remainder of the trading day. Users can enable or disable these levels, customize the color of the London High and London Low lines independently. 🔹Customization Options Users can fully customize the appearance and behavior of all Key Levels through the indicator settings. ◇ Extend Levels This setting determines how far each enabled key level is projected to the right of the current bar. Users can define the number of bars the levels extend forward, and this extension length applies uniformly to all key levels that are currently enabled on the chart. ◇ Labels Users can enable or disable text labels for the Key Levels as a group. When labels are enabled, the name of each active level will automatically appear next to its corresponding line. Labels will display for all key levels that are currently enabled on the chart and cannot be toggled individually per level. ◇ Price Labels Users can enable or disable price labels for the Key Levels as a group. When enabled, the exact numerical price of each active level will be displayed next to its corresponding line. Price labels will appear for all key levels that are currently enabled on the chart and cannot be toggled individually per level. ◇ Extend When enabled, each active level extends continuously to both the left and right sides of the chart, allowing the level to remain visible across all historical and future bars. This setting applies uniformly to all key levels that are currently toggled on and cannot be adjusted individually per level. ◇ Line Style & Thickness This setting controls the visual appearance of all enabled key level lines. Users can select the line style between solid, dotted, or dashed and adjust the line thickness to increase or decrease visual prominence. The selected style and thickness apply uniformly to all key levels that are currently toggled on and cannot be customized individually per level. ◇ Text Size This setting controls the size of all key level labels and price labels displayed on the chart. Users can adjust the text size to improve readability or reduce chart clutter. The selected text size applies to all enabled key levels and affects both the level name labels and the corresponding price labels. SESSION VOLUME PROFILE LEVELS: 🔹What is a Session Volume Profile? A Session Volume Profile shows how much volume traded at each price level during a defined trading session. Instead of displaying volume over time, it distributes total session volume across price levels. This makes it possible to identify where the highest concentration of trading occurred and where participation was thinner. The volume profile levels in this indicator are calculated using 30-minute timeframe data. For each completed daily and weekly session, the indicator processes 30-minute bars to construct the volume distribution across price. Three primary levels are derived from each completed session: 1. Point of Control (POC) The POC is the price level with the highest traded volume during the session. It represents the single price where the most participation occurred. 2. Value Area High (VAH) The VAH is the upper boundary of the value area. The value area represents a defined percentage of total session volume (commonly 70%), and VAH marks the highest price included within that range. 3. Value Area Low (VAL) The VAL is the lower boundary of the value area. It marks the lowest price included within the selected value area percentage. Together, VAH, VAL, and POC define the core value zone of a trading session. 🔹How the Indicator Calculates These Levels At the start of each session (daily or weekly), the indicator tracks all 30-minute bars within that session window. For each 30-minute bar, the script reads the high, low, close, and total volume. The full session high and low define the vertical price range of the profile. That range is divided into fixed price increments internally. For each 30-minute bar, the indicator determines which price segments were traded within that bar’s high-low range and allocates the bar’s volume proportionally across those segments. As volume accumulates across the session, each price segment builds a total traded volume value. Once the session is complete: The price segment with the highest accumulated volume becomes the Point of Control (POC). Starting from the POC, the script expands upward and downward, adding adjacent price segments until the cumulative total reaches the defined value area percentage (commonly 70% of total session volume). The highest included segment becomes Value Area High (VAH). The lowest included segment becomes Value Area Low (VAL). Because these levels are derived from completed 30-minute session data, they remain fixed once the session closes and are projected forward into the next trading session as reference levels. 🔹Previous Day Volume Profile Levels The indicator automatically plots the Previous Day’s VAL (pVAL), VAH (pVAH), and POC (pPOC) levels from the most recently completed session. These values are calculated after the session closes and are projected forward onto the current session as reference levels. Once finalized, they remain fixed since they are based on completed historical data. 🔹Customization Options ◇ Extend Levels This setting determines how far the Previous Session VAL, VAH, and POC levels are projected to the right of the chart. Users can define the number of bars the levels extend forward. ◇ Extend The “Extend” setting allows all enabled Previous Session volume profile levels to extend fully across the chart, both to the left and to the right. When enabled, pVAL, pVAH, and pPOC are drawn as continuous horizontal lines spanning all visible bars. ◇ Labels Users can enable or disable labels for the Previous Session VAL, VAH, and POC levels as a group. When enabled, the level name will appear next to each active line. ◇ Price Labels Users can enable or disable price labels for these levels. When enabled, the exact numerical price of VAL, VAH, and POC is displayed next to the corresponding line. ◇ VAL / VAH Line Style & Thickness Users can customize the line style (solid, dotted, or dashed) and line thickness for pVAL and pVAH. These settings apply to both VAL and VAH simultaneously. ◇ POC Line Style & Thickness Users can customize the line style (solid, dotted, or dashed) and thickness specifically for the pPOC line, allowing it to be visually differentiated from VAL and VAH. ◇ Text Size Users can adjust the text size for all labels and price labels associated with the Previous Session volume profile levels. 🔹Previous Week Volume Profile Levels The indicator also plots the Previous Week’s VAL (pwVAL), VAH (pwVAH), and POC (pwPOC) levels. These are calculated using the completed weekly session volume data and projected forward into the current trading week. Once the week closes, these levels are fixed and remain static throughout the new week. 🔹Customization Options ◇ Extend Levels This setting determines how far the Previous Week VAL, VAH, and POC levels extend to the right of the chart. ◇ Extend When enabled, all active Previous Week volume profile levels extend fully to both the left and right sides of the chart. ◇ Labels Users can enable or disable labels for the Previous Week VAL, VAH, and POC levels as a group. ◇ Price Labels Users can enable or disable price labels displaying the exact numerical value of each level. ◇ VAL / VAH Line Style & Thickness Users can customize the line style (solid, dotted, or dashed) and thickness for the Previous Week VAL and VAH. ◇ POC Line Style & Thickness Users can independently customize the line style and thickness for the Previous Week POC. ◇ Text Size Users can adjust the text size for all labels and price labels associated with the Previous Week volume profile levels. VWAP DASHBOARD: The VWAP Dashboard is an on-chart dashboard that tracks structured session and VWAP-based conditions across up to three user-selected tickers simultaneously. It provides a consolidated view of how each symbol is positioned relative to key VWAP anchors and session levels. The dashboard displays real-time values and status conditions for Price, Volume, Percentage Change, New York Session VWAP, Overnight VWAP, Previous Day New York VWAP (PD NY VWAP), Low of Day VWAP, High of Day VWAP, Opening Range status, and overall Trend classification. Each element within the VWAP Dashboard can be independently toggled on or off through the settings, allowing users to display only the data points relevant to their workflow. 🔹Price The Price field displays the current last traded price of each selected ticker. 🔹Volume The Volume field displays the current session’s traded volume for each ticker. This reflects the cumulative volume traded during the active session window. 🔹% Change The Percentage Change field calculates the percentage difference between the current price and the prior session’s closing price. This provides a quick reference for session performance relative to the previous close. 🔹New York VWAP The New York VWAP (NY VWAP) section displays whether price is currently trading above or below the New York Session VWAP (9:30 AM EST to 4:00 PM EST). If price on the selected ticker is above the NY VWAP, the dashboard displays “🟢” If price on the selected ticker is below the NY VWAP, the dashboard displays “🔴” 🔹Overnight VWAP This field displays whether price is positioned above or below the Overnight VWAP (6:00 PM EST to 9:30 AM EST). If price on the selected ticker is above the Overnight VWAP, the dashboard displays “🟢” If price on the selected ticker is below the Overnight VWAP, the dashboard displays “🔴” 🔹Previous Day New York VWAP (PD NY VWAP) This field reflects whether price is currently trading above or below the prior day’s New York Session VWAP. If price on the selected ticker is above the PD NY VWAP, the dashboard displays “🟢” If price on the selected ticker is below the PD NY VWAP, the dashboard displays “🔴” 🔹Low of Day VWAP This field displays whether price is positioned above or below the VWAP anchored from the most recent Low of Day. If price on the selected ticker is above the LOD VWAP, the dashboard displays “🟢” If price on the selected ticker is below the LOD VWAP, the dashboard displays “🔴” 🔹High of Day VWAP This field displays whether price is positioned above or below the VWAP anchored from the most recent High of Day. If price on the selected ticker is above the HOD VWAP, the dashboard displays “🟢” If price on the selected ticker is below the HOD VWAP, the dashboard displays “🔴” 🔹Opening Range The Opening Range field in the VWAP Dashboard tracks price relative to the finalized Opening Range High and Low and also tracks whether the range has previously been broken during the session. The following status outputs are possible: ◇ Inside | 🟡 When price is currently trading inside the Opening Range and has not broken above the Opening Range High or below the Opening Range Low at any point since the range was finalized. ◇ Inside | 🔴 When price is currently trading inside the Opening Range, but earlier in the session price broke below the Opening Range Low before returning back inside the range. ◇ Inside | 🟢 When price is currently trading inside the Opening Range, but earlier in the session price broke above the Opening Range High before returning back inside the range. ◇ Inside | 🟢🔴 When price is currently trading inside the Opening Range, and earlier in the session price has broken both above the Opening Range High and below the Opening Range Low before returning inside the range. ◇ Outside | ▲ When price is currently trading above the Opening Range High. ◇ Outside | ▼ When price is currently trading below the Opening Range Low. 🔹Trend The Trend field in the VWAP Dashboard provides a structured classification based on price alignment relative to three VWAPs: New York Session VWAP Overnight Session VWAP Previous Day New York VWAP The dashboard evaluates whether price is trading above or below these VWAP levels and assigns one of the following outputs: ◇ Strong Up Displayed when price is trading above all three VWAP levels: New York Session VWAP Overnight Session VWAP Previous Day New York VWAP This indicates full bullish alignment across all tracked VWAP anchors. ◇ Trend is Up Displayed when price is trading above the Overnight Session VWAP and the Previous Day New York VWAP, but not above all three VWAPs simultaneously. ◇ Trend is Mixed (Green Text) Displayed when price is trading above only one of the following: Overnight Session VWAP Previous Day New York VWAP This indicates partial bullish positioning but without full VWAP alignment. ◇ Strong Down Displayed when price is trading below all three VWAP levels: New York Session VWAP Overnight Session VWAP Previous Day New York VWAP This indicates full bearish alignment across all tracked VWAP anchors. ◇ Trend is Down Displayed when price is trading below the Overnight Session VWAP and the Previous Day New York VWAP, but not below all three VWAPs simultaneously. ◇ Trend is Mixed (Red Text) Displayed when price is trading below only one of the following: Overnight Session VWAP Previous Day New York VWAP This indicates partial bearish positioning but without full VWAP alignment. 🔹VWAP Dashboard Settings ◇ Enable Dashboard This setting turns the VWAP Dashboard on or off. When disabled, the dashboard is completely removed from the chart. ◇ Price Controls whether the current last traded price is displayed for each selected ticker in the dashboard. ◇ Volume Controls whether the current session’s cumulative traded volume is displayed for each selected ticker in the dashboard. ◇ % Change Controls whether the percentage change from the prior session’s close is displayed for each ticker in the dashboard. ◇ NY VWAP Toggles the New York Session VWAP status indicator (above or below) for each selected ticker in the dashboard. ◇ Overnight VWAP Toggles the Overnight VWAP status indicator (above or below) for each selected ticker in the dashboard. ◇ PD NY VWAP Toggles the Previous Day New York VWAP status indicator (above or below) for each selected ticker in the dashboard. ◇ LOD VWAP Toggles the Low of Day VWAP status indicator (above or below) for each selected ticker in the dashboard. ◇ HOD VWAP Toggles the High of Day VWAP status indicator (above or below) for each selected ticker in the dashboard. ◇ Opening Range Toggles the Opening Range status indicator for each selected ticker, including Inside, Outside, and prior-break conditions in the dashboard. ◇ Trend Toggles the Trend classification field, which displays the VWAP alignment status for each selected ticker in the dashboard. ◇ Position Allows users to select where the VWAP Dashboard appears on the chart. The dashboard can be positioned in the following areas: Bottom-Center Bottom-Left Bottom-Right Middle-Center Middle-Left Middle-Right Top-Center Top-Left Top-Right ◇ Size Allows users to select the overall display size of the VWAP Dashboard on the chart. The dashboard can be displayed in the following sizes: Tiny Small Normal Large Huge ◇ Layout Allows users to choose how the VWAP Dashboard is structured on the chart. The dashboard can be displayed in one of two formats: 1. Horizontal In Horizontal layout, each selected ticker is displayed in its own row, with all enabled data fields arranged across columns from left to right. 2. Vertical In Vertical layout, each selected ticker is displayed in its own column, with all enabled data fields stacked vertically. ◇ Tickers Allows users to select up to three ticker symbols to be tracked simultaneously within the VWAP Dashboard. Each selected ticker populates its own row or column in the dashboard, depending on the chosen layout, and updates in real time using the chart’s current timeframe. Users can independently enable or disable each ticker. When enabled, the dashboard will display all selected metrics—such as Price, Volume, % Change, VWAP statuses, Opening Range status, and Trend—for that specific symbol. When disabled, the ticker is removed from the dashboard entirely. IMPORTANT NOTES: This indicator relies heavily on VWAP calculations. Since VWAP is derived from both price and volume data, all selected tickers must provide valid volume data. Tickers that do not report volume may not calculate VWAP values correctly, which can impact dashboard fields and anchored VWAP levels. VWAP values are calculated using TradingView’s built-in volume data for each symbol and timeframe. Differences in exchange feeds, extended-hours data, or broker-specific data sources may result in slight variations between users. When using the VWAP Dashboard with multiple tickers enabled, the indicator performs real-time calculations across each selected symbol. While optimized for performance, requesting multiple symbols and anchors simultaneously increases computational load, which can sometimes lead to the following: Computation Error: TradingView has platform-level limitations when running multiple data requests and calculations at once. In rare cases, this may result in a calculation timeout. If this occurs, force a recalculation by adjusting any indicator setting or by removing and re-adding the indicator to the chart. UNIQUENESS: The VWAP Trading Concepts (VTC) indicator allows traders to track up to three tickers simultaneously and instantly evaluate trend bias based on structured VWAP alignment, price positioning relative to multiple anchored VWAPs, and Opening Range state classification. It includes 10 independently plottable VWAPs derived from session opens, higher timeframes, and structural events, along with both Opening Range and Initial Balance Range calculations. The indicator also automatically plots prior day and prior week Volume Profile levels (VAL, VAH, POC), removing the need for manual level marking between sessions. All major components support extensive visual customization, allowing users to control line style, thickness, labels, extension behavior, and layout within a single consolidated framework.
Pine Script® 인디케이터
fluxchart의
SMT - Compound, Hidden, Overt [Zupe]When correlated assets like ES and NQ both make a swing high, but one fails to break its prior high while the other doesn't, that often signals a reversal. This indicator finds those moments automatically and plots them. 💠 SMT TYPES Each divergence is classified by where the disagreement occurs. Strongest → Weakest Compound - Wick + body diverge. Hidden - Only bodies diverge. Overt - Only wicks diverge. 🔗 AUTO PAIR DETECTION Drop the indicator on any supported symbol and it automatically finds the right comparison assets. Indices — NQ, ES, YM, RTY (+ micros) Forex — DXY, EURUSD, GBPUSD, AUDUSD, NZDUSD (inverse correlation handled automatically) Commodities — Gold, Silver, Copper Crypto — BTC, ETH, TOTAL3 Energy — CL, RB, HO Bonds — ZB, ZN, TN, ZF Triad mode compares against two assets at once (e.g., NQ → ES + YM). Dyad mode uses one. You can also disable Auto and manually select any symbol. 📐 FILTERS Recent Only (on by default) — Keeps only the latest bullish and latest bearish signal visible. Older signals auto-clear so your chart stays clean. Auto-Invalidation — If price breaks through a signal's level, it's removed automatically. 🔔 ALERTS Toggle alerts to get notified on any confirmed divergence. Messages include direction, type, and tickers — e.g., "Bear · Compound · ES + NQ".
Pine Script® 인디케이터
Zupe의
Ks MACD Divergence VisualizerMACD Divergence Visualizer (v6) Documentation This indicator is a powerful technical analysis tool designed for TradingView (Pine Script v6). It automatically detects and visualizes Divergence—a discrepancy between price action and the MACD (Moving Average Convergence Divergence) oscillator—to identify potential trend reversals or continuations. 1. Core Functionality 4 Types of Detected Divergence The script identifies and distinguishes between four specific market patterns: Type Name Condition Market Sentiment Regular Bullish Regular Bull Price makes a lower low, but MACD makes a higher low. Potential Reversal (Bullish) Regular Bearish Regular Bear Price makes a higher high, but MACD makes a lower high. Potential Reversal (Bearish) Hidden Bullish Hidden Bull Price makes a higher low, but MACD makes a lower low. Trend Continuation (Buy Dip) Hidden Bearish Hidden Bear Price makes a lower high, but MACD makes a higher high. Trend Continuation (Sell Rally) 2. How the Logic Works Pivot Point Detection The indicator uses ta.pivothigh and ta.pivotlow to identify significant peaks and troughs in the MACD line. Left Lookback: Number of bars to the left required to confirm a local peak/trough (Default: 5). Right Lookback: Number of bars to the right required to confirm the point (Default: 3). Note: Signals will appear with a delay equal to the "Right Lookback" value to ensure the pivot point is historically valid. Visual Encoding Solid Line: Represents Regular Divergence (Reversal). Marked with an "R" label. Dashed Line: Represents Hidden Divergence (Continuation). Marked with an "H" label. Color Coding: Green/Teal for Bullish signals, Red/Orange for Bearish signals. 3. Configuration (Input Parameters) MACD Settings Fast / Slow / Signal Length: Standard settings are 12, 26, 9. Shorten these for faster response in scalping or lengthen them for swing trading. Divergence Settings Pivot Lookback Right: Increasing this improves signal reliability but increases the display delay. Show Regular / Hidden: Toggle specific types of divergence on/off to declutter your chart. 4. Trading Strategy Tips Regular (R) = Warning: If a Regular Bearish (R) divergence appears at the end of an uptrend, it suggests the momentum is fading—consider tightening stop losses or taking profits. Hidden (H) = Confluence: Hidden Bullish (H) divergence during an established uptrend is a strong signal that the trend is healthy and the current dip is a buying opportunity. Multi-Timeframe Confirmation: Divergences are most effective when confirmed by higher timeframe trends or key Support/Resistance levels.
Pine Script® 인디케이터
ukontya의
Gap DetectorGap Detector — Multi-Timeframe Price Gap Scanner Automatically detects and visualizes all price gaps across any timeframe — Daily, Weekly, Monthly, or Intraday. 📊 What It Does This indicator identifies true price gaps where the current candle opens completely above (gap up) or below (gap down) the previous candle's range, with no price overlap between them. Gap Up (Bullish): Current candle's low > Previous candle's high Gap Down (Bearish): Current candle's high < Previous candle's low ✨ Key Features ✅ Auto-Detects Chart Timeframe — Works on any timeframe without manual selection (1min, 5min, 1H, 4H, Daily, Weekly, Monthly) ✅ Visual Gap Boxes — Green boxes for gap ups, red boxes for gap downs, drawn exactly across the gap zone ✅ Gap Size Labels — Shows gap percentage on each box for quick assessment ✅ Customizable Filters — Set minimum and maximum gap size % to filter noise ✅ Summary Statistics Table — Live count of bull gaps, bear gaps, and total gaps detected ✅ Pine Screener Compatible — Built-in signals for bulk scanning stocks with gaps ✅ Clean & Lightweight — No repainting, no lag, works on all markets (stocks, forex, crypto, indices) 🎯 Use Cases Day/Swing Trading: Identify gap fill opportunities on intraday and daily charts Earnings Plays: Track post-earnings gaps on daily/weekly timeframes Breakout Confirmation: Gaps often signal strong momentum or trend continuation Support/Resistance Zones: Unfilled gaps act as magnets for price action Multi-Timeframe Analysis: Scan 4H gaps, daily gaps, or weekly gaps depending on your strategy 🛠️ Settings Visibility Controls: Toggle bull gaps, bear gaps, labels, and summary table on/off independently Filter Settings: Min Gap Size (%) — Ignore gaps smaller than this threshold (default 0.1%) Max Gap Size (%) — Ignore abnormally large gaps like circuit breaker moves (default 5%) Style Customization: Gap box colors, border colors, and table position (Top Right, Top Left, Bottom Right, Bottom Left) 📈 How to Use with Pine Screener (TradingView Pro+) Add indicator to any chart and set your desired timeframe (e.g., 4H for intraday gaps) Open Pine Screener (bottom toolbar) Select Gap Detector indicator Choose Bull Gap Signal or Bear Gap Signal Set condition: Above → 0 Click Scan to find all stocks with gaps on current candle Screener Outputs: Bull Gap Signal = 1 → Gap up formed on current candle Bear Gap Signal = 1 → Gap down formed on current candle Signal = 0 → No gap on current candle 📌 Notes Gaps are detected based on previous candle close to current candle open — not wicks Works on all markets and instruments where gaps occur (stocks, forex, crypto, futures, indices) Signal plots appear in a separate pane below the chart for clean visualization Gap count resets when you reload the chart or change timeframes 💡 Pro Tips 4H Timeframe: Great for intraday gap trading on volatile stocks Daily Timeframe: Classic overnight gaps — ideal for gap fill strategies Weekly/Monthly Timeframe: Macro trend analysis and major support/resistance zones Combine with volume or momentum indicators for higher-probability setups Created for traders who need fast, reliable gap detection without manual scanning.
Pine Script® 인디케이터
barundutta895의
Jam Algo Signals Premiun🚀 **Jam Algo Signals Premium — Major Update Released** We’re excited to introduce a powerful upgrade to **Jam Algo Signals Premium**, delivering a cleaner experience, smarter trade tracking, and enhanced visual performance. ✨ What’s New ✅ **Professional Trade Dashboard** Track your performance in real time with a built-in dashboard displaying: • Total Trades • Win Rate (%) • Win / Loss Streaks • Clean, customizable interface ✅ **Enhanced Signal Visualization** • Clear BUY ▲ and SELL ▼ signals • Improved chart readability • Optimized visual consistency ✅ **Advanced Risk Management System** • Multi-level Take Profit structure (TP1 / TP2 / TP3) • Dynamic Stop Loss levels • Real-time trade management visualization ✅ **TradingView Alert Integration** • Instant Buy & Sell alerts • Automation-ready notifications • Reliable signal execution tracking ✅ **Full Visual Customization** • Customizable dashboard colors • Adjustable chart elements • Clean premium design ### ⚡ Performance & Optimization • Faster execution • Cleaner code structure • Improved stability • Better chart responsiveness --- 🎯 **Jam Algo Signals Premium is designed for traders who demand precision, clarity, and performance.** Built for professional workflow. Optimized for real market conditions. Engineered for consistency. 🔥 More upgrades coming soon.
Pine Script™ 전략
juanmr888의
House Framework 4H Trinity Pro Dynamic Zones A professional-grade day-trading framework that transforms the first hour of price action into a comprehensive support/resistance map for the entire session. Core Concept: The indicator captures the high/low range of the "Trinity Candle" (customizable start hour, default 02:00) and projects geometric expansion zones—Ceiling, Floor, Roof (50% expansion above), and Basement (50% expansion below)—creating a structural roadmap for intraday bias. Key Features: • Dual Mode 4H Analysis: Toggle between Live 4H box tracking or overlaying the previous day's 3rd 4H candle as a historical reference level • Dynamic Fibonacci Confluence: Auto-calculated 38.2% and 61.8% retracement levels within the Trinity range with optional visual markers • Intelligent Labeling: Labels follow price in real-time (optional) or anchor to session start; includes distance-to-level readouts • Information Dashboard: Top-right panel displays current market position (Inside Box/Upper Zone/Roof Break), range height, and pip-distance to key levels • Adaptive Alerts: Crossover-based alerts for Roof breakouts, Basement breakdowns, and midline momentum shifts (no repainting) • Timezone Flexibility: Configurable for Exchange or UTC time to match Forex, Crypto, or Futures sessions Trading Applications: Bias Identification: Price above Midline = bullish control; below = bearish control Mean Reversion: Rejections at Roof/Basement target the opposite zone Breakout Trading: Confirmed closes beyond Roof/Basement signal momentum continuation 4H Confluence: Use the 4H box overlay to identify where daily structure aligns with higher timeframe consolidation Best suited for: 1H, 2H, and 4H charts on Forex pairs, Indices, and Cryptocurrencies.
Pine Script® 인디케이터
themightyfalcons의
Chaikin Money Flow with Shaded BackgoundThis script is a modernized version of Chaikin Money Flow with time‑horizon presets, Histogram Mode, and Regime Background Shading. Preset Modes Daily – Standard (20): Classic CMF(20), ideal for swing trading. **Weekly – Short (5): Time‑scaled equivalent of CMF(20) for weekly charts. Monthly – Smooth (10): Long‑cycle accumulation/distribution smoothing. Manual: Full control over CMF length. These presets are designed to maintain **consistent time‑horizon behavior** across different chart timeframes. Line: Traditional CMF line. Histogram: Momentum‑style histogram. Hybrid: Line + histogram. CMF‑SMA Mode: Histogram shows CMF minus its SMA. CMF Change Mode: Histogram shows bar‑to‑bar CMF acceleration. Note: When using Histogram Mode, switch the Histogram Type input between CMF‑SMA and CMF Change depending on the style you want. Green: CMF > 0 (Accumulation) Red: CMF < 0 (Distribution) This provides a clean, structural read of market pressure without cluttering the chart.
Pine Script® 인디케이터
followmytradingjournal의
Pattern Similarity ProjectionThis indicator identifies historical price patterns that mathematically resemble recent market behavior to forecast potential future movements. It works by: * **Scanning History:** Comparing the most recent price action (defaulting to the last 30 bars) against all available historical data using a Min-Max normalization and Mean Absolute Error algorithm. * **Visualizing Matches:** Highlighting the top historical matches on the chart with similarity scores (e.g., "88.4% match"). * **Projecting Outcomes:** Drawing projection lines from the current price that mimic how those historical patterns played out. * **Calculating Agreement:** analyzing the collective trajectory of all found matches to generate an "Agreement Score," indicating the consensus confidence of the projection. The script is fully customizable, allowing users to select specific data points (Open, High, Low, Close, Volume) for comparison and adjust window sizes to fit different trading strategies.
Pine Script® 인디케이터
chimchimcc의
Ultimate Market Sentiment (UMS)Ultimate Market Sentiment (UMS) — Multi-Factor Quantitative Sentiment Oscillator A institutional-grade sentiment indicator synthesizing five distinct market dimensions—trend momentum, volatility regime, relative strength, volume-pressure, and hidden Markov states—into a unified sentiment gauge using robust statistical normalization and sigmoid compression. Overview The Ultimate Market Sentiment (UMS) indicator represents a comprehensive quantitative approach to market psychology, combining orthogonal data sources into a single interpretable sentiment score. Unlike simple oscillators that rely on price alone, UMS integrates trend dynamics, fear gauges (volatility), benchmark-relative performance, institutional flow (volume-weighted returns), and probabilistic regime detection via Hidden Markov Models. Each component undergoes robust Z-score normalization and sigmoid compression to ensure comparable scale and saturation behavior, then weighted-combined into a final sentiment reading ranging from -100 (extreme panic) to +100 (extreme euphoria). Key Features Five-Factor Sentiment Model: Combines Trend, Volatility (inverted fear), Relative Strength, Volume Flow, and HMM Regime probability into composite sentiment Hidden Markov Model (HMM) Regime Detection: Probabilistic 2-state model (Bull/Bear) with configurable transition probabilities and regime-specific return distributions (μ, σ) Robust Z-Score Normalization: Manual statistical implementation handling NA values, with variance clamping and population standard deviation calculation over configurable windows Sigmoid Compression: Maps extreme Z-scores to bounded range using logistic function with adjustable sensitivity (temperature) parameter Custom Logarithmic Implementation: Series-expansion based natural log calculation for return computations, avoiding built-in function dependencies Least-Squares Trend Extraction: Linear regression slope calculation via normal equations for true mathematical trend measurement (not just price differences) Benchmark Relative Analysis: Optional comparison against external symbol (default SPY) for alpha-generation measurement Adaptive Weighting System: Automatic weight renormalization when components are disabled, ensuring valid probability distributions Extreme Zone Detection: Visual markers and background coloring for Euphoria (>60) and Panic (<-60) thresholds The Five Sentiment Components 1. Trend Component (Momentum) Calculates the slope of the log-price curve using least-squares linear regression over the Trend slope window . The slope represents instantaneous trend momentum—positive values indicate upward drift, negative indicate downward. This is Z-scored against historical trend slopes and compressed via sigmoid to , creating a momentum sentiment gauge that saturates during parabolic trends. 2. Volatility Component (Fear/Stress) Measures realized volatility (standard deviation of log returns) over the Volatility window . High volatility typically coincides with market fear and uncertainty. The component is inverted ( -1 × sigmoid(Z) ) so that high volatility produces negative sentiment (bearish/fear) and low volatility produces positive sentiment (calm/confidence). This captures the "fear gauge" dimension of market psychology. 3. Relative Strength Component (Alpha) Compares cumulative log returns of the asset versus a benchmark symbol (e.g., SPY) over the Relative strength window . Positive values indicate the asset is outperforming the market (relative strength), negative indicates underperformance. This isolates idiosyncratic sentiment specific to the instrument versus broad market beta. Can be disabled for forex/crypto where benchmark selection is ambiguous. 4. Volume Flow Component (Institutional Pressure) Calculates return × relative volume , where relative volume is current volume divided by average volume. This measures the "conviction" behind price moves—large moves on high volume generate extreme sentiment values, while quiet moves generate muted signals. Captures institutional accumulation/distribution pressure. 5. Regime Component (HMM State Probability) Implements a 2-state Hidden Markov Model with Bull and Bear regimes, each characterized by mean return (μ) and volatility (σ). The model calculates the posterior probability of being in the Bull regime given observed returns, using Bayesian updating with configurable transition probabilities ( P(stay in bull) and P(stay in bear) ). Output is scaled from probability to sentiment ( 2×(P-0.5) ). Provides the "smart money" regime context. How It Works Normalization Pipeline Each component follows a rigorous statistical pipeline: Raw calculation (slope, volatility, return difference, etc.) Robust Z-score: (Value - Mean) / StdDev calculated over Normalization window Sigmoid compression: 2/(1+e^(-Z/sens)) - 1 mapping to with adjustable sensitivity Weighting: Multiplied by user-defined weights (default: Trend 30%, Volatility 25%, RS 20%, Flow 15%, Regime 10%) Composite Construction Weighted components are summed and then re-normalized via Z-score and sigmoid compression to prevent any single extreme component from dominating the final output. Final scaling to provides intuitive interpretation. Hidden Markov Model Mechanics The HMM assumes the market exists in unobserved Bull or Bear states with Gaussian return distributions: Bull regime: Mean μ_bull (default +0.05%/bar), StdDev σ_bull (default 1.0%) Bear regime: Mean μ_bear (default -0.05%/bar), StdDev σ_bear (default 1.5%) Transition matrix: High persistence probabilities (default 97% chance of staying in current state) Bayesian updating: Calculates P(Bull|Return) using prior probability and likelihood functions Settings Guide Trend slope window: Lookback for linear regression trend calculation (default 50). Longer = smoother trend, shorter = more responsive. Relative strength window: Cumulative return comparison period (default 50). Synchronize with typical holding periods. Realized volatility window: Standard deviation calculation period (default 20). Standard monthly volatility window. Volume flow window: Volume averaging period (default 20). Z-score normalization window: Statistical baseline for all Z-scores (default 200). Longer windows provide more stable percentiles but slower adaptation to regime changes. Z-score compression (sensitivity): Sigmoid temperature parameter (default 2.0). Higher values (5-10) create smoother, slower-saturating sentiment; lower values (0.5-1.0) create binary-like sharp transitions. Benchmark symbol: Default SPY for equities; change to QQQ, IWM, or disable for non-equity assets. HMM Parameters: Bull/Bear regime means: Expected returns per bar in each state (adjust for timeframe—daily vs hourly) Standard deviations: Volatility characteristics of each regime (bears typically higher vol) P(stay): Regime persistence (0.97 = slow transitions, 0.8 = faster regime detection) Lime: Trend component Orange: Volatility (inverted) component Blue: Relative Strength component Purple: Volume Flow component Fuchsia: Regime probability component Background Coloring: Green tint in bullish zones (>20), red tint in bearish zones (<-20), intensifying beyond ±60 Signal Markers: Triangles marking crossovers into Euphoria (▲ green) and Panic (▼ red) zones Interpret UMS as a contrarian indicator when extremes persist (>60 or <-60) and as a trend-confirmation tool during intermediate zones. Divergences between UMS and price (e.g., price making new lows but UMS forming higher lows) often signal impending reversals. The individual component plots reveal which factors are driving sentiment—if Trend is bullish but Volatility is deeply negative, the market may be experiencing a "wall of worry" climb. When all five components align (all positive or all negative), the signal carries maximum conviction.
Pine Script® 인디케이터
Cmo22의