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Weekend Asia High/Low Dots + Trading Window (UTC+1)**Weekend Asia High/Low Dots & Trading Window** is a lightweight TradingView indicator designed to **mark the exact Asia session extremes on weekends (Saturday & Sunday)** and highlight predefined **trading time windows** with maximum clarity and minimal chart clutter. The indicator focuses on **precision, simplicity, and manual trading workflows**. --- ### 🔍 Key Features #### 🟢 Asia Session High & Low (Weekend Only) * Tracks the **Asia session on Saturday and Sunday** * Marks **exactly two points per session**: * One dot at the **true wick high** * One dot at the **true wick low** * Dots are plotted **only once**, at the **end of the Asia session** * **No lines, no boxes, no extensions** – just clean reference points * Ideal for traders who prefer to **draw their own ranges manually** #### 🟩 Trading Window Highlight * Customizable **trading time windows** for Saturday and Sunday * Displayed as a **clean outline box** (no background fill) * Helps visually separate **range formation** from **active trading hours** --- ### ⏰ Time Handling * All session times are defined in **UTC+1** * Uses a **fixed UTC+1 timezone** (`Etc/GMT-1`) for consistent behavior * Easily adjustable to other timezones if needed --- ### ⚙️ Customizable Inputs * Asia session times (Saturday & Sunday) * Trading session times (Saturday & Sunday) * Optional trading window labels * Easy point size adjustment directly in the code --- ### 🎯 Use Cases * Weekend trading (Crypto, Indices, Synthetic markets) * Asia range analysis * Manual range drawing & breakout planning * Clean, distraction-free chart layouts --- ### 🧠 Who Is This Indicator For? * Price action traders * Range & session-based traders * Traders who prefer **manual chart markup** * Anyone trading **weekends with structured time windows** --- ### 🛠 Technical Details * Pine Script® **Version 6** * Overlay indicator * Optimized for clarity and performance --- If you want, I can also provide: * a **short description** (1–2 lines for the TradingView header) * **tags & keywords** for better discoverability * or a **version with user-adjustable dot size via Inputs**
Pine Script® 인디케이터
neon_assoc의
ORB + Killzones - Universal AutoORB + Killzones • Universal Auto A clean overlay indicator that automatically plots 15-minute Opening Range Breakout (ORB) levels for major global sessions with full DST handling and optional Killzone shading. Key Features Universal auto-detection: adapts session times and timezones perfectly for crypto (24/7) and traditional markets (cash hours only) 15-minute ORB high/low lines for Tokyo, Hong Kong, China, London, and New York sessions Precise DST-aware London (Europe/London) and New York (America/New_York) sessions Optional translucent Killzone background shading: London Open (0800–1100), NY Open (0930–1100), London Close (1530–1630) — with custom colors and transparency Individual toggle switches for each session ORB and Killzone display Clean neon color scheme matching popular retrowave setups (Tokyo teal, HK magenta, China red, London blue, NY gold) Efficient drawing with persistent lines that extend until session end No repainting, low resource usage (max 250 lines, 60 labels) Ideal for ICT/SMC traders who want accurate multi-session ORBs and high-probability Killzone windows on any instrument or timeframe. Works on forex, indices, stocks, and crypto. Recommend to uncheck timeframes over 1 hour in the Visibility tab of the Settings.
Pine Script® 인디케이터
zenba_tv의
FOMC Sweep Reaction AP Capital – FOMC Sweep Reaction v1.0 AP Capital – FOMC Sweep Reaction v1.0 is a news-reaction and liquidity-based trading tool designed specifically to track and trade FOMC volatility on Gold (XAUUSD) and other highly reactive instruments. The indicator focuses on liquidity sweeps, structure breaks, and EMA reclaims that commonly occur around Federal Reserve interest-rate decisions and Powell speeches, helping traders identify high-probability reversal or continuation moves after the initial spike. 🔍 What This Indicator Detects This tool highlights the most repeatable FOMC behaviours observed across multiple months of broker data: • Sweeps of previous day’s high or low • Stop-hunt wicks into liquidity pools • EMA13 reclaim after the news spike • Break and close beyond short-term structure • Momentum shift following volatility exhaustion The goal is not to predict the news, but to react to confirmed price behaviour after liquidity has been taken. 📌 Core Features • FOMC Sweep Detection Identifies aggressive wicks into prior highs/lows during news volatility • EMA Reclaim Confirmation Uses EMA13 to validate momentum shift after the sweep • Market Structure Awareness Filters reactions that fail to break structure to avoid false reversals • Session-Aligned Logic Designed around London → NY → FOMC release timing • Clean Visuals Minimal chart clutter for fast decision-making during volatile conditions 🧠 How to Use Wait for FOMC release / Powell speech Allow price to sweep previous liquidity (PDH / PDL / local extremes) Observe reclaim of EMA13 Enter only after structure confirmation Manage trade using EMA trailing or structure-based exits ⚠️ This is a reaction system, not a prediction tool. 📊 Best Use Cases • XAUUSD (Gold) • NASDAQ / US indices • High-impact macro news events • 5-min to 15-min timeframes ⚠️ Important Notes • News volatility is extreme — risk management is essential • Not designed for low-volatility or ranging markets • Best combined with a clear trading plan and strict risk rules 📎 Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Trading during high-impact news events involves significant risk.
Pine Script® 인디케이터
APCapitalTrading의
NQ BB+PS StrategyBollinger Band and ProScalper combined strategy/indicators. Designed to take quick 1:1 Risk to Reward trades. Entry on close of signal bar, set auto SL and TP levels to 50 ticks. If a signal in the opposing direction populates, close open trade and follow current signal or simply reverse positions. There is a "+" Sign above signals that fire in the direction of the current EMA trend signaling an A+ set up. Recommended following the first 4-6 signals of the day prior to 11am before the mid day "chop".
Pine Script™ 전략
lanier_josh의
1
Round Strike Price, Levels Options Series➤ Strike Price Range Mode: ➤ Exact Strike Price Mode: ⭐ Overview and How It Works Round Strike Price or Levels is a precision-focused visual tool designed for options and index traders. It dynamically plots round strike levels around the current price and presents them either as: ⠀ — Exact strike prices, or ⠀ — Strike price ranges, where each zone represents the midpoint between two adjacent strikes. The indicator continuously recalculates the base strike using the current price and aligns all surrounding levels using a fixed step size. All lines and labels are updated only on the last bar for optimal performance and stability. This makes StrikePrice ideal for: 🔹 Identifying key option strikes. 🔹 Visualizing price acceptance zones. 🔹 Understanding strike-to-strike movement during intraday trading. ⭐ Key Features and Functionality Strike Price Range: ⠀ — Treats each pair of strike lines as a price zone. ⠀ — Labels are plotted at the midpoint between two lines. ⠀ — Last label is intentionally hidden (no upper range exists) Exact Strike Price: ⠀ — Labels are plotted directly on each strike line. ⠀ — Useful for precise strike-based analysis. 󠀠󠀠󠀠 Dynamic Base Calculation: ⠀ — Automati󠀠cally snaps price to the nearest round strike. ⠀ — Re-centers the entire grid as price moves. ⠀ — No manual adjustment required. Efficient Object Management: ⠀ — Uses persistent arr󠀠ays for lines and labels. ⠀ — Objects are reused instead of recreated. ⠀ — Prevents flickering and avoids TradingView object limits. 🎨 Visualizations and User Experience Clean horizontal strike grid with configurable: ⠀ — Line width, Line color, Line style (Solid / Dashed / Dotted), Extension direction (Left / Right / Both / None). Labels are: ⠀ — Positioned to the right of price, Size-adjustable, Fully customizable in text color and background color. Designed to stay visually clear even on: ⠀ — Fast-moving intraday charts, Options-focused layouts, Multi-indicator setups. Tip: Increase Right Bars Margin in chart settings to give labels proper spacing. ⭐ Settings and Customization 🔹 Strike Settings: ⠀ — Step (points): Distance between adjacent strike levels (e.g., 50, 100) ⠀ — Levels per side: Number of strike levels plotted above and below the base. ⠀ — Strike Mode: Strike Price Range, Exact Strike Price. 🔹 Line Settings: ⠀ — Line width, Line color, Line style (Solid / Dashed / Dotted), Line extension direction. 🔹 Label Settings: ⠀ — Show / hide labels, Label distance (bars to the right), Label size, Label text color, Label background color. All label properties are updated dynamically, allowing real-time UI tuning without reloading the script. ⭐ Uniqueness of the Concept: Unlike generic round-number indicators, StrikePrice: ⠀ — Understands option-style strike structure. ⠀ — Separates range-based thinking from exact price levels. ⠀ — Uses midpoint logic to visualize strike-to-strike movement. ⠀ — Maintains strict performance discipline by updating only when necessary. This makes it especially useful for: ⠀ • NIFTY / BANKNIFTY options. ⠀ • Index and futures traders. ⠀ • Intraday strike rotation analysis. ⠀ • Premium decay and range-bound setups. 🚀 Conclusion: StrikePrice is a focused, professional-grade indicator for traders who think in strikes, ranges, and levels rather than arbitrary prices. It offers: ⠀ • Clear structure ⠀ • Accurate strike alignment ⠀ • Clean visuals ⠀ • Zero repainting logic
Pine Script® 인디케이터
Options_Series의
ICT Premium/Discount Zones [Exponential-X]Premium/Discount Zones - Visual Market Structure Tool Overview This indicator helps traders visualize premium and discount price zones based on recent market structure. It automatically identifies swing highs and lows within a specified lookback period and divides the price range into three key areas: Premium Zone, Equilibrium, and Discount Zone. What This Indicator Does The script continuously monitors price action and calculates: Highest High and Lowest Low within the lookback period Equilibrium Level - the midpoint between the swing high and low Premium Zone - the area from equilibrium to the swing high (typically viewed as relatively expensive price levels) Discount Zone - the area from the swing low to equilibrium (typically viewed as relatively cheap price levels) Core Calculation Method The indicator uses pivot point logic to identify significant swing highs and lows based on the pivot strength parameter. It then calculates the highest high and lowest low over the specified lookback period. The equilibrium is computed as the arithmetic mean of these two extremes, creating a fair value reference point. The zones are dynamically updated as new price data becomes available, ensuring the visualization remains relevant to current market conditions. Key Features Dynamic Zone Detection Automatically adjusts zones based on recent price action Uses customizable lookback period for flexibility across different timeframes Employs pivot strength parameter to filter out minor price fluctuations Visual Clarity Color-coded zones for easy identification (red for premium, green for discount) Optional equilibrium line display Adjustable zone label placement Customizable color schemes to match your charting preferences Alert Capabilities Alerts when price enters the premium zone Alerts when price enters the discount zone Alerts when price returns to equilibrium Helps traders monitor key zone interactions without constant chart watching Customization Options Adjustable lookback period (5-500 bars) Configurable pivot strength for swing detection (1-20 bars) Control over box extension into the future Toggle labels and equilibrium line on/off Full color customization for all visual elements How to Use This Indicator Setup Add the indicator to your chart Adjust the lookback period to match your trading timeframe (shorter for intraday, longer for swing trading) Set pivot strength to filter out noise (higher values for major swings, lower for more frequent updates) Customize colors and labels to your preference Interpretation Premium Zone: Price trading here may indicate potential resistance or selling opportunities when aligned with other technical factors Discount Zone: Price trading here may indicate potential support or buying opportunities when aligned with other technical factors Equilibrium: Acts as a fair value reference point where price often consolidates or reacts Trading Applications This tool works well when combined with other forms of analysis such as: Trend identification indicators Volume analysis Support and resistance levels Price action patterns Market structure analysis Important Considerations This indicator identifies zones based purely on historical price data Premium and discount zones are relative to the recent lookback period The effectiveness varies across different market conditions and timeframes Should be used as part of a comprehensive trading strategy, not in isolation Past price structure does not guarantee future price behavior Technical Details Calculation Method Uses Pine Script's ta.pivothigh() and ta.pivotlow() functions for swing detection Employs ta.highest() and ta.lowest() for range calculation Updates dynamically with each new bar Draws zones using box objects for clear visual representation Performance Optimization Efficiently manages box and line objects to minimize resource usage Uses conditional plotting to reduce unnecessary calculations Limited to essential visual elements for chart clarity Timeframe Compatibility This indicator works on all timeframes but the recommended settings vary: 1-5 minute charts: Lookback period 10-20, Pivot strength 3-5 15-60 minute charts: Lookback period 20-50, Pivot strength 5-10 Daily charts: Lookback period 50-100, Pivot strength 10-15 Weekly charts: Lookback period 20-50, Pivot strength 5-10 Adjust these values based on the volatility of your specific instrument. Limitations and Considerations What This Indicator Does NOT Do Does not provide buy or sell signals on its own Does not predict future price movements Does not account for fundamental factors or market events Does not guarantee profitability or accuracy Market Condition Awareness In strong trending markets, price may remain in premium or discount zones for extended periods During ranging conditions, price typically oscillates between zones more predictably High volatility can cause frequent zone recalculations Low volatility may result in narrow zones with limited practical use Risk Considerations Premium and discount are relative concepts, not absolute values What appears as a discount zone may continue lower in a downtrend What appears as a premium zone may continue higher in an uptrend Always use proper risk management and position sizing Consider multiple timeframe analysis for context Version Information This indicator is written in Pine Script v6, ensuring compatibility with the latest TradingView features and optimal performance. Final Notes This tool is designed to enhance your market analysis by providing a clear visual representation of premium and discount price zones. It should be used as one component of a well-rounded trading approach that includes proper risk management, multiple forms of analysis, and realistic expectations about market behavior. The concept of premium and discount zones is rooted in auction market theory and the idea that price oscillates around fair value. However, traders should understand that these zones are interpretive tools based on historical data and do not constitute trading advice or predictions about future price action. Remember to backtest any strategy using this indicator on historical data before applying it to live trading, and always trade responsibly within your risk tolerance. Disclaimer: The information provided by this indicator is for educational and informational purposes only. It does not constitute financial advice, investment advice, trading advice, or any other sort of advice. Always conduct your own research and consult with qualified financial professionals before making trading decisions.
Pine Script® 인디케이터
Exponential-X의
GVWAP_Core (CalendarSpan + EventSpike)GVWAP Core Indicator General Description (Public) GVWAP (Generalized Volume-Weighted Average Price) is an advanced anchoring and averaging framework designed to reveal market structure rather than predict price. Unlike traditional VWAP, GVWAP is not limited to volume weighting or session-based anchoring. It can operate on any input series (price, indicators, transforms) and supports multiple weighting schemes, decay behavior, and structural reset logic. At its core, GVWAP answers a simple question: “Where is the statistically relevant center of activity since the last meaningful structural event?” The indicator continuously updates a weighted average of the input series, gradually forgetting older data using exponential decay. The anchor point can reset on calendar boundaries (day, week, month, etc.) or on statistically significant events such as abnormal volume spikes. Robust dispersion bands based on mean absolute deviation (MAD) surround the average, providing context for trend, rotation, and compression regimes. GVWAP is not a trading signal by itself. It is best used as a structural reference layer or as an intermediate transform feeding other indicators, strategies, or regime filters. Mathematical Description (Quantitative) Let x_t be an arbitrary input series and w_t a selectable weight function. GVWAP is defined as a normalized exponentially decayed weighted estimator: GVWAP_t = N_t / D_t with recursive updates: N_t = (1 − α)·N_{t−1} + α·w_t·x_t D_t = (1 − α)·D_{t−1} + α·w_t where α = 1 − 2^(−1/H) and H is the decay half-life in bars. Weights may be defined as: • w_t = V_t (volume) • w_t = 1 (equal weight) • w_t = 1 / ATR_t (volatility-normalized) • w_t = f(n_t) (time-weighted, where n_t is bars since reset) The estimator resets when a structural condition R_t is satisfied, at which point: N_t = w_t·x_t, D_t = w_t For event-based anchoring, volume surprise is computed using a Student‑t–compressed z‑score: z_t = (V_t − μ_V) / σ_V tZ_t = z_t / sqrt(1 + z_t² / ν) A reset occurs when tZ_t exceeds a threshold τ. Dispersion is measured via a decayed Mean Absolute Deviation: MAD_t = (Σ λ^{t−i} w_i |x_i − GVWAP_t|) / (Σ λ^{t−i} w_i) Bands are defined as GVWAP_t ± k·MAD_t. GVWAP therefore represents a bounded-memory, robust, non‑Gaussian estimator of the local conditional expectation of x_t under dynamic anchoring and weighting.
Pine Script® 인디케이터
AJSwogger의
Optimized BTC Mean Reversion (RSI 20/65)📈 Optimized BTC Mean Reversion (RSI 20/65) Optimized BTC Mean Reversion (RSI 20/65) is a rule-based trading strategy designed to capture mean-reversion moves in strong market structures, primarily optimized for Bitcoin, but adaptable to other liquid cryptocurrencies. The strategy combines RSI extremes, Stochastic momentum, and EMA trend filtering to identify high-probability reversal zones while maintaining strict risk management. 🔍 Strategy Logic This system focuses on entering trades when price temporarily deviates from equilibrium, while still respecting the broader trend. ✅ Long Conditions RSI below 20 (oversold) Stochastic below 25 Price trading above the 200 EMA (or within a controlled deviation) Designed to buy sharp pullbacks in bullish conditions ❌ Short Conditions RSI above 65 (overbought) Stochastic above 75 Price trading below the 200 EMA Designed to sell relief rallies in bearish conditions 🛡 Risk Management Fixed Stop Loss: 4% Fixed Take Profit: 6% Risk/Reward: 1 : 1.5 No pyramiding (single position at a time) Full equity position sizing (adjustable) All exits are predefined at entry, ensuring consistency and emotional discipline. 📊 Indicators Used 200 EMA – Trend direction filter RSI (14) – Mean-reversion trigger (20 / 65 levels) Stochastic Oscillator – Momentum confirmation 👁 Visual Features EMA plotted directly on chart Real-time Stop Loss, Take Profit, and Entry Price lines Clear long/short entry markers Works on all timeframes (optimized for intraday and swing trading) 🔔 Alerts Long entry alerts Short entry alerts (Perfect for automation or discretionary execution) ⚠️ Disclaimer This strategy is intended for educational and research purposes only. Past performance does not guarantee future results. Always test on a demo account and adjust risk parameters to your own trading plan.
Pine Script™ 전략
malli_007의
RCI4linesRCI4lines plots four Rank Correlation Index (RCI) lines in a single panel to help you read momentum and trend conditions at a glance. It shows two short-term RCIs (default: 7 and 9), a middle-term RCI (26), and a long-term RCI (52). The script also draws shaded threshold zones between +80 to +95 and -80 to -95, making it easier to spot potential overbought / oversold areas and compare short-term moves with the bigger trend. Useful for scalping to day trading, and for checking whether short-term momentum is aligned with mid/long-term direction.
Pine Script® 인디케이터
ensho_inusan의
Density Zones (GM Crossing Clusters) + QHO Spin FlipsINDICATOR NAME Density Zones (GM Crossing Clusters) + QHO Spin Flips OVERVIEW This indicator combines two complementary ideas into a single overlay: *this combines my earlier Geometric Mean Indicator with the Quantum Harmonic Oscillator (Overlay) with additional enhancements* 1) Density Zones (GM Crossing Clusters) A “Density Zone” is detected when price repeatedly crosses a Geometric Mean equilibrium line (GM) within a rolling lookback window. Conceptually, this identifies regions where the market is repeatedly “snapping” across an equilibrium boundary—high churn, high decision pressure, and repeated re-selection of direction. 2) QHO Spin Flips (Regression-Residual σ Breaches) A “Spin Flip” is detected when price deviates beyond a configurable σ-threshold (κ) from a regression-based equilibrium, using normalized residuals. Conceptually, this marks excursions into extreme states (decoherence / expansion), which often precede a reversion toward equilibrium and/or a regime re-scaling. These two systems are related but not identical: - Density Zones identify where equilibrium crossings cluster (a “singularity”/anchor behavior around GM). - Spin Flips identify when price exceeds statistically extreme displacement from the regression equilibrium (LSR), indicating expansion beyond typical variance. CORE CONCEPTS AND FORMULAS SECTION A — GEOMETRIC MEAN EQUILIBRIUM (GM) We define two moving averages: (1) MA1_t = SMA(close_t, L1) (2) MA2_t = SMA(close_t, L2) We define the equilibrium anchor as the geometric mean of MA1 and MA2: (3) GM_t = sqrt( MA1_t * MA2_t ) This GM line acts as an equilibrium boundary. Repeated crossings are interpreted as high “equilibrium churn.” SECTION B — CROSS EVENTS (UP/DOWN) A “cross event” is registered when the sign of (close - GM) changes: Define a sign function s_t: (4) s_t = +1 if close_t > GM_t -1 if close_t < GM_t s_{t-1} if close_t == GM_t (tie-breaker to avoid false flips) Then define the crossing event indicator: (5) crossEvent_t = 1 if s_t != s_{t-1} 0 otherwise Additionally, the indicator plots explicit cross markers: - Cross Above GM: crossover(close, GM) - Cross Below GM: crossunder(close, GM) These provide directional visual cues and match the original Geometric Mean Indicator behavior. SECTION C — DENSITY MEASURE (CROSSING CLUSTER COUNT) A Density Zone is based on the number of cross events occurring in the last W bars: (6) D_t = Σ_{i=0..W-1} crossEvent_{t-i} This is a “crossing density” score: how many times price has toggled across GM recently. The script implements this efficiently using a cumulative sum identity: Let x_t = crossEvent_t. (7) cumX_t = Σ_{j=0..t} x_j Then: (8) D_t = cumX_t - cumX_{t-W} (for t >= W) cumX_t (for t < W) SECTION D — DENSITY ZONE TRIGGER We define a Density Zone state: (9) isDZ_t = ( D_t >= θ ) where: - θ (theta) is the user-selected crossing threshold. Zone edges: (10) dzStart_t = isDZ_t AND NOT isDZ_{t-1} (11) dzEnd_t = NOT isDZ_t AND isDZ_{t-1} SECTION E — DENSITY ZONE BOUNDS While inside a Density Zone, we track the running high/low to display zone bounds: (12) dzHi_t = max(dzHi_{t-1}, high_t) if isDZ_t (13) dzLo_t = min(dzLo_{t-1}, low_t) if isDZ_t On dzStart: (14) dzHi_t := high_t (15) dzLo_t := low_t Outside zones, bounds are reset to NA. These bounds visually bracket the “singularity span” (the churn envelope) during each density episode. SECTION F — QHO EQUILIBRIUM (REGRESSION CENTERLINE) Define the regression equilibrium (LSR): (16) m_t = linreg(close_t, L, 0) This is the “centerline” the QHO system uses as equilibrium. SECTION G — RESIDUAL AND σ (FIELD WIDTH) Residual: (17) r_t = close_t - m_t Rolling standard deviation of residuals: (18) σ_t = stdev(r_t, L) This σ_t is the local volatility/width of the residual field around the regression equilibrium. SECTION H — NORMALIZED DISPLACEMENT AND SPIN FLIP Define the standardized displacement: (19) Y_t = (close_t - m_t) / σ_t (If σ_t = 0, the script safely treats Y_t = 0.) Spin Flip trigger uses a user threshold κ: (20) spinFlip_t = ( |Y_t| > κ ) Directional spin flips: (21) spinUp_t = ( Y_t > +κ ) (22) spinDn_t = ( Y_t < -κ ) The default κ=3.0 corresponds to “3σ excursions,” which are statistically extreme under a normal residual assumption (even though real markets are not perfectly normal). SECTION I — QHO BANDS (OPTIONAL VISUALIZATION) The indicator optionally draws the standard σ-bands around the regression equilibrium: (23) 1σ bands: m_t ± 1·σ_t (24) 2σ bands: m_t ± 2·σ_t (25) 3σ bands: m_t ± 3·σ_t These provide immediate context for the Spin Flip events. WHAT YOU SEE ON THE CHART 1) MA1 / MA2 / GM lines (optional) - MA1 (blue), MA2 (red), GM (green). - GM is the equilibrium anchor for Density Zones and cross markers. 2) GM Cross Markers (optional) - “GM↑” label markers appear on bars where close crosses above GM. - “GM↓” label markers appear on bars where close crosses below GM. 3) Density Zone Shading (optional) - Background shading appears while isDZ_t = true. - This is the period where the crossing density D_t is above θ. 4) Density Zone High/Low Bounds (optional) - Two lines (dzHi / dzLo) are drawn only while in-zone. - These bounds bracket the full churn envelope during the density episode. 5) QHO Bands (optional) - 1σ, 2σ, 3σ shaded zones around regression equilibrium. - These visualize the current variance field. 6) Regression Equilibrium (LSR Centerline) - The white centerline is the regression equilibrium m_t. 7) Spin Flip Markers - A circle is plotted when |Y_t| > κ (beyond your chosen σ-threshold). - Marker size is user-controlled (tiny → huge). HOW TO USE IT Step 1 — Pick the equilibrium anchor (GM) - L1 and L2 define MA1 and MA2. - GM = sqrt(MA1 * MA2) becomes your equilibrium boundary. Typical choices: - Faster equilibrium: L1=20, L2=50 (default-like). - Slower equilibrium: L1=50, L2=200 (macro anchor). Interpretation: - GM acts like a “center of mass” between two moving averages. - Crosses show when price flips from one side of equilibrium to the other. Step 2 — Tune Density Zones (W and θ) - W controls the time window measured (how far back you count crossings). - θ controls how many crossings qualify as a “density/singularity episode.” Guideline: - Larger W = slower, broader density detection. - Higher θ = only the most intense churn is labeled as a Density Zone. Interpretation: - A Density Zone is not “bullish” or “bearish” by itself. - It is a condition: repeated equilibrium toggling (high churn / high compression). - These often precede expansions, but direction is not implied by the zone alone. Step 3 — Tune the QHO spin flip sensitivity (L and κ) - L controls regression memory and σ estimation length. - κ controls how extreme the displacement must be to trigger a spin flip. Guideline: - Smaller L = more reactive centerline and σ. - Larger L = smoother, slower “field” definition. - κ=3.0 = strong extreme filter. - κ=2.0 = more frequent flips. Interpretation: - Spin flips mark when price exits the “normal” residual field. - In your model language: a moment of decoherence/expansion that is statistically extreme relative to recent equilibrium. Step 4 — Read the combined behavior (your key thesis) A) Density Zone forms (GM churn clusters): - Market repeatedly crosses equilibrium (GM), compressing into a bounded churn envelope. - dzHi/dzLo show the envelope range. B) Expansion occurs: - Price can release away from the density envelope (up or down). - If it expands far enough relative to regression equilibrium, a Spin Flip triggers (|Y| > κ). C) Re-coherence: - After a spin flip, price often returns toward equilibrium structures: - toward the regression centerline m_t - and/or back toward the density envelope (dzHi/dzLo) depending on regime behavior. - The indicator does not guarantee return, but it highlights the condition where return-to-field is statistically likely in many regimes. IMPORTANT NOTES / DISCLAIMERS - This indicator is an analytical overlay. It does not provide financial advice. - Density Zones are condition states derived from GM crossing frequency; they do not predict direction. - Spin Flips are statistical excursions based on regression residuals and rolling σ; markets have fat tails and non-stationarity, so σ-based thresholds are contextual, not absolute. - All parameters (L1, L2, W, θ, L, κ) should be tuned per asset, timeframe, and volatility regime. PARAMETER SUMMARY Geometric Mean / Density Zones: - L1: MA1 length - L2: MA2 length - GM_t = sqrt(SMA(L1)*SMA(L2)) - W: crossing-count lookback window - θ: crossing density threshold - D_t = Σ crossEvent_{t-i} over W - isDZ_t = (D_t >= θ) - dzHi/dzLo track envelope bounds while isDZ is true QHO / Spin Flips: - L: regression + residual σ length - m_t = linreg(close, L, 0) - r_t = close_t - m_t - σ_t = stdev(r_t, L) - Y_t = r_t / σ_t - spinFlip_t = (|Y_t| > κ) Visual Controls: - toggles for GM lines, cross markers, zone shading, bounds, QHO bands - marker size options for GM crosses and spin flips ALERTS INCLUDED - Density Zone START / END - Spin Flip UP / DOWN - Cross Above GM / Cross Below GM SUMMARY This indicator treats the Geometric Mean as an equilibrium boundary and identifies “Density Zones” when price repeatedly crosses that equilibrium within a rolling window, forming a bounded churn envelope (dzHi/dzLo). It also models a regression-based equilibrium field and triggers “Spin Flips” when price makes statistically extreme σ-excursions from that field. Used together, Density Zones highlight compression/decision regions (equilibrium churn), while Spin Flips highlight extreme expansion states (σ-breaches), allowing the user to visualize how price compresses around equilibrium, releases outward, and often re-stabilizes around equilibrium structures over time.
Pine Script® 인디케이터
Eyemaginative의
Golden Volume Lines📌 Golden Volume — Lines (Golden Team) Golden Volume — Lines is an advanced volume-based indicator that detects Ultra High Volume candles using a statistical percentile model, then automatically draws and tracks key price levels derived from those candles. The indicator highlights where real market interest and liquidity appear and shows how price reacts when those levels are broken. 🔍 How It Works Volume Measurement Choose between: Units (raw volume) Money (Volume × Average Price) Average price can be calculated using HL2 or OHLC4. Percentile-Based Classification Volume is classified into: Medium High Ultra High Volume Thresholds are calculated using a rolling percentile window. Ultra Volume candles are colored orange. Dynamic High & Low Levels For every Ultra Volume candle: A High and Low dotted line is drawn. Lines extend to the right until price breaks them. Smart Line Break Detection (Wick-Based) A line is considered broken when price wicks through it. When a break occurs: 🟧 Orange line → broken by an Ultra Volume candle ⚪ White line → broken by a normal candle The line stops exactly at the breaking candle. 🔔 Alerts Alert on Ultra High Volume candles Alert when a High or Low line is broken Separate alerts for: Break by Ultra Volume candle Break by Normal candle 🎯 Use Cases Breakout & continuation confirmation Liquidity sweep detection Volume-validated support & resistance Market reaction after extreme participation ⚙️ Key Inputs Volume display mode (Units / Money) Percentile thresholds Lookback window size Maximum number of active Ultra levels Optional dynamic alerts ⚠️ Disclaimer This indicator is a volume and market structure tool, not a standalone trading system. Always use proper risk management and additional confirmation.
Pine Script® 인디케이터
GoldenCryptoSignals의
VX-Session-Boxes-(AM/PM Split)(Customizable) by Ikaru-s-VX-Session-Boxes-(AM/PM Split) is a session-based visualization tool for TradingView that highlights major market sessions directly on the chart using dotted range boxes and an optional AM/PM split. The indicator allows traders to visually separate market behavior across different sessions while keeping the chart clean and readable. 🔹 Key Features Custom Session Definitions Define up to 4 independent sessions using TradingView’s session format (HHMM-HHMM + weekdays). Timezone-Aware All sessions are calculated using a user-defined timezone (IANA or UTC offset), ensuring accurate session alignment across markets. Dotted Session Boxes Each session is drawn as a dotted box based on the session’s high/low range, providing a clear view of volatility and price structure. AM / PM Split Visualization Sessions can be visually split into AM and PM parts: Separate box shading for AM and PM Optional dotted vertical split line at the AM → PM transition (12:00 in the selected timezone) Session Labels Optional labels at the start of each session for quick identification (e.g. Sydney, Tokyo, London, New York). Fully Customizable Visuals Adjustable opacity, border width, and visibility toggles for boxes, split lines, and labels. 🔹 Use Cases Session-based market analysis (Asia / London / New York) Identifying session ranges and volatility expansion Observing price behavior differences between AM and PM Studying session transitions and liquidity shifts 🔹 Notes Session boxes are based on session high and low, not full chart height. AM/PM split is based on 12:00 (noon) in the selected timezone. Designed for clarity and performance on intraday timeframes. 🔹 Compatibility Pine Script® v6 Works on all intraday timeframes Overlay indicator (draws directly on the price chart)
Pine Script® 인디케이터
Ikaru-s-의
PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Pine Script® 인디케이터
mericourt의
Relative Volume Bollinger Band % The Relative Volume Bollinger Band % indicator is a powerful tool designed for traders seeking insights into volume, Bollinger band and relative strength dynamics. This indicator assesses the deviation of a security's trading volume relative to the Bollinger band % indicator and the RSI moving average. Together, these shed light on potential zones of interests where market shifts have a high probability of occurring. Key Features: Period: Tailor the indicator's sensitivity by adjusting the period of the smooth moving average and/or the period of the Bollinger band. How it Works: Moving Average Calculation: The script computes the simple moving average (SMA) of the relative strength over a defined period. When the higher SMA (orange line) is in the top grey zone, the security is in a zone where it has a high probability of becoming bullish. When the higher SMA is in the lower grey zone, the security is in a zone where it has a high probability of becoming bearish. -Bollinger Band %: The script also computes the BB% which is primarily used to confirm overbought and oversold areas. When overbought, it turns white and remains white until the overbuying pressure is released indicating that the security is about to become bearish. The script indicates a bearish reversal when the BB% and RVOL bars are both red or when there are no more yellow RVOL bars, if present. When the BB% is<0 and rising, it will also appear white with yellow RVOL bars above. This is a good indication that bulls are beginning to enter buying positions. Confirmation here is indicated when the yellow RVOL bars change to green. Relative Volume: The indicator then also normalizes the difference volume to indicate areas of high and low volatility. This shows where higher than normal volumes are being traded and can be used as a good indication of when to enter or exit a trade when the above criterions are met. Visual Representation: The result is visually represented on the chart using columns. Bright green columns signify bullish relative volume values that are much greater than normal. Green columns signify bullish relative volume values that are significant. Red columns represent bearish values that are significant. Blue columns on the BB% indicator represent significant bullish buying in overbought areas. Red columns on the BB% indicator that are < 0 represent a bearish trend that is in an oversold area. This is there to prevent early entry into the market. Enhancements: Areas of Interest: Optionally, Areas of interest are represented by red, yellow and green circles on the higher SMA line, aiding in the identification of significant deviations.
Pine Script® 인디케이터
capableDealer16380의