스크립트

USCG_Vet

The Mayer Multiple was created by Trace Mayer as a way to analyze the price of an asset in a historical context. The Mayer Multiple is the multiple of the current price over some x-day moving average. I preferred to display multiple average lines as they can help with identifying divergences.

OrcChieftain

Market protraction, as defined by ICT, is a time-specific reoccurring impulse move in forex markets. It is designed for market manipulation and will go in the opposite direction of the following trend. My indicator will add a shape above/below the candle if it fits the time criteria. I recommend to watch: ICT Mentorship Core Content - Month 1 - Impulse Price...

loxx

Perpetual American Options is Perpetual American Options pricing model. This indicator also includes numerical greeks. American Perpetual Options While there in general is no closed-form solution for American options (except for non-dividend-paying stock call options) it is possible to find a closed-form solution for options with an infinite time to...

Yatagarasu_ 업데이트됨 

█ Multi Timeframe Moving Average Ribbon and Bands + Bollinger Bands, Gaussian Filter and Rolling Volume Weighted Average Price with Standard Deviation Bands Up to 9 moving averages can be independently applied. The length , type and timeframe of each moving average are configurable . The lines, colors and background fill are customizable too. This...

loxx 업데이트됨 

American Approximation Bjerksund & Stensland 2002 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. The Bjerksund & Stensland (2002) Approximation The Bjerksund and Stensland (2002) approximation...

loxx 업데이트됨 

American Approximation Bjerksund & Stensland 1993 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. The Bjerksund and Stensland (1993) approximation can be used to price American options on stocks,...

pggo88

Hello, this is my first TV contribution. I usually don't publish anything but the script is a quick review of an other contributor (Chanu Delta V3 script ) I reverse engineered this indicator today as I wanted to test it on other contracts. The original version (which aims to be traded on BTC) has been ported to XRP (as btc and xrp prices are narrowly...

blackcat1402

Level 3 Background By modeling skew to produce long and short entry points. Function The concept of skew comes from physics and statistics, and is used in market technical analysis to reflect the expectation of future stock price distribution. Because the return distribution of stocks in the trend market has skew (Skew), it is reasonable to judge the trend...

FFriZz 업데이트됨 

-- Watermark by FriZz | FrizLabz -- Lets you Customize a watermark how ever you would like There are 4 Textboxes in the settings window 2 for your inputs There's 1 with instructions/examples and 1 with Special Characters (there are tons more online) -- The options you can type into Textbox 1 and 2 -- - Volume - Open - Close - High - Low - Ticker [...

akselanil

Library "AkselitoLibrary" TODO: add library description here fun(x)   TODO: add function description here   Parameters:      x : TODO: add parameter x description here   Returns: TODO: add what function returns hi()

loxx 업데이트됨 

American Approximation: Barone-Adesi and Whaley is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. An American option can be exercised at any time up to its expiration date. This added freedom...

Sateriok 업데이트됨 

TrapFrames (Stocks) is the Stock version of Trapframes that is the table chart from Traplight that showed the current values for a symbol for Traplight and Kriss/Kross, but cranked up to 11! You can select from a large list of stocks to create a dashboard-like view of your favorite symbols. So that you can "Check the Weather" so to speak. This is mainly to be used...

Sateriok 업데이트됨 

TrapFrames is the table chart from Traplight that showed the current values for a symbol for Traplight and Kriss/Kross, but cranked up to 11! You can select from a large list of pairs/indexes to create a dashboard-like view of your favorite symbols. So that you can "Check the Weather" so to speak. This is mainly to be used as a companion indicator to Traplight....

Sateriok

An indicator that has Camarilla Pivot Points with some preferred color settings and Fibonacci Pivot Points with some custom levels. This indicator was created to facilitate a "plug & play" version of these pivot points for a friend's community, and I like to share all the scripts I create so that they can potentially serve as helpful references for fellow authors...

priceprophet

Supertrend Hybrid This indicator is a combination of the Supertrend and Donchian Channels. The original Supertrend indicator shades the area from the mean (hl2) of the bar/candle to the Supertrend line. This Hybrid uses the mid section of the Donchian channel to the Supertrend line as the area to be shaded. This provides a visual of when prices are getting...

gigaz

Perfect for scalping crypto timeframe 1M, 3M, 5M to use with TrendMeter and Donchian Trend Ribbon to avoid false signals it takes alert from a lot of pairs, you have only to adjust your tick timeframe

priceprophet 업데이트됨 

True Average Period Trading Range (TAPTR) The J. Welles Wilder Average True Range calculation includes the ability to calculate in gaps into the equation. It is in my opinion that gaps are untraded range values until the prices on their own come back and close the gaps. The TAPTR calculation is simple, it is the average for a set period of time of the HIGH -...

loxx

Samuelson 1965 Option Pricing Formula is an options pricing formula that pre-dates Black-Scholes-Merton. This version includes Analytical Greeks. Samuelson (1965; see also Smith, 1976) assumed the asset price follows a geometric Brownian motion with positive drift, p. In this way he allowed for positive interest rates and a risk premium. c = SN(d1) * e^((rho...