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스크립트에서 "博时黄金ETF联接C基金同类基金的最大回撤率、波动率、夏普比率对比数据"에 대해 찾기

Blackrock Spot ETF Premium BTCUSD (COINBASE) V1I created an indicator that takes the spot BTC/USD pair from major exchanges and compares it to the Spot BTC/USD pair on Coinbase that institutions will use for their Spot ETFs. Blackrock Spot ETF Premium BTCUSD (COINBASE) I suspect we will see a new "Kimchi Premium" where the Spot ETF pressures from institutions will raise the Coinbase Bitcoin price by a factor of 10-50% premium to the other exchanges. Naturally excess coins from other exchanges will flow into Coinbase to capture this. This indicator should be good for some time until one of the other exchanges delist or stop using BTCUSD "spot" If it breaks it I will update it if I remember. FederalXBT,
Pine Script® 인디케이터
FederalXBT의
Convert ETF to Futures/IndexThis indicator is used to automatically map an ETF's VWAP and 10 levels above and below the strike of your choice, to the futures or index instrument currently being viewed/traded. This works very well when using both SPY to ES/MES/SPX or QQQ to NQ/MNQ/NDX to plot the ETF strikes and can lead to some incredible trades, especially when trading level to level. Since SPY, QQQ, IWM, and DIA have the same price action as their futures iteration, there seems to be a direct correlation between their levels and VWAP . This indicator is made to easily map these key levels to the appropriate futures instrument. If you have a way to measure GEX centered around a certain level, I recommend color coding the lines to help indicate whether the level will have strong positive or negative gamma hedging associated with it.
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kfatkin의
2
NIFTY / BANKNIFTY ETF SIP NOTIFIERNIFTY / BANKNIFTY - ETF SIP NOTIFIER STUDY concept - - As a market investor, one cannot time the market. - Specailly, working professionals and job holders don't have time for market tracking. - The idea of the script is - When Nifty closes below 2% previous day high, market has corrected and it's available at a discount w.r.t. previous day - One can then invest in NIFTY / BANKNIFTY via ETF option on same or next day. - If you like this idea, Save this script and add alert condition of this script in NIFTY / BANKNIFTY chart. - One can get notification on TradingView mobile app or via email when the criteria is met. - Logic can be applied to investing in INDEXES , NIFTY, BANKNIFTY. Logic may be improved later. NOTE - Investing is a serious and risky business. Profit / Loss from this investing idea is sole responsibility of the investor. This script is for education and learning purpose.
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Atma_Sakshatkar의
Oil ETF VolumeDirexxion Daily has both 'bear' and 'bull' oil ETFs. This tracks the volume in both combined. It also tracks them individually: the bear ETF is the red line, and bull the green. NOTE: the color of the volume bars is determined by whatever ticker you're currently looking at, and whether current close is gt/lt previous close. It is intended to be used while looking at the USOIL chart. The colors will be inverted if you're looking at the 'bear' ETF! as the higher closes will actually mean price is going down :D
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some_guy의
2
Standardized Leveraged ETF Fund of FlowsThis indicator tracks and standardizes the 3-month fund flows of major leveraged ETFs across different asset classes, including equities, gold, and bonds. The fund flows are summed over a 3-month period (63 trading days) and then standardized using a 500-day rolling mean and standard deviation. The resulting normalized fund flow values are plotted in three distinct colors: Blue for Equities Fund Flows Yellow for Gold Fund Flows Green for Bond Fund Flows
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valentin_au의
CE - 42MACRO Fixed Income and Macro This is Part 2 of 2 from the 42MACRO Recreation Series However, there will be a bonus Indicator coming soon! The CE - 42MACRO Fixed Income and Macro Table is a next level Macroeconomic and market analysis indicator. It aims to provide a probabilistic insight into the market realized GRID Macro regimes, track a multiplex of important Assets, Indices, Bonds and ETF's to derive extra market insights by showing the most important aggregates and their performance over multiple timeframes... and what that might mean for the whole market direction. For traders and especially investors, the unique functionalities will be of high value. Quick guide on how to use it: docs.google.com WARNING By the nature of the macro regimes, the outcomes are more accurate over longer Chart Timeframes (Week to Months). However, it is also a valuable tool to form an advanced, market realized, short to medium term bias. NOTE This Indicator is intended to be used alongside the 1nd part "CE - 42MACRO Equity Factor" for a more wholistic approach and higher accuracy. Methodology: The Equity Factor Table tracks specifically chosen Assets to identify their performance and add the combined performances together to visualize 42MACRO's GRID Equity Model. For this it uses the below Assets: Convertibles ( AMEX:CWB ) Leveraged Loans ( AMEX:BKLN ) High Yield Credit ( AMEX:HYG ) Preferreds ( NASDAQ:PFF ) Emerging Market US$ Bonds ( NASDAQ:EMB ) Long Bond ( NASDAQ:TLT ) 5-10yr Treasurys ( NASDAQ:IEF ) 5-10yr TIPS ( AMEX:TIP ) 0-5yr TIPS ( AMEX:STIP ) EM Local Currency Bonds ( AMEX:EMLC ) BDCs ( AMEX:BIZD ) Barclays Agg ( AMEX:AGG ) Investment Grade Credit ( AMEX:LQD ) MBS ( NASDAQ:MBB ) 1-3yr Treasurys ( NASDAQ:SHY ) Bitcoin ( AMEX:BITO ) Industrial Metals ( AMEX:DBB ) Commodities ( AMEX:DBC ) Gold ( AMEX:GLD ) Equity Volatility ( AMEX:VIXM ) Interest Rate Volatility ( AMEX:PFIX ) Energy ( AMEX:USO ) Precious Metals ( AMEX:DBP ) Agriculture ( AMEX:DBA ) US Dollar ( AMEX:UUP ) Inverse US Dollar ( AMEX:UDN ) Functionalities: Fixed Income and Macro Table Shows relative market Asset performance Comes with different Calculation options like RoC, Sharpe ratio, Sortino ratio, Omega ratio and Normalization Allows for advanced market (health) performance Provides the calculated, realized GRID market regimes Informs about "Risk ON" and "Risk OFF" market states Visuals - for your best experience only use one (+ BarColoring) at a time: You can visualize all important metrics: - GRID regimes of the currently chosen calculation type - Risk On/Risk Off with background colouring and additional +1/-1 values - a smoother GRID model - a smoother Risk On/ Risk Off metric - Barcoloring for enabled metric of the above If you have more suggestions, please write me Fixed Income and Macro: The visualisation of the relative performance of the different assets provides valuable information about the current market environment and the actual market performance. It furthermore makes it possible to obtain a deeper understanding of how the interconnected market works and makes it simple to identify the actual market direction, thus also providing all the information to derive overall market health, market strength or weakness. Utility: The Fixed Income and Macro Table is divided in 4 Columns which are the GRID regimes: Economic Growth: Goldilocks Reflation Economic Contraction: Inflation Deflation Top 5 Fixed Income/ Macro Factors: Are the values green for a specific Column? If so then the market reflects the corresponding GRID behavior. Bottom 5 Fixed Income/ Macro Factors: Are the values red for a specific Column? If so then the market reflects the corresponding GRID behavior. So if we have Goldilocks as current regime we would see green values in the Top 5 Goldilocks Cells and red values in the Bottom 5 Goldilocks Cells. You will find that Reflation will look similar, as it is also a sign of Economic Growth. Same is the case for the two Contraction regimes. ****** This Indicator again is based to a majority on 42MACRO's models. I only brought them into TV and added things on top of it. If you have questions or need a more in-depth guide DM me. GM
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Celestial-Eye의
4
QuantLabs MASM Correlation TableThe Market is a graph. See the flows: The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time. Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag. Under the Hood: The Quant Architecture We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy. 1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run"). The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels. The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift. Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment. Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid). 2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits. The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A). The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes. 3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter. Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest. Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation. Key Features Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ). Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend." Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging. Usage Guide Placement: Best viewed in a bottom pane (Footer). Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name). Reading the Grid: 🔵 Bright Blue: Assets moving in lockstep (Risk-On). 🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off). ⚫ Faded/Black: No statistical relationship (Decoupled). Key Improvements Made: Formatting: Added clear bullet points and bolding to make it scannable. Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels). Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona). Structure: Grouped the "Modes" under the Math Engine for better logic. Created and designed by QuantLabs
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CustomQuantLabs의
UVOL Thrust TrackerUVOL Thrust Tracker identifies institutional breadth thrusts using NYSE up-volume as a percentage of total volume (USI:UVOL / USI:TVOL), plotted directly on price. The indicator highlights: TRUE 90% UVOL thrusts (rare, high-conviction breadth events) Surrogate thrust clusters (multi-day 80–89% participation) Cluster failures (momentum that fails to expand) Structural thrust failures (2022-style false starts) A regime filter based on the chart symbol’s moving averages separates bull vs bear environments, dynamically adjusting thresholds and failure logic. This tool is designed for regime confirmation and risk management, not short-term entries. TRUE thrusts typically confirm trend continuation, while failures warn when breadth support breaks down. Note: This indicator is intended for regime and risk assessment, not precise entries or exits.
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Trend711의
Anurag Institutional Swing Trader Pro [Robust]nstitutional Swing Flow is a comprehensive, multi-timeframe system designed for swing traders who want to align with "Smart Money" rather than fight against it. Unlike standard indicators that rely solely on price crossovers, this script analyzes the underlying order flow—tracking stealth accumulation, volume anomalies, and institutional footprints—to generate high-probability swing setups. Key Features (The "Smart Money" Logic) 1. Institutional Footprints Stealth Accumulation/Distribution: Detects when price is held in a tight range despite high volume (a classic sign of institutions building a position). Smart Money Divergence: Identifies when price makes a lower low but Money Flow (OBV/Accumulation-Distribution) makes a higher high. Fair Value Gaps (FVG): Automatically plots Bullish and Bearish imbalance zones where price is likely to retrace before continuing the trend. 2. Safety First (Risk Management) Real Earnings Detection: Automatically checks upcoming earnings dates. If an earnings report is within 5 days (adjustable), the script blocks new signals to prevent gambling on binary events. Visual Exits: Plots dynamic Stop Loss and Take Profit levels on the chart the moment a trade is taken, along with "SL Hit" or "TP Hit" markers for visual backtesting. 3. The "Confluence Score" Dashboard A sophisticated dashboard in the top-right corner rates every setup on a scale of 0 to 100 based on: Multi-Timeframe Trend: Is the Weekly, Daily, and 4H trend aligned? Relative Strength: Is the asset outperforming the SPY benchmark? Volatility: Is the asset in a "Squeeze" (Bollinger Band compression)? Momentum: RSI, MACD, and CMF confirmation. Only setups with a score > 65 (adjustable) trigger a BUY or SELL signal. How to Use Timeframe: Optimized for 4-Hour (4H) and Daily (D) charts. (Avoid using on <15m charts due to multi-timeframe calculations). The Signal: Wait for a large "CALL" or "PUT" label. The Confirmation: Check the Dashboard. Ideally, look for a "Squeeze: YES" combined with a high Institutional Buy Score. The Exit: Follow the Red (Stop Loss) and Green (Take Profit) lines plotted automatically. Disclaimer This tool is for educational purposes only. Swing trading involves risk. Always confirm signals with your own analysis and risk management rules.
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anu_tarang의
Multi-Fractal Trading Plan [Gemini] v22Multi-Fractal Trading Plan The Multi-Fractal Trading Plan is a quantitative market structure engine designed to filter noise and generate actionable daily strategies. Unlike standard auto-trendline indicators that clutter charts with irrelevant data, this system utilizes Fractal Geometry to categorize market liquidity into three institutional layers: Minor (Intraday), Medium (Swing), and Major (Institutional). This tool functions as a Strategic Advisor, not just a drawing tool. It calculates the delta between price and structural pivots in real-time, alerting you when price enters high-probability "Hot Zones" and generating a live trading plan on your dashboard. Core Features 1. Three-Tier Fractal Engine The algorithm tracks 15 distinct fractal lengths simultaneously, aggregating them into a clean hierarchy: Minor Structure (Thin Lines): Captures high-frequency volatility for scalping. Medium Structure (Medium Lines): Identifies significant swing points and intermediate targets. Major Structure (Thick Lines): Maps the "Institutional" defense lines where trend reversals and major breakouts occur. 2. The Strategic Dashboard A dynamic data panel in the bottom-right eliminates analysis paralysis: Floor & Ceiling Targets: Displays the precise price levels of the nearest Support and Resistance. AI Logic Output: The script analyzes market conditions to generate a specific command, such as "WATCH FOR BREAKOUT", "Near Lows (Look Long?)", or "WAIT (No Setup)". 3. "Hot Zone" Detection Never miss a critical test of structure. Dynamic Alerting: When price trades within 1% (adjustable) of a Major Trend Line, the indicator’s labels turn Bright Yellow and flash a warning (e.g., "⚠️ WATCH: MAJOR RES"). Focus: This visual cue highlights the exact moment execution is required, reducing screen fatigue. 4. The Quant Web & Markers Pivot Validation: Deep blue fractal markers (▲/▼) identify the exact candles responsible for the structure. Inter-Timeframe Web: Faint dotted lines connect Minor pivots directly to Major pivots, visualizing the "hidden" elasticity between short-term noise and long-term trend anchors. 5. Enterprise Stability Engine Engineered to solve the "Vertical Line" and "1970 Epoch" glitches common in Pine Script trend indicators. This engine is optimized for Futures (NQ/ES), Forex, and Crypto, ensuring stability across all timeframes (including gaps on ETH/RTH charts). Operational Guide Consult the Dashboard: Before executing, check the "Strategy" output. If it says "WAIT", the market is in chop. If it says "WATCH FOR BOUNCE", prepare your entry criteria. Monitor Hot Zones: A Yellow Label indicates price is testing a major liquidity level. This is your signal to watch for a rejection wick or a high-volume breakout. Utilize the Web: Use the faint web lines to find "confluence" where a short-term pullback aligns with a long-term trend line. Configuration Show History: Toggles "Ghost Lines" (Blue) to display historical structure and broken trends. Fractal Points: Toggles the geometric pivot markers. Hot Zone %: Adjusts the sensitivity of the Yellow Warning system (Default: 1%). Max Line Length: A noise filter that removes stale or "spiderweb" lines that are no longer statistically relevant.
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CustomQuantLabs의
Anurag -Precision Options Scalper [Multi-TF] -A professional-grade options day trading system built for SPY, QQQ, and SPX. CORE FEATURES: - Multi-timeframe analysis (15m regime → 5m setup → 1m execution) - Market regime detection using ADX + ATR Z-Score (filters out chop) - Confidence scoring system (0-100) — only takes high-probability setups - Auto DTE engine recommends 0DTE vs 1DTE based on conditions - Suggested strike prices (slightly OTM) - Built-in position tracking with stop/target levels - Session filtering (9:30 AM - 4:00 PM ET only) - End-of-day forced exit warning SIGNAL LOGIC: CALL: 15m bullish bias + trending regime + price above VWAP/EMAs + pullback to support + bullish candle + 1m momentum confirmation PUT: 15m bearish bias + trending regime + price below VWAP/EMAs + rejection from resistance + bearish candle + 1m momentum confirmation RISK MANAGEMENT: - ATR-based stops and targets - Break-even stop movement after partial profit - Time-based exit if momentum dies - Max 4 trades per day (configurable) - Gamma scalp mode for 0DTE (tighter stops/targets) BEST ON: 5-minute chart | SPY, QQQ, SPX STYLE: Pullback entries in trending markets ⚠️ For educational purposes. Not financial advice. Manage your own risk.
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anu_tarang의
1