Black Friday최대 80% 싸게

스크립트에서 "12月4号是什么星座"에 대해 찾기

Scout Regiment - MACD# Scout Regiment - MACD Indicator ## English Documentation ### Overview Scout Regiment - MACD is an advanced implementation of the Moving Average Convergence Divergence indicator with enhanced features including dual divergence detection (histogram and MACD line), customizable moving average types, multi-timeframe analysis, and sophisticated visual elements. This indicator provides traders with comprehensive momentum analysis and high-probability reversal signals. ### What is MACD? MACD (Moving Average Convergence Divergence) is a trend-following momentum indicator that shows the relationship between two moving averages: - **MACD Line**: Difference between fast and slow EMAs - **Signal Line**: Moving average of the MACD line - **Histogram**: Difference between MACD line and signal line - **Purpose**: Identifies trend direction, momentum strength, and potential reversals ### Key Features #### 1. **Enhanced MACD Display** **Three Core Components:** **MACD Line** (Default: Blue/Orange, 2px) - Fast EMA (13) minus Slow EMA (34) - Shows momentum direction - Color changes based on position relative to signal line: - Blue: Above signal line (bullish) - Orange: Below signal line (bearish) - Can be toggled on/off **Signal Line** (Default: White/Blue with transparency, 2px) - EMA (9) of the MACD line - Serves as trigger line for crossover signals - Color varies based on settings - Essential for identifying entry/exit points **Histogram** (Default: 4-color gradient, 4px columns) - Difference between MACD and signal line - Visual representation of momentum strength - Advanced 4-color scheme: - **Dark Green (#26A69A)**: Positive and increasing (strong bullish) - **Light Green (#B2DFDB)**: Positive but decreasing (weakening bullish) - **Dark Red (#FF5252)**: Negative and decreasing (strong bearish) - **Light Red (#FFCDD2)**: Negative but increasing (weakening bearish) - Histogram tells the "story" of momentum changes #### 2. **Customizable Moving Average Types** **Oscillator MA Type** (MACD Line calculation): - **EMA** (Exponential) - Default, more responsive - **SMA** (Simple) - Smoother, less responsive **Signal Line MA Type**: - **EMA** (Exponential) - Default, faster signals - **SMA** (Simple) - Slower, fewer false signals **Flexibility**: Mix and match for different trading styles - EMA/EMA: Most responsive (day trading) - SMA/SMA: Smoothest (swing trading) - EMA/SMA or SMA/EMA: Balanced approaches #### 3. **Multi-Timeframe Capability** **Current Chart Period** (Default: Enabled) - Uses current timeframe automatically - Simplest option for most traders **Custom Timeframe Selection** - Calculate MACD on any timeframe - Display higher timeframe MACD on lower timeframe charts - Example: View 1H MACD on 15min chart - **Use Case**: Align lower timeframe trades with higher timeframe momentum #### 4. **Visual Enhancement Features** **Golden Cross / Death Cross Markers** - Circles mark crossover points - Color matches MACD line color - Clearly identifies entry/exit signals - Can be toggled on/off **Zero Line** (White, 2px solid) - Reference for positive/negative momentum - Critical level for trend identification - MACD above zero = Bullish bias - MACD below zero = Bearish bias **Color Transitions** - MACD line changes color at signal line crosses - Histogram shows momentum acceleration/deceleration - Provides early warning of trend changes #### 5. **Dual Divergence Detection System** This indicator features TWO separate divergence detection systems: **A. Histogram Divergence Detection** - **Purpose**: Earlier divergence signals (most sensitive) - **Detects**: Regular bullish and bearish divergences - **Label**: "H涨" (Histogram Up), "H跌" (Histogram Down) - **Special Feature**: Same-sign requirement option - Top divergence: Both histogram points must be positive - Bottom divergence: Both histogram points must be negative - Filters out less reliable divergences **B. MACD Line Divergence Detection** - **Purpose**: Stronger, more reliable divergences - **Detects**: Regular bullish and bearish divergences - **Label**: "M涨" (MACD Up), "M跌" (MACD Down) - **Use**: Confirmation of histogram divergences or standalone **Divergence Types Explained:** **Regular Bullish Divergence (Yellow)** - **Price**: Lower lows - **Indicator**: Higher lows (histogram OR MACD line) - **Signal**: Potential upward reversal - **Best**: Near support levels, oversold conditions - **Entry**: After price breaks above recent resistance **Regular Bearish Divergence (Blue)** - **Price**: Higher highs - **Indicator**: Lower highs (histogram OR MACD line) - **Signal**: Potential downward reversal - **Best**: Near resistance levels, overbought conditions - **Entry**: After price breaks below recent support #### 6. **Advanced Divergence Parameters** **Histogram Divergence Settings:** - **Price Reference**: Wicks (default) or Bodies - **Right Lookback**: Bars to right of pivot (default: 2) - **Left Lookback**: Bars to left of pivot (default: 5) - **Max Range**: Maximum bars between divergences (default: 60) - **Min Range**: Minimum bars between divergences (default: 5) - **Same Sign Requirement**: Ensures both histogram points have same sign - **Show Regular Divergence**: Toggle display - **Show Labels**: Toggle divergence labels **MACD Line Divergence Settings:** - **Price Reference**: Wicks (default) or Bodies - **Right Lookback**: Bars to right of pivot (default: 1) - **Left Lookback**: Bars to left of pivot (default: 5) - **Max Range**: Maximum bars between divergences (default: 60) - **Min Range**: Minimum bars between divergences (default: 5) - **Show Regular Divergence**: Toggle display - **Show Labels**: Toggle divergence labels **Independent Control**: Adjust histogram and MACD line divergences separately ### Configuration Settings #### MACD Basic Settings - **Fast EMA Period**: Fast moving average length (default: 13) - **Slow EMA Period**: Slow moving average length (default: 34) - **Signal Line Period**: Signal line length (default: 9) - **Use Current Chart Period**: Auto-adjust to current timeframe - **Select Period**: Choose custom timeframe - **Show MACD & Signal Lines**: Toggle lines display - **Show Cross Markers**: Toggle golden/death cross dots - **Show Histogram**: Toggle histogram display - **Show Crossover Color Change**: Enable MACD line color change - **Show Histogram Colors**: Enable 4-color histogram scheme - **Oscillator MA Type**: Choose SMA or EMA for MACD - **Signal Line MA Type**: Choose SMA or EMA for signal #### Histogram Divergence Settings - **Show Histogram Divergence**: Enable histogram divergence detection - **Price Reference**: Wicks or Bodies for price comparison - **Right/Left Lookback**: Pivot detection parameters - **Max/Min Range**: Distance constraints between pivots - **Show Regular Divergence**: Display histogram divergence lines - **Show Labels**: Display histogram divergence labels - **Require Same Sign**: Enforce histogram sign consistency #### MACD Line Divergence Settings - **Show MACD Line Divergence**: Enable MACD line divergence detection - **Price Reference**: Wicks or Bodies for price comparison - **Right/Left Lookback**: Pivot detection parameters - **Max/Min Range**: Distance constraints between pivots - **Show Regular Divergence**: Display MACD line divergence lines - **Show Labels**: Display MACD line divergence labels ### How to Use #### For Basic Trend Following 1. **Enable Core Components** - MACD line, signal line, and histogram - Enable cross markers 2. **Identify Trend** - MACD above zero = Uptrend - MACD below zero = Downtrend 3. **Watch for Crossovers** - Golden cross (MACD crosses above signal) = Buy signal - Death cross (MACD crosses below signal) = Sell signal 4. **Confirm with Histogram** - Increasing histogram = Strengthening trend - Decreasing histogram = Weakening trend #### For Divergence Trading 1. **Enable Both Divergence Systems** - Histogram divergence (early signals) - MACD line divergence (confirmation) 2. **Wait for Divergence Signals** - "H涨" or "H跌" = Early warning - "M涨" or "M跌" = Confirmation 3. **Best Divergences** - Both histogram AND MACD line showing divergence - Divergence at key support/resistance levels - Multiple divergences on same trend 4. **Entry Timing** - Wait for price structure break - Enter on pullback after confirmation - Use MACD crossover as trigger #### For Multi-Timeframe Analysis 1. **Set Higher Timeframe** - Example: 4H MACD on 1H chart - Uncheck "Use Current Chart Period" - Select desired timeframe 2. **Identify Higher TF Trend** - MACD position relative to zero - MACD vs signal line relationship 3. **Trade with HTF Direction** - Only take long signals if HTF MACD bullish - Only take short signals if HTF MACD bearish 4. **Use Current TF for Entries** - Higher TF for bias - Current TF for precise timing #### For Histogram Analysis 1. **Enable 4-Color Histogram** - Watch color transitions - Dark colors = Strong momentum - Light colors = Weakening momentum 2. **Momentum Stages** - Dark green → Light green = Bullish losing steam - Light red → Dark red = Bearish gaining strength 3. **Trade Transitions** - Light green to light red = Momentum shift (potential reversal) - Entry on confirmation crossover ### Trading Strategies #### Strategy 1: Classic MACD Crossover **Setup:** - Standard settings (13/34/9) - Enable MACD, signal line, and cross markers - Clear trend on higher timeframe **Entry:** - **Long**: Golden cross (circle marker) above zero line - **Short**: Death cross (circle marker) below zero line **Confirmation:** - Histogram color supporting direction - Volume increase helps **Stop Loss:** - Below recent swing low (long) - Above recent swing high (short) **Exit:** - Opposite crossover - MACD crosses zero line against position **Best For:** Trend following, clear trending markets #### Strategy 2: Zero Line Bounce **Setup:** - Enable all components - Established trend (MACD staying one side of zero) - Wait for pullback to zero line **Entry:** - **Long**: MACD touches zero from above, bounces up with golden cross - **Short**: MACD touches zero from below, bounces down with death cross **Confirmation:** - Histogram color change - Price at support/resistance **Stop Loss:** - Just beyond zero line (opposite side) **Exit:** - Target previous extreme - Or opposite crossover **Best For:** Trend continuation, strong markets #### Strategy 3: Dual Divergence Confirmation **Setup:** - Enable both histogram and MACD line divergences - Price at extreme (high/low) - Wait for divergence signals **Entry:** - **Long**: Both "H涨" AND "M涨" labels appear - **Short**: Both "H跌" AND "M跌" labels appear **Confirmation:** - Price breaks structure - Volume increase - Golden/death cross confirms **Stop Loss:** - Beyond divergence pivot point **Exit:** - MACD crosses zero line - Or opposite divergence appears **Best For:** Reversal trading, swing trading #### Strategy 4: Histogram Color Transition **Setup:** - Enable 4-color histogram - Focus on color changes - Price in trend **Entry:** - **Long**: Light red → Light green transition + golden cross - **Short**: Light green → Light red transition + death cross **Rationale:** - Light colors show momentum exhaustion - Color flip = momentum shift - Early entry before full trend reversal **Stop Loss:** - Recent swing point **Exit:** - Histogram color turns light against position - Or at predetermined target **Best For:** Scalping, day trading, early entries #### Strategy 5: Multi-Timeframe Momentum **Setup:** - Display higher timeframe MACD (e.g., 4H on 1H chart) - Current chart shows current momentum - Higher TF shows overall bias **Entry:** - **Long**: HTF MACD above zero + current TF golden cross - **Short**: HTF MACD below zero + current TF death cross **Confirmation:** - HTF histogram supporting direction - Both timeframes aligned **Stop Loss:** - Based on current timeframe structure **Exit:** - Current TF opposite crossover - Or HTF MACD momentum weakens **Best For:** Swing trading, high-probability setups #### Strategy 6: Histogram-Only Divergence Scout **Setup:** - Enable only histogram divergence - Use "same sign requirement" - Focus on early signals **Entry:** - **Long**: "H涨" label + price at support - **Short**: "H跌" label + price at resistance **Confirmation:** - Wait for MACD/signal crossover - Or price structure break **Advantage:** - Earliest divergence signals - Get in before crowd **Risk:** - More false signals than MACD line divergence - Requires strict confirmation **Stop Loss:** - Tight stop beyond entry bar **Exit:** - Quick targets (30-50% of expected move) - Or trail stop **Best For:** Active traders, scalpers seeking early entries ### Best Practices #### MACD Period Selection **Standard (13/34/9)** - Default - Balanced for most markets - Good for day trading and swing trading - Widely used, works with general market psychology **Faster (8/21/5 or 12/26/9)** - More responsive - More signals, more noise - Best for: Scalping, volatile markets - Risk: More false signals **Slower (21/55/13)** - Smoother signals - Fewer but stronger signals - Best for: Swing trading, position trading - Benefit: Higher reliability #### Histogram vs MACD Line Divergences **Histogram Divergence:** - ✅ Earlier signals - ✅ Catch moves before others - ❌ More false signals - ❌ Requires confirmation - **Best for**: Active traders, scalpers **MACD Line Divergence:** - ✅ More reliable - ✅ Stronger divergences - ❌ Later signals - ❌ May miss early moves - **Best for**: Swing traders, conservative traders **Both Together:** - ✅ Maximum confidence - ✅ Histogram for alert, MACD for confirmation - ✅ Highest probability setups - **Best for**: All traders seeking quality over quantity #### Same Sign Requirement Feature **Enabled (Recommended):** - Filters low-quality divergences - Top divergence: Both histogram points positive - Bottom divergence: Both histogram points negative - Results in fewer but more reliable signals **Disabled:** - More divergence signals - Includes zero-line crossing divergences - Higher false signal rate - Only for experienced traders #### Price Reference: Wicks vs Bodies **Wicks (Default):** - Uses high/low prices - Catches all extremes - More divergences detected - Best for: Most trading styles **Bodies:** - Uses open/close prices - Filters out spike movements - Fewer but cleaner divergences - Best for: Noisy markets, crypto #### Visual Settings Recommendations **For Beginners:** - Enable: MACD line, signal line, histogram - Enable: Cross markers - Enable: Histogram colors - Disable: Both divergence systems initially - Focus: Learn basic crossovers first **For Intermediate:** - All basic components - Add: Histogram divergence only - Use: Same sign requirement - Focus: Early reversal signals **For Advanced:** - All components - Both divergence systems - Custom parameters per market - Multi-timeframe analysis - Focus: High-probability confluence setups ### Indicator Combinations **With Moving Averages (EMAs):** - EMAs (21/55/144) show trend - MACD shows momentum - Enter when both align - Exit when MACD turns first **With RSI:** - RSI for overbought/oversold - MACD for momentum confirmation - Divergence on both = Extremely strong signal - RSI + MACD divergence = High probability trade **With Volume:** - Volume confirms MACD signals - Crossover + volume spike = Valid breakout - Divergence + volume divergence = Strong reversal **With Support/Resistance:** - S/R levels for entry/exit targets - MACD divergence at levels = Highest probability - MACD crossover at level = Strong confirmation **With Bias Indicator:** - Bias shows price deviation from EMA - MACD shows momentum - Both diverging = Powerful reversal signal - Bias extreme + MACD divergence = High conviction trade **With OBV:** - OBV shows volume trend - MACD shows price momentum - OBV + MACD divergence = Volume not supporting price - Strong reversal indication **With KSI (RSI/CCI):** - KSI for oscillator extremes - MACD for momentum direction - KSI extreme + MACD divergence = Reversal likely - All aligned = Maximum confidence ### Common MACD Patterns 1. **Bullish Cross Above Zero**: Strong uptrend continuation signal 2. **Bearish Cross Below Zero**: Strong downtrend continuation signal 3. **Zero Line Rejection**: Price respects zero as support/resistance 4. **Histogram Peak**: Momentum climax, watch for reversal 5. **Double Divergence**: Two divergences without reversal = Very strong signal when it finally reverses 6. **Histogram Convergence**: Histogram narrowing = Trend losing steam 7. **Signal Line Hug**: MACD stays close to signal = Consolidation, expect breakout ### Performance Tips - Start with default settings (13/34/9 EMA/EMA) - Test one divergence system at a time - Use same sign requirement initially - Enable cross markers for clear signals - Adjust lookback parameters per market volatility - Higher timeframe MACD more reliable than lower - Combine histogram early signal with MACD line confirmation - Don't trade every divergence - wait for best setups ### Alert Conditions While not explicitly coded, you can set custom alerts on: - MACD crossing above/below signal line - MACD crossing above/below zero line - Histogram crossing zero - When divergence labels appear (using visual alerts) --- ## 中文说明文档 ### 概述 Scout Regiment - MACD 是移动平均线收敛发散指标的高级实现版本，具有增强功能，包括双重背离检测（直方图和MACD线）、可自定义的移动平均类型、多时间框架分析和复杂的视觉元素。该指标为交易者提供全面的动量分析和高概率反转信号。 ### 什么是MACD？ MACD（移动平均线收敛发散）是一个趋势跟随动量指标，显示两条移动平均线之间的关系： - **MACD线**：快速和慢速EMA之间的差值 - **信号线**：MACD线的移动平均 - **直方图**：MACD线和信号线之间的差值 - **用途**：识别趋势方向、动量强度和潜在反转 ### 核心功能 #### 1. **增强的MACD显示** **三个核心组件：** **MACD线**（默认：蓝色/橙色，2像素） - 快速EMA（13）减去慢速EMA（34） - 显示动量方向 - 根据相对于信号线的位置改变颜色： - 蓝色：信号线上方（看涨） - 橙色：信号线下方（看跌） - 可开关显示 **信号线**（默认：白色/蓝色带透明度，2像素） - MACD线的EMA（9） - 作为交叉信号的触发线 - 颜色根据设置变化 - 识别进出场点的关键 **直方图**（默认：4色渐变，4像素柱） - MACD和信号线之间的差值 - 动量强度的视觉表示 - 高级4色方案： - **深绿色（#26A69A）**：正值且增加（强劲看涨） - **浅绿色（#B2DFDB）**：正值但减少（看涨减弱） - **深红色（#FF5252）**：负值且减少（强劲看跌） - **浅红色（#FFCDD2）**：负值但增加（看跌减弱） - 直方图讲述动量变化的"故事" #### 2. **可自定义的移动平均类型** **振荡器MA类型**（MACD线计算）： - **EMA**（指数）- 默认，反应更快 - **SMA**（简单）- 更平滑，反应较慢 **信号线MA类型**： - **EMA**（指数）- 默认，更快信号 - **SMA**（简单）- 更慢，假信号更少 **灵活性**：混合搭配以适应不同交易风格 - EMA/EMA：最灵敏（日内交易） - SMA/SMA：最平滑（波段交易） - EMA/SMA或SMA/EMA：平衡方法 #### 3. **多时间框架功能** **当前图表周期**（默认：启用） - 自动使用当前时间框架 - 大多数交易者的最简单选项 **自定义时间框架选择** - 在任何时间框架上计算MACD - 在低时间框架图表上显示高时间框架MACD - 示例：在15分钟图上查看1小时MACD - **使用场景**：使低时间框架交易与高时间框架动量保持一致 #### 4. **视觉增强功能** **金叉/死叉标记** - 圆点标记交叉点 - 颜色与MACD线颜色匹配 - 清晰识别进出场信号 - 可开关 **零线**（白色，2像素实线） - 正负动量的参考 - 趋势识别的关键水平 - MACD在零线上方 = 看涨偏向 - MACD在零线下方 = 看跌偏向 **颜色转换** - MACD线在信号线交叉处改变颜色 - 直方图显示动量加速/减速 - 提供趋势变化的早期警告 #### 5. **双重背离检测系统** 该指标具有两个独立的背离检测系统： **A. 直方图背离检测** - **用途**：更早的背离信号（最敏感） - **检测**：常规看涨和看跌背离 - **标签**："H涨"（直方图上涨）、"H跌"（直方图下跌） - **特殊功能**：同符号要求选项 - 顶背离：两个直方图点都必须为正 - 底背离：两个直方图点都必须为负 - 过滤不太可靠的背离 **B. MACD线背离检测** - **用途**：更强、更可靠的背离 - **检测**：常规看涨和看跌背离 - **标签**："M涨"（MACD上涨）、"M跌"（MACD下跌） - **用途**：确认直方图背离或独立使用 **背离类型说明：** **常规看涨背离（黄色）** - **价格**：更低的低点 - **指标**：更高的低点（直方图或MACD线） - **信号**：潜在向上反转 - **最佳**：在支撑水平附近、超卖状况 - **入场**：价格突破近期阻力后 **常规看跌背离（蓝色）** - **价格**：更高的高点 - **指标**：更低的高点（直方图或MACD线） - **信号**：潜在向下反转 - **最佳**：在阻力水平附近、超买状况 - **入场**：价格跌破近期支撑后 #### 6. **高级背离参数** **直方图背离设置：** - **价格参考**：影线（默认）或实体 - **右侧回溯**：枢轴点右侧K线数（默认：2） - **左侧回溯**：枢轴点左侧K线数（默认：5） - **最大范围**：背离之间最大K线数（默认：60） - **最小范围**：背离之间最小K线数（默认：5） - **同符号要求**：确保两个直方图点符号相同 - **显示常规背离**：切换显示 - **显示标签**：切换背离标签 **MACD线背离设置：** - **价格参考**：影线（默认）或实体 - **右侧回溯**：枢轴点右侧K线数（默认：1） - **左侧回溯**：枢轴点左侧K线数（默认：5） - **最大范围**：背离之间最大K线数（默认：60） - **最小范围**：背离之间最小K线数（默认：5） - **显示常规背离**：切换显示 - **显示标签**：切换背离标签 **独立控制**：分别调整直方图和MACD线背离 ### 配置设置 #### MACD基础设置 - **快速EMA周期**：快速移动平均长度（默认：13） - **慢速EMA周期**：慢速移动平均长度（默认：34） - **信号线周期**：信号线长度（默认：9） - **使用当前图表周期**：自动调整到当前时间框架 - **选择周期**：选择自定义时间框架 - **显示MACD线和信号线**：切换线条显示 - **显示金叉死叉圆点标记**：切换金叉/死叉圆点 - **显示直方图**：切换直方图显示 - **显示穿越变化MACD线**：启用MACD线颜色变化 - **显示直方图颜色**：启用4色直方图方案 - **振荡器MA类型**：为MACD选择SMA或EMA - **信号线MA类型**：为信号线选择SMA或EMA #### 直方图背离设置 - **显示直方图背离信号**：启用直方图背离检测 - **价格参考**：影线或实体用于价格比较 - **右侧/左侧回溯**：枢轴检测参数 - **最大/最小范围**：枢轴之间的距离约束 - **显示直方图常规背离**：显示直方图背离线 - **显示直方图常规背离标签**：显示直方图背离标签 - **要求背离点柱状图同符号**：强制直方图符号一致性 #### MACD线背离设置 - **显示MACD线背离信号**：启用MACD线背离检测 - **价格参考**：影线或实体用于价格比较 - **右侧/左侧回溯**：枢轴检测参数 - **最大/最小范围**：枢轴之间的距离约束 - **显示线常规背离**：显示MACD线背离线 - **显示线常规背离标签**：显示MACD线背离标签 ### 使用方法 #### 基础趋势跟随 1. **启用核心组件** - MACD线、信号线和直方图 - 启用交叉标记 2. **识别趋势** - MACD在零线上方 = 上升趋势 - MACD在零线下方 = 下降趋势 3. **观察交叉** - 金叉（MACD向上穿越信号线）= 买入信号 - 死叉（MACD向下穿越信号线）= 卖出信号 4. **用直方图确认** - 直方图增加 = 趋势加强 - 直方图减少 = 趋势减弱 #### 背离交易 1. **启用两个背离系统** - 直方图背离（早期信号） - MACD线背离（确认） 2. **等待背离信号** - "H涨"或"H跌" = 早期警告 - "M涨"或"M跌" = 确认 3. **最佳背离** - 直方图和MACD线都显示背离 - 在关键支撑/阻力水平的背离 - 同一趋势上多个背离 4. **入场时机** - 等待价格结构突破 - 确认后回调时进入 - 使用MACD交叉作为触发 #### 多时间框架分析 1. **设置更高时间框架** - 示例：在1小时图上显示4小时MACD - 取消勾选"使用当前图表周期" - 选择所需时间框架 2. **识别更高TF趋势** - MACD相对于零线的位置 - MACD与信号线的关系 3. **顺HTF方向交易** - 仅在HTF MACD看涨时接受多头信号 - 仅在HTF MACD看跌时接受空头信号 4. **使用当前TF入场** - 更高TF确定偏向 - 当前TF精确定时 #### 直方图分析 1. **启用4色直方图** - 观察颜色转换 - 深色 = 强动量 - 浅色 = 动量减弱 2. **动量阶段** - 深绿色→浅绿色 = 看涨失去动力 - 浅红色→深红色 = 看跌获得力量 3. **交易转换** - 浅绿色到浅红色 = 动量转变（潜在反转） - 确认交叉时入场 ### 交易策略 #### 策略1：经典MACD交叉 **设置：** - 标准设置（13/34/9） - 启用MACD、信号线和交叉标记 - 更高时间框架明确趋势 **入场：** - **多头**：零线上方金叉（圆点标记） - **空头**：零线下方死叉（圆点标记） **确认：** - 直方图颜色支持方向 - 成交量增加有帮助 **止损：** - 近期波动低点之下（多头） - 近期波动高点之上（空头） **离场：** - 相反交叉 - MACD反向穿越零线 **适合：**趋势跟随、明确趋势市场 #### 策略2：零线反弹 **设置：** - 启用所有组件 - 已建立趋势（MACD保持在零线一侧） - 等待回调至零线 **入场：** - **多头**：MACD从上方触及零线，向上反弹并金叉 - **空头**：MACD从下方触及零线，向下反弹并死叉 **确认：** - 直方图颜色变化 - 价格在支撑/阻力位 **止损：** - 零线对面一侧 **离场：** - 目标前一极值 - 或相反交叉 **适合：**趋势延续、强势市场 #### 策略3：双重背离确认 **设置：** - 启用直方图和MACD线背离 - 价格在极值（高点/低点） - 等待背离信号 **入场：** - **多头**："H涨"和"M涨"标签都出现 - **空头**："H跌"和"M跌"标签都出现 **确认：** - 价格突破结构 - 成交量增加 - 金叉/死叉确认 **止损：** - 背离枢轴点之外 **离场：** - MACD穿越零线 - 或出现相反背离 **适合：**反转交易、波段交易 #### 策略4：直方图颜色转换 **设置：** - 启用4色直方图 - 关注颜色变化 - 价格处于趋势 **入场：** - **多头**：浅红色→浅绿色转换 + 金叉 - **空头**：浅绿色→浅红色转换 + 死叉 **原理：** - 浅色显示动量衰竭 - 颜色翻转 = 动量转变 - 完全趋势反转前的早期入场 **止损：** - 近期波动点 **离场：** - 直方图颜色变为反向浅色 - 或预定目标 **适合：**剥头皮、日内交易、早期入场 #### 策略5：多时间框架动量 **设置：** - 显示更高时间框架MACD（例如，在1小时图上显示4小时） - 当前图表显示当前动量 - 更高TF显示整体偏向 **入场：** - **多头**：HTF MACD在零线上方 + 当前TF金叉 - **空头**：HTF MACD在零线下方 + 当前TF死叉 **确认：** - HTF直方图支持方向 - 两个时间框架对齐 **止损：** - 基于当前时间框架结构 **离场：** - 当前TF相反交叉 - 或HTF MACD动量减弱 **适合：**波段交易、高概率设置 #### 策略6：仅直方图背离侦察 **设置：** - 仅启用直方图背离 - 使用"同符号要求" - 关注早期信号 **入场：** - **多头**："H涨"标签 + 价格在支撑位 - **空头**："H跌"标签 + 价格在阻力位 **确认：** - 等待MACD/信号线交叉 - 或价格结构突破 **优势：** - 最早的背离信号 - 在大众之前进入 **风险：** - 比MACD线背离假信号更多 - 需要严格确认 **止损：** - 入场K线之外紧密止损 **离场：** - 快速目标（预期波动的30-50%） - 或移动止损 **适合：**活跃交易者、寻求早期入场的剥头皮交易者 ### 最佳实践 #### MACD周期选择 **标准（13/34/9）** - 默认 - 大多数市场的平衡 - 适合日内交易和波段交易 - 广泛使用，符合一般市场心理 **更快（8/21/5或12/26/9）** - 更灵敏 - 更多信号，更多噪音 - 最适合：剥头皮、波动市场 - 风险：更多假信号 **更慢（21/55/13）** - 更平滑的信号 - 信号较少但更强 - 最适合：波段交易、仓位交易 - 优势：更高可靠性 #### 直方图vs MACD线背离 **直方图背离：** - ✅ 更早信号 - ✅ 在其他人之前捕捉波动 - ❌ 更多假信号 - ❌ 需要确认 - **最适合**：活跃交易者、剥头皮交易者 **MACD线背离：** - ✅ 更可靠 - ✅ 更强的背离 - ❌ 信号较晚 - ❌ 可能错过早期波动 - **最适合**：波段交易者、保守交易者 **两者结合：** - ✅ 最大信心 - ✅ 直方图警报，MACD确认 - ✅ 最高概率设置 - **最适合**：所有寻求质量而非数量的交易者 #### 同符号要求功能 **启用（推荐）：** - 过滤低质量背离 - 顶背离：两个直方图点都为正 - 底背离：两个直方图点都为负 - 产生更少但更可靠的信号 **禁用：** - 更多背离信号 - 包括零线穿越背离 - 假信号率更高 - 仅适合有经验的交易者 #### 价格参考：影线vs实体 **影线（默认）：** - 使用最高/最低价 - 捕捉所有极值 - 检测到更多背离 - 最适合：大多数交易风格 **实体：** - 使用开盘/收盘价 - 过滤突刺波动 - 背离更少但更干净 - 最适合：噪音市场、加密货币 #### 视觉设置建议 **新手：** - 启用：MACD线、信号线、直方图 - 启用：交叉标记 - 启用：直方图颜色 - 禁用：初始禁用两个背离系统 - 重点：先学习基本交叉 **中级：** - 所有基本组件 - 添加：仅直方图背离 - 使用：同符号要求 - 重点：早期反转信号 **高级：** - 所有组件 - 两个背离系统 - 每个市场自定义参数 - 多时间框架分析 - 重点：高概率汇合设置 ### 指标组合 **与移动平均线（EMA）配合：** - EMA（21/55/144）显示趋势 - MACD显示动量 - 两者一致时进入 - MACD先转向时退出 **与RSI配合：** - RSI用于超买超卖 - MACD用于动量确认 - 两者都背离 = 极强信号 - RSI + MACD背离 = 高概率交易 **与成交量配合：** - 成交量确认MACD信号 - 交叉 + 成交量激增 = 有效突破 - 背离 + 成交量背离 = 强反转 **与支撑/阻力配合：** - 支撑阻力水平用于进出目标 - 水平处的MACD背离 = 最高概率 - 水平处的MACD交叉 = 强确认 **与Bias指标配合：** - Bias显示价格相对EMA的偏离 - MACD显示动量 - 两者都背离 = 强大反转信号 - Bias极值 + MACD背离 = 高信念交易 **与OBV配合：** - OBV显示成交量趋势 - MACD显示价格动量 - OBV + MACD背离 = 成交量不支持价格 - 强反转迹象 **与KSI（RSI/CCI）配合：** - KSI用于振荡器极值 - MACD用于动量方向 - KSI极值 + MACD背离 = 可能反转 - 全部对齐 = 最大信心 ### 常见MACD形态 1. **零线上方看涨交叉**：强上升趋势延续信号 2. **零线下方看跌交叉**：强下降趋势延续信号 3. **零线拒绝**：价格将零线作为支撑/阻力 4. **直方图峰值**：动量高潮，注意反转 5. **双重背离**：两次背离未反转 = 最终反转时非常强 6. **直方图收敛**：直方图变窄 = 趋势失去动力 7. **信号线紧贴**：MACD紧贴信号线 = 盘整，预期突破 ### 性能提示 - 从默认设置开始（13/34/9 EMA/EMA） - 一次测试一个背离系统 - 初始使用同符号要求 - 启用交叉标记以获得清晰信号 - 根据市场波动性调整回溯参数 - 更高时间框架MACD比更低的更可靠 - 结合直方图早期信号与MACD线确认 - 不要交易每个背离 - 等待最佳设置 ### 警报条件 虽然没有明确编码，但您可以设置自定义警报： - MACD向上/向下穿越信号线 - MACD向上/向下穿越零线 - 直方图穿越零线 - 背离标签出现时（使用视觉警报） --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
Pine Script® 인디케이터
lwmxmpyp의
Scout Regiment - D17# Scout Regiment - D17 Indicator ## English Documentation ### Overview Scout Regiment - D17 is a comprehensive TradingView indicator that combines multiple technical analysis tools into one powerful overlay indicator. It provides traders with market structure analysis, divergence detection, volume profiling, smart money concepts, and session analysis. ### Key Features #### 1. **EMA (Exponential Moving Averages)** - **Purpose**: Trend identification and dynamic support/resistance levels - **Configuration**: 13 customizable EMAs with adjustable periods - **Default Active EMAs**: EMA 3 (21), EMA 5 (55), EMA 7 (144), EMA 8 (233) - **Uses**: Identify trend direction, entry/exit points, and trend strength - **Color Coding**: Different colors for easy visual distinction #### 2. **TFMA (Timeframe Moving Averages)** - **Purpose**: Multi-timeframe trend analysis - **Features**: - 3 EMAs on higher timeframes - Dynamic labels showing trend direction - Price difference percentage display - Customizable timeframe settings - **Default Settings**: 21-period timeframe with lengths 55, 144, and 233 - **Benefits**: Align trades with higher timeframe trends #### 3. **DFMA (Daily Frame Moving Averages)** - **Purpose**: Daily timeframe perspective on any chart - **Features**: Similar to TFMA but specifically for daily analysis - **Default Timeframe**: 1D (Daily) - **Use Case**: Long-term trend confirmation and positioning #### 4. **PMA (Price Moving Averages)** - **Purpose**: Price channel analysis with filled areas - **Configuration**: 7 customizable moving averages with fill zones - **Default Lengths**: 12, 144, 169, 288, 338, 576, 676 - **Visual**: Color-filled zones between selected MAs for channel trading #### 5. **VWAP (Volume Weighted Average Price)** - **Purpose**: Institutional trading levels and fair value - **Features**: - Multiple anchor periods (Session, Week, Month, Quarter, Year, etc.) - Standard deviation bands - Corporate event anchoring (Earnings, Dividends, Splits) - **Use Case**: Identify institutional support/resistance and mean reversion opportunities #### 6. **Divergence Detector** - **Purpose**: Identify potential trend reversals - **Supported Indicators**: MACD, MACD Histogram, RSI, Stochastic, CCI, Williams %R, Bias, Momentum, OBV, SOBV, VWmacd, CMF, MFI, and external indicators - **Divergence Types**: - Regular Bullish/Bearish - Hidden Bullish/Bearish - **Features**: - Automatic divergence line drawing - Customizable detection parameters - Color-coded alerts #### 7. **Volume Profile & Node Detection** - **Purpose**: Identify key price levels based on volume distribution - **Features**: - Volume Profile with POC (Point of Control) - Value Area High (VAH) and Value Area Low (VAL) - Peak and trough volume node detection - Highest/lowest volume node highlighting - **Lookback**: Configurable (default 377 bars) - **Use Case**: Identify support/resistance zones and liquidity areas #### 8. **Smart Money Concepts** - **Purpose**: Track institutional trading patterns - **Features**: - Market Structure (BOS - Break of Structure, CHoCH - Change of Character) - Internal and Swing structures - Strong/Weak Highs and Lows - Equal Highs/Lows detection - Fair Value Gaps (FVG) - **Modes**: Historical or Present (latest only) - **Use Case**: Trade with institutional flow #### 9. **Trading Sessions** - **Purpose**: Analyze market behavior during different global sessions - **Available Sessions**: - Asian Session - Sydney, Tokyo, Shanghai, Hong Kong - European Session - London, New York, NYSE - **Features**: - Session boxes with high/low visualization - Real-time countdown timers - Volume and price change tracking - Information table with session statistics - **Customization**: Choose which sessions to display, colors, and box styles ### How to Use #### For Trend Following: 1. Enable EMAs 3, 5, 7, and 8 2. Use TFMA for higher timeframe confirmation 3. Look for price above/below key EMAs for trend direction 4. Use VWAP as additional confirmation #### For Reversal Trading: 1. Enable Divergence Detector with MACD Histogram and Bias 2. Look for divergences at key support/resistance levels 3. Confirm with Smart Money CHoCH signals 4. Use Volume Profile nodes as entry/exit targets #### For Intraday Trading: 1. Enable Trading Sessions 2. Focus on high-volume sessions (London, New York overlap) 3. Use session highs/lows as support/resistance 4. Trade Fair Value Gaps during active sessions #### For Swing Trading: 1. Use DFMA for daily trend 2. Enable PMA for channel identification 3. Look for price reactions at volume profile value areas 4. Confirm with swing structure breaks ### Best Practices 1. **Don't Overcrowd**: Enable only the components you need for your strategy 2. **Multi-Timeframe Analysis**: Always check higher timeframe TFMA/DFMA 3. **Confluence**: Look for multiple signals confirming the same direction 4. **Volume Confirmation**: Use Volume Profile to validate price action 5. **Session Awareness**: Be aware of which session is active for volatility expectations ### Performance Optimization - Disable unused features to improve chart loading speed - Use "Present Mode" for Smart Money Concepts if historical data isn't needed - Reduce Volume Profile lookback period on slower devices ### Alerts The indicator includes alert conditions for: - All divergence types (8 conditions) - Smart Money structure breaks (8 conditions) - Equal highs/lows detection - Fair Value Gaps formation --- ## 中文说明文档 ### 概述 Scout Regiment - D17 是一款综合性TradingView指标，将多个技术分析工具整合到一个强大的叠加指标中。它为交易者提供市场结构分析、背离检测、成交量分析、聪明钱概念和时区分析。 ### 核心功能 #### 1. **EMA（指数移动平均线）** - **用途**：趋势识别和动态支撑阻力位 - **配置**：13条可自定义周期的EMA - **默认启用**：EMA 3（21）、EMA 5（55）、EMA 7（144）、EMA 8（233） - **应用**：识别趋势方向、进出场点位和趋势强度 - **颜色编码**：不同颜色便于视觉区分 #### 2. **TFMA（时间框架移动平均线）** - **用途**：多时间框架趋势分析 - **特点**： - 3条更高时间框架的EMA - 显示趋势方向的动态标签 - 价格差异百分比显示 - 可自定义时间框架设置 - **默认设置**：21周期时间框架，长度为55、144和233 - **优势**：使交易与更高时间框架趋势保持一致 #### 3. **DFMA（日线框架移动平均线）** - **用途**：在任何图表上提供日线时间框架视角 - **特点**：与TFMA类似，但专门用于日线分析 - **默认时间框架**：1D（日线） - **使用场景**：长期趋势确认和定位 #### 4. **PMA（价格移动平均线）** - **用途**：价格通道分析与填充区域 - **配置**：7条可自定义的移动平均线，带填充区域 - **默认长度**：12、144、169、288、338、576、676 - **视觉效果**：选定MA之间的彩色填充区域，用于通道交易 #### 5. **VWAP（成交量加权平均价格）** - **用途**：机构交易水平和公允价值 - **特点**： - 多个锚定周期（交易日、周、月、季度、年等） - 标准差波段 - 企业事件锚定（财报、分红、拆股） - **使用场景**：识别机构支撑阻力和均值回归机会 #### 6. **背离检测器** - **用途**：识别潜在趋势反转 - **支持指标**：MACD、MACD柱状图、RSI、随机指标、CCI、威廉指标、乖离率、动量、OBV、SOBV、VWmacd、CMF、MFI及外部指标 - **背离类型**： - 常规看涨/看跌背离 - 隐藏看涨/看跌背离 - **特点**： - 自动绘制背离连线 - 可自定义检测参数 - 颜色编码警报 #### 7. **成交量分布与节点检测** - **用途**：基于成交量分布识别关键价格水平 - **特点**： - 成交量分布图与POC（控制点） - 价值区域高点（VAH）和低点（VAL） - 峰值和低谷成交量节点检测 - 最高/最低成交量节点突出显示 - **回溯期**：可配置（默认377根K线） - **使用场景**：识别支撑阻力区域和流动性区域 #### 8. **聪明钱概念** - **用途**：追踪机构交易模式 - **特点**： - 市场结构（BOS-突破结构、CHoCH-结构转变） - 内部和摆动结构 - 强/弱高低点 - 等高/等低检测 - 公允价值缺口（FVG） - **模式**：历史模式或当前模式（仅最新） - **使用场景**：跟随机构资金流动交易 #### 9. **交易时区** - **用途**：分析不同全球时段的市场行为 - **可用时段**： - 亚洲时段 - 悉尼、东京、上海、香港 - 欧洲时段 - 伦敦、纽约、纽交所 - **特点**： - 时段方框显示高低点 - 实时倒计时 - 成交量和价格变化追踪 - 时段统计信息表格 - **自定义**：选择显示哪些时段、颜色和方框样式 ### 使用方法 #### 趋势跟随策略： 1. 启用EMA 3、5、7和8 2. 使用TFMA进行更高时间框架确认 3. 观察价格在关键EMA上方/下方确定趋势方向 4. 使用VWAP作为额外确认 #### 反转交易策略： 1. 启用背离检测器（MACD柱状图和乖离率） 2. 在关键支撑阻力位寻找背离 3. 用聪明钱CHoCH信号确认 4. 使用成交量分布节点作为进出场目标 #### 日内交易策略： 1. 启用交易时区 2. 关注高成交量时段（伦敦、纽约重叠时段） 3. 使用时段高低点作为支撑阻力 4. 在活跃时段交易公允价值缺口 #### 波段交易策略： 1. 使用DFMA确定日线趋势 2. 启用PMA识别通道 3. 观察价格在成交量分布价值区域的反应 4. 用摆动结构突破确认 ### 最佳实践 1. **避免过度拥挤**：仅启用策略所需的组件 2. **多时间框架分析**：始终检查更高时间框架的TFMA/DFMA 3. **汇合点**：寻找多个信号确认同一方向 4. **成交量确认**：使用成交量分布验证价格行为 5. **时段意识**：了解当前活跃时段以预期波动性 ### 性能优化 - 禁用未使用的功能以提高图表加载速度 - 如果不需要历史数据，对聪明钱概念使用"当前模式" - 在较慢设备上减少成交量分布回溯期 ### 警报 指标包含以下警报条件： - 所有背离类型（8个条件） - 聪明钱结构突破（8个条件） - 等高/等低检测 - 公允价值缺口形成 --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
Pine Script® 인디케이터
lwmxmpyp의
Global M2 Money Supply Growth (GDP-Weighted)📊 Global M2 Money Supply Growth (GDP-Weighted) This indicator tracks the weighted aggregate M2 money supply growth across the world's four largest economies: United States, China, Eurozone, and Japan. These economies represent approximately 69.3 trillion USD in combined GDP and account for the majority of global liquidity, making this a comprehensive macro indicator for analyzing worldwide monetary conditions. ════════════════════════════════════════════ 🔧 KEY FEATURES: 📈 GDP-Weighted Aggregation Each economy is weighted proportionally by its nominal GDP using 2025 IMF World Economic Outlook data: • United States: 44.2% (30.62 trillion USD) • China: 28.0% (19.40 trillion USD) • Eurozone: 21.6% (15.0 trillion USD) • Japan: 6.2% (4.28 trillion USD) The weights are fully adjustable through the indicator settings, allowing you to update them annually as new IMF forecasts are released (typically April and October). ⏱️ Multiple Time Period Options Choose between three calculation methods to analyze different timeframes: • YoY (Year-over-Year): 12-month growth rate for identifying long-term liquidity trends and cycles • MoM (Month-over-Month): 1-month growth rate for detecting short-term monetary policy shifts • QoQ (Quarter-over-Quarter): 3-month growth rate for medium-term trend analysis 🔄 Advanced Offset Function Shift the entire indicator forward by 0-365 days to test lead/lag relationships between global liquidity and asset prices. Research suggests a 56-70 day lag between M2 changes and Bitcoin price movements, but you can experiment with different offsets for various assets (equities, gold, commodities, etc.). 🌍 Individual Country Breakdown Real-time display of each economy's M2 growth rate with: • Current percentage change (YoY/MoM/QoQ) • GDP weight contribution • Color-coded values (green = monetary expansion, red = contraction) 📊 Smart Overlay Capability Displays directly on your main price chart with an independent left-side scale, allowing you to visually correlate global liquidity trends with any asset's price action without cluttering the chart. 🔧 Customizable GDP Weights All GDP values can be adjusted through the indicator settings without editing code, making annual updates simple and accessible for all users. ════════════════════════════════════════════ 📡 DATA SOURCES: All M2 money supply data is sourced from ECONOMICS (Trading Economics) for consistency and reliability: • ECONOMICS:USM2 (United States) • ECONOMICS:CNM2 (China) • ECONOMICS:EUM2 (Eurozone) • ECONOMICS:JPM2 (Japan) All values are normalized to USD using current daily exchange rates (USDCNY, EURUSD, USDJPY) before GDP-weighted aggregation, ensuring accurate cross-country comparisons. ══════════════════════════════════════════════ 💡 USE CASES & APPLICATIONS: 🔹 Liquidity Cycle Analysis Track global monetary expansion/contraction cycles to identify when central banks are coordinating loose or tight monetary policies. 🔹 Market Timing & Risk Assessment High M2 growth (>10%) historically correlates with risk-on environments and rising asset prices across crypto, equities, and commodities. Negative M2 growth signals monetary tightening and potential market corrections. 🔹 Bitcoin & Crypto Correlation Compare with Bitcoin price using the offset feature to identify the optimal lag period. Many traders use 60-70 day offsets to predict crypto market movements based on liquidity changes. 🔹 Macro Portfolio Allocation Use as a regime filter to adjust portfolio exposure: increase risk assets during liquidity expansion, reduce during contraction. 🔹 Central Bank Policy Divergence Monitor individual country metrics to identify when major central banks are pursuing divergent policies (e.g., Fed tightening while China eases). 🔹 Inflation & Economic Forecasting Rapid M2 growth often leads inflation by 12-18 months, making this a leading indicator for future inflation trends. 🔹 Recession Early Warning Negative M2 growth is extremely rare and has preceded major recessions, making this a valuable risk management tool. ════════════════════════════════════════════ 📊 INTERPRETATION GUIDE: 🟢 +10% or Higher Aggressive monetary expansion, typically during crises (2001, 2008, 2020). The COVID-19 period saw M2 growth reach 20-27%, which preceded significant inflation and asset price surges. Strong bullish signal for risk assets. 🟢 +6% to +10% Above-average liquidity growth. Central banks are providing stimulus beyond normal levels. Generally favorable for equities, crypto, and commodities. 🟡 +3% to +6% Normal/healthy growth rate, roughly in line with GDP growth plus 2% inflation targets. Neutral environment with moderate support for risk assets. 🟠 0% to +3% Slowing liquidity, potential tightening phase beginning. Central banks may be raising rates or reducing balance sheets. Caution warranted for high-beta assets. 🔴 Negative Growth Monetary contraction - extremely rare. Only occurred during aggressive Fed tightening in 2022-2023. Strong warning signal for risk assets, often precedes recessions or major market corrections. ════════════════════════════════════════════ 🎯 OPTIMAL USAGE: 📅 Recommended Timeframes: • Daily or Weekly charts for macro analysis • Monthly charts for very long-term trends 💹 Compatible Asset Classes: • Cryptocurrencies (especially Bitcoin, Ethereum) • Equity indices (S&P 500, NASDAQ, global markets) • Commodities (Gold, Silver, Oil) • Forex majors (DXY correlation analysis) ⚙️ Suggested Settings: • Default: YoY calculation with 0 offset for current liquidity conditions • Bitcoin traders: YoY with 60-70 day offset for predictive analysis • Short-term traders: MoM with 0 offset for recent policy changes • Quarterly rebalancers: QoQ with 0 offset for medium-term trends ════════════════════════════════════════════ 📋 VISUAL DISPLAY: The indicator plots a blue line showing the selected growth metric (YoY/MoM/QoQ), with a dashed reference line at 0% to clearly identify expansion vs. contraction regimes. A comprehensive table in the top-right corner displays: • Current global M2 growth rate (large, prominent display) • Individual country breakdowns with their GDP weights • Color-coded growth rates (green for positive, red for negative) ════════════════════════════════════════════ 🔄 MAINTENANCE & UPDATES: GDP weights should be updated annually (ideally in April or October) when the IMF releases new World Economic Outlook forecasts. Simply adjust the four GDP input parameters in the indicator settings - no code editing required. The relative GDP proportions between the Big 4 economies change very gradually (typically <1-2% per year), so even if you update weights once every 1-2 years, the impact on the indicator's accuracy is minimal. ════════════════════════════════════════════ 💭 TRADING PHILOSOPHY: This indicator embodies the principle that "liquidity drives markets." By tracking the combined M2 money supply of the world's largest economies, weighted by their economic size, you gain insight into the fundamental liquidity conditions that underpin all asset prices. Unlike single-country M2 indicators, this GDP-weighted approach captures the true global picture, accounting for the fact that US monetary policy has 2x the impact of Japanese policy due to economic size differences. Perfect for macro-focused traders, long-term investors, and anyone seeking to understand the "tide that lifts all boats" in financial markets. ════════════════════════════════════════════ Created for traders and investors who incorporate global liquidity trends into their decision-making process. Best used alongside other technical and fundamental analysis tools for comprehensive market assessment. ⚠️ Disclaimer: M2 money supply is a lagging macroeconomic indicator. Past correlations do not guarantee future results. Always use proper risk management and combine with other analysis methods.
Pine Script® 인디케이터
sandervdj의
Macro Range HighlighterThis Pine Script indicator creates visual boxes that highlight specific time-based price ranges throughout the trading day, operating in New York Eastern Time. It offers two distinct modes: a standard hourly range mode and a classic ICT (Inner Circle Trader) Macro mode. Two Operating Modes Mode 1: Standard Hourly 50-09 Ranges (Default) This mode identifies and highlights the price range during the final 10 minutes of each hour (xx:50) through the first 9 minutes of the next hour (xx:09). Examples of captured ranges: 08:50 - 09:09 09:50 - 10:09 10:50 - 11:09 11:50 - 12:09 12:50 - 13:09 13:50 - 14:09 14:50 - 15:09 And continues for each hour... Excluded Time Periods: The indicator excludes certain periods that cross into or occur during market close and the daily reset: 02:50 - 03:09 (excluded to avoid interference with overnight session) 15:50 - 18:09 (excluded to avoid end-of-regular-hours and the 18:00 ET trading day reset) This means you will NOT see boxes during the 16:00 or 17:00 hours, as these fall within the excluded window. Mode 2: Classic ICT Macro Times When enabled, this mode shows ONLY four specific time windows that are significant in ICT methodology: 02:33 - 02:59 (London Midnight Macro) 04:03 - 04:29 (London Open Macro) 13:10 - 13:39 (New York Lunch Macro) 15:15 - 15:44 (New York Close Macro) When this mode is active, all standard hourly ranges are disabled, including the 02:50-03:09 range. Green Line - Open Price Represents the open price of the first candle when the range begins This line is static once set - it shows where price opened when entering the time window Extends horizontally across the entire duration of the box Example: If the range starts at 08:50 and that candle opens at 18,500, the green line will be drawn at 18,500 Blue Line - Evolving Midpoint Represents the dynamic midpoint between the range high and range low This line continuously recalculates as new highs or lows are made within the time window Calculation: Midpoint = (Range High + Range Low) / 2 Evolution example: At 08:50, range is 18,480 (low) to 18,520 (high), midpoint = 18,500 At 08:55, price makes new high of 18,540, midpoint updates to 18,510 At 09:02, price makes new low of 18,470, midpoint updates to 18,505 The line visually adjusts up and down as the range expands Extension: The line extends horizontally from the start of the range to the current bar (or end of range) This gives traders a visual reference for the "fair value" or equilibrium point of the range Red Line - Close Price Represents the close price of the most recent candle within the time window This line updates continuously with each new bar's close price Extends horizontally across the range When the range completes (exits the time window), it shows the final close price of the last bar in the range Example: As price moves from 08:50 to 09:09, the red line will track the close of each candle: 18,505 → 18,510 → 18,508 → 18,515, etc. This indicator provides a sophisticated visual framework for analyzing specific time-based price behavior. The evolving midpoint (blue line and optional yellow plot) is particularly powerful because it gives you real-time feedback on where the "fair value" of the range is as it develops, allowing you to make informed decisions about whether price is extended or returning to equilibrium. The three-line system (open/mid/close) creates a complete picture of price action within each critical time window, whether you're using standard hourly analysis or focusing on ICT's specific macro times.
Pine Script® 인디케이터
Fractaldactyl의
Ross Cameron 5 Pillars FilterFirst, I am not Ross Cameron. This indicator is based on his five pillars of stock selection. ROSS CAMERON 5 PILLARS MOMENTUM FILTER 🎯 OVERVIEW This indicator automatically checks if the current symbol meets Ross Cameron's famous "5 Pillars" stock selection criteria from Warrior Trading - a proven methodology for identifying high-probability momentum day trading setups. 📊 ROSS CAMERON'S 5 PILLARS 1️⃣ RELATIVE VOLUME ≥5x (Automated ✅) • Compares current volume to 30-day average • Minimum 5x confirms institutional/retail interest • High RVol = high liquidity and momentum potential 2️⃣ DAILY % CHANGE ≥10% (Automated ✅) • Stock must already be showing momentum • Default threshold: 10% up from previous close • Confirms demand is already present 3️⃣ NEWS CATALYST (Manual Check ⚠️) • Breaking news justifies the price movement • Look for: earnings, FDA approvals, partnerships, contracts • 🔥 icon flags stocks with ≥15% momentum (likely news-driven) 4️⃣ PRICE RANGE $1-$20 (Automated ✅) • Sweet spot for retail trader momentum • Highly volatile small-cap stocks • Accessible price range for position building 5️⃣ FLOAT <10 MILLION SHARES (Automated ✅) • Low float creates supply/demand imbalances • Enables explosive 50-100%+ intraday moves • Automatically checked when data available • Shows actual float with ✅/❌ indicator 🚀 KEY FEATURES ✅ GREEN BACKGROUND HIGHLIGHT • Visual alert when ALL automated criteria are met • Instantly identify potential setups while scanning watchlist 📋 DETAILED BREAKDOWN TABLE • Shows pass/fail status for each pillar • Displays actual values (RVol, %, Float, etc.) • Color-coded for quick interpretation 🔥 STRONG MOMENTUM INDICATOR • Highlights stocks ≥15% (likely have news catalyst) • Helps prioritize which stocks to research first 🔔 BUILT-IN ALERTS • "Ross Cameron Criteria Met" - All automated criteria pass • "Strong Momentum Alert" - Stock showing explosive movement ⚙️ FULLY CUSTOMIZABLE • Adjust all thresholds to your trading style • Configurable table position and display • Toggle volume spike filter on/off 💡 HOW TO USE BEST WORKFLOW: 1. Build a watchlist of small-cap stocks using TradingView's Stock Screener 2. Add this indicator to your charts 3. Flip through your watchlist - look for GREEN BACKGROUNDS 4. Check the table for detailed breakdown of each pillar 5. VERIFY NEWS CATALYST (required for Pillar 3) 6. If float shows N/A, verify manually on Finviz 7. Execute your trading plan with proper risk management OPTIMAL TIMING: • Pre-Market (8:00-9:30 AM ET) - Identify gap-up candidates • Morning Session (9:30 AM-12:00 PM ET) - Prime momentum window • Avoid lunch hour (12:00-2:00 PM ET) - Low volume, choppy ALERT SETUP: 1. Click "Create Alert" on your chart 2. Select "Ross Cameron Criteria Met" condition 3. Get notified when new setups appear real-time ⚙️ CUSTOMIZABLE SETTINGS PILLAR 1 - RELATIVE VOLUME: • Min RVol: 5.0x (Ross's minimum, increase for more selective) • RVol Period: 30 days (industry standard) PILLAR 2 - MOMENTUM: • Min Daily %: 10% (increase to 15% for stronger setups) PILLAR 3 - CATALYST: • Strong Momentum %: 15% (threshold for 🔥 indicator) PILLAR 4 - PRICE RANGE: • Min Price: $1.00 (adjust based on account size) • Max Price: $20.00 (Ross's sweet spot) PILLAR 5 - FLOAT: • Max Float: 10M shares (ultra-aggressive traders use 5M) ADDITIONAL FILTERS: • Volume Spike: 2x (Warrior Trading standard) • Confirms intraday momentum continuation 📈 INTERPRETATION GUIDE ✅ GREEN BACKGROUND = GO! • All automated criteria are met • Check news catalyst before trading • Verify setup on chart (not overextended) • Follow your risk management plan ❌ NO GREEN BACKGROUND = WAIT • At least one criterion failed • Check table to see which pillar(s) failed • May become valid later if momentum increases 🔥 FLAME ICON = HIGH PRIORITY • Stock showing very strong momentum (≥15%) • Likely has significant news catalyst • Research news IMMEDIATELY • Often the best setups of the day ⚠️ N/A FOR FLOAT = MANUAL CHECK • TradingView doesn't have float data for this symbol • Verify on Finviz.com or similar • If float >10M, setup is invalid per Ross's criteria 📚 RECOMMENDED STRATEGIES GAP AND GO: • Stock gaps up 10%+ on news • Enters above gap high with volume • Targets: 20-50% gains VWAP BOUNCE: • Pullback to VWAP support • Enters on bounce with volume confirmation • Tight stop below VWAP HIGH OF DAY BREAKOUT: • New HOD with volume surge • Momentum continuation play • Trail stop as it runs ABCD PATTERN: • Classic reversal pattern • Enters on D-point breakout • Target: A-B distance from C ⚠️ RISK WARNINGS • DAY TRADING IS HIGHLY RISKY - Most day traders lose money • This indicator finds setups - YOUR EXECUTION determines success • Always use proper risk management (1-2% risk per trade) • Never trade without stop losses • Paper trade extensively before using real money • Past performance does not guarantee future results 🔧 TECHNICAL DETAILS • Pine Script v6 • Works on any timeframe (calculates daily metrics automatically) • Compatible with TradingView Free, Pro, Premium • No repainting - all calculations based on confirmed data • Efficient code - minimal lag 📊 DATA SOURCES • Relative Volume: Calculated from 30-day volume average • Daily %: Previous day's close vs current price • Float: TradingView's shares_outstanding_float data • Volume Spike: 20-period volume moving average 🎯 WHO THIS IS FOR IDEAL FOR: ✅ Day traders focused on momentum strategies ✅ Traders who follow Ross Cameron/Warrior Trading methodology ✅ Small-cap stock traders ($1-$20 range) ✅ Scalpers and swing traders seeking high-volatility setups NOT IDEAL FOR: ❌ Long-term investors ❌ Large-cap stock traders ❌ Options-only traders ❌ Traders who don't monitor news catalysts 💬 USAGE TIPS 1. COMBINE WITH OTHER TOOLS • Use alongside your charting/technical analysis • Verify pattern setups (bull flags, ABCD, etc.) • Check Level 2 / Time & Sales for confirmation 2. MAINTAIN A WATCHLIST • Update daily with fresh small-cap movers • Use Finviz Gap Scanner as starting point • Focus on sectors with momentum 3. RISK MANAGEMENT IS KEY • Never risk more than 1-2% per trade • Use 2:1 minimum profit/loss ratio • Cut losses quickly, let winners run • Position size based on volatility (ATR) 4. TRACK YOUR RESULTS • Keep a trading journal • Note which setups work best for you • Refine criteria based on your data • Continuous improvement mindset 📝 DISCLAIMER This indicator is for EDUCATIONAL PURPOSES ONLY. It is not investment advice, a recommendation to buy/sell securities, or a guarantee of profits. Trading involves substantial risk of loss. Always: • Conduct your own research and due diligence • Consult with a licensed financial advisor • Never risk money you cannot afford to lose • Understand that most day traders lose money • Practice in a simulator before trading real money The creator of this indicator is not affiliated with Ross Cameron or Warrior Trading. This is an independent implementation of publicly available trading methodology. 📈 SUPPORT & FEEDBACK If you find this indicator helpful, please: • Give it a thumbs up 👍 • Leave a comment with your experience • Share with other momentum traders • Follow for updates and new indicators For questions or suggestions, leave a comment below! --- 🏆 HAPPY TRADING! Remember: The indicator finds opportunities, but YOUR discipline, risk management, and execution determine your success. #DayTrading #Momentum #RossCameron #WarriorTrading #SmallCaps #GapAndGo #Scalping #StockScreener
Pine Script® 인디케이터
DayTradingMD1992의
3
SJ Fx Session RangeSJ Fx Session Range Indicator A Professional Forex Session Tracking Tool with Opening Range Analysis Overview The SJ Fx Session Range indicator is a comprehensive tool designed to help forex traders visualize major trading sessions (Asia, Europe+London, and New York) along with their first 15-minute opening ranges. Built with Pine Script v5, this indicator provides clear session boundaries, high/low ranges, and customizable opening range analysis to enhance your trading decisions. Key Features 1. Trading Session Boxes - Three major forex sessions: Asia, Europe+London, and New York - Color-coded session boxes with transparent backgrounds for easy visualization - Automatic session high/low tracking - Session labels displayed inside boxes for quick identification - Displays up to 50 historical sessions for pattern analysis 2. Opening Range Analysis - Tracks first 15-minute opening range for Europe, London, and NY sessions - Plots high, low, and mid-range levels - Customizable line colors for each session's opening range - Background highlights during the first 15 minutes of each session - Helps identify potential breakout or reversal zones 3. Daylight Saving Time Support - Built-in DST toggle for easy seasonal adjustment - Automatically adjusts all session timings by 1 hour when enabled - Clear tooltip instructions for when to enable/disable DST - Default timings configured for IST timezone (Asia/Kolkata) 4. User-Friendly Design - Clean input interface organized by session categories - Fixed optimal settings for boxes and lines (50-day history) - All session times are easily customizable with helpful tooltips - Warning tooltips to prevent accidental timing changes Default Session Times (when DST is disabled) - Asia Session: 04:00 - 12:30 IST - Europe + London Session: 12:30 - 20:00 IST - New York Session: 20:00 - 02:30 IST How to Use 1. Add to Chart: Apply the indicator to any forex pair chart 2. Adjust DST: Enable the "Start Daylight Saving Time Change" checkbox on the second Sunday in March; disable on the first Sunday in November 3. Customize Sessions: Toggle individual sessions on/off based on your trading preference 4. Opening Range Colors: Customize the opening range line colors for better visibility 5. Session Times: Default times are optimized for IST; modify only if trading from a different timezone Technical Specifications - Version: Pine Script v5 - Overlay: Yes (draws directly on price chart) - Maximum Objects: 500 boxes, 500 lines - History: 50 days of session data - Timezone: Asia/Kolkata (IST) - customizable in code Use Cases - Identify high-liquidity trading periods - Track session volatility patterns - Monitor opening range breakouts/breakdowns - Analyze session-specific price action - Plan entries around major session opens - Avoid trading during low-liquidity periods Performance Optimized for efficient rendering with: - Fixed 50-day history limit for optimal performance - Automatic cleanup of old session boxes and lines - Lightweight code structure for fast chart loading Customization Options Available Inputs: - Enable/disable individual sessions - Adjust session timings (with safety tooltips) - Toggle DST on/off - Show/hide opening range analysis - Customize opening range line colors for each session Fixed for Optimal Performance: - Session box colors (Asia: Aqua, Europe: Green, NY: Red) - 50-day historical display - Line width and style - Mid-range line always displayed Educational Value This indicator helps traders: - Understand forex market structure and session overlaps - Recognize high-probability trading times - Develop session-based trading strategies - Improve timing of trade entries and exits Open Source License This script is published under Mozilla Public License 2.0, allowing you to: - Use freely for personal trading - Modify and adapt to your needs - Learn from the code structure - Share improvements with the community Credits Developed by Shantanu Joshi - Designed for forex traders focusing on session-based strategies - Built with clean, well-documented Pine Script v5 code - Regular updates and improvements based on user feedback Support & Feedback If you find this indicator useful: - Give it a thumbs up - Share your trading results in the comments - Suggest improvements or new features - Report any issues for quick resolution Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Always conduct your own research and risk management before making trading decisions. Past performance does not guarantee future results. Compatible with: CFDs of forex pairs, commodities, indices, and crypto. Best used on: 5-minutes Recommended chart type: Candlestick charts
Pine Script® 인디케이터
joshishantanu의
Lightning Session LevelsLightning Session Levels (LSL) draws clean, non-repainting levels for the major market sessions and a compact HUD in the top-right corner. It’s built to be lightweight, readable, and “set-and-forget” for intraday traders. What it shows Session High/Low and Open/Close levels for: ASIA (00:00–08:00 UTC) EUROPE (07:00–16:00 UTC) US (13:30–20:00 UTC) OVERNIGHT (20:00–24:00 UTC) HUD panel: Current active session Countdown to the next US session (auto-calculated from UTC) How it works (non-repainting) Levels are anchored at session close. Each line is created once on the confirmed closing bar of the session (x2 = session end). Optional Extend Right keeps the level projecting forward without changing the anchor (no “drifting”). All drawings are pinned to the right price scale for stable reading. Inputs Show HUD — toggle the top-right panel. Show Levels — master switch for drawing levels. Draw High/Low — H/L session levels. Draw Open/Close — O/C session levels. Extend Right — extend all session lines to the future. Keep N past sessions per market — FIFO limit per session group (default 12). ASIA / EUROPE / US / OVERNIGHT — enable/disable specific sessions. Style & palette Consistent “Lightning” colors: ASIA = Cyan, EUROPE = Violet, US = Amber, OVERNIGHT = Teal Labels are always size: Normal for readability. HUD uses a dark, subtle two-tone background to stay out of the way. Recommended use Timeframes: intraday (1m → 4h). On 1D and higher, TradingView’s session-window time() filters won’t match intraday windows, so levels won’t plot (by design). Markets: crypto, indices, FX, equities — any symbol where intraday session context helps. Notes & limitations Fixed UTC windows. The US window is set to 13:30–20:00 UTC. Daylight-saving shifts (DST) are not auto-adjusted; if you need region-specific DST behavior, treat this as a consistent UTC model. The HUD timer counts down to the next US open from the current UTC clock. Draw limits are capped (500 lines, 500 labels) for performance and stability. Quick start Add Lightning Session Levels to your chart. Toggle Draw High/Low and/or Draw Open/Close. Turn on Extend Right if you want the levels to project forward. Enable only the sessions you care about (e.g., just EUROPE and US). Use Keep N past sessions to control clutter (e.g., 6–12). Disclaimer This tool is for educational/informational purposes only and is not financial advice. Past session behavior does not guarantee future results. Always manage risk.
Pine Script® 인디케이터
MahaTrend의
Volatility-Targeted Momentum Portfolio [BackQuant]Volatility-Targeted Momentum Portfolio A complete momentum portfolio engine that ranks assets, targets a user-defined volatility, builds long, short, or delta-neutral books, and reports performance with metrics, attribution, Monte Carlo scenarios, allocation pie, and efficiency scatter plots. This description explains the theory and the mechanics so you can configure, validate, and deploy it with intent. Table of contents What the script does at a glance Momentum, what it is, how to know if it is present Volatility targeting, why and how it is done here Portfolio construction modes: Long Only, Short Only, Delta Neutral Regime filter and when the strategy goes to cash Transaction cost modelling in this script Backtest metrics and definitions Performance attribution chart Monte Carlo simulation Scatter plot analysis modes Asset allocation pie chart Inputs, presets, and deployment checklist Suggested workflow 1) What the script does at a glance Pulls a list of up to 15 tickers, computes a simple momentum score on each over a configurable lookback, then volatility-scales their bar-to-bar return stream to a target annualized volatility. Ranks assets by raw momentum, selects the top 3 and bottom 3, builds positions according to the chosen mode, and gates exposure with a fast regime filter. Accumulates a portfolio equity curve with risk and performance metrics, optional benchmark buy-and-hold for comparison, and a full alert suite. Adds visual diagnostics: performance attribution bars, Monte Carlo forward paths, an allocation pie, and scatter plots for risk-return and factor views. 2) Momentum: definition, detection, and validation Momentum is the tendency of assets that have performed well to continue to perform well, and of underperformers to continue underperforming, over a specific horizon. You operationalize it by selecting a horizon, defining a signal, ranking assets, and trading the leaders versus laggards subject to risk constraints. Signal choices . Common signals include cumulative return over a lookback window, regression slope on log-price, or normalized rate-of-change. This script uses cumulative return over lookback bars for ranking (variable cr = price/price - 1). It keeps the ranking simple and lets volatility targeting handle risk normalization. How to know momentum is present . Leaders and laggards persist across adjacent windows rather than flipping every bar. Spread between average momentum of leaders and laggards is materially positive in sample. Cross-sectional dispersion is non-trivial. If everything is flat or highly correlated with no separation, momentum selection will be weak. Your validation should include a diagnostic that measures whether returns are explained by a momentum regression on the timeseries. Recommended diagnostic tool . Before running any momentum portfolio, verify that a timeseries exhibits stable directional drift. Use this indicator as a pre-check: It fits a regression to price, exposes slope and goodness-of-fit style context, and helps confirm if there is usable momentum before you force a ranking into a flat regime. 3) Volatility targeting: purpose and implementation here Purpose . Volatility targeting seeks a more stable risk footprint. High-vol assets get sized down, low-vol assets get sized up, so each contributes more evenly to total risk. Computation in this script (per asset, rolling): Return series ret = log(price/price ). Annualized volatility estimate vol = stdev(ret, lookback) * sqrt(tradingdays). Leverage multiplier volMult = clamp(targetVol / vol, 0.1, 5.0). This caps sizing so extremely low-vol assets don’t explode weight and extremely high-vol assets don’t go to zero. Scaled return stream sr = ret * volMult. This is the per-bar, risk-adjusted building block used in the portfolio combinations. Interpretation . You are not levering your account on the exchange, you are rescaling the contribution each asset’s daily move has on the modeled equity. In live trading you would reflect this with position sizing or notional exposure. 4) Portfolio construction modes Cross-sectional ranking . Assets are sorted by cr over the chosen lookback. Top and bottom indices are extracted without ties. Long Only . Averages the volatility-scaled returns of the top 3 assets: avgRet = mean(sr_top1, sr_top2, sr_top3). Position table shows per-asset leverages and weights proportional to their current volMult. Short Only . Averages the negative of the volatility-scaled returns of the bottom 3: avgRet = mean(-sr_bot1, -sr_bot2, -sr_bot3). Position table shows short legs. Delta Neutral . Long the top 3 and short the bottom 3 in equal book sizes. Each side is sized to 50 percent notional internally, with weights within each side proportional to volMult. The return stream mixes the two sides: avgRet = mean(sr_top1,sr_top2,sr_top3, -sr_bot1,-sr_bot2,-sr_bot3). Notes . The selection metric is raw momentum, the execution stream is volatility-scaled returns. This separation is deliberate. It avoids letting volatility dominate ranking while still enforcing risk parity at the return contribution stage. If everything rallies together and dispersion collapses, Long Only may behave like a single beta. Delta Neutral is designed to extract cross-sectional momentum with low net beta. 5) Regime filter A fast EMA(12) vs EMA(21) filter gates exposure. Long Only active when EMA12 > EMA21. Otherwise the book is set to cash. Short Only active when EMA12 < EMA21. Otherwise cash. Delta Neutral is always active. This prevents taking long momentum entries during obvious local downtrends and vice versa for shorts. When the filter is false, equity is held flat for that bar. 6) Transaction cost modelling There are two cost touchpoints in the script. Per-bar drag . When the regime filter is active, the per-bar return is reduced by fee_rate * avgRet inside netRet = avgRet - (fee_rate * avgRet). This models proportional friction relative to traded impact on that bar. Turnover-linked fee . The script tracks changes in membership of the top and bottom baskets (top1..top3, bot1..bot3). The intent is to charge fees when composition changes. The template counts changes and scales a fee by change count divided by 6 for the six slots. Use case: increase fee_rate to reflect taker fees and slippage if you rebalance every bar or trade illiquid assets. Reduce it if you rebalance less often or use maker orders. Practical advice . If you rebalance daily, start with 5–20 bps round-trip per switch on liquid futures and adjust per venue. For crypto perp microcaps, stress higher cost assumptions and add slippage buffers. If you only rotate on lookback boundaries or at signals, use alert-driven rebalances and lower per-bar drag. 7) Backtest metrics and definitions The script computes a standard set of portfolio statistics once the start date is reached. Net Profit percent over the full test. Max Drawdown percent, tracked from running peaks. Annualized Mean and Stdev using the chosen trading day count. Variance is the square of annualized stdev. Sharpe uses daily mean adjusted by risk-free rate and annualized. Sortino uses downside stdev only. Omega ratio of sum of gains to sum of losses. Gain-to-Pain total gains divided by total losses absolute. CAGR compounded annual growth from start date to now. Alpha, Beta versus a user-selected benchmark. Beta from covariance of daily returns, Alpha from CAPM. Skewness of daily returns. VaR 95 linear-interpolated 5th percentile of daily returns. CVaR average of the worst 5 percent of daily returns. Benchmark Buy-and-Hold equity path for comparison. 8) Performance attribution Cumulative contribution per asset, adjusted for whether it was held long or short and for its volatility multiplier, aggregated across the backtest. You can filter to winners only or show both sides. The panel is sorted by contribution and includes percent labels. 9) Monte Carlo simulation The panel draws forward equity paths from either a Normal model parameterized by recent mean and stdev, or non-parametric bootstrap of recent daily returns. You control the sample length, number of simulations, forecast horizon, visibility of individual paths, confidence bands, and a reproducible seed. Normal uses Box-Muller with your seed. Good for quick, smooth envelopes. Bootstrap resamples realized returns, preserving fat tails and volatility clustering better than a Gaussian assumption. Bands show 10th, 25th, 75th, 90th percentiles and the path mean. 10) Scatter plot analysis Four point-cloud modes, each plotting all assets and a star for the current portfolio position, with quadrant guides and labels. Risk-Return Efficiency . X is risk proxy from leverage, Y is expected return from annualized momentum. The star shows the current book’s composite. Momentum vs Volatility . Visualizes whether leaders are also high vol, a cue for turnover and cost expectations. Beta vs Alpha . X is a beta proxy, Y is risk-adjusted excess return proxy. Useful to see if leaders are just beta. Leverage vs Momentum . X is volMult, Y is momentum. Shows how volatility targeting is redistributing risk. 11) Asset allocation pie chart Builds a wheel of current allocations. Long Only, weights are proportional to each long asset’s current volMult and sum to 100 percent. Short Only, weights show the short book as positive slices that sum to 100 percent. Delta Neutral, 50 percent long and 50 percent short books, each side leverage-proportional. Labels can show asset, percent, and current leverage. 12) Inputs and quick presets Core Portfolio Strategy . Long Only, Short Only, Delta Neutral. Initial Capital . For equity scaling in the panel. Trading Days/Year . 252 for stocks, 365 for crypto. Target Volatility . Annualized, drives volMult. Transaction Fees . Per-bar drag and composition change penalty, see the modelling notes above. Momentum Lookback . Ranking horizon. Shorter is more reactive, longer is steadier. Start Date . Ensure every symbol has data back to this date to avoid bias. Benchmark . Used for alpha, beta, and B&H line. Diagnostics Metrics, Equity, B&H, Curve labels, Daily return line, Rolling drawdown fill. Attribution panel. Toggle winners only to focus on what matters. Monte Carlo mode with Normal or Bootstrap and confidence bands. Scatter plot type and styling, labels, and portfolio star. Pie chart and labels for current allocation. Presets Crypto Daily, Long Only . Lookback 25, Target Vol 50 percent, Fees 10 bps, Regime filter on, Metrics and Drawdown on. Monte Carlo Bootstrap with Recent 200 bars for bands. Crypto Daily, Delta Neutral . Lookback 25, Target Vol 50 percent, Fees 15–25 bps, Regime filter always active for this mode. Use Scatter Risk-Return to monitor efficiency and keep the star near upper left quadrants without drifting rightward. Equities Daily, Long Only . Lookback 60–120, Target Vol 15–20 percent, Fees 5–10 bps, Regime filter on. Use Benchmark SPX and watch Alpha and Beta to keep the book from becoming index beta. 13) Suggested workflow Universe sanity check . Pick liquid tickers with stable data. Thin assets distort vol estimates and fees. Check momentum existence . Run on your timeframe. If slope and fit are weak, widen lookback or avoid that asset or timeframe. Set risk budget . Choose a target volatility that matches your drawdown tolerance. Higher target increases turnover and cost sensitivity. Pick mode . Long Only for bull regimes, Short Only for sustained downtrends, Delta Neutral for cross-sectional harvesting when index direction is unclear. Tune lookback . If leaders rotate too often, lengthen it. If entries lag, shorten it. Validate cost assumptions . Increase fee_rate and stress Monte Carlo. If the edge vanishes with modest friction, refine selection or lengthen rebalance cadence. Run attribution . Confirm the strategy’s winners align with intuition and not one unstable outlier. Use alerts . Enable position change, drawdown, volatility breach, regime, momentum shift, and crash alerts to supervise live runs. Important implementation details mapped to code Momentum measure . cr = price / price - 1 per symbol for ranking. Simplicity helps avoid overfitting. Volatility targeting . vol = stdev(log returns, lookback) * sqrt(tradingdays), volMult = clamp(targetVol / vol, 0.1, 5), sr = ret * volMult. Selection . Extract indices for top1..top3 and bot1..bot3. The arrays rets, scRets, lev_vals, and ticks_arr track momentum, scaled returns, leverage multipliers, and display tickers respectively. Regime filter . EMA12 vs EMA21 switch determines if the strategy takes risk for Long or Short modes. Delta Neutral ignores the gate. Equity update . Equity multiplies by 1 + netRet only when the regime was active in the prior bar. Buy-and-hold benchmark is computed separately for comparison. Tables . Position tables show current top or bottom assets with leverage and weights. Metric table prints all risk and performance figures. Visualization panels . Attribution, Monte Carlo, scatter, and pie use the last bars to draw overlays that update as the backtest proceeds. Final notes Momentum is a portfolio effect. The edge comes from cross-sectional dispersion, adequate risk normalization, and disciplined turnover control, not from a single best asset call. Volatility targeting stabilizes path but does not fix selection. Use the momentum regression link above to confirm structure exists before you size into it. Always test higher lag costs and slippage, then recheck metrics, attribution, and Monte Carlo envelopes. If the edge persists under stress, you have something robust.
Pine Script® 인디케이터
BackQuant의
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion . Core Architecture Why These Components Are Combined: The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention. The Four Trading Agents 1. Spoofing Detector Agent 🎭 Detects iceberg orders through persistent volume at similar price levels over 5 bars Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average) Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model) Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation Best Markets: Consolidations, institutional trading windows, low-liquidity hours 2. Exhaustion Detector Agent ⚡ Calculates RSI divergence between price movement and momentum indicator over 5-bar window Detects VWAP exhaustion (price at 2σ bands with declining volume) Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure Signal Logic: Counter-trend—enters when momentum extreme shows weakness Best Markets: Trending markets reaching climax points, over-extended moves 3. Liquidity Void Detector Agent 💧 Measures Bollinger Band squeeze (width <60% of 50-period average) Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR) Signal Logic: Breakout anticipation—enters after liquidity grab but before main move Best Markets: Range-bound pre-breakout, volatility compression zones 4. Mean Reversion Agent 📊 Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ) Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model) Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability) Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments Adaptive Selection: Multi-Armed Bandit System The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance: Thompson Sampling (Default - Recommended): Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent) Balances exploration (trying underused agents) vs. exploitation (using proven winners) Each agent's win/loss history informs its selection probability Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation UCB1 (Upper Confidence Bound): Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls) Deterministic algorithm favoring agents with high uncertainty (potential upside) More conservative than Thompson Sampling Epsilon-Greedy: Exploits best-performing agent (1-ε)% of the time Explores randomly ε% of the time (default 10%, configurable 1-50%) Simple, transparent, easily tuned via epsilon parameter Gradient Bandit: Uses softmax probability distribution over agent preference weights Updates weights via gradient ascent based on rewards Best for Blend mode where all agents contribute Selection Modes: Switch Mode: Uses only the selected agent's signal (clean, decisive) Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified) Lock Agent Feature: Optional manual override to force one specific agent Useful after identifying which agent dominates your specific instrument Only applies in Switch mode Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion Memory System Dual-Layer Architecture: Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50) Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars) Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20% Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds) How Memory Works: Agent generates signal → outcome tracked after 8 bars (performance horizon) Result stored in short-term memory (win = 1.0, loss = 0.0) Short-term average influences agent's future scores (positive feedback loop) After threshold met (default 10 results), episode averaged into long-term storage Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost Market Microstructure Analysis These advanced metrics quantify institutional order flow dynamics: Order Flow Toxicity (Simplified VPIN): Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol) Detects informed trading activity (institutional players with non-public information) Values >0.4 indicate "toxic flow" (informed traders active) Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification Price Impact Analysis (Simplified Kyle's Lambda): Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10) Low values = large orders with minimal price impact ( stealth accumulation ) High values = retail-dominated moves with high slippage Lite Approximation: Uses simplified denominator instead of regression-based signed order flow Market Randomness (Entropy Analysis): Counts unique price changes over 20 bars / 20 Measures market predictability High entropy (>0.6) = human-driven, chaotic price action Low entropy (<0.25) = algorithmic trading dominance (predictable patterns) Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Order Clustering (Simplified Hawkes Process): Tracks self-exciting event intensity (coordinated order activity) Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average High intensity (>0.7) indicates clustering (potential spoofing/accumulation) Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE Signal Generation Process Multi-Stage Validation: Stage 1: Agent Scoring Each agent calculates internal score based on its detection criteria Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier) Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0) Stage 2: Memory Boost Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance) Successful agents get amplified, failing agents get dampened Stage 3: Bandit Selection/Blending If Adaptive Mode ON: Switch: Bandit selects single best agent, uses only its signal Blend: All agents combined using softmax-weighted confidence scores If Adaptive Mode OFF: Traditional consensus voting with confidence-squared weighting Signal fires when consensus exceeds threshold (default 70%) Stage 4: Confirmation Filter Raw signal must repeat for consecutive bars (default 3, configurable 2-4) Minimum confidence threshold: 0.25 (25%) enforced regardless of mode Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2 Stage 5: Cooldown Enforcement Minimum bars between signals (default 10, configurable 5-15) Prevents over-trading during choppy conditions Stage 6: Performance Tracking After 8 bars (performance horizon), signal outcome evaluated Win = price moved in signal direction, Loss = price moved against Results fed back into memory and bandit statistics Trading Modes (Presets) Pre-configured parameter sets: Conservative: 85% consensus, 4 confirmations, 15-bar cooldown Expected: 60-70% win rate, 3-8 signals/week Best for: Swing trading, capital preservation, beginners Balanced: 70% consensus, 3 confirmations, 10-bar cooldown Expected: 55-65% win rate, 8-15 signals/week Best for: Day trading, most traders, general use Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown Expected: 50-58% win rate, 15-30 signals/week Best for: Scalping, high-frequency trading, active management Elite: 75% consensus, 3 confirmations, 12-bar cooldown Expected: 58-68% win rate, 5-12 signals/week Best for: Selective trading, high-conviction setups Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown Expected: Varies based on learning Best for: Experienced users leveraging bandit system How to Use 1. Initial Setup (5 Minutes): Select Trading Mode matching your style (start with Balanced) Enable Adaptive Learning (recommended for automatic agent selection) Choose Thompson Sampling algorithm (best all-around performance) Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume) 2. Agent Tuning (Optional): Adjust Agent Sensitivity multipliers (0.5-2.0): <0.8 = Highly selective (fewer signals, higher quality) 0.9-1.2 = Balanced (recommended starting point) 1.3 = Aggressive (more signals, lower individual quality) Monitor dashboard for 20-30 signals to identify dominant agent If one agent consistently outperforms, consider using Lock Agent feature 3. Bandit Configuration (Advanced): Blend Temperature (0.1-2.0): 0.3 = Sharp decisions (best agent dominates) 0.5 = Balanced (default) 1.0+ = Smooth (equal weighting, democratic) Memory Decay (0.8-0.99): 0.90 = Fast adaptation (volatile markets) 0.95 = Balanced (most instruments) 0.97+ = Long memory (stable trends) 4. Signal Interpretation: Green triangle (▲): Long signal confirmed Red triangle (▼): Short signal confirmed Dashboard shows: Active agent (highlighted row with ► marker) Win rate per agent (green >60%, yellow 40-60%, red <40%) Confidence bars (█████ = maximum confidence) Memory size (short-term buffer count) Colored zones display: Entry level (current close) Stop-loss (1.5× ATR) Take-profit 1 (2.0× ATR) Take-profit 2 (3.5× ATR) 5. Risk Management: Never risk >1-2% per signal (use ATR-based stops) Signals are entry triggers, not complete strategies Combine with your own market context analysis Consider fundamental catalysts and news events Use "Confirming" status to prepare entries (not to enter early) 6. Memory Persistence (Optional): After 50-100 trades, check Memory Export Panel Record displayed alpha/beta/weight values for each agent Record VPIN and Kyle threshold values Enable "Restore From Memory" and input saved values to continue learning Useful when switching timeframes or restarting indicator Visual Components On-Chart Elements: Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend) Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers) Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR) Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal) Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets Signal Markers: Triangle up/down at validated entry points Dashboard (Configurable Position & Size): Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear) Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus) Agent Performance Table: Real-time win%, confidence, and memory stats Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled) Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress Memory Panel (Configurable Position & Size): Live Parameter Export: Alpha, beta, and weight values per agent Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold Save Reminder: Visual indicator if parameters should be recorded What Makes This Original This script's originality lies in three key innovations: 1. Genuine Meta-Learning Framework: Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning. 2. Episodic Memory Architecture with Transfer Learning: The dual-layer memory system mimics human learning patterns: Short-term memory captures recent performance (recency bias) Long-term memory preserves historical patterns (experience) Automatic transfer mechanism consolidates knowledge Memory boost creates positive feedback loops (successful strategies become stronger) This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates. 3. Institutional Microstructure Integration: Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis. Mashup Justification: The four agents are combined specifically for risk diversification across failure modes: Spoofing Detector: Prevents false breakout losses from manipulation Exhaustion Detector: Prevents chasing extended trends into reversals Liquidity Void: Exploits volatility compression (different regime than trending) Mean Reversion: Provides mathematical anchoring when patterns fail The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals. Why "ML-lite"? Simplifications and Approximations This is the "lite" version due to necessary simplifications for Pine Script execution: 1. Simplified VPIN Calculation: Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume) Impact: May misclassify volume during ranging/choppy markets; works best in directional moves 2. Pseudo-Random Sampling: Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100 Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection 3. Hawkes Process Approximation: Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event) Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments 4. Kyle's Lambda Simplification: Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals 5. Entropy Calculation: Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude This Implementation: Simple ratio of unique price changes to total observations (variety measure) Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape 6. Memory System Constraints: Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking 7. Limited Feature Engineering: Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations 8. Single-Instrument Data: Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes This Implementation: Only OHLCV data from displayed instrument Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets 9. Fixed Performance Horizon: Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement This Implementation: Fixed 8-bar evaluation window Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach Performance Impact Summary: These simplifications make the script: ✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations ✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers ✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models) ✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint ⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations ⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows ⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized When to Upgrade to Full Implementation: Consider professional Python/C++ versions with institutional data feeds if: Trading with >$100K capital where precision differences materially impact returns Operating in microsecond-competitive environments (HFT, market making) Requiring regulatory-grade audit trails and reproducibility Backtesting with tick-level precision for strategy validation Need true real-time adaptation with neural network-based learning For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact. Technical Notes All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap ) VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above) Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling No repainting: All calculations use confirmed bar data (no forward-looking) Maximum lookback: 500 bars (set via max_bars_back parameter) Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed) Confidence threshold: Minimum 0.25 (25%) enforced on all signals Memory arrays: Dynamic sizing with FIFO queue management Limitations and Disclaimers Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty. Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context. Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms. Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts. Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets. No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss. Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics. Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes. Recommended Settings Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning) Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices) Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable) Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens) Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0) After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent Alert Configuration The script includes built-in alert conditions: Long Signal: Fires when validated long entry confirmed Short Signal: Fires when validated short entry confirmed Alerts fire once per bar (after confirmation requirements met) Set alert to "Once Per Bar Close" for reliability Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® 인디케이터
DskyzInvestments의
9
Adaptive EMA CrossoverIndicator Name: Adaptive EMA Crossover Description: The Adaptive EMA Crossover is a sleek, visual tool designed to help traders identify trend direction and potential entry/exit points with clarity. By employing two Exponential Moving Averages (EMAs) with dynamic coloring, it cuts through the noise of the chart, allowing you to focus on high-probability signals. 🔍 Key Features: Dual EMA System: Utilizes a fast and a slow EMA to gauge market momentum. The default settings are 12 (fast) and 21 (slow) periods, which can be fully customized. Adaptive Visuals: Both EMAs change color simultaneously to reflect the dominant trend. 🟢 Bright Turquoise: Indicates an Uptrend (Fast EMA >= Slow EMA). 🔴 Bright Pink: Indicates a Downtrend (Fast EMA < Slow EMA). Clear Crossover Signals: Prominent dots directly on the chart mark the exact moment a crossover occurs. Turquoise Dot: A Bullish Crossover signal (Fast EMA crosses above Slow EMA). Pink Dot: A Bearish Crossover signal (Fast EMA crosses below Slow EMA). Integrated Alerts: Never miss a trading opportunity! Built-in alert conditions notify you instantly for both bullish and bearish crossovers. 🎯 How to Use: Trend Identification: The primary colors of the EMAs give an immediate sense of the trend. Trade in the direction of the trend for higher-probability setups. Signal Confirmation: Use the crossover dots as potential triggers for entry or exit. A turquoise dot in a rising market can signal a buy opportunity, while a pink dot in a falling market can signal a sell or short opportunity. Combination with Other Tools: For best results, combine this indicator with other forms of analysis like support/resistance levels or volume confirmation to filter out false signals. ⚙️ Inputs: EMA Small: Period for the faster-moving average (default: 12). EMA Big: Period for the slower-moving average (default: 21). This is my first published indicator. I welcome all feedback and suggestions for improvement! Happy Trading!
Pine Script® 인디케이터
gordito03의
ICT Sessions Ranges [SwissAlgo]ICT Session Ranges - ICT Liquidity Zones & Market Structure OVERVIEW This indicator identifies and visualizes key intraday trading sessions and liquidity zones based on Inner Circle Trader (ICT) methodology (AM, NY Lunch Raid, PM Session, London Raid). It tracks 'higher high' and 'lower low' price levels during specific time periods that may represent areas where market participants have placed orders (liquidity). PURPOSE The indicator helps traders observe: Session-based price ranges during different market hours Opening range gaps between market close and next day's open Potential areas where liquidity may be concentrated and trigger price action SESSIONS TRACKED 1. London Session (02:00-05:00 ET): Tracks price range during early London trading hours 2. AM Session (09:30-12:00 ET): Tracks price range during the morning New York session 3. NY Lunch Session (12:00-13:30 ET): Tracks price range during typical low-volume lunch period 4. PM Session (13:30-16:00 ET): Tracks price range during the afternoon New York session CALCULATIONS Session High/Low: The highest high and lowest low recorded during each active session period Opening Range Gap: Calculated as the difference between the previous day's 16:00 close and the current day's 09:30 open Gap Mitigation: A gap is considered mitigated when the price reaches 50% of the gap range All times are based on America/New_York timezone (ET) BACKGROUND INDICATORS NY Trading Hours (09:30-16:00 ET): Optional gray background overlay Asian Session (20:00-23:59 ET): Optional purple background overlay VISUAL ELEMENTS Horizontal lines mark session highs and lows Subtle background boxes highlight each session range Labels identify each session type Orange shaded boxes indicate unmitigated opening range gaps Dotted line at 50% gap level shows mitigation threshold FEATURES Toggle visibility for each session independently Customizable colors for each session type Automatic removal of mitigated gaps All drawing objects use transparent backgrounds for chart clarity ICT CONCEPTS This tool relates to concepts discussed by Inner Circle Trader regarding liquidity pools, session-based analysis, and gap theory. The indicator assumes that session highs and lows may represent areas where liquidity is concentrated, and that opening range gaps may attract price until mitigated. USAGE NOTES Best used on intraday timeframes (1-15 minute charts) All sessions are calculated based on actual price movement during specified time periods Historical session data is preserved as new sessions develop Gap detection only triggers at 09:30 ET market open DISCLAIMER This indicator is for educational and informational purposes only. It displays historical price levels and time-based calculations. Past performance of price levels is not indicative of future results. The identification of "liquidity zones" is a theoretical concept and does not guarantee that orders exist at these levels or that prices will react to them. Trading involves substantial risk of loss. Users should conduct their own analysis and risk assessment before making any trading decisions. TIME ZONE Set your timezone to: America/New_York (UTC-5)
Pine Script® 인디케이터
SwissAlgo의
Aquantprice: Institutional Structure MatrixSETUP GUIDE Open TradingView Go to Indicators Search: Aquantprice: Institutional Structure Matrix Click Add to Chart Customize: Min Buy = 10, Min Sell = 7 Show only PP, R1, S1, TC, BC Set Decimals = 5 (Forex) or 8 (Crypto) USE CASES & TRADING STRATEGIES 1. CPR Confluence Trading (Most Popular) Rule: Enter when ≥3 timeframes show Buy ≥10/15 or Sell ≥7/13 text Example: Daily: 12/15 Buy Weekly: 11/15 Buy Monthly: 10/15 Buy → **STRONG LONG BIAS** Enter on pullback to nearest **S1 or L3** 2. Hot Zone Scalping (Forex & Indices) Rule: Trade only when price is in Hot Zone (closest 2 levels) text Hot: S1-PP → Expect bounce or breakout Action: - Buy at S1 if Buy Count ↑ - Sell at PP if Sell Count ↑ 3. Institutional Reversal Setup Rule: Price at H3/L3 + Reversal Condition text Scenario: Price touches **Monthly L3** L3 in **Hot Zone** Buy Count = 13/15 → **High-Probability Reversal Long** 4. CPR Width Filter (Avoid Choppy Markets) Rule: Trade only if CPR Label = "Strong Trend" text CPR Size < 0.25 → Trending CPR Size > 0.75 → Sideways (Avoid) 5. Multi-Timeframe Bias Dashboard Use "Buy" and "Sell" columns as a sentiment meter TimeframeBuySellBiasDaily123BullishWeekly89BearishMonthly112Bullish → Wait for alignment before entering HOW TO READ THE TABLE Column Meaning Time frame D, W, M, 3M, 6M, 12MOpen Price Current session open PP, TC, BC, etc. Pivot levels (color-coded if in Hot Zone) Buy X/15 conditions met (≥10 = Strong Buy)Sell X/13 conditions met (≥7 = Strong Sell)CPR Size Histogram + Label (Trend vs Range)Zone Hot: PP-S1, Med: S2-L3, etc. + PP Distance PRO TIPS Best on 5M–1H charts for entries Use with volume or order flow for confirmation Set alerts on Buy ≥12/15 or Sell ≥10/13 Hide unused levels to reduce clutter Combine with AQuantPrice Dashboard (Small TF) for full system IDEAL MARKETS Forex (EURUSD, GBPUSD, USDJPY) Indices (NAS100, SPX500, DAX) Crypto (BTC, ETH – use 6–8 decimals) Commodities (Gold, Oil) 🚀 **NEW INDICATOR ALERT** **Aquantprice: Institutional Structure Matrix** The **ALL-IN-ONE CPR Dashboard** used by smart money traders. ✅ **6 Timeframes in 1 Table** (Daily → Yearly) ✅ **15 Buy + 13 Sell Conditions** (Institutional Logic) ✅ **Hot Zones, CPR Width, PP Distance** ✅ **Fully Customizable – Show/Hide Any Level** ✅ **Real-Time Zone Detection** (Hot, Med, Low) ✅ **Precision up to 8 Decimals** **No more switching charts. No more confusion.** See **where institutions are positioned** — instantly. 👉 **Add to Chart Now**: Search **"Aquantprice: Institutional Structure Matrix"** 🔥 **Free Access | Pro-Level Insights** *By AQuant – Trusted by 10,000+ Traders* #CPR #PivotTrading #SmartMoney #TradingView FINAL TAGLINE "See What Institutions See — Before They Move." Aquantprice: Institutional Structure Matrix Your Edge. One Dashboard.
Pine Script® 인디케이터
Nmn0708의
Range Trading StrategyOVERVIEW The Range Trading Strategy is a systematic trading approach that identifies price ranges from higher timeframe candles or trading sessions, tracks pivot points, and generates trading signals when range extremes are mitigated and confirmed by pivot levels. CORE CONCEPT The strategy is based on the principle that when a candle (or session) closes within the range of the previous candle (or session), that previous candle becomes a "range" with identifiable high and low extremes. When price breaks through these extremes, it creates trading opportunities that are confirmed by pivot levels. RANGE DETECTION MODES 1. HTF (Higher Timeframe) Mode: Automatically selects a higher timeframe based on the current chart timeframe Uses request.security() to fetch HTF candle data Range is created when an HTF candle closes within the previous HTF candle's range The previous HTF candle's high and low become the range extremes 2. Sessions Mode: - Divides the trading day into 4 sessions (UTC): * Session 1: 00:00 - 06:00 (6 hours) * Session 2: 06:00 - 12:00 (6 hours) * Session 3: 12:00 - 20:00 (8 hours) * Session 4: 20:00 - 00:00 (4 hours, spans midnight) - Tracks high, low, and close for each session - Range is created when a session closes within the previous session's range - The previous session's high and low become the range extremes PIVOT DETECTION Pivots are detected based on candle color changes (bullish/bearish transitions): 1. Pivot Low: Created when a bullish candle appears after a bearish candle Pivot low = minimum of the current candle's low and previous candle's low The pivot bar is the actual bar where the low was formed (current or previous bar) 2. Pivot High: Created when a bearish candle appears after a bullish candle Pivot high = maximum of the current candle's high and previous candle's high The pivot bar is the actual bar where the high was formed (current or previous bar) IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any given time. When a new pivot is created, it replaces the previous one. RANGE CREATION A range is created when: (HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF candle has just started (Sessions Mode) A session closes within the previous session's range AND a new session has just started Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High Range Properties: rangeHigh: The high extreme of the range rangeLow: The low extreme of the range highStartTime: The timestamp when the range high was actually formed (found by looping backwards through bars) lowStartTime: The timestamp when the range low was actually formed (found by looping backwards through bars) highMitigated / lowMitigated: Flags tracking whether each extreme has been broken isSpecial: Flag indicating if this is a "special range" (see Special Ranges section) RANGE MITIGATION A range extreme is considered "mitigated" when price interacts with it: High is mitigated when: high >= rangeHigh (any interaction at or above the level) Low is mitigated when: low <= rangeLow (any interaction at or below the level) Mitigation can happen: At the moment of range creation (if price is already beyond the extreme) At any point after range creation when price touches the extreme SIGNAL GENERATION 1. Pending Signals: When a range extreme is mitigated, a pending signal is created: a) BEARISH Pending Signal: - Triggered when: rangeHigh is mitigated - Confirmation Level: Current pivotLow - Signal is confirmed when: close < pivotLow - Stop Loss: Current pivotHigh (at time of confirmation) - Entry: Short position Signal Confirmation b) BULLISH Pending Signal: - Triggered when: rangeLow is mitigated - Confirmation Level: Current pivotHigh - Signal is confirmed when: close > pivotHigh - Stop Loss: Current pivotLow (at time of confirmation) - Entry: Long position IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal at any given time. When a new pending signal is created, it replaces the previous one of the same type. 2. Signal Confirmation: - Bearish: Confirmed when price closes below the pivot low (confirmation level) - Bullish: Confirmed when price closes above the pivot high (confirmation level) - Upon confirmation, a trade is entered immediately - The confirmation line is drawn from the pivot bar to the confirmation bar TRADE EXECUTION When a signal is confirmed: 1. Position Management: - Any existing position in the opposite direction is closed first - Then the new position is entered 2. Stop Loss: - Bearish (Short): Stop at pivotHigh - Bullish (Long): Stop at pivotLow 3. Take Profit: - Calculated using Risk:Reward Ratio (default 2:1) - Risk = Distance from entry to stop loss - Target = Entry ± (Risk × R:R Ratio) - Can be disabled with "Stop Loss Only" toggle 4. Trade Comments: - "Range Bear" for short trades - "Range Bull" for long trades SPECIAL RANGES Special ranges are created when: - A range high is mitigated AND the current pivotHigh is below the range high - A range low is mitigated AND the current pivotLow is above the range low In these cases: - The pivot value is stored in an array (storedPivotHighs or storedPivotLows) - A "special range" is created with only ONE extreme: * If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na * If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na - Special ranges can generate signals just like normal ranges - If a special range is mitigated on the creation bar or the next bar, it is removed entirely without generating signals (prevents false signals) Special Ranges REVERSE ON STOP LOSS When enabled, if a stop loss is hit, the strategy automatically opens a trade in the opposite direction: 1. Long Stop Loss Hit: - Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss - Action: Opens a SHORT position - Stop Loss: Current pivotHigh - Trade Comment: "Reverse on Stop" 2. Short Stop Loss Hit: - Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss - Action: Opens a LONG position - Stop Loss: Current pivotLow - Trade Comment: "Reverse on Stop" The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting. VISUAL ELEMENTS 1. Range Lines: - Drawn from the time when the extreme was formed to the mitigation point (or current time if not mitigated) - High lines: Blue (or mitigated color if mitigated) - Low lines: Red (or mitigated color if mitigated) - Style: SOLID - Width: 1 2. Confirmation Lines: - Drawn when a signal is confirmed - Extends from the pivot bar to the confirmation bar - Bearish: Red, solid line - Bullish: Green, solid line - Width: 1 - Can be toggled on/off STRATEGY SETTINGS 1. Range Detection Mode: - HTF: Uses higher timeframe candles - Sessions: Uses trading session boundaries 2. Auto HTF: - Automatically selects HTF based on current chart timeframe - Can be disabled to use manual HTF selection 3. Risk:Reward Ratio: - Default: 2.0 (2:1) - Minimum: 0.5 - Step: 0.5 4. Stop Loss Only: - When enabled: Trades only have stop loss (no take profit) - Trades close on stop loss or when opposite signal confirms 5. Reverse on Stop Loss: - When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot 6. Max Ranges to Display: - Limits the number of ranges kept in memory - Oldest ranges are purged when limit is exceeded KEY FEATURES 1. Dynamic Pivot Tracking: - Pivots update on every candle color change - Always maintains one high and one low pivot 2. Range Lifecycle: - Ranges are created when price closes within previous range - Ranges are tracked until mitigated - Mitigation creates pending signals - Signals are confirmed by pivot levels 3. Signal Priority: - Only one pending signal of each type at a time - New signals replace old ones - Confirmation happens on close of bar 4. Position Management: - Closes opposite positions before entering new trades - Tracks stop loss levels for reverse functionality - Respects pyramiding = 1 (only one position per direction) 5. Time-Based Drawing: - Uses time coordinates instead of bar indices for line drawing - Prevents "too far from current bar" errors - Lines can extend to any historical point USAGE NOTES - Best suited for trending and ranging markets - Works on any timeframe, but HTF mode adapts automatically - Sessions mode is ideal for intraday trading - Pivot detection requires clear candle color changes - Range detection requires price to close within previous range - Signals are generated on bar close, not intra-bar The strategy combines range identification, pivot tracking, and signal confirmation to create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
Pine Script™ 전략
mindyourbuisness의
2
lower_tfLibrary "lower_tf" █ OVERVIEW This library is an enhanced (opinionated) version of the library originally developed by PineCoders contained in lower_tf . It is a Pine Script® programming tool for advanced lower-timeframe selection and intra-bar analysis. █ CONCEPTS Lower Timeframe Analysis Lower timeframe analysis refers to the analysis of price action and market microstructure using data from timeframes shorter than the current chart period. This technique allows traders and analysts to gain deeper insights into market dynamics, volume distribution, and the price movements occurring within each bar on the chart. In Pine Script®, the request.security_lower_tf() function allows this analysis by accessing intrabar data. The library provides a comprehensive set of functions for accurate mapping of lower timeframes, dynamic precision control, and optimized historical coverage using request.security_lower_tf(). █ IMPROVEMENTS The original library implemented ten precision levels. This enhanced version extends that to twelve levels, adding two ultra-high-precision options: Coverage-Based Precision (Original 5 levels): 1. "Covering most chart bars (least precise)" 2. "Covering some chart bars (less precise)" 3. "Covering fewer chart bars (more precise)" 4. "Covering few chart bars (very precise)" 5. "Covering the least chart bars (most precise)" Intrabar-Count-Based Precision (Expanded from 5 to 7 levels): 6. "~12 intrabars per chart bar" 7. "~24 intrabars per chart bar" 8. "~50 intrabars per chart bar" 9. "~100 intrabars per chart bar" 10. "~250 intrabars per chart bar" 11. "~500 intrabars per chart bar" ← NEW 12. "~1000 intrabars per chart bar" ← NEW The key enhancements in this version include: 1. Extended Precision Range: Adds two ultra-high-precision levels (~500 and ~1000 intrabars) for advanced microstructure analysis requiring maximum granularity. 2. Market-Agnostic Implementation: Eliminates the distinction between crypto/forex and traditional markets, removing the mktFactor variable in favor of a unified, predictable approach across all asset classes. 3. Explicit Precision Mapping: Completely refactors the timeframe selection logic using native Pine Script® timeframe properties ( timeframe.isseconds , timeframe.isminutes , timeframe.isdaily , timeframe.isweekly , timeframe.ismonthly ) and explicit multiplier-based lookup tables. The original library used minute-based calculations with market-dependent conditionals that produced inconsistent results. This version provides deterministic, predictable mappings for every chart timeframe, ensuring consistent precision behavior regardless of asset type or market hours. An example of the differences can be seen side-by-side in the chart below, where the original library is on the left and the enhanced version is on the right: █ USAGE EXAMPLE // This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © andre_007 //@version=6 indicator("lower_tf Example") import andre_007/lower_tf/1 as LTF import PineCoders/Time/5 as PCtime //#region ———————————————————— Example code // ————— Constants color WHITE = color.white color GRAY = color.gray string LTF1 = "Covering most chart bars (least precise)" string LTF2 = "Covering some chart bars (less precise)" string LTF3 = "Covering less chart bars (more precise)" string LTF4 = "Covering few chart bars (very precise)" string LTF5 = "Covering the least chart bars (most precise)" string LTF6 = "~12 intrabars per chart bar" string LTF7 = "~24 intrabars per chart bar" string LTF8 = "~50 intrabars per chart bar" string LTF9 = "~100 intrabars per chart bar" string LTF10 = "~250 intrabars per chart bar" string LTF11 = "~500 intrabars per chart bar" string LTF12 = "~1000 intrabars per chart bar" string TT_LTF = "This selection determines the approximate number of intrabars analyzed per chart bar. Higher numbers of intrabars produce more granular data at the cost of less historical bar coverage, because the maximum number of available intrabars is 200K. \n\nThe first five options set the lower timeframe based on a specified relative level of chart bar coverage. The last five options set the lower timeframe based on an approximate number of intrabars per chart bar." string TAB_TXT = "Uses intrabars at the {0} timeframe.\nAvg intrabars per chart bar: {1,number,#.#}\nChart bars covered: {2} of {3} ({4,number,#.##}%)" string ERR_TXT = "No intrabar information exists at the {1}{0}{1} timeframe." // ————— Inputs string ltfModeInput = input.string(LTF3, "Intrabar precision", options = , tooltip = TT_LTF) bool showInfoBoxInput = input.bool(true, "Show information box ") string infoBoxSizeInput = input.string("normal", "Size ", inline = "01", options = ) string infoBoxYPosInput = input.string("bottom", "↕", inline = "01", options = ) string infoBoxXPosInput = input.string("right", "↔", inline = "01", options = ) color infoBoxColorInput = input.color(GRAY, "", inline = "01") color infoBoxTxtColorInput = input.color(WHITE, "T", inline = "01") // ————— Calculations // @variable A "string" representing the lower timeframe for the data request. // NOTE: // This line is a good example where using `var` in the declaration can improve a script's performance. // By using `var` here, the script calls `ltf()` only once, on the dataset's first bar, instead of redundantly // evaluating unchanging strings on every bar. We only need one evaluation of this function because the selected // timeframe does not change across bars in this script. var string ltfString = LTF.ltf(ltfModeInput, LTF1, LTF2, LTF3, LTF4, LTF5, LTF6, LTF7, LTF8, LTF9, LTF10, LTF11, LTF12) // @variable An array containing all intrabar `close` prices from the `ltfString` timeframe for the current chart bar. array intrabarCloses = request.security_lower_tf(syminfo.tickerid, ltfString, close) // Calculate the intrabar stats. = LTF.ltfStats(intrabarCloses) int chartBars = bar_index + 1 // ————— Visuals // Plot the `avgIntrabars` and `intrabars` series in all display locations. plot(avgIntrabars, "Average intrabars", color.silver, 6) plot(intrabars, "Intrabars", color.blue, 2) // Plot the `chartBarsCovered` and `chartBars` values in the Data Window and the script's status line. plot(chartBarsCovered, "Chart bars covered", display = display.data_window + display.status_line) plot(chartBars, "Chart bars total", display = display.data_window + display.status_line) // Information box logic. if showInfoBoxInput // @variable A single-cell table that displays intrabar information. var table infoBox = table.new(infoBoxYPosInput + "_" + infoBoxXPosInput, 1, 1) // @variable The span of the `ltfString` timeframe formatted as a number of automatically selected time units. string formattedLtf = PCtime.formattedNoOfPeriods(timeframe.in_seconds(ltfString) * 1000) // @variable A "string" containing the formatted text to display in the `infoBox`. string txt = str.format( TAB_TXT, formattedLtf, avgIntrabars, chartBarsCovered, chartBars, chartBarsCovered / chartBars * 100, "'" ) // Initialize the `infoBox` cell on the first bar. if barstate.isfirst table.cell( infoBox, 0, 0, txt, text_color = infoBoxTxtColorInput, text_size = infoBoxSizeInput, bgcolor = infoBoxColorInput ) // Update the cell's text on the latest bar. else if barstate.islast table.cell_set_text(infoBox, 0, 0, txt) // Raise a runtime error if no intrabar data is available. if ta.cum(intrabars) == 0 and barstate.islast runtime.error(str.format(ERR_TXT, ltfString, "'")) //#endregion █ EXPORTED FUNCTIONS ltf(userSelection, choice1, choice2, ...) Returns the optimal lower timeframe string based on user selection and current chart timeframe. Dynamically calculates precision to balance granularity with historical coverage within the 200K intrabar limit. ltfStats(intrabarValues) Analyzes an intrabar array returned by request.security_lower_tf() and returns statistics: number of intrabars in current bar, total chart bars covered, and average intrabars per bar. █ CREDITS AND LICENSING Original Concept : PineCoders Team Original Lower TF Library : License : Mozilla Public License 2.0
Pine Script® 라이브러리
andre_007의
1
Dynamic Auto FibonacciDynamic Auto Fibonacci - Logarithmic Fib Retracements & Extensions Overview Dynamic Auto Fibonacci is an advanced Fibonacci analysis tool that automatically identifies swing highs and lows to plot precise retracement and extension levels on your chart. Unlike traditional manual Fibonacci tools, this indicator dynamically updates as price action evolves, with full support for logarithmic scaling - essential for accurate analysis on long-term charts and high-growth assets. The indicator features a clean, modern aesthetic with customizable vibrant colors and text-only labels that won't clutter your chart, making it perfect for both intraday scalping and long-term position trading. Key Features ✅ Automatic Fibonacci Detection - Automatically finds the highest high and lowest low within your selected timeframe ✅ Manual Anchor Point - Click directly on the chart to set a custom low point for your Fibonacci analysis ✅ Logarithmic Scale Support - True logarithmic Fibonacci calculations for accurate levels on log-scale charts ✅ Flexible Display Modes - Show retracements only, extensions only, or both simultaneously ✅ Fully Customizable Levels - Adjust any Fibonacci level value, color, or toggle individual levels on/off ✅ Unified Color Mode - One-click option to change all levels to a single color (perfect for minimalist chart styles) ✅ Clean Modern Design - Text-only labels with vibrant colors and adjustable positioning ✅ 13 Default Levels - Includes 0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 0.886, 1.0, 1.236, 1.414, 1.618, 2.0, and 2.618 How to Use Quick Start (Automatic Mode) Add the indicator to your chart By default, it will automatically find the lowest and highest points over the past 12 months Fibonacci levels will appear with clean colored text labels positioned to the right of current price Setting a Custom Anchor Point (Manual Mode) This is the most powerful feature - drawing from a specific swing low: Click the Settings icon (gear) on the indicator Navigate to Fibonacci Settings group Click inside the "Anchor Start Time" field - this will activate anchor selection mode Click directly on the candle where you want to set your swing low point on the chart The indicator will automatically: Lock that candle as your anchor (swing low) Find the highest high that occurred after your selected anchor point Draw Fibonacci retracement and extension levels between those two points Important: The anchor represents the starting point (0.0 level) of your Fibonacci, and the indicator finds the peak after that point as the 1.0 level. Display Modes Navigate to Display Settings → Display Mode to choose: Retracements & Extensions (default) - Shows all levels from 0.0 to 2.618 Retracements Only - Shows only 0.0 to 1.0 levels (great for identifying pullback entry zones) Extensions Only - Shows 1.0+ levels (useful for profit targets and breakout projections) Customizing Individual Levels Under Retracement Levels and Extension Levels groups, each level has three controls: Toggle checkbox - Show/hide the level Value field - Adjust the exact Fibonacci ratio (e.g., change 0.618 to 0.65 if desired) Color picker - Set unique colors for each level Unified Color Override Perfect for chart screenshots or minimalist aesthetics: Go to Unified Color Override settings group Enable "Use Unified Color for All Levels" Choose your color (defaults to gray) All lines and text immediately change to that color - individual settings are preserved when you toggle back off Line & Label Customization Display Settings group offers: Line Style: Solid, Dashed, or Dotted Line Length: Short (10 bars), Medium (50 bars), or Long (extends right infinitely) Line Width: 1-5 pixels Label Size: Tiny to Huge Label Offset: Adjust how many bars to the right labels appear (default: 12) Show Anchor Line: Display vertical lines at your swing low and swing high points Settings Overview Fibonacci Settings: Retracement Timeframe (default: 12M) Anchor Start Time (click to select candle) Use Log Scale Calculation (highly recommended for crypto and growth stocks) Display Settings: Display Mode (Retracements & Extensions / Retracements Only / Extensions Only) Line Style, Length, Width On-Chart Labels (clean text) or Price Scale Labels (traditional right-side axis) Label Size and Offset Unified Color Override: One-click monochrome mode for all levels Individual Level Controls: 8 customizable retracement levels (0.0 to 1.0) 5 customizable extension levels (1.236 to 2.618) Use Cases 📊 Swing Trading - Identify key support/resistance zones for entries and exits 📊 Scalping - Use short-term anchors to find precise intraday reversal levels 📊 Position Trading - Logarithmic calculations essential for multi-year crypto/stock analysis 📊 Options Trading - Extension levels provide excellent profit target zones 📊 Multi-Timeframe Analysis - Set different anchors to compare short-term vs. long-term Fibonacci structures Tips for Best Results For cryptocurrency and growth stocks: Always enable "Use Log Scale Calculation" and view your chart in log scale For precision: Use the manual anchor feature to draw from confirmed swing lows/highs rather than relying on automatic detection For clean charts: Toggle off levels you don't actively use (e.g., disable 0.786 and 0.886 if you only trade 0.382/0.618) For screenshots: Enable Unified Color Override and set to grayscale for professional-looking chart exports Note on Logarithmic Scale This indicator includes true logarithmic Fibonacci calculations, which are critical when analyzing assets with significant price appreciation. Standard arithmetic Fibonacci tools become increasingly inaccurate on log-scale charts - this indicator solves that problem by calculating levels using logarithmic mathematics when "Use Log Scale Calculation" is enabled. Disclaimer: This indicator is a tool for technical analysis and does not constitute financial advice. Always perform your own analysis and risk management before making trading decisions.
Pine Script® 인디케이터
SovereignCharts의
LibTmFrLibrary "LibTmFr" This is a utility library for handling timeframes and multi-timeframe (MTF) analysis in Pine Script. It provides a collection of functions designed to handle common tasks related to period detection, session alignment, timeframe construction, and time calculations, forming a foundation for MTF indicators. Key Capabilities: 1. **MTF Period Engine:** The library includes functions for managing higher-timeframe (HTF) periods. - **Period Detection (`isNewPeriod`):** Detects the first bar of a given timeframe. It includes custom logic to handle multi-month and multi-year intervals where `timeframe.change()` may not be sufficient. - **Bar Counting (`sinceNewPeriod`):** Counts the number of bars that have passed in the current HTF period or returns the final count for a completed historical period. 2. **Automatic Timeframe Selection:** Offers functions for building a top-down analysis framework: - **Automatic HTF (`autoHTF`):** Suggests a higher timeframe (HTF) for broader context based on the current timeframe. - **Automatic LTF (`autoLTF`):** Suggests an appropriate lower timeframe (LTF) for granular intra-bar analysis. 3. **Timeframe Manipulation and Comparison:** Includes tools for working with timeframe strings: - **Build & Split (`buildTF`, `splitTF`):** Functions to programmatically construct valid Pine Script timeframe strings (e.g., "4H") and parse them back into their numeric and unit components. - **Comparison (`isHigherTF`, `isActiveTF`, `isLowerTF`):** A set of functions to check if a given timeframe is higher, lower, or the same as the script's active timeframe. - **Multiple Validation (`isMultipleTF`):** Checks if a higher timeframe is a practical multiple of the current timeframe. This is based on the assumption that checking if recent, completed HTF periods contained more than one bar is a valid proxy for preventing data gaps. 4. **Timestamp Interpolation:** Contains an `interpTimestamp()` function that calculates an absolute timestamp by interpolating at a given percentage across a specified range of bars (e.g., 50% of the way through the last 20 bars), enabling time calculations at a resolution finer than the chart's native bars. --- **DISCLAIMER** This library is provided "AS IS" and for informational and educational purposes only. It does not constitute financial, investment, or trading advice. The author assumes no liability for any errors, inaccuracies, or omissions in the code. Using this library to build trading indicators or strategies is entirely at your own risk. As a developer using this library, you are solely responsible for the rigorous testing, validation, and performance of any scripts you create based on these functions. The author shall not be held liable for any financial losses incurred directly or indirectly from the use of this library or any scripts derived from it. buildTF(quantity, unit)   Builds a Pine Script timeframe string from a numeric quantity and a unit enum. The resulting string can be used with `request.security()` or `input.timeframe`.   Parameters:      quantity (int) : series int Number to specifie how many `unit` the timeframe spans.      unit (series TFUnit) : series TFUnit The size category for the bars.   Returns: series string A Pine-style timeframe identifier, e.g. "5S" → 5-seconds bars "30" → 30-minute bars "120" → 2-hour bars "1D" → daily bars "3M" → 3-month bars "24M" → 2-year bars splitTF(tf)   Splits a Pine‑timeframe identifier into numeric quantity and unit (TFUnit).   Parameters:      tf (string) : series string Timeframe string, e.g. "5S", "30", "120", "1D", "3M", "24M".   Returns: quantity series int The numeric value of the timeframe (e.g., 15 for "15", 3 for "3M"). unit series TFUnit The unit of the timeframe (e.g., TFUnit.minutes, TFUnit.months). Notes on strings without a suffix: • Pure digits are minutes; if divisible by 60, they are treated as hours. • An "M" suffix is months; if divisible by 12, it is converted to years. autoHTF(tf)   Picks an appropriate **higher timeframe (HTF)** relative to the selected timeframe. It steps up along a coarse ladder to produce sensible jumps for top‑down analysis. Mapping → chosen HTF: ≤ 1 min → 60 (1h) ≈ ×60 ≤ 3 min → 180 (3h) ≈ ×60 ≤ 5 min → 240 (4h) ≈ ×48 ≤ 15 min → D (1 day) ≈ ×26–×32 (regular session 6.5–8 h) > 15 min → W (1 week) ≈ ×64–×80 for 30m; varies with input ≤ 1 h → W (1 week) ≈ ×32–×40 ≤ 4 h → M (1 month) ≈ ×36–×44 (~22 trading days / month) > 4 h → 3M (3 months) ≈ ×36–×66 (e.g., 12h→×36–×44; 8h→×53–×66) ≤ 1 day → 3M (3 months) ≈ ×60–×66 (~20–22 trading days / month) > 1 day → 12M (1 year) ≈ ×(252–264)/quantity ≤ 1 week → 12M (1 year) ≈ ×52 > 1 week → 48M (4 years) ≈ ×(208)/quantity = 1 M → 48M (4 years) ≈ ×48 > 1 M → error ("HTF too big") any → error ("HTF too big") Notes: • Inputs in months or years are restricted: only 1M is allowed; larger months/any years throw. • Returns a Pine timeframe string usable in `request.security()` and `input.timeframe`.   Parameters:      tf (string) : series string Selected timeframe (e.g., "D", "240", or `timeframe.period`).   Returns: series string Suggested higher timeframe. autoLTF(tf)   Selects an appropriate **lower timeframe LTF)** for intra‑bar evaluation based on the selected timeframe. The goal is to keep intra‑bar loops performant while providing enough granularity. Mapping → chosen LTF: ≤ 1 min → 1S ≈ ×60 ≤ 5 min → 5S ≈ ×60 ≤ 15 min → 15S ≈ ×60 ≤ 30 min → 30S ≈ ×60 > 30 min → 60S (1m) ≈ ×31–×59 (for 31–59 minute charts) ≤ 1 h → 1 (1m) ≈ ×60 ≤ 2 h → 2 (2m) ≈ ×60 ≤ 4 h → 5 (5m) ≈ ×48 > 4 h → 15 (15m) ≈ ×24–×48 (e.g., 6h→×24, 8h→×32, 12h→×48) ≤ 1 day → 15 (15m) ≈ ×26–×32 (regular sessions ~6.5–8h) > 1 day → 60 (60m) ≈ ×(26–32) per day × quantity ≤ 1 week → 60 (60m) ≈ ×32–×40 (≈5 sessions of ~6.5–8h) > 1 week → 240 (4h) ≈ ×(8–10) per week × quantity ≤ 1 M → 240 (4h) ≈ ×33–×44 (~20–22 sessions × 6.5–8h / 4h) ≤ 3 M → D (1d) ≈ ×(20–22) per month × quantity > 3 M → W (1w) ≈ ×(4–5) per month × quantity ≤ 1 Y → W (1w) ≈ ×52 > 1 Y → M (1M) ≈ ×12 per year × quantity Notes: • Ratios for D/W/M are given as ranges because they depend on **regular session length** (typically ~6.5–8h, not 24h). • Returned strings can be used with `request.security()` and `input.timeframe`.   Parameters:      tf (string) : series string Selected timeframe (e.g., "D", "240", or timeframe.period).   Returns: series string Suggested lower TF to use for intra‑bar work. isNewPeriod(tf, offset)   Returns `true` when a new session-aligned period begins, or on the Nth bar of that period.   Parameters:      tf (string) : series string Target higher timeframe (e.g., "D", "W", "M").      offset (simple int) : simple int 0 → checks for the first bar of the new period. 1+ → checks for the N-th bar of the period.   Returns: series bool `true` if the condition is met. sinceNewPeriod(tf, offset)   Counts how many bars have passed within a higher timeframe (HTF) period. For daily, weekly, and monthly resolutions, the period is aligned with the trading session.   Parameters:      tf (string) : series string Target parent timeframe (e.g., "60", "D").      offset (simple int) : simple int 0 → Running count for the current period. 1+ → Finalized count for the Nth most recent *completed* period.   Returns: series int Number of bars. isHigherTF(tf, main)   Returns `true` when the selected timeframe represents a higher resolution than the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` > active TF; otherwise `false`. isActiveTF(tf, main)   Returns `true` when the selected timeframe represents the exact resolution of the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` == active TF; otherwise `false`. isLowerTF(tf, main)   Returns `true` when the selected timeframe represents a lower resolution than the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` < active TF; otherwise `false`. isMultipleTF(tf)   Returns `true` if the selected timeframe (`tf`) is a practical multiple of the active skript's timeframe. It verifies this by checking if `tf` is a higher timeframe that has consistently contained more than one bar of the skript's timeframe in recent periods. The period detection is session-aware.   Parameters:      tf (string) : series string The higher timeframe to check.   Returns: series bool `true` if `tf` is a practical multiple; otherwise `false`. interpTimestamp(offStart, offEnd, pct)   Calculates a precise absolute timestamp by interpolating within a bar range based on a percentage. This version works with RELATIVE bar offsets from the current bar.   Parameters:      offStart (int) : series int The relative offset of the starting bar (e.g., 10 for 10 bars ago).      offEnd (int) : series int The relative offset of the ending bar (e.g., 1 for 1 bar ago). Must be <= offStart.      pct (float) : series float The percentage of the bar range to measure (e.g., 50.5 for 50.5%). Values are clamped to the range.   Returns: series int The calculated, interpolated absolute Unix timestamp in milliseconds.
Pine Script® 라이브러리
AustrianTradingMachine의
Camarilla Pivot Plays (Lite) [BruzX]█ OVERVIEW This indicator implements the Camarilla Pivot Points levels and a system for suggesting particular plays. It only 3rd, 4th, and 6th levels, as these are the only ones used by the system. It also optionally shows the Central Pivot Range, which is in fact between S2 and R2. In total, there are 12 possible plays, grouped into two groups of six. The algorithm evaluates in real-time which plays fulfil their precondition and shows the candidate plays. The user must then decide if and when to take the play. █ CREDITS The Camarilla pivot plays are defined in a strategy developed by Thor Young, and the whole system is explained in his book "A Complete Day Trading System". This description is self-sufficient for effective use. █ FEATURES Display the 3rd, 4th and 6th Camarilla pivot levels Works for stocks, futures, indices, forex and crypto Automatically switches between RTH and ETH data based on criteria defined by the system. Option to force RTH/ETH data and force a close price to be used in the calculation. Preconditions for the plays can be toggled on/off Works correctly on both RTH and ETH charts Well-documented options tooltips Well-documented and high-quality open-source code for those who are interested █ HOW TO USE The defaults work well; at a minimum, just add the indicator and watch the plays being called. For US futures, you will probably want to chat the "Timezone for sessions" to New York and the regular session times to 09:30 - 16:00. The following diagram shows its key features. By default, the indicator draws plays 1 days back; this can be changed up to 20 days. The labels can be shifted left/right using the "label offset" option to avoid overlapping with other labels in this indicator or those of another indicator. An information box at the top-right of the chart shows: The data currently in use for the main pivots. This can switch in the pre-market if the H/L range exceeds the previous day's H/L, and if it does, you will see that switch at the time that it happens Whether the current day's pivots are in a higher or lower range compared to the previous day's. The width of the pivots compared to the previous day The current candidate plays fulfilling preconditions. You then need to watch the price action to decide whether to take the play. The resistance pivots are all drawn in the same colour (red by default), as are the support pivots (green by default). You can change the resistance and support colours, but it is not possible to have different colours for different levels of the same kind. █ CONCEPTS The indicator is focused around daily Camarilla pivots and evaluates the preconditions for 12 possible plays: 6 when in a higher range, 6 when in a lower range. The plays are labelled by two letters—the first indicates the range, the second indicates the play—as shown in this diagram: The pivots can be calculated using only RTH (Regular Trading Hours) data, or ETH (Extended Trading Hours) data, which includes the pre-market and post-market. The indicator implements logic to automatically choose the correct data, based on the rules defined by the strategy. This is user-overridable. With the default options, ETH will be used when the H/L range in the previous day's post-market or current day's pre-market exceeds that of the previous day's regular market. In auto mode, the chosen pivots are considered the main pivots for that day and are the ones used for play evaluation. The "other" pivots can also be shown—"other" here meaning using ETH data when the main pivots use RTH data, and vice versa. The plays must fulfil a set of preconditions. There are preconditions for valid region and range, price sweeps into levels, correct pivot width, opening position, price action, and whether neutral range plays and premarket plays are enabled. When all the preconditions are fulfilled, the play will be shown as a candidate. █ NOTE FOR FUTURES Futures don't officially have a pre-market or post-market like equities. Let's take ES on CME as an example. It trades from 18:00 ET Sunday to 17:00 Friday (ET), with a daily pause between 17:00 and 18:00 ET. However, most of the trading activity is done between 09:30 and 16:00, which you can tell from the volume spikes at those times, and this coincides with NYSE/NASDAQ regular hours. So we define a pseudo-pre-market from 18:00 the previous day to 09:30 on the current day, then a pseudo-regular market from 08:30 to 16:00, then a pseudo-post-market from 16:00 to 17:00. The indicator then works exactly the same as with equities—all the options behave the same, just with different session times defined for the pre-, regular, and post-market, with "RTH" meaning just the regular market and "ETH" meaning all three. █ LIMITATIONS The pivots are very close to those shown in DAS Trader Pro. They are not to-the-cent exact, but within a few cents. The reasons are: TradingView provides free real-time data from CBOE One, not full exchange data (you can pay for this though, and it's not expensive), and the close/high/low are taken from the intraday timeframe you are currently viewing, not daily data—which are very close, but often not exactly the same. For example, the high on the daily timeframe may differ slightly from the daily high you'll see on an intraday timeframe. Despite these caveats, occasionally large spikes will be seem in one platform and not the other (even with paid data), or the spikes will reach significantly difference prices. Where these spikes create the daily high or low, this can cause significantly different pivots levels. The more traded the stock is, the less the difference tends to be. Highly traded stocks are usually within a few cents (but even they occasionally have large differences in spikes). There is nothing that can be done about this. The 6th Camarilla level does not have a standard definition and may not match the level shown on other platforms. It does match the definition used by DAS Trader Pro. Replay mode for stocks does not work correctly. This is due to some important Pine Script variables provided by the TradingView platform and used by the script not being assigned correct values in replay mode. Futures do not use these variables, so they should work in replay mode. The indicator is an intraday indicator (despite also being able to show weekly and monthly pivots on an intraday chart). It deactivates on a daily timeframe and higher. Sub-minute timeframes are also not supported. The indicator was developed and tested for US/European stocks, US futures and EURUSD forex and BTCUSD. It should work as intended for stocks and futures in different countries, and for all forex and crypto, but this is tested as much as the security it was developed for. █ DISCLAIMER This indicator is provided for information only and should not be used in isolation without a good understand of the system and without considering other factors. You should not take trades using real money based solely on what this indicator says. Any trades you take are entirely at your own risk.
Pine Script® 인디케이터
BruzX의
20
MACD HTF Hardcoded (A/B Presets) + Regimes [CHE] MACD HTF Hardcoded (A/B Presets) + Regimes — Higher-timeframe MACD emulation with acceptance-based regime filter and on-chart diagnostics Summary This indicator emulates a higher-timeframe MACD directly on the current chart using two hardcoded preset families and a time-bucket mapping, avoiding cross-timeframe requests. It classifies four MACD regimes and applies an acceptance filter that requires several consecutive bars before a state is considered valid. A small dead-band around zero reduces noise near the axis. An on-chart table reports the active preset, the inferred time bucket, the resolved lengths, and the current regime. Pine version: v6 Overlay: false Primary outputs: MACD line, Signal line, Histogram columns, zero line, regime-change alert, info table Motivation: Why this design? Cross-timeframe indicators often rely on external timeframe requests, which can introduce repaint paths and added latency. This design provides a deterministic alternative: it maps the current chart’s timeframe to coarse higher-timeframe buckets and uses fixed EMA lengths that approximate those views. The dead-band suppresses flip-flops around zero, and the acceptance counter reduces whipsaw by requiring sustained agreement across bars before acknowledging a regime. What’s different vs. standard approaches? Baseline: Classical MACD with user-selected lengths on the same timeframe, or higher-timeframe MACD via cross-timeframe requests. Architecture differences: Hardcoded A and B length families with a bucket map derived from the chart timeframe. No `request.security`; all calculations occur on the current series. Regime classification from MACD and Histogram sign, gated by an acceptance count and a small zero dead-band. Diagnostics table for transparency. Practical effect: The MACD behaves like a slower, higher-timeframe variant without external requests. Regimes switch less often due to the dead-band and acceptance logic, which can improve stability in choppy sessions. How it works (technical) The script derives a coarse bucket from the chart timeframe using `timeframe.in_seconds` and maps it to preset-specific EMA lengths. EMAs of the source build MACD and Signal; their difference is the Histogram. Signs of MACD and Histogram define four regimes: strong bull, weak bull, strong bear, and weak bear. A small, user-defined band around zero treats values near the axis as neutral. An acceptance counter checks whether the same regime persisted for a given number of consecutive bars before it is emitted as the filtered regime. A single alert condition fires when the filtered regime changes. The histogram columns change shade based on position relative to zero and whether they are rising or falling. A persistent table object shows preset, bucket tag, resolved lengths, and the filtered regime. No cross-timeframe requests are used, so repaint risk is limited to normal live-bar movement; values stabilize on close. Parameter Guide Source — Input series for MACD — Default: Close — Using a smoother source increases stability but adds lag. Preset — A or B length family — Default: “3,10,16” — Switch to “12,26,9” for the classic family mapped to buckets. Table Position — Anchor for the info table — Default: Top right — Choose a corner that avoids covering price action. Table Size — Table text size — Default: Normal — Use small on dense charts, large for presentations. Dark Mode — Table theme — Default: Enabled — Match your chart background for readability. Show Table — Toggle diagnostics table — Default: Enabled — Disable for a cleaner pane. Zero dead-band (epsilon) — Noise gate around zero — Default: Zero — Increase slightly when you see frequent flips near zero. Acceptance bars (n) — Bars required to confirm a regime — Default: Three — Raise to reduce whipsaw; lower to react faster. Reading & Interpretation Histogram columns: Above zero indicates bullish pressure; below zero indicates bearish pressure. Darker shade implies the histogram increased compared with the prior bar; lighter shade implies it decreased. MACD vs. Signal lines: The spread corresponds to histogram height. Regimes: Strong bull: MACD above zero and Histogram above zero. Weak bull: MACD above zero and Histogram below zero. Strong bear: MACD below zero and Histogram below zero. Weak bear: MACD below zero and Histogram above zero. Table: Inspect active preset, bucket tag, resolved lengths, and the filtered regime number with its description. Practical Workflows & Combinations Trend following: Use strong bull to favor long exposure and strong bear to favor short exposure. Use weak states as pullback or transition context. Combine with structure tools such as swing highs and lows or a baseline moving average for confirmation. Exits and risk: In strong trends, consider exiting partial size on a regime downgrade to a weak state. In choppy sessions, increase the acceptance bars to reduce churn. Multi-asset / Multi-timeframe: Works on time-based charts across liquid futures, indices, currencies, and large-cap equities. Bucket mapping helps retain a consistent feel when moving from lower to higher timeframes. Behavior, Constraints & Performance Repaint/confirmation: No cross-timeframe requests; values can evolve intrabar and settle on close. Alerts follow your TradingView alert timing settings. Resources: `max_bars_back` is set to five thousand. Very large resolved lengths require sufficient history to seed EMAs; expect a warm-up period on first load or after switching symbols. Known limits: Dead-band and acceptance can delay recognition at sharp turns. Extremely thin markets or large gaps may still cause brief regime reversals. Sensible Defaults & Quick Tuning Start with preset “3,10,16”, dead-band near zero, and acceptance of three bars. Too many flips near zero: increase the dead-band slightly or raise the acceptance bars. Too sluggish in clean trends: reduce the acceptance bars by one. Too sensitive on fast lower timeframes: switch to the “12,26,9” preset family or raise the acceptance bars. Want less clutter: hide the table and keep the alert. What this indicator is—and isn’t This is a visualization and regime layer for MACD using higher-timeframe emulation and stability gates. It is not a complete trading system and does not generate position sizing or risk management. Use it with market structure, execution rules, and protective stops. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
Pine Script® 인디케이터
chervolino의
Opening Range Breakout with Multi-Timeframe Liquidity]═══════════════════════════════════════ OPENING RANGE BREAKOUT WITH MULTI-TIMEFRAME LIQUIDITY ═══════════════════════════════════════ A professional Opening Range Breakout (ORB) indicator enhanced with multi-timeframe liquidity detection, trading session visualization, volume analysis, and trend confirmation tools. Designed for intraday trading with comprehensive alert system. ─────────────────────────────────────── WHAT THIS INDICATOR DOES ─────────────────────────────────────── This indicator combines multiple trading concepts: - Opening Range Breakout (ORB) - Customizable time period detection with automatic high/low identification - Multi-Timeframe Liquidity - HTF (Higher Timeframe) and LTF (Lower Timeframe) key level detection - Trading Sessions - Tokyo, London, New York, and Sydney session visualization - Volume Analysis - Volume spike detection and strength measurement - Multi-Timeframe Confirmation - Trend bias from higher timeframes - EMA Integration - Trend filter and dynamic support/resistance - Smart Alerts - Quality-filtered breakout notifications ─────────────────────────────────────── HOW IT WORKS ─────────────────────────────────────── OPENING RANGE BREAKOUT (ORB): Concept: The Opening Range is a period at the start of a trading session where price establishes an initial high and low. Breakouts beyond this range often indicate the direction of the day's trend. Detection Method: - Default: 15-minute opening range (configurable) - Custom Range: Set specific session times with timezone support - Automatically identifies ORH (Opening Range High) and ORL (Opening Range Low) - Tracks ORB mid-point for reference Range Establishment: 1. Session starts (or custom time begins) 2. Tracks highest high and lowest low during the period 3. Range confirmed at end of opening period 4. Levels extend throughout the session Breakout Detection: - Bullish Breakout: Close above ORH - Bearish Breakout: Close below ORL - Mid-point acts as bias indicator Visual Display: - Shaded box during range formation - Horizontal lines for ORH, ORL, and mid-point - Labels showing level values - Color-coded fills based on selected method Fill Color Methods: 1. Session Comparison: - Green: Current OR mid > Previous OR mid - Red: Current OR mid < Previous OR mid - Gray: Equal or first session - Shows day-over-day momentum 2. Breakout Direction (Recommended): - Green: Price currently above ORH (bullish breakout) - Red: Price currently below ORL (bearish breakout) - Gray: Price inside range (no breakout) - Real-time breakout status MULTI-TIMEFRAME LIQUIDITY: Two-Tier System for comprehensive level identification: HTF (Higher Timeframe) Key Liquidity: - Default: 4H timeframe (configurable to Daily, Weekly) - Identifies major institutional levels - Uses pivot detection with adjustable parameters - Suitable for swing highs/lows where large orders rest LTF (Lower Timeframe) Key Liquidity: - Default: 1H timeframe (configurable) - Provides precision entry/exit levels - Finer granularity for intraday trading - Captures minor swing points Calculation Method: - Pivot high/low detection algorithm - Configurable left bars (lookback) and right bars (confirmation) - Timeframe multiplier for accurate multi-timeframe detection - Automatic level extension Mitigation System: - Tracks when levels are swept (broken) - Configurable mitigation type: Wick or Close-based - Option to remove or show mitigated levels - Display limit prevents chart clutter Asset-Specific Optimization: The indicator includes quick reference settings for different assets: - Major Forex (EUR/USD, GBP/USD): Default settings optimal - Crypto (BTC/ETH): Left=12, Right=4, Display=7 - Gold: HTF=1D, Left=20 TRADING SESSIONS: Four Major Sessions with Full Customization: Tokyo Session: - Default: 04:00-13:00 UTC+4 - Asian trading hours - Often sets daily range London Session: - Default: 11:00-20:00 UTC+4 - Highest liquidity period - Major institutional activity New York Session: - Default: 16:00-01:00 UTC+4 - US market hours - High-impact news events Sydney Session: - Default: 01:00-10:00 UTC+4 - Earliest Asian activity - Lower volatility Session Features: - Shaded background boxes - Session name labels - Optional open/close lines - Session high/low tracking with colored lines - Each session has independent color settings - Fully customizable times and timezones VOLUME ANALYSIS: Volume-Based Trade Confirmation: Volume MA: - Configurable period (default: 20) - Establishes average volume baseline - Used for spike detection Volume Spike Detection: - Identifies when volume exceeds MA * multiplier - Default: 1.5x average volume - Confirms breakout strength Volume Strength Measurement: - Calculates current volume as percentage of average - Shows relative volume intensity - Used in alert quality filtering High Volume Bars: - Identifies bars above 50th percentile - Additional confirmation layer - Indicates institutional participation MULTI-TIMEFRAME CONFIRMATION: Trend Bias from Higher Timeframes: HTF 1 (Trend): - Default: 1H timeframe - Uses EMA to determine intermediate trend - Compares current timeframe EMA to HTF EMA HTF 2 (Bias): - Default: 4H timeframe - Uses 50 EMA for longer-term bias - Confirms overall market direction Bias Classifications: - Bullish Bias: HTF close > HTF 50 EMA AND Current EMA > HTF1 EMA - Bearish Bias: HTF close < HTF 50 EMA AND Current EMA < HTF1 EMA - Neutral Bias: Mixed signals between timeframes EMA Stack Analysis: - Compares EMA alignment across timeframes - +1: Bullish stack (lower TF EMA > higher TF EMA) - -1: Bearish stack (lower TF EMA < higher TF EMA) - 0: Neutral/crossed Usage: - Filters false breakouts - Confirms trend direction - Improves trade quality EMA INTEGRATION: Dynamic EMA for Trend Reference: Features: - Configurable period (default: 20) - Customizable color and width - Acts as dynamic support/resistance - Trend filter for ORB trades Application: - Above EMA: Favor long breakouts - Below EMA: Favor short breakouts - EMA cross: Potential trend change - Distance from EMA: Momentum gauge SMART ALERT SYSTEM: Quality-Filtered Breakout Notifications: Alert Types: 1. Standard ORB Breakout 2. High Quality ORB Breakout Quality Criteria: - Volume Confirmation: Volume > 1.2x average - MTF Confirmation: Bias aligned with breakout direction Standard Alert: - Basic breakout detection - Price crosses ORH or ORL - Icon: 🚀 (bullish) or 🔻 (bearish) High Quality Alert: - Both volume AND MTF confirmed - Stronger probability setup - Icon: 🚀⭐ (bullish) or 🔻⭐ (bearish) Alert Information Includes: - Alert quality rating - Breakout level and current price - Volume strength percentage (if enabled) - MTF bias status (if enabled) - Recommended action One Alert Per Bar: - Prevents alert spam - Uses flag system to track sent alerts - Resets on new ORB session ─────────────────────────────────────── HOW TO USE ─────────────────────────────────────── OPENING RANGE SETUP: Basic Configuration: 1. Select time period for opening range (default: 15 minutes) 2. Choose fill color method (Breakout Direction recommended) 3. Enable historical data display if needed Custom Range (Advanced): 1. Enable Custom Range toggle 2. Set specific session time (e.g., 0930-0945) 3. Select appropriate timezone 4. Useful for specific market opens (NYSE, LSE, etc.) LIQUIDITY LEVELS SETUP: Quick Configuration by Asset: - Forex: Use default settings (Left=15, Right=5) - Crypto: Set Left=12, Right=4, Display=7 - Gold: Set HTF=1D, Left=20 HTF Liquidity: - Purpose: Major support/resistance levels - Recommended: 4H for day trading, 1D for swing trading - Use as profit targets or reversal zones LTF Liquidity: - Purpose: Entry/exit refinement - Recommended: 1H for day trading, 4H for swing trading - Use for position management Mitigation Settings: - Wick-based: More sensitive (default) - Close-based: More conservative - Remove or Show mitigated levels based on preference TRADING SESSIONS SETUP: Enable/Disable Sessions: - Master toggle for all sessions - Individual session controls - Show/hide session names Session High/Low Lines: - Enable to see session extremes - Each session has custom colors - Useful for range trading Customization: - Adjust session times for your broker - Set timezone to match your location - Customize colors for visibility VOLUME ANALYSIS SETUP: Enable Volume Analysis: 1. Toggle on Volume Analysis 2. Set MA length (20 recommended) 3. Adjust spike multiplier (1.5 typical) Usage: - Confirm breakouts with volume - Identify climactic moves - Filter false signals MULTI-TIMEFRAME SETUP: HTF Selection: - HTF 1 (Trend): 1H for day trading, 4H for swing - HTF 2 (Bias): 4H for day trading, 1D for swing Interpretation: - Trade only with bias alignment - Neutral bias: Be cautious - Bias changes: Potential reversals EMA SETUP: Configuration: - Period: 20 for responsive, 50 for smoother - Color: Choose contrasting color - Width: 1-2 for visibility Usage: - Filter trades: Long above, Short below - Dynamic support/resistance reference - Trend confirmation ALERT SETUP: TradingView Alert Creation: 1. Enable alerts in indicator settings 2. Enable ORB Breakout Alerts 3. Right-click chart → Add Alert 4. Select this indicator 5. Choose "Any alert() function call" 6. Configure delivery method (mobile, email, webhook) Alert Filtering: - All alerts include quality rating - High Quality alerts = Volume + MTF confirmed - Standard alerts = Basic breakout only ─────────────────────────────────────── TRADING STRATEGIES ─────────────────────────────────────── CLASSIC ORB STRATEGY: Setup: 1. Wait for opening range to complete 2. Price breaks and closes above ORH or below ORL 3. Volume > average (if enabled) 4. MTF bias aligned (if enabled) Entry: - Bullish: Buy on break above ORH - Bearish: Sell on break below ORL - Consider retest entries for better risk/reward Stop Loss: - Bullish: Below ORL or range mid-point - Bearish: Above ORH or range mid-point - Adjust based on volatility Targets: - Initial: Range width extension (ORH + range width) - Secondary: HTF liquidity levels - Final: Session high/low or major support/resistance ORB + LIQUIDITY CONFLUENCE: Enhanced Setup: 1. Opening range established 2. HTF liquidity level near or beyond ORH/ORL 3. Breakout occurs with volume 4. Price targets the liquidity level Entry: - Enter on ORB breakout - Target the HTF liquidity level - Use LTF liquidity for position management Management: - Partial profits at ORB + range width - Move stop to breakeven at LTF liquidity - Final exit at HTF liquidity sweep ORB REJECTION STRATEGY (Counter-Trend): Setup: 1. Price breaks above ORH or below ORL 2. Weak volume (below average) 3. MTF bias opposite to breakout 4. Price closes back inside range Entry: - Failed bullish break: Short below ORH - Failed bearish break: Long above ORL Stop Loss: - Beyond the failed breakout level - Or beyond session extreme Target: - Opposite end of opening range - Range mid-point for partial profit SESSION-BASED ORB TRADING: Tokyo Session: - Typically narrower ranges - Good for range trading - Wait for London open breakout London Session: - Highest volume and volatility - Strong ORB setups - Major liquidity sweeps common New York Session: - Strong trending moves - News-driven volatility - Good for momentum trades Sydney Session: - Quieter conditions - Suitable for range strategies - Sets up Tokyo session EMA-FILTERED ORB: Rules: - Only take bullish breaks if price > EMA - Only take bearish breaks if price < EMA - Ignore counter-trend breaks Benefits: - Reduces false signals - Aligns with larger trend - Improves win rate ─────────────────────────────────────── CONFIGURATION GUIDE ─────────────────────────────────────── OPENING RANGE SETTINGS: Time Period: - 15 min: Standard for most markets - 30 min: Wider range, fewer breakouts - 60 min: For slower markets or swing trades Custom Range: - Use for specific market opens - NYSE: 0930-1000 EST - LSE: 0800-0830 GMT - Set timezone to match exchange Historical Display: - Enable: See all previous session data - Disable: Cleaner chart, current session only LIQUIDITY SETTINGS: Left Bars (5-30): - Lower: More frequent, sensitive levels - Higher: Fewer, more significant levels - Recommended: 15 for most markets Right Bars (1-25): - Confirmation period - Higher: More reliable, less frequent - Recommended: 5 for balance Display Limit (1-20): - Number of active levels shown - Higher: More context, busier chart - Recommended: 7 for clarity Extension Options: - Short: Levels visible near formation - Current: Extended to current bar (recommended) - Max: Extended indefinitely VOLUME SETTINGS: MA Length (5-50): - Shorter: More responsive to spikes - Longer: Smoother baseline - Recommended: 20 for balance Spike Multiplier (1.0-3.0): - Lower: More sensitive spike detection - Higher: Only extreme spikes - Recommended: 1.5 for day trading MULTI-TIMEFRAME SETTINGS: HTF 1 (Trend): - 5m chart: Use 15m or 1H - 15m chart: Use 1H or 4H - 1H chart: Use 4H or 1D HTF 2 (Bias): - One level higher than HTF 1 - Provides longer-term context - Don't use same as HTF 1 EMA SETTINGS: Length: - 20: Responsive, more signals - 50: Smoother, stronger filter - 200: Long-term trend only Style: - Choose contrasting color - Width 1-2 for visibility - Match your trading style ─────────────────────────────────────── BEST PRACTICES ─────────────────────────────────────── Chart Timeframe Selection: - ORB Trading: Use 5m or 15m charts - Session Review: Use 1H or 4H charts - Swing Trading: Use 1H or 4H charts Quality Over Quantity: - Wait for high-quality alerts (volume + MTF) - Avoid trading every breakout - Focus on confluence setups Risk Management: - Position size based on range width - Wider ranges = smaller positions - Use stop losses always - Take partial profits at targets Market Conditions: - Best results in trending markets - Reduce position size in choppy conditions - Consider session overlaps for volatility - Avoid trading near major news if inexperienced Continuous Improvement: - Track win rate by session - Note which confluence factors work best - Adjust settings based on market volatility - Review performance weekly ─────────────────────────────────────── PERFORMANCE OPTIMIZATION ─────────────────────────────────────── This indicator is optimized with: - max_bars_back declarations for efficient processing - Conditional calculations based on enabled features - Proper memory management for drawing objects - Minimal recalculation on each bar Best Practices: - Disable unused features (sessions, MTF, volume) - Limit historical display to reduce rendering - Use appropriate timeframe for your strategy - Clear old drawing objects periodically ─────────────────────────────────────── EDUCATIONAL DISCLAIMER ─────────────────────────────────────── This indicator combines established trading concepts: - Opening Range Breakout theory (price action) - Liquidity level detection (pivot analysis) - Session-based trading (time-of-day patterns) - Volume analysis (confirmation technique) - Multi-timeframe analysis (trend alignment) All calculations use standard technical analysis methods: - Pivot high/low detection algorithms - Moving averages for trend and volume - Session time filtering - Timeframe security functions The indicator identifies potential trading setups but does not predict future price movements. Success requires proper application within a complete trading strategy including risk management, position sizing, and market context. ─────────────────────────────────────── USAGE DISCLAIMER ─────────────────────────────────────── This tool is for educational and analytical purposes. Opening Range Breakout trading involves substantial risk. The alert system and quality filters are designed to identify potential setups but do not guarantee profitability. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results. Trading intraday breakouts requires experience and discipline. ─────────────────────────────────────── CREDITS & ATTRIBUTION ─────────────────────────────────────── ORIGINAL SOURCE: This indicator builds upon concepts from LuxAlgo's-ORB
Pine Script® 인디케이터
Fx-Jithin의
Price Action Brooks ProPrice Action Brooks Pro (PABP) - Professional Trading Indicator ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 OVERVIEW Price Action Brooks Pro (PABP) is a professional-grade TradingView indicator developed based on Al Brooks' Price Action trading methodology. It integrates decades of Al Brooks' trading experience and price action analysis techniques into a comprehensive technical analysis tool, helping traders accurately interpret market structure and identify trading opportunities. • Applicable Markets: Stocks, Futures, Forex, Cryptocurrencies • Timeframes: 1-minute to Daily (5-minute chart recommended) • Theoretical Foundation: Al Brooks Price Action Trading Method ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CORE FEATURES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1️⃣ INTELLIGENT GAP DETECTION SYSTEM Automatically identifies and marks three critical types of gaps in the market. TRADITIONAL GAP • Detects complete price gaps between bars • Upward gap: Current bar's low > Previous bar's high • Downward gap: Current bar's high < Previous bar's low • Hollow border design - doesn't obscure price action • Color coding: Upward gaps (light green), Downward gaps (light pink) • Adjustable border: 1-5 pixel width options TAIL GAP • Detects price gaps between bar wicks/shadows • Analyzes across 3 bars for precision • Identifies hidden market structure BODY GAP • Focuses only on gaps between bar bodies (open/close) • Filters out wick noise • Disabled by default, enable as needed Trading Significance: • Gaps signal strong momentum • Gap fills provide trading opportunities • Consecutive gaps indicate trend continuation ✓ Independent alert system for all gap types ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2️⃣ RTH BAR COUNT (Trading Session Counter) Intelligent counting system designed for US stock intraday trading. FEATURES • RTH Only Display: Regular Trading Hours (09:30-15:00 EST) • 5-Minute Chart Optimized: Displays every 3 bars (15-minute intervals) • Daily Auto-Reset: Counting starts from 1 each trading day SMART COLOR CODING • 🔴 Red (Bars 18 & 48): Critical turning moments (1.5h & 4h) • 🔵 Sky Blue (Multiples of 12): Hourly markers (12, 24, 36...) • 🟢 Light Green (Bar 6): Half-hour marker (30 minutes) • ⚫ Gray (Others): Regular 15-minute interval markers Al Brooks Time Theory: • Bar 18 (90 min): First 90 minutes determine daily trend • Bar 48 (4 hours): Important afternoon turning point • Hourly markers: Track institutional trading rhythm ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 3️⃣ FOUR-LINE EMA SYSTEM Professional-grade configurable moving average system. DEFAULT CONFIGURATION • EMA 20: Short-term trend (Al Brooks' most important MA) • EMA 50: Medium-short term reference • EMA 100: Medium-long term confirmation • EMA 200: Long-term trend and bull/bear dividing line FLEXIBLE CUSTOMIZATION Each EMA can be independently configured: • On/Off toggle • Data source selection (close/high/low/open, etc.) • Custom period length • Offset adjustment • Color and transparency COLOR SCHEME • EMA 20: Dark brown, opaque (most important) • EMA 50/100/200: Blue-purple gradient, 70% transparent TRADING APPLICATIONS • Bullish Alignment: Price > 20 > 50 > 100 > 200 • Bearish Alignment: 200 > 100 > 50 > 20 > Price • EMA Confluence: All within <1% = major move precursor Al Brooks Quote: "The EMA 20 is the most important moving average. Almost all trading decisions should reference it." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4️⃣ PREVIOUS VALUES (Key Prior Price Levels) Automatically marks important price levels that often act as support/resistance. THREE INDEPENDENT CONFIGURATIONS Each group configurable for: • Timeframe (1D/60min/15min, etc.) • Price source (close/high/low/open/CurrentOpen, etc.) • Line style and color • Display duration (Today/TimeFrame/All) SMART OPEN PRICE LABELS ⭐ • Auto-displays "Open" label when CurrentOpen selected • Label color matches line color • Customizable label size TYPICAL SETUP • 1st Line: Previous close (Support/Resistance) • 2nd Line: Previous high (Breakout target) • 3rd Line: Previous low (Support level) Al Brooks Magnet Price Theory: • Previous open: Price frequently tests opening price • Previous high/low: Strongest support/resistance • Breakout confirmation: Breaking prior levels = trend continuation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 5️⃣ INSIDE & OUTSIDE BAR PATTERN RECOGNITION Automatically detects core candlestick patterns from Al Brooks' theory. ii PATTERN (Consecutive Inside Bars) • Current bar contained within previous bar • Two or more consecutive • Labels: ii, iii, iiii (auto-accumulates) • High-probability breakout setup • Stop loss: Outside both bars Trading Significance: "Inside bars are one of the most reliable breakout setups, especially three or more consecutive inside bars." - Al Brooks OO PATTERN (Consecutive Outside Bars) • Current bar engulfs previous bar • Two or more consecutive • Labels: oo, ooo (auto-accumulates) • Indicates indecision or volatility increase ioi PATTERN (Inside-Outside-Inside) • Three-bar combination: Inside → Outside → Inside • Auto-detected and labeled • Tug-of-war pattern • Breakout direction often very strong SMART LABEL SYSTEM • Auto-accumulation counting • Dynamic label updates • Customizable size and color • Positioned above bars ✓ Independent alerts for all patterns ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USE CASES INTRADAY TRADING ✓ Bar Count (timing rhythm) ✓ Traditional Gap (strong signals) ✓ EMA 20 + 50 (quick trend) ✓ ii/ioi Patterns (breakout points) SWING TRADING ✓ Previous Values (key levels) ✓ EMA 20 + 50 + 100 (trend analysis) ✓ Gaps (trend confirmation) ✓ iii Patterns (entry timing) TREND FOLLOWING ✓ All four EMAs (alignment analysis) ✓ Gaps (continuation signals) ✓ Previous Values (targets) BREAKOUT TRADING ✓ iii Pattern (high-reliability setup) ✓ Previous Values (targets) ✓ EMA 20 (trend direction) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎨 DESIGN FEATURES PROFESSIONAL COLOR SCHEME • Gaps: Hollow borders + light colors • Bar Count: Smart multi-color coding • EMAs: Gradient colors + transparency hierarchy • Previous Values: Customizable + smart labels CLEAR VISUAL HIERARCHY • Important elements: Opaque (EMA 20, bar count) • Reference elements: Semi-transparent (other EMAs, gaps) • Hollow design: Doesn't obscure price action USER-FRIENDLY INTERFACE • Clear functional grouping • Inline layout saves space • All colors and sizes customizable ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 AL BROOKS THEORY CORE READING PRICE ACTION "Don't try to predict the market, read what the market is telling you." PABP converts core concepts into visual tools: • Trend Assessment: EMA system • Time Rhythm: Bar Count • Market Structure: Gap analysis • Trade Setups: Inside/Outside Bars • Support/Resistance: Previous Values PROBABILITY THINKING • ii pattern: Medium probability • iii pattern: High probability • iii + EMA 20 support: Very high probability ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Maximum Objects: 500 lines, 500 labels, 500 boxes • Alert Functions: 8 independent alerts • Supported Timeframes: All (5-min recommended for Bar Count) • Compatibility: All TradingView plans, Mobile & Desktop ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 RECOMMENDED INITIAL SETTINGS GAPS • Traditional Gap: ✓ • Tail Gap: ✓ • Border Width: 2 BAR COUNT • Use Bar Count: ✓ • Label Size: Normal EMA • EMA 20: ✓ • EMA 50: ✓ • EMA 100: ✓ • EMA 200: ✓ PREVIOUS VALUES • 1st: close (Previous close) • 2nd: high (Previous high) • 3rd: low (Previous low) INSIDE & OUTSIDE BAR • All patterns: ✓ • Label Size: Large ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🌟 WHY CHOOSE PABP? ✅ Solid Theoretical Foundation Based on Al Brooks' decades of trading experience ✅ Complete Professional Features Systematizes complex price action analysis ✅ Highly Customizable Every feature adjustable to personal style ✅ Excellent Performance Optimized code ensures smooth experience ✅ Continuous Updates Constantly improving based on feedback ✅ Suitable for All Levels Benefits beginners to professionals ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📖 RECOMMENDED LEARNING Al Brooks Books: • "Trading Price Action Trends" • "Trading Price Action Trading Ranges" • "Trading Price Action Reversals" Learning Path: 1. Understand basic candlestick patterns 2. Learn EMA applications 3. Master market structure analysis 4. Develop trading system 5. Continuous practice and optimization ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ RISK DISCLOSURE IMPORTANT NOTICE: • For educational and informational purposes only • Does not constitute investment advice • Past performance doesn't guarantee future results • Trading involves risk and may result in capital loss • Trade according to your risk tolerance • Test thoroughly in demo account first RESPONSIBLE TRADING: • Always use stop losses • Control position sizes reasonably • Don't overtrade • Continuous learning and improvement • Keep trading journal ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 COPYRIGHT Price Action Brooks Pro (PABP) Author: © JimmC98 License: Mozilla Public License 2.0 Pine Script Version: v6 Acknowledgments: Thanks to Dr. Al Brooks for his contributions to price action trading. This indicator is developed based on his theories. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Experience professional-grade price action analysis now! "The best traders read price action, not indicators. But when indicators help you read price action better, use them." - Al Brooks
Pine Script® 인디케이터
JimmC98의
1
NOVA Breakout Signals v2.2 (TF M30)A clean, rules-based breakout signal tool for 30-minute charts. It detects Dow swing breakouts and filters them with RSI, MACD and Volume so you only see the higher-quality entries. The script does not place trades and does not calculate SL/TP – it only prints clear LONG/SHORT labels at the entry price. ⸻ How it works 1. Timeframe enforcement – Signals are generated only on M30. On other timeframes the script shows a notice and stays silent. 2. Breakout engine (Dow swings) – The last confirmed swing high/low (pivots) is tracked. • Breakout Up: bar closes above the last swing high by a small buffer. • Breakout Down: bar closes below the last swing low by a small buffer. 3. Quality filters (all must be true): • RSI (default length 30): • Long: RSI > threshold and rising. • Short: RSI < threshold and falling. • MACD (12/26/9): • Long: histogram > 0 and line > signal. • Short: histogram < 0 and line < signal. • Volume: current volume > SMA(volume, 20) × multiplier. 4. Debounce / anti-spam • Cooldown of 4 hours (8 M30 bars) after any signal. • Minimum price distance from the previous signal to avoid clustered labels. Signals appear once the bar closes (barstate.isconfirmed). No swing lines are drawn to keep the chart clean; only entry labels are shown. ⸻ Inputs (key) • RSI length & thresholds for Long/Short confirmation. • MACD uses 12/26/9 (fixed). • Volume multiplier (relative to SMA 20). • Breakout buffer %, Cooldown hours, Min distance %. • Show labels (on/off). ⸻ Usage tips • Start with gold/major FX/indices on M30; use “Once per bar close” if you attach alerts. • Increase the breakout buffer and volume multiplier in choppy markets. • Tighten RSI thresholds (e.g., 55/45) if you want fewer but stronger signals. ⸻ Notes & limitations • Pivots confirm after a few bars by definition; signals themselves are printed only on confirmed bar close and do not repaint once shown. • This is a signal indicator, not investment advice. Always manage risk.
Pine Script® 인디케이터
kenny_nguyen의
Smart MACD Volume Trader# Smart MACD Volume Trader ## Overview Smart MACD Volume Trader is an enhanced momentum indicator that combines the classic MACD (Moving Average Convergence Divergence) oscillator with an intelligent high-volume filter. This combination significantly reduces false signals by ensuring that trading signals are only generated when price momentum is confirmed by substantial volume activity. The indicator supports over 24 different instruments including major and exotic forex pairs, precious metals (gold and silver), energy commodities (crude oil, natural gas), and industrial metals (copper). For forex and commodity traders, the indicator automatically maps to CME and COMEX futures contracts to provide accurate institutional-grade volume data. ## Originality and Core Concept Traditional MACD indicators generate signals based solely on price momentum, which can result in numerous false signals during low-activity periods or ranging markets. This indicator addresses this critical weakness by introducing a volume confirmation layer with automatic institutional volume integration. **What makes this approach original:** - Signals are triggered only when MACD crossovers coincide with elevated volume activity - Implements a lookback mechanism to detect volume spikes within recent bars - Automatically detects and maps 24+ forex pairs and commodities to their corresponding CME and COMEX futures contracts - Provides real institutional volume data for forex pairs where spot volume is unreliable - Combines two independent market dimensions (price momentum and volume) into a single, actionable signal - Includes intelligent asset detection that works across multiple exchanges and ticker formats **The underlying principle:** Volume validates price movement. When institutional money enters the market, it creates volume signatures. By requiring high volume confirmation and using actual institutional volume data from futures markets, this indicator filters out weak price movements and focuses on trades backed by genuine market participation. The automatic futures mapping ensures that forex and commodity traders always have access to the most accurate volume data available, without manual configuration. ## How It Works ### MACD Component The indicator calculates MACD using standard methodology: 1. **Fast EMA (default: 12 periods)** - Tracks short-term price momentum 2. **Slow EMA (default: 26 periods)** - Tracks longer-term price momentum 3. **MACD Line** - Difference between Fast EMA and Slow EMA 4. **Signal Line (default: 9-period SMA)** - Smoothed average of MACD line **Crossover signals:** - **Bullish:** MACD line crosses above Signal line (momentum turning positive) - **Bearish:** MACD line crosses below Signal line (momentum turning negative) ### Volume Filter Component The volume filter adds an essential confirmation layer: 1. **Volume Moving Average** - Calculates exponential MA of volume (default: 20 periods) 2. **High Volume Threshold** - Multiplies MA by ratio (default: 2.0x or 200%) 3. **Volume Detection** - Identifies bars where current volume exceeds threshold 4. **Lookback Period** - Checks if high volume occurred in recent bars (default: 5 bars) **Signal logic:** - Buy/Sell signals only trigger when BOTH conditions are met: - MACD crossover/crossunder occurs - High volume detected within lookback period ### Automatic CME Futures Integration For forex traders, spot FX volume data can be unreliable or non-existent. This indicator solves this problem by automatically detecting forex pairs and mapping them to corresponding CME futures contracts with real institutional volume data. **Supported Major Forex Pairs (7):** - EURUSD → CME:6E1! (Euro FX Futures) - GBPUSD → CME:6B1! (British Pound Futures) - AUDUSD → CME:6A1! (Australian Dollar Futures) - USDJPY → CME:6J1! (Japanese Yen Futures) - USDCAD → CME:6C1! (Canadian Dollar Futures) - USDCHF → CME:6S1! (Swiss Franc Futures) - NZDUSD → CME:6N1! (New Zealand Dollar Futures) **Supported Exotic Forex Pairs (4):** - USDMXN → CME:6M1! (Mexican Peso Futures) - USDRUB → CME:6R1! (Russian Ruble Futures) - USDBRL → CME:6L1! (Brazilian Real Futures) - USDZAR → CME:6Z1! (South African Rand Futures) **Supported Cross Pairs (6):** - EURJPY → CME:6E1! (Uses Euro Futures) - GBPJPY → CME:6B1! (Uses British Pound Futures) - EURGBP → CME:6E1! (Uses Euro Futures) - AUDJPY → CME:6A1! (Uses Australian Dollar Futures) - EURAUD → CME:6E1! (Uses Euro Futures) - GBPAUD → CME:6B1! (Uses British Pound Futures) **Supported Precious Metals (2):** - Gold (XAUUSD, GOLD) → COMEX:GC1! (Gold Futures) - Silver (XAGUSD, SILVER) → COMEX:SI1! (Silver Futures) **Supported Energy Commodities (3):** - WTI Crude Oil (USOIL, WTIUSD) → NYMEX:CL1! (Crude Oil Futures) - Brent Oil (UKOIL) → NYMEX:BZ1! (Brent Crude Futures) - Natural Gas (NATGAS) → NYMEX:NG1! (Natural Gas Futures) **Supported Industrial Metals (1):** - Copper (COPPER) → COMEX:HG1! (Copper Futures) **How the automatic detection works:** The indicator intelligently identifies the asset type by analyzing: 1. Exchange name (FX, OANDA, TVC, COMEX, NYMEX, etc.) 2. Currency pair pattern (6-letter codes like EURUSD, GBPUSD) 3. Commodity identifiers (XAU for gold, XAG for silver, OIL for crude) When a supported instrument is detected, the indicator automatically switches to the corresponding futures contract for volume analysis. For stocks, cryptocurrencies, and other assets, the indicator uses the native volume data from the current chart. **Visual feedback:** An information table appears in the top-right corner of the MACD pane showing: - Current chart symbol - Exchange name - Currency pair or asset name - Volume source being used (highlighted in orange for futures, yellow for native volume) - Current high volume status This provides complete transparency about which data source the indicator is using for its volume analysis. ## How to Use ### Basic Setup 1. Add the indicator to your chart 2. The indicator displays in a separate pane (MACD) and overlay (signals/volume bars) 3. Default settings work well for most assets, but can be customized ### Signal Interpretation ### Visual Signals **Visual Signals:** - **Green "BUY" label** - Bullish MACD crossover confirmed by high volume - **Red "SELL" label** - Bearish MACD crossunder confirmed by high volume - **Green/Red candles** - Highlight bars with volume exceeding the threshold - **Light green/red background** - Emphasizes signal bars on the chart **Information Table:** A detailed information table appears in the top-right corner of the MACD pane, providing real-time transparency about the indicator's operation: - **Chart:** Current symbol being analyzed - **Exchange:** The exchange or data feed being used - **Pair:** The currency pair or asset name extracted from the ticker - **Volume From:** The actual symbol used for volume analysis - Orange color indicates CME or COMEX futures are being used (automatic institutional volume) - Yellow color indicates native volume from the chart symbol is being used - Hover tooltip shows whether automatic futures mapping is active - **High Volume:** Current status showing YES (green) when volume exceeds threshold, NO (gray) otherwise This table ensures complete transparency and allows you to verify that the correct volume source is being used for your analysis. **Volume Analysis:** - Gray histogram bars = Normal volume - Red histogram bars = High volume (exceeds threshold) - Green line = Volume moving average baseline **MACD Analysis:** - Blue line = MACD line (momentum indicator) - Orange line = Signal line (trend confirmation) - Gray dotted line = Zero line (bullish above, bearish below) ### Parameter Customization **MACD Parameters:** - Adjust Fast/Slow EMA lengths for different sensitivities - Shorter periods = More signals, faster response - Longer periods = Fewer signals, less noise **Volume Parameters:** - **Volume MA Period:** Higher values smooth volume analysis - **High Volume Ratio:** Lower values (1.5x) = More signals; Higher values (3.0x) = Fewer, stronger signals - **Volume Lookback Bars:** Controls how recent the volume spike must be **Direction Filters:** - **Only Buy Signals:** Enables long-only strategy mode - **Only Sell Signals:** Enables short-only strategy mode ### Alert Configuration The indicator includes three alert types: 1. **Buy Signal Alert** - Triggers when bullish signal appears 2. **Sell Signal Alert** - Triggers when bearish signal appears 3. **High Volume Alert** - Triggers when volume exceeds threshold To set up alerts: 1. Click the indicator name → "Add alert on Smart MACD Volume Trader" 2. Select desired alert condition 3. Configure notification method (popup, email, webhook, etc.) ## Trading Strategy Guidelines ### Best Practices **Recommended markets:** - Liquid stocks (large-cap, high daily volume) - Major forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD) - Exotic forex pairs (USDMXN, USDRUB, USDBRL, USDZAR) - Cross pairs (EURJPY, GBPJPY, EURGBP, AUDJPY, EURAUD, GBPAUD) - Precious metals (Gold, Silver with automatic COMEX futures mapping) - Energy commodities (Crude Oil, Natural Gas with automatic NYMEX futures mapping) - Industrial metals (Copper with automatic COMEX futures mapping) - Major cryptocurrency pairs - Index futures and ETFs **Timeframe recommendations:** - **Day trading:** 5-minute to 15-minute charts - **Swing trading:** 1-hour to 4-hour charts - **Position trading:** Daily charts **Risk management:** - Use signals as entry confirmation, not standalone strategy - Combine with support/resistance levels - Consider overall market trend direction - Always use stop-loss orders ### Strategy Examples **Trend Following Strategy:** 1. Identify overall trend using higher timeframe (e.g., daily chart) 2. Trade only in trend direction 3. Use "Only Buy" filter in uptrends, "Only Sell" in downtrends 4. Enter on signal, exit on opposite signal or at resistance/support **Volume Breakout Strategy:** 1. Wait for consolidation period (low volume, tight MACD range) 2. Enter when signal appears with high volume (confirms breakout) 3. Target previous swing highs/lows 4. Stop loss below/above recent consolidation **Forex Scalping Strategy (with automatic CME futures):** 1. The indicator automatically detects forex pairs and uses CME futures volume 2. Trade during active sessions only (use session filter) 3. Focus on quick profits (10-20 pips) 4. Exit at opposite signal or profit target **Commodities Trading Strategy (Gold, Silver, Oil):** 1. The indicator automatically maps to COMEX and NYMEX futures contracts 2. Trade during high-liquidity sessions (overlap of major markets) 3. Use the high volume confirmation to identify institutional entry points 4. Combine with key support and resistance levels for entries 5. Monitor the information table to confirm futures volume is being used (orange color) 6. Exit on opposite MACD signal or at predefined profit targets ## Why This Combination Works ### The Volume Advantage Studies consistently show that price movements accompanied by high volume are more likely to continue, while low-volume movements often reverse. This indicator leverages this principle by requiring volume confirmation. **Key benefits:** 1. **Reduced False Signals:** Eliminates MACD whipsaws during low-volume consolidation 2. **Confirmation Bias:** Two independent indicators (price momentum + volume) agreeing 3. **Institutional Alignment:** High volume often indicates institutional participation 4. **Trend Validation:** Volume confirms that price momentum has "conviction" ### Statistical Edge By combining two uncorrelated signals (MACD crossovers and volume spikes), the indicator creates a higher-probability setup than either signal alone. The lookback mechanism ensures signals aren't missed if volume spike slightly precedes the MACD cross. ## Supported Exchanges and Automatic Detection The indicator includes intelligent asset detection that works across multiple exchanges and ticker formats: **Forex Exchanges (Automatic CME Mapping):** - FX (TradingView forex feed) - OANDA - FXCM - SAXO - FOREXCOM - PEPPERSTONE - EASYMARKETS - FX_IDC **Commodity Exchanges (Automatic COMEX/NYMEX Mapping):** - TVC (TradingView commodity feed) - COMEX (directly) - NYMEX (directly) - ICEUS **Other Asset Classes (Native Volume):** - Stock exchanges (NASDAQ, NYSE, AMEX, etc.) - Cryptocurrency exchanges (BINANCE, COINBASE, KRAKEN, etc.) - Index providers (SP, DJ, etc.) The detection algorithm analyzes three factors: 1. Exchange prefix in the ticker symbol 2. Pattern matching for currency pairs (6-letter codes) 3. Commodity identifiers in the symbol name This ensures accurate automatic detection regardless of which data feed or exchange you use for charting. The information table in the top-right corner always displays which volume source is being used, providing complete transparency. ## Technical Details **Calculations:** - MACD Fast MA: EMA(close, fastLength) - MACD Slow MA: EMA(close, slowLength) - MACD Line: Fast MA - Slow MA - Signal Line: SMA(MACD Line, signalLength) - Volume MA: Exponential MA of volume - High Volume: Current volume >= Volume MA × Ratio **Signal logic:** ``` Buy Signal = (MACD crosses above Signal) AND (High volume in last N bars) Sell Signal = (MACD crosses below Signal) AND (High volume in last N bars) ``` ## Parameters Reference | Parameter | Default | Description | |-----------|---------|-------------| | Volume Symbol | Blank | Manual override for volume source (leave blank for automatic detection) | | Use CME Futures | False | Legacy option (automatic detection is now built-in) | | Alert Session | 1530-2200 | Active session time range for alerts | | Timezone | UTC+1 | Timezone for alert sessions | | Volume MA Period | 20 | Number of periods for volume moving average | | High Volume Ratio | 2.0 | Volume threshold multiplier (2.0 = 200% of average) | | Volume Lookback | 5 | Number of bars to check for high volume confirmation | | MACD Fast Length | 12 | Fast EMA period for MACD calculation | | MACD Slow Length | 26 | Slow EMA period for MACD calculation | | MACD Signal Length | 9 | Signal line SMA period | | Only Buy | False | Filter to show only bullish signals | | Only Sell | False | Filter to show only bearish signals | | Show Signals | True | Display buy and sell labels on chart | ## Optimization Tips **For volatile markets (crypto, small caps):** - Increase High Volume Ratio to 2.5-3.0 - Reduce Volume Lookback to 3-4 bars - Consider faster MACD settings (8, 17, 9) **For stable markets (large-cap stocks, bonds):** - Decrease High Volume Ratio to 1.5-1.8 - Increase Volume MA Period to 30-50 - Use standard MACD settings **For forex (with automatic CME futures):** - The indicator automatically uses CME futures when forex pairs are detected - Set appropriate trading session based on your timezone - Use Volume Lookback of 5-7 bars - Consider session-based alerts only - Monitor the information table to verify correct futures mapping **For commodities (Gold, Silver, Oil, Copper):** - The indicator automatically maps to COMEX and NYMEX futures - Increase High Volume Ratio to 2.0-2.5 for metals - Use slightly higher Volume MA Period (25-30) for smoother analysis - Trade during active market hours for best volume data - The information table will show the futures contract being used (orange highlight) ## Limitations and Considerations **What this indicator does NOT do:** - Does not predict future price direction - Does not guarantee profitable trades - Does not replace proper risk management - Does not work well in extremely low-volume conditions **Market conditions to avoid:** - Pre-market and after-hours sessions (low volume) - Major news events (volatile, unpredictable volume) - Holidays and low-liquidity periods - Extremely low float stocks ## Conclusion Smart MACD Volume Trader represents a significant evolution of the traditional MACD indicator by combining volume confirmation with automatic institutional volume integration. This dual-confirmation approach significantly improves signal quality by filtering out low-conviction price movements and ensuring traders work with accurate volume data. The indicator's automatic detection and mapping system supports over 24 instruments across forex, commodities, and metals markets. By intelligently switching to CME and COMEX futures contracts when appropriate, the indicator provides forex and commodity traders with the same quality of volume data that stock traders naturally have access to. This indicator is particularly valuable for traders who want to: - Align their entries with institutional money flow - Avoid getting trapped in false breakouts - Trade forex pairs with reliable volume data - Access accurate volume information for gold, silver, and energy commodities - Combine momentum and volume analysis in a single, streamlined tool Whether you are day trading stocks, swing trading forex pairs, or positioning in commodities markets, this indicator provides a robust framework for identifying high-probability momentum trades backed by genuine institutional participation. The automatic futures mapping works seamlessly across all supported instruments, requiring no manual configuration or expertise in futures markets. --- ## Support and Updates This indicator is actively maintained and updated based on user feedback and market conditions. For questions about implementation or custom modifications, please use the comments section below. **Disclaimer:** This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before trading.
Pine Script® 인디케이터
Smart-Day-Trader의