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스크립트에서 "spy"에 대해 찾기

S&P Intraday IndicatorS&P Intraday Indicator can be used to trade S&P 500 futures for day trade. Once you add this indicator on your chart, it will overlay on your chart. You can see green up arrow and red down arrows. To start using: Add ES1! (E-MINI S&P500 Futures current) on chart, Make sure chart is 5 min chart, and then add indicator to chart. Note: This indicator only works for S&P 500 index . You can take long position when arrow changes from "red down" to "green up" You can take short position when arrow changes from "green up" to "red down" You can also take new position in-between trend when there is a pull back of 2 or more candlesticks . For Options trading you can buy SPY Calls for long and SPY Puts for short positions. Bets way to use this indicator is using ES1! contract. You can send a private message on TradingView to gain access. or Use the link below to obtain access to this indicator
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simplisnp의
2
S&P Trend IndicatorS&P Trend Indicator can be used to check current S&P 500 trend on chart. Once you add this indicator on your chart, it will overlay on your chart. You can see green up arrow and red down arrows. To start using: Add ES1! (E-MINI S&P500 Futures current) on chart and then add indicator to chart. Note: This indicator only works for S&P 500 index . You can take long position when arrow changes from "red down" to "green up" You can take short position when arrow changes from "green up" to "red down" You can also take new position in-between trend when there is a pull back of 2 or more candlesticks . For Options trading you can buy SPY Calls for long and SPY Puts for short positions. You can send a private message on TradingView to gain access. or Use the link below to obtain access to this indicator
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simplisnp의
Trendflex - Another new Ehlers indicatorSource: Stocks and Commodities V38 Hooray! Another new John Ehlers indicator! John claims this indicator is lag-less and uses the SPY on the Daily as an example. This indicator is a slight modification of Reflex, which I have posted here I think it's better for Stocks and ETFs than Reflex since it factors in long trends. It tends to keep you in winning trades for a long time. I believe this indicator can be used for entries or exits, potentially both. Entry 1. Entering Long positions at the pivot low points (Stocks and ETFs) 2. Entering Long when the Reflex crosses above the zero lines (Stocks, ETFs, Commodities ) Exit 1. Exiting Long positions at a new pivot high point (Stocks and ETFs) 2. Exiting Long when the Reflex crosses below the zero lines (Stocks, ETFs, Commodities ) In this example, I place a Long order on the SPY every time the Reflex crosses above the zero level and exit when it crosses below or pops my stop loss, set at 1.5 * Daily ATR. 2/3 Wins +16.05% Let me know in the comment section if you're able to use this in a strategy.
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DasanC의
10
Reflex - A new Ehlers indicatorSource: Stocks and Commodities V38 Hooray! A new John Ehlers indicator! John claims this indicator is lag-less and uses the SPY on the Daily as an example. He states that drawing a line from peak to peak (or trough to trough) will correspond perfectly with the Asset. I have to say I agree! There is typically one bar of lag or no lag at all! I believe this indicator can be used for either entries or exits, but not both. Entry 1. Entering Long positions at the pivot low points (Stocks and ETFs) 2. Entering Long when the Reflex crosses above the zero lines (Stocks, ETFs, Commodities) Exit 1. Exiting Long positions at a new pivot high point (Stocks and ETFs) 2. Exiting Long when the Reflex crosses below the zero lines (Stocks, ETFs, Commodities) In this example, I place a Long order on the SPY every time the Reflex crosses above the zero level and exit when it crosses below or pops my stop loss, set at 1.5 * Daily ATR. 4/6 Wins +10.76% For me, that's good enough to create a strategy and backtest on several Indices and ETFs, which is what I have a hunch this will work on. I think there is a lot of promise from a single Indicator! Let me know in the comment section if you're able to use this in a strategy.
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DasanC의
8
Hide Extended Hours/non-intraday American BarsOnly works with American bar style. Not works with Candles. -------- This script can hide the extended hours/non-intraday bars and leave the intraday bars only, especially for future users, such as ES/NQ/RTY/YM, etc.,. Now you can find the intraday support/resistance quite easily! Example, as a ES investor, you can easily find the intraday support/resistance level ,which is almost equal to SPY / SPX , no longer need to check SPY / SPX separately again, saving your time a lot. -------- IMPORTANT INSTRUCTION In order to make the script work, you have to bring it to the most top visual layer. Please do as the following steps: Add the script to chart Hover mouse on the script name, and tap the right-most 'more' button (which appears as 3 dots) Select "Visual Order", then select "Bring to front". Done! Also, in order to have a better view effect and make the bars COMPLETELY "Hidden", you can adjust the hidden bar color in the "setting" menu to the exact color of your chart background.
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yeungshawn의
Swing-Trade-Stocks SystemThis is a simple swing trade system inspired by sources on the internet. The rules are as follows: Buy when first green arrow appears after 10ma above 30ma Set stop-loss below most recent support Set take-profit below most recent swing point high or wait until price closes below 30ma (red) Short when first purple arrow appears after 10ma below 30ma Set stop-loss above most recent resistance Set take-profit above most recent swing point low or wait until price closes above 30ma (red) The background color changes based on the direction of SPY. If SPY is going down (10ma < 30ma) the background will be red and only short indicators (purple arrows) will appear. If SPY is going up (10ma > 30ma), the background will be green and only long indicators (green arrows) will appear. Happy trading!
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Manster21의
Market Internals [Makit0] MARKET INTERNALS INDICATOR v0.5beta Market Internals are suitable for day trade equity indices, named SPY or /ES, please do your own research about what they are and how to use them This scripts plots the NYSE market internals charts as an indicator for an easy and full visualization of market internal structure all in one chart, useful for SPY and /ES trading Description of the Market Internals - TICK: NYSE stocks ticking up vs stocks ticking down, extreme values may point to trend continuation on trending days or reversal in non trending days, example of extreme values can be 800 and 1000 - ADD: NYSE stocks going up vs stocks going down, if price auctions around the zero line may be a non trend day, otherwise may be a trend day - VOLD: NYSE volume of stocks up vs volume of stocks going down, identify clearly where the volume is going, as example if volume is flowing down may be a good idea no to place longs - TRIN: NYSE up stocks vs down stocks ratio divided by up volume vs down volume ratio. A value of 1 indicates parity, below that the strength is on the long side, above the strength is in the short side. A basic use of market internals may be looking for divergences, for example: - /ES is trading in a range but ADD and VOLD are trending up nonstop, may /ES will break the range to the upside - /ES is trading in a range and ADD and VOLD are trading around the zero line but got an extreme reading on TICK, may be a non trending day and the TICK extreme reading is at one of the extremes of the /ES range, may be a good probability trade to fade that move - /ES is trading in a trend to the downside, ADD and VOLD too, you catch a good portion of the move but are fearful to flat and miss more gains, you see in the TICK a lot of extreme values below -800 so your're confident in the continuation of the downtrend, until the TICK goes beyond -1000 and you use that signal to go flat Market internals give you context and confirmation, price in /ES may be trending but if market internals do not confirm the move may a reversal is on its way Price is an advertise, you can see the real move in the structure below, in the behavior of the individual components of the market, those are the real questions: - How many stocks are going up/down (ADD) - How many volume is flowing up/down (VOLD) - How many stocks are ticking up/down (TICK) - What is the overall volume breath of the market (TRIN) FEATURES: - Plot one of the four basic market internal indices: TICK, ADD, VOLD and TRIN - Show labels with values beyond an user defined threshold - Show ZERO line - Show user defined Dotted and Dashed lines - Show user defined moving average SETTINGS: - Market internal: ticker to plot in the indicator, four options to choose from (TICK, ADD, VOLD and TRIN) - Labels threshold: all values beyond this will be ploted as labels - Dot lines at: two dotted lines will be plotted at this value above and below the zero line - Dash lines at: two dashed lines will be plotted at this value above and below the zero line - MA type: two options avaiable SMA (Simple Moving Average) or EMA (Exponential Moving Average) - MA length: number of bars to calculate the moving average - Show zero line: show or hide zero line - Show dot line: show or hide dotted lines - Show dash line: show or hide dashed lines - Show labels: show or hide labels GOOD LUCK AND HAPPY TRADING
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makit0의
21
Hide extended hours/non-intraday barsEspecially for future users, such as ES/NQ/RTY/YM, etc., this script can hide the extended hours/non-intraday bars and leave the intraday bars only. With this script , you can find the intraday support/resistance quite easily! Example, if you are a ES investor, you can easily find the intraday support/resistance level ,which is almost equal to SPY, with this script, and no need to check SPY separately again , saving your time a lot. Note: Please couple this script with American Bars. If you use candle charts, the upper/lower pins of the candle can't be hidden with the bars together, which is restricted by the code editor itself...
Pine Script® 인디케이터
yeungshawn의
6
GA - Comparative Relative StrengthGA - Comparative Relative Strength is an Oscillator. It shows the Relative Strength of a Financial Instrument . It defines the Relative Strength in relation to Markets, Sectors, Sub-sectors ETFs . Besides, it includes also Currency Indices and the manual selection of Financial Instruments. Groups of ETFs and Manual Selection You enable the Group of Financial Instruments that collects the ETF in your interest. Besides, you can enable more that one group. This lets you show Relative Strength Curves related to ETFs of the groups selected. For example, it can show the Relative Strength related to Market and Sector ETFs. Besides, you can show the Relative Strength related to Sector and Industry ETFs. The Groups of ETFs are SPDR Categories: SPDR Core ETFs. SPDR Select Sector ETFs. SPDR Industry ETFs. An extra group includes Currency Indices. Oscillator around Zero The Relative Strength of 2 Financial Instruments waves around a borderline. This line is a mean. The GA - Comparative Relative Strength normalizes the curve to the borderline. This makes an Oscillator around Zero. Upper and Lower Bands Upper and Lower Bands can follow the full curve. But you can Enable or Disable the visualization of Partial Bands. They follow the curve only for positive waves or for negative waves. Bands are dynamic levels. Their role is to define where the Relative Strength becomes relevant or normal. When the Relative Strength persists above the Upper Band, Financial Instrument is strong. When the Relative Strength persists below the Lower Band, Financial Instrument is weak. The Upper and Lower Bands are relevant tools in the decision process to enter the market long or short. You need to buy Financial Instrument that is outperforming the related market. In the same way, short/sell financial instruments that are under-performing the marketplace. A Relative Strength that decreases below the Upper Band shows a weakening. A Relative Strength that increases above the Lower Band shows a reinforcement. These indications can precede an eventual change of sentiment of large investors. Currency Indices The difficult part is when you want to define the Relative Strength of a Currency Pair. In this case, you can compare a pair with a group of other related pairs. In the same way, you can try to use a Currency Index or a specific calculation. The use of a Currency Index shows limitations to define the Relative Strength in a proper way. But an expert trader can define it in different ways so as with different tools. Besides, an expert trader knows the pairs included in the currency index. Moreover, he knows the formula and the weights of the currency pairs included in the index. The GA - Comparative Relative Strength gives you a collection of Currency Indices. You can enable it and use the Currency Index you need. Note: I restrict access to the tool. Regards Girolamo Aloe Founder of Profiting Me ------------ Examples Comparative Relative Strength of APD on SPY (Market Composite Average) Comparative Relative Strength of APD on XLB Materials Sector Comparative Relative Strength of ADP on SPY and ADP on XLB
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girolamoaloe의
2
SS EMA / SMA RibbonColor Change if above or below EMAs / Ribbon StokedStocks EMA / SMA Ribbon 9 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100 200 EMAs Color Change if above or below EMAs / Ribbon Lime : Uptrending; Long Bias Green : Dip Buy / ReEntry or downtrend reversal warning Red : Downtrend. Short Bias Maroon : Short Reentry (sell the peak) or uptrend reversal warning 1st strategy Long when Price crosses above all EMAs 2nd strategy if late is buy first or second pullback to 9 or 20 EMA which are the 1st and 2nd ribbon lines (in an uptrend) 3rd strategy is Short once price crosses UNDER all EMAs Use Trailing stop % once long or short Better when shorter time frames line up with Longer time Frames for less risk EXAMPLE Above all EMAs on 5min chart and on Daily Chart
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stokedstocks의
2
Willams %RwEMAspy Was looking for something else when surfed into an old question wanting %R 21 period with EMA 13 period of the %R signal and being a rookie at this, made this code to post for them. Tried to comment the script in such a way that other rookies like me could make better sense of what is being done. Hope this helps someone. I find it useful as one of my indicators for trading. Pinescript for tradingview.com user Tom1trader All time frames. Interpretation: %R (Red) crosses above it's average (Blue) - bull %R crosses below it's average - bear. Background color changes green-up red-down with above crossings. Most but not all of serious price movement takes place from the time the %R (red) goes into oversold (or bought) and exits again. %R centerline crosses can also be useful. I use various indicators and want all of the confirmation that I can get for expectations BUT I never know what the next bar will do and define my risks accordingly.
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Tom1trader의
11
Sectors Relative Strength Normal DistributionI wrote this indicator as an attempt to see the Relative Strengths of different sectors in the same scale, but there is also other ways to do that. This indicator plots the normal distribution for the 10 sectors of the SPY for the last X bars of the selected resolution, based on the selected comparative security. It shows which sectors are outperforming and underperforming the SPY (or any other security) relatively to each other by the given deviation.
Pine Script® 인디케이터
Piet.Hein의
7
Clean Market Structure & Trend Confirmation ( Updated ) CLEAN MARKET STRUCTURE & TREND CONFIRMATION — 24H CONTINUATION EDITION This indicator is designed to help traders identify clear market direction, confirm trend strength, and manage trades with structured take-profit and stop levels. It works by aligning trend, momentum, and structure before showing any BUY or SELL signal. Signals are selective by design to reduce noise and false entries. This version includes an optional continuation mode, allowing additional high-quality signals when trends persist, while still maintaining discipline and structure. HOW TO LOAD AND USE (IMPORTANT) Add the indicator to your chart. Recommended symbols: SPY, QQQ, ES1!, NQ1! (works on stocks and futures). Recommended timeframes: • 5-minute (default and most balanced) • 1-minute (faster, more active, optional) No refresh is required each day. The script resets automatically. RECOMMENDED DEFAULT SETTINGS • 9:25 Bias Filter: ON • Continuation Signals: ON • TP Ladder: ON • Keep Only Most Recent TP Ladder: ON • Execute on Candle Close: optional (ON = safer, OFF = faster) These defaults provide the best balance between discipline and opportunity. HOW THE RIBBON WORKS (CORE TREND FILTER) The ribbon is the foundation of the system. • Teal ribbon = bullish trend • Red ribbon = bearish trend • Gray ribbon = no-trade zone The system avoids signals in gray conditions to reduce chop. Only trade in the direction of the ribbon. BULL AND BEAR DOTS Bull and Bear dots mark confirmed trend flips. • Bull dot = trend has flipped bullish • Bear dot = trend has flipped bearish These are not trades by themselves. They are early awareness signals that help you prepare for potential entries. BUY AND SELL ARROWS (TRADE SIGNALS) BUY and SELL arrows appear only when: • Ribbon direction is aligned • Trend structure confirms • Momentum and volume agree • Market conditions are favorable These arrows represent high-probability trade opportunities, not constant signals. TAKE PROFIT & STOP LEVELS When a BUY or SELL arrow prints: • TP1, TP2, TP3 levels appear automatically • A STOP level is plotted automatically • Levels are based on volatility and adjust to market conditions Only the most recent trade plan is shown to keep the chart clean. CONTINUATION MODE (WHAT’S DIFFERENT) Compared to the original version: • This version can take more than one trade per day • It allows new trades when trends reset and realign • It does NOT chase every candle • It still requires full confirmation before each signal Think of this as adaptive trend participation, not aggressive scalping. 1-MINUTE VS 5-MINUTE USE • 5-minute: fewer signals, higher confidence, best for most users • 1-minute: earlier entries, more activity, requires discipline You do NOT need to switch back and forth constantly. Pick one timeframe and stay consistent. IMPORTANT NOTES FOR NEW USERS • Fewer signals is a feature, not a flaw • Missing a move is better than forcing a bad trade • Always manage risk and position size • This indicator assists decision-making — it does not predict the future DISCLAIMER This indicator is for educational purposes only. It is not financial advice. Trading involves risk, and you are responsible for all trading decisions. Use proper risk management and only trade with capital you can afford to lose.
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webemoon의
Clean Market Structure & Trend Confirmation ( UPDATED ) CLEAN MARKET STRUCTURE & TREND CONFIRMATION — 24H CONTINUATION EDITION This indicator is designed to help traders identify clear market direction, confirm trend strength, and manage trades with structured take-profit and stop levels. It works by aligning trend, momentum, and structure before showing any BUY or SELL signal. Signals are selective by design to reduce noise and false entries. This version includes an optional continuation mode, allowing additional high-quality signals when trends persist, while still maintaining discipline and structure. HOW TO LOAD AND USE (IMPORTANT) Add the indicator to your chart. Recommended symbols: SPY, QQQ, ES1!, NQ1! (works on stocks and futures). Recommended timeframes: • 5-minute (default and most balanced) • 1-minute (faster, more active, optional) No refresh is required each day. The script resets automatically. RECOMMENDED DEFAULT SETTINGS • 9:25 Bias Filter: ON • Continuation Signals: ON • TP Ladder: ON • Keep Only Most Recent TP Ladder: ON • Execute on Candle Close: optional (ON = safer, OFF = faster) These defaults provide the best balance between discipline and opportunity. HOW THE RIBBON WORKS (CORE TREND FILTER) The ribbon is the foundation of the system. • Teal ribbon = bullish trend • Red ribbon = bearish trend • Gray ribbon = no-trade zone The system avoids signals in gray conditions to reduce chop. Only trade in the direction of the ribbon. BULL AND BEAR DOTS Bull and Bear dots mark confirmed trend flips. • Bull dot = trend has flipped bullish • Bear dot = trend has flipped bearish These are not trades by themselves. They are early awareness signals that help you prepare for potential entries. BUY AND SELL ARROWS (TRADE SIGNALS) BUY and SELL arrows appear only when: • Ribbon direction is aligned • Trend structure confirms • Momentum and volume agree • Market conditions are favorable These arrows represent high-probability trade opportunities, not constant signals. TAKE PROFIT & STOP LEVELS When a BUY or SELL arrow prints: • TP1, TP2, TP3 levels appear automatically • A STOP level is plotted automatically • Levels are based on volatility and adjust to market conditions Only the most recent trade plan is shown to keep the chart clean. CONTINUATION MODE (WHAT’S DIFFERENT) Compared to the original version: • This version can take more than one trade per day • It allows new trades when trends reset and realign • It does NOT chase every candle • It still requires full confirmation before each signal Think of this as adaptive trend participation, not aggressive scalping. 1-MINUTE VS 5-MINUTE USE • 5-minute: fewer signals, higher confidence, best for most users • 1-minute: earlier entries, more activity, requires discipline You do NOT need to switch back and forth constantly. Pick one timeframe and stay consistent. IMPORTANT NOTES FOR NEW USERS • Fewer signals is a feature, not a flaw • Missing a move is better than forcing a bad trade • Always manage risk and position size • This indicator assists decision-making — it does not predict the future DISCLAIMER This indicator is for educational purposes only. It is not financial advice. Trading involves risk, and you are responsible for all trading decisions. Use proper risk management and only trade with capital you can afford to lose.
Pine Script® 인디케이터
webemoon의
Clean Market Structure & Trend Confirmation(Continuation 24H)CLEAN MARKET STRUCTURE & TREND CONFIRMATION — 24H CONTINUATION EDITION This indicator is designed to help traders identify clear market direction, confirm trend strength, and manage trades with structured take-profit and stop levels. It works by aligning trend, momentum, and structure before showing any BUY or SELL signal. Signals are selective by design to reduce noise and false entries. This version includes an optional continuation mode, allowing additional high-quality signals when trends persist, while still maintaining discipline and structure. HOW TO LOAD AND USE (IMPORTANT) Add the indicator to your chart. Recommended symbols: SPY, QQQ, ES1!, NQ1! (works on stocks and futures). Recommended timeframes: • 5-minute (default and most balanced) • 1-minute (faster, more active, optional) No refresh is required each day. The script resets automatically. RECOMMENDED DEFAULT SETTINGS • 9:25 Bias Filter: ON • Continuation Signals: ON • TP Ladder: ON • Keep Only Most Recent TP Ladder: ON • Execute on Candle Close: optional (ON = safer, OFF = faster) These defaults provide the best balance between discipline and opportunity. HOW THE RIBBON WORKS (CORE TREND FILTER) The ribbon is the foundation of the system. • Teal ribbon = bullish trend • Red ribbon = bearish trend • Gray ribbon = no-trade zone The system avoids signals in gray conditions to reduce chop. Only trade in the direction of the ribbon. BULL AND BEAR DOTS Bull and Bear dots mark confirmed trend flips. • Bull dot = trend has flipped bullish • Bear dot = trend has flipped bearish These are not trades by themselves. They are early awareness signals that help you prepare for potential entries. BUY AND SELL ARROWS (TRADE SIGNALS) BUY and SELL arrows appear only when: • Ribbon direction is aligned • Trend structure confirms • Momentum and volume agree • Market conditions are favorable These arrows represent high-probability trade opportunities, not constant signals. TAKE PROFIT & STOP LEVELS When a BUY or SELL arrow prints: • TP1, TP2, TP3 levels appear automatically • A STOP level is plotted automatically • Levels are based on volatility and adjust to market conditions Only the most recent trade plan is shown to keep the chart clean. CONTINUATION MODE (WHAT’S DIFFERENT) Compared to the original version: • This version can take more than one trade per day • It allows new trades when trends reset and realign • It does NOT chase every candle • It still requires full confirmation before each signal Think of this as adaptive trend participation, not aggressive scalping. 1-MINUTE VS 5-MINUTE USE • 5-minute: fewer signals, higher confidence, best for most users • 1-minute: earlier entries, more activity, requires discipline You do NOT need to switch back and forth constantly. Pick one timeframe and stay consistent. IMPORTANT NOTES FOR NEW USERS • Fewer signals is a feature, not a flaw • Missing a move is better than forcing a bad trade • Always manage risk and position size • This indicator assists decision-making — it does not predict the future DISCLAIMER This indicator is for educational purposes only. It is not financial advice. Trading involves risk, and you are responsible for all trading decisions. Use proper risk management and only trade with capital you can afford to lose.
Pine Script® 인디케이터
webemoon의
STRUCTUREX OPTIONS CONTEXT - Smart Market Bias Framework█ WHAT THIS INDICATOR DOES STRUCTUREX OPTIONS CONTEXT is a pre-trade decision framework, not a signal generator. It answers five critical questions before a trader opens an options chain or considers execution: - What is the directional bias? (Bull / Bear / Neutral) - Is trading allowed, cautioned, or blocked right now? - Is the market trending or ranging? - Is volatility in expansion or decay risk? - Is the current session suitable for trading? This tool is designed to filter bad trades, protect against chop, and improve discipline. █ WHAT THIS INDICATOR DOES NOT DO - No BUY or SELL signals - No trade entries or exits - No option chain analysis - No strike, expiry, or contract selection - No profit, performance, or financial claims - No alerts in v1.0 This indicator provides context only, not trading advice. █ WHO THIS IS FOR - Options traders (direction & permission before opening chains) - Futures, forex, crypto, and equity traders (bias & regime context) - Discretionary traders who already have an execution strategy - Traders who want fewer trades, better timing, and clearer conditions █ SUPPORTED MARKETS Although designed for options decision-making, this indicator works on any chart: - Indices (SPX, NQ, ES, DAX, FTSE) - Stocks & ETFs (QQQ, SPY, AAPL, TSLA, etc.) - Forex pairs - Crypto assets The logic is applied to the underlying price, which is exactly how professional options traders operate. █ HOW TO USE Best results using this stack order: 1. STRUCTUREX SESSIONS (bottom layer) 2. STRUCTUREX OPTIONS CONTEXT (middle layer) 3. STRUCTUREX CORE (top layer - structure/liquidity) Practical Example: - Bias = BULL - Permission = GO - Regime = TREND - Environment = EXPAND Only then does a trader consider opening the options chain. If Permission = NO, do nothing. █ WORKS STANDALONE OR STACKED This indicator works perfectly on its own for bias and permission context. For complete market analysis, stack with other STRUCTUREX modules: STRUCTUREX SESSIONS — Session timing and kill zone visualization STRUCTUREX CORE — Market structure, order blocks, and liquidity zones Recommended stack order (bottom to top): 1. SESSIONS (timing context) 2. OPTIONS CONTEXT (bias & permission) 3. CORE (structure & zones) Each module is independent — use what fits your workflow. █ HUD BREAKDOWN BIAS - ▲ BULL — Bullish directional bias - ▼ BEAR — Bearish directional bias - ◆ NEUTRAL — No clear direction PERMISSION - ● GO — Conditions acceptable - ◐ WAIT — Reduced quality environment - ○ NO — Trading blocked REGIME - ↗ TREND — Market trending - ↔ RANGE — Market ranging/consolidating ENVIRONMENT - ◉ EXPAND — Volatility expansion (momentum favorable) - ◎ DECAY — Chop or volatility compression (theta risk) SESSION - □ OPEN — Inside allowed kill zone - ■ CLOSED — Outside session window █ RISK MODES - Conservative — Strict thresholds, fewer trades - Balanced — Default, professional discretion - Aggressive — Earlier bias recognition (higher risk) █ VISUAL CONTROLS - HUD Size: Small / Normal / Large - HUD Position: 8 screen positions available - HUD Mode: Minimal / Clean / Detailed - Optional background tint - Optional state-change markers All visuals are non-intrusive and optimized for live trading. █ SETTINGS OVERVIEW Quick Start: - Enable/Disable module - Risk Mode selector - HUD Display mode Decision Engine: - Trend, Momentum, Location components - EMA length and ATR multiplier Session Filter: - London and NY Kill Zone windows - Time zone selection Regime & Volatility: - ATR-based trend detection - Chop detection sensitivity █ IMPORTANT DISCLAIMER This indicator is not financial advice. It does not provide trade signals, entry points, exit points, or profit guarantees. All trading decisions remain the sole responsibility of the user. Use at your own risk. █ VERSION v1.0.0 — Initial Release - Directional bias engine - Trade permission framework - Regime & volatility context - Session gating - Professional HUD interface
Pine Script® 인디케이터
Interakktive의
1
"Clean Market Structure & Trend Confirmation" Clean Market Structure & Trend Confirmation is a high-probability Market Structure and Trend Confirmation indicator trading system designed specifically for SPY and QQQ. It combines trend structure, multi-timeframe confirmation, momentum gating, and market-state filtering to deliver clean, disciplined BUY and SELL signals — without noise, chop, or over-trading. This script is built for traders who want clarity first, execution second.
Pine Script® 인디케이터
webemoon의
3
Market Regime# MARKET REGIME IDENTIFICATION & TRADING SYSTEM ## Complete User Guide --- ## 📋 TABLE OF CONTENTS 1. (#overview) 2. (#regimes) 3. (#indicator-usage) 4. (#entry-signals) 5. (#exit-signals) 6. (#regime-strategies) 7. (#confluence) 8. (#backtesting) 9. (#optimization) 10. (#examples) --- ## OVERVIEW ### What This System Does This is a **complete market regime identification and trading system** that: 1. **Identifies 6 distinct market regimes** automatically 2. **Adapts trading tactics** to each regime 3. **Provides high-probability entry signals** with confluence scoring 4. **Shows optimal exit points** for each trade 5. **Can be backtested** to validate performance ### Two Components Provided 1. **Indicator** (`market_regime_indicator.pine`) - Visual regime identification - Entry/exit signals on chart - Dynamic support/resistance - Info tables with live data - Use for manual trading 2. **Strategy** (`market_regime_strategy.pine`) - Fully automated backtestable version - Same logic as indicator - Position sizing and risk management - Performance metrics - Use for backtesting and automation --- ## THE 6 MARKET REGIMES ### 1. 🟢 BULL TRENDING **Characteristics:** - Strong uptrend - Price above SMA50 and SMA200 - ADX > 25 (strong trend) - Higher highs and higher lows - DI+ > DI- (bullish momentum) **What It Means:** - Market has clear upward direction - Buyers in control - Pullbacks are buying opportunities - Strongest regime for long positions **How to Trade:** - ✅ **BUY dips to EMA20 or SMA20** - ✅ Enter when RSI < 60 on pullback - ✅ Hold through minor corrections - ❌ Don't short against the trend - ❌ Don't sell too early **Expected Behavior:** - Pullbacks are shallow (5-10%) - Bounces are strong - Support at moving averages holds - Volume increases on rallies --- ### 2. 🔴 BEAR TRENDING **Characteristics:** - Strong downtrend - Price below SMA50 and SMA200 - ADX > 25 (strong trend) - Lower highs and lower lows - DI- > DI+ (bearish momentum) **What It Means:** - Market has clear downward direction - Sellers in control - Rallies are selling opportunities - Strongest regime for short positions **How to Trade:** - ✅ **SELL rallies to EMA20 or SMA20** - ✅ Enter when RSI > 40 on bounce - ✅ Hold through minor bounces - ❌ Don't buy against the trend - ❌ Don't cover shorts too early **Expected Behavior:** - Rallies are weak (5-10%) - Selloffs are strong - Resistance at moving averages holds - Volume increases on declines --- ### 3. 🔵 BULL RANGING **Characteristics:** - Bullish bias but consolidating - Price near or above SMA50 - ADX < 20 (weak trend) - Trading in range - Choppy price action **What It Means:** - Uptrend is pausing - Accumulation phase - Support and resistance zones clear - Lower volatility **How to Trade:** - ✅ **BUY at support zone** - ✅ Enter when RSI < 40 - ✅ Take profits at resistance - ⚠️ Smaller position sizes - ⚠️ Tighter stops **Expected Behavior:** - Range-bound oscillations - Support bounces repeatedly - Resistance rejections common - Eventually breaks higher (usually) --- ### 4. 🟠 BEAR RANGING **Characteristics:** - Bearish bias but consolidating - Price near or below SMA50 - ADX < 20 (weak trend) - Trading in range - Choppy price action **What It Means:** - Downtrend is pausing - Distribution phase - Support and resistance zones clear - Lower volatility **How to Trade:** - ✅ **SELL at resistance zone** - ✅ Enter when RSI > 60 - ✅ Take profits at support - ⚠️ Smaller position sizes - ⚠️ Tighter stops **Expected Behavior:** - Range-bound oscillations - Resistance holds repeatedly - Support bounces are weak - Eventually breaks lower (usually) --- ### 5. ⚪ CONSOLIDATION **Characteristics:** - No clear direction - Range compression - Very low ADX (< 15 often) - Price inside tight range - Neutral sentiment **What It Means:** - Market is coiling - Building energy for next move - Indecision between buyers/sellers - Calm before the storm **How to Trade:** - ✅ **WAIT for breakout direction** - ✅ Enter on high-volume breakout - ✅ Direction becomes clear - ❌ Don't trade inside the range - ❌ Avoid choppy scalping **Expected Behavior:** - Narrow range - Low volume - False breakouts possible - Explosive move when it breaks --- ### 6. 🟣 CHAOS (High Volatility) **Characteristics:** - Extreme volatility - No clear direction - Erratic price swings - ATR > 2x average - Unpredictable **What It Means:** - Market panic or euphoria - News-driven moves - Emotion dominates logic - Highest risk environment **How to Trade:** - ❌ **STAY OUT!** - ❌ No positions - ❌ Wait for stability - ✅ Protect existing positions - ✅ Reduce risk **Expected Behavior:** - Large intraday swings - Gaps up/down - Stop hunts - Whipsaws - Eventually calms down --- ## INDICATOR USAGE ### Visual Elements #### 1. Background Colors - **Light Green** = Bull Trending (go long) - **Light Red** = Bear Trending (go short) - **Light Teal** = Bull Ranging (buy dips) - **Light Orange** = Bear Ranging (sell rallies) - **Light Gray** = Consolidation (wait) - **Purple** = Chaos (stay out!) #### 2. Regime Labels - Appear when regime changes - Show new regime name - Positioned at highs (bullish) or lows (bearish) #### 3. Entry Signals - **Green "LONG"** labels = Buy here - **Red "SHORT"** labels = Sell here - Number shows confluence score (X/5 signals) - Hover for details (stop, target, RSI, etc.) #### 4. Exit Signals - **Orange "EXIT LONG"** = Close long position - **Orange "EXIT SHORT"** = Close short position - Shows exit reason in tooltip #### 5. Support/Resistance Lines - **Green line** = Dynamic support (buy zone) - **Red line** = Dynamic resistance (sell zone) - Adapts to regime automatically #### 6. Moving Averages - **Blue** = SMA 20 (short-term trend) - **Orange** = SMA 50 (medium-term trend) - **Purple** = SMA 200 (long-term trend) ### Information Tables #### Top Right Table (Main Info) Shows real-time market conditions: - **Current Regime** - What regime we're in - **Bias** - Long, Short, Breakout, or Stay Out - **ADX** - Trend strength (>25 = strong) - **Trend** - Strong, Moderate, or Weak - **Volatility** - High or Normal - **Vol Ratio** - Current vs average volatility - **RSI** - Momentum (>70 overbought, <30 oversold) - **vs SMA50/200** - Price position relative to MAs - **Support/Resistance** - Exact price levels - **Long/Short Signals** - Confluence scores (X/5) #### Bottom Right Table (Regime Guide) Quick reference for each regime: - What action to take - What strategy to use - Color-coded for quick identification --- ## ENTRY SIGNALS EXPLAINED ### Confluence Scoring System (5 Factors) Each entry signal is scored 0-5 based on how many factors align: #### For LONG Entries: 1. ✅ **Regime Alignment** - In Bull Trending or Bull Ranging 2. ✅ **RSI Pullback** - RSI between 35-50 (not overbought) 3. ✅ **Near Support** - Price within 2% of dynamic support 4. ✅ **MACD Turning Up** - Momentum shifting bullish 5. ✅ **Volume Confirmation** - Above average volume #### For SHORT Entries: 1. ✅ **Regime Alignment** - In Bear Trending or Bear Ranging 2. ✅ **RSI Rejection** - RSI between 50-65 (not oversold) 3. ✅ **Near Resistance** - Price within 2% of dynamic resistance 4. ✅ **MACD Turning Down** - Momentum shifting bearish 5. ✅ **Volume Confirmation** - Above average volume ### Confluence Requirements **Minimum Confluence** (default = 2): - 2/5 = Entry signal triggered - 3/5 = Good signal - 4/5 = Strong signal - 5/5 = Excellent signal (rare) **Higher confluence = Higher probability = Better trades** ### Specific Entry Patterns #### 1. Bull Trending Entry ``` Requirements: - Regime = Bull Trending - Price pulls back to EMA20 - Close above EMA20 (bounce) - Up candle (close > open) - RSI < 60 - Confluence ≥ 2 ``` #### 2. Bear Trending Entry ``` Requirements: - Regime = Bear Trending - Price rallies to EMA20 - Close below EMA20 (rejection) - Down candle (close < open) - RSI > 40 - Confluence ≥ 2 ``` #### 3. Bull Ranging Entry ``` Requirements: - Regime = Bull Ranging - RSI < 40 (oversold) - Price at or below support - Up candle (reversal) - Confluence ≥ 1 (more lenient) ``` #### 4. Bear Ranging Entry ``` Requirements: - Regime = Bear Ranging - RSI > 60 (overbought) - Price at or above resistance - Down candle (rejection) - Confluence ≥ 1 (more lenient) ``` #### 5. Consolidation Breakout ``` Requirements: - Regime = Consolidation - Price breaks above/below range - Volume > 1.5x average (explosive) - Strong directional candle ``` --- ## EXIT SIGNALS EXPLAINED ### Three Types of Exits #### 1. Regime Change Exits (Automatic) - **Long Exit**: Regime changes to Bear Trending or Chaos - **Short Exit**: Regime changes to Bull Trending or Chaos - **Reason**: Market character changed, strategy no longer valid #### 2. Support/Resistance Break Exits - **Long Exit**: Price breaks below support by 2% - **Short Exit**: Price breaks above resistance by 2% - **Reason**: Key level violated, trend may be reversing #### 3. Momentum Exits - **Long Exit**: RSI > 70 (overbought) AND down candle - **Short Exit**: RSI < 30 (oversold) AND up candle - **Reason**: Overextension, take profits ### Stop Loss & Take Profit **Stop Loss** (Automatic in strategy): - Placed at Entry - (ATR × 2) - Adapts to volatility - Protected from whipsaws - Typically 2-4% for stocks, 5-10% for crypto **Take Profit** (Automatic in strategy): - Placed at Entry + (Stop Distance × R:R Ratio) - Default 2.5:1 reward:risk - Example: $2 risk = $5 reward target - Allows winners to run --- ## TRADING EACH REGIME ### BULL TRENDING - Most Profitable Long Environment **Strategy: Buy Every Dip** **Entry Rules:** 1. Wait for pullback to EMA20 or SMA20 2. Look for RSI < 60 3. Enter when candle closes above MA 4. Confluence should be 2+ **Stop Loss:** - Below the recent swing low - Or 2 × ATR below entry **Take Profit:** - At previous high - Or 2.5:1 R:R minimum **Position Size:** - Can use full size (2% risk) - High win rate regime **Example Trade:** ``` Price: $100, pulls back to $98 (EMA20) Entry: $98.50 (close above EMA) Stop: $96.50 (2 ATR) Target: $103.50 (2.5:1) Risk: $2, Reward: $5 ``` --- ### BEAR TRENDING - Most Profitable Short Environment **Strategy: Sell Every Rally** **Entry Rules:** 1. Wait for bounce to EMA20 or SMA20 2. Look for RSI > 40 3. Enter when candle closes below MA 4. Confluence should be 2+ **Stop Loss:** - Above the recent swing high - Or 2 × ATR above entry **Take Profit:** - At previous low - Or 2.5:1 R:R minimum **Position Size:** - Can use full size (2% risk) - High win rate regime **Example Trade:** ``` Price: $100, rallies to $102 (EMA20) Entry: $101.50 (close below EMA) Stop: $103.50 (2 ATR) Target: $96.50 (2.5:1) Risk: $2, Reward: $5 ``` --- ### BULL RANGING - Buy Low, Sell High **Strategy: Range Trading (Long Bias)** **Entry Rules:** 1. Wait for price at support zone 2. Look for RSI < 40 3. Enter on reversal candle 4. Confluence should be 1-2+ **Stop Loss:** - Below support zone - Tighter than trending (1.5 ATR) **Take Profit:** - At resistance zone - Don't hold through resistance **Position Size:** - Reduce to 1-1.5% risk - Lower win rate than trending **Example Trade:** ``` Range: $95-$105 Entry: $96 (at support, RSI 35) Stop: $94 (below support) Target: $104 (at resistance) Risk: $2, Reward: $8 (4:1) ``` --- ### BEAR RANGING - Sell High, Buy Low **Strategy: Range Trading (Short Bias)** **Entry Rules:** 1. Wait for price at resistance zone 2. Look for RSI > 60 3. Enter on rejection candle 4. Confluence should be 1-2+ **Stop Loss:** - Above resistance zone - Tighter than trending (1.5 ATR) **Take Profit:** - At support zone - Don't hold through support **Position Size:** - Reduce to 1-1.5% risk - Lower win rate than trending **Example Trade:** ``` Range: $95-$105 Entry: $104 (at resistance, RSI 65) Stop: $106 (above resistance) Target: $96 (at support) Risk: $2, Reward: $8 (4:1) ``` --- ### CONSOLIDATION - Wait for Breakout **Strategy: Breakout Trading** **Entry Rules:** 1. Identify consolidation range 2. Wait for VOLUME SURGE (1.5x+ avg) 3. Enter on close outside range 4. Direction must be clear **Stop Loss:** - Opposite side of range - Or 2 ATR **Take Profit:** - Measure range height, project it - Example: $10 range = $10 move expected **Position Size:** - Reduce to 1% risk - 50% false breakout rate **Example Trade:** ``` Consolidation: $98-$102 (4-point range) Breakout: $102.50 (high volume) Entry: $103 Stop: $100 (back in range) Target: $107 (4-point range projected) Risk: $3, Reward: $4 ``` --- ### CHAOS - STAY OUT! **Strategy: Preservation** **What to Do:** - ❌ NO new positions - ✅ Close existing positions if near entry - ✅ Tighten stops on profitable trades - ✅ Reduce position sizes dramatically - ✅ Wait for regime to stabilize **Why It's Dangerous:** - Stop hunts are common - Whipsaws everywhere - News-driven volatility - No technical reliability - Even "perfect" setups fail **When Does It End:** - Volatility ratio drops < 1.5 - ADX starts rising (direction appears) - Price respects support/resistance again - Usually 1-5 days --- ## CONFLUENCE SYSTEM ### How It Works The system scores each potential entry on 5 factors. More factors aligning = higher probability. ### Confluence Requirements by Regime **Trending Regimes** (strictest): - Minimum 2/5 required - 3/5 = Good - 4-5/5 = Excellent **Ranging Regimes** (moderate): - Minimum 1-2/5 required - 2/5 = Good - 3+/5 = Excellent **Consolidation** (breakout only): - Volume is most critical - Direction confirmation - Less confluence needed ### Adjusting Minimum Confluence **If too few signals:** - Lower from 2 to 1 - More trades, lower quality **If too many false signals:** - Raise from 2 to 3 - Fewer trades, higher quality **Recommendation:** - Start at 2 - Adjust based on win rate - Aim for 55-65% win rate --- ## STRATEGY BACKTESTING ### Loading the Strategy 1. Copy `market_regime_strategy.pine` 2. Open Pine Editor in TradingView 3. Paste and "Add to Chart" 4. Strategy Tester tab opens at bottom ### Initial Settings ``` Risk Per Trade: 2% ATR Stop Multiplier: 2.0 Reward:Risk Ratio: 2.5 Trade Longs: ✓ Trade Shorts: ✓ Trade Trending Only: ✗ (test both) Avoid Chaos: ✓ Minimum Confluence: 2 ``` ### What to Look For **Good Results:** - Win Rate: 50-60% - Profit Factor: 1.8-2.5 - Net Profit: Positive - Max Drawdown: <20% - Consistent equity curve **Warning Signs:** - Win Rate: <45% (too many losses) - Profit Factor: <1.5 (barely profitable) - Max Drawdown: >30% (too risky) - Erratic equity curve (unstable) ### Testing Different Regimes **Test 1: Trending Only** ``` Trade Trending Only: ✓ Result: Higher win rate, fewer trades ``` **Test 2: All Regimes** ``` Trade Trending Only: ✗ Result: More trades, potentially lower win rate ``` **Test 3: Long Only** ``` Trade Longs: ✓ Trade Shorts: ✗ Result: Works in bull markets ``` **Test 4: Short Only** ``` Trade Longs: ✗ Trade Shorts: ✓ Result: Works in bear markets ``` --- ## SETTINGS OPTIMIZATION ### Key Parameters to Adjust #### 1. Risk Per Trade (Most Important) - **0.5%** = Very conservative - **1.0%** = Conservative (recommended for beginners) - **2.0%** = Moderate (recommended) - **3.0%** = Aggressive - **5.0%** = Very aggressive (not recommended) **Impact:** Higher risk = higher returns BUT bigger drawdowns #### 2. Reward:Risk Ratio - **2:1** = More wins needed, hit target faster - **2.5:1** = Balanced (recommended) - **3:1** = Fewer wins needed, hold longer - **4:1** = Very patient, best in trending **Impact:** Higher R:R = can have lower win rate #### 3. Minimum Confluence - **1** = More signals, lower quality - **2** = Balanced (recommended) - **3** = Fewer signals, higher quality - **4** = Very selective - **5** = Almost never triggers **Impact:** Higher = fewer but better trades #### 4. ADX Thresholds - **Trending: 20-30** (default 25) - Lower = detect trends earlier - Higher = only strong trends - **Ranging: 15-25** (default 20) - Lower = identify ranging earlier - Higher = only weak trends #### 5. Trend Period (SMA) - **20-50** = Short-term trends - **50** = Medium-term (default, recommended) - **100-200** = Long-term trends **Impact:** Longer period = slower regime changes, more stable ### Optimization Workflow **Step 1: Baseline** - Use all default settings - Test on 3+ years - Record: Win Rate, PF, Drawdown **Step 2: Risk Optimization** - Test 1%, 1.5%, 2%, 2.5% - Find best risk-adjusted return - Balance profit vs drawdown **Step 3: R:R Optimization** - Test 2:1, 2.5:1, 3:1 - Check which maximizes profit factor - Consider holding time **Step 4: Confluence Optimization** - Test 1, 2, 3 - Find sweet spot for win rate - Aim for 55-65% win rate **Step 5: Regime Filter** - Test with/without trend filter - Test with/without chaos filter - Find what works for your asset --- ## REAL TRADING EXAMPLES ### Example 1: Bull Trending - SPY **Setup:** - Regime: BULL TRENDING - Price pulls back from $450 to $445 - EMA20 at $444 - RSI drops to 45 - Confluence: 4/5 **Entry:** - Price closes at $445.50 (above EMA20) - LONG signal appears - Enter at $445.50 **Risk Management:** - Stop: $443 (2 ATR = $2.50) - Target: $451.75 (2.5:1 = $6.25) - Risk: $2.50 per share - Position: 80 shares (2% of $10k = $200 risk) **Outcome:** - Price rallies to $452 in 3 days - Target hit - Profit: $6.50 × 80 = $520 - Return: 2.6 × risk (excellent) --- ### Example 2: Bear Ranging - AAPL **Setup:** - Regime: BEAR RANGING - Range: $165-$175 - Price rallies to $174 - Resistance at $175 - RSI at 68 - Confluence: 3/5 **Entry:** - Rejection candle at $174 - SHORT signal appears - Enter at $173.50 **Risk Management:** - Stop: $176 (above resistance) - Target: $166 (support) - Risk: $2.50 - Position: 80 shares **Outcome:** - Price drops to $167 in 2 days - Target hit - Profit: $6.50 × 80 = $520 - Return: 2.6 × risk --- ### Example 3: Consolidation Breakout - BTC **Setup:** - Regime: CONSOLIDATION - Range: $28,000 - $30,000 - Compressed for 2 weeks - Volume declining **Breakout:** - Price breaks $30,000 - Volume surges 200% - Close at $30,500 - LONG signal **Entry:** - Enter at $30,500 **Risk Management:** - Stop: $29,500 (back in range) - Target: $32,000 (range height = $2k) - Risk: $1,000 - Position: 0.2 BTC ($200 risk on $10k) **Outcome:** - Price runs to $33,000 - Target exceeded - Profit: $2,500 × 0.2 = $500 - Return: 2.5 × risk --- ### Example 4: Avoiding Chaos - Tesla **Setup:** - Regime: BULL TRENDING - LONG position from $240 - Elon tweets something crazy - Regime changes to CHAOS **Action:** - EXIT signal appears - Close position immediately - Current price: $242 (small profit) **Outcome:** - Next 3 days: wild swings - High $255, Low $230 - By staying out, avoided: - Potential stop out - Whipsaw losses - Stress **Result:** - Small profit preserved - Capital protected - Re-enter when regime stabilizes --- ## ALERTS SETUP ### Available Alerts 1. **Bull Trending Regime** - Market goes bullish 2. **Bear Trending Regime** - Market goes bearish 3. **Chaos Regime** - High volatility, stay out 4. **Long Entry Signal** - Buy opportunity 5. **Short Entry Signal** - Sell opportunity 6. **Long Exit Signal** - Close long 7. **Short Exit Signal** - Close short ### How to Set Up 1. Click **⏰ (Alert)** icon in TradingView 2. Select **Condition**: Choose indicator + alert type 3. **Options**: Popup, Email, Webhook, etc. 4. **Message**: Customize notification 5. Click **Create** ### Recommended Alert Strategy **For Active Traders:** - Long Entry Signal - Short Entry Signal - Long Exit Signal - Short Exit Signal **For Position Traders:** - Bull Trending Regime (enter longs) - Bear Trending Regime (enter shorts) - Chaos Regime (exit all) **For Conservative:** - Only regime change alerts - Manually review entries - More selective --- ## TIPS FOR SUCCESS ### 1. Start Small - Paper trade first - Then 0.5% risk - Build to 1-2% over time ### 2. Follow the Regime - Don't fight it - Adapt your style - Different tactics for each ### 3. Trust the Confluence - 4-5/5 = Best trades - 2-3/5 = Good trades - 1/5 = Skip unless desperate ### 4. Respect Exits - Don't hope and hold - Cut losses quickly - Take profits at targets ### 5. Avoid Chaos - Seriously, just stay out - Protect your capital - Wait for clarity ### 6. Keep a Journal - Record every trade - Note regime and confluence - Review weekly - Learn patterns ### 7. Backtest Thoroughly - 3+ years minimum - Multiple market conditions - Different assets - Walk-forward test ### 8. Be Patient - Best setups are rare - 1-3 trades per week is normal - Quality over quantity - Compound over time --- ## COMMON QUESTIONS **Q: How many trades per month should I expect?** A: Depends on timeframe and settings. Daily chart: 5-15 trades/month. 4H chart: 15-30 trades/month. **Q: What's a good win rate?** A: 55-65% is excellent. 50-55% is good. Below 50% needs adjustment. **Q: Should I trade all regimes?** A: Beginners: Only trending. Intermediate: Trending + ranging. Advanced: All except chaos. **Q: Can I use this on any timeframe?** A: Best on Daily and 4H. Works on 1H with more noise. Not recommended <1H. **Q: What if I'm in a trade and regime changes?** A: Exit immediately (if using indicator) or let strategy handle it automatically. **Q: How do I know if I'm over-optimizing?** A: If results are perfect on one period but fail on another. Use walk-forward testing. **Q: Should I always take 5/5 confluence trades?** A: Yes, but they're rare (1-2/month). Don't wait only for these. **Q: Can I combine this with other indicators?** A: Yes, but keep it simple. RSI, MACD already included. Maybe add volume profile. **Q: What assets work best?** A: Liquid stocks, major crypto, futures. Avoid forex spot (use futures), penny stocks. **Q: How long to hold positions?** A: Trending: Days to weeks. Ranging: Hours to days. Breakout: Days. Let the regime guide you. --- ## FINAL THOUGHTS This system gives you: - ✅ Clear market context (regime) - ✅ High-probability entries (confluence) - ✅ Defined exits (automatic signals) - ✅ Adaptable tactics (regime-specific) - ✅ Backtestable results (strategy version) **Success requires:** - 📚 Understanding each regime - 🎯 Following the signals - 💪 Discipline to wait - 🧠 Emotional control - 📊 Proper risk management **Start your journey:** 1. Load the indicator 2. Watch for 1 week (no trading) 3. Identify regime patterns 4. Paper trade for 1 month 5. Go live with small size 6. Scale up as you gain confidence **Remember:** The market will always be here. There's no rush. Master one regime at a time, and you'll be profitable in all conditions! Good luck! 🚀
Pine Script® 인디케이터
frankieho_92의
Pair Creation🙏🏻 The one and only pair construction tech you need, unlike others: Applies one consistent operation to all the data features (not only prices). Then, the script outputs these, so you can apply other calculations on these outputs. calculates a very fast and native volatility based hedge ratio, that also takes into account point value (think SPY vs ES) so you can easily use it in position sizing Has built-in forward pricing aka cost of carry model , so you can de-drift pairs from cost of carry, discover spot price of oil based on futures, and ofc find arbitrage opportunities Also allows to make a pair as a product of 2 series, useful for triangular arbitrage This script can make a pair in 2 ways: Ratio, by dividing leg 1 by leg 2 Product, by multiplying leg 1 by leg 2 The real mathematically right way to construct a pair is a ratio/product (Spreads are in fact = 2 legged portfolio, but I ain't told ya that ok). Why? Because a pair of 2 entities has a mathematically unique beauty, it allows direct comparisons and relationship analysis, smth you can't do directly with 3 and more components. Multiplication (think inversions like (EURUSD -> USDEUR), and use cases for triangular arbitrage) is useful sometimes too. ... Quickguide: First, "Legs" are pair components: make a pair of related assets. Don’t be guided exclusively by clustering, cointegrations, mutual information etc. Common sense and exogenous info can easily made them all Forward pricing model: is useful when u work with spot vs futures pairs. Otherwise: put financing, storage and yield all on zeros, this way u will turn it off and have a pure ratio/product of 2 legs. Look at the 2 numbers on the script’s status line: the first one would always be 1), and the second one is a variable. First number (always 1) is multiplier for your position size on leg 1 The second number is the multiplier for your position size on leg 2 in the opposite direction. If both legs are related, trading your sizes with these multipliers makes you do statistical arbitrage -> trading ~ volatility in risk free mode, while the relationship between the assets is still in place. Also guys srsly, nobody ‘ever’ made a universal law that somewhy somehow for whatever secret conspiracy reason one shall only trade pairs in mean reverting style xd. You can do whatever you want: Tilt hedge ratio significantly based on relative strength of legs Trade the pair in momentum style Ignore hedge ratio all together And more and more, the limit is your imagination, e.g.: Anticipate hedge ratio changes based on exogenous info and act accordingly Scalp a pair just like any other asset Make a pair out of 2 pairs Like I mean it, whatever you desire About forward pricing model: It’s applied only to leg 2; Direct: takes spot price and finds out implied futures price Inverse: takes futures price and finds out implied spot price (try on oil) Pls read online how to choose parameters, it’s open access reliable info About the hedge ratio I use: You prolly noticed the way I prefer to use inferred volumes vs the “real” ones. In pairs it’s especially meaningful, because real volumes lose sense in pair creation. And while volumes are closely tied to volatility, the inferred volumes ‘Are’ volatility irl (and later can be converted to currency space by using point value, allowing direct comparisons symbol vs symbol). This hedge ratio is a good example of how discovering the real nature of entities beats making 100s of inventions, why domain knowledge and proper feature engineering beats difficult bulky models, neural networks etc. How simple data understanding & operations on it is all you need. This script simply does this: Takes inferred volume delta of both assets, makes a ratio, normalizes it by tick sizes and points values of both legs, calculates a typical value of this series. That’s it, no step 2, we’re done. No Kalman filters, no TLS regression, no vine copulas, or whatever new fancy keywords you can come up with etc. ... ^^ comparing real ES prices vs theoretical ones by forward-pricing model. Financing: 0.04, yield 0.0175 ^^ EURUSD, 6E futures with theoretical futures price calculated with interest rate differential 0.02 (4% USD - 2% EUR interest rates) ^^4 different pairs (RTY/ES, YM/ES, NQ/ES, ES/ZN) each with different plot style (pick one you like in script's Style settings) ^^ YM/RTY pair, each plot represents ratio of different features: ratio of prices, ratio of inferred volume deltas, ratio of inferred volumes, ratio of inferred tick counts (also can be turned on/off in Style settings) ... How can u upgrade it and make a step forward yourself: On tradingview missing values are automatically fixed by backfilling, and this never becomes a thing until you hit high frequency data. You can do better and use Kalman filter for filling missing values. Script contains the functions I use everywhere to calculate inferred volume delta, inferred volume, and inferred tick count. ... ∞
Pine Script® 인디케이터
gorx1의
Quality Detector (Buffett Style) + Beta [Solid]This indicator acts as an on-chart fundamental screener, designed to instantly evaluate the quality and financial health of a company directly on your price chart. The concept is inspired by "Buffettology" principles: looking for large, profitable companies with low debt. Additionally, it includes a Beta calculation to assess market volatility risk. The tool displays a panel in the bottom-right corner featuring four key metrics and a final verdict. How it Works & Metrics Used The script retrieves quarterly fundamental data ("FQ") and performs calculations to verify if the asset meets specific criteria. 1. Market Cap (Size) What it is: The total market value of the company's outstanding shares. Goal: To identify established, large-cap companies. Default Threshold: Must be greater than $10 Billion. 2. ROE - Return on Equity (Quality) What it is: A measure of financial performance calculated by dividing net income by shareholders' equity. Goal: To find companies that are efficient at generating profits from shareholders' capital. Default Threshold: Must be higher than 15%. 3. Total Debt to Equity (Health) What it is: A ratio indicating the relative proportion of shareholders' equity and debt used to finance a company's assets. Calculation: This script manually calculates this ratio by fetching TOTAL_DEBT and dividing it by TOTAL_EQUITY from fundamental data to ensure robustness across different symbols. Goal: To ensure the company is not overly leveraged. Default Threshold: Must be lower than 1.5. 4. Beta (Risk/Volatility) What it is: A measure of a stock's volatility in relation to the overall market (S&P 500). Calculation: It is calculated by comparing the asset's returns against SPY (S&P 500 ETF) returns over a 252-day period (approx. 1 trading year). Goal: To understand if the stock is more volatile (Beta > 1) or less volatile (Beta < 1) than the market. Note: Beta does not affect the final "Quality" score but serves as an extra risk indicator, highlighting in orange if Beta > 1. The Verdict (Scoring System) The indicator assigns a score from 0 to 3 based on the first three fundamental metrics (Size, ROE, and Debt/Equity). If a metric passes the threshold, it gets a green background and +1 point. If it fails, it gets a red background. Final Verdict: 💎 QUALITY GEM: The company passed all 3 fundamental checks (Score = 3/3). ⚠️ DISCARD: The company failed one or more fundamental checks. Settings You can customize the thresholds to fit your own investment strategy in the indicator settings: Minimum Market Cap (in Billions). Minimum ROE (%). Maximum Debt/Equity Ratio. Disclaimer: This tool is for informational and educational purposes only. It relies on third-party fundamental data which may sometimes be delayed or unavailable. Do not base investment decisions solely on this indicator.
Pine Script® 인디케이터
MrOskama의