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Volatility Momentum Score | Lyro RSVolatility Momentum Score | Lyro RS Overview The Volatility Momentum Score (VMS) combines price movement and volatility into a single, easy-to-read signal. Using z-scores, standard deviation bands, and flexible display modes, it helps traders identify trends, overbought/oversold conditions, and potential reversals quickly and effectively. Key Features Price + Volatility Blend Tracks price action and volatility with separate z-scores and merges them into a unified momentum score. Standard Deviation Bands Upper and lower bands highlight extreme readings. Adjustable multipliers allow for fine-tuning sensitivity. Two Signal Modes Trend Mode: Plots “Long” and “Short” signals when momentum crosses bands. Reversion Mode: Colors the chart background when the score indicates stretched conditions. Overbought & Oversold Alerts ▲ markers indicate oversold conditions. ▼ markers indicate overbought conditions. Custom Colors Four preset color themes or fully customizable bullish/bearish colors. Clear Visuals Dynamic line coloring based on momentum. Candles recolored at signal points. Background shading for quick visual assessment. How It Works Calculates z-scores for both price and volatility. Blends the z-scores into a single average score. Compares the score against dynamic upper and lower bands. Triggers signals, markers, or background shading depending on the chosen display mode. Practical Use Ride trends: Follow Trend Mode signals to align with momentum. Spot reversals: Watch ▲ and ▼ markers when markets are overextended. Stay aware: Background shading highlights potentially overheated conditions. Customization Set lookback lengths for price, volatility, and bands. Adjust band multipliers for more or less sensitive signals. Choose between Trend or Reversion mode based on trading style. Select color themes or create custom palettes. ⚠️ Disclaimer This indicator is a technical analysis tool and does not guarantee results. It should be used alongside other methods and proper risk management. The creators are not responsible for any financial decisions based on its signals.
Pine Script® 인디케이터
LyroRS의
1
AWSA "Level Indicator with ATR" isn't a single, defined indicator but typically refers to a trading strategy or indicator that uses the Average True Range (ATR) to create dynamic levels on a price chart, such as support, resistance, or stop-loss levels. The ATR is a volatility indicator that measures market volatility; when high, it suggests the market has large price swings, and when low, small price swings. By using the ATR value with a multiplier, traders can set price levels that adapt to changing market volatility, providing more objective and dynamic trading signals than fixed-price levels.
Pine Script® 인디케이터
shobithanaidu의
Aggregated OI (Binance + Bybit + OKX)RU Агрегатор Open Interest для крипты по трём биржам: Binance, Bybit, OKX/OKEX. Показывает OI-свечи или дельту OI, есть мини-легенда (Open Interest, Rekt Longs/Shorts, Aggressive Longs/Shorts). Можно переключать биржи и единицы отображения (USD / COIN). Данные зависят от доступности OI-тикеров в TradingView (…USDT.P_OI). Если по паре нет фида на бирже — она игнорируется. Основано на скрипте LeviathanCapital (MPL-2.0), модификация — SaneQ. Не является финсоветом. EN Aggregated Open Interest for crypto across Binance, Bybit, OKX/OKEX. Plots OI candles or OI delta, plus a compact legend (Open Interest, Rekt Longs/Shorts, Aggressive Longs/Shorts). You can toggle exchanges and display units (USD / COIN). Data depends on TV OI feeds (…USDT.P_OI). If a pair lacks a feed on an exchange, that source is skipped. Based on LeviathanCapital’s script (MPL-2.0), modified by SaneQ. Not financial advice.
Pine Script® 인디케이터
saneq의
Moon Phase & Celestial Events TrackerMoon Phase & Celestial Events Tracker Overview A comprehensive astronomical and celestial event indicator that tracks and projects major cosmic events from 2011 to 2040. This indicator overlays important astronomical phenomena directly on your charts, allowing traders and researchers to analyze potential correlations between celestial events and market movements. Key Features Eclipse Tracking 🌑 Blood Moons (Total Lunar Eclipses) including 2014-2015 tetrad Partial Lunar Eclipses with distinctive yellow markers Solar Eclipses: Total, Annular, Partial, and Hybrid types with unique symbols Optional eclipse season background highlighting Moon Cycles 🌕 Supermoons at perigee (closest Earth approach) Regular moon phases: New, First Quarter, Full, Last Quarter Adjustable phase marking with day-offset capability Mercury Retrograde ☿ Start and end dates clearly marked Optional period highlighting for entire retrograde duration Complete cycle tracking through 2040 Seasonal Transitions ✨ Spring Equinox, Summer Solstice, Autumn Equinox, Winter Solstice Precise astronomical season changes Future Projections 📊 Event forecasting up to 5 years ahead Customizable projection range (30-1825 days) Selective projection by event type Adjustable visual styles and transparency Interpretation Guide Blood Moons Total lunar eclipses where Earth's atmosphere creates the red appearance. In financial astrology, these are often watched as potential reversal or volatility periods, though correlations vary significantly. Eclipse Seasons Twice-yearly windows when Sun-Earth-Moon alignment allows eclipses. Some market practitioners note increased volatility during these periods, though empirical evidence remains debated. Mercury Retrograde The apparent backward motion of Mercury occurs 3-4 times yearly. In trading folklore, it's associated with communication issues, technical problems, and false signals. Many practitioners suggest extra caution with new positions during these periods. Supermoons Full or new moons at closest Earth approach. Some traders track these for potential short-term highs/lows, particularly in commodities and currencies, though effects are subtle if present. Seasonal Markers Astronomical season changes have been incorporated into various market timing systems, with some analysts noting clustering of trend changes around these dates. Use Cases Historical pattern analysis Event-based research Educational astronomy tracking Market cycle studies Long-term planning and observation Technical Details ⚙️ Data Coverage: 2011-2040 (30 years of precise astronomical events) Compatibility: All timeframes with smart filtering (Weekly/Monthly show only major events) Performance: Lightweight with efficient calculations and minimal chart impact Data Source: Based on NASA ephemeris data for precise event timing Customization Options 🎨 Individual colors for each event type Transparency controls for projections Event visibility toggles Optional date labels on events Alert Options 🔔 Set custom alerts for any tracked event including all eclipse types, moon phases, Mercury retrograde start/end, and seasonal transitions. ⚠️ Important Note This indicator displays astronomical events for research and educational purposes. Any perceived correlations with market movements should be thoroughly backtested. Financial astrology interpretations are included for historical context only and should not be considered trading advice. Always use proper risk management and multiple forms of analysis in trading decisions. Best Suited For Market researchers and analysts Students of market cycles Those interested in astronomical timing Educational and observational purposes Long-term pattern analysis
Pine Script® 인디케이터
Robertsanktov의
Position Sizing Calculator with ADR%, Account %, and RSILET ME KNOW IN COMMENTS IF YOU HAVE ANY ISSUES! Overview The Position Sizing Calculator with ADR% + RSI is a indicator that helps traders calculate position sizes based on risk management parameters (stop loss at low of day). It uses a fixed percentage of the account size, risk per trade, and stop loss distance (current price minus daily low) to determine the number of shares or contracts to trade. Additionally, it displays the Average Daily Range (ADR) as a percentage, the Relative Strength Index (RSI), and the price’s percentage distance from the daily low in a real-time table. Features Position Sizing: Calculates position size based on a fixed account percentage, risk per trade, and stop loss distance, ensuring the position value stays within the allocated capital. ADR% Display: Shows the ADR as a percentage of the daily low, colored green if >5% or red if ≤5%. RSI Display: Shows the RSI, colored green if oversold (<30), red if overbought (>70), or gray otherwise. Distance from Low: Displays the current price’s percentage distance from the daily low for context. Real-Time Table: Presents all metrics in a top-right table, updating in real-time. Position Value Cap: Ensures the position value doesn’t exceed the allocated capital. Minimum Stop Loss: Prevents oversized positions due to very small stop loss distances. Customizable Parameters Account Size ($): Set the total account balance (default: $1,000, min: $100, step: $100). Risk Per Trade (%): The percentage of allocated capital to risk per trade (default: 1%, range: 0.1% to 10%, step: 0.1%). Max % of Account: The fixed percentage of the account to allocate for the trade (default: 50%, range: 10% to 100%, step: 1%). ADR Period: The number of days to calculate the ADR (default: 14, min: 1, step: 1). RSI Length: The period for RSI calculation (default: 14, min: 1, step: 1). Min Stop Loss Distance ($): The minimum stop loss distance to prevent oversized positions (default: $0.01, min: $0.001, step: $0.001). Calculations Stop Loss Distance: Current price minus daily low, with a minimum value set by the user. Position Size: (Account Size * Max % of Account * Risk Per Trade %) / Stop Loss Distance, capped so the position value doesn’t exceed the allocated capital. ADR%: 100 * (SMA(daily high / daily low, ADR Period) - 1), reflecting the average daily range relative to the low. RSI: Calculated using the smoothed average of gains and losses over the RSI period, with special handling for zero gains or losses. Distance from Low: (Current Price - Daily Low) / Daily Low * 100. Table Display Account Size: The input account balance. Risk Per Trade: The risk percentage. Stop Loss Distance: The price difference between the current price and daily low. Distance from Low: The percentage distance from the daily low. Account % Used: The fixed percentage of the account allocated. Position Size: The calculated number of shares or contracts. Position Value: The position size multiplied by the current price. ADR %: The ADR percentage, colored green (>5%) or red (≤5%). RSI: The RSI value, colored green (<30), red (>70), or gray (30–70). Usage Ideal for traders managing risk by allocating a fixed portion of their account and sizing positions based on stop loss distance. The ADR% and RSI provide market context, with color coding to highlight high volatility or overbought/oversold conditions. Adjust the customizable parameters to fit your trading style, such as increasing the risk percentage for aggressive trades or adjusting the ADR/RSI periods for different time horizons.
Pine Script® 인디케이터
Carbon_Trades의
Earnings line & P/E Tracker# Earnings line & P/E Tracker **A comprehensive fundamental analysis indicator that overlays earnings data and P/E ratios directly on your price charts.** ## 📊 Key Features ### Automatic Data Retrieval - **Real-time financial data** pulled directly from TradingView's financial database - **Multiple data sources**: Earnings Per Share (Basic/Diluted), Total Revenue, Net Income - **Flexible periods**: TTM (Trailing Twelve Months), FQ (Quarterly), FY (Annual) - **Live P/E ratio calculation** based on current price and TTM earnings ### Visual Display Options - **Earnings progression line** overlaid on price chart for easy comparison - **P/E ratio plot** with distinctive circle markers - **Comprehensive data table** showing all key metrics in real-time - **Dark mode optimized** with high-contrast colors for excellent readability ### Optional Event Tracking - **Custom earnings dates** input for upcoming releases - **Visual markers** on earnings announcement dates - **Background highlighting** during earnings weeks - **Smart alerts** for significant P/E changes and data updates ## 🎯 Perfect For - **Fundamental analysts** comparing earnings growth vs stock price movement - **Value investors** tracking P/E ratios and earnings trends - **Earnings season trading** with visual release date markers - **Long-term investors** monitoring fundamental health alongside technical analysis ## ⚙️ Customization Options ### Data Selection - Choose between EPS Basic, EPS Diluted, Total Revenue, or Net Income - Select TTM, quarterly, or annual reporting periods - Toggle individual display elements on/off ### Visual Styling - Customizable colors for earnings line, P/E ratio, and event markers - Adjustable line width and styling options - Moveable data table with size and position controls ### Event Management - Input custom earnings release dates - Enable/disable earnings event markers - Background highlighting for earnings periods - Configurable alert thresholds ## 📈 How It Works 1. **Automatic Detection**: The indicator automatically detects available fundamental data for your selected symbol 2. **Real-time Updates**: Financial metrics update as new data becomes available 3. **Visual Integration**: Earnings data is scaled and overlaid directly on your price chart 4. **Status Monitoring**: Clear indicators show data availability and freshness ## 🔧 Setup Instructions 1. Add the indicator to your chart 2. Select your preferred data source (EPS recommended for P/E tracking) 3. Choose time period (TTM recommended for most analyses) 4. Customize colors and display options to your preference 5. Optionally add upcoming earnings dates for event tracking ## 💡 Pro Tips - **Use TTM EPS** for the most accurate P/E ratio calculations - **Compare earnings line slope** with price movement to spot divergences - **Enable earnings events** to prepare for volatility around announcements - **Works best on daily/weekly timeframes** for fundamental analysis ## ⚠️ Data Availability - Requires stocks with available fundamental data in TradingView's database - Most major US stocks, ETFs, and international equities supported - Limited data may be available for small-cap or recently listed companies - Clear "No Data" indicator when fundamental data is unavailable ## 🎨 Display Features - **High contrast colors** optimized for both light and dark chart themes - **Clean, professional table** displaying all key metrics - **Intuitive visual markers** for earnings events and data points - **Responsive design** that adapts to different chart sizes --- **Perfect for traders and investors who want to combine fundamental analysis with technical charting in a single, comprehensive view.** ## ⚠️ Important Disclaimer **This indicator is provided for educational and informational purposes only. The author (raptor2030) is not responsible for:** - **Data accuracy or completeness** - Financial data is sourced from TradingView's database and may contain errors, delays, or omissions - **Trading decisions** - This tool should not be used as the sole basis for investment decisions - **Financial losses** - Past performance does not guarantee future results - **Data reliability** - Third-party data sources may experience outages or provide incorrect information - **Market timing** - Earnings dates and projections may be inaccurate or outdated **Always verify critical information from official company sources and consult with qualified financial professionals before making investment decisions.** **Use this indicator at your own risk. The author disclaims all liability for any direct, indirect, or consequential damages arising from the use of this script.**
Pine Script® 인디케이터
raptor2030의
tanishqfvgThis indicator is designed for swing traders who want to combine market structure, Optimal Trade Entry (OTE), and Fibonacci levels into one simple tool. 🔹 Swing Detection – Automatically identifies swing highs and lows to highlight key turning points. 🔹 OTE Zone – Marks the optimal trade entry zone between 62%–79% retracement for high-probability setups. 🔹 Fibonacci Levels – Dynamic Fibonacci retracements are plotted to show confluence with swing structure. 🔹 Smart Visualization – Clear zones and levels that help traders quickly spot potential entries and targets. ✅ Works on any timeframe and market (forex, indices, crypto, stocks). ✅ Ideal for structure-based traders who rely on precision entries and confluence setups.
Pine Script® 인디케이터
twithtanishq의
Extended Majors Rotation System | AlphaNattExtended Majors Rotation System | AlphaNatt A sophisticated cryptocurrency rotation system that dynamically allocates capital to the strongest trending major cryptocurrencies using multi-layered relative strength analysis and adaptive filtering techniques. "In crypto markets, the strongest get stronger. This system identifies and rides the leaders while avoiding the laggards through mathematical precision." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 SYSTEM OVERVIEW The Extended Majors Rotation System (EMRS) is a quantitative momentum rotation strategy that: Analyzes 10 major cryptocurrencies simultaneously Calculates relative strength between all possible pairs (45 comparisons) Applies fractal dimension analysis to identify trending behavior Uses adaptive filtering to reduce noise while preserving signals Dynamically allocates to the mathematically strongest asset Implements multi-layer risk management through market regime filters Core Philosophy: Rather than trying to predict which cryptocurrency will perform best, the system identifies which one is already performing best relative to all others and maintains exposure until leadership changes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 WHAT MAKES THIS SYSTEM UNEQUIVOCALLY UNIQUE 1. True Relative Strength Matrix Unlike simple momentum strategies that look at individual asset performance, EMRS calculates the complete relative strength matrix between all assets. Each asset is compared against every other asset using fractal analysis, creating a comprehensive strength map of the entire crypto market. 2. Hurst Exponent Integration The system employs the Hurst Exponent to distinguish between: Trending behavior (H > 0.5) - where momentum is likely to persist Mean-reverting behavior (H < 0.5) - where reversals are likely Random walk (H ≈ 0.5) - where no edge exists This ensures the system only takes positions when mathematical evidence of persistence exists. 3. Dual-Layer Filtering Architecture Combines two advanced filtering techniques: Laguerre Polynomial Filters: Provides low-lag smoothing with minimal distortion Kalman-like Adaptive Smoothing: Adjusts filter parameters based on market volatility This dual approach preserves important price features while eliminating noise. 4. Market Regime Awareness The system monitors overall crypto market conditions through multiple lenses and only operates when: The broad crypto market shows positive technical structure Sufficient trending behavior exists across major assets Risk conditions are favorable 5. Rank-Based Selection with Trend Confirmation Rather than simply choosing the top-ranked asset, the system requires: High relative strength ranking Positive individual trend confirmation Alignment with market regime This multi-factor approach reduces false signals and whipsaws. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🛡️ SYSTEM ROBUSTNESS & DEVELOPMENT METHODOLOGY Pre-Coding Design Philosophy This system was completely designed before any code was written . The mathematical framework, indicator selection, and parameter ranges were determined through: Theoretical analysis of market microstructure Study of persistence and mean reversion in crypto markets Mathematical modeling of relative strength dynamics Risk framework development based on regime theory No Post-Optimization Zero parameter fitting: All parameters remain at their originally designed values No curve fitting: The system uses the same settings across all market conditions No cherry-picking: Parameters were not adjusted after seeing results This approach ensures the system captures genuine market dynamics rather than historical noise Parameter Robustness Testing Extensive testing was conducted to ensure stability: Sensitivity Analysis: System maintains positive expectancy across wide parameter ranges Walk-Forward Analysis: Consistent performance across different time periods Regime Testing: Performs in both trending and choppy conditions Out-of-Sample Validation System was designed on a selection of 10 assets System was tested on multiple baskets of 10 other random tokens, to simualte forwards testing Performance remains consistent across baskets No adjustments made based on out-of-sample results ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 PERFORMANCE METRICS DISPLAYED The system provides real-time performance analytics: Risk-Adjusted Returns: Sharpe Ratio: Measures return per unit of total risk Sortino Ratio: Measures return per unit of downside risk Omega Ratio: Probability-weighted ratio of gains vs losses Maximum Drawdown: Largest peak-to-trough decline Benchmark Comparison: Live comparison against Bitcoin buy-and-hold strategy Both equity curves displayed with gradient effects Performance metrics shown for both strategies Visual representation of outperformance/underperformance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 OPERATIONAL MECHANICS Asset Universe: The system analyzes 10 major cryptocurrencies, customizable through inputs: Bitcoin (BTC) Ethereum (ETH) Solana (SOL) XRP BNB Dogecoin (DOGE) Cardano (ADA) Chainlink (LINK) Additional majors Signal Generation Process: Calculate relative strength matrix Apply Hurst Exponent analysis to each ratio Rank assets by aggregate relative strength Confirm individual asset trend Verify market regime conditions Allocate to highest-ranking qualified asset Position Management: Single asset allocation (no diversification) 100% in strongest trending asset or 100% cash Daily rebalancing at close No leverage employed in base system ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 VISUAL INTERFACE Information Dashboard: System state indicator (ON/OFF) Current allocation display Real-time performance metrics Sharpe, Sortino, Omega ratios Maximum drawdown tracking Net profit multiplier Equity Curves: Cyan curve: System performance with gradient glow effect Magenta curve: Bitcoin HODL benchmark with gradient Visual comparison of both strategies Labels indicating current values Alert System: Alerts fire when allocation changes Displays selected asset symbol "CASH" alert when system goes defensive ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT CONSIDERATIONS Appropriate Use Cases: Medium to long-term crypto allocation Systematic approach to crypto investing Risk-managed exposure to cryptocurrency markets Alternative to buy-and-hold strategies Limitations: Daily rebalancing required Not suitable for high-frequency trading Requires liquid markets for all assets Best suited for spot trading (no derivatives) Risk Factors: Cryptocurrency markets are highly volatile Past performance does not guarantee future results System can underperform in certain market conditions Not financial advice - for educational purposes only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 THEORETICAL FOUNDATION The system is built on several academic principles: 1. Momentum Anomaly Extensive research shows that assets exhibiting strong relative momentum tend to continue outperforming in the medium term (Jegadeesh & Titman, 1993). 2. Fractal Market Hypothesis Markets exhibit fractal properties with periods of persistence and mean reversion (Peters, 1994). The Hurst Exponent quantifies these regimes. 3. Adaptive Market Hypothesis Market efficiency varies over time, creating periods where momentum strategies excel (Lo, 2004). 4. Cross-Sectional Momentum Relative strength strategies outperform time-series momentum in cryptocurrency markets due to the high correlation structure. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USAGE GUIDELINES Capital Requirements: Suitable for any account size No minimum capital requirement Scales linearly with account size Implementation: Can be traded manually with daily signals Suitable for automation via alerts Works with any broker supporting crypto ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 FINAL NOTES The Extended Majors Rotation System represents a systematic, mathematically-driven approach to cryptocurrency allocation. By combining relative strength analysis with fractal market theory and adaptive filtering, it aims to capture the persistent trends that characterize crypto bull markets while avoiding the drawdowns of buy-and-hold strategies. The system's robustness comes not from optimization, but from sound mathematical principles applied consistently. Every component was chosen for its theoretical merit before any backtesting occurred, ensuring the system captures genuine market dynamics rather than historical artifacts. "In the race between cryptocurrencies, bet on the horse that's already winning - but only while the track conditions favour racing." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Quantitative Rotation Systems Version: 1.0 Strategy Type: Momentum Rotation Classification: Systematic Trend Following Not financial advice. Always DYOR.
Pine Script® 인디케이터
AlphaNatt의
Pivot + OHLC【Pivot + OHLC｜使い方（日本語）】 ■ 概要 前日のOHLCラインと、当日の高値/安値（点線）を表示しつつ、標準ピボット（複数方式）を同一チャートに描画するインジケーターです。デイトレ～スイングでの当日レンジ把握、前日基準の反発/ブレイク確認、ピボット到達の可視化に向きます。 ■ 主な機能 - 前日OHLC：前日の「Open/High/Low/Close」を水平ステップラインで描画（色変更可） - 当日H/L：当日の「高値/安値」を点線のライン＆ラベルで表示（最終バーのみ） - ピボット：Traditional / Fibonacci / Woodie / Classic / DM / Camarilla に対応 - 表示制御：ピボット各レベル（P, R1～R5, S1～S5）の個別ON/OFF、色、ラベル位置を設定可 - パフォーマンス：古いピボットは自動削除（件数を設定可能） ■ 基本の使い方 1) チャートに追加したら、時間軸を普段の取引足に設定します。 2) 「OHLC Resolution」で前日の参照解像度（通常は1D）を選択。 3) 「Hide past OHLC」をONにすると、前日のOHLCは“表示用解像度の最終バー”付近のみ表示され、過去の混雑を抑えます。 4) 「Display resolution (for OHLC)」はOHLCラベルの表示基準となる時間足（通常は1D）です。 5) 「Line Width」で前日OHLC＆当日H/L＆ピボットの線幅を共通で調整します。 6) ピボットは「Pivot Type」「Pivots Timeframe」「Use Daily-based Values」等で調整します。 - デイトレ用途：Pivot Timeframe＝“Auto or Daily”、Use Daily-based Values＝ON が手堅い構成です。 7) 「labels」グループで「Show Labels」「Show Prices」「Labels Position（Left/Right）」を調整します。 ■ パラメータ早見表 - OHLC Resolution：前日データの参照足（既定：1D） - Hide past OHLC：過去の前日OHLCを非表示（既定：ON） - Display resolution (for OHLC)：OHLCラベルの表示基準足（既定：1D） - Open/High/Low/Close：前日ライン色 - Line Width：全ライン共通の太さ - Show Labels / Show Prices：ラベルの名称/価格の表示切替 - Pivot Type：ピボット方式（Traditional / Fibonacci / Woodie / Classic / DM / Camarilla） - Pivots Timeframe：ピボット計算のアンカー（Auto / Daily / Weekly / … / Yearly派生） - Number of Pivots Back：履歴ピボット保持数（古いものは自動削除） - Use Daily-based Values：日足ベースで安定描画（短期足での未確定ずれを抑制） - Labels Position：ピボットラベルの左右 ■ 表示仕様のポイント - 当日H/Lは点線ライン＋ラベル（日本語表記：当日高値/当日安値）。最新バー時のみ表示・更新。 - 前日OHLCはステップライン。色を変更すると対応するラベル色も自動で連動。 - ピボットは方式により有効なレベル数が異なります（例：DMは少なめ、Traditional/CamarillaはR5/S5まで可）。 - レベルの個別トグル（Show P, Show R1 …）で混雑を抑えられます。 ■ 注意事項 / ヒント - 低スペック環境や極端に長い履歴では「Number of Pivots Back」を下げると安定します。 - 取引所/銘柄のセッションや休日によっては、1日の切替タイミングと当日H/Lの更新に差異が出る場合があります。 - Intradayでの“開場直後～日足切替前後”はリフレッシュによりH/Lやラベル位置が追随します。 - 「Use Daily-based Values」をONにすると、短期足でのピボット再計算による細かなズレを抑制できます。 ■ 使いどころ - 前日安値→当日戻り高値→ピボットR1の順に到達など、日内の“基準面”を連結して相場の節目を確認。 - ブレイク判定時に当日H/Lとピボット到達を併読して、利確/押し目候補を素早く評価。 - 指値戦略では、前日値幅（H-L）とピボット帯の重なりで「厚い」価格帯を抽出。 ■ Overview This indicator overlays prior-day OHLC lines, today’s high/low (dotted), and standard Pivot Points on the same chart. It’s built for quick intraday context: prior-day anchors, current-day range, and pivot confluence. ■ Key Features - Yesterday’s OHLC: horizontal step-lines with customizable colors - Today’s High/Low: dynamic dotted lines + labels (shown/updated on the latest bar) - Pivot Points: Traditional / Fibonacci / Woodie / Classic / DM / Camarilla - Fine control: per-level toggles (P, R1–R5, S1–S5), colors, label side - Performance-aware: old pivots are auto-pruned by “Number of Pivots Back” ■ Quick Start 1) Add to your chart and choose your working timeframe. 2) Set “OHLC Resolution” (usually 1D). 3) Turn ON “Hide past OHLC” to keep charts clean by only showing recent prior-day OHLC. 4) “Display resolution (for OHLC)” defines the baseline timeframe for OHLC label placement (usually 1D). 5) Adjust “Line Width” to control all line thicknesses at once. 6) Configure pivots via “Pivot Type”, “Pivots Timeframe”, and “Use Daily-based Values”. - For day trading, “Auto or Daily” + “Use Daily-based Values = ON” is a robust setup. 7) In “labels”, toggle “Show Labels”, “Show Prices”, and choose “Labels Position (Left/Right)”. ■ Parameter Cheatsheet - OHLC Resolution: timeframe used for prior-day data (default 1D) - Hide past OHLC: hide historical prior-day OHLC (default ON) - Display resolution (for OHLC): baseline for OHLC label placement (default 1D) - Open/High/Low/Close: colors for the four prior-day lines - Line Width: global thickness for OHLC / Today H/L / Pivots - Show Labels / Show Prices: text/price display for labels - Pivot Type: Traditional / Fibonacci / Woodie / Classic / DM / Camarilla - Pivots Timeframe: anchor timeframe (Auto / Daily / Weekly / … / Yearly variants) - Number of Pivots Back: how many historical pivot sets to keep (older ones are deleted) - Use Daily-based Values: stabilize pivot drawing on intraday charts - Labels Position: left or right for pivot labels ■ Display Notes - Today’s H/L are dotted lines with labels (“Today’s High” / “Today’s Low”); they update only on the latest bar. - Prior-day OHLC uses step-lines; label color automatically follows line color. - Available pivot levels depend on the chosen type (e.g., DM has fewer, Traditional/Camarilla support up to R5/S5). - Use per-level toggles (Show P, Show R1, …) to reduce clutter. ■ Tips / Caveats - On modest hardware or very long histories, reduce “Number of Pivots Back” for stability. - Exchange sessions/holidays can slightly shift the daily roll and when Today’s H/L updates. - Around the daily roll, intraday charts may refresh H/L/labels as new data confirms. - “Use Daily-based Values = ON” helps avoid micro-shifts from frequent intraday recalculations. ■ Practical Use - Chain prior-day low → intraday pullback high → pivot R1 to frame day structure. - On breakouts, read Today’s H/L with pivot reaches to judge take-profit / pullback zones. - For limit orders, intersect prior-day range (H–L) with pivot bands to find “thick” price zones.
Pine Script® 인디케이터
da-yama1988의
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator - Time-Weighted Based on a time-weighted statistical model, this indicator quantifies price deviation from its recent mean. It uses a Z-Score to normalize price position and calculates the statistical probability of its occurrence, helping traders identify over-extended market conditions and mean-reversion opportunities with greater sensitivity. - Time-Weighted Model: Reacts more quickly to recent price changes by using a Weighted Moving Average (WMA) and a weighted standard deviation. - Statistical Foundation: Utilizes Z-Score standardization and a probability calculation to provide an objective measure of risk and price extremity. - Dynamic Adaptation: Automatically adjusts its calculation period and sensitivity based on market volatility, making it versatile across different market conditions. - Intelligent Visuals: Dynamic line thickness and gradient color-coding intuitively display the intensity of price deviations. - Multi-Dimensional Analysis: Combines the main line's position (Z-Score), a momentum histogram, and real-time probability for a comprehensive view. 1. Time-Weighted Statistical Model (Z-Score Calculation) - Weighted Mean (μ_w): Instead of a simple average, the indicator uses a Weighted Moving Average (ta.wma) to calculate the price mean, giving more weight to recent data points. - Weighted Standard Deviation (σ_w): A custom weighted_std function calculates the standard deviation, also prioritizing recent prices. This ensures that the measure of dispersion is more responsive to the latest market behavior. - Z-Score: The core of the indicator is the Z-Score, calculated as Z = (Price - μ_w) / σ_w. This value represents how many weighted standard deviations the current price is from its weighted mean. A higher absolute Z-Score indicates a more statistically significant price deviation. 2. Probability Calculation - The indicator uses an approximation of the Normal Cumulative Distribution Function (normal_cdf_approx) to calculate the probability of a Z-Score occurring. - The final price_probability is a two-tailed probability, calculated as 2 * (1 - CDF(|Z-Score|)). This value quantifies the statistical rarity of the current price deviation. For example, a probability of 0.05 (or 5%) means that a deviation of this magnitude or greater is expected to occur only 5% of the time, signaling a potential market extreme. 3. Dynamic Parameter Adjustment - Volatility Measurement: The system measures market volatility using the standard deviation of price changes (ta.stdev(ta.change(src))) over a specific lookback period. - Volatility Percentile: It then calculates the percentile rank (ta.percentrank) of the current volatility relative to its history. This contextualizes whether the market is in a high-volatility or low-volatility state. - Adaptive Adjustment: - If volatility is high (e.g., >75th percentile), the indicator can shorten its distribution_period and increase its position_sensitivity. This makes it more responsive to fast-moving markets. - If volatility is low (e.g., <25th percentile), it can lengthen the period and decrease sensitivity, making it more stable in calmer markets. This adaptive mechanism helps maintain the indicator's relevance across different market regimes. 4. Momentum and Cycle Analysis (Histogram) - The indicator does not use a Hilbert Transform. Instead, it analyzes momentum cycles by calculating a histogram: Histogram = (Z-Score - EMA(Z-Score)) * Sensitivity. - This histogram represents the rate of change of the Z-Score. A positive and rising histogram indicates accelerating upward deviation, while a negative and falling histogram indicates accelerating downward deviation. Divergences between the price and the histogram can signal a potential exhaustion of the current deviation trend, often preceding a reversal. - Reversal Signals: Look for the main line in extreme zones (e.g., Z-Score > 2 or < -2), probability below a threshold (e.g., 5%), and divergence or contraction in the momentum histogram. - Trend Filtering: The main line's direction indicates the trend of price deviation, while the histogram confirms its momentum. - Risk Management: Enter a high-alert state when probability drops below 5%; consider risk control when |Z-Score| > 2. - Gray, thin line: Price is within a normal statistical range (~1 sigma, ~68% probability). - Orange/Yellow, thick line: Price is moderately deviated (1 to 2 sigma). - Cyan/Purple, thick line: Price is extremely deviated (>2 sigma, typically <5% probability). - Distribution Period: 50 (for weighted calculation) - Position Sensitivity: 2.5 - Volatility Lookback: 10 - Probability Threshold: 0.03 Suitable for all financial markets and timeframes, especially in markets that exhibit mean-reverting tendencies. This indicator is a technical analysis tool and does not constitute investment advice. Always use in conjunction with other analysis methods and a strict risk management strategy. Copyright (c) 2025 | Pine Script v6 Compatible --- 统计价格位置振荡器 (SPPO) - 时间加权版 基于时间加权统计学模型，该指标量化了当前价格与其近期均值的偏离程度。它使用Z分数对价格位置进行标准化，并计算其出现的统计概率，帮助交易者更灵敏地识别市场过度延伸和均值回归的机会。 - 时间加权模型：通过使用加权移动平均（WMA）和加权标准差，对近期价格变化反应更迅速。 - 统计学基础：利用Z分数标准化和概率计算，为风险和价格极端性提供了客观的衡量标准。 - 动态自适应：根据市场波动率自动调整其计算周期和敏感度，使其在不同市场条件下都具有通用性。 - 智能视觉：动态线条粗细和渐变颜色编码，直观地展示价格偏离的强度。 - 多维分析：结合了主线位置（Z分数）、动能柱和实时概率，提供了全面的市场视角。 1. 时间加权统计模型 (Z分数计算) - 加权均值 (μ_w)：指标使用加权移动平均 (ta.wma) 而非简单平均来计算价格均值，赋予近期数据点更高的权重。 - 加权标准差 (σ_w)：通过一个自定义的 weighted_std 函数计算标准差，同样优先考虑近期价格。这确保了离散度的衡量对最新的市场行为更敏感。 - Z分数：指标的核心是Z分数，计算公式为 Z = (价格 - μ_w) / σ_w。该值表示当前价格偏离其加权均值的加权标准差倍数。Z分数的绝对值越高，表示价格偏离在统计上越显著。 2. 概率计算 - 指标使用正态累积分布函数 (normal_cdf_approx) 的近似值来计算特定Z分数出现的概率。 - 最终的 price_probability 是一个双尾概率，计算公式为 2 * (1 - CDF(|Z分数|))。该值量化了当前价格偏离的统计稀有性。例如，0.05（或5%）的概率意味着这种幅度或更大的偏离预计只在5%的时间内发生，这预示着一个潜在的市场极端。 3. 动态参数调整 - 波动率测量：系统通过计算特定回溯期内价格变化的标准差 (ta.stdev(ta.change(src))) 来测量市场波动率。 - 波动率百分位：然后，它计算当前波动率相对于其历史的百分位排名 (ta.percentrank)。这将当前市场背景定义为高波动率或低波动率状态。 - 自适应调整： - 如果波动率高（例如，>75百分位），指标可以缩短其 distribution_period（分布周期）并增加其 position_sensitivity（位置敏感度），使其对快速变化的市场反应更灵敏。 - 如果波动率低（例如，<25百分位），它可以延长周期并降低敏感度，使其在较平静的市场中更稳定。这种自适应机制有助于保持指标在不同市场制度下的有效性。 4. 动能与周期分析 (动能柱) - 该指标不使用希尔伯特变换。相反，它通过计算一个动能柱来分析动量周期：动能柱 = (Z分数 - Z分数的EMA) * 敏感度。 - 该动能柱代表Z分数的变化率。一个正向且不断增长的动能柱表示向上的偏离正在加速，而一个负向且不断下降的动能柱表示向下的偏离正在加速。价格与动能柱之间的背离可以预示当前偏离趋势的衰竭，通常发生在反转之前。 - 反转信号：寻找主线进入极端区域（如Z分数 > 2 或 < -2）、概率低于阈值（如5%）以及动能柱出现背离或收缩。 - 趋势过滤：主线的方向指示价格偏离的趋势，而动能柱确认其动量。 - 风险管理：当概率降至5%以下时进入高度警惕状态；当|Z分数| > 2时考虑风险控制。 - 灰色细线：价格处于正常统计范围内（约1个标准差，约68%概率）。 - 橙色/黄色粗线：价格中度偏离（1到2个标准差）。 - 青色/紫色粗线：价格极端偏离（>2个标准差，通常概率<5%）。 - 分布周期：50（用于加权计算） - 位置敏感度：2.5 - 波动率回溯期：10 - 概率阈值：0.03 适用于所有金融市场和时间框架，尤其是在表现出均值回归特性的市场中。 本指标为技术分析辅助工具，不构成任何投资建议。请务必结合其他分析方法和严格的风险管理策略使用。 版权所有 (c) 2025 | Pine Script v6 兼容
Pine Script® 인디케이터
Lavaetin42의
AstraAlgo BacktesterOVERVIEW The AstraAlgo Backtester allows traders to simulate and evaluate trading strategies directly on TradingView. By simulating trades across different timeframes and markets, it provides valuable insights into win rates, drawdowns, and overall strategy effectiveness. HOW TO GAIN ACCESS Subscribe at www.astraalgo.com and provide your TradingView username. Access is usually granted within a few hours, and you’ll receive email confirmation once activated. FEATURES Signal Modes Signal Modes are the core of the AstraAlgo Backtester, generating simulated trade signals based on historical price data. Users can choose between Off, Basic, Advanced, or Custom modes to evaluate strategies under different conditions and refine their trading approach. Adjustable Backtesting Parameters for historical simulations can be customized to test different market conditions and trading scenarios. This allows traders to measure strategy performance, including win rate, profit/loss, and risk/reward ratios, helping refine and optimize strategies before live execution. Bar Coloring Bar Coloring highlights bullish and bearish bars on historical charts, allowing traders to visually assess trend direction and trade outcomes during backtesting. This makes it easier to analyze momentum and strategy effectiveness at a glance. Astra Cloud Astra Cloud overlays dynamic support and resistance levels on historical price data. These zones adapt automatically to past market movements, helping traders identify areas where trades would have reacted, aiding strategy evaluation and optimization. CONTACT US For any questions or assistance, contact us at support@astraalgo.com or visit www.astraalgo.com.
Pine Script™ 전략
AstraAlgo의
Herman 8-9 am SweepFrom x.com 1. Sweep 8-9am high/low 2. After sweep - 82.66% back to 9am candle open (before 10am) The rectangle only appears when the 9 a.m. candle closes. The yellow line only appears if there is a sweep of the High or Low of the rectangle. The green line only appears if, after the sweep, the price returns to the line before 10 a.m. If the line is not displayed, there is no sweep before 10 am. Credits to: @R_Herman_ on X (Twitter) Thanks and good trading
Pine Script® 인디케이터
FiveHandles의
3
SPPO - Statistical Price Position OscillatorSPPO - Statistical Price Position Oscillator === INDICATOR OVERVIEW === The Statistical Price Position Oscillator (SPPO) is an innovative technical analysis tool built on rigorous statistical principles. Unlike traditional oscillators that rely on fixed periods or subjective thresholds, SPPO uses dynamic statistical modeling to assess where current prices stand within their historical distribution. === KEY FEATURES === • Statistical Foundation: Based on normal distribution theory and Z-Score standardization • Dynamic Parameter Adjustment: Automatically adapts to market volatility conditions • Probability Quantification: Provides objective probability assessments for price levels • Multi-Layer Visual System: Six layers of information encoding (line position, color intensity, line width, background, histogram, data panel) • Professional Color Schemes: Multiple themes optimized for different trading environments • Real-time Risk Assessment: Quantifies the statistical significance of current price positions === CORE COMPONENTS === 1. SPPO Main Line - Represents the standardized price position (Z-Score × Sensitivity) - Dynamic line width: Normal (2px) for |Z| ≤ 1.0, Bold (6px) for extreme deviations - Color coding: Neutral (gray) for normal range, Orange/Yellow for moderate deviation, Blue/Purple for extreme deviation 2. SPPO Histogram (Momentum Bars) - Measures the momentum of statistical deviation, not price momentum - Calculated as: (Current Z-Score - EMA of Z-Score) × Sensitivity - Helps identify momentum divergences and trend continuation/reversal signals 3. Intelligent Data Panel - Real-time display of key statistical metrics - Shows: Price Position, Z-Score, Probability, Momentum, Deviation Classification, Market Regime - Dynamic parameter display for transparency 4. Adaptive Background System - Visual representation of market regimes - Color intensity based on statistical significance - Helps quickly identify extreme market conditions === PARAMETER SETTINGS === Core Parameters: • Distribution Period (30-120, default 50): Statistical calculation window based on Central Limit Theorem • Range Evaluation Period (10-100, default 14): Price range assessment window • Position Sensitivity (0.5-4.0, default 2.5): Indicator responsiveness factor • Probability Threshold (0.01-0.2, default 0.03): Signal trigger threshold Confidence Intervals: • 1σ Confidence (60%-75%, default 68%): Normal range boundary • 2σ Confidence (90%-98%, default 95%): Significant deviation boundary • 3σ Confidence (99.5%-99.9%, default 99.7%): Extreme deviation boundary Dynamic Adjustment: • Enable Dynamic Adjustment: Automatically optimizes parameters based on market volatility • Volatility Lookback (10-50, default 10): Period for volatility assessment • Dynamic Sensitivity Multiplier (0.5-3.0, default 1.5): Volatility-based sensitivity adjustment === MATHEMATICAL FOUNDATION === SPPO is built on several key mathematical concepts: 1. Z-Score Standardization: Z = (X - μ) / σ Where X = current price, μ = mean, σ = standard deviation 2. Normal Distribution Theory: Assumes prices follow normal distribution within rolling windows 3. Probability Density Function: PDF(z) = e^(-z²/2) / √(2π) 4. Cumulative Distribution Function: Approximates tail probabilities for extreme events 5. Dynamic Parameter Optimization: Adjusts calculation parameters based on market volatility percentiles === TRADING APPLICATIONS === 1. Mean Reversion Strategy - Entry: SPPO > +8 or < -8 with probability < 5% - Confirmation: Momentum histogram showing divergence - Exit: SPPO returns to ±3 range 2. Trend Confirmation - Trend continuation: SPPO and histogram aligned - Trend exhaustion: Extreme SPPO with weakening histogram - Breakout validation: SPPO breaking confidence intervals with volume 3. Risk Management - Position sizing based on probability inverse - Stop-loss when SPPO extends beyond ±12 - Take-profit at statistical mean reversion levels === MARKET REGIME CLASSIFICATION === • Normal Range (|SPPO| < 3): Trend-following strategies preferred • Moderate Deviation (3 < |SPPO| < 8): Cautious mean reversion with partial positions • Extreme Deviation (|SPPO| > 8): Aggressive mean reversion with strict risk management === TIMEFRAME RECOMMENDATIONS === • Short-term Trading (30-50 period): Intraday scalping, high sensitivity • Medium-term Analysis (50-80 period): Swing trading, balanced sensitivity • Long-term Trends (80-120 period): Position trading, statistical stability focus === UNIQUE ADVANTAGES === 1. Objective Signal Generation: Every signal backed by statistical probability 2. Self-Adaptive System: Automatically adjusts to changing market conditions 3. Multi-Dimensional Information: Six layers of visual information in single indicator 4. Universal Application: Works across all markets and timeframes 5. Risk Quantification: Provides probability-based risk assessment 6. Professional Visualization: Institutional-grade color schemes and data presentation === TECHNICAL SPECIFICATIONS === • Pine Script Version: v6 compatible • Maximum Bars Back: 500 (optimized for performance) • Calculation Efficiency: Incremental updates with caching • Memory Management: Dynamic array sizing with intelligent cleanup • Rendering Optimization: Conditional rendering to reduce resource consumption === ALERT CONDITIONS === • Extreme Probability Alert: Triggered when probability < extreme threshold • Buy Signal Alert: Statistical mean reversion buy conditions met • Sell Signal Alert: Statistical mean reversion sell conditions met • High Volatility Alert: Market enters high volatility regime (>90th percentile) === COMPATIBILITY === • Asset Classes: Stocks, Forex, Commodities, Cryptocurrencies, Indices • Timeframes: All standard timeframes (1m to 1M) • Market Sessions: 24/7 markets and traditional market hours • Data Requirements: Minimum 120 bars for optimal statistical accuracy === PERFORMANCE OPTIMIZATION === • Efficient Algorithms: Uses Pine Script built-in functions for optimal speed • Memory Management: Limited historical data caching to prevent overflow • Rendering Optimization: Layered rendering system reduces redraw overhead • Precision Balance: Optimized balance between calculation accuracy and performance === RISK DISCLAIMER === SPPO is a statistical analysis tool designed to assist in market analysis. While based on rigorous mathematical principles, it should not be used as the sole basis for trading decisions. Always combine SPPO analysis with: • Fundamental analysis • Risk management practices • Market context awareness • Position sizing discipline Past performance does not guarantee future results. Trading involves substantial risk of loss. === SUPPORT AND DOCUMENTATION === For detailed technical documentation, implementation examples, and advanced strategies, please refer to the comprehensive SPPO Technical Documentation included with this indicator. === VERSION INFORMATION === Current Version: 2.0 Last Updated: 2024 Compatibility: Pine Script v6 Author: === CONCLUSION === SPPO represents a significant advancement in technical analysis, bringing institutional-grade statistical modeling to retail traders. Its combination of mathematical rigor, adaptive intelligence, and professional visualization makes it an invaluable tool for traders seeking objective, probability-based market analysis. The indicator's unique approach to quantifying price position within statistical distributions provides traders with unprecedented insight into market extremes and mean reversion opportunities, while its self-adaptive nature ensures consistent performance across varying market conditions.
Pine Script® 인디케이터
Lavaetin42의