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Physics CandlesPhysics Candles embed volume and motion physics directly onto price candles or market internals according to the cyclic pattern of financial securities. The indicator works on both real-time “ticks” and historical data using statistical modeling to highlight when these values, like volume or momentum, is unusual or relatively high for some periodic window in time. Each candle is made out of one or more sub-candles that each contain their own information of motion, which converts to the color and transparency, or brightness, of that particular candle segment. The segments extend throughout the entire candle, both body and wicks, and Thick Wicks can be implemented to see the color coding better. This candle segmentation allows you to see if all the volume or energy is evenly distributed throughout the candle or highly contained in one small portion of it, and how intense these values are compared to similar time periods without going to lower time frames. Candle segmentation can also change a trader’s perspective on how valuable the information is. A “low” volume candle, for instance, could signify high value short-term stopping volume if the volume is all concentrated in one segment. The Candles are flexible. The physics information embedded on the candles need not be from the same price security or market internal as the chart when using the Physics Source option, and multiple Candles can be overlayed together. You could embed stock price Candles with market volume, market price Candles with stock momentum, market structure with internal acceleration, stock price with stock force, etc. My particular use case is scalping the SPX futures market (ES), whose price action is also dictated by the volume action in the associated cash market, or SPY, as well as a host of other securities. Physics allows you to embed the ES volume on the SPY price action, or the SPY volume on the ES price action, or you can combine them both by overlaying two Candle streams and increasing the Number of Overlays option to two. That option decreases the transparency levels of your coloring scheme so that overlaying multiple Candles converges toward the same visual color intensity as if you had one. The Candle and Physics Sources allows for both Symbols and Spreads to visualize Candle physics from a single ticker or some mathematical transformation of tickers. Due to certain TradingView programming restrictions, each Candle can only be made out of a maximum of 8 candle segments, or an “8-bit” resolution. Since limits are just an opportunity to go beyond, the user has the option to stack multiple Candle indicators together to further increase the candle resolution. If you don’t want to see the Candles for some particular period of the day, you can hide them, or use the hiding feature to have multiple Candles calibrated to show multiple parts of the trading day. Securities tend to have low volume after hours with sharp spikes at the open or close. Multiple Candles can be used for multiple parts of the trading day to accommodate these different cycles in volume. The Candles do not need be associated with the nominal security listed on the TV chart. The Candle Source allows the user to look at AAPL Candles, for instance, while on a TSLA or SPY chart, each with their respective volume actions integrated into the candles, for instance, to allow the user to see multiple security price and volume correlation on a single chart. The physics information currently embeddable on Candles are volume or time, velocity, momentum, acceleration, force, and kinetic energy. In order to apply equations of motion containing a mass variable to financial securities, some analogous value for mass must be assumed. Traders often regard volume or time as inextricable variables to a securities price that can indicate the direction and strength of a move. Since mass is the inextricable variable to calculating the momentum, force, or kinetic energy of motion, the user has the option to assume either time or volume is analogous to mass. Volume may be a better option for mass as it is not strictly dependent on the speed of a security, whereas time is. Data transformations and outlier statistics are used to color code the intensity of the physics for each candle segment relative to past periodic behavior. A million shares during pre-market or a million shares during noontime may be more intense signals than a typical million shares traded at the open, and should have more intense color signals. To account for a specific cyclic behavior in the market, the user can specify the Window and Cycle Time Frames. The Window Time Frame splits up a Cycle into windows, samples and aggregates the statistics for each window, then compares the current physics values against past values in the same window. Intraday traders may benefit from using a Daily Cycle with a 30-minute Window Time Frame and 1-minute Sample Time Frame. These settings sample and compare the physics of 1-minute candles within the current 30-minute window to the same 30-minute window statistics for all past trading days, up until the data limit imposed by TradingView, or until the Data Collection Start Date specified in the settings. Longer-term traders may benefit from using a Monthly Cycle with a Weekly Time Frame, or a Yearly Cycle with a Quarterly Time Frame. Multiple statistics and data transformation methods are available to convey relative intensity in different ways for different trading signals. Physics Candles allows for both Normal and Log-Normal assumptions in the physics distribution. The data can then be transformed by Linear, Logarithmic, Z-Score, or Power-Law scoring, where scoring simply assigns an intensity to the relative physics value of each candle segment based on some mathematical transformation. Z-scoring often renders adequate detection by scoring the segment value, such as volume or momentum, according to the mean and standard deviation of the data set in each window of the cycle. Logarithmic or power-law transformation with a gamma below 1 decreases the disparity between intensities so more less-important signals will show up, whereas the power-law transformation with gamma values above 1 increases the disparity between intensities, so less more-important signals will show up. These scores are then converted to color and transparency between the Min Score and the Max Score Cutoffs. The Auto-Normalization feature can automatically pick these cutoffs specific to each window based on the mean and standard deviation of the data set, or the user can manually set them. Physics was developed with novices in mind so that most users could calibrate their own settings by plotting the candle segment distributions directly on the chart and fiddling with the settings to see how different cutoffs capture different portions of the distribution and affect the relative color intensities differently. Security distributions are often skewed with fat-tails, known as kurtosis, where high-volume segments for example, have a higher-probabilities than expected for a normal distribution. These distribution are really log-normal, so that taking the logarithm leads to a standard bell-shaped distribution. Taking the Z-score of the Log-Normal distribution could make the most statistical sense, but color sensitivity is a discretionary preference. Background Philosophy This indicator was developed to study and trade the physics of motion in financial securities from a visually intuitive perspective. Newton’s laws of motion are loosely applied to financial motion: “A body remains at rest, or in motion at a constant speed in a straight line, unless acted upon by a force”. Financial securities remain at rest, or in motion at constant speed up or down, unless acted upon by the force of traders exchanging securities. “When a body is acted upon by a force, the time rate of change of its momentum equals the force”. Momentum is the product of mass and velocity, and force is the product of mass and acceleration. Traders render force on the security through the mass of their trading activity and the acceleration of price movement. “If two bodies exert forces on each other, these forces have the same magnitude but opposite directions.” Force arises from the interaction of traders, buyers and sellers. One body of motion, traders’ capitalization, exerts an equal and opposite force on another body of motion, the financial security. A securities movement arises at the expense of a buyer or seller’s capitalization. Volume The premise of this indicator assumes that volume, v, is an analogous means of measuring physical mass, m. This premise allows the application of the equations of motion to the movement of financial securities. We know from E=mc^2 that mass has energy. Energy can be used to create motion as kinetic energy. Taking a simple hypothetical example, the interaction of one short seller looking to cover lower and one buyer looking to sell higher exchange shares in a security at an agreed upon price to create volume or mass, and therefore, potential energy. Eventually the short seller will actively cover and buy the security from the previous buyer, moving the security higher, or the buyer will actively sell to the short seller, moving the security lower. The potential energy inherent in the initial consolidation or trading activity between buy and seller is now converted to kinetic energy on the subsequent trading activity that moves the securities price. The more potential energy that is created in the consolidation, the more kinetic energy there is to move price. This is why point and figure traders are said to give price targets based on the level of volatility or size of a consolidation range, or why Gann traders square price and time, as time is roughly proportional to mass and trading activity. The build-up of potential energy between short sellers and buyers in GME or TSLA led to their explosive moves beyond their standard fundamental valuations. Position Position, p, is simply the price or value of a financial security or market internal. Time Time, t, is another means of measuring mass to discover price behavior beyond the time snapshots that simple candle charts provide. We know from E=mc^2 that time is related to rest mass and energy given the speed of light, c, where time ≈ distance * sqrt(mass/E). This relation can also be derived from F=ma. The more mass there is, the longer it takes to compute the physics of a system. The more energy there is, the shorter it takes to compute the physics of a system. Similarly, more time is required to build a “resting” low-volatility trading consolidation with more mass. More energy added to that trading consolidation by competing buyers and sellers decreases the time it takes to build that same mass. Time is also related to price through velocity. Velocity = (p(t1) – p(t0)) / p(t0) Velocity, v, is the relative percent change of a securities price, p, over a period of time, t0 to t1. The period of time is between subsequent candles, and since time is constant between candles within the same timeframe, it is not used to calculate velocity or acceleration. Price moves faster with higher velocity, and slower with slower velocity, over the same fixed period of time. The product of velocity and mass gives momentum. Momentum = mv This indicator uses physics definition of momentum, not finance’s. In finance, momentum is defined as the amount of change in a securities price, either relative or absolute. This is definition is unfortunate, pun intended, since a one dollar move in a security from a thousand shares traded between a few traders has the exact same “momentum” as a one dollar move from millions of shares traded between hundreds of traders with everything else equal. If momentum is related to the energy of the move, momentum should consider both the level of activity in a price move, and the amount of that price move. If we equate mass to volume to account for the level of trading activity and use physics definition of momentum as the product of mass and velocity, this revised definition now gives a thousand-times more momentum to a one-dollar price move that has a thousand-times more volume behind it. If you want to use finance’s volume-less definition of momentum, use velocity in this indicator. Acceleration = v(t1) – v(t0) Acceleration, a, is the difference between velocities over some period of time, t0 to t1. Positive acceleration is necessary to increase a securities speed in the positive direction, while negative acceleration is necessary to decrease it. Acceleration is related to force by mass. Force = ma Force is required to change the speed of a securities valuation. Price movements with considerable force have considerably more impact on future direction. A change in direction requires force. Kinetic Energy = 0.5mv^2 Kinetic energy is the energy that a financial security gains from the change in its velocity by force. The built-up of potential energy in trading consolidations can be converted to kinetic energy on a breakout from the consolidation. Cycle Theory and Relativity Just as the physics of motion is relative to a point of reference, so too should the physics of financial securities be relative to a point of reference. An object moving at a 100 mph towards another object moving in the same direction at 100 mph will not appear to be moving relative to each other, nor will they collide, but from an outsider observer, the objects are going 100 mph and will collide with significant impact if they run into a stationary object relative to the observer. Similarly, trading with a hundred thousand shares at the open when the average volume is a couple million may have a much smaller impact on the price compared to trading a hundred thousand shares pre-market when the average volume is ten thousand shares. The point of reference used in this indicator is the average statistics collected for a given Window Time Frame for every Cycle Time Frame. The physics values are normalized relative to these statistics. Examples The main chart of this publication shows the Force Candles for the SPY. An intense force candle is observed pre-market that implicates the directional overtone of the day. The assumption that direction should follow force arises from physical observation. If a large object is accelerating intensely in a particular direction, it may be fair to assume that the object continues its direction for the time being unless acted upon by another force. The second example shows a similar Force Candle for the SPY that counters the assumption made in the first example and emphasizes the importance of both motion and context. While it’s fair to assume that a heavy highly accelerating object should continue its course, if that object runs into an obstacle, say a brick wall, it’s course may deviate. This example shows SPY running into the 50% retracement wall from the low of Mar 2020, a significant support level noted in literature. The example also conveys Gann’s idea of “lost motion”, where the SPY penetrated the 50% price but did not break through it. A brick wall is not one atom thick and price support is not one tick thick. An object can penetrate only one layer of a wall and not go through it. The third example shows how Volume Candles can be used to identify scalping opportunities on the SPY and conveys why price behavior is as important as motion and context. It doesn’t take a brick wall to impede direction if you know that the person driving the car tends to forget to feed the cats before they leave. In the chart below, the SPY breaks down to a confluence of the 5-day SMA, 20-day SMA, and an important daily trendline (not shown) after the bullish bounce from the 50% retracement days earlier. High volume candles on the SMA signify stopping volume that reverse price direction. The character of the day changes. Bulls become more aggressive than bears with higher volume on upswings and resistance, whiles bears take on a defensive position with lower volume on downswings and support. High volume stopping candles are seen after rallies, and can tell you when to take profit, get out of a position, or go short. The character change can indicate that its relatively safe to re-enter bullish positions on many major supports, especially given the overarching bullish theme from the large reaction off the 50% retracement level. The last example emphasizes the importance of relativity. The Volume Candles in the chart below are brightest pre-market even though the open has much higher volume since the pre-market activity is much higher compared to past pre-markets than the open is compared to past opens. Pre-market behavior is a good indicator for the character of the day. These bullish Volume Candles are some of the brightest seen since the bounce off the 50% retracement and indicates that bulls are making a relatively greater attempt to bring the SPY higher at the start of the day. Infrequently Asked Questions Where do I start? The default settings are what I use to scalp the SPY throughout most of the extended trading day, on a one-minute chart using SPY volume. I also overlay another Candle set containing ES future volume on the SPY price structure by setting the Physics Source to ES1! and the Number of Overlays setting to 2 for each Candle stream in order to account for pre- and post-market trading activity better. Since the closing volume is exponential-like up until the end of the regular trading day, adding additional Candle streams with a tighter Window Time Frame (e.g., 2-5 minute) in the last 15 minutes of trading can be beneficial. The Hide feature can allow you to set certain intraday timeframes to hide one Candle set in order to show another Candle set during that time. How crazy can you get with this indicator? I hope you can answer this question better. One interesting use case is embedding the velocity of market volume onto an internal market structure. The PCTABOVEVWAP.US is a market statistic that indicates the percent of securities above their VWAP among US stocks and is helpful for determining short term trends in the US market. When securities are rising above their VWAP, the average long is up on the day and a rising PCTABOVEVWAP.US can be viewed as more bullish. When securities are falling below their VWAP, the average short is up on the day and a falling PCTABOVEVWAP.US can be viewed as more bearish. (UPVOL.US - DNVOL.US) / TVOL.US is a “spread” symbol, in TV parlance, that indicates the decimal percent difference between advancing volume and declining volume in the US market, showing the relative flow of volume between stocks that are up on the day, and stocks that are down on the day. Setting PCTABOVEVWAP.US in the Candle Source, (UPVOL.US - DNVOL.US) / TVOL.US in the Physics Source, and selecting the Physics to Velocity will embed the relative velocity of the spread symbol onto the PCTABOVEVWAP.US candles. This can be helpful in seeing short term trends in the US market that have an increasing amount of volume behind them compared to other trends. The chart below shows Volume Candles (top) and these Spread Candles (bottom). The first top at 9:30 and second top at 10:30, the high of the day, break down when the spread candles light up, showing a high velocity volume transfer from up stocks to down stocks. How do I plot the indicator distribution and why should I even care? The distribution is visually helpful in seeing how different normalization settings effect the distribution of candle segments. It is also helpful in seeing what physics intensities you want to ignore or show by segmenting part of the distribution within the Min and Max Cutoff values. The intensity of color is proportional to the physics value between the Min and Max Cutoff values, which correspond to the Min and Max Colors in your color scheme. Any physics value outside these Min and Max Cutoffs will be the same as the Min and Max Colors. Select the Print Windows feature to show the window numbers according to the Cycle Time Frame and Window Time Frame settings. The window numbers are labeled at the start of each window and are candle width in size, so you may need to zoom into to see them. Selecting the Plot Window feature and input the window number of interest to shows the distribution of physics values for that particular window along with some statistics. A log-normal volume distribution of segmented z-scores is shown below for 30-minute opening of the SPY. The Min and Max Cutoff at the top of the graph contain the part of the distribution whose intensities will be linearly color-coded between the Min and Max Colors of the color scheme. The part of the distribution below the Min Cutoff will be treated as lowest quality signals and set to the Min Color, while the few segments above the Max Cutoff will be treated as the highest quality signals and set to the Max Color. What do I do if I don’t see anything? Troubleshooting issues with this indicator can involve checking for error messages shown near the indicator name on the chart or using the Data Validation section to evaluate the statistics and normalization cutoffs. For example, if the Plot Window number is set to a window number that doesn’t exist, an error message will tell you and you won’t see any candles. You can use the Print Windows option to show windows that do exist for you current settings. The auto-normalization cutoff values may be inappropriate for your particular use case and literally cut the candles out of the chart. Try changing the chart time frame to see if they are appropriate for your cycle, sample and window time frames. If you get a “Timeframe passed to the request.security_lower_tf() function must be lower than the timeframe of the main chart” error, this means that the chart timeframe should be increased above the sample time frame. If you get a “Symbol resolve error”, ensure that you have correct symbol or spread in the Candle or Physics Source. How do I see a relative physics values without cycles? Set the Window Time Frame to be equal to the Cycle Time Frame. This will aggregate all the statistics into one bucket and show the physics values, such as volume, relative to all the past volumes that TV will allow. How do I see candles without segmentation? Segmentation can be very helpful in one context or annoying in another. Segmentation can be removed by setting the candle resolution value to 1. Notes I have yet to find a trading platform that consistently provides accurate real-time volume and pricing information, lacking adequate end-user data validation or quality control. I can provide plenty of examples of real-time volume counts or prices provided by TradingView and other platforms that were significantly off from what they should have been when comparing against the exchanges own data, and later retroactively corrected or not corrected at all. Since no indicator can work accurately with inaccurate data, please use at your own discretion. The first version is a beta version. Debugging and validating code in Pine script is difficult without proper unit testing. Please report any bugs with enough information to reproduce them and indicate why they are important. I also encourage you to export the data from TradingView and verify the calculations for your particular use case. The indicator works on real-time updates that occur at a higher frequency than the candle time frame, which TV incorrectly refers to as ticks. They use this terminology inaccurately as updates are really aggregated tick data that can take place at different prices and may not accurately reflect the real tick price action. Consequently, this inaccuracy also impacts the real-time segmentation accuracy to some degree. TV does not provide a means of retaining “tick” information, so the higher granularity of information seen real-time will be lost on a disconnect. TV does not provide time and sales information. The volume and price information collected using the Sample Time Frame is intraday, which provides only part of the picture. Intraday volume is generally 50 to 80% of the end of day volume. Consequently, the daily+ OHLC prices are intraday, and may differ significantly from exchanged settled OHLC prices. The Cycle and Window Time Frames refer to calendar days and time, not trading days or time. For example, the first window week of a monthly cycle is the first seven days of the month, not the first Monday through Friday of trading for the month. Chart Time Frames that are higher than the Window Time Frames average the normalized physics for price action that occurred within a given Candle segment. It does not average price action that did not occur. One of the main performance bottleneck in TradingView’s Pine Script is client-side drawing and plotting. The performance of this indicator can be increased by lowering the resolution (the number of sub-candles this indicator plots), getting a faster computer, or increasing the performance of your computer like plugging your laptop in and eliminating unnecessary processes. The statistical integrity of this indicator relies on the number of samples collected per sample window in a given cycle. Higher sample counts can be obtained by increasing the chart time frame or upgrading the TradingView plan for a higher bar count. While increasing the chart time frame doesn’t increase the visual number of bars plotted on the chart, it does increase the number of bars that can be pulled at a lower time frame, up to 100,000. Due to a limitation in Pine Scripts request_lower_tf() function, using a spread symbol will only work for regular trading hours, not extended trading hours. Ideally, velocity or momentum should be calculated between candle closes. To eliminate the need to deal with price gaps that would lead to an incorrect statistical distributions, momentum is calculated between candle open and closes as a percent change of the price or value, which should not be an issue for most liquid securities.
Pine Script™指标
由Techotomy提供
31
Newzage - Fed Net LiquidityThe Fed Net Liquidity indicator is a concept discovered by Max Anderson to calculate the fair value of SPX (S&P 500 Index). The formula he shared on Twitter uses the Fed Balance Sheet, TGA (Treasury General Account), and Reverse Repo. Net Liquidity = Fed Balance Sheet - (TGA + Reverse Repo) The data for each component above is accessible on the FRED website. Fed Balance Sheet fred.stlouisfed.org Treasury General Account (TGA) fred.stlouisfed.org Reverse Repo fred.stlouisfed.org This script uses net liquidity (NL) fair value calculation for SPX, then estimates entry and next target exit target for both long and short trades on SPY. The script added RSI oversold/overbought signal to the original NL signal from Max... improving the "precision" of the buy/sell signals. The script also uses RSI to estimate targets based on how overbought or oversold the index/SPY is.
Pine Script™指标
由azurablev提供
15
ICT IPDA Look BackThis script automatically calculates and updates ICT's daily IPDA look back time intervals and their respective discount / equilibrium / premium, so you don't have to :) IPDA stands for Interbank Price Delivery Algorithm. Said algorithm appears to be referencing the past 20, 40, and 60 days intervals as points of reference to define ranges and related PD arrays. Intraday traders can find most value in the 20 Day Look Back box, by observing imbalances and points of interest. Longer term traders can reference the 40 and 60 Day Look Back boxes for a clear indication of current market conditions.
Pine Script™指标
由toodegrees提供
54
Seasonality DOW - Day Of the Week - Tabular FormUse this indicator on Daily Timeframe This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the week - DOW ( Sun - Mon - Tue - Wed - Thu - Fri - Sat ). User can change the start of the year for analysis from the inputs. Year is represented in rows and Day of the week (DOW) is represented in cols. This indicator uses Daily Data feed to calculate the % change Summary data for DOW displayed as the last row
Pine Script™指标
由ILuvMarkets提供
9
Rainbow ChannelI have designed this indicator with the idea of ​​staying focused on the price during the corresponding trend, for this I have built a rainbow channel The upper part of the channel is painted in colors during the uptrend, at this time the lower part turns gray to focus only on the longs signals The lower part of the channel is painted in colors during the downtrend, at this time the upper part turns gray to focus only on the shorts signals The signals are followed by a mark that indicates when to close that trade. The indicator works with all timeframes, I use it on the 1 hour chart and I do the trades in 1 minute. CREDITS: - @DonovanWall for his study "Gaussian Channel " included in this script - @Alex Orekhov (everget) for his study "HalfTrend" included in this script
Pine Script™指标
由Ramonimous提供
Fed Net Liquidity Indicator v2Updated script for jlb05013's original Fed Net Liquidity Indicator. TradingView was bringing in the FRED data in different units than they used to. This code fixes it. This indicator aims to present a "Net Liquidity" indicator comprised of the Fed Balance sheet , less the TGA account and Overnight Reverse REPO agreements. Net Liquidity = Fed Balance Sheet - ( TGA + Reverse REPO) This is an overlay that can be added to stock or other charts (like SPY ) to see how the market may appear correlated to Net Liquidity - injection of liquidity into the markets. This was hypothesized by Max Anderson, this is just a script realizing that posting. New updates include a resolution feature, and an option to offset backwards by 2 days per original intent.
Pine Script™指标
由TaxShields提供
4
TASC 2022.11 Phasor Analysis█ OVERVIEW TASC's November 2022 edition Traders' Tips includes an article by John ​Ehlers titled "Recurring Phase Of Cycle Analysis". This is the code that implements the ​ phasor analysis indicator presented in this publication. █ CONCEPTS The article explores the use of phasor analysis to identify market trends. An ordinary rotating phasor diagram is a two-dimensional vector, anchored to the origin, whose rotation rate corresponds to the cycle period in the price data stream. Similarly, Ehlers' phasor is a representation of angular phase rotation along the course of time. Its angle reflects the current phase of the cycle. Angles -180, -90, +90 and +180 degrees correspond to the beginning, valley, peak and end of the cycle, respectively. If the observed cycle is very long, the market can be considered trending . In his article, John ​Ehlers defined trending behavior to occur when the derived instantaneous cycle period value is greater that 60 bars. The author also introduced guidelines for long and short entries in a trending state. Depending on the tuning of the indicator period input, a long entry position may occur when the phasor angle is around the approximate vicinity of −90 degrees, while a short entry position may occur when the phasor angle will be around the approximate vicinity of +90 degrees. Applying these definitive guidelines, the author proposed a state variable that is indicated by +1 for a trending long position, 0 for cycling, and −1 for a trending short position (or out). The phasor angle, the cycle period, and the state variable are made available with three selectable display modes provided for this TradingView indicator. █ CALCULATIONS The calculations are carried out as follows. First, the price data stream is correlated with cosine and sine of a fixed cycle period. This produces two new data streams that correspond to the projections of the frequency domain phasor diagram to the horizontal (so-called real ) and vertical (so-called imaginary ) axis respectively. The wavelength of the cycle period input should be set for the midrange vicinities of the phasor to coincide with the peaks and valleys of the charted price data. Secondly, the phase angle of the phasor is easily computed as the arctangent of the ratio of the imaginary component to the real component. The difference between the current phasor values and its last is then employed to calculate a derived instantaneous period and market state. This computation is then repeated successively for each individual bar over the entire duration of the data set.
Pine Script™指标
由PineCodersTASC提供
8
[VTaL] Vertical Time Alert Lines - By BlueJayBird🦾 USE - Vertical lines drawn ON TOP of chart at selected key times of the day, week, month, year. - You can use it at any symbol (as far as I know). - Programmatic alerts available. - Lines from lower time-frames are selectively NOT visible at higher time-frames. Example: At 1h time-frame, vertical lines from 1h and 4h intervals are not visible. Drawing them is considered not really useful. 🎭 MAIN FEATURES - Available targeted times: 3m, 15m, 1h, 4h, 1D, 1W, 1M, 1Y. - Offset available for all lines. Example: 1 offset for 4h moves lines from 4AM to 8AM. - Programmatic alerts for all lines. Example: If alert is enabled for 15m lines, every time those lines are reached, alert will trigger. - Available drawing themes: Custom, Light, Dark. 💻 NOTES ON CODE - Vertical lines are drawn using a custom function, which uses line.new() built-in function. - Alerts are triggered using ta.cross() built-in function. Alert is triggered when close price crosses a given time value from the line.get_x1() built-in function. - I've added, where necessary, several comments to the code for understanding what's going on. If you have additional questions, you may ask them in the comment section of the publication. - 3m lines are not really useful in day-trading, they were added for debugging purposes mainly. Useful for learning how to use alerts, though. 👉🏼 NOTES ON ALERTS - When setting up an alert, the targeted line must be enabled/visible. - Every time any alert is enabled or disabled, you must create AGAIN the alert from the "Alerts" panel (remember, alerts run in the back-end). - Alerts contain really useful information. If you have any idea for adding some other data, tell in the comment section. 💡 ⚠️ KNOWN ISSUES - None. Let me know please if you find any. -------------------------------------------- ~ Comment , Follow and Boost ~ 🚀
Pine Script™指标
由BlueJayBird提供
25
[Floride] 4 Layers of Bollinger Shadow This is the indicator I named 4LBS. That means four layers of bollinger shadow. This is an indicator that I made to see how far past prices could affect the future prices. And I found some very interesting and beautiful things about it, and I wanted to share them with you, so I publish this indicator. *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*- Hello, nice to meet you all. my name as a trader is Floride. First of all, I am not good at English, so there may be many grammatically incorrect sentences below. I ask for your understanding in advance. Thanks for your understanding. *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*- What is it? bollinger Bands usually has one moving average line. And there's two bands that uses same period value of standard deviation as the former MA. And this indicator, by the way, has a 4 shadow bands that uses twice,three,four,five time the value of the MA's period. Appearance - This indicator has four layers, and there are also other layers between them. You can turn on or off all the shadow layers. Uses of Indicator and Examples examples of actual use 1. market strongness diagnosis -It seems all layers of shadow has some degree resist/support forces. This indicator has the 4th layer - "L4". (indicated by red lines). I saw emergence of volatility quite frequently when this last layer breaks through. When price breaks through this area or line, shade appear on the L4 layer in red. and red cross appear on the that point. This is I called Marlin signal. If you saw red color shadow in this indicator, then the market may have quite high volatility. (of course, there's not 100%. Please be careful about this.) But I've also checked in quite several markets. when this volatility emerges, then also that market seems to started to building quite directional power afterwards. I mean, after the marlin signal, market tends to have bigger volatility, and tends to go one direction. again, it's not 100%. but probability is quite high. But maybe depending on the type of market you need some adjustment. Recommended values are M2-1.618, M3-2.618 Or M2-1, M3-2. default value is M2-1.618, M3-2.618 and also, if prices breakthrough the channels, or layers, It tends to break through the at once, in first bar. In other words, if price don't break through the first or second candle, it's very likely that the price won't break through channel for the time being. 2. market weakness diagnosis Usually, without external momentum, the price converges to the average value and does not deviate from the band. And if price fails to break through the most inner first layer-"L1 - the green channel", In that case, the market is usually assumed to be weak, or has low volatility. - you can set alarms on tuna, marlin signal. and you don't have to watch chart all the time. 3. Signals I put two signals in this indicator. One has the name "Tuna," and the second has the name "Marlin." As you can already tell from the name's feeling, tuna is a weaker signal and marlin is a stronger signal. Actual example of a signal 1. Tuna signal - When the tuna signal appears, you can guess that the current market is generally not weak. or has quite good directional force. or medium volatility. Below is important. - If a tuna signal appears, there is a possibility that a marlin will appear later. - In my opinion, it might be wise not to have a position without a tuna signal. - Almost all of the marlin signal appeared shortly after the tuna signal appeared. 2. Marlin signal - When marlin signal appears, with a high probability, volatility can increase large. - In the backtesting of the stock, in some cases, the market moved quite frequently in the direction of the marlin signal. - The emergence of marlin can be seen as a pretty strong indication of the emergences of direction.
Pine Script™指标
由Minerva11提供
6
Recession And Bull Run WarningThis script uses 2 moving averages of Unemployment and projects a possible recession period or bull run period. A Red Dot means a recession could've started or is coming soon - markets could possibly fall for the next few months. A Green Dot means a bull run could begin following a recessionary period - markets could possibly rally for the next few months. Using Unemployment to define recessionary periods has been highly accurate and has very often predicted many downturns and bull runs way before they occurred, as history suggests of course. Have fun with this indicator!
Pine Script™指标
由chinmaysk1提供
5
TCI (TimeZonesIndicator)Problem & Trading Relevance When people and especially investors and traders wake up, they will very likely check the crypto markets if they are invested. Thus higher volatility can be expected during this time. Also during the opening hours of the stock exchanges higher volatility can be expected. For people who are checking their crypto portfolio on a daily base and be following the charts, this indicator highlights maybe the most important times of the day. Implementation Wake up times are considered as 0700-0900. Stock Exchange hours are considered to be 0900-1000. The daylight saving times are automaticly considered. Personal comment Thanks to the community for supporting with so many free to use indicators :D I hope some of you will find it also really helpfull and thus very easy to use and understand. Greets Julian
Pine Script™指标
由julian-grasboeck提供
[FriZz]Watermark -- Watermark by FriZz | FrizLabz -- Lets you Customize a watermark how ever you would like There are 4 Textboxes in the settings window 2 for your inputs There's 1 with instructions/examples and 1 with Special Characters (there are tons more online) -- The options you can type into Textbox 1 and 2 -- - Volume - Open - Close - High - Low - Ticker [ Chart ticker ] - Ticker2 [ Optional 2nd ticker that can be set in the settings will also display close ] - TF - Day - Date - Time - Session - SessionTime -- Important -- These options need to be spelled and Case matched correctly or it will simply just display the word You can add anything around a word or between two words you would like If you want a new line simply press [ ENTER/RETURN ] and continue -- Tooltip -- Tooltip appears when you mouse over the watermark There are options to change the session times if you need too The Sessions will be listed on the tooltip with Session times I think that pretty much covers most of it if you have any questions or suggestions on this or anything else I've made or if I missed a bug.. feel free to comment or DM me Enjoy! - FriZz
Pine Script™指标
由FFriZz提供
Orion:Supertrend HybridSupertrend Hybrid This indicator is a combination of the Supertrend and Donchian Channels. The original Supertrend indicator shades the area from the mean (hl2) of the bar/candle to the Supertrend line. This Hybrid uses the mid section of the Donchian channel to the Supertrend line as the area to be shaded. This provides a visual of when prices are getting close to potentially reversing the trend. Values: Length = Length of the Donchian Channels (Default: 12) ATR Length = Lookback length of the ATR calculation (Default: 10) Factor = Multiply the ATR by this value to get a trend reversal value (Default: 3.0) Prices cross above the red line indicating a bullish trend is in play Prices cross below the green line indicating a bearish trend is in play Yellow line represents the mid-section of the Donchian Channel. Suggested usage: Add a Stochastic and set the Stochastic %K Length to the same value as the Donchian Length. When below trend (red line dominate) and prices cross into the shaded area, if stochastic crosses above 70, prices may challenge/cross the red trend line. When above trend (green line dominate) and prices cross into the shaded area, if stochastic crosses below 30, prices may challenge/cross the green trend line. IF in an up trend (green line dominate) and stochastic crosses/remains above 70, potential higher price movement exists. IF in an down trend (red line dominate) and stochastic crosses/remains below 30, potential lower price movement exists.
Pine Script™指标
由priceprophet提供
2
[fpemehd] SSL Baseline StrategyHello Guys! Nice to meet you all! This is my third script! This Logic is trend following logic, This detects long & short trends based on SSL Hybrid Baseline. This fits to the longer time frame like 4hr and 1d. ### Long Condition 1. close > SSL Hybrid baseline upper k - Baseline is the ma of close price. (You can choose ma type and length) - Upper k is the upper Keltner Channel. ### Short Condition 1. close < SSL Hybrid baseline lower k - Baseline is the ma of close price. (You can choose ma type and length) - Lower k is the lower Keltner Channel. ### Etc 1. Added Stoploss based on highest high or lowest low with lookback. 2. Strategy Template is based on @kevinmck100 template. Thank you!
Pine Script™策略
由DuDu95提供
4
ICT Index ScheduleNew ICT student here, decided to compile the daily schedule and salient levels for London and New York index sessions into one place to aid my learning – thought others might benefit from this too :) The script works with whatever timezone setting, however make sure to change your timezone to New York time if you want to have the proper time-price alignment (I personally find it helpful when studying). Here's a legend of all the elements displayed at once: London only: New York only: // Couldn't find a comprehensive script with all the elements included, s/o to @the1dv for their Days of Week script.
Pine Script™指标
由toodegrees提供
6
Quick and Simple - WPR+RSI+CCITake a look. Couple of confluencial reversal signals from popular indicators (W%R, RSI & CCI). I can only say this shows how random the "stanard tools" are and how the market makers "play" these kind of tools to their advantage. That said. It's better tha average, but not top-class, so expect to have to take signals with other confluence. DON'T take the plots or signals as buy / sell signals, they are just confluencial movements from these indicators based on how they should be "traditionally" used. Instead, use it as a guide as to what other traders may be thinking, or as a pull-back identifier. Included 100 period ema as basic trend filter. Not my normal type of script + been away for some time so be kind, lol :) You might find it useful however so sharing. More stuff to follow :)
Pine Script™指标
由ballofpaper提供
1