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指标和策略

Session Range Control [PointAlgo]Session Range Control (SRC) The Session Range Control (SRC) indicator provides a structured view of intraday price behavior by tracking where the current price sits within the session’s high–low range and how today’s volatility compares to the Average Daily Range (ADR). It combines range analytics, momentum context, volatility interpretation, and visual cues to help traders understand session strength and shifts in intraday conditions. Core Concept Every trading session forms a unique high and low. SRC continuously reads these values and calculates the Position in Range, expressed on a scale from 0% to 100%: 0% → Price at Day Low 100% → Price at Day High 50% → Mid-range equilibrium By normalizing price into a percentage, traders can quickly interpret where market pressure is concentrated during the session. Trend Zones and Market State SRC divides the range into logical zones to show the likely sentiment of the session: 1. Strong Uptrend Zone (Above Threshold) When price consistently holds above the user-defined upper threshold (e.g., 60%), the indicator marks a Strong Uptrend. This typically reflects: Persistent intraday buying pressure Price acceptance near the upper part of the range Reduced likelihood of deep pullbacks 2. Strong Downtrend Zone (Below Threshold) When price remains below the lower threshold (e.g., 40%), SRC signals a Strong Downtrend, indicating: Dominant intraday selling Consistent pressure keeping price near session lows 3. Bullish / Bearish Zones Between the midline and strong thresholds, SRC displays softer trend zones: Above 50% = Bullish Zone Below 50% = Bearish Zone These zones help classify whether price is trending, balanced, or drifting. 4. Neutral Territory When price hovers around the mid-level without conviction, the indicator treats it as a neutral or undecided phase. Signal Logic : SRC includes built-in momentum shift signals based on range transitions: Long Signal Triggered when price crosses upward through 50%, often showing: A shift from intraday weakness to strength Buyers gaining control of the session Short Signal Triggered when price crosses downward through 50%, suggesting: Loss of intraday strength Sellers taking control These signals help highlight potential turning points inside the session. Extreme Levels : SRC highlights the top and bottom 10% of the range: > 90% = Extreme High (Overbought intraday condition) < 10% = Extreme Low (Oversold intraday condition) These conditions can be useful for identifying overextended movements or potential reaction zones. ADR Comparison and Volatility Context : The indicator also measures how today’s price range compares to the Average Daily Range (ADR): Range Expanding: Today’s range is significantly larger than the ADR Indicates heightened volatility Often associated with trending or breakout environments Range Compressing: Today’s range is much smaller Suggests low volatility Common before breakout phases Characteristic of consolidation or balanced markets This volatility context helps traders assess whether the session is behaving within normal boundaries or deviating significantly. Dashboard Overview : When enabled, the dashboard summarizes key intraday metrics in a structured table: Trend status (Strong Uptrend, Strong Downtrend, Bullish, Bearish, Neutral) Range position (%) Signal status (Long Cross, Short Cross, Extreme High/Low, or None) Day range calculation Range vs ADR (%) Day High / Day Low Current price level Simplified action label based on current conditions This provides a quick reference system to interpret both trend and volatility at a glance without analyzing the full chart visually. Visual Elements SRC includes: Colored dynamic plot for easy trend recognition Horizontal reference lines at key levels (0%, 50%, 100%, strong-trend thresholds) Background shading during extreme zone conditions A separate ADR comparison plot These visuals ensure the indicator remains intuitive regardless of chart style or timeframe. Alerts The script includes alert conditions for: Long cross Short cross Strong trend detection Extreme high / extreme low These allow users to automate notifications during key market events without manually monitoring the chart. Customization Options Users can configure: ADR length Strong trend thresholds Dashboard visibility Dashboard position on chart This makes SRC adaptable to different trading instruments and intraday styles. Usage Notes Works best on intraday timeframes where session boundaries are clearly defined. Designed for analytical interpretation—trend bias, volatility phase, and range structure. Can complement other tools such as moving averages, volume, or market structure analysis. Disclaimer : This indicator is intended for chart analysis and educational purposes only. It does not generate financial, investment, or trading advice. Users should validate signals with additional research and apply proper risk management.
Pine Script®指标
由pointalgo提供
Optimal Daily MA Suite [MTF]Title: Optimal Daily MA Suite Description: This is a comprehensive Multi-Timeframe (MTF) analysis suite designed to streamline chart layouts. Instead of loading multiple separate indicators to track various trend lines, this single tool allows traders to overlay higher-timeframe Moving Averages and key support/resistance levels directly onto their intraday charts. Utility & Workflow: Swing traders and day traders often need to monitor "Big Picture" Daily Moving Averages (like the Daily 200 SMA or Daily 50 EMA) while executing trades on lower timeframes like the 15m or 1H. This tool automates that process, ensuring the major trend context is always visible without cluttering the indicator list. Key Features: Multi-Timeframe Engine: By default, all MAs are calculated on the Daily ("D") timeframe, regardless of the chart's current timeframe. This creates a stable "anchor" for trend analysis. The timeframe is fully customizable in the settings (e.g., set to "W" for Weekly analysis). 10 Customizable Slots: Toggle up to 10 different Moving Averages on/off individually. Flexible Calculation Types: Supports SMA, EMA, WMA, VWMA, RMA (SMMA), and SWMA for every single line. Trend Cloud Crossovers: Includes two dedicated "Cloud" setups to visualize crossovers (e.g., Golden Cross or Death Cross) with fill shading between the fast and slow lines. Price Action Crossovers: Optional markers to highlight when the closing price crosses specific MAs. Contextual Levels: Includes Previous Day High (PDH) and Previous Day Low (PDL) markers for immediate intraday support/resistance context. How to Use: Settings: Open the settings menu to select your "Indicator Timeframe" (Default: Daily). Customization: Enable only the MAs relevant to your strategy (e.g., Enable MA 8 for the 50 SMA and MA 10 for the 200 SMA). Clouds: Use the "Crossover Set" inputs to define a Bullish/Bearish trend cloud between two moving averages of your choice. Technical Note: This script uses request.security with lookahead=barmerge.lookahead_off to ensure no repainting of historical data while providing accurate higher-timeframe values on closed bars. Credits: Standard Moving Average calculations based on TradingView built-in functions.
Pine Script®指标
由tonngnh3提供
AlgoZ Smart Divergence [Trend Filtered]AlgoZ Smart Divergence is a precision entry tool designed to catch market reversals by analyzing Volume Divergence combined with Multi-Timeframe Trend Filtering. Unlike standard divergence indicators that signal on every minor price fluctuation, this script uses a strict set of filters to only present high-probability trade setups that align with the broader market trend. This is the Free Edition of the AlgoZ Suite, focused on providing clean, non-repainting Buy and Sell signals based on institutional volume flow. How It Works The script operates on a 3-step validation process: Volume Divergence: It detects anomalies where volume spikes relative to price action (e.g., Price makes a Lower Low, but Volume hits a Higher High). HTF Trend Painting: It analyzes a Higher Timeframe (Default: 3 Hours) to determine the macro trend. If the 3H trend is Bullish, the candles turn Green. If Bearish, they turn Red. Color Match Filtering: The script includes a smart filter that blocks signals that go against the trend. You will only see BUY signals when the candles are Green (Uptrend) and SELL signals when the candles are Red (Downtrend). Key Features Volume Divergence Engine: Identifies hidden accumulation and distribution zones. HTF Trend Coloring: Automatically paints your chart based on Higher Timeframe breakouts (Default: 3-Hour Trend). Smart Signal Filtering: Toggles are available to "Only Show Signals Matching Candle Color," ensuring you never trade against the momentum. EMA Trend Filter: Includes a built-in 10-period EMA filter to further refine entries. Volatility Filters: Optional RSI and ADX filters are included to avoid trading during low-volatility "chop." How to Use For Longs (Buys): Wait for the candles to turn Green (indicating the 3-Hour trend is up) and look for a BUY label. The price must also be above the 10 EMA (if enabled). For Shorts (Sells): Wait for the candles to turn Red (indicating the 3-Hour trend is down) and look for a SELL label. Risk Management: This script is designed to catch reversals. Always place your Stop Loss below the recent swing low (for buys) or above the swing high (for sells). Settings Higher Timeframe: Default is set to 3 Hours (180 minutes). You can adjust this to 1 Day or 4 Hours depending on your trading style. EMA Length: Default is 10. Color Match Filter: On by default.
Pine Script®指标
由rowdyllama提供
NYSE Open Close Session Map by o0psiNYSE Open Close Session Map by o0psi This indicator highlights the regular US cash session window (default 09:30–16:00 New York time) and makes the key session bars obvious on the chart. What it shows A marker on the session OPEN bar A marker on the session CLOSE bar (last in-session candle) Optional background highlight for the full session window Optional labels for the session high and session low bars (based on intraday price during the session) How it works The script detects bars inside the selected session window (New York timezone). It anchors OPEN on the first in-session bar, updates the session high/low while the session is active, then anchors CLOSE on the final in-session bar and labels the high/low bars where they occurred. Notes Session range precision depends on chart timeframe (lower timeframes capture extremes more precisely). This is a charting/visualization tool and does not provide trading advice.
Pine Script®指标
由o0psi提供
Custom RSI + Divergence + Bold Lines (v6, matched)📌 Custom RSI with Divergence & Dynamic Coloring This indicator enhances the classic Relative Strength Index (RSI) by combining dynamic visual feedback with automatic regular divergence detection. It is designed to help traders quickly identify overbought / oversold conditions and potential momentum shifts through clear and intuitive visualization. ⸻ 🔍 Key Features 1️⃣ Dynamic RSI Line Coloring • Overbought zone (RSI > Overbought level) → RSI line turns green • Oversold zone (RSI < Oversold level) → RSI line turns red • Neutral zone → RSI line remains white This allows instant recognition of the current RSI state. ⸻ 2️⃣ Overbought / Oversold Visual Highlighting • Clear overbought and oversold reference lines • Background shading when RSI enters these zones → improves signal visibility and reaction speed ⸻ 3️⃣ Automatic Regular Divergence Detection • Bullish Divergence • Price makes a lower low • RSI makes a higher low • Pivot lows are connected with a bold green line • Bearish Divergence • Price makes a higher high • RSI makes a lower high • Pivot highs are connected with a bold red line Pivot points are connected directly, making divergence structures easy to identify at a glance. ⸻ 4️⃣ Clear Signal Markers • Bullish divergence: ▲ (bottom of the RSI pane) • Bearish divergence: ▼ (top of the RSI pane) ⸻ ⚙️ Inputs • RSI Length • Overbought / Oversold Levels • Pivot Length (controls divergence sensitivity) ⸻ 💡 How to Use • Oversold + Bullish Divergence → Potential rebound setup • Overbought + Bearish Divergence → Potential pullback or reversal • Best used in combination with trend analysis, support/resistance, and volume ⸻ ⚠️ Notes • Divergence signals are probabilistic, not guaranteed. • In ranging markets, divergences may appear more frequently. • Always apply proper risk management. ⸻ 🎯 Best For • Traders who actively use RSI • Traders looking for clean and intuitive divergence visualization • Users who prefer minimal but informative indicators
Pine Script®指标
由Yesugei提供
MenthorQ Levels ConversionLevels Conversion helps traders accurately overlay price levels from spot/index ETFs and indices (like SPX, SPY, QQQ, NDX) onto futures charts (like ES, NQ, etc.). Because futures and spot/index prices don’t trade at the same price, your levels will be misaligned if you plot them directly. Futures typically trade at a spread or ratio versus their related index/ETF. This indicator solves that by calculating the conversion ratio automatically, so your levels stay aligned on the futures chart. How it works This script calculates the ratio between Asset A and Asset B and applies it to convert levels from one instrument to the other (for example, SPX → ES, QQQ → NQ). Ratio options (3 modes) You can choose one of three ratio sources: ✅ T1 Ratio (Morning Snapshot) Select a specific time to “lock” the ratio. Default: 10:00 AM ET (morning session snapshot) ✅ T2 Ratio (Afternoon Snapshot) Select a second time to “lock” the ratio. Default: 3:30 PM ET (afternoon snapshot) ✅ Last Price Ratio (Live) Uses the last traded price of both assets to compute the ratio. Note: To refresh the “Last Price” baseline, simply remove and re-add the indicator. Learn more about Levels Conversions: menthorq.com Common levels conversions Some popular use-cases include: - SPX Gamma Levels → ES - SPY Gamma Levels → ES - QQQ Gamma Levels → NQ - NDX Gamma Levels → NQ - SPX Intraday Gamma Levels → ES - QQQ Intraday Gamma Levels → NQ - SPX Swing Trading Levels → ES - QQQ Swing Trading Levels → NQ - GLD Levels → GC - DIA Levels → YM - USO Levels → CL - NVDA / MAG7 Levels → QQQ
Pine Script®指标
由Menthor_Q_Research提供
Liquidity Entry Triggers (4-Model System) | WarRoomXYZLiquidity Entry Triggers is an open-source, price-action-based analytical framework designed to highlight recurring institutional liquidity behaviors that appear across all liquid markets. The script focuses on how and where liquidity is taken, rather than attempting to predict direction using oscillators or lagging indicators. It is optimized for XAUUSD, FX pairs, indices, and crypto , particularly on 1m–15m timeframes where session behavior and liquidity reactions are most visible. This tool is not a buy/sell signal generator . It provides contextual entry zones based on structural liquidity logic, allowing traders to apply their own execution rules. Core Philosophy Markets move because of: •Trapped traders •Forced liquidations •Session-based liquidity cycles •Reactions at prior institutional participation zones This script visualizes four repeatable entry triggers that emerge from those mechanisms. 🔹 1. Failed Breakout / Trapped Trader Model When price breaks a clearly defined range high or low, breakout traders often enter expecting continuation. If price fails to hold outside the range and closes back inside, those traders become trapped. The script detects: •Breaks beyond recent highs/lows •Immediate rejection back into the range •Structural failure of momentum These conditions frequently lead to mean reversion or reversal moves as trapped traders exit and fuel movement in the opposite direction. Markers are plotted at the point of failure to highlight potential trap zones. 🔹 2. Liquidation Flush Detection Sharp impulsive candles with abnormally large wicks often represent liquidation cascades rather than healthy trend continuation. The script identifies liquidation behavior by measuring: •Wick-to-body imbalance •Sudden expansion followed by rejection •Temporary price inefficiencies These flushes commonly occur near: •Session highs/lows •Range extremes •Trend exhaustion points Such events often lead to rebalance moves , where price partially or fully fills the wick. 🔹 3. Orderblock Reaction Zones Orderblocks represent areas where heavy participation occurred before a strong displacement move. The script highlights: •Clean bullish and bearish orderblock structures •Zones formed during consolidation prior to expansion •Areas likely to be defended when revisited Orderblocks with minimal noise and clean departure are prioritized, as they often reflect institutional positioning rather than retail activity. These zones are intended as reaction areas , not automatic entry signals. 🔹 4. London Session Liquidity Sweep Model The London session frequently establishes the initial daily high or low. Later in the session or during New York, price often: •Sweeps internal liquidity around that level •Rejects after the sweep •Continues with the higher-timeframe bias The script monitors London session behavior and marks: •Liquidity runs above/below London highs and lows •Rejections back inside the prior structure This model is especially effective when combined with broader daily context. 🔹4. How the Components Work Together The framework is designed as a context stack , not a checklist of signals: Liquidity Event → Location → Timing → Trader Execution Each model reinforces the others: •Failed breakouts often occur after liquidity sweeps •Liquidation wicks frequently form near orderblocks •London sweeps often trigger failed momentum moves •Confluence increases probability, not certainty 🔹 Practical Usage Guide ✔ Identify context Determine whether price is approaching a range extreme, session level, or prior participation zone. ✔ Wait for a liquidity event Look for a sweep, failed breakout, or liquidation wick. ✔ Observe reaction Rejection, displacement, or reclaim behavior provides confirmation. ✔ Execute manually Stops are commonly placed beyond the liquidity extreme. Targets are typically internal liquidity, prior highs/lows, or imbalance zones. The indicator does not manage trades or enforce rules. Execution and risk management remain the trader’s responsibility. 🔹 5. Originality & Design Notes This script does not replicate or bundle existing indicators. It introduces: •A multi-model liquidity entry framework •Structural failed breakout detection •Wick-based liquidation imbalance logic •Session-aware liquidity sweep visualization •A unified, minimal, non-lagging design All concepts are based on observable market behavior and integrated into a single analytical tool. 🔹 6. Suitable Markets & Timeframes Works best on: •XAUUSD •Major FX pairs •Indices •Liquid crypto markets Recommended timeframes: •1m •5m •15m •30m 🔹7. Limitations & Notes •This is an analytical framework , not a trading system •All markings are confirmed at candle close (non-repainting) •No open interest or order flow data is used •Results depend on user interpretation and execution •Best used alongside session bias and higher-timeframe structure Disclaimer This script is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any instrument. Trading involves risk, and losses can exceed initial deposits. The author assumes no responsibility for trading decisions made using this tool. Users are strongly encouraged to test this script in demo or simulation environments and to apply proper risk management, position sizing, and personal discretion at all times. By using this script, you acknowledge and accept all associated risks.
Pine Script®指标
由WarroomXYZ提供
Scout Regiment - Signal📊 中文版 指标简介 Buy/Sell Signal 多维度交易信号指标 这是一个结合了EMA趋势过滤、CCI动量指标和RSI背景环境的多维度交易信号系统。通过三重过滤机制，帮助交易者在合适的市场环境中捕捉高质量的买卖信号。 核心特点 ✅ 趋势过滤：使用233周期EMA确保顺势交易 ✅ 动量确认：CCI(33)穿越信号作为入场触发 ✅ 背景过滤：RSI(13)环境判断，避免同一背景重复信号 ✅ 智能去重：每个RSI背景周期内只标记首次信号 ✅ 清晰标识：三角形标记配合颜色区分买卖方向 使用说明 信号逻辑： 做多信号 (Buy)： 收盘价 > EMA233（确认上升趋势） CCI33向上穿越20（动量转强） 情况1：在RSI红色背景中首次出现 情况2：在RSI绿色背景中出现 做空信号 (Sell)： 收盘价 < EMA233（确认下降趋势） CCI33向下穿越80（动量转弱） 情况1：在RSI绿色背景中首次出现 情况2：在RSI红色背景中出现 参数设置 EMA过滤长度：默认233，用于判断主趋势方向 CCI长度：默认33，控制动量指标灵敏度 RSI长度：默认13，用于背景环境判断 重要提示 ⚠️ 信号出现后不要立即下单！请务必检查： CCI中期是否出现"浪子回头"形态 OBV成交量状态是否配合 RSI是否成功穿越50中线 结合其他技术分析工具综合判断 💡 建议配合使用： 支撑阻力位分析 成交量指标（如OBV） 更大周期的趋势确认 📈 English Version Indicator Overview Buy/Sell Signal - Multi-Dimensional Trading Signal System This is a comprehensive trading signal system that combines EMA trend filtering, CCI momentum indicator, and RSI background environment. Through a triple-layer filtering mechanism, it helps traders capture high-quality buy and sell signals in appropriate market conditions. Key Features ✅ Trend Filter: 233-period EMA ensures trend-following trades ✅ Momentum Confirmation: CCI(33) crossover signals as entry triggers ✅ Background Filter: RSI(13) environment detection to avoid duplicate signals ✅ Smart Deduplication: Only first signal per RSI background cycle ✅ Clear Visualization: Triangle markers with color-coded direction How to Use Signal Logic: Buy Signal: Close > EMA233 (confirms uptrend) CCI33 crosses above 20 (momentum strengthens) Case 1: First occurrence in RSI red background Case 2: Occurs in RSI green background Sell Signal: Close < EMA233 (confirms downtrend) CCI33 crosses below 80 (momentum weakens) Case 1: First occurrence in RSI green background Case 2: Occurs in RSI red background Parameter Settings EMA Filter Length: Default 233, for main trend direction CCI Length: Default 33, controls momentum sensitivity RSI Length: Default 13, for background environment detection Important Notes ⚠️ DO NOT enter trades immediately after signal appears! Always check: Whether CCI shows a "reversal" pattern in medium-term OBV volume status confirmation Whether RSI successfully crosses the 50 midline Combine with other technical analysis tools 💡 Recommended to Use With: Support/Resistance analysis Volume indicators (such as OBV) Higher timeframe trend confirmation Risk Disclaimer This indicator is for reference only and does not constitute investment advice. Trading involves risk. Please conduct thorough analysis and use proper risk management before making any trading decisions. 适合交易者类型 / Suitable For: 波段交易者 / Swing Traders 日内交易者 / Day Traders 趋势跟踪者 / Trend Followers 适用市场 / Applicable Markets: 股票 / Stocks 外汇 / Forex 加密货币 / Crypto 期货 / Futures
Pine Script®指标
由lwmxmpyp提供
Alertes Trading Manuel//@version=6 indicator("Signal simple +0.5% LONG", overlay = true) // --- Paramètres --- tpPctInput = input.float(0.5, "TP (%)", step = 0.1) // objectif pour toi : 0.5% slPctInput = input.float(0.3, "SL (%)", step = 0.1) // SL indicatif : 0.3% tpPct = tpPctInput / 100.0 slPct = slPctInput / 100.0 emaLenFast = input.int(50, "EMA rapide (intraday)", minval = 1) emaLenSlow = input.int(200, "EMA lente (intraday)", minval = 1) volLen = input.int(20, "Période moyenne Volume", minval = 1) // --- Tendance daily : MA200 jours --- ma200D = request.security(syminfo.tickerid, "D", ta.sma(close, 200)) above200D = close > ma200D // --- Tendance intraday --- emaFast = ta.ema(close, emaLenFast) emaSlow = ta.ema(close, emaLenSlow) upTrendIntraday = close > emaFast and emaFast > emaSlow // --- MACD & RSI --- = ta.macd(close, 12, 26, 9) rsi = ta.rsi(close, 14) macdOK = macdLine > macdSignal rsiOK = rsi > 49 and rsi < 75 // --- Volume --- volMa = ta.sma(volume, volLen) volOK = volume > volume and volume > volMa // --- Signal LONG simple --- longSignal = above200D and upTrendIntraday and macdOK and rsiOK and volOK // --- Affichage du signal --- plotshape( longSignal, title = "Signal LONG", location = location.belowbar, style = shape.triangleup, color = color.lime, size = size.small, text = "LONG" ) // --- Lignes TP / SL indicatives basées sur le dernier signal --- var float tpLine = na var float slLine = na if longSignal tpLine := close * (1 + tpPct) slLine := close * (1 - slPct) // Les lignes restent jusqu'au prochain signal plot(tpLine, "TP indicatif", color = color.new(color.green, 50), style = plot.style_linebr) plot(slLine, "SL indicatif", color = color.new(color.red, 50), style = plot.style_linebr) // --- Affichage des moyennes --- plot(emaFast, "EMA rapide", color = color.new(color.blue, 40)) plot(emaSlow, "EMA lente", color = color.new(color.orange, 40)) plot(ma200D, "MA200 jours (daily)", color = color.new(color.fuchsia, 0), linewidth = 2)
Pine Script®指标
由jeremyzaghdoun提供
Filtered TEMA CrossoverFiltered Dual TEMA Crossover This indicator is a trend-following tool based on the classic Dual Triple Exponential Moving Average (TEMA) Crossover strategy, enhanced with two robust filters: the Chop Index and the Average Directional Index (ADX). The TEMA is known for its low lag and high responsiveness, making the crossover an effective signal for trend reversals. However, trading TEMA crossovers during sideways, choppy markets often leads to false signals. This is where the filters come in. Key Features ▪️Dual TEMA Crossover: Plots two customizable TEMA lines (Fast and Slow) for clear visualization of the primary trend direction. ▪️Intelligent Signal Filtering: Buy and Sell signals are generated only when the market confirms it is in a trending state, thanks to two integrated filters: ➖Chop Index Filter: Blocks signals when the market is detected as sideways or consolidating (Chop Index reading above a user-defined threshold). ➖ADX Filter: Ensures signals are only taken when the trend strength is sufficient (ADX reading above a user-defined minimum threshold). ▪️Customizable Signals: Full control over the signal shapes (Arrows, Triangles, etc.), colors, text, and size. How to Use It Use the Filtered Dual TEMA Crossover to enter positions on trend continuation or reversal while dramatically reducing exposure to low-quality, whipsawing signals common in non-trending environments. Before the filters: After the filters: Minimize Noise. Maximize Clarity. Trade the Trend.
Pine Script®指标
由ZAUTEC提供
Realtime Position CalculatorRisk management is the single most important factor in trading success. This indicator automates the process of position sizing in real-time based on your account risk and a dynamic technical Stop Loss. It eliminates the need for manual calculations and helps you execute trades faster while adhering to strict risk management rules. How it Works The indicator visually places a Stop Loss line based on recent market structure (Highs/Lows) and instantly calculates the required position size (Contracts/Lots) to match your defined monetary risk. 1. Dynamic Stop Loss : It identifies the highest high (for Shorts) or lowest low (for Longs) over a user-defined lookback period. 2. Position Calculation : It calculates the distance between the current price and the Stop Loss level. 3. Formula : Contract Size = Risk Amount / (Distance * Point Value) 4. Actual vs. Target Risk : Because of the rounding, the script calculates and displays the Actual Risk (e.g., $95) alongside your Target Risk (e.g., $100), so you know exactly what is at stake. Key Features Real-time Calculation : Updates instantly as price moves. Copy Trading Support : Includes an "Account Multiplier" setting. If you trade 10 accounts via a copy trader, set the multiplier to 10. The indicator will show the total contract size needed across all accounts. Point Value Support : Works for Stocks/Crypto (Point Value = 1) and Futures (e.g., ES = 50, NQ = 20). Customizable UI : Toggle specific data on/off in the label (e.g., hide price, show only contracts). Adjustable label offset to keep the chart clean. Settings Guide Trade Direction : Toggle between Long and Short setups. Add the indicator two times and set another for Longs and another for Shorts so you can see both direction at the same time. Risk Amount : Your max risk in currency (e.g., $100). Lookback : How many bars back to look for the SL pivot (e.g., 10 bars). Point Value : Crucial for Futures. Use 1.0 for Crypto/Stocks. Use tick value/point value for futures (e.g., 50 for ES). Account Multiplier : Multiply the position size for multiple accounts. Label Offset : Move the information label to the right to avoid overlapping with price action. Disclaimer This tool is for informational and educational purposes only. Always verify calculations manually before executing trades. Past performance is not indicative of future results.
Pine Script®指标
由ViltsuFIN提供
Momentum Gamma StraddleExact definition of what that script does 1) Purpose The script is a decision aid for intraday expiry-day ATM straddle trades. It detects intraday structure breakouts and signals candidate long straddle entries for Nifty or Sensex using price structure, volume, RSI momentum, and a user-supplied combined ATM premium value (CE + PE). It draws support/resistance, shows an info box, and raises alerts. 2) Inputs the user can change Trading time window: startHour, startMin, endHour, endMin. Structure lookback: res_lookback (how many candles to use to compute resistance/support). Minimum candle body as fraction of candle range: min_body_pct. Volume multiplier threshold: vol_mult (breakout candle volume must exceed vol_mult * sma5). RSI length and thresholds: rsi_len, rsi_bull_thresh, rsi_bear_thresh. Combined premium source: choose Manual or Symbol. If Manual, set manual_combined. If Symbol, provide a TradingView symbol that returns CE+PE combined ATM premium. Combined premium acceptable band: min_combined_ok and max_combined_ok. Profit target percent and SL percent (target_pct and sl_pct). Misc pattern heuristics: min_res_hits (min tests of resistance inside lookback), low_slope_min (used to detect rising lows). Micro-confirmation toggle, micro timeframe, nonrepaint option, show_entry_label toggle (in the later fixed versions some of these were added, but the earlier fixed script had basic combined_symbol options and a lookahead fallback). 3) Data calculated on each bar Safety check hasEnough: true when bar_index >= res_lookback. resistance: the highest high over res_lookback bars. support: the lowest low over res_lookback bars. res_hits: count of bars within lookback whose high is within a tolerance of resistance. Tolerance is 10 percent of the range between resistance and support. low_slope: simple slope of lows over res_lookback bars. body_pct: the candle body as a fraction of its high-low range. strong_body true when body_pct >= min_body_pct. bull_breakout: true if hasEnough and current close > resistance and strong_body and res_hits >= min_res_hits. bear_breakout: true if hasEnough and current close < support and strong_body and res_hits >= min_res_hits. vol_sma5 and vol_ok: vol_ok true when current volume > vol_mult * vol_sma5. rsi and rsi checks: rsi_bull_ok true if rsi >= rsi_bull_thresh; rsi_bear_ok true if rsi <= rsi_bear_thresh. combined_premium: either the manual_combined input or the value read from combined_symbol via request.security. The script attempted a fallback to manual when the symbol was not valid. combined_ok: true if combined_premium lies between min_combined_ok and max_combined_ok. final signals: bull_signal when in_time_window and bull_breakout and vol_ok and rsi_bull_ok and combined_ok. bear_signal similar for bearish breakout. 4) Visual output and alerts Plots resistance and support lines on the chart. Plots a label shape "STRADDLE BUY" below the bar for bull_signal and above the bar for bear_signal. Creates an info label (on last bar) that shows TimeOK, VolOK and vol ratio, RSI, Combined premium and whether it is OK, ResHits and LowSlope. Sets two alertcondition events: "Bull Straddle BUY" and "Bear Straddle BUY" with a short candidate message. The alerts fire when the corresponding signal is true. 5) Execution assumptions you must follow manually The script does not place any orders or compute option strike-level prices or greeks. It only flags candidate entry bars. When combined_source is Manual you must type CE+PE yourself. The indicator will only accept the manual number and treat it as the combined premium. When combined_source is Symbol the script uses request.security to read that symbol. For historical bars the indicator may repaint depending on lookahead settings. The earlier fixed script attempted to use request.security inside a conditional which leads to runtime or compile errors. You experienced that exact error. 6) Known implementation caveats and bugs you encountered Pine typing issue with low_slope. The earlier version set low_slope = na without explicit type. That triggers the Pine error: "Value with NA type cannot be assigned to a variable that was defined without type keyword". This required changing to float low_slope = na. The earlier version attempted to call request.security() inside an if block or conditional. Pine prohibits request.security in conditional blocks unless allowed patterns are followed. That produced the error you saw: "Cannot use request.* call within loops or conditional structures" or similar. The correct pattern is to call request.security at top-level and decide later which value to use. If combined_symbol is invalid or not available on your TradingView subscription, request.security can return na and the script must fall back to manual value. The earlier fixed script attempted fallback but compiled errors prevented reliable behavior. The earlier script did not include micro-confirmation or advanced nonrepaint controls. Those were added in later versions. Because of that, the earlier script may have given signals that appear to repaint on historical bars or may have thrown errors when using combined_symbol. 7) Decision logic summary (exact) Only operate if current chart time is inside user set time window. Only consider trade candidates when enough history exists for res_lookback. Identify a resistance level as the highest high in the lookback. Count how many times that resistance was tested. Ensure the breakout candle has a strong body and volume spike. Ensure RSI is aligned with breakout direction. Require combined ATM premium to be inside a user preferred band. If combined_symbol is used the script tries to read that value and use it; otherwise it uses manual_combined input. If all the above conditions are true on a confirmed bar, the script plots a STRADDLE BUY label and triggers an alertcondition. 8) What the script does not do It does not calculate CE and PE prices by strike. It only consumes or accepts combined premium number. It does not compute greeks, IV, or OI. OI and IV checks must be done manually. It does not manage positions. No SL management or automatic exits are executed by the script. It does not simulate fills or account for bid/ask spreads or slippage. It cannot detect off-exchange block trades or read exchange-level auction states beyond raw volume bars. It may repaint historical labels if the combined_symbol was read with lookahead_on or the script used request.security in a way that repainted. The corrected final version uses nonrepaint options. 9) Manual checks you must always perform even when the script signals BUY Confirm the live combined ATM premium and the bid/ask for CE and PE. Check ATM IV and recent IV movement for a potential IV crush risk. Check option OI distribution and recent OI changes for strike pinning or large player exposure. Confirm CE and PE liquidity and depth. Wide spreads make fills unrealistic. Confirm there is no scheduled news or auction within the next few minutes. Confirm margin and position sizing fits your risk plan. 10) Quick testing checklist you can run now Add the script to a 5-minute chart with combined_source = Manual. Enter manual_combined equal to the real CE+PE at the moment you test. Set startHour and endHour so the in_time_window is true for current time. Look for STRADDLE BUY label on confirmed bars. Inspect the info box to see why it did or did not signal. If you set combined_source = Symbol, verify the symbol exists and that TradingView returns values for it. If you previously saw the request.security error, that was caused by placing the request inside a conditional. The correct behavior is to call request.security unconditionally at top-level like in the final fixed version.
Pine Script®指标
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