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FAD Dashboard 2 - Additional StocksInspired by Ideas of Ram Sir & WEALTHCON Features: Auto-Timeframe: Values update based on the chart you are looking at (5m, 15m, 1H, Daily etc.). 4 Data Columns: Future %: Future Price Change (Red/Green). FAD %: Change in FAD difference (Red/Green). OI %: Change in Open Interest (Red/Green). Sentiment Analysis : The specific Bullish/Hidden Bullish logic Strict Colour Logic: Deep Green( REGULAR LONG BUILD UP): Future ⬆️ + FAD ⬆️ + OI ⬆️ Deep Blue (HIDDEN LONG BUILD UP ): Future ⬇️ + FAD ⬆️ + OI ⬆️ Only for Educational Purpose
Pine Script®指标
由drshantanusamanta提供
FAD Dashboard 1 - Indices & Top StocksInspired by Ideas of Ram Sir & WEALTHCON Features: Auto-Timeframe: Values update based on the chart you are looking at (5m, 15m, 1H, Daily etc.). 4 Data Columns: Future %: Future Price Change (Red/Green). FAD %: Change in FAD difference (Red/Green). OI %: Change in Open Interest (Red/Green). Sentiment Analysis : The specific Bullish/Hidden Bullish logic Strict Colour Logic: Deep Green( REGULAR LONG BUILD UP): Future ⬆️ + FAD ⬆️ + OI ⬆️ Deep Blue (HIDDEN LONG BUILD UP ): Future ⬇️ + FAD ⬆️ + OI ⬆️ Only for Educational Purpose
Pine Script®指标
由drshantanusamanta提供
EMAs [TrendRider.io]Dynamic Trend Indicator A dual EMA indicator with dynamic color coding to show trend direction and strength. Features: Two customizable EMAs (default: 12 and 21) with fill between them Color changes based on trend: Green : Bullish trend (small EMA above big EMA) Red : Bearish trend (small EMA below big EMA) Gray : Neutral/consolidation Multi-timeframe support Customizable colors Usage: Watch for color changes to identify trend shifts and gauge trend strength through the fill area.
Pine Script®指标
由TrendRiderIO提供
AI Exclusive(Precision Entry)AI Exclusive (Precision Entry) Overview: An indicator that provides precise entry signals along with defined Take Profit (TP) and Stop Loss (SL). Benefits: • Confident entries with built in risk management • Clear TP and SL displayed on the chart • Suitable for both beginner and professional traders Features: • Transparent, unambiguous signals • Usable on all symbols and timeframes • Visual design with colored lines and clear labels
Pine Script®指标
由AIExclusive提供
IV vs Realised Volatility (VIX/HV Comparator)VIX / HV Comparator – Implied vs Realised Volatility This indicator compares Implied Volatility (IV) from a volatility index (VIX, India VIX, etc.) with the Realised / Historical Volatility (HV) of the current chart symbol. It helps you see whether options are pricing volatility as rich or cheap relative to what the underlying is actually doing. What it does Pulls IV from any user-selected vol index symbol (e.g. CBOE:VIX for SPX, NSEINDIA:INDIAVIX for Nifty). Calculates realised volatility from the chart’s price data using returns over a user-defined lookback. Annualises HV so IV and HV are displayed on the same percentage scale, on any timeframe (intraday or higher). Optionally shows an IV/HV ratio in a separate pane to highlight when options are rich or cheap relative to realised volatility. How to read it Main panel: Orange line – Implied Volatility (IV) from your chosen vol index. Aqua line – Realised / Historical Volatility (HV) of the current chart symbol. Fill between lines: Green shading -> IV > HV -> options are priced richer than what the underlying is currently realising. Red shading -> HV > IV -> realised vol is higher than the options market is implying. Sub-panel (optional): IV / HV ratio - Above 1 -> IV > HV (vol rich). - Below 1 -> IV < HV (vol cheap). - Horizontal guides (for example 1.2 / 0.8) help frame “significantly rich/cheap” zones. A small label on the latest bar displays the current IV, HV and their difference in vol points. Inputs (key ones) IV Index Symbol – choose the volatility index that corresponds to your underlying (VIX, India VIX, etc.). Realised Vol Lookback – number of bars used to compute HV (for example 20). Trading Days per Year and Active Hours per Day – used for annualising HV so it stays consistent across timeframes. IV Scale Factor – adjust if your IV index is quoted in decimals (0.15) instead of points (15). Practical uses Context for options trades – Quickly see if current IV is high or low relative to realised volatility when deciding on strategies (premium selling vs buying, spreads, hedges). Vol regime analysis – Track shifts where HV starts to rise above IV (real stress building) or IV spikes far above HV (fear premium / insurance bid). Cross-timeframe checks – Use on intraday charts for short-term trading context, or on daily/weekly charts for bigger picture vol regimes. This tool is not a stand-alone signal generator. It is meant to be a volatility dashboard you combine with your usual price action, trend, and options strategy rules to understand how the options market is pricing risk vs what the underlying is actually delivering.
Pine Script®指标
由amitlall提供
Blue Pattern Candle Title: Blue Pattern Candle — Smart Bullish Breakout Detector Short Title: Blue Pattern Candle Tags: trend, pattern, breakout, candle-pattern, momentum, volume, signal, entry, swing-trading Short Description: A smart bullish breakout candle pattern detector with trend and volume confirmation. Full Description: The Blue Pattern Candle indicator identifies a high-probability bullish breakout pattern by combining structural candle behavior, trend alignment, and optional volume confirmation. It highlights moments where price strength and market structure converge, offering traders a clean and reliable visual cue for potential upward continuation. How It Works The script analyzes price action to detect a recurring bullish structure where: A defined swing-based candle formation emerges. Price closes above the key reference level of the pattern. EMA(20) and SMA(40) confirm directional momentum. Optional volume conditions validate the strength of the move. When all requirements are met, the bar is highlighted and a BUY label is plotted beneath the candle. Key Features Automatic detection of a bullish breakout candle pattern EMA/SMA trend confirmation Optional volume filter for improved signal quality Clear visual signals, including blue candle highlight and BUY labels Built-in alert (“Pattern Breakout”) Compatible with all markets and timeframes Use Cases Identifying early bullish continuation setups Detecting breakout opportunities Filtering long entries in trending markets Enhancing existing trading systems with pattern confirmation Suitable for intraday, swing, and position traders Notes Signals confirm only after candle close. Volume filtering is optional for markets with low or unreliable volume. Indicator does not repaint. Disclaimer This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves risk; always validate signals before using them in live markets. Developer Developed by Abdulrahman Alotaibi — ATA Scripts
Pine Script®指标
由AbunawafAlotabi提供
Institutional Equity DashboardAn overlay indicator with everything you need: Trend Ribbon - 8/21/50/200 EMA cloud with bullish/bearish fill VWAP + Bands - The institutional benchmark with deviation bands Auto S/R Detection - Pivot-based support/resistance levels ATR-Based Stops - Dynamic stop-loss levels that adjust to volatility Confluence Signals - Multi-factor buy/sell signals (regular + strong) Real-Time Dashboard showing: Market regime (Strong Uptrend → Strong Downtrend) Trend score (0-100) RSI, MACD, Stochastic status Volume ratio and VWAP position Risk metrics (ATR%, Historical Vol, Risk Level) Relative strength vs. benchmark
Pine Script®指标
由bitzuist提供
DR.SS:VCP┌─ MARKET STATUS ──────────────┐ │ Price: 150.50 ↑ VCP │ │ Trend: UPTREND │ ├─ VOLUME STATUS ──────────────┤ │ Ratio: 1.2x NORM │ │ VCP: ACTIVE Avg: 45.2K │ ├─ KEY PATTERNS ───────────────┤ │ SPR SOS │ │ L20: 3 patterns │ ├─ SIGNAL STRENGTH ────────────┤ │ ✅ STRONG BUY SIGNAL │ │ Trend + VCP confirmed │ ├─ RISK MANAGEMENT ───────────┤ │ Entry: 150.50 │ │ SL: -2.0% TP: +4.0% │ │ R/R: 1:2.0 │ ├─ QUICK STATS ────────────────┤ │ MAs: ↑↑↑↑ VCP%: 60.0% │ │ Vol: 52.4K Bars: 12/20 │ └───────────────────────────────┘ 1. For DAY TRADING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: OFF ✗ (too many lines) - Show Risk Levels: ON ✓ (only for entries) // Pattern Display: - Show Patterns: ON ✓ - Spring: ON ✓ - Upthrust: ON ✓ - SOS: ON ✓ - SOW: ON ✓ // Signal Display: - Show Signals: ON ✓ - Basic Signals: OFF ✗ (too cluttered) - Enhanced Signals: ON ✓ - Strong Signals: ON ✓ - Super Signals: ON ✓ // Action Display: - Show Action Labels: OFF ✗ (chart gets busy) // Dashboard: - Show Dashboard: ON ✓ - Position: Top Right ✓ - Size: Medium ✓ 2. For SWING TRADING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: ON ✓ (useful for swing levels) - Show Risk Levels: ON ✓ // Pattern Display: - Show Patterns: ON ✓ - Spring: ON ✓ - Upthrust: ON ✓ - SOS: ON ✓ - SOW: ON ✓ // Signal Display: - Show Signals: ON ✓ - Basic Signals: OFF ✗ - Enhanced Signals: ON ✓ - Strong Signals: ON ✓ - Super Signals: ON ✓ // Action Display: - Show Action Labels: ON ✓ (helpful for swing entries) // Dashboard: - Show Dashboard: ON ✓ - Position: Bottom Left ✓ (doesn't block price action) - Size: Medium ✓ For SCANNING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: OFF ✗ - Show Risk Levels: OFF ✗ // Pattern Display: - Show Patterns: OFF ✗ (only want dashboard) - All patterns: OFF ✗ // Signal Display: - Show Signals: OFF ✗ - All signals: OFF ✗ // Action Display: - Show Action Labels: OFF ✗ // Dashboard: - Show Dashboard: ON ✓ - Position: Top Right ✓ - Size: Small ✓ Recommended Pattern Settings: Volume Settings: - Volume Lookback: 20 (standard) - Volume Surge Multiplier: 2.0 (good balance) - Volume Contraction Multiplier: 0.7 (strict VCP) - Pattern Settings: - Pattern Lookback Bars: 10 (short-term patterns) - Require Volume Confirmation: ON ✓ (more reliable) Dashboard Usage Tips: For Quick Analysis: Look at the top 3 sections first: Market Status → Is price in VCP zone? What's the trend? Volume Status → Is volume contracting? Ratio? Key Patterns → Any patterns forming now? Signal Strength Section tells you: 🎯 = Super strong (trade this!) ✅ = Strong (good trade) 💎 = Enhanced (watch for entry) 🟡 = Setup (wait for confirmation) To Reduce Clutter During Analysis: Use timeframe switching: Higher TF (1H/4H) for trend Lower TF (5M/15M) for entry Toggle signals accordingly Best Practices: Trading Rules: Only trade Super (🎯) or Strong (✅) signals Wait for VCP zone + pattern confirmation Enter on volume surge after contraction Use R/R ratio from dashboard (aim for 1:2 or better) Dashboard Priority Order: Signal Strength (What's the action?) Market Status (What's the context?) Risk Management (What's the plan?) Volume Status (Is there confirmation?) Key Patterns (What triggered it?) Quick Stats (Extra confirmation) Final Recommendations: Start with the "Swing Trading" settings - they're the most balanced Customize based on your trading style Save multiple versions for different markets Use the dashboard as your primary decision tool Turn off everything except dashboard when scanning Enable full display only when analyzing specific setups 🎯 PRIORITY 1: SUPER SIGNALS (Highest Quality) Look for: Super Buy (🎯) or Super Sell (🎯) Why they're best: ✅ ALL trends aligned (short, medium, long term) ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ✅ Primary trend confirmed (uptrend/downtrend) ✅ Maximum probability setup Appearance: Green/Red X shape below/above bar Dashboard shows: "🎯 SUPER BUY/SELL SIGNAL" ✅ PRIORITY 2: STRONG SIGNALS (Excellent Quality) Look for: Strong Buy (✅) or Strong Sell (✅) Why they're good: ✅ Primary trend aligned (uptrend/downtrend) ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ✅ High probability setup Appearance: Green/Red Square shape below/above bar Dashboard shows: "✅ STRONG BUY/SELL SIGNAL" 💎 PRIORITY 3: ENHANCED SIGNALS (Good Quality) Look for: Enhanced Buy (💎) or Enhanced Sell (💎) Why they're acceptable: ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ⚠️ Trend may not be aligned (can trade both directions) Appearance: Green/Red Diamond shape below/above bar Dashboard shows: "💎 ENHANCED BUY/SELL SIGNAL" 🚫 SIGNALS TO IGNORE (Lower Quality): Basic Signals (arrows) - No VCP confirmation Patterns alone (circles/triangles) - No volume confirmation VCP zone alone - No pattern yet BEST TRADING FILTER SETTINGS: // RECOMMENDED SETTINGS FOR BEST SIGNALS ONLY: showPatterns = true // Keep patterns visible showSpring = true // Spring patterns showUpthrust = true // Upthrust patterns showSOS = true // SOS patterns showSOW = true // SOW patterns showSignals = true // Show all signals showBasicSignals = false // ❌ DISABLE - Too noisy showEnhancedSignals = true // ✅ ENABLE - Good quality showStrongSignals = true // ✅ ENABLE - Excellent quality showSuperSignals = true // ✅ ENABLE - Best quality showActionLabels = true // Show entry/SL/TP for good signals MONITORING WORKFLOW: Step 1: Dashboard Scan Check on chart: 1. Is there a VCP zone (blue background)? 2. Do you see the signal shape (X, Square, Diamond)? 3. Is price near support/resistance? 4. Is volume surging after contraction? Step 2: Chart Confirmation Check on chart: 1. Is there a VCP zone (blue background)? 2. Do you see the signal shape (X, Square, Diamond)? 3. Is price near support/resistance? 4. Is volume surging after contraction? Step 3: Risk Management From dashboard: 1. Entry price shown 2. Stop Loss % shown (-2% for buys, +2% for sells) 3. Take Profit % shown (+4% for buys, -4% for sells) 4. R/R Ratio (aim for 1:2 or better) SIGNAL QUALITY HIERARCHY: TIER 1: SUPER SIGNALS (🎯) Probability: 80-90% Frequency: Rare (best setups) Action: Trade aggressively TIER 2: STRONG SIGNALS (✅) Probability: 70-80% Frequency: Moderate Action: Trade confidently TIER 3: ENHANCED SIGNALS (💎) Probability: 60-70% Frequency: Common Action: Trade selectively RECOMMENDED TRADING RULES: For SUPER SIGNALS (🎯): Entry: Immediate at signal close Position Size: Full position Hold Time: Until target or reversal signal Add On: Consider adding on pullbacks For STRONG SIGNALS (✅): Entry: Next candle open Position Size: 75% position Hold Time: Until target Add On: Wait for confirmation For ENHANCED SIGNALS (💎): Entry: Wait for small pullback Position Size: 50% position Hold Time: Quick profit (scalp) Add On: Don't add ALERTS TO SET UP: // Set these alert conditions: 1. "VCP Super Buy" - For 🎯 SUPER BUY 2. "VCP Super Sell" - For 🎯 SUPER SELL 3. "VCP Strong Buy" - For ✅ STRONG BUY 4. "VCP Strong Sell" - For ✅ STRONG SELL VISUAL CUE SUMMARY: 🎯 = SUPER (X shape) → BEST → TRADE NOW ✅ = STRONG (Square shape) → EXCELLENT → TRADE 💎 = ENHANCED (Diamond shape) → GOOD → CONSIDER 🟡 = BASIC (Arrow/Circle/Triangle) → AVOID FINAL ADVICE: Focus primarily on SUPER (🎯) signals - they're your money makers Trade STRONG (✅) signals when SUPER signals are rare Use ENHANCED (💎) signals for additional opportunities Ignore everything else - reduces noise and bad trades OPTIMAL SETTINGS FOR EACH TRADING STYLE VOLUME SETTINGS: • Volume Lookback: 15-20 bars • Volume Surge Multiplier: 2.0-2.5x • Volume Contraction Multiplier: 0.7-0.8x PATTERN SETTINGS: • Pattern Lookback Bars: 8-12 bars • Require Volume: YES 2. 📊 BY TRADING STYLE A. DAY TRADING (Intraday - 5M to 15M charts) VOLUME SETTINGS: • Volume Lookback: 10-15 bars ✓ • Volume Surge Multiplier: 2.5-3.0x ✓ (more sensitive) • Volume Contraction Multiplier: 0.6-0.7x ✓ (tighter) PATTERN SETTINGS: • Pattern Lookback Bars: 5-8 bars ✓ • Require Volume: YES ✓ REASONING: - Shorter lookbacks for faster signals - Higher surge multiplier for clear breakouts - Tighter contraction for cleaner VCPs - Works well with institutional volume flows B. SCALPING (1M to 5M charts) VOLUME SETTINGS: • Volume Lookback: 5-10 bars ✓ • Volume Surge Multiplier: 3.0-3.5x ✓ (very sensitive) • Volume Contraction Multiplier: 0.5-0.6x ✓ (very tight) PATTERN SETTINGS: • Pattern Lookback Bars: 3-5 bars ✓ • Require Volume: YES ✓ REASONING: - Very short timeframes need sensitivity - Need to catch quick volume spikes - Tight VCP for quick breakouts - More false signals but faster entries C. SWING TRADING (1H to 4H charts) VOLUME SETTINGS: • Volume Lookback: 20-30 bars ✓ • Volume Surge Multiplier: 1.8-2.2x ✓ (less sensitive) • Volume Contraction Multiplier: 0.7-0.8x ✓ PATTERN SETTINGS: • Pattern Lookback Bars: 15-20 bars ✓ • Require Volume: YES ✓ REASONING: - Longer lookbacks for stability - Lower surge multiplier to avoid noise - More reliable VCP formations - Fewer but higher quality signals D. POSITION TRADING (Daily to Weekly charts) VOLUME SETTINGS: • Volume Lookback: 20-50 bars ✓ • Volume Surge Multiplier: 1.5-2.0x ✓ (conservative) • Volume Contraction Multiplier: 0.8-0.9x ✓ (looser) PATTERN SETTINGS: • Pattern Lookback Bars: 20-30 bars ✓ • Require Volume: YES ✓ REASONING: - Long-term perspective - Conservative volume thresholds - Focus on major volume events - Highest quality, lowest frequency 3. 🔍 BY MARKET CONDITION A. HIGH VOLATILITY MARKETS (News, Earnings) VOLUME SETTINGS: • Volume Lookback: 10 bars • Volume Surge Multiplier: 3.0x • Volume Contraction: 0.6x PATTERN SETTINGS: • Pattern Lookback: 5 bars • Require Volume: YES B. LOW VOLATILITY MARKETS (Ranging) VOLUME SETTINGS: • Volume Lookback: 25 bars • Volume Surge Multiplier: 1.8x • Volume Contraction: 0.8x PATTERN SETTINGS: • Pattern Lookback: 15 bars • Require Volume: YES C. TRENDING MARKETS VOLUME SETTINGS: • Volume Lookback: 15 bars • Volume Surge Multiplier: 2.2x • Volume Contraction: 0.7x PATTERN SETTINGS: • Pattern Lookback: 10 bars • Require Volume: YES MY PERSONAL RECOMMENDATIONS For MAXIMUM QUALITY // GOLD STANDARD SETTINGS Volume Lookback: 20 bars Volume Surge Multiplier: 2.0x Volume Contraction Multiplier: 0.7x Pattern Lookback Bars: 10 bars Require Volume: YES RESULT: - Few false signals - High win rate (65-75%) - Perfect for Super/Strong signals For ACTIVE TRADING // ACTIVE TRADER SETTINGS Volume Lookback: 15 bars Volume Surge Multiplier: 2.5x Volume Contraction Multiplier: 0.65x Pattern Lookback Bars: 8 bars Require Volume: YES RESULT: - More trading opportunities - Good risk/reward - Works for day/swing trading 5. 📈 SPECIFIC SETUP COMBINATIONS For SPRING/SOS Patterns (Buy setups) Volume Lookback: 15 bars Volume Surge Multiplier: 2.2x ✓ (need good volume) Volume Contraction: 0.7x Pattern Lookback: 10 bars For UPTHRUST/SOW Patterns (Sell setups) Volume Lookback: 15 bars Volume Surge Multiplier: 2.5x ✓ (panic selling needs higher volume) Volume Contraction: 0.65x Pattern Lookback: 8 bars ✓ (faster for sell signals) 6. ⚙️ ADJUSTMENT RULES If getting TOO MANY signals: Increase Volume Lookback (15→20) Increase Volume Surge Multiplier (2.0→2.5) Increase Pattern Lookback (8→12) Make VCP tighter (0.8→0.7) If getting TOO FEW signals: Decrease Volume Lookback (20→15) Decrease Volume Surge Multiplier (2.5→2.0) Decrease Pattern Lookback (12→8) Loosen VCP (0.7→0.8) 7. 🏁 FINAL RECOMMENDATIONS For BEGINNERS: Volume Lookback: 20 bars Volume Surge: 2.0x Volume Contraction: 0.7x Pattern Lookback: 10 bars Require Volume: YES WHY: Conservative, high-quality signals For INTERMEDIATE: Volume Lookback: 15 bars Volume Surge: 2.2x Volume Contraction: 0.7x Pattern Lookback: 8 bars Require Volume: YES WHY: Balance of quality and frequency For ADVANCED: // Create 3 profiles: 1. SCALPING: 5 bars, 3.0x, 0.6x, 3 bars 2. DAY: 10 bars, 2.5x, 0.7x, 8 bars 3. SWING: 20 bars, 2.0x, 0.8x, 15 bars WHY: Adapt to different timeframes 8. 📊 BACKTEST RECOMMENDATIONS Test these combinations: Test 1 (Conservative): Volume: 20, 2.0, 0.7 Pattern: 12 bars Test 2 (Moderate): Volume: 15, 2.2, 0.7 Pattern: 10 bars Test 3 (Aggressive): Volume: 10, 2.5, 0.65 Pattern: 8 bars 🎯 ULTIMATE RECOMMENDATION: For most traders // THE SWEET SPOT SETTINGS Volume Lookback: 15 bars Volume Surge Multiplier: 2.2x Volume Contraction Multiplier: 0.7x Pattern Lookback Bars: 10 bars Require Volume Confirmation: YES Happy trading! Remember: Quality over quantity. Wait for the 🎯 signals! 📈✨
Pine Script®指标
由TRADEORBIT01提供
Institutional MF-Vol Compression Scanner v4.0 [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG COMPRESSION SCANNER v4.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Compression Scanner v4.0 is a proprietary volatility regime detection system designed for systematic Daily options deployment. This framework identifies pre-expansion volatility compression zones through multi-dimensional market structure analysis, combining institutional positioning patterns with hierarchical timeframe confirmation and options market structure to generate high-conviction directional signals for premium strategies. The methodology synthesizes volatility dynamics, liquidity flow patterns, and cross-timeframe regime alignment into a probabilistic scoring system that isolates asymmetric risk-reward setups characteristic of compression-to-expansion transitions. The framework is calibrated specifically for 30-45 DTE options strategies where timing precision and volatility environment assessment are critical to edge generation. ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Proprietary Compression Detection The system employs a multi-factor compression identification framework that monitors volatility regime transitions across price dispersion metrics and range contraction patterns. Unlike single-indicator squeeze systems, this methodology uses weighted ensemble logic to distinguish true pre-expansion compression from random consolidation noise. Compression strength is quantified through a proprietary scoring algorithm (0-100%) that evaluates: - Statistical volatility contraction relative to historical norms - Price range compression within dynamic envelope systems - Institutional volume signature analysis during low-volatility periods - Cross-timeframe compression alignment (Daily/Weekly/Monthly hierarchy) The framework filters compression events based on minimum strength thresholds and multi-bar confirmation to eliminate premature signals characteristic of retail squeeze indicators. • Hierarchical Multi-Timeframe Architecture The indicator integrates a three-tier temporal analysis structure where higher timeframes constrain and validate lower timeframe signals: Strategic Layer (Monthly) – Establishes macro directional bias and identifies structural market positioning. This layer determines whether intermediate trends align with or counter dominant regime dynamics. Structural Layer (Weekly) – Provides tactical context through key price levels, momentum assessment, and volatility regime confirmation. Weekly analysis filters signals that would occur in unfavorable proximity to structural inflection zones. Execution Layer (Daily) – Generates precise entry timing through intraday regime shift detection, momentum confluence analysis, and institutional flow pattern recognition. Each layer contributes weighted influence to the composite directional probability model, with recalibration logic that adjusts timeframe importance based on current market regime characteristics. The exact weighting algorithm is proprietary and adapts to volatility environment dynamics. • Options Market Structure Integration Version 4.0 incorporates options-specific market intelligence not available in standard technical analysis frameworks: Volatility Environment Assessment – The system continuously monitors implied volatility regime characteristics through proprietary estimation models. These models identify whether current premium levels favor buying or selling strategies, adjusting signal generation accordingly. Temporal Decay Awareness – Built-in expiration cycle logic ensures signals only trigger when sufficient time value remains for thesis development. The framework approximates days-to-expiration and applies minimum threshold filters to prevent entries in high theta decay regimes. Greeks-Aware Targeting – Price targets are dynamically calibrated based on volatility expansion expectations and estimated leverage characteristics. Target multipliers adjust to current options market structure rather than using fixed risk-reward ratios. Premium Environment Classification – Signals are enhanced with real-time assessment of whether current volatility levels favor long premium, short premium, or spread strategies based on historical percentile analysis. • Probabilistic Directional Scoring System Rather than binary bullish/bearish classification, the framework generates probability-weighted directional bias through a proprietary multi-factor model. This model synthesizes trend alignment metrics, momentum characteristics, structural positioning, and institutional flow signatures into normalized probability distributions. The scoring system evaluates dozens of market structure variables across multiple timeframes, applies regime-dependent weighting, and produces directional probabilities that reflect actual edge rather than arbitrary technical indicator thresholds. Signal generation occurs only when directional probability exceeds user-defined conviction thresholds (55-65% depending on sensitivity setting). This probabilistic approach allows traders to calibrate position sizing and strategy selection (outright vs. spreads) to the strength of directional conviction rather than treating all signals as equal weight. • Institutional Flow Detection The framework monitors volume and price interaction patterns characteristic of institutional accumulation or distribution during compression phases. This analysis identifies whether compression zones contain building directional positions (high probability of sustained move post-breakout) versus thin, choppy consolidation (high false breakout risk). Flow detection employs proprietary algorithms that distinguish genuine institutional activity from retail volume spikes, providing critical context for signal validation. ═══════════════════════════════════════════════════════════════════════════════ SIGNAL ARCHITECTURE ═══════════════════════════════════════════════════════════════════════════════ Call Option Signals trigger when compression strength, directional probability, timeframe alignment, options market structure, and institutional flow patterns simultaneously satisfy proprietary threshold criteria. Signals are filtered against weekly structural levels to avoid low-probability entries near major resistance zones. Put Option Signals follow equivalent logic with inverse directional parameters, ensuring symmetrical framework application across bull and bear setups. All signals include: - Directional conviction probability (percentage) - Current volatility environment assessment (IV Rank proxy) - Dynamic price target based on expansion expectations - Multi-timeframe alignment status Signal cooldown logic prevents excessive signal generation during extended consolidation periods, maintaining signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ VISUAL INTELLIGENCE ═══════════════════════════════════════════════════════════════════════════════ Real-Time Multi-Timeframe Dashboard The top-right panel provides continuous visibility into: - Trend alignment across Daily/Weekly/Monthly timeframes - Current compression status at each temporal layer - Momentum regime characteristics (RSI values) - Options environment assessment (IV Rank, optimal strategy) - Composite signal readiness (compression strength percentage) This dashboard enables rapid regime assessment without manual multi-timeframe chart analysis. Chart Integration Visual overlays include: - Volatility envelope systems (dynamic bands) - Weekly structural price levels (pivot, resistance, support) - Compression zone highlighting (background shading) - Active squeeze indicators (Daily and Weekly differentiation) Signal Labels When setups trigger, comprehensive labels display: 📈 CALL OPTION Prob: XX% IV Rank: XX% Target: $XXX.XX Labels provide all critical execution information without requiring dashboard consultation. ═══════════════════════════════════════════════════════════════════════════════ KEY CAPABILITIES ═══════════════════════════════════════════════════════════════════════════════ - Proprietary multi-factor compression detection with adaptive thresholds - Hierarchical multi-timeframe confirmation (Daily/Weekly/Monthly) - Options-specific filters (IV regime, DTE requirements, Greeks awareness) - Probabilistic directional scoring (0-100% conviction levels) - Institutional flow pattern recognition during compression - Weekly structural level integration with proximity filters - Dynamic target calibration based on volatility expansion expectations - Real-time multi-timeframe regime dashboard - Customizable sensitivity and threshold parameters - Non-repainting signal architecture (bar close confirmation) - Comprehensive alert system for proactive monitoring ═══════════════════════════════════════════════════════════════════════════════ APPLICATION GUIDELINES ═══════════════════════════════════════════════════════════════════════════════ 1. Timeframe Selection Apply to Daily (D1) charts only. Framework calibration is timeframe-specific; other intervals produce suboptimal results. 2. Options Mode Activation Enable Options Trading Mode for premium strategy optimization. This activates IV filtering, DTE thresholds, and Greeks-aware targeting. 3. Strategy Calibration - Premium Buying: Set IV threshold to 50th percentile, DTE minimum 30+ days, target multiplier 2.5-3.0× - Premium Selling: Set IV threshold to 70th+ percentile, DTE minimum 20-30 days, target multiplier 1.5-2.0× 4. MTF Dashboard Monitoring Verify multi-timeframe alignment before execution: - Ideal setup: Daily + Weekly compression both active - Confirm trend alignment across timeframes - Check IV Rank for premium environment assessment - Wait for "READY" status (green) indicating threshold satisfaction 5. Signal Execution When labels appear: - Review directional probability (target >65% for high conviction) - Assess IV environment (low IV favors buying, high IV favors selling) - Use price target for strike selection and profit objectives - Consider 30-45 DTE options for thesis development time 6. Risk Management - Position size: 2-5% options capital per signal - Stop loss: Exit if compression breaks opposite direction without follow-through - Time stop: Reassess if position stagnant after 5-7 days - Profit taking: Scale out at provided targets or weekly pivot levels 7. Sensitivity Adjustment - High (55%): More signals, lower conviction, diversified approach - Medium (60%): Balanced, default setting (2-4 signals/month typical) - Low (65%): Fewer signals, higher conviction, concentrated positions ═══════════════════════════════════════════════════════════════════════════════ FRAMEWORK LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - Optimized exclusively for Daily timeframe analysis - Compression development requires patience (2-4 weeks typical) - IV metrics are proprietary proxies, not direct exchange data - Greeks estimations approximate actual options contract characteristics - DTE calculations simplified vs. precise monthly expiration dates - Multi-timeframe filtering reduces but cannot eliminate false breakouts - Requires liquid options markets (tight spreads, adequate open interest) - Not designed for earnings-driven volatility events (IV crush risk) - Framework identifies timing, not specific strike or expiration selection ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 architecture - Non-repainting signal confirmation (bar close validation) - Multi-security data integration (Weekly/Monthly via request.security) - Real-time multi-timeframe analysis dashboard - 4 alert conditions (Call/Put options, directional generic) - Fully customizable parameters (compression, scoring, filters, visuals) - Professional-grade visual hierarchy and information density ═══════════════════════════════════════════════════════════════════════════════ PROFESSIONAL CONTEXT ═══════════════════════════════════════════════════════════════════════════════ This framework is designed for systematic options traders with working knowledge of: - Volatility regime dynamics and expansion/contraction cycles - Options Greeks and their impact on P&L across various market conditions - Implied Volatility Rank interpretation and premium pricing assessment - Multi-timeframe analysis methodology and trend hierarchy - Risk-adjusted position sizing and portfolio construction principles The system identifies when market structure favors options deployment but does not prescribe how to construct positions. Strike selection, expiration choice, spread architecture, and position sizing require independent trader judgment based on account parameters and risk tolerance. Optimal deployment combines this framework with: - Options analytics platform (actual IV, Greeks, probability calculations) - Earnings calendar awareness (pre-earnings IV inflation vs. post-earnings crush) - Broader market regime context (VIX, correlation, sector rotation) - Portfolio-level risk management (concentration limits, correlation analysis) ═══════════════════════════════════════════════════════════════════════════════ Proprietary compression-to-expansion framework for systematic Daily options deployment. Methodology incorporates multi-dimensional volatility analysis, hierarchical timeframe confirmation, and options market structure intelligence.
Pine Script®指标
由NVBIG提供
AI Exclusive(Precision Entry)AI Exclusive (Precision Entry) Overview: An indicator that provides precise entry signals along with defined Take Profit (TP) and Stop Loss (SL). Benefits: • Confident entries with built in risk management • Clear TP and SL displayed on the chart • Suitable for both beginner and professional traders Features: • Transparent, unambiguous signals • Usable on all symbols and timeframes • Visual design with colored lines and clear labels
Pine Script®指标
由AIExclusive提供
NHNL Breadth Scanner [BIG]═══════════════════════════════════════════════════════════════════════════════ NVENTURES NHNL BREADTH SYSTEM v2.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The NVentures NHNL Breadth System is an institutional-grade market breadth analysis framework designed for equity traders, portfolio managers, and market technicians who require comprehensive internal market structure visibility beyond price action alone. This system integrates New Highs - New Lows (NHNL) data across multiple exchanges with participation breadth metrics to identify market regime shifts, thrust conditions, divergences, and rotation dynamics between large-cap and small-cap equities. Version 2.0 introduces the Participation Breadth Module , which monitors the percentage of stocks above their 50-day moving averages across S&P 500, Russell 2000, and NASDAQ 100 indices. This extension enables detection of Risk-On/Risk-Off rotations and narrow rally conditions—critical information for portfolio construction, sector allocation, and tactical hedging decisions. The framework combines: - Multi-exchange NHNL aggregation – NYSE, NASDAQ, AMEX breadth data integration - McClellan Oscillator – Exponential moving average difference for trend momentum - Thrust detection – Extreme breadth expansion/contraction identification - Divergence analysis – Price vs. breadth non-confirmation patterns - Participation breadth – Large-cap vs. small-cap rotation detection - Composite signal scoring – Multi-factor quantitative breadth assessment ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NHNL Data Aggregation The system retrieves daily New Highs and New Lows from three major U.S. exchanges: - NYSE – INDEX:HIGN (New Highs), INDEX:LOWN (New Lows) - NASDAQ – INDEX:HIGQ (New Highs), INDEX:LOWQ (New Lows) - AMEX – INDEX:HIGA (New Highs), INDEX:LOWA (New Lows) Users can toggle exchanges on/off to isolate specific market segments. All three exchanges are enabled by default for comprehensive market-wide breadth measurement. Core Calculations : - NHNL Raw = Total New Highs - Total New Lows - NHNL % = (NHNL Raw / Total Issues) × 100 - NH/NL Ratio = New Highs / New Lows These metrics quantify the internal strength or weakness of market advances/declines independent of price index levels. • McClellan Oscillator The McClellan Oscillator applies exponential moving average (EMA) logic to NHNL data: Formula: McClellan Osc = EMA(NHNL, Fast) - EMA(NHNL, Slow) Default parameters: Fast = 19, Slow = 39 Interpretation : - Positive values = Breadth momentum favors bulls (more issues making new highs) - Negative values = Breadth momentum favors bears (more issues making new lows) - Zero-line crosses = Regime change signals (bullish above, bearish below) - Extreme readings (>±100) = Overbought/oversold breadth conditions The McClellan Oscillator is a standard institutional breadth tool used by market technicians since the 1960s. It smooths daily NHNL volatility while maintaining responsiveness to trend changes. • Thrust Detection Thrust conditions identify extreme breadth expansion or contraction that historically precedes sustained directional moves: Bullish Thrust : - NHNL % > Threshold (default +40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme positive breadth expansion. Historically associated with major rally initiations or continuation thrusts. Bearish Thrust : - NHNL % < -Threshold (default -40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme negative breadth contraction. Historically associated with panic selling, capitulation events, or major downtrend acceleration. Thrust conditions are the highest-priority signals in the framework and override other conflicting indicators. • Divergence Detection The system identifies non-confirmation patterns between price action and breadth: Bullish Divergence : - Price makes lower low - NHNL % makes higher low - Context : Selling pressure exhausting despite lower prices. Potential reversal signal as fewer stocks participate in decline. Bearish Divergence : - Price makes higher high - NHNL % makes lower high - Context : Rally losing internal momentum despite higher prices. Potential reversal signal as fewer stocks participate in advance. Divergences use pivot detection with configurable lookback periods (default 50 bars) and pivot strength (default 5 bars). Visual divergence lines are drawn directly on the price chart when detected. • Participation Breadth Module (NEW in v2.0) This module monitors the percentage of stocks trading above their 50-day moving average across three major indices: - S&P 500 – INDEX:S5FI (Large-cap participation) - Russell 2000 – INDEX:R2FI (Small-cap participation) - NASDAQ 100 – INDEX:NDFI (Tech-cap participation) Rotation Spread Calculation : Rotation Spread = Russell 2000 % Above 50D - S&P 500 % Above 50D Interpretation : - Positive Spread (>+10%) = Risk-On Rotation Small caps outperforming large caps. Broad market participation. Risk appetite expanding. - Negative Spread (<-10%) = Risk-Off Rotation Large caps outperforming small caps. Narrow rally / defensive positioning. Flight to quality or concentration risk. - Neutral (-10% to +10%) = Balanced market, no clear rotation This spread identifies critical regime changes between broad market participation (healthy) and narrow leadership (fragile). Risk-On rotations typically occur during economic expansion phases; Risk-Off rotations occur during uncertainty, recession fears, or late-cycle conditions. • Composite Signal Score The framework generates a quantitative breadth score (-100 to +100) by weighting five components: 1. Thrust Score (±40 points) – Active thrust condition 2. Trend Score (±30 points) – McClellan Oscillator above/below zero 3. Momentum Score (±20 points) – NHNL % magnitude 4. Ratio Score (±10 points) – NH/NL Ratio extremes 5. Participation Score (±15 points) – Risk-On/Risk-Off regime + participation health The composite score is smoothed (EMA 5) and classified into five breadth states: - +50 to +100 = Strong Bull - +20 to +50 = Bullish - -20 to +20 = Neutral - -50 to -20 = Bearish - -100 to -50 = Strong Bear ═══════════════════════════════════════════════════════════════════════════════ SIGNAL HIERARCHY & PRIORITY ═══════════════════════════════════════════════════════════════════════════════ The indicator generates multiple signal types with distinct priority levels: Priority 1: Thrust Signals (Highest conviction) - Green triangle below bar = Bullish Thrust (40%+ breadth expansion) - Red triangle above bar = Bearish Thrust (40%+ breadth contraction) - Chart background highlighted in green/red during active thrust Priority 2: Rotation Signals (Regime identification) - Cyan diamond below bar = Risk-On Rotation (small caps outperforming) - Orange diamond above bar = Risk-Off Rotation (large caps outperforming) - Chart background highlighted in cyan/orange during active rotation Priority 3: Divergence Signals (Reversal warnings) - Green label below bar = Bullish Divergence (price/breadth non-confirmation) - Red label above bar = Bearish Divergence (price/breadth non-confirmation) - Dashed lines connect divergence pivot points on price chart Priority 4: Zero-Line Cross (Trend changes) - Small circle below bar = McClellan crossing above zero (breadth turning positive) - Small circle above bar = McClellan crossing below zero (breadth turning negative) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Comprehensive Information Panel The top-right dashboard (position customizable) displays: Section 1: Raw NHNL Data - Total New Highs (green) - Total New Lows (red) - Exchange breakdown (NYSE, NASDAQ, AMEX) with individual deltas Section 2: Core Metrics - NHNL % with visual indicator (🔥 for thrusts, arrows for direction) - NH/NL Ratio with strength bars - McClellan Oscillator with directional arrows Section 3: Participation Breadth (NEW) - S&P 500 % above 50D MA with trend arrow - Russell 2000 % above 50D MA with trend arrow - NASDAQ 100 % above 50D MA with trend arrow - Rotation Spread with regime icon (🚀 Risk-On, 🛡️ Risk-Off) Section 4: Composite Assessment - Signal Score (-100 to +100) with visual strength bars - Market Status (large text): BULLISH THRUST, BEARISH THRUST, RISK-ON ROTATION, RISK-OFF ROTATION, or breadth state classification • Chart Overlays - Background color-coding for active regimes (thrust, rotation, extreme readings) - Signal markers (triangles, diamonds, circles, labels) at key inflection points - Divergence lines connecting pivot highs/lows on price chart ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-exchange breadth aggregation – NYSE, NASDAQ, AMEX with individual on/off toggles - Institutional McClellan Oscillator – Standard market breadth momentum tool - Automated thrust detection – Identifies extreme breadth conditions with confirmation logic - Price-breadth divergence scanning – Non-confirmation pattern detection with visual lines - Participation breadth integration – Risk-On/Risk-Off rotation detection via large-cap vs. small-cap analysis - Composite signal scoring – Quantitative multi-factor breadth assessment - No repainting – All signals confirm on bar close - Comprehensive alerting – 12+ alert conditions for thrust, divergence, rotation, and confluence events - Fully customizable parameters – EMA periods, thresholds, lookbacks, visual settings - Professional dashboard – Real-time metrics with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY, SPX, or QQQ for reference) 2. Monitor the dashboard : • Focus on Market Status (bottom row) for current regime • Check NHNL % and McClellan for breadth direction and momentum • Watch Rotation Spread for large-cap vs. small-cap dynamics • Review Signal Score for composite breadth strength 3. Interpret thrust signals (highest priority): • Bullish Thrust → Major rally initiation or continuation likely. Consider adding long exposure or reducing hedges. • Bearish Thrust → Major decline or capitulation event likely. Consider reducing exposure or adding hedges. • Historical context: Thrust signals are rare (2-5 per year) but highly reliable for significant market moves. 4. Interpret rotation signals (regime identification): • Risk-On Rotation → Broad market participation. Small caps outperforming. Healthy advance. Favor cyclical sectors, higher beta names. • Risk-Off Rotation → Narrow rally or defensive positioning. Large caps outperforming. Caution—market leadership concentrating. Favor quality, defensives. 5. Interpret divergence signals (reversal warnings): • Bullish Divergence → Selling exhaustion. Potential bottom formation. Wait for confirmation (zero-line cross, thrust) before aggressive positioning. • Bearish Divergence → Rally losing momentum. Potential top formation. Consider profit-taking or hedging. 6. Combine signals for maximum conviction : • Bull Confluence : Bullish Thrust + Risk-On Rotation + Positive McClellan = Maximum bullish alignment • Bear Confluence : Bearish Thrust + Risk-Off Rotation + Negative McClellan = Maximum bearish alignment • Alert system specifically flags these high-conviction confluences 7. Configure parameters for your style : • Thrust Threshold : Default 40% catches major moves. Increase to 50%+ for extreme-only signals. • Rotation Threshold : Default 10% spread. Tighten to 7.5% for earlier rotation detection. • Divergence Lookback : Default 50 bars. Extend to 100+ for longer-term divergences. 8. Use alerts for proactive monitoring : • Set TradingView alerts for Thrust, Rotation, Divergence, and Confluence conditions • Receive notifications when critical breadth regime changes occur ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - U.S. equity markets only – NHNL data limited to NYSE, NASDAQ, AMEX. Does not cover international markets or other asset classes. - Daily timeframe only – NHNL data is reported daily. Intraday trading requires alternative breadth measures. - Lagging in fast reversals – McClellan Oscillator and participation metrics use EMAs, introducing lag during rapid regime shifts. Thrust signals respond faster but require extreme conditions. - Equal-weighting assumption – All stocks within NHNL counts are equally weighted. Large-cap-dominated rallies (e.g., FANG-led advances) may show strong price performance despite mediocre breadth. - False positives in sideways markets – Divergence signals can produce false positives during extended consolidation phases. Require confirmation from thrust or rotation signals. - Participation data quality – S5FI, R2FI, NDFI data from TradingView may have occasional gaps or delays. Indicator includes data validation logic and falls back gracefully when data unavailable. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (6 NHNL tickers + 3 participation tickers) - Maximum 500 lines supported (divergence line drawing) - Real-time dashboard table with 20+ rows - 12+ alert conditions (thrust, divergence, rotation, ratio extremes, confluence) - Fully customizable colors, thresholds, and visual elements ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced equity traders, portfolio managers, and market technicians familiar with: - Market breadth analysis and internal market structure - McClellan Oscillator interpretation - New High - New Low dynamics and their correlation with market cycles - Large-cap vs. small-cap rotation patterns - Risk-On/Risk-Off regime identification The framework provides objective breadth signals but does not account for: - Fundamental catalysts (earnings, economic data, Fed policy) - Sector-specific dynamics (may show broad weakness while certain sectors thrive) - International market correlations - Volatility regime changes (VIX dynamics) Best used in combination with: - Price action analysis (support/resistance, chart patterns) - Volume analysis (accumulation/distribution) - Volatility indicators (VIX, put/call ratios) - Sentiment indicators (survey data, positioning) Market breadth is a leading indicator of internal market health. Divergences between price and breadth often precede major reversals by weeks or months. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional market breadth analysis based on New Highs - New Lows methodology with extended participation breadth integration.
Pine Script®指标
由NVBIG提供
Majors FX-REER/NEER Suite [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG MAJORS FX-REER/NEER SUITE ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Majors FX-REER/NEER Suite is a multi-currency valuation framework designed for institutional FX traders, macro strategists, and systematic currency allocators. This indicator calculates Real Effective Exchange Rates (REER) and Nominal Effective Exchange Rates (NEER) for the seven major currency pairs (G7 FX), integrating macroeconomic fundamentals (CPI inflation differentials) with technical trend analysis to identify structural currency misvaluations and mean-reversion opportunities. Unlike standard FX indicators that only analyze bilateral price action, this suite constructs trade-weighted basket indices that measure each currency's strength against a portfolio of its major trading partners, adjusted for inflation differentials. This approach mirrors central bank and sovereign wealth fund methodologies for assessing equilibrium exchange rate levels. The framework combines: - Fundamental valuation metrics – REER/NEER indices with Z-score normalization - Technical trend filters – Ichimoku Cloud and Aroon oscillator confluence - Signal classification system – Long/Short/Watch/Conflict regime identification - Quantitative confidence scoring – 0-100% signal reliability weighting ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NEER Calculation (Nominal Effective Exchange Rate) The NEER measures a currency's value against a trade-weighted basket of its seven major trading partners, geometrically averaged in log-space to ensure symmetry: 1. All seven G7 FX pairs are normalized to USD-pivot (A/USD format) 2. Each currency's log-normalized rate is compared to the arithmetic mean of the other six 3. Formula: NEER_i = (8/7) × log(CCY_i/USD) - mean(log(CCY_others/USD)) This construction ensures that: - A rising NEER indicates currency appreciation against the basket - The methodology is symmetric and avoids base-currency bias - Changes reflect multilateral competitive dynamics, not just bilateral moves • REER Calculation (Real Effective Exchange Rate) The REER adjusts the NEER for inflation differentials using Consumer Price Index (CPI) data: Formula: REER_i = NEER_i + log(CPI_i) - mean(log(CPI_others)) By incorporating CPI differentials, the REER provides a purchasing-power-parity-adjusted valuation metric that accounts for relative inflation rates. This is the institutional standard for assessing fundamental currency equilibrium levels. Data Sources : - FX rates: TradingView composite feed (FX:), OANDA, FXCM, FOREXCOM - CPI data: ECONOMICS namespace (monthly frequency, official statistical releases) - Supported currencies: USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD • Valuation Bias Detection Each currency pair is classified as overvalued (bias = -1, "Short") or undervalued (bias = +1, "Long") based on two independent criteria: 1. Percentage Band Deviation – Relative Index distance from 100 baseline • Overvalued: Index > 100 × (1 + deviation%), default +5% • Undervalued: Index < 100 × (1 - deviation%), default -5% 2. Z-Score Threshold – Statistical extremes in rolling lookback window • Overvalued: Z-Score > +1.5 (default) • Undervalued: Z-Score < -1.5 (default) Either condition triggers a bias classification. This dual-filter approach captures both absolute deviations and relative extremes within recent historical context. • Trend Confirmation (Ichimoku + Aroon) To avoid counter-trend entries in strong momentum regimes, the suite integrates two independent trend filters: Ichimoku Cloud - Bull: Price > Cloud AND Conversion > Base Line - Bear: Price < Cloud AND Conversion < Base Line - Parameters: Conv(9), Base(26), Span B(52), Displacement(26) Aroon Oscillator - Bull: Aroon Up > 70 AND Aroon Down < 30 - Bear: Aroon Down > 70 AND Aroon Up < 30 - Default lookback: 25 periods Trend is confirmed only when both indicators agree (Ichimoku + Aroon ≥ +1 for bull, ≤ -1 for bear). • Setup Classification Logic The framework combines Bias (fundamental valuation) with Trend (technical momentum) to generate four distinct setup types: - Long↗︎ (Setup = 1) – Undervalued + Bullish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental discount while technical trend supports upside. - Short↘︎ (Setup = -1) – Overvalued + Bearish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental premium while technical trend supports downside. - Watch (Setup = 2) – Valuation bias present, but no clear trend Context : Fundamental mispricing without directional conviction. Monitor for trend emergence before entering. - Conflict (Setup = 3) – Bias and trend pointing opposite directions Context : Overvalued currency in uptrend OR undervalued currency in downtrend. Avoid—either trend continuation or valuation mean reversion, but unclear which dominates. • Confidence Score (0-100%) Each setup receives a quantitative confidence weighting based on three factors: 1. Band Distance (40%) – How far the Relative Index deviates from 100 baseline 2. Z-Score Magnitude (40%) – Statistical extremeness within lookback window 3. Trend Confluence (20%) – Agreement between Ichimoku and Aroon signals Score interpretation: - 70-100% = High confidence (both valuation and trend extremes aligned) - 40-69% = Moderate confidence (one factor strong, others weak) - 0-39% = Low confidence (marginal signals, questionable reliability) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Dashboard Table (Top-Right) Displays real-time valuation metrics for all seven major pairs: Column 1: Pair – Currency pair identifier Column 2: RelIdx – Relative Index (100 = baseline at first valid bar) Column 3: Z – Z-Score vs. rolling lookback window Column 4: Bias – Long/Short/Neutral valuation classification Column 5: Trend – ↑/↓/– trend direction (Ichimoku + Aroon) Column 6: Setup – Long↗︎/Short↘︎/Watch/Conflict (color-coded) Column 7: Conf – Confidence score 0-100% (color-coded) Column 8: Quelle – REER (inflation-adjusted) or NEER (nominal only) Color coding : - Green = Long↗︎ setup - Red = Short↘︎ setup - Orange = Watch (no trend) - Purple = Conflict (bias/trend divergence) • Optional Chart Plot Select any of the seven pairs to plot its Relative Index on the chart with: - Baseline at 100 (horizontal gray line) - +Band at 100 × (1 + deviation%), dashed red - -Band at 100 × (1 - deviation%), dashed green - Aqua line tracking the selected pair's Relative Index evolution • Signal Labels When a pair transitions into Long↗︎ or Short↘︎ setup: - Green label below bar = Long↗︎ entry signal - Red label above bar = Short↘︎ entry signal - Positioned using ATR offset for visibility ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Institutional valuation methodology – REER/NEER framework used by central banks and sovereign wealth funds - Macro-fundamental integration – CPI inflation differentials adjust for purchasing power parity - Multi-timeframe flexibility – Daily (D), Weekly (W), Monthly (M) resolution options - Seven simultaneous pairs – Monitors all G7 FX majors in single unified dashboard - No repainting – All signals confirm on bar close - Automated alerts – TradingView notifications when setups transition (Long/Short triggers) - Confidence weighting – Quantitative scoring allows position sizing calibration - Fallback logic – Automatically switches to NEER if CPI data incomplete ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY or DXY for reference) 2. Select data feed – Default FX: (TradingView composite) is recommended; alternatives: OANDA, FXCM, FOREXCOM 3. Choose timeframe : • Daily (D) = Swing trading, medium-term mean reversion (2-8 week horizons) • Weekly (W) = Position trading, macro regime shifts (1-6 month horizons) • Monthly (M) = Strategic allocation, long-term equilibrium analysis (6-24 month horizons) 4. Configure parameters : • Z-Score Lookback : Default 252 (one trading year on Daily); adjust for timeframe (52 for Weekly, 36 for Monthly) • Deviation Band : Default ±5%; tighten to ±3% for more signals, widen to ±7% for higher conviction • Z-Threshold : Default ±1.5; increase to ±2.0 for extreme-only signals 5. Monitor dashboard table : • Focus on pairs showing Long↗︎ or Short↘︎ setups with Conf ≥ 70% • Watch for Watch setups transitioning to directional signals • Avoid Conflict setups unless you have strong macro conviction 6. Execute mean-reversion trades : • Long↗︎ = Buy undervalued currency (e.g., EURUSD Long if EUR undervalued) • Short↘︎ = Sell overvalued currency (e.g., USDJPY Short if JPY overvalued) • Target: Mean reversion toward 100 baseline or opposite band 7. Position sizing by confidence : • High confidence (70-100%) → Standard position size • Moderate confidence (40-69%) → Reduce size by 50% • Low confidence (<40%) → Avoid or use minimal pilot size 8. Risk management : • Stop loss: Place beyond recent swing high/low or 1.5× ATR • Take profit: Opposite valuation band or 100 baseline • Time stop: Exit if setup reverses (Long→Neutral→Short or vice versa) ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - CPI data lag – Consumer Price Index releases are monthly and report with 2-4 week delay. REER calculations may lag real-time inflation dynamics. - Structural shifts ignored – The baseline (100) is set at first valid bar. Long-term structural appreciation/depreciation (e.g., 20-year USD bull market) is not accounted for. Suitable for cyclical mean reversion, not secular trend analysis. - Equal-weighting assumption – All seven currencies are equally weighted in basket construction. Actual trade-weighted indices use GDP or trade volume weights, which this framework simplifies. - No emerging market currencies – Limited to G7 majors (USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD). Does not cover EM FX (e.g., CNY, BRL, MXN). - Technical filter limitations – Ichimoku and Aroon are lagging indicators. In fast-moving markets (e.g., central bank interventions, geopolitical shocks), trend signals may arrive late. - Mean reversion assumption – The framework assumes currencies revert to equilibrium. During regime changes (e.g., monetary policy divergence, crisis flows), deviations can persist or expand before eventual reversal. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v6 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (7 FX pairs + 8 CPI series) - Automated alert system (transitions to Long↗︎/Short↘︎) - Real-time dashboard table (8 columns × 8 rows) - Maximum 500 labels supported (100 per pair direction) - Fallback logic: NEER used if CPI data unavailable ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced FX traders, macro strategists, and portfolio managers familiar with: - Real and nominal effective exchange rate concepts - Purchasing power parity theory and inflation differentials - Multi-currency portfolio construction and basket hedging - Carry trade and convergence strategies - Central bank policy impacts on FX equilibrium levels The framework provides objective valuation signals but does not account for: - Interest rate differentials (carry) - Capital flow dynamics (risk-on/risk-off) - Central bank intervention zones - Geopolitical risk premiums Always combine REER/NEER valuation analysis with macro event calendars, positioning data (CFTC COT reports), and fundamental policy divergence assessments. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional FX valuation analysis based on central bank REER/NEER methodologies.
Pine Script®指标
由NVBIG提供
BIG Options Strategy Regime Scanner═══════════════════════════════════════════════════════════════════════════════ BIG OPTIONS STRATEGY REGIME SCANNER ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Options Strategy Regime Scanner is a quantitative regime detection framework designed to identify optimal entry conditions for directional and convexity-based options strategies. This indicator analyzes market structure (trend), volatility environment (VIX), and momentum (RSI) to classify markets into distinct trading regimes and signal appropriate options deployment strategies. The indicator was developed specifically for systematic options traders who require objective, rule-based regime identification rather than discretionary interpretation. It integrates institutional volatility metrics with technical momentum filters to produce high-probability entry signals for three core strategies: Call Tail Convexity , Put Tail Convexity , and Bull Put Income . ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Regime Detection Logic The indicator operates on a three-factor regime classification system: 1. Trend Filter – Identifies directional bias using SMA 200 as the primary trend delimiter. Position relative to this level determines bull/bear regime classification. 2. Volatility Environment – Uses VIX (CBOE Volatility Index) thresholds to categorize market conditions: • Low Vol: VIX < 17 (favors premium buying / convexity strategies) • Mid Vol: VIX 17-22 (transition zone, tactical income strategies) • High Vol: VIX ≥ 22 (risk-off, defensive positioning) 3. Momentum Confirmation – RSI(14) provides tactical entry timing to avoid premature signals and improve entry quality. • Strategy Deployment Rules Call Tail Entry (Bull Convexity) Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI < 45 (tactical pullback for entry) Context : This regime identifies periods where upside convexity is underpriced. Appropriate for OTM call buying or call spreads designed to capture trend acceleration during low-vol environments. Put Tail Entry (Bear Convexity) Triggers when: - Close < SMA 200 (bear trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI > 65 (tactical bounce for entry) Context : Signals opportunities to buy downside protection or OTM puts during complacent market conditions. Designed for convexity-seeking traders anticipating volatility expansion in bearish structures. Bull Put Income Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX 17-20 (mid-range volatility, elevated premium) - Close > SMA 50 (short-term strength) Context : Identifies favorable conditions for selling OTM put spreads or cash-secured puts. Targets premium collection in constructive markets with sufficient volatility to generate income but not excessive tail risk. ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Chart Signals - Purple Triangle (below bar) = Call Tail Entry - Red Triangle (above bar) = Put Tail Entry - Green Triangle (below bar) = Bull Put Income • Background Coloring Chart background dynamically highlights active signals with semi-transparent overlays: - Purple = Call Tail active - Red = Put Tail active - Green = Bull Put Income active • Strategy Table Top-right table displays real-time strategy status: - Strategy name - Condition Met (✅/❌) - Color-coded for quick visual scan • Moving Averages - SMA 50 (Orange) – Short-term trend filter - SMA 200 (Blue) – Primary trend delimiter ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-timeframe flexibility – Works on Daily, 4H, 1H timeframes for different deployment horizons - No repainting – All signals confirm on bar close - Institutional volatility integration – Uses VIX directly from CBOE data feed - Clean visual hierarchy – Minimal clutter, maximum signal clarity - Regime-aware strategy allocation – Matches strategy type to market environment ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to target underlying – Works on indices (SPX, NDX, RUT), equity ETFs (SPY, QQQ, IWM), or individual equities with liquid options markets. 2. Monitor regime table – Top-right table shows which strategies are currently valid based on real-time conditions. 3. Execute on signal confirmation – When triangle appears + table shows ✅, deploy corresponding options strategy. 4. Timeframe considerations : • Daily = Swing options (30-60 DTE typical) • 4H = Shorter-duration tactical (14-30 DTE) • 1H = Ultra-short-term (0-7 DTE, requires precision execution) 5. Combine with position sizing rules – This indicator identifies when to deploy strategies, not how much . Use appropriate risk management and position sizing frameworks. ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - VIX dependency – Signals are calibrated for US equity volatility regimes. May require recalibration for other asset classes. - No options-specific calculations – This indicator identifies favorable regimes but does not calculate Greeks, IV percentile, or specific strike selection. Traders must perform their own options analysis. - Trend-following bias – The 200-day SMA filter creates a structural bias toward trend-following systems. May underperform in mean-reverting, range-bound markets. - Signal frequency – Depending on market conditions, signals may be infrequent. This is by design to maintain signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on close) - Multi-security data feed (VIX via request.security() ) - Maximum 500 labels supported - Real-time table updates with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed as a decision-support tool for experienced options traders. It provides objective regime classification and timing signals but does not constitute financial advice or a complete trading system. Always perform independent analysis and risk assessment before deploying options strategies. Appropriate for traders familiar with: - Volatility term structure - Options Greeks and pricing dynamics - Position construction (spreads, naked positions, hedged structures) - Capital allocation and risk management ═══════════════════════════════════════════════════════════════════════════════ Developed for systematic options deployment based on quantitative regime detection.
Pine Script®指标
由NVBIG提供
Swing Reversal Candlestick PatternThis indicator identifies high-probability swing reversal points by combining a fixed 20-period swing structure with strict candlestick reversal conditions. It is designed for traders who want to detect liquidity sweeps, failed breakouts, and sharp turning points in price. The tool first determines the most recent swing high and swing low by scanning the previous 20 bars. When the price touches or sweeps these levels, the indicator evaluates the current candle for strong reversal characteristics. These include wick dominance, body direction change, and structural validation against the previous bar. Only candles that meet all reversal criteria are marked. Bullish signals appear when the price sweeps a swing low followed by a strong upward reversal candle. Bearish signals appear when the price sweeps a swing high, followed by a strong downward reversal candle. This tool is intended strictly for reversal setups, not for trend continuation trading. Traders may also use the candle wick as a natural stop-loss reference, aligning entries with liquidity sweep behavior.
Pine Script®指标
由shubhampk1000提供
BIG Professional Relative Rotation GraphPROFESSIONAL RELATIVE ROTATION GRAPH (RRG) SUMMARY The Professional Relative Rotation Graph (RRG) is a powerful charting tool that visualizes the **relative strength** and **momentum** of multiple assets (currencies, commodities, or sectors) compared to a benchmark on a single quadrant chart. This overlay is discreetly displayed in the top-left corner of your chart, enabling a fast, visual assessment of market and sector trends. --- HOW THE RRG WORKS The RRG uses two key metrics: 1. Relative Strength (RS-Ratio): Measures an asset's long-term performance relative to the benchmark (X-Axis). Values above 100 indicate outperformance. 2. Relative Momentum (RS-Momentum): Measures the short-term rate of change in relative strength (Y-Axis). Values above 100 indicate rising momentum. THE FOUR QUADRANTS The asset's position shows its current market phase. * LEADING: Outperforming in strength and rising momentum (Bullish). * WEAKENING: Outperforming in strength, but falling momentum (Caution). * LAGGING: Underperforming in strength and falling momentum (Bearish). * IMPROVING: Underperforming in strength, but rising momentum (Recovery). AREAS OF APPLICATION Select the desired RRG Type via the inputs: * Forex RRG: Compares currencies relative to the DXY. * Commodity RRG: Compares commodities relative to the DJP. * Equity Sectors RRG: Compares US sectors relative to the SPY. --- USAGE NOTES (MAX 8 LINES) The RRG tracks rotation of assets through the quadrants. 1. Ideal Entry: Look for the rotation: Lagging → Improving → Leading. 2. Ideal Exit/Short: Look for the rotation: Leading → Weakening → Lagging. 3. Positions are always relative to the benchmark (DXY, SPY, or DJP). 4. The RRG Type input switches between asset groups. 5. Use Zoom Factor to better distinguish closely clustered assets. 6. Trail Points confirm the current direction of the asset's movement.
Pine Script®指标
由NVBIG提供
Engulfing Failed Zone Detector by RWBTradeLabEngulfing Failed Zone Detector by RWBTradeLab A clean, non-repainting tool that focuses on one thing only: showing where strong engulfing patterns failed and the market broke through their base. What this indicator does This script automatically scans for confirmed engulfing patterns (Regular & E-Regular) and then tracks where those structures are invalidated. It highlights two types of failure zones: 1. Buy Engulfing Failed * A bullish engulfing pattern forms (Regular or E-Regular). * Later, a bearish candle closes below the base low of that engulfing. * The zone from the base candle to the failure candle is marked as Buy EG Failed . 2. Sell Engulfing Failed * A bearish engulfing pattern forms (Regular or E-Regular). * Later, a bullish candle closes above the base high of that engulfing. * The zone from the base candle to the failure candle is marked as Sell EG Failed . Only the first clear failure after each engulfing is drawn, keeping the chart clean and readable. Visuals on chart 1. A rectangle (box) is drawn from the engulfing base candle to the failure candle. 2. Labels are placed automatically: * Buy EG Failed (below the zone) * Sell EG Failed (above the zone) 3. Label distance from the zone is controlled by Text Offset from Box (%). 4. Separate color controls for: * Buy Engulfing Failed Box Color * Sell Engulfing Failed Box Color The label style matches Engulfing Detector by RWBTradeLab for a consistent visual experience. Alerts Built-in alerts trigger only on confirmed bar close when a new failure completes: * Buy EG Failed * Sell EG Failed Each alert message includes: * Brand prefix: RWBTradeLab * Price * Time * Ticker Perfect for linking with bots, webhooks or alert-based trade management. Key settings Candle Length (closed candles) * Defines how many recent confirmed candles are scanned (the live bar is excluded). Display toggles * Buy Engulfing Failed * Sell Engulfing Failed * Text Turn each element ON/OFF to control how much information you want on the chart. Text Offset from Box (%) * Controls how far the label is placed from the failed zone, with a safe minimum to keep labels clear and readable. Non-repainting confirmation * All detection and alerts are based on closed candles only. * No signals from the running candle, no repaint tricks. * Once a failure zone appears, it stays fixed. Best use Failed engulfing zones can reveal: * Broken demand/supply zones * Liquidity grabs where “smart money” flushed traders out * Strong momentum shifts after a failed reversal attempt * Levels where continuation or clean retests often occur Works on any symbol and timeframe. For best results, combine with: * Higher timeframe structure * Key support/resistance or supply/demand mapping * Your own confirmation tools and risk management Disclaimer This indicator is a technical pattern-detection tool, not financial advice. Trading involves risk. Always confirm signals with your own analysis and use proper risk management. Creator: RWBTradeLab If this script adds value to your trading, please leave a ⭐ and share your feedback.
Pine Script®指标
由RWBTradeLab提供