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Waindrops [Makit0]█  OVERALL Plot waindrops (custom volume profiles) on user defined periods, for each period you get high and low, it slices each period in half to get independent vwap, volume profile and the volume traded per price at each half. It works on intraday charts only, up to 720m (12H). It can plot balanced or unbalanced waindrops, and volume profiles up to 24H sessions. As example you can setup unbalanced periods to get independent volume profiles for the overnight and cash sessions on the futures market, or 24H periods to get the full session volume profile of EURUSD The purpose of this indicator is twofold: 1 — from a Chartist point of view, to have an indicator which displays the volume in a more readable way 2 — from a Pine Coder point of view, to have an example of use for two very powerful tools on Pine Script:    • the recently updated drawing limit to 500 (from 50)    • the recently ability to use drawings arrays (lines and labels) If you are new to Pine Script and you are learning how to code, I hope you read all the code and comments on this indicator, all is designed for you, the variables and functions names, the sometimes too big explanations, the overall structure of the code, all is intended as an example on how to code in Pine Script a specific indicator from a very good specification in form of white paper If you wanna learn Pine Script form scratch just start HERE In case you have any kind of problem with Pine Script please use some of the awesome resources at our disposal: USRMAN , REFMAN , AWESOMENESS , MAGIC █  FEATURES Waindrops are a different way of seeing the volume and price plotted in a chart, its a volume profile indicator where you can see the volume of each price level plotted as a vertical histogram for each half of a custom period. By default the period is 60 so it plots an independent volume profile each 30m You can think of each waindrop as an user defined candlestick or bar with four key values:  • high of the period  • low of the period  • left vwap (volume weighted average price of the first half period)  • right vwap (volume weighted average price of the second half period) The waindrop can have 3 different colors (configurable by the user):  • GREEN: when the right vwap is higher than the left vwap (bullish sentiment )  • RED: when the right vwap is lower than the left vwap (bearish sentiment )  • BLUE: when the right vwap is equal than the left vwap ( neutral sentiment ) KEY FEATURES  • Help menu  • Custom periods  • Central bars  • Left/Right VWAPs  • Custom central bars and vwaps: color and pixels  • Highly configurable volume histogram: execution window, ticks, pixels, color, update frequency and fine tuning the neutral meaning  • Volume labels with custom size and color  • Tracking price dot to be able to see the current price when you hide your default candlesticks or bars █  SETTINGS Click here or set any impar period to see the HELP INFO : show the HELP INFO, if it is activated the indicator will not plot PERIOD SIZE (max 2880 min) : waindrop size in minutes, default 60, max 2880 to allow the first half of a 48H period as a full session volume profile BARS : show the central and vwap bars, default true    Central bars : show the central bars, default true    VWAP bars : show the left and right vwap bars, default true    Bars pixels : width of the bars in pixels, default 2    Bars color mode : bars color behavior    • BARS : gets the color from the 'Bars color' option on the settings panel    • HISTOGRAM : gets the color from the Bearish/Bullish/Neutral Histogram color options from the settings panel    Bars color : color for the central and vwap bars, default white HISTOGRAM show the volume histogram, default true    Execution window (x24H) : last 24H periods where the volume funcionality will be plotted, default 5    Ticks per bar (max 50) : width in ticks of each histogram bar, default 2    Updates per period : number of times the histogram will update    • ONE : update at the last bar of the period    • TWO : update at the last bar of each half period    • FOUR : slice the period in 4 quarters and updates at the last bar of each of them    • EACH BAR : updates at the close of each bar    Pixels per bar : width in pixels of each histogram bar, default 4    Neutral Treshold (ticks) : delta in ticks between left and right vwaps to identify a waindrop as neutral, default 0    Bearish Histogram color : histogram color when right vwap is lower than left vwap, default red    Bullish Histogram color : histogram color when right vwap is higher than left vwap, default green    Neutral Histogram color : histogram color when the delta between right and left vwaps is equal or lower than the Neutral treshold, default blue VOLUME LABELS : show volume labels    Volume labels color : color for the volume labels, default white    Volume Labels size : text size for the volume labels, choose between AUTO, TINY, SMALL, NORMAL or LARGE, default TINY TRACK PRICE : show a yellow ball tracking the last price, default true █  LIMITS This indicator only works on intraday charts (minutes only) up to 12H (720m), the lower chart timeframe you can use is 1m This indicator needs price, time and volume to work, it will not work on an index (there is no volume), the execution will not be allowed The histogram (volume profile) can be plotted on 24H sessions as limit but you can plot several 24H sessions █  ERRORS AND PERFORMANCE Depending on the choosed settings, the script performance will be highly affected and it will experience errors Two of the more common errors it can throw are:  • Calculation takes too long to execute  • Loop takes too long The indicator performance is highly related to the underlying volatility (tick wise), the script takes each candlestick or bar and for each tick in it stores the price and volume, if the ticker in your chart has thousands and thousands of ticks per bar the indicator will throw an error for sure, it can not calculate in time such amount of ticks. What all of that means? Simply put, this will throw error on the BITCOIN pair BTCUSD (high volatility with tick size 0.01) because it has too many ticks per bar, but lucky you it will work just fine on the futures contract BTC1! (tick size 5) because it has a lot less ticks per bar There are some options you can fine tune to boost the script performance, the more demanding option in terms of resources consumption is Updates per period , by default is maxed out so lowering this setting will improve the performance in a high way. If you wanna know more about how to improve the script performance, read the HELP INFO accessible from the settings panel █  HOW-TO SETUP The basic parameters to adjust are Period size , Ticks per bar and Pixels per bar  • Period size is the main setting, defines the waindrop size, to get a better looking histogram set bigger period and smaller chart timeframe  • Ticks per bar is the tricky one, adjust it differently for each underlying (ticker) volatility wise, for some you will need a low value, for others a high one.    To get a more accurate histogram set it as lower as you can (min value is 1)  • Pixels per bar allows you to adjust the width of each histogram bar, with it you can adjust the blank space between them or allow overlaping You must play with these three parameters until you obtain the desired histogram: smoother, sharper, etc... These are some of the different kind of charts you can setup thru the settings:  • Balanced Waindrops (default): charts with waindrops where the two halfs are of same size.    This is the default chart, just select a period (30m, 60m, 120m, 240m, pick your poison), adjust the histogram ticks and pixels and watch  • Unbalanced Waindrops: chart with waindrops where the two halfs are of different sizes.    Do you trade futures and want to plot a waindrop with the first half for the overnight session and the second half for the cash session? you got it;    just adjust the period to 1860 for any CME ticker (like ES1! for example) adjust the histogram ticks and pixels and watch  • Full Session Volume Profile: chart with waindrops where only the first half plots.    Do you use Volume profile to analize the market? Lucky you, now you can trick this one to plot it, just try a period of 780 on SPY, 2760 on ES1!, or 2880 on EURUSD    remember to adjust the histogram ticks and pixels for each underlying  • Only Bars: charts with only central and vwap bars plotted, simply deactivate the histogram and volume labels  • Only Histogram: charts with only the histogram plotted (volume profile charts), simply deactivate the bars and volume labels  • Only Volume: charts with only the raw volume numbers plotted, simply deactivate the bars and histogram If you wanna know more about custom full session periods for different asset classes, read the HELP INFO accessible from the settings panel EXAMPLES Full Session Volume Profile on MES 5m chart: Full Session Unbalanced Waindrop on MNQ 2m chart (left side Overnight session, right side Cash Session): The following examples will have the exact same charts but on four different tickers representing a futures contract, a forex pair, an etf and a stock. We are doing this to be able to see the different parameters we need for plotting the same kind of chart on different assets The chart composition is as follows:  • Left side: Volume Labels chart (period 10)  • Upper Right side: Waindrops (period 60)  • Lower Right side: Full Session Volume Profile The first example will specify the main parameters, the rest of the charts will have only the differences MES :  • Left: Period size: 10, Bars: uncheck, Histogram: uncheck, Execution window: 1, Ticks per bar: 2, Updates per period: EACH BAR,    Pixels per bar: 4, Volume labels: check, Track price: check  • Upper Right: Period size: 60, Bars: check, Bars color mode: HISTOGRAM, Histogram: check, Execution window: 2, Ticks per bar: 2,    Updates per period: EACH BAR, Pixels per bar: 4, Volume labels: uncheck, Track price: check  • Lower Right: Period size: 2760, Bars: uncheck, Histogram: check, Execution window: 1, Ticks per bar: 1, Updates per period: EACH BAR,    Pixels per bar: 2, Volume labels: uncheck, Track price: check EURUSD :  • Upper Right: Ticks per bar: 10  • Lower Right: Period size: 2880, Ticks per bar: 1, Pixels per bar: 1 SPY :  • Left: Ticks per bar: 3  • Upper Right: Ticks per bar: 5, Pixels per bar: 3  • Lower Right: Period size: 780, Ticks per bar: 2, Pixels per bar: 2 AAPL :  • Left: Ticks per bar: 2  • Upper Right: Ticks per bar: 6, Pixels per bar: 3  • Lower Right: Period size: 780, Ticks per bar: 1, Pixels per bar: 2 █  THANKS TO PineCoders for all they do, all the tools and help they provide and their involvement in making a better community scarf for the idea of coding a waindrops like indicator, I did not know something like that existed at all All the Pine Coders, Pine Pros and Pine Wizards, people who share their work and knowledge for the sake of it and helping others, I'm very grateful indeed I'm learning at each step of the way from you all, thanks for this awesome community; Opensource and shared knowledge: this is the way! (said with canned voice from inside my helmet :D) █  NOTE This description was formatted following THIS guidelines ═════════════════════════════════════════════════════════════════════════ I sincerely hope you enjoy reading and using this work as much as I enjoyed developing it :D GOOD LUCK AND HAPPY TRADING!
Pine Script®指标
由makit0提供
108
Bollinger Band Screener [Pineify]Multi-Symbol Bollinger Band Screener Pineify – Advanced Multi-Timeframe Market Analysis Unlock the power of rapid, multi-asset scanning with this original TradingView Pine Script. Expose trends, volatility, and reversals across your favorite tickers—all in a single, customizable dashboard. Key Features Screens up to 8 symbols simultaneously with individual controls. Covers 4 distinct timeframes per symbol for robust, multi-timeframe analysis. Integrates advanced Bollinger Band logic, adaptable with 11+ moving average types (SMA, EMA, RMA, HMA, WMA, VWMA, TMA, VAR, WWMA, ZLEMA, and TSF). Visualizes precise state changes: Open/Parallel Uptrends & Downtrends, Consolidation, Breakouts, and more. Highly interactive table view for instant signal interpretation and actionable alerts. Flexible to any market: crypto, stocks, forex, indices, and commodities. How It Works For each chosen symbol and timeframe, the script calculates Bollinger Bands using your specified source, length, standard deviation, and moving average method. Real-time state recognition assigns one of several states (Open Rising, Open Falling, Parallel Rising, Parallel Falling), painting the table with unique color codes. State detection is rigorously defined: e.g., “Open Rising” is set when both bands and the basis rise, indicating strong up momentum. All bands, signals, and strategies dynamically update as new bars print or user inputs change. Trading Ideas and Insights Identify volatility expansions and compressions instantly, spotting breakouts and breakdowns before they play out. Spot multi-timeframe confluences—when trends align across several TFs, conviction increases for potential trades. Trade reversals or continuations based on unique Bollinger Band patterns, such as squeeze-break or persistent parallel moves. Harness this tool for scalping, swing trading, or systematic portfolio screens—your logic, your edge! How Multiple Indicators Work Together This screener’s core strength is its integration of multiple moving average types into Bollinger Band construction, not just standard SMA. Each average adapts the bands’ responsiveness to trend and noise, so traders can select the underlying logic that matches their market environment (e.g., HMA for fast moves or ZLEMA for smoothed lag). Overlaying 4 timeframes per symbol ensures trends, reversals, and volatility shifts never slip past your radar. When all MAs and bands synchronize across symbols and TFs, it becomes easy to separate real opportunity from market noise. Unique Aspects Perhaps the most flexible Bollinger Band screener for TradingView—choose from over 10 moving average methods. Powerful multi-timeframe and multi-asset design, rare among Pine scripts. Immediate visual clarity with color-coded table cells indicating band state—no need for guesswork or chart clutter. Custom configuration for each asset and time slice to suit any trading style. How to Use Add the script to your TradingView chart. Use the user-friendly input settings to specify up to 8 symbols and 4 timeframes each. Customize the Bollinger Band parameters: source (price type), band length, standard deviation, and type of moving average. Interpret the dashboard: Color codes and “state” abbreviations show you instantly which symbols and timeframes are trending, consolidating, or breaking out. Take trades according to your strategy, using the screener as a confirmation or primary scan tool. Customization Fully customize: symbols, timeframes, source, band length, standard deviation multiplier, and moving average type. Supports intricate watchlists—anything TradingView allows, this script tracks. Adapt for cryptos, equities, forex, or derivatives by changing symbol inputs. Conclusion The Multi-Symbol Bollinger Band Screener “Pineify” is a comprehensive, SEO-optimized Pine Script tool to supercharge your market scanning, trend spotting, and decision-making on TradingView. Whether you trade crypto, stocks, or forex—its fast, intuitive, multi-timeframe dashboard gives you the informational edge to stay ahead of the market. Try it now to streamline your trading workflow and see all the bands, all the trends, all the time!
Pine Script®指标
由Pineify提供
[blackcat] L2 FiboKAMA Adaptive TrendOVERVIEW The L2 FiboKAMA Adaptive Trend indicator leverages advanced technical analysis techniques by integrating Fibonacci principles with the Kaufman Adaptive Moving Average (KAMA). This combination creates a dynamic and responsive tool designed to adapt seamlessly to changing market conditions. By providing clear buy and sell signals based on adaptive momentum, this indicator helps traders identify potential entry and exit points effectively. Its intuitive design and robust features make it a valuable addition to any trader’s arsenal 📊💹. According to the principle of Kaufman's Adaptive Moving Average (KAMA), it is a type of moving average line specifically designed for markets with high volatility. Unlike traditional moving averages, KAMA can automatically adjust its period based on market conditions to improve accuracy and responsiveness. This makes it particularly useful for capturing market trends and reducing false signals in varying market environments. The use of Fibonacci magic numbers (3, 8, 13) enhances the performance and accuracy of KAMA. These numbers have special mathematical properties that align well with the changing trends of KAMA moving averages. Combining them with KAMA can significantly boost its effectiveness, making it a popular choice among traders seeking reliable signals. This fusion not only smoothens price fluctuations but also ensures quick responses to market changes, offering dependable entry and exit points. Thanks to the flexibility and precision of KAMA combined with Fibonacci magic numbers, traders can better manage risks and aim for higher returns. FEATURES Enhanced Kaufman Adaptive Moving Average (KAMA): Incorporates Fibonacci principles for improved adaptability: Source Price: Allows customization of the price series used for calculation (default: HLCC4). Fast Length: Determines the period for quicker adjustments to recent price changes. Slow Length: Sets the period for smoother transitions over longer-term trends. Dynamic Lines: KAMA Line: A yellow line representing the primary adaptive moving average, which adapts quickly to new trends. Trigger Line: A fuchsia line serving as a reference point for detecting crossovers and generating signals. Visual Cues: Buy Signals: Green 'B' labels indicating potential buying opportunities. Sell Signals: Red 'S' labels signaling possible selling points. Fill Areas: Colored regions between the KAMA and Trigger lines to visually represent trend directions and strength. Alert Functionality: Generates real-time alerts for both buy and sell signals, ensuring timely notifications for actionable insights 🔔. Customizable Parameters: Offers flexibility through adjustable inputs, allowing users to tailor the indicator to their specific trading strategies and preferences. HOW TO USE Adding the Indicator: Open your TradingView chart and navigate to the indicators list. Select L2 FiboKAMA Adaptive Trend and add it to your chart. Configuring Parameters: Adjust the Source Price to choose the desired price series (e.g., close, open, high, low). Set the Fast Length to define how quickly the indicator responds to recent price movements. Configure the Slow Length to determine the smoothness of long-term trend adaptations. Interpreting Signals: Monitor the chart for green 'B' labels indicating buy signals and red 'S' labels for sell signals. Observe the colored fill areas between the KAMA and Trigger lines to gauge trend strength and direction. Setting Up Alerts: Enable alerts within the indicator settings to receive notifications whenever buy or sell signals are triggered. Customize alert messages and frequencies according to your trading plan. Combining with Other Tools: Integrate this indicator with additional technical analysis tools and fundamental research for comprehensive decision-making. Confirm signals using other indicators like RSI, MACD, or Bollinger Bands for increased reliability. Optimizing Performance: Backtest the indicator across various assets and timeframes to understand its behavior under different market conditions. Fine-tune parameters based on historical performance and current market dynamics. Integrating Magic Numbers: Understand the basic principles of KAMA to find suitable entry points for Fibonacci magic numbers. Utilize the efficiency ratio to measure market volatility and adjust moving average parameters accordingly. Apply Fibonacci magic numbers (3, 8, 13) to enhance the responsiveness and accuracy of KAMA. LIMITATIONS Market Volatility: May produce false signals during periods of extreme volatility or sideways movement. Parameter Sensitivity: Requires careful tuning of fast and slow lengths to balance responsiveness and stability. Asset-Specific Behavior: Effectiveness can vary significantly across different financial instruments and time horizons. Complementary Analysis: Should be used alongside other analytical methods to enhance accuracy and reduce risk. NOTES Historical Data: Ensure adequate historical data availability for precise calculations and backtesting. Demo Testing: Thoroughly test the indicator on demo accounts before deploying it in live trading environments. Continuous Learning: Stay updated with market trends and continuously refine your strategy incorporating feedback from the indicator's performance. Risk Management: Always implement proper risk management practices regardless of the signals provided by the indicator. ADVANCED USAGE TIPS Multi-Timeframe Analysis: Apply the indicator across multiple timeframes to gain deeper insights into underlying trends. Divergence Strategy: Look for divergences between price action and the KAMA line to spot potential reversals early. Volume Integration: Combine volume analysis with the indicator to confirm the strength of identified trends. Custom Scripting: Modify the script to include additional filters or conditions tailored to your unique trading approach. IMPROVING KAMA PERFORMANCE Increase Length: Extend the KAMA length to consider more historical data, reducing the impact of short-term price fluctuations. Adjust Fast and Slow Lengths: Make KAMA smoother by increasing the fast length and decreasing the slow length. Use Smoothing Factor: Apply a smoothing factor to control the level of smoothness; typical values range from 0 to 1. Combine with Other Indicators: Pair KAMA with other smoothing indicators like EMA or SMA for more reliable signals. Filter Noise: Use filters or other technical analysis tools to eliminate price noise, enhancing KAMA's effectiveness.
Pine Script®指标
由blackcat1402提供
2
Dynamic Customizable 50% Line & Daily High/Low + True Day OpenA Unique Indicator for Precise Market-Level Analysis This indicator is a fully integrated solution that automates complex market-level calculations and visualizations, offering traders a tool that goes beyond the functionality of existing open-source alternatives. By seamlessly combining several trading concepts into a single script, it delivers efficiency, accuracy, and customization that cater to both novice and professional traders. Key Features: A Breakdown of What Makes It Unique 1. Adaptive Daily Highs and Lows Automatically detects and plots daily high and low levels based on the selected time frame, dynamically updating in real time. Features session-based adjustments, allowing traders to focus on levels that matter for specific trading sessions (e.g., London, New York). Fully customizable styling, visibility, and alerts tailored to each trader’s preferences. How It Works: The indicator calculates daily high and low levels directly from price data, integrating session-specific time offsets to account for global trading hours. These levels provide traders with clear visual markers for key liquidity zones. 2. Automated ICT 50% Range Line A pioneering implementation of ICT’s mid-range concept, this feature dynamically calculates and displays the midpoint of the daily range. Offers traders a visual guide to identify premium and discount zones, aiding in determining market bias and potential trade setups. How It Works: The script calculates the range between the day’s high and low, dividing it by two to generate the midline. This line updates in real-time, ensuring that traders always see the most current premium and discount levels as price action evolves. 3. Dynamic Market Open Levels Plots session opens (e.g., Asia, London, New York) and the True Day Open to provide actionable reference points for intra-day trading strategies. Enhances precision in identifying liquidity shifts and aligning trades with institutional price movements. How It Works: The indicator uses predefined session times to calculate and display the opening levels for key trading sessions. It dynamically adjusts for time zones, ensuring accuracy regardless of the trader’s location. 4. Custom Watermark for Enhanced Visualization Includes an optional watermark feature that allows users to display custom text on their charts. Ideal for personalization, branding, or highlighting session notes without disrupting the clarity of the chart. Why This Indicator Stands Out First-to-Market Automation: While the ICT 50% range line is a widely recognized concept, this is the first script to automate its calculation, combining it with other pivotal trading levels in a single tool. All-in-One Functionality: Unlike open-source alternatives that focus on individual features, this script integrates daily highs/lows, mid-range levels, session opens, and customizable watermarks into one cohesive system. The consolidation reduces the need for multiple indicators and ensures a clean, efficient chart setup. Dynamic Customization: Every feature can be adjusted to align with a trader’s strategy, time zone, or aesthetic preferences. This level of adaptability is unmatched in existing tools. Proprietary Logic: The indicator’s underlying calculations are built from scratch, leveraging advanced programming techniques to ensure accuracy and reliability. These proprietary methods differentiate it from similar open-source scripts. How to Use This Indicator Apply the Indicator: Add it to your TradingView chart from the library. Configure Settings: Use the intuitive settings panel to adjust plotted levels, colors, styles, and visibility. Tailor the indicator to your trading strategy. Incorporate into Analysis: Combine the plotted levels with your preferred trading approach to identify liquidity zones, establish market bias, and pinpoint potential reversals or entries. Stay Focused: With all key levels automated and updated in real time, traders can focus on execution rather than manual plotting. Originality and Justification for Closed Source This script is closed-source due to its unique combination of features and proprietary logic that automates complex trading concepts like the ICT 50% range line and session-specific levels. Open-source alternatives lack this level of integration and customization, making this indicator a valuable and original contribution to the TradingView ecosystem. What Sets It Apart from Open-Source Scripts? Unlike open-source tools, this indicator doesn’t just replicate individual features—it enhances and integrates them into a seamless, all-in-one solution that offers traders a more efficient and effective way to analyze the market.
Pine Script®指标
由VentureTrading_提供
2
Helacator Ai ThetaHelacator Ai Theta is a state-of-the-art advanced script. It helps the trader find the possibility of a trend reversal in the market. By finding that point at which the three black crows pattern combines with the three white soldiers pattern, it is the most cherished pattern in technical analysis for its signal of strong bullish or bearish momentum. Therefore, it is a very strong predictive tool in the ability of shifting markets. Key Highlights: Three White Soldiers and Three Black Crows Patterns The script identifies these candlestick formations that consist of three consecutive candles, either bullish (Three White Soldiers) or bearish (Three Black Crows). These patterns help the trader identify possible trend reversal points as they provide an early signal of a change in the market direction. It is with great care that the script is written to evaluate the position and relationship between the candlesticks for maintaining the accuracy of pattern recognition. Moving Averages for Trend Filtering: Two important ones used are moving averages for filtering any signals not in accordance with the general trend. The length of these MAs is variable, allowing the traders to be in a position to adapt the script for use under different market conditions. The moving averages ensure that signals are only taken in the direction that supports the general market flow, so it leads to more reliability within the signals. The MAs are not plotted on the chart for the sake of clarity, but they still perform a crucial function in signal filtering and can be displayed optionally for a more detailed investigation. Cooldown filter to reduce over-trading This is part of what is implemented in the script to prevent generation of consecutive signals too quickly. All this helps to reduce market noise and not overtrade—only when market conditions are at their best. The cooldown period can be set to be adjusted according to the trader's preference, making the script more versatile in its use. Practical Considerations: Educational Purpose: This script is for educational purposes only and should be part of a comprehensive trading approach. Proper risk management techniques should be observed while at the same time taking into consideration prevailing market conditions before making any trading decision. No Guaranteed Results: The script is aimed at bringing signal accuracy into improvement to align with the broader market trend and reducing noise, but past performance cannot guarantee future success. Traders should use this script within their broad trading approach. Clean and Simple Chart Display: The primary goal of this script is to have a clear and simple display on the chart. The signals are prominently marked with "BUY" and "SELL," and the color of the bars has changed according to the last signal, thus traders can easily read the output. Community and Open Source Open Source Contribution: This script is open for contribution by the TradingView community. Any suggestions regarding improvements are highly welcomed. Candlestick patterns, moving averages, and the combination of the cooldown filter are presented in such a way as to give traders something special, and any modifications or extra touch by the community is appreciated. Attribution and Transparency: The script is based on standard technical analysis principles and for all parts inspired by or derivated from other available open-source scripts, credit is given where it is due. In this way, transparency ensures that the script adheres to TradingView's standards and promotes a collaborative community environment.
Pine Script®指标
由cowdaprettylad提供
6
Dynamic Cycle Oscillator [Quantigenics]This script is designed to navigate through the ebbs and flows of financial markets. At its core, this script is a sophisticated yet user-friendly tool that helps you identify potential market turning points and trend continuations. How It Works: The script operates by plotting two distinct lines and a central histogram that collectively form a band structure: a center line and two outer boundaries, indicating overbought and oversold conditions. The lines are calculated based on a blend of exponential moving averages, which are then refined by a root mean square (RMS) over a specified number of bars to establish the cyclic envelope. The input parameters: Fast and Slow Periods: These determine the sensitivity of the script. Shorter periods react quicker to price changes, while longer periods offer a smoother view. RMS Length: This parameter controls the range of the cyclic envelope, influencing the trigger levels for trading signals. Using the Script: On your chart, you’ll notice how the Dynamic Cycle Oscillator’s lines and histogram weave through the price action. Here’s how to interpret the movements. Breakouts and Continuations: Buy Signal: Consider a long position when the histogram crosses above the upper boundary. This suggests a possible strong bullish run. Sell Signal: Consider a short position when the histogram crosses below the lower boundary. This suggests a possible strong bearish run. Reversals: Buy Signal: Consider a long position when the histogram crosses above the lower boundary. This suggests an oversold market turning bullish. Sell Signal: Consider a short position when the histogram crosses below the upper boundary. This implies an overbought market turning bearish. The script’s real-time analysis can serve as a robust addition to your trading strategy, offering clarity in choppy markets and an edge in trend-following systems. Thanks! Hope you enjoy!
Pine Script®指标
由Quantigenics提供
Triple MA HTF Indicator - Dynamic SmoothingThe indicator version of the "Triple MA HTF Strategy - Dynamic Smoothing" strategy script. In summary the indicator consist of 3 higher time frame moving averages. In which the highest timeframe is used for confirmation on the trend (filter). Moving average 1 and 2 are used to enter and exit the trade (crossover / crossunder). The main principle is to detect momentum when the faster MA 1 crosses the slower MA 2 and only trade with the trend (MA3). The dynamic smoothing in the code makes the indicator suitable to trade on lower tramecharts. The indicator script comes with the following features: options for different types of MA. options to choose from different timeframes & select # bars of that timeframe to calculate the MA value. visualizations of the MA using Dynamic Smoothing calculations on lower timecharts. Note that the chart opened should be lower than the selected timeframes in the configurations. Alerts for entry long, shorts and exits. For more details on the script and possibility for backtesting the Triple MA HTF indicator I refer to my earlier published strategy script:
Pine Script®指标
由Harrocop提供
Buy Sell Volume SeparateDescription: The script is designed to provide traders with a unique and comprehensive analysis of trading volume dynamics. Unlike existing scripts, the script offers a distinct advantage by presenting both buy and sell volumes on separate scales, simplifying trading decisions. Key Features: 1. Dual Volume Scales: The script provides two separate volume scales, one for buy volumes and another for sell volumes. This separation allows to easily distinguish between buying and selling pressure, aiding in more precise trade entries and exits. 2. Clear and Intuitive Chart: The script ensures that the chart it generates is clean and easy to understand. The buy and sell volumes are color-coded for clarity, and you can quickly identify significant volume spikes and trends. How to Use: 1. Adding the Script: To use the script, simply add it to your TradingView chart. 2. Interpreting Buy and Sell Volumes: On the chart, you will see two separate volume scales—one for buy volumes and one for sell volumes. Green bars represent buying pressure, while red bars indicate selling pressure. Pay attention to the relative strengths and patterns of these bars to gauge market sentiment. 3. Informed Trading Decisions: Armed with insights into both buy and sell volumes, you can make more informed trading decisions. Look for divergences, patterns, or significant volume spikes to identify potential entry and exit points.
Pine Script®指标
由fatality14nik提供
9
Machine Learning : Cosine Similarity & Euclidean DistanceIntroduction: This script implements a comprehensive trading strategy that adheres to the established rules and guidelines of housing trading. It leverages advanced machine learning techniques and incorporates customised moving averages, including the Conceptive Price Moving Average (CPMA), to provide accurate signals for informed trading decisions in the housing market. Additionally, signal processing techniques such as Lorentzian, Euclidean distance, Cosine similarity, Know sure thing, Rational Quadratic, and sigmoid transformation are utilised to enhance the signal quality and improve trading accuracy. Features: Market Analysis: The script utilizes advanced machine learning methods such as Lorentzian, Euclidean distance, and Cosine similarity to analyse market conditions. These techniques measure the similarity and distance between data points, enabling more precise signal identification and enhancing trading decisions. Cosine similarity: Cosine similarity is a measure used to determine the similarity between two vectors, typically in a high-dimensional space. It calculates the cosine of the angle between the vectors, indicating the degree of similarity or dissimilarity. In the context of trading or signal processing, cosine similarity can be employed to compare the similarity between different data points or signals. The vectors in this case represent the numerical representations of the data points or signals. Cosine similarity ranges from -1 to 1, with 1 indicating perfect similarity, 0 indicating no similarity, and -1 indicating perfect dissimilarity. A higher cosine similarity value suggests a closer match between the vectors, implying that the signals or data points share similar characteristics. Lorentzian Classification: Lorentzian classification is a machine learning algorithm used for classification tasks. It is based on the Lorentzian distance metric, which measures the similarity or dissimilarity between two data points. The Lorentzian distance takes into account the shape of the data distribution and can handle outliers better than other distance metrics. Euclidean Distance: Euclidean distance is a distance metric widely used in mathematics and machine learning. It calculates the straight-line distance between two points in Euclidean space. In two-dimensional space, the Euclidean distance between two points (x1, y1) and (x2, y2) is calculated using the formula sqrt((x2 - x1)^2 + (y2 - y1)^2). Dynamic Time Windows: The script incorporates a dynamic time window function that allows users to define specific time ranges for trading. It checks if the current time falls within the specified window to execute the relevant trading signals. Custom Moving Averages: The script includes the CPMA, a powerful moving average calculation. Unlike traditional moving averages, the CPMA provides improved support and resistance levels by considering multiple price types and employing a combination of Exponential Moving Averages (EMAs) and Simple Moving Averages (SMAs). Its adaptive nature ensures responsiveness to changes in price trends. Signal Processing Techniques: The script applies signal processing techniques such as Know sure thing, Rational Quadratic, and sigmoid transformation to enhance the quality of the generated signals. These techniques improve the accuracy and reliability of the trading signals, aiding in making well-informed trading decisions. Trade Statistics and Metrics: The script provides comprehensive trade statistics and metrics, including total wins, losses, win rate, win-loss ratio, and early signal flips. These metrics offer valuable insights into the performance and effectiveness of the trading strategy. Usage: Configuring Time Windows: Users can customize the time windows by specifying the start and finish time ranges according to their trading preferences and local market conditions. Signal Interpretation: The script generates long and short signals based on the analysis, custom moving averages, and signal processing techniques. Users should pay attention to these signals and take appropriate action, such as entering or exiting trades, depending on their trading strategies. Trade Statistics: The script continuously tracks and updates trade statistics, providing users with a clear overview of their trading performance. These statistics help users assess the effectiveness of the strategy and make informed decisions. Conclusion: With its adherence to housing trading rules, advanced machine learning methods, customized moving averages like the CPMA, and signal processing techniques such as Lorentzian, Euclidean distance, Cosine similarity, Know sure thing, Rational Quadratic, and sigmoid transformation, this script offers users a powerful tool for housing market analysis and trading. By leveraging the provided signals, time windows, and trade statistics, users can enhance their trading strategies and improve their overall trading performance. Disclaimer: Please note that while this script incorporates established tradingview housing rules, advanced machine learning techniques, customized moving averages, and signal processing techniques, it should be used for informational purposes only. Users are advised to conduct their own analysis and exercise caution when making trading decisions. The script's performance may vary based on market conditions, user settings, and the accuracy of the machine learning methods and signal processing techniques. The trading platform and developers are not responsible for any financial losses incurred while using this script. By publishing this script on the platform, traders can benefit from its professional presentation, clear instructions, and the utilisation of advanced machine learning techniques, customised moving averages, and signal processing techniques for enhanced trading signals and accuracy. I extend my gratitude to TradingView, LUX ALGO, and JDEHORTY for their invaluable contributions to the trading community. Their innovative scripts, meticulous coding patterns, and insightful ideas have profoundly enriched traders' strategies, including my own.
Pine Script®指标
由chhagansinghmeena提供
79
Hikkake Hunter 2.0This script serves as a successor to a previous script I wrote for identifying Hikkakes nearly two years ago. The old version has been preserved here: █  OVERVIEW This script is a rework of an old script that identified the Hikkake candlestick pattern. While this pattern is not usually considered a part of the standard candlestick patterns set, I found a lot of value when finding a solution to identifying it. A Hikkake pattern is a 3-candle pattern where a middle candle is nested in between the range of the prior candle, and a candle that follows has a higher high and a higher low (bearish setup) or a lower high and a lower low (bullish setup). What makes this pattern unique is the "confirmation" status of the pattern; within 3 candles of this pattern's appearance, there must be a candle that closes above the high (bullish setup) or below the low (bearish setup) of the second candle. Additional flexibility has been added which allows the user to specify the number of candles (up to 5) that the pattern may have to confirm after its appearance. █  CONCEPTS This script will cover concepts mainly focusing on candlestick analysis, price analysis (with higher timeframes), and statistical analysis. I believe there is also educational value presented with the use of user-defined-types (UDTs) in accomplishing these concepts that I hope others will find useful. Candlestick Analysis - Identification and confirmation of the patterns in the deprecated script were clunky and inefficient. While the previous script required the use of 6 candles to perform the confirmations of patterns (restricted solely to identifying patterns that confirmed in 3 candles or less), this script only requires 3 candles to identify and process patterns by utilizing a UDT representing a 'pattern object'. An object representing a pattern will be created when it has been identified, and fields within that object will be set for processing by the functions it is passed to. Pattern objects are held by a var array (values within the array persist between bars) and will be removed from this array once they have been confirmed or non-confirmed. This is a significant deviation from the previous script's methods, as it prevents unnecessary re-evaluations of the confirmation status of patterns (i.e. Hikkakes confirmed on the first candle will no longer need to be checked for confirmations on the second or third; a pitfall of the deprecated version which required multiple booleans tracking prior confirmation statuses). This deviation is also what provides the flexibility in changing the number of candles that can pass before a pattern is deemed non-confirmed. As multiple patterns can be confirmed simultaneously, this script uses another UDT representing a linked-list reduction of the pattern object used to process it. This liked-list object will then be used for Price Analysis. Price Analysis - This script employs the use of a UDT which contains all the returns of confirmed patterns. The user specifies how many candles ahead of the confirmed pattern to calculate its return, as well as where this calculation begins. There are two settings: FROM APPEARANCE and FROM CONFIRMATION (default). Price differences are calculated from the open of the candle immediately following the candle which had confirmed the pattern to the close of the candle X candles ahead (default 10). ( SEE FEATURES ) Because of how Pine functions, this calculation necessitates a lookback on prior candles to identify when a pattern had been confirmed. This is accomplished with the following pseudo-code: if not na(confirmed linked-list ) for all confirmed in list GET MATRIX PLACEMENT offset = FROM CONFIRMATION ? 0 : # of candles to confirm openAtFind = open percent return = ((close - openAtFind) / openAtFind) * 100 ADD percent return TO UDT IN MATRIX All return UDTs are held in a matrix which breaks up these patterns into specific groups covered in the next section. Higher Timeframes - This script makes a request.security call to a higher timeframe in order to identify a price range which breaks up these patterns into groups based on the 'partition' they had appeared in. The default values for this partitioning will break up the chart into three sections: upper, middle, and lower. The upper section represents the highest 20% of the yearly trading range that an asset has experienced. The lower section represents the trading range within a third (33%) of the yearly low. And the middle section represents the yearly high-low range between these two partitions. The matrix containing all return UDTs will have these returns split up based on the number of candles required to confirm the pattern as well as the partition the pattern had appeared in. The underlying rationale is that patterns may perform better or worse at different parts of an asset's trading range. Statistical Analysis - Once a pattern has been confirmed, the matrix containing all return UDTs will be queried to check if a 'returnArray' object has been created for that specific pattern. If not, one will be initialized and a confirmed linked-list object will be created that contains information pertinent to the matrix position of this object. This matrix contains the returns of both the Bullish and Bearish Hikkake patterns, separated by the number of candles needed to confirm them, and by the partitions they had appeared in. For the standard 3 candles to confirm, this means the matrix will contain 18 elements (dependent on the number of candles allowed for confirmations; its size will range from 12 to 30). When the required number of candles for Price Analysis passes, a percent return is calculated and added to the returnArray contained in the matrix at the location derived from the confirmed linked-list object's values. The return is added, and all values in the returnArray are updated using Pine's built in array.___ functions. This returnArray object contains the array of all returns, its size, its average, the median, the standard deviation of returns, and a separate 3-integer array which holds values that correspond to the types of returns experienced by this pattern (negative, neutral, and positive)*. After a pattern has been confirmed, this script will place the partition and all of the aforementioned stats values (plus a 95% confidence interval of expected returns) related to that pattern onto the tooltip of the label that identifies it. This allows users to scroll over the label of a confirmed pattern to gauge its prior performance under specific conditions. The percent return of the specific pattern identified will later be placed onto the label tooltip as well. ( SEE LIMITATIONS ) The stats portion of this script also plays a significant role in how patterns are presented when using the Adaptive Coloring mode described in FEATURES . *These values are incremented based on user-input related to what constitutes a 'negative' or 'positive' return. Default values would place any return by a pattern between -3% and 3% in the 'neutral' category, and values exceeding either end will be placed in the 'negative' or 'positive' categories. █  FEATURES This script contains numerous inputs for modifying its behavior and how patterns are presented/processed, separated into 5 groups. Confirmation Setting - The most important input for this script's functioning. This input is a 'confirm=true' input and must be set by the user before the script is applied to the chart. It sets the number of candles that a pattern has to confirm once it has been identified. Alert Settings - This group of booleans sets which types of alerts will fire during the scripts execution on the chart. If enabled, the four alerts will trigger when: a pattern has been identified, a pattern has been confirmed, a pattern has been non-confirmed, and show the return for that confirmed pattern in an alert. Because this script uses the 'alert' function and not 'alertcondition', these must be enabled before 'any alert() function call' is set in TradingView's 'alerts' settings. Partition Settings - This group of inputs are responsible for creating (and viewing) the partitions that breaks the returns of the patterns identified up into their respective groups. The user may set the resolution to grab the range from, the length back of this resolution the partitions get their values from, the thresholds which breaks the partitions up into their groups, and modify the visibility (if they're shown, the colors, opacity) of these partitions. Stats Settings - These inputs will drastically alter how patterns are presented and the resulting information derived from them after their appearance. Because of this section's importance, some of these inputs will be described in more detail. P/L Sample Length - Defines the number of candles after the starting point to grab values from in the % return calculation for that pattern. P/L Starting Point - Defines the starting point where the P/L calculation will take place. 'FROM APPEARANCE' will set the starting point at the candle immediately following the pattern's appearance. 'FROM CONFIRMATION' will place the starting point immediately following the candle which had confirmed the pattern. ( SEE LIMITATIONS ) Min Returns Needed - Sets how many times a specific pattern must appear (both by number of candles needed to confirm and by partition) before the statistics for that pattern are displayed onto the tooltip (and for gradient coloration in Adaptive Coloring mode). Enable Adaptive Coloring - Changes the coloration of the patterns based on the bullish/bearishness of the specified Gradient Reference value of that pattern compared to the Return Tolerance values OR the minimum and maximum values of that specified Gradient Reference value contained in the matrix of all returns. This creates a color from a gradient using the user-specified colors and alters how many of the patterns may appear if prior performance is taken into account. Gradient Reference - Defines which stats measure of returns will be used in the gradient color generation. The two settings are 'AVG' and 'MEDIAN'. Hard Limit - This boolean sets whether the Return Tolerance values will not be replaced by values that exceed them from the matrix of returns in color gradient generation. This changes the scale of the gradient where any Gradient Reference values of patterns that exceed these tolerances will be colored the full bullish or bearish gradient colors, and anything in between them will be given a color from the gradient. Visibility Settings - This last section includes all settings associated with the overall visibility of patterns found with this script. This includes the position of the labels and their colors (+ pattern colors without Adaptive Coloring being enabled), and showing patterns that were non-confirmed. Most of these inputs in the script have these kinds of descriptions to what they do provided by their tooltips. █  HOW TO USE I attempted to make this script much easier to use in terms of analyzing the patterns and displaying the information to the user. The previous script would have the user go to the 'data window' side bar on TradingView to view the returns of a pattern after they had specified which pattern to analyze through the settings, needlessly convoluted. This aim at simplicity was achieved through the use of UDTs and specific code-design. To use, simply apply the indicator to a chart, set the number of candles (between 2 and 5) for confirming this specific pattern and adjust the many settings described above at your leisure. █  LIMITATIONS Disclaimer - This is a tool created with the hopes of helping identify a specific pattern and provide an informative view about the performance of that pattern. Previous performance is not indicative of future results. None of this constitutes any form of financial advice, *use at your own risk*. Statistical Analysis - This script assumes that all patterns will yield a NORMAL DISTRIBUTION regarding their returns which may not be reflective of reality. I personally have limited experience within the field of statistics apart from a few high school/college courses and make no guarantees that the calculation of the 95% confidence interval is correct. Please review the source code to verify for yourself that this interval calculation is correct (Function Name: f_DisplayStatsOnLabel). P/L Starting Point - Because of when the object related to the confirmation status of a pattern is created (specifically the linked-list object) setting the 'P/L Starting Point' to 'FROM APPEARANCE' will yield the results of that P/L calculation at the same time as 'FROM CONFIRMATION'. █ EXAMPLES Default Settings: Partition Background (default): Partition Background (Resolution D : Length 30): Adaptive Coloration: Show Non-Confirmed:
Pine Script®指标
由SolCollector提供
2
Trend Line Adam Moradi v1 (Tutorial Content) The Pine Script strategy that plots pivot points and trend lines on a chart. The strategy allows the user to specify the period for calculating pivot points and the number of pivot points to be used for generating trend lines. The user can also specify different colors for the up and down trend lines. The script starts by defining the input parameters for the strategy and then calculates the pivot high and pivot low values using the pivothigh() and pivotlow() functions. It then stores the pivot points in two arrays called trend_top_values and trend_bottom_values. The script also has two arrays called trend_top_position and trend_bottom_position which store the positions of the pivot points. The script then defines a function called add_to_array() which takes in three arguments: apointer1, apointer2, and val. This function adds val to the beginning of the array pointed to by apointer1, and adds bar_index to the beginning of the array pointed to by apointer2. It then removes the last element from both arrays. The script then checks if a pivot high or pivot low value has been calculated, and if so, it adds the value and its position to the appropriate arrays using the add_to_array() function. Next, the script defines two arrays called bottom_lines and top_lines which will be used to store trend lines. It also defines a variable called starttime which is set to the current time. The script then enters a loop to calculate and plot the trend lines. It first deletes any existing trend lines from the chart. It then enters two nested loops which iterate over the pivot points stored in the trend_bottom_values and trend_top_values arrays. For each pair of pivot points, the script calculates the slope of the line connecting them and checks if the line is a valid trend line by iterating over the price bars between the two pivot points and checking if the line is above or below the close price of each bar. If the line is found to be a valid trend line, it is plotted on the chart using the line.new() function. Finally, the script colors the trend lines using the colors specified by the user. Tutorial Content 'PivotPointNumber' is an input parameter for the script that specifies the number of pivot points to consider when calculating the trend lines. The value of 'PivotPointNumber' is set by the user when they configure the script. It is used to determine the size of the arrays that store the values and positions of the pivot points, as well as the number of pivot points to loop through when calculating the trend lines. 'up_trend_color' is an input parameter for the script that specifies the color to use for drawing the trend lines that are determined to be upward trends. The value of 'up_trend_color' is set by the user when they configure the script and is passed to the color parameter of the line.new() function when drawing the upward trend lines. It determines the visual appearance of the upward trend lines on the chart. 'down_trend_color' is an input parameter for the script that specifies the color to use for drawing the trend lines that are determined to be downward trends. The value of 'down_trend_color' is set by the user when they configure the script and is passed to the color parameter of the line.new() function when drawing the downward trend lines. It determines the visual appearance of the downward trend lines on the chart. 'pivothigh' is a variable in the script that stores the value of the pivot high point. It is calculated using the pivothigh() function, which returns the highest high over a specified number of bars. The value of 'pivothigh' is used in the calculation of the trend lines. 'pivotlow' is a variable in the script that stores the value of the pivot low point. It is calculated using the pivotlow() function, which returns the lowest low over a specified number of bars. The value of 'pivotlow' is used in the calculation of the trend lines. 'trend_top_values' is an array in the script that stores the values of the pivot points that are determined to be at the top of the trend. These are the pivot points that are used to calculate the upward trend lines. 'trend_top_position' is an array in the script that stores the positions (i.e., bar indices) of the pivot points that are stored in the 'trend_top_values' array. These positions correspond to the locations of the pivot points on the chart. 'trend_bottom_values' is an array in the script that stores the values of the pivot points that are determined to be at the bottom of the trend. These are the pivot points that are used to calculate the downward trend lines. 'trend_bottom_position' is an array in the script that stores the positions (i.e., bar indices) of the pivot points that are stored in the 'trend_bottom_values' array. These positions correspond to the locations of the pivot points on the chart. apointer1 and apointer2 are variables used in the add_to_array() function, which is defined in the script. They are both pointers to arrays, meaning that they hold the memory addresses of the arrays rather than the arrays themselves. They are used to manipulate the arrays by adding new elements to the beginning of the arrays and removing elements from the end of the arrays. apointer1 is a pointer to an array of floating-point values, while apointer2 is a pointer to an array of integers. The specific arrays that they point to depend on the arguments passed to the add_to_array() function when it is called. For example, if add_to_array(trend_top_values, trend_top_posisiton, pivothigh) is called, then apointer1 would point to the tval array and apointer2 would point to the tpos array. 'bottom_lines' (short for "Bottom Lines") is an array in the script that stores the line objects for the downward trend lines that are drawn on the chart. Each element of the array corresponds to a different trend line. 'top_lines' (short for "Top Lines") is an array in the script that stores the line objects for the upward trend lines that are drawn on the chart. Each element of the array corresponds to a different trend line. Both 'bottom_lines' and 'top_lines' are arrays of type "line", which is a data type in PineScript that represents a line drawn on a chart. The line objects are created using the line.new() function and are used to draw the trend lines on the chart. The variables are used to store the line objects so that they can be manipulated and deleted later in the script. Loops maxline is a variable in the script that specifies the maximum number of trend lines that can be drawn on the chart. It is used to determine the size of the bottom_lines and top_lines arrays, which store the line objects for the trend lines. The value of maxline is set to 3 at the beginning of the script, meaning that at most 3 trend lines can be drawn on the chart at a time. This value can be changed by the user if desired by modifying the assignment statement "maxline = 3". 'count_line_low' (short for "Count Line Low") is a variable in the script that keeps track of the number of downward trend lines that have been drawn on the chart. It is used to ensure that the maximum number of trend lines (as specified by the maxline variable) is not exceeded. 'count_line_high' (short for "Count Line High") is a variable in the script that keeps track of the number of upward trend lines that have been drawn on the chart. It is used to ensure that the maximum number of trend lines (as specified by the maxline variable) is not exceeded. Both 'count_line_low' and 'count_line_high' are initialized to 0 at the beginning of the script and are incremented each time a new trend line is drawn. If either variable exceeds the value of maxline, then no more trend lines are drawn. 'pivot1', 'up_val1', 'up_val2', up1, and up2 are variables used in the loop that calculates the downward trend lines in the script. They are used to store intermediate values during the calculation process. 'pivot1' is a loop variable that is used to iterate through the pivot points (stored in the trend_bottom_values and trend_bottom_position arrays) that are being considered for use in the trend line calculation. 'up_val1' and 'up_val2' are variables that store the values of the pivot points that are used to calculate the downward trend line. up1 and up2 are variables that store the positions (i.e., bar indices) of the pivot points that are stored in 'up_val1' and 'up_val2', respectively. These positions correspond to the locations of the pivot points on the chart. 'value1' and 'value2' are variables that are used to store the values of the pivot points that are being compared in the loop that calculates the trend lines in the script. They are used to determine whether a trend line can be drawn between the two pivot points. For example, if 'value1' is the value of a pivot point at the top of the trend and 'value2' is the value of a pivot point at the bottom of the trend, then a trend line can be drawn between the two points if 'value1' is greater than 'value2'. The values of 'value1' and 'value2' are used in the calculation of the slope and intercept of the trend line. 'position1' and 'position2' are variables that are used to store the positions (i.e., bar indices) of the pivot points that are being compared in the loop that calculates the trend lines in the script. They are used to determine the distance between the pivot points, which is necessary for calculating the slope of the trend line. For example, if 'position1' is the position of a pivot point at the top of the trend and 'position2' is the position of a pivot point at the bottom of the trend, then the distance between the two points is given by 'position1' - 'position2'. This distance is used in the calculation of the slope of the trend line. 'different', 'high_line', 'low_location', 'low_value', and 'valid' are variables that are used in the loop that calculates the downward trend lines in the script. They are used to store intermediate values during the calculation process. 'different' is a variable that stores the slope of the downward trend line being calculated. It is calculated as the difference in value between the two pivot points (stored in up_val1 and up_val2) divided by the distance between the pivot points (calculated using their positions, stored in up1 and up2). 'high_line' is a variable that stores the current value of the trend line being calculated at a given point in the loop. It is initialized to the value of the second pivot point (stored in up_val2) and is updated on each iteration of the loop using the value of different. 'low_location' is a variable that stores the position (i.e., bar_index) on the chart of the point where the trend line being calculated first touches the low price. It is initialized to the position of the second pivot point (stored in up2) and is updated on each iteration of the loop if the trend line touches a lower low. 'low_value' is a variable that stores the value of the trend line at the point where it first touches the low price. It is initialized to the value of the second pivot point (stored in up_val2) and is updated on each iteration of the loop if the trend line touches a lower low. 'valid' is a Boolean variable that is used to indicate whether the trend line being calculated is valid. It is initialized to true and is set to false if the trend line does not pass through all the lows between the pivot points. If valid is still true after the loop has completed, then the trend line is considered valid and is drawn on the chart. d_value1, d_value2, d_position1, and d_position2 are variables that are used in the loop that calculates the upward trend lines in the script. They are used to store intermediate values during the calculation process. d_value1 and d_value2 are variables that store the values of the pivot points that are used to calculate the upward trend line. d_position1 and d_position2 are variables that store the positions (i.e., bar indices) of the pivot points that are stored in d_value1 and d_value2, respectively. These positions correspond to the locations of the pivot points on the chart. The variables d_value1, d_value2, d_position1, and d_position2 have the same function as the variables uv1, uv2, up1, and up2, respectively, but for the calculation of the upward trend lines rather than the downward trend lines. They are used in a similar way to store intermediate values during the calculation process. thank you.
Pine Script®指标
由TradeAdam提供
20
Stoch/RSI with EMA50 Cross & HHLLA hybrid but simple indicator that plots 4 strategies in one pane . 1) RSI Indicator 2) Stoch RSI 3) EMA50 Cross (To determine direction in current timeframe) 4) Higher Highs & Lower Lows to analyze the trend and break of trend The relative strength index (RSI) is a momentum indicator used in technical analysis. It is displayed as an oscillator (a line graph) on a scale of zero to 100. When the RSI indicator crosses 30 on the RSI chart, it is a bullish sign and when it crosses 70, it is a bearish sign. The Stochastic RSI (StochRSI) is also a momentum indicator used in technical analysis. It is displayed as an oscillator (a line graph) on a scale of zero to 100. When the StochRSI indicator crosses 20 on the RSI chart, it is a bullish sign and when it crosses 80, it is a bearish sign. The EMA50Cross denotes two cases in the script: a) A crossover of CMP on the EMA50 is highlighted by a green bar signals a possible bullish trend b) A crossunder of CMP on the EMA50 is highlighted by a red bar signals a possible bearish trend The HHLL is denoted by mneumonics HH, HL,LH, LL. A combination of HHs and HLs denotes a uptrend while the combination of LLs and LHs denoted a downtrend The current script should be used in confluence of other trading strategies and not in isolation. Scenario 1: If a EMA50Cross over bar (GREEN) is highlighted with the StochRSI below 20 and the given script is plotting HHs and HLs, we are most likely in a bullish trend for the given timeframe and a long can be initiated in confluence with other trading strategies used by the user. The RSI signal may now be utilized to determine a good range of entry/exit. Scenario 2: If a EMA50Cross under bar (RED) is highlighted with the StochRSI above 80 and the given script is plotting LLs and LHs, we are most likely in a bearish trend for the given timeframe and a short can be initiated in confluence with other trading strategies used by the user. The RSI signal may now be utilized to determine a good range of entry/exit. Disclaimer: The current script should be used in confluence with other trading strategies and not in isolation. The scripts works best on 4H and 1D Timeframes and should be used with caution on lower timeframes. This indicator is not intended to give exact entry or exit points for a trade but to provide a general idea of the trend & determine a good range for entering or exiting the trade. Please DYOR Credit & References: This script uses the default technical analysis reference library provided by PineScript (denoted as ta)
Pine Script®指标
由Degen_Crypto提供
3
Exponential MA Channel, Daily Timeframe (Crypto)Moving averages are some of the most common tools for traders. Some of the most widely used ones are simple moving averages (e.g. 20SMA, 50 SMA, 100 SMA, 200SMA,...). There are endless combinations of moving averages that can be used. I prefer to use exponential moving averages because they react more quickly to price data (essentially they filter back through the data over a discrete number of timesteps, with more recent history receiving the highest weighting in the final calculation). This script uses a combination of the 21EMA, 53 EMA, and 100EMA. The idea of this script is to provide insight into when an asset might be close to a local top/bottom by monitoring price within the middle channel (yellow, blue, and orange lines), as well as identifying longer timeframe opportunities to buy/sell by examining the upper (green) and lower (red) bands. Disclaimer: this is not a guarantee that if price enters a region, that it will be a top or bottom, it is simply an indicator to get an idea based on price history. As far as I know, this particular combination of exponential moving averages has not yet been published. I do not have an infinite amount of time to check through the entire library of published scripts. If someone else has already done this, I was unaware. Numerical computations were performed on ETHBTC price data in order to find the coefficients used in this script. Essentially, each EMA has a multiplier of either 1, a fraction of 1, or a number larger than 1 (these are the numbers in the script being multiplied by 'out1', 'out2', 'out3'; feel free to change these and see how this changes the indicator). I have found it to be useful for myself, and hope other people can tinker with this idea. My only wish is to allow other people to use this starting point to explore for themselves. I hope that I am allowed to publish this script without it being taken down so that others can freely use it. Recommendations: although this was fit specifically for ETHBTC, it appears useful for many crypto pairs, specifically alt-BTC pairs and crypto-USD pairs. For example, I have found it useful for BTCUSD, ETHUSD, LINKUSD, LINKBTC, ETHBTC, ADABTC, etc. Only use on the DAILY timeframe.
Pine Script®指标
由memotyka9009提供
Tick Data DetailedHello All, After Tick Chart and Tick Chart RSI scripts, this is Tick Data Detailed script. Like other tick scrips this one only works on real-time bars too. it creates two tables: the table at the right shows the detailed data for Current Bar and the table at the left shows the detailed data for all calculated bars (cumulative). the script checks the volume on each tick and add the tick and volume to the specified level (you can set/change levels) The volume is multiplied by close price to calculate real volume .There are 7 levels/zones and the default levels are: 0 - 10.000 10.000 - 20.000 20.000 - 50.000 50.000 - 100.000 100.000 - 200.000 200.000 - 400.000 > 400.000 With this info, you will get number of ticks and total volumes on each levels. The idea to separate this levels is in order to know which type of traders trade at that moment. for example volume of whale moves are probably greater than 400.000 or at least 100.000. Or volume of small traders is less than 10.000 or between 20.000-50.000. You will get info if there is anomaly on each candle as well. what is anomaly definition? Current candle is green but Sell volume is greater than Buy volume or current candle is red but Buy volume is greater than Sell volume . it is shown as (!). you should think/search why/how this anomaly occurs. You can see screenshot about it below. also "TOTAL" text color changes automatically. if Buy volume is greater than Sell volume then its color becomes Green, if Sell volume is greater than Buy volume then its color becomes Red (or any color you set) Optionally you can change background and text colors as shown in the example below. Explanation: How anomaly is shown: You can enable coloring background and set the colors as you wish: And Thanks to @Duyck for letting me use the special characters from his great script. Enjoy!
Pine Script®指标
由LonesomeTheBlue提供
93
Standard Deviation Measurement ToolIf you like the script please come back and leave me a comment or find me on the interwebs. I get notified you "liked" it... but I have no idea if you actually use it. So, let me know =) The script uses the open price as the mean and calculates the standard deviation from the open price on a per candle basis - Goal: - To establish a mean based on the Open Price and calculate the standard deviation. The reason for this is if the Open is the mean, then the Standard deviation implies a standardized distance a given candle can be expected to travel from the open price - Edge: - If you know that there is a 68%/95%/99.7% probability that price will NOT move more than One Standard Deviation/Two Standard Deviations/Three Standard Deviations from the open price respectively you can set reasonable price targets that relate to those probabilities in a given timeframe. e.g. if you're on a 1h chart and your target is 3.5% from the open price, but 1 standard deviation of the hourly candle is equal to 0.78%. You can make assumptions on either: - The reasonableness of your target or - The holding period likely required for the trade. Also, Standard Deviation is a function of volatility and this tool provides a unique mechanism for measuring volatility as well on a candle by candle basis - Customization Options- - Set 3 independent upper and lower standard deviations. - Each set of standard deviations are on a switch so you can show 1, 2, or 3 sets of standard deviations - You can set the distribution width - Though it's not recommended, you can change the mean source. - There is a switch to show the standard deviation on only the real-time bar or real-time and historical bars. - How I Think About This Script - This strategy is predicated the same principle as Bollinger Bands: the reality that 68% of all data points will fall within one standard deviation of the mean, 96% of all data points will fall within two standard deviations, and 98% of al data points will fall within 3 standard deviations. By understanding the standard deviation, you can possibly infer an edge by understanding the probabilistic range price will be bound to the limits of standard deviation rules according to their probabilistic outcomes for the single candle on any given timeframe. Bollinger Bands are designed to provide this information with the mean being a 20-period moving average and this indicator. This indicator is designed to provide standard deviation information with the mean being based on the distance price travels away from the open of individual candles in the lookback period. If you use a strategy where you enter on major candle closes, this can be useful to set targets for those entries based on the intended hold period or at least add/remove validity to other target metrics. Example: Your target is at the 1.618 Fibonacci level and your confirmation triggers on the 4h candle close (H4 if that's your thing lol). You set up the indicator based on the standard deviation of price movement in 4h candles over the last week. Let's say the indicator shows that the 1.618 Fibonacci level is 3 standard deviations away. This being the case this statistically indicates that within the next 4 hours, you have a very low probability of achieving your target (>2%). This doesn't invalidate your target, but it does indicate a low probability of achieving it in the next 4hrs. With this information, you can infer that you are either going to be (a) really lucky (b) in this trade for a lot longer than 4hrs or (c) your target is unrealistic given your intended hold period. You can develop a more probabilistically favorable hold period calculation by looking at the standard deviation on a higher time frame (e.g. 1d-1w). Bonus feature: You'll find that the 2 and 3 standard deviations will often "cluster" and these clusters often provide future S/R levels. That's a pretty sweet feature no one things to look for. But, try it. Find a cluster of 2nd and 3rd stdevs that are in somewhat of a horizontal pattern (usually the result of a range) and you'll find that to be a good s/r area. Even better if you use the 3.2 standard deviation, you'll find that is a fantastic breakout signal! Summary So, you can use it for target setting, a confluence test, a reasonableness test, or just a measurement tool. This was the first TV script I ever wrong.. Got taken down. But, I've re-released it because there are other TV scripts that attempt to do this but are completely wrong. Please be careful about using other people's scripts. Always validate the math of the script before you use it if possible. Stay safe out there and I hope all your dreams come true.
Pine Script®指标
由kurtsmock提供
47
Moving Average Trend ToolsI. How M.A.T.T. Adds Value to the TradingView Community: The "Moving Average Trend Tools" (M.A.T.T.) is a versatile Pine Script v6 indicator that empowers traders with clear trend analysis, reliable trade signals, and real-time insights. Its intuitive design and robust features make it a valuable addition to the TradingView Community Scripts by catering to traders of all levels. Here’s why it stands out: Clear Trend Visualization: M.A.T.T. plots a moving average (MA) with dynamic coloring—green for rising, red for falling, and gray for flat—based on a user-defined lookback period. This simplifies trend interpretation, helping traders quickly assess market momentum. Reliable Trade Signals : The script identifies price crossovers above or below the MA, plotting green circles for bullish crosses and red for bearish, confirmed on closed bars to prevent repainting. These signals guide entry and exit points for trend-following or reversal strategies. Real-Time Extension Detection : M.A.T.T. calculates percentage price deviations from the MA, displaying real-time labels when thresholds (e.g., 6%) are exceeded. This highlights overextended moves, ideal for spotting reversals or pullbacks, with alerts to keep traders informed. Extensive Customization : Traders can tailor the MA type (SMA, EMA, WMA, HMA), length, colors, line width, and label sizes. This flexibility supports diverse strategies across markets like stocks, forex, and crypto, from scalping to swing trading. Automated Alerts : Alert conditions for crossovers and extensions integrate seamlessly with TradingView’s system, enabling traders to stay updated without constant chart monitoring. M.A.T.T. combines trend analysis, signal generation, and overextension detection into a single, user-friendly tool. Its accessibility, reliability, and educational value for Pine Script learners make it a compelling contribution to the community. II. What M.A.T.T. Does, How It Works, and Its Originality: What It Does : M.A.T.T. enhances trend analysis and trade decision-making through three core features: Dynamic MA Visualization: Plots a customizable MA (SMA, EMA, WMA, or HMA) with trend-based coloring to reflect rising, falling, or flat market conditions. Price Crossover Signals : Marks bullish (green circles) and bearish (red circles) crossovers, confirmed on closed bars, with alerts for trade opportunities. Price Extension Labels : Displays real-time percentage deviations of price from the MA, with alerts when user-defined thresholds are breached, signaling potential reversals. How It Works : M.A.T.T. leverages Pine Script v6 for precise calculations and user-friendly outputs: Inputs: Users select MA type, length, lookback period, colors, and thresholds for extensions, plus label styles and sizes for customization. MA Calculation : A switch function computes the chosen MA (e.g., ta.ema(close, 21) for EMA). Trend direction is determined using ta.rising or ta.falling over the lookback period, coloring the MA accordingly. Crossover Logic : Bullish crossovers (close > ma and close < ma ) and bearish crossovers (close < ma and close > ma ) are plotted as circles on confirmed bars (barstate.isconfirmed) to ensure reliability. Alerts trigger only on the first bar of a crossover. Extension Logic : Percentage deviations are calculated as ((price - ma) / ma) * 100, using the high for above-MA extensions and low for below. Labels appear in real-time when thresholds are exceeded, with alerts on transitions to avoid noise. Why It’s Original M.A.T.T. distinguishes itself through a unique blend of features and thoughtful design: All-in-One Design : It integrates dynamic MA coloring, non-repainting crossover signals, and real-time extension detection, addressing trend identification, trade signals, and overextension warnings in one tool—unlike most MA indicators that focus on a single aspect. Real-Time Extension Labels : Displaying percentage deviations with customizable thresholds is a rare feature, ideal for volatile markets and not commonly found in standard scripts. Non-Repainting Signals : Confirmed crossover signals enhance reliability for live trading, setting M.A.T.T. apart from less rigorous indicators. Optimized Alert Condtions : Alerts trigger only on transitions (e.g., first bar of a crossover or extension), reducing noise and improving usability. Visual and Functional Flexibility : Support for four MA types, extensive customization, and a clean interface (dynamic colors, tiny circles, clear labels) make it adaptable and user-friendly. While MA plotting or crossovers exist elsewhere, M.A.T.T.’s seamless integration, real-time extension detection, alert conditions, and focus on reliability and customization create a distinctive, practical tool. Its balance of simplicity and sophistication makes it a unique asset for the TradingView community.
Pine Script®指标
由weeklystockcharts提供
Fibonacci Retracement MTF/LOGIn Pine Script, there’s always a shorter way to achieve a result. As far as I can see, there isn’t an indicator among the community scripts that can produce Fibonacci Retracement levels (linear and logarithmic) as multiple time frame results based on a reference 🍺 This script, which I developed a long time ago, might serve as a starting point to fill this gap. OVERVIEW This indicator is a short and simple script designed to display Fibonacci Retracement levels on the chart according to user preferences, aiming to build the structure of support and resistance. ORIGINALITY This script: Can calculate 'retracement' results from higher time frames. Can recall previous time frame results using its reference parameter. Performs calculations based on both linear and logarithmic scales. Offers optional multipliers and appearance settings to simplify users’ tasks CONCEPTS Fibonacci Retracement is a technical analysis tool used to predict potential reversal points in an asset's price after a significant movement. This indicator identifies possible support and resistance levels by measuring price movements between specific points in a trend, using certain ratios derived from the Fibonacci sequence. It is based on impulsive price actions. MECHANICS This indicator first identifies the highest and lowest prices in the time frame specified by the user. Next, it determines the priority order of the bars where these prices occurred. Finally, it defines the trend direction. Once the trend direction is determined, the "Retracement" levels are constructed. FUNCTIONS The script contains two functions: f_ret(): Generates levels based on the multiplier parameter. f_print(): Handles the visualization by drawing the levels on the chart and positioning the labels in alignment with the levels. It utilizes parameters such as ordinate, confirmation, multiplier, and color for customization NOTES The starting bar for the time frame entered by the user must exist on the chart. Otherwise, the trend direction cannot be determined correctly, and the levels may be drawn inaccurately. This is also mentioned in the tooltip of the TimeFrame parameter. I hope it helps everyone. Do not forget to manage your risk. And trade as safely as possible. Best of luck!
Pine Script®指标
由dg_factor提供
24
VPSA-VTDDear Sir/Madam, I am pleased to present the next iteration of my indicator concept, which, in my opinion, serves as a highly useful tool for analyzing markets using the Volume Spread Analysis (VSA) method or the Wyckoff methodology. The VPSA (Volume-Price Spread Analysis), the latest version in the family of scripts I’ve developed, appears to perform its task effectively. The combination of visualizing normalized data alongside their significance, achieved through the application of Z-Score standardization, proved to be a sound solution. Therefore, I decided to take it a step further and expand my project with a complementary approach to the existing one. Theory At the outset, I want to acknowledge that I’m aware of the existence of other probabilistic models used in financial markets, which may describe these phenomena more accurately. However, in line with Occam's Razor, I aimed to maintain simplicity in the analysis and interpretation of the concepts below. For this reason, I focused on describing the data using the Gaussian distribution. The data I read from the chart — primarily the closing price, the high-low price difference (spread), and volume — exhibit cyclical patterns. These cycles are described by Wyckoff's methodology, while VSA complements and presents them from a different perspective. I will refrain from explaining these methods in depth due to their complexity and broad scope. What matters is that within these cycles, various events occur, described by candles or bars in distinct ways, characterized by different spreads and volumes. When observing the chart, I notice periods of lower volatility, often accompanied by lower volumes, as well as periods of high volatility and significant volumes. It’s important to find harmony within this apparent chaos. I think that chart interpretation cannot happen without considering the broader context, but the more variables I include in the analytical process, the more challenges arise. For instance, how can I determine if something is large (wide) or small (narrow)? For elements like volume or spread, my script provides a partial answer to this question. Now, let’s get to the point. Technical Overview The first technique I applied is Min-Max Normalization. With its help, the script adjusts volume and spread values to a range between 0 and 1. This allows for a comparable bar chart, where a wide bar represents volume, and a narrow one represents spread. Without normalization, visually comparing values that differ by several orders of magnitude would be inconvenient. If the indicator shows that one bar has a unit spread value while another has half that value, it means the first bar is twice as large. The ratio is preserved. The second technique I used is Z-Score Standardization. This concept is based on the normal distribution, characterized by variables such as the mean and standard deviation, which measures data dispersion around the mean. The Z-Score indicates how many standard deviations a given value deviates from the population mean. The higher the Z-Score, the more the examined object deviates from the mean. If an object has a Z-Score of 3, it falls within 0.1% of the population, making it a rare occurrence or even an anomaly. In the context of chart analysis, such strong deviations are events like climaxes, which often signal the end of a trend, though not always. In my script, I assigned specific colors to frequently occurring Z-Score values: Below 1 – Blue Above 1 – Green Above 2 – Red Above 3 – Fuchsia These colors are applied to both spread and volume, allowing for quick visual interpretation of data. Volume Trend Detector (VTD) The above forms the foundation of VPSA. However, I have extended the script with a Volume Trend Detector (VTD). The idea is that when I consider market structure - by market structure, I mean the overall chart, support and resistance levels, candles, and patterns typical of spread and volume analysis as well as Wyckoff patterns - I look for price ranges where there is a lack of supply, demand, or clues left behind by Smart Money or the market's enigmatic identity known as the Composite Man. This is essential because, as these clues and behaviors of market participants — expressed through the chart’s dynamics - reflect the actions, decisions, and emotions of all players. These behaviors can help interpret the bull-bear battle and estimate the probability of their next moves, which is one of the key factors for a trader relying on technical analysis to make a trade decision. I enhanced the script with a Volume Trend Detector, which operates in two modes: Step-by-Step Logic The detector identifies expected volume dynamics. For instance, when looking for signs of a lack of bullish interest, I focus on setups with decreasing volatility and volume, particularly for bullish candles. These setups are referred to as No Demand patterns, according to Tom Williams' methodology. Simple Moving Average (SMA) The detector can also operate based on a simple moving average, helping to identify systematic trends in declining volume, indicating potential imbalances in market forces. I’ve designed the program to allow the selection of candle types and volume characteristics to which the script will pay particular attention and notify me of specific market conditions. Advantages and Disadvantages Advantages: Unified visualization of normalized spread and volume, saving time and improving efficiency. The use of Z-Score as a consistent and repeatable relative mechanism for marking examined values. The use of colors in visualization as a reference to Z-Score values. The possibility to set up a continuous alert system that monitors the market in real time. The use of EMA (Exponential Moving Average) as a moving average for Z-Score. The goal of these features is to save my time, which is the only truly invaluable resource. Disadvantages: The assumption that the data follows a normal distribution, which may lead to inaccurate interpretations. A fixed analysis period, which may not be perfectly suited to changing market conditions. The use of EMA as a moving average for Z-Score, listed both as an advantage and a disadvantage depending on market context. I have included comments within the code to explain the logic behind each part. For those who seek detailed mathematical formulas, I invite you to explore the code itself. Defining Program Parameters: Numerical Conditions: VPSA Period for Analysis – The number of candles analyzed. Normalized Spread Alert Threshold – The expected normalized spread value; defines how large or small the spread should be, with a range of 0-1.00. Normalized Volume Alert Threshold – The expected normalized volume value; defines how large or small the volume should be, with a range of 0-1.00. Spread Z-SCORE Alert Threshold – The Z-SCORE value for the spread; determines how much the spread deviates from the average, with a range of 0-4 (a higher value can be entered, but from a logical standpoint, exceeding 4 is unnecessary). Volume Z-SCORE Alert Threshold – The Z-SCORE value for volume; determines how much the volume deviates from the average, with a range of 0-4 (the same logical note as above applies). Logical Conditions: Logical conditions describe whether the expected value should be less than or equal to or greater than or equal to the numerical condition. All four parameters accept two possibilities and are analogous to the numerical conditions. Volume Trend Detector: Volume Trend Detector Period for Analysis – The analysis period, indicating the number of candles examined. Method of Trend Determination – The method used to determine the trend. Possible values: Step by Step or SMA. Trend Direction – The expected trend direction. Possible values: Upward or Downward. Candle Type – The type of candle taken into account. Possible values: Bullish, Bearish, or Any. The last available setting is the option to enable a joint alert for VPSA and VTD. When enabled, VPSA will trigger on the last closed candle, regardless of the VTD analysis period. Example Use Cases (Labels Visible in the Script Window Indicate Triggered Alerts): The provided labels in the chart window mark where specific conditions were met and alerts were triggered. Summary and Reflections The program I present is a strong tool in the ongoing "game" with the Composite Man. However, it requires familiarity and understanding of the underlying methodologies to fully utilize its potential. Of course, like any technical analysis tool, it is not without flaws. There is no indicator that serves as a perfect Grail, accurately signaling Buy or Sell in every case. I would like to thank those who have read through my thoughts to the end and are willing to take a closer look at my work by using this script. If you encounter any errors or have suggestions for improvement, please feel free to contact me. I wish you good health and accurately interpreted market structures, leading to successful trades! CatTheTrader
Pine Script®指标
由CatTheTrader提供
3
Correlation Analysis Tool📈 What Does It Do? Correlation Calculation: Measures the correlation between a selected asset (Asset 1) and up to four additional assets (Asset 2, Asset 3, Asset 4, Asset 5). User Inputs: Allows you to define the primary asset and up to four comparison assets, as well as the period for correlation calculations. Correlation Matrix: Displays a matrix of correlation coefficients as a text label on the chart. 🔍 How It Works Inputs: Enter the symbols for Asset 1 (main asset) and up to four other assets for comparison. Correlation Period: Specify the period over which the correlations are calculated. Calculations: Computes log returns for each asset and calculates the correlation coefficients. Display: Shows a textual correlation matrix at the top of the chart with percentage values. ⚙️ Features Customizable Assets: Input symbols for one primary asset and up to four other assets. Flexible Period: Choose the period for correlation calculation. Correlation Coefficients: Outputs correlation values for all asset pairs. Textual Correlation Matrix: Provides a correlation matrix with percentage values for quick reference. 🧩 How to Use Add the Script: Apply the script to any asset’s chart. Set Asset Symbols: Enter the symbols for Asset 1 and up to four other assets. Adjust Correlation Period: Define the period for which correlations are calculated. Review Results: Check the correlation matrix displayed on the chart for insights. 🚨 Limitations Historical Data Dependency: Correlations are based on historical data and might not reflect future market conditions. No Visual Plots Yet: This script does not include visual plots; it only provides a textual correlation matrix. 💡 Best Ways To Use Sector Comparison: Compare assets within the same sector or industry for trend analysis. Diversification Analysis: Use the correlations to understand how different assets might diversify or overlap in your portfolio. Strategic Decision Making: Utilize correlation data for making informed investment decisions and portfolio adjustments. 📜 Disclaimer This script is for educational and informational purposes only. Please conduct your own research and consult with a financial advisor before making investment decisions. The author is not responsible for any losses or damages resulting from the use of this script.
Pine Script®指标
由AFG_TRADING_04提供
Advanced Dynamic Threshold RSI [Elysian_Mind]Advanced Dynamic Threshold RSI Indicator Overview The Advanced Dynamic Threshold RSI Indicator is a powerful tool designed for traders seeking a unique approach to RSI-based signals. This indicator combines traditional RSI analysis with dynamic threshold calculation and optional Bollinger Bands to generate weighted buy and sell signals. Features Dynamic Thresholds: The indicator calculates dynamic thresholds based on market volatility, providing more adaptive signal generation. Performance Analysis: Users can evaluate recent price performance to further refine signals. The script calculates the percentage change over a specified lookback period. Bollinger Bands Integration: Optional integration of Bollinger Bands for additional confirmation and visualization of potential overbought or oversold conditions. Customizable Settings: Traders can easily customize key parameters, including RSI length, SMA length, lookback bars, threshold multiplier, and Bollinger Bands parameters. Weighted Signals: The script introduces a unique weighting mechanism for signals, reducing false positives and improving overall reliability. Underlying Calculations and Methods 1. Dynamic Threshold Calculation: The heart of the Advanced Dynamic Threshold RSI Indicator lies in its ability to dynamically calculate thresholds based on multiple timeframes. Let's delve into the technical details: RSI Calculation: For each specified timeframe (1-hour, 4-hour, 1-day, 1-week), the Relative Strength Index (RSI) is calculated using the standard 14-period formula. SMA of RSI: The Simple Moving Average (SMA) is applied to each RSI, resulting in the smoothing of RSI values. This smoothed RSI becomes the basis for dynamic threshold calculations. Dynamic Adjustment: The dynamically adjusted threshold for each timeframe is computed by adding a constant value (5 in this case) to the respective SMA of RSI. This dynamic adjustment ensures that the threshold reflects changing market conditions. 2. Weighted Signal System: To enhance the precision of buy and sell signals, the script introduces a weighted signal system. Here's how it works technically: Signal Weighting: The script assigns weights to buy and sell signals based on the crossover and crossunder events between RSI and the dynamically adjusted thresholds. If a crossover event occurs, the weight is set to 2; otherwise, it remains at 1. Signal Combination: The weighted buy and sell signals from different timeframes are combined using logical operations. A buy signal is generated if the product of weights from all timeframes is equal to 2, indicating alignment across timeframe. 3. Experimental Enhancements: The Advanced Dynamic Threshold RSI Indicator incorporates experimental features for educational exploration. While not intended as proven strategies, these features aim to offer users a glimpse into unconventional analysis. Some of these features include Performance Calculation, Volatility Calculation, Dynamic Threshold Calculation Using Volatility, Bollinger Bands Module, Weighted Signal System Incorporating New Features. 3.1 Performance Calculation: The script calculates the percentage change in the price over a specified lookback period (variable lookbackBars). This provides a measure of recent performance. pctChange(src, length) => change = src - src pctChange = (change / src ) * 100 recentPerformance1H = pctChange(close, lookbackBars) recentPerformance4H = pctChange(request.security(syminfo.tickerid, "240", close), lookbackBars) recentPerformance1D = pctChange(request.security(syminfo.tickerid, "1D", close), lookbackBars) 3.2 Volatility Calculation: The script computes the standard deviation of the closing price to measure volatility. volatility1H = ta.stdev(close, 20) volatility4H = ta.stdev(request.security(syminfo.tickerid, "240", close), 20) volatility1D = ta.stdev(request.security(syminfo.tickerid, "1D", close), 20) 3.3 Dynamic Threshold Calculation Using Volatility: The dynamic thresholds for RSI are calculated by adding a multiplier of volatility to 50. dynamicThreshold1H = 50 + thresholdMultiplier * volatility1H dynamicThreshold4H = 50 + thresholdMultiplier * volatility4H dynamicThreshold1D = 50 + thresholdMultiplier * volatility1D 3.4 Bollinger Bands Module: An additional module for Bollinger Bands is introduced, providing an option to enable or disable it. // Additional Module: Bollinger Bands bbLength = input(20, title="Bollinger Bands Length") bbMultiplier = input(2.0, title="Bollinger Bands Multiplier") upperBand = ta.sma(close, bbLength) + bbMultiplier * ta.stdev(close, bbLength) lowerBand = ta.sma(close, bbLength) - bbMultiplier * ta.stdev(close, bbLength) 3.5 Weighted Signal System Incorporating New Features: Buy and sell signals are generated based on the dynamic threshold, recent performance, and Bollinger Bands. weightedBuySignal = rsi1H > dynamicThreshold1H and rsi4H > dynamicThreshold4H and rsi1D > dynamicThreshold1D and crossOver1H weightedSellSignal = rsi1H < dynamicThreshold1H and rsi4H < dynamicThreshold4H and rsi1D < dynamicThreshold1D and crossUnder1H These features collectively aim to provide users with a more comprehensive view of market dynamics by incorporating recent performance and volatility considerations into the RSI analysis. Users can experiment with these features to explore their impact on signal accuracy and overall indicator performance. Indicator Placement for Enhanced Visibility Overview The design choice to position the "Advanced Dynamic Threshold RSI" indicator both on the main chart and beneath it has been carefully considered to address specific challenges related to visibility and scaling, providing users with an improved analytical experience. Challenges Faced 1. Differing Scaling of RSI Results: RSI values for different timeframes (1-hour, 4-hour, and 1-day) often exhibit different scales, especially in markets like gold. Attempting to display these RSIs on the same chart can lead to visibility issues, as the scaling differences may cause certain RSI lines to appear compressed or nearly invisible. 2. Candlestick Visibility vs. RSI Scaling: Balancing the visibility of candlestick patterns with that of RSI values posed a unique challenge. A single pane for both candlesticks and RSIs may compromise the clarity of either, particularly when dealing with assets that exhibit distinct volatility patterns. Design Solution Placing the buy/sell signals above/below the candles helps to maintain a clear association between the signals and price movements. By allocating RSIs beneath the main chart, users can better distinguish and analyze the RSI values without interference from candlestick scaling. Doubling the scaling of the 1-hour RSI (displayed in blue) addresses visibility concerns and ensures that it remains discernible even when compared to the other two RSIs: 4-hour RSI (orange) and 1-day RSI (green). Bollinger Bands Module is optional, but is turned on as default. When the module is turned on, the users can see the upper Bollinger Band (green) and lower Bollinger Band (red) on the main chart to gain more insight into price actions of the candles. User Flexibility This dual-placement approach offers users the flexibility to choose their preferred visualization: The main chart provides a comprehensive view of buy/sell signals in relation to candlestick patterns. The area beneath the chart accommodates a detailed examination of RSI values, each in its own timeframe, without compromising visibility. The chosen design optimizes visibility and usability, addressing the unique challenges posed by differing RSI scales and ensuring users can make informed decisions based on both price action and RSI dynamics. Usage Installation To ensure you receive updates and enhancements seamlessly, follow these steps: Open the TradingView platform. Navigate to the "Indicators" tab in the top menu. Click on "Community Scripts" and search for "Advanced Dynamic Threshold RSI Indicator." Select the indicator from the search results and click on it to add to your chart. This ensures that any future updates to the indicator can be easily applied, keeping you up-to-date with the latest features and improvements. Review Code Open TradingView and navigate to the Pine Editor. Copy the provided script. Paste the script into the Pine Editor. Click "Add to Chart." Configuration The indicator offers several customizable settings: RSI Length: Defines the length of the RSI calculation. SMA Length: Sets the length of the SMA applied to the RSI. Lookback Bars: Determines the number of bars used for recent performance analysis. Threshold Multiplier: Adjusts the multiplier for dynamic threshold calculation. Enable Bollinger Bands: Allows users to enable or disable Bollinger Bands integration. Interpreting Signals Buy Signal: Generated when RSI values are above dynamic thresholds and a crossover occurs. Sell Signal: Generated when RSI values are below dynamic thresholds and a crossunder occurs. Additional Information The indicator plots scaled RSI lines for 1-hour, 4-hour, and 1-day timeframes. Users can experiment with additional modules, such as machine-learning simulation, dynamic real-life improvements, or experimental signal filtering, depending on personal preferences. Conclusion The Advanced Dynamic Threshold RSI Indicator provides traders with a sophisticated tool for RSI-based analysis, offering a unique combination of dynamic thresholds, performance analysis, and optional Bollinger Bands integration. Traders can customize settings and experiment with additional modules to tailor the indicator to their trading strategy. Disclaimer: Use of the Advanced Dynamic Threshold RSI Indicator The Advanced Dynamic Threshold RSI Indicator is provided for educational and experimental purposes only. The indicator is not intended to be used as financial or investment advice. Trading and investing in financial markets involve risk, and past performance is not indicative of future results. The creator of this indicator is not a financial advisor, and the use of this indicator does not guarantee profitability or specific trading outcomes. Users are encouraged to conduct their own research and analysis and, if necessary, consult with a qualified financial professional before making any investment decisions. It is important to recognize that all trading involves risk, and users should only trade with capital that they can afford to lose. The Advanced Dynamic Threshold RSI Indicator is an experimental tool that may not be suitable for all individuals, and its effectiveness may vary under different market conditions. By using this indicator, you acknowledge that you are doing so at your own risk and discretion. The creator of this indicator shall not be held responsible for any financial losses or damages incurred as a result of using the indicator. Kind regards, Ely
Pine Script®指标
由Elysian_Mind提供
2
Trend Reversal System with SR levelsHello All, This is the Trend Reversal System with Support/Resistance levels script. long time ago I published it as closed source but now I upgraded it and and published as open-source with a different name. I hope it would be useful for you all while trading/analyzing. The script has some parts in it: Setup, Count, SR levels, Risk levels & Targets . Now lets check them: Setup Part: it has two part, Buy or Sell Setup. one of them can be active only. Buy setup: if current close checks if current is lower/equal than the close of the 5. bar. if yes then the script increases number of buy setup. and if it reaches 9 then the script checks if current low is lower/equal than the lows of last 3. and 4. bars, or if the low of the last bar is lower/equal than the lows of last 3. and 4. bars. if yes then the script increases the buy setup by 1. if these conditions met then it puts the label 'S' , same for Sell setup. S labels on both setup are potential reversals. Count Part: If buy or sell setup reaches the 9 then Count part starts from 1. lets see buy count: If current close is lower/equal than the low of the 3. bar and buy count is lower than 12 or low of the bar 13 is less than or equal to the close of bar 8 then buy count increase or it's completed. if it's completed then the script puts C label, and it's potential reversal. of course there are some conditions that can cancel the count buy/sell or recycle/restart. By using Setup and Count levels the script can show Support/Resistance Levels, Risk levels & Targets. SR levels are potential reversal levels. Lets see some example screenshots: Support/Resistance levels: Potential Reversal levels and how setup/counts are shown: Count part can recycle and the script shows it as 'R' , ( you can see the conditions for Recycle in the script ): Count can be cancelled and and it's shown as 'x' If the scripts find 9 on Setup or 13 on Count then it checks if it's a good level to buy/sell and if it decides it's good level then it shows TRSSetup Buy/Sell or TRSCount Buy/Sell and also shows the target. in following example the script checks and decide it's a good level to take long position. it can be aggressive or conservative, Conservative is recommended. Enjoy!
Pine Script®指标
由LonesomeTheBlue提供
32
Tick StatisticsTick Statistics: I have seen many questions/queries related to tick data in TV telegram channels. This script will help pine scripts to understand how ticks work, how to capture and process tick data. This is an educational indicator script for pine scripters. The indicator shall work only on real time candles. Tick data capture is initiated as soon as indicator is loaded on the chart. You might not get correct statistics on 1st candle in case indicator is loaded when real time candle is in progress, in such case you can monitor the statistics generated for subsequent candles. Generated statistics is shown on the chart by placing 2 diamond shapes above and below the candle. Diamond shape below the candle will have candles ‘tick data’ listed in a table. This can be view by placing mouse pointer on the diamond shape. Refer to point 1 below for more details. Diamond shape above the candle will have statistics as mentioned in point no 2 onwards. To view the statistics place the mouse point on the diamond shape. The shape will appear in green color when both tick price and tick volume are both moving in the same direction. The diamond shape in red color means tick price and tick volume are moving in opposite direction. The script captures tick by tick data and generate statistics below: 1. List of tick data with details below: (this is stored in the diamond shape placed below the candle) a. Tick no b. Tick type – Up tick (Up), Down tick (Dn), No change (--) c. Tick price d. Volume e. Price difference (as compared to previous tick price) f. Volume difference (as compared to previous tick volume) 2. Tick statistics a. Total ticks b. Number of up ticks c. Number of down ticks d. Number of No change ticks 3. Volume Statistics a. Total volume b. Up tick volume c. Down tick volume d. Volume associated with ticks where there is no change e. Candle volume (just for reconciliation purpose) 4. Max-min statistics a. Max volume = <> at price = <> at tick no = <> b. Min volume = <> at price = <> at tick no = <> c. Max price = <> at volume = <> at tick no = <> d. Min price = <> at volume = <> at tick no = <> 5. Candle summary a. Price << Up >> (if price is up as compared to 1st tick <> otherwise b. Volume <> (if up tick volume is more than down tick volume <> otherwise
Pine Script®指标
由Sharad_Gaikwad提供
32
KCGmut“KCGmut” stands for “Mutations Of Keltner Center Of Gravity Channel”. After adding the ‘KeltCOG Width’ label to the KeltCOG, I got the idea of creating a subpanel indicator to show the development of the width-percent in previous periods. After some more thinking, I decided that the development of the COG-width-percent should also be reported and somehow the indicator should report whether the close is over (momentum is up), in (momentum is sideways) or under (momentum is down) the COG ( This is the gray area in the channel). Borrowing from other scripts: I tweeked the script of the KeltCOG (published) to calculate the columns and of REVE (also published) to calculate the volume spikes. Because the KeltCOG script had the default option to let the script chose lookback and adapt the width, I decided to not provide inputs to tweek lookback or channel width. Thus, if you use a KeltCOG in default setting, REVE and KCGmut together in the same chart, these will provide consistent complementary information about the candle. This layout has this combination: I added actual volume to show where volume spikes occur. Columns For the channel-width-percent half of the value is used and for the COG-width-percent the whole to get a better image By plotting the columns of the full width before those of the COG, in two series of positive and negative values, I created the illusion of a column with a different colored patch representing the COG (most are black) at the bottom where it points up (showing momentum is up), in the middle when the close is in the COG (no momentum) or at the top when the close is below the COG (showing momentum is down) coloring drama When nothing much happens, i.e. the channels keep the same width of shrink a bit, the columns get an unobtrusive color, black for the small COG patches and bluish gray for the channel columns pointing up or sideways, reddish gray when pointing down. If the COG increases (drama) the patches get colored lime (up), red (down) or orange (sideways, very seldom). If the channel increases, the columns get colored gold (up), maroon (down) or orange (sideways). Because the COG is derived from a Donchian channel, drama means a new high or low in the lookback period. Drama in the KeltCOG channel just means increase in volatility. histogram showing volume spikes Blue spikes indicate more then twice as much volume then recently normal, Maroon spikes indicate clear increases less then twice. To prevent the histogram from disappearing behind a column it is plotted first, spikes made longer then the column and also plotted both positive and negative. Single volume spikes don’t mean much, however if these occur in consecutive series and also come together with drama like new highs or increase in volatility, volume is worth noting. I regard such events as ‘voting’, the market ‘votes’ up or down. The REVE analyses these events to asses whether the volume stems from huge institutional traders (‘whales’) or large numbers of small traders (‘muppets’). This might be interesting too. Remarks about momentum Like in MACD, momentum has a direction. The difference is that in KCGmut momentum is a choise of the market to move above the COG (uptrend) or in (sideways) or under (downtrend), whereas in MACD the indicator shows the energy with which the market moves up or down. How does the market ‘choose’? The market doesn’t ‘think’, but still it comes to decisions. I see an analogy with the way a swarm of birds decides to go here or there, up or down, or land in a tree. All birds seem to agree but I guess a single bird has not much say in what the swarm does.
Pine Script®指标
由eykpunter提供
14