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CPR with SMA, EMA, VWAP & Super Trend by GuruprasadMeduriThis script will allow to add CPR with Standard Pivots and 4 Indicators. Standard Pivot has 9 levels of support and 9 levels of resistance lines. It has CPR , 3 levels of Day-wise pivots , 3 levels of Weekly pivots and 3 Levels of Monthly Pivots . In Addition to the CPR and Pivot, this script will allow user to Add 4 more Indicators - SMA, EMA, VWAP and SuperTrend as well. All the Support and resistance levels can be enabled / disabled from settings. It will allow to select multiple combinations of support and resistance levels across 3 levels at any of the 3 time-frames individually and combined. All 4 Indicators can be can be enabled / disabled from settings. This will allow the indicators to be plotted individually and combined along with any combination of CPR & Pivots. These number of combinations will allow user to visualize the charts with desired indicators, pivot support & resistance levels on all or any of the 3 time frames. For Ease of access, listed few points on how the script works.. - CPR and day-wise level 1 & 2 (S1 & R1) enabled by default and can be changed from settings - Day-wise Level 2 & 3 (S2, R2, S3 & L3) can be enabled from settings - Weekly 3 levels and Monthly 3 levels can be enabled from settings - CPR & pivot levels colored in blue lines - All support levels colored in Green - All resistance levels Colored in Red - Day-wise pivot , support & resistance are straight lines - Weekly pivot , support & resistance are cross (+) lines - Weekly pivot , support & resistance are circle (o) lines - SMA, EMA, VWAP and SuperTrend Enabled by Default - SMA Colored in Orange - EMA Colored in Red - EMA Colored in Teal - SuperTrend Colored in standard Red & Green with triangle arrows - Any combinations can be selected from settings-> Inputs & style
Pine Script®指标
由GuruprasadMeduri提供
70
Elder Impulse SnapshotNASDAQ:AMZN I've always been intrigued by the Elder Impulse System but found it labour intensive with its flipping back and forth between daily and weekly charts. I also wasn't fond of the way it repainted the candlesticks. So I set out to build a version where you could get every trade signal filtered down in one chart and still see the real price action. This article provides a decent overview of the original system: www.investopedia.com Elder Impulse Snapshot uses two EMAs and two MACDs, one of each to process both the daily and weekly data. The daily data gets an EMA of 13 periods and the standard MACD settings. For the weekly info, the EMA is set to 65 periods and all the MACD values are also multiplied by five (60, 130, 45). Buy signals are generated when both EMAs and both MACD histograms are rising. When all four of these elements are falling, sell signals are generated. If any of the indicators disagree, no signal is generated and entering any trade is not advised. The blue and red arrows are the buy and sell signals. From my reading, it appears Dr. Elder recommended exiting the trade as soon as the system no longer generated a signal, though the case could be made for taking partial profit and moving up your stop loss to ride the trend out longer provided you haven't been stopped out yet.
Pine Script®指标
由stvch提供
3
CPR by GuruprasadMeduriThis script will allow to add CPR with Standard Pivot ad 9 levels of support and 9 levels of resistance lines. It has CPR, 3 levels of Day-wise pivots, 3 levels of Weekly pivots and 3 Levels of Monthly Pivots. All the Support and resistance levels can be enabled / disabled from settings. It will allow to select multiple combinations of support and resistance levels across 3 levels at any of the 3 time-frames individually and combined. These number of combinations will allow user to visualize the charts with desired pivot support & resistance levels on all or any of the 3 time frames. For Ease of access, listed few points on how the script works.. - CPR and day-wise level 1 & 2 (S1, R1, S2 R2) enabled by default and can be changed from settings - Day-wise Level 3 (S3 & L3) can be enabled from settings - Weekly 3 levels and Monthly 3 levels can be enabled from settings - CPR & pivot levels colored in blue lines - All support levels colored in Green - All resistance levels Colored in Red - Day-wise pivot, support & resistance are straight lines - Weekly pivot, support & resistance are cross (+) lines - Weekly pivot, support & resistance are circle (o) lines - Any combinations can be selected from stettings-> Inputs & style // - This is an iterative development. Will add more features due course of time. Suggestions are always welcomed!!
Pine Script®指标
由GuruprasadMeduri提供
36
BEST Long Term Levels Breakout ScreenerHello traders Continuing deeper and stronger with the screeners' educational serie one more time (#daft #punk #private #joke) We don't have to wait for TradingView to allow screener based on custom indicator - we can build our own ^^ I - Long Terms concept I had the idea from @scarff. I think it's genius and I use this long terms level in my trading across all assets. The screener, in particular, analyzes whenever the price breaks out a weekly/monthly/quarterly/yearly level on candle close . Triggering events on candle close = we get rid of the REPAINTING = we remove the fake signals (in that case the fake breakouts). The candle close is based on the close of the current chart => if the chart displays candlesticks on the weekly timeframe, then the considered close will be the weekly close. If in daily timeframe, the close will be .............................. 4h (#wrong)..... kidding :) .............. DAILY obviously II - How did I set the screener The visual signals are as follow: - square: breakout of a high/low weekly level - circle: breakout of a high/low monthly level - diamond: breakout of a high/low quarterly level - flag: breakout of a high/low yearly level - dash: none of the above Then the colors are: - green when bullish - red when bearish - orange/dash when none of the above Cool Hacks "But sir... what can we do with only 3 instruments for a screener?" I agree not much but... As said previously... you can add multiple times the same indicator on a chart :) Wishing you all the BEST trading and.... wait for it... BEST weekend Dave
Pine Script®指标
由Daveatt提供
5
FXN - Week and Day SeparatorThis is a simple indicator that marks the start of the week with a vertical line that help with identifying weekly cycles. This indicator also allows the user to show daily session breaks, which is turned off by default. This additional feature was introduced as when using the default Session Breaks from within Trading View, the line that appears at the start of the week conflicts with the weekly separator and can distort the clarity of the weekly separator. One usability aspect that is key to understand with this indicator is that the chart scale option must be set to "Scale Price Chart Only", otherwise when switching between symbols the charting view fits all data to the screen and the candle seem to have collapsed as a greater price range is displayed. This seems to be a limitation of when displaying a vertical line, with the extend.right principle is used. To change the scale of a chart, right-click on the price axis and choose "Scale Price Chart Only", rather than "Auto (Fits Data To Screen)".
Pine Script®指标
由RobMinty提供
86
Stochastic binary option styleUsing Time Frames For Trend – You can also use different time frames to determine trends with stochastic. To do this you will need to use two different time frame charts, I like to use the weekly/daily or daily/hourly combination depending on the asset. Weekly/daily works well with stocks and indices while I prefer the shorter time frame for currency and commodities. This is how it works; stochastic on the longer term chart sets trend, stochastic on the shorter term chart gives the signal. If, on the weekly chart, stochastic is pointing up then you would trade bullish signals on the daily charts. Or if using the daily/hourly combo the stochastic on the daily would set trend while signals would come from the hourly chart. Green color bar and background means k is > d, the crowd is bullish (trend is bullish, a bullish crossover is happened), red is the contrary (bears are the leaders) Credit to Michael Hodges
Pine Script®指标
由Biticon提供
1
Ultimate Moving Average Package (17 MA's)Included is the: VWAP Current time frame 10 EMA Current time frame 20 EMA Current time frame 50 EMA Current time frame 10 SMA Current time frame 20 SMA Current time frame 50 SMA Daily 10 EMA Daily 20 EMA Daily 50 EMA Daily 50 SMA Daily 100 SMA Daily 200 SMA Weekly 100 SMA Weekly 200 SMA Monthly 100 SMA Monthly 200 SMA All Daily/Weekly/Monthly MA's can be seen on intraday charts. Current time frame MA's change depending on your time frame. Obviously you dont need all 17 on your chart but you can pick the ones you like and disable the rest.
Pine Script®指标
由Craig_Stine提供
Consensio Vision MA - Tribute to Late Dean Tyler JenksA wonderful mentor, fearless leader and incredibly humble man, father alike and world renowned bitcoin influencer also known for the invention of robust money management system named consensio moving averages, Tribute to Late Dean Tyler Jenks who made this possible. Explanation this indicator make use of three simple moving averages, idea is to incrementally invest little by little in the bull market when all moving average is moving up A more in-depth guide for consensio is available here How to use this indicator? This indicator plots weekly moving average on daily and/or hourly time frame, the basic idea is to see how smaller time frame like daily and hourly trend reacts to larger time frame like weekly moving averages and what are the possible support and resistance area on these smaller time frame and also to arrive at better entry points while doing that. The name Consensio Vision is chosen cuz.. it's a free reminder to never loose long-term vision (in this case weekly trend) of where you're going Consensio Vision MA - Tribute to Late Dean Tyler Jenks Lucid's Principles Of Investing - These are principles foretold by Late dean tyler jenks.. he goes on to saying that those 12 principles will keep you out of trouble or will identify trouble or will identify your human behavioral problems 1. CASH IS KING - in terms of my investing principles is very simple cash is king, I would rather be in cash than any other asset class, unless an asset class is trending to the upside (or bull market) the cash is king 2. Market doesn't move in straight line - all asset classes trimmed up and down, as tyler goes on to say he dont believe in buy and hold strategy, i'm giving you the tools to get you out of market so you dont have drive down bear events like 2009 crash, he further suggests you sould react (or make decision) before a 10% drop in market. 3. Timeframe - trends are short days or weeks intermediate weeks or months and long months or years so principle number three is don't just talk about something is in a trend be precise are you talking about a short-term trend an intermediate term trend or a long-term trend... just saying something is in a trend is irresponsible, you've got to identify your time frame 4. Wait! Bear market is different - cash is king and unless asset class is trending up there are times that you want to take advantage of a trend that is down but it is not the equivalent of investing in a trend that is up it is far more dangerous far more difficult it can be done but that's not one of the main principles, (also check rule number 7 as both are related) 5. Only long-term trends are investments - word trading is not really an investment term trading means buying or selling it has nothing to do with what you're attempting to achieve in terms of either speculation gambling investing ... those are not opportunities for investing because they're short or they're intermediate.. that doesn't mean that you can't speculate and have that turn into a position trade and have it turn into a possible swing trade and then have it turn in to an investment however be prepared once you've made an investment where that investment in a short or an intermediate term time frame to move against you 6. Never invest in a FOMO (fear of missing out)- loss of money loss of cash loss of wealth is not equivalent to a loss of opportunity it is 100 times more important than a loss of opportunity 7. understand the importance of Percentage - a 50% gain is not an inverse equivalence of a 50% loss that is the single most important rule or principle that Lucid uses in determining when to get into or out of an investment and it goes back to number six that a loss of money is not equivalent to a loss of opportunity 8. all long-term trends are fundamentally based, repeat all long-term trends are fundamentally based 9. number nine is a corollary but it's separate all short and intermediate term trends are not fundamentally based, long term trends are not affected by news are not affected by headlines are not affected by company announcements or country announcements they are affected in the short in the intermediate term and therefore your probability of success goes way up as your timeframe frame goes longer 10. Fundamental vs technical - technical tools are invaluable in identifying trends fundamental tools are not invaluable in identifying trends - that's why technical analysis is so important it gives you something that fundamental analysis will never give you in time so technical a pro active mechanism or money management tool and fundamental is a lagging indicator hoever its what drives the market in log term 11. Profitability based on time aka VISION- I see even very sophisticated investors doing is they let the technical tools give them a signal on the short-termer intermediate-term and they believe because it's the tool that they're using that it's giving them an equivalent probability of success and it is not! it's probability of success at the short-term is less than at the intermediate term and is less than at the long-term 12. the last one long-term trends are more important than intermediate which are more important than short term, tyler developed a scale where he ranks long-term trend 5, intermediate term trend 3, short-term with a 1 (note: if you add both 3 & 1 its still smaller then 5) if you add together my intermediate term weighting of 3 and the short term weighting of 1 that you do not equal the long term weighting of 5 that means that both the short and the intermediate term can be going in a direction but that does not negate the direction of the long term trend it's a simple way of looking at it and I use the word in number 12 important not simply to mean importance in terms of the weighting system but the probability of success of each of those 3 so if you're using a short term 15 minute 30 minute one hour signals or probability of success drops dramatically and therefore you've got to factor in where your stops are relative to that probability when you're in a long term trend a five waiting you don't need to use stops when you're in an intermediate term trend you've got to use stops and when you're in a short term trend you've got to use closed stops official website- lucidinvestmentstrategies.com
Pine Script®指标
由anacondabitch提供
7
Pivot Point Monthly - bitcoin by Simon-RoseMonthly Version: I have written 3 Indicators because i couldn't find what i was looking for in the library, so you can turn each one on and off individually for better visibility. This are Daily, Weekly and Monthly Pivot Points with their Resistance and Support Points and also on the Daily with the range between them. I will also publish some Ideas to show you how to use them if you are not familiar with the traditional pivot points strategy already. Unlike the usually 3 support & resistances i added 4 of them, specifically for trading bitcoin (on traditional markets this level of volatility usually never gets touched) Here you can see which lines are what for reference, as the Feature to label lines is missing in Pinescript (if you have a workaround pls tell me ;) ) This is the basic calculation used : PP = (xHigh+xLow+xClose) / 3 R1 = vPP+(vPP-Low) R2 = vPP + (High - Low) R3 = xHigh + 2 * (vPP - Low) R4 = xHigh + 3 * (vPP - Low) S1 = vPP-(High - vPP) S2 = vPP - (High - Low) S3 = xLow - 2 * (High - PP) S4 = xLow - 3 * (High - PP) If you have any questions or suggestions pls write me :) Happy trading Cheers Daily Version: Weekly Version:
Pine Script®指标
由Simon-Rose提供
Pivot Points Daily - bitcoin by Simon-RoseDaily Version: I have written 3 Indicators because i couldn't find what i was looking for in the library, so you can turn each one on and off individually for better visibility. This are Daily, Weekly and Monthly Pivot Points with their Resistance and Support Points and also on the Daily with the range between them. I will also publish some Ideas to show you how to use them if you are not familiar with the traditional pivot points strategy already. Unlike the usually 3 support & resistances i added 4 of them, specifically for trading bitcoin (on traditional markets this level of volatility usually never gets touched) Here you can see which lines are what for reference, as the Feature to label lines is missing in Pinescript (if you have a workaround pls tell me ;) ) This is the basic calculation used : PP = (xHigh+xLow+xClose) / 3 R1 = vPP+(vPP-Low) R2 = vPP + (High - Low) R3 = xHigh + 2 * (vPP - Low) R4 = xHigh + 3 * (vPP - Low) S1 = vPP-(High - vPP) S2 = vPP - (High - Low) S3 = xLow - 2 * (High - PP) S4 = xLow - 3 * (High - PP) If you have any questions or suggestions pls write me :) Happy trading Cheers Weekly Version: Monthly Version:
Pine Script®指标
由Simon-Rose提供
Overlay Higher Timeframe EMA 10Plot the daily and weekly EMA 10 on any timeframe. The Daily EMA 10 is useful for helping a trader decide whether the price is overextended without switching back to the daily timeframe and losing focus. It will change colour to indicate which order the EMA 10 and EMA 20 is in. The Weekly EMA 10 is useful for helping a trader decide whether to take a trade based on long term momentum. If it is over the current price then the market has more momentum to the downside and if it is under then the market has more momentum to the upside. It will also change colour depending on which order the EMA 10 and EMA 20 is in. The weekly is often forgotten in trade planning. You can switch the Daily and the Weekly on and off independently and change styles if you wish.
Pine Script®指标
由rogerwatkins11提供
Multi-Timeframe VWAPShows the Daily, Weekly, Monthly, Quarterly, and Yearly VWAP. Also shows the previous closing VWAP, which is usually very near the HLC3 standard pivot for the previous time frame. i.e. The previous daily VWAP closing price is usually near the current Daily Pivot. Tickers interact well with the previous Daily and Weekly closing VWAP. Enabling the STDEV bands shows 3 separate standard deviation levels, defaulted at 1, 2, and 3. The lookback period for the bands is always changing with each new bar, since the standard deviation is calculated from the current bar to the beginning of the period. This is different from bollinger bands, as the lookback is constant (usually 20 periods is the textbook default). The STDEV bands interval of interest can be changed from Day (D), Week (W), Month (M), Quarter (Q), Year (Y). Tickers tend to bounce very well on Daily, Weekly, and Yearly VWAP (Yes... Year). Use this code and observe the Year VWAP on several major symbols through the past few years and eyes will be opened.
Pine Script®指标
由mortdiggiddy提供
66
Relative Strength of 2 securities - Jayy This is an update of the Relative Strength to index as used by Leaf_West.. 4th from the top. my original RS script is 3rd from the top. In this use of the term " Relative Strength" (RS) what is meant is a ratio of one security to another. The RS can be inerpreted in a fashion similar to price action on a regual security chart. If you follow his methods be aware of the different moving averages for the different time periods. From Leaf_West: "on my weekly and monthly R/S charts, I include a 13 EMA of the R/S (brown dash line) and an 8 SMA of the 13 EMA (pink solid line). The indicator on the bottom of the weekly/monthly charts is an 8 period momentum indicator of the R/S line. The red horizontal line is drawn at the zero line. For daily or 130-minute time periods (or shorter), my R/S charts are slightly different - the moving averages of the R/S line include a 20EMA (brown dash line), a 50 EMA (blue dash line) and an 8 SMA of the20 EMA (pink solid line). The momentum indicator is also slightly different from the weekly/monthly charts – here I use a 12 period calculation (vs 8 SMA period for the weekly/monthly charts)." Leaf's website has gone but I if you are interested in his methods message me. What is different from my previous RS: The RS now displays RS candles. So if you prefer to watch price action of candles to a line chart which only plots the ratio of closes then this will be more interesting to you. I have also thrown in a few options to have fun with. Jayy
Pine Script®指标
由jayy提供
3
SuperTrend Oscillator v3Version 3: Improved aesthetically, complete turnaround for the strategy with which to use this indicator. Once again, thanks to BlindFreddy and ChrisMoody for the bits of code that were assembled into this indicator. Make the chart yours using the share button for the indicator with barcolors functionality. Changes from v2 and looking forward: Indicator now uses a 14 length SuperTrend with no ATR multiplier. This my preferred use and I'd be grateful to hear your case for a different length/multiplier. Removed the Bollinger Bands and retracement dots due to these being gimmicky and marginally useful. There may be a version 4 should a similar concept using a rate of change analysis turn out to be useful. I have also tried -in vain- to plot internal trend peaks as horizontal S/R levels. Please pm if you are willing to help in that respect. Strategy: The indicator will display the trend as a red/green area. It measures the spread between the closing price and the SuperTrend line, much like a CCI (close and ma). When the area contracts warning bars of the opposite trend color will warn of a reversal. When this happens, these areas will either be defended, reviving the trend, or will break, causing a trend flip. SuperTrend is unique in that breaks are typically large candles, and that its levels, especially on Weekly, Daily, Hourly, Minute timeframes, these levels will be defended (think similar to a 200sma or a 21ema). The STO making new highs within (internal) a trend is an overextension sign. CVX Example: This is not a full analysis of CVX's stock , just an example potential trades. On the posted chart I used a weekly and a daily STO. Long 1:The weekly showed warnings and then flipped. The daily made a double bottom, showed warnings and then flipped the daily STO at trendline support. Long 2:The weekly still shows an uptrend, the daily made a weak break to downtrend and reversed back upwards at trendline support, forming a double bottom. Note the conservative exit when the STO made an internal new high. Long 3: looking forward on CVX stock , the current downtrend made a weak break and is showing sings of reversal (pin bar) at horizontal support. Go long on flip of the daily (conservative) or flip of the hourly (aggressive).
Pine Script®指标
由j1O9SB提供
12
SuperTrend OscillatorVersion 3: Improved aesthetically, complete turnaround for the strategy with which to use this indicator. Once again, thanks to BlindFreddy and ChrisMoody for the bits of code that were assembled into this indicator. Make the chart yours using the share button for the indicator with barcolors functionality. Changes from v2 and looking forward: Indicator now uses a 14 length SuperTrend with no ATR multiplier. This my preferred use and I'd be grateful to hear your case for a different length/multiplier. Removed the Bollinger Bands and retracement dots due to these being gimmicky and marginally useful. There may be a version 4 should a similar concept using a rate of change analysis turn out to be useful. I have also tried -in vain- to plot internal trend peaks as horizontal S/R levels. Please pm if you are willing to help in that respect. Strategy: The indicator will display the trend as a red/green area. It measures the spread between the closing price and the SuperTrend line, much like a CCI (close and ma). When the area contracts warning bars of the opposite trend color will warn of a reversal. When this happens, these areas will either be defended, reviving the trend, or will break, causing a trend flip. SuperTrend is unique in that breaks are typically large candles, and that its levels, especially on Weekly, Daily, Hourly, Minute timeframes, these levels will be defended (think similar to a 200sma or a 21ema). The STO making new highs within (internal) a trend is an overextension sign. CVX Example: This is not a full analysis of CVX's stock, just an example potential trades. On the posted chart I used a weekly and a daily STO. Long 1:The weekly showed warnings and then flipped. The daily made a double bottom, showed warnings and then flipped the daily STO at trendline support. Long 2:The weekly still shows an uptrend, the daily made a weak break to downtrend and reversed back upwards at trendline support, forming a double bottom. Note the conservative exit when the STO made an internal new high. Long 3: looking forward on CVX stock, the current downtrend made a weak break and is showing sings of reversal (pin bar) at horizontal support. Go long on flip of the daily (conservative) or flip of the hourly (aggressive).
Pine Script®指标
由j1O9SB提供
2
Momentum of Relative strength to Index Leaf_West styleMomentum of Relative Strength to index as used by Leaf_West. This is to be used with the companion Relative Strength to Index indicator Leaf_West Style. Make sure you use the same index for comparison. If you follow his methods be aware of the different moving averages for the different time periods. From Leaf_West: "on my weekly and monthly R/S charts, I include a 13 EMA of the R/S (brown dash line) and an 8 SMA of the 13 EMA (pink solid line). The indicator on the bottom of the weekly/monthly charts is an 8 period momentum indicator of the R/S line. The red horizontal line is drawn at the zero line. For daily or 130-minute time periods (or shorter), my R/S charts are slightly different - the moving averages of the R/S line include a 20EMA (brown dash line), a 50 EMA (blue dash line) and an 8 SMA of the20 EMA (pink solid line). The momentum indicator is also slightly different from the weekly/monthly charts – here I use a 12 period calculation (vs 8 SMA period for the weekly/monthly charts)." Leaf's methods do evolve and so watch for any changes to the preferred MAs etc..
Pine Script®指标
由jayy提供
3
Relative strength to Index set up as per Leaf_WestRelative Strength to index as used by Leaf_West. If you follow his methods be aware of the different moving averages for the different time periods. From Leaf_West: "on my weekly and monthly R/S charts, I include a 13 EMA of the R/S (brown dash line) and an 8 SMA of the 13 EMA (pink solid line). The indicator on the bottom of the weekly/monthly charts is an 8 period momentum indicator of the R/S line. The red horizontal line is drawn at the zero line. For daily or 130-minute time periods (or shorter), my R/S charts are slightly different - the moving averages of the R/S line include a 20EMA (brown dash line), a 50 EMA (blue dash line) and an 8 SMA of the20 EMA (pink solid line). The momentum indicator is also slightly different from the weekly/monthly charts – here I use a 12 period calculation (vs 8 SMA period for the weekly/monthly charts)." Leaf's methods do evolve and so watch for any changes to the preferred MAs etc..
Pine Script®指标
由jayy提供
3
CM_Pivot Points Daily To IntradayNew Pivots Indicator With Options for Daily, 4 Hour, 2 Hour, 1 Hour, 30 Minute Pivot Levels! Great for Forex Traders! - Take a Look at Chart with Weekly, Daily, and 4 Hour levels. Weekly Pivots Indicator is separate - Link is Below. Plot one Pivot Level or Multiple at the Same Time via Check Boxes in the Inputs tab. Defaults to 4 Hour Pivot Levels - Adjust in Inputs Tab. S3 and R3 are turned off by Default - You can Activate Them In The Inputs Tab. These Intraday Options were Requested By Users Using My CM_ Pivots Point Custom Indicator that Plots Daily, Weekly, Monthly, Quarterly, and Yearly Pivot Levels. Link is Below. Now Both Longer-Term Traders and Shorter Term Traders Have All The Pivot Levels They Need. From Yearly Levels All The Way Down to 30 Minute Levels! ***The Candles On The Chart Are Custom Heikin-Ashi Paint Bars. Link is Below CM_ Pivot Points Custom Daily, Weekly, Monthly, Quarterly, Yearly Pivot Levels Heikin-Ashi Paint Bars
Pine Script®指标
由ChrisMoody提供
16
CM_Pivot Points_CustomCustom Pivots Indicator - Plots Yearly, Quarterly, Monthly, Weekly, and Daily Levels. I created this indicator because when you have multiple Pivots on one chart (For Example The Monthly, Weekly, And Daily Pivots), the only way to know exactly what pivot level your looking at is to color ALL S1 Pivots the same color, but create the plot types to look different. For example S1 = Bright Green with Daily being small circles, weekly being bigger circles, and monthly being even bigger crosses for example. This allows you to visually know exactly what pivot levels your looking at…Instantly without thinking. This indicator allows you to Choose any clor you want for any Pivot Level, and Choose The Plot Type.
Pine Script®指标
由ChrisMoody提供
31
[GYTS] VolatilityToolkit LibraryVolatilityToolkit Library 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- INTRODUCTION --------- 🌸 💮 What Does This Library Contain? VolatilityToolkit provides a comprehensive suite of volatility estimation functions derived from academic research in financial econometrics. Rather than relying on simplistic measures, this library implements range-based estimators that extract maximum information from OHLC data — delivering estimates that are 5–14× more efficient than traditional close-to-close methods. The library spans the full volatility workflow: estimation, smoothing, and regime detection. 💮 Key Categories • Range-Based Estimators — Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang (academically-grounded variance estimators) • Classical Measures — Close-to-Close, ATR, Chaikin Volatility (baseline and price-unit measures) • Smoothing & Post-Processing — Asymmetric EWMA for differential decay rates • Aggregation & Regime Detection — Multi-horizon blending, MTF aggregation, Volatility Burst Ratio 💮 Originality To the best of our knowledge, no other TradingView script combines range-based estimators (Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang), classical measures, and regime detection tools in a single package. Unlike typical volatility implementations that offer only a single method, this library: • Implements four academically-grounded range-based estimators with proper mathematical foundations • Handles drift bias and overnight gaps, issues that plague simpler estimators in trending markets • Integrates with GYTS FiltersToolkit for advanced smoothing (10 filter types vs. typical SMA-only) • Provides regime detection tools (Burst Ratio, MTF aggregation) for systematic strategy integration • Standardises output units for seamless estimator comparison and swapping 🌸 --------- ADDED VALUE --------- 🌸 💮 Academic Rigour Each estimator implements peer-reviewed methodologies with proper mathematical foundations. The library handles aspects that are easily missed, e.g. drift independence, overnight gap adjustment, and optimal weighting factors. All functions include guards against edge cases (division by zero, negative variance floors, warmup handling). 💮 Statistical Efficiency Range-based estimators extract more information from the same data. Yang-Zhang achieves up to 14× the efficiency of close-to-close variance, meaning you can achieve the same estimation accuracy with far fewer bars — critical for adapting quickly to changing market conditions. 💮 Flexible Smoothing All estimators support configurable smoothing via the GYTS FiltersToolkit integration. Choose from 10 filter types to balance responsiveness against noise reduction: • Ultimate Smoother (2-Pole / 3-Pole) — Near-zero lag; the 3-pole variant is a GYTS design with tunable overshoot • Super Smoother (2-Pole / 3-Pole) — Excellent noise reduction with minimal lag • BiQuad — Second-order IIR filter with quality factor control • ADXvma — Adaptive smoothing based on directional volatility • MAMA — Cycle-adaptive moving average • A2RMA — Adaptive autonomous recursive moving average • SMA / EMA — Classical averages (SMA is default for most estimators) Using Infinite Impulse Response (IIR) filters (e.g. Super Smoother, Ultimate Smoother) instead of SMA avoids the "drop-off artefact" where volatility readings crash when old spikes exit the window. 💮 Plug-and-Play Integration Standardised output units (per-bar log-return volatility) make it trivial to swap estimators. The annualize() helper converts to yearly volatility with a single call. All functions work seamlessly with other GYTS components. 🌸 --------- RANGE-BASED ESTIMATORS --------- 🌸 These estimators utilise High, Low, Open, and Close prices to extract significantly more information about the underlying diffusion process than close-only methods. 💮 parkinson() The Extreme Value Method -- approximately 5× more efficient than close-to-close, requiring about 80% less data for equivalent accuracy. Uses only the High-Low range, making it simple and robust. • Assumption: Zero drift (random walk). May be biased in strongly trending markets. • Best for: Quick volatility reads when drift is minimal. • Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7) Source: Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI 💮 garman_klass() Extends Parkinson by incorporating Open and Close prices, achieving approximately 7.4× efficiency over close-to-close. Implements the "practical" analytic estimator (σ̂²₅) which avoids cross-product terms whilst maintaining near-optimal efficiency. • Assumption: Zero drift, continuous trading (no gaps). • Best for: Markets with minimal overnight gaps and ranging conditions. • Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7) Source: Garman, M.B. & Klass, M.J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI 💮 rogers_satchell() The drift-independent estimator correctly isolates variance even in strongly trending markets where Parkinson and Garman-Klass become significantly biased. Uses the formula: ln(H/C)·ln(H/O) + ln(L/C)·ln(L/O). • Key advantage: Unbiased regardless of trend direction or magnitude. • Best for: Trending markets, crypto (24/7 trading with minimal gaps), general-purpose use. • Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7) Source: Rogers, L.C.G. & Satchell, S.E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI 💮 yang_zhang() The minimum-variance composite estimator — both drift-independent AND gap-aware. Combines overnight returns, open-to-close returns, and the Rogers-Satchell component with optimal weighting to minimise estimator variance. Up to 14× more efficient than close-to-close. • Parameters: lookback (default 14, minimum 2), alpha (default 1.34, optimised for equities). • Best for: Equity markets with significant overnight gaps, highest-quality volatility estimation. • Note: Unlike other estimators, Yang-Zhang does not support custom filter types — it uses rolling sample variance internally. Source: Yang, D. & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI 🌸 --------- CLASSICAL MEASURES --------- 🌸 💮 close_to_close() Classical sample variance of logarithmic returns. Provided primarily as a baseline benchmark — it is approximately 5–8× less efficient than range-based estimators, requiring proportionally more data for the same accuracy. • Parameters: lookback (default 14), filter_type (default SMA), smoothing_factor (default 0.7) • Use case: Comparison baseline, situations requiring strict methodological consistency with academic literature. 💮 atr() Average True Range -- measures volatility in price units rather than log-returns. Directly interpretable for stop-loss placement (e.g., "2× ATR trailing stop") and handles gaps naturally via the True Range formula. • Output: Price units (not comparable across different price levels). • Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7) • Best for: Position sizing, trailing stops, any application requiring volatility in currency terms. Source: Wilder, J.W. (1978). New Concepts in Technical Trading Systems . Trend Research. 💮 chaikin_volatility() Rate of Change of the smoothed trading range. Unlike level-based measures, Chaikin Volatility shows whether volatility is expanding or contracting relative to recent history. • Output: Percentage change (oscillates around zero). • Parameters: length (default 10), roc_length (default 10), filter_type (default EMA), smoothing_factor (default 0.7) • Interpretation: High values suggest nervous, wide-ranging markets; low values indicate compression. • Best for: Detecting volatility regime shifts, breakout anticipation. 🌸 --------- SMOOTHING & POST-PROCESSING --------- 🌸 💮 asymmetric_ewma() Differential smoothing with separate alphas for rising versus falling volatility. Allows volatility to spike quickly (fast reaction to shocks) whilst decaying slowly (stability). Essential for trailing stops that should widen rapidly during turbulence but narrow gradually. • Parameters: alpha_up (default 0.1), alpha_down (default 0.02). • Note: Stateful function — call exactly once per bar. 💮 annualize() Converts per-bar volatility to annualised volatility using the square-root-of-time rule: σ_annual = σ_bar × √(periods_per_year). • Parameters: vol (series float), periods (default 252 for daily equity bars). • Common values: 365 (crypto), 52 (weekly), 12 (monthly). 🌸 --------- AGGREGATION & REGIME DETECTION --------- 🌸 💮 weighted_horizon_volatility() Blends volatility readings across short, medium, and long lookback horizons. Inspired by the Heterogeneous Autoregressive (HAR-RV) model's recognition that market participants operate on different time scales. • Default horizons: 1-bar (short), 5-bar (medium), 22-bar (long). • Default weights: 0.5, 0.3, 0.2. • Note: This is a weighted trailing average, not a forecasting regression. For true HAR-RV forecasting, it would be required to fit regression coefficients. Inspired by: Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics . 💮 volatility_mtf() Multi-timeframe aggregation for intraday charts. Combines base volatility with higher-timeframe (Daily, Weekly, Monthly) readings, automatically scaling HTF volatilities down to the current timeframe's magnitude using the square-root-of-time rule. • Usage: Calculate HTF volatilities via request.security() externally, then pass to this function. • Behaviour: Returns base volatility unchanged on Daily+ timeframes (MTF aggregation not applicable). 💮 volatility_burst_ratio() Regime shift detector comparing short-term to long-term volatility. • Parameters: short_period (default 8), long_period (default 50), filter_type (default Super Smoother 2-Pole), smoothing_factor (default 0.7) • Interpretation: Ratio > 1.0 indicates expanding volatility; values > 1.5 often precede or accompany explosive breakouts. • Best for: Filtering entries (e.g., "only enter if volatility is expanding"), dynamic risk adjustment, breakout confirmation. 🌸 --------- PRACTICAL USAGE NOTES --------- 🌸 💮 Choosing an Estimator • Trending equities with gaps: yang_zhang() — handles both drift and overnight gaps optimally. • Crypto (24/7 trading): rogers_satchell() — drift-independent without the lag of Yang-Zhang's multi-period window. • Ranging markets: garman_klass() or parkinson() — simpler, no drift adjustment needed. • Price-based stops: atr() — output in price units, directly usable for stop distances. • Regime detection: Combine any estimator with volatility_burst_ratio(). 💮 Output Units All range-based estimators output per-bar volatility in log-return units (standard deviation). To convert to annualised percentage volatility (the convention in options and risk management), use: vol_annual = annualize(yang_zhang(14), 252) // For daily bars vol_percent = vol_annual * 100 // Express as percentage 💮 Smoothing Selection The library integrates with FiltersToolkit for flexible smoothing. General guidance: • SMA: Classical, statistically valid, but suffers from "drop-off" artefacts when spikes exit the window. • Super Smoother / Ultimate Smoother / BiQuad: Natural decay, reduced lag — preferred for trading applications. • MAMA / ADXvma / A2RMA: Adaptive smoothing, sometimes interesting for highly dynamic environments. 💮 Edge Cases and Limitations • Flat candles: Guards prevent log(0) errors, but single-tick bars produce near-zero variance readings. • Illiquid assets: Discretisation bias causes underestimation when ticks-per-bar is small. Use higher timeframes for more reliable estimates. • Yang-Zhang minimum: Requires lookback ≥ 2 (enforced internally). Cannot produce instantaneous readings. • Drift in Parkinson/GK: These estimators overestimate variance in trending conditions — switch to Rogers-Satchell or Yang-Zhang. Note: This library is actively maintained. Suggestions for additional estimators or improvements are welcome.
Pine Script®库
由GoemonYae提供
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections. Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified: Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants. Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range. Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached. Anchor Modes & Precision 8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection. Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders. Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis. Key Features Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity. Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets. Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics. Use Cases Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks. Supply & Demand Trading: Automated identification of the "Origin of the Move." Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Pine Script®指标
由AlchimistOfCrypto提供