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Point and Figure (PnF) MACDThis is live and non-repainting Point and Figure Chart MACD tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. P&F MACD is calculated and shown by using its own P&F engine. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. P&F MACD Part Fast Length: Fast Length for P&F MACD , default value is 12 Slow Length: Fast Length for P&F MACD , default value is 26 Signal Smoothing: Signal Length, default value is 9 Source: Moving averages on P&F charts are based on the average price of each column. Bar chart moving averages are based on each close price. Average price means “(ClosePrice + OpenPrice) / 2”. You can choose Close Price or Average Price as source. Default is Average Price. There are 2 Alerts: If PNF MACD line crossover the signal line If PNF MACD line crossunder the signal line While adding alert “Once Per Bar Close” option should be chosen.
Pine Script®指标
由LonesomeTheBlue提供
4
Point and Figure (PnF) CCIThis is live and non-repainting Point and Figure Chart Commodity Channel Index - CCI tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. Commodity Channel Index – CCI was developed by Donalt Lambert. CCI can be used to identify overbought or oversold, a new trend or warn of extreme conditions. CCI measures the difference between a security's price change and its average price change. High positive readings indicate that prices are well above their average, which is a show of strength. Low negative readings indicate that prices are well below their average, which is a show of weakness. The Formula for the Commodity Channel Index ( CCI ) Is: CCI = (Typical Price – L-period SMA of TP) / (0.015 * Mean Deviation) Mean Deviation = (SumOf 1->L ( |TP – MA| )) / L L = Length TP = Typical Price If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. Upper Band : as default, Upper band is 100 Lower Band : as default, Lower band is -100 There are alerts when P&F CCI moves above Upper Band or moves below Lower Band.
Pine Script®指标
由LonesomeTheBlue提供
3
Point and Figure (PnF) Bollinger BandsThis is live and non-repainting Point and Figure Chart Bollinger Bands tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. P&F Bollinger Bands is calculated and shown by using its own P&F engine. Because of Point and Figure Chart Moving averages are already smoothed, better to use smaller moving average periods, 5 or 10 etc. This period can be chosen by prives movements and characteristics. You can see the consolidation areas and with P&F Breakout signals it’s possible to see the direction. Narrowing bands indicate a consolidation and narrowing does not provide a direction clue. You must look for the next P&F signal to establish direction. But beware of the ‘head fake’. This occurs when prices break a band, then suddenly reverse and move the other way (Trap). An example for Head Fake: If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. Options P&F Bollimger Bands: Length: Base Moving Average Length, default value is 5 StdDev: Standart Deviation, default value ise 2. (Standart deviation is calculated by the engine) MA Source: Moving averages on P&F charts are based on the average price of each column. Bar chart moving averages are based on each close price. Average price means “(ClosePrice + OpenPrice) / 2”. You can choose Close Price or Average Price as source. Default is Average Price.
Pine Script®指标
由LonesomeTheBlue提供
Point and Figure (PnF) RSIThis is live and non-repainting Point and Figure Chart RSI tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. P&F RSI is calculated and shown by using its own P&F engine. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. you can use PNF type RSI or RENKO type RSI. What is the difference between them? While calculating PNF type RSI, the script checks last X/O column's closing price but when using RENKO type RSI the scipt calculates RSI on every price changes according to number of boxes. and also with RENKO type RSI, calculation is made for each boxes on price changes. Important note if you use this PNF script with reversal = 2 then you get RENKO chart. So, with this RENKO chart better to use RENKO type RSI ;)
Pine Script®指标
由LonesomeTheBlue提供
6
Point and Figure (PnF) ChartThis is live and non-repainting Point and Figure Charting tool. The tool has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. Chart Style: There are 3 options for chart style: “Candle”, “Area” or “Don’t show”. As Area: As Candle: X/O Column Style: it can show all columns from opening price or only last Xs/Os. Color Theme: different themes exist => Green/Red, Yellow/Blue, White/Yellow, Orange/Blue, Lime/Red, Blue/Red Show Breakouts is the option to show Breakouts This tool detects & shows following Breakouts: Triple Top/Bottom, Triple Top Ascending, Triple Bottom Descending, Simple Buy/Sell (Double Top/Bottom), Simple Buy With Rising Bottom, Simple Sell With Declining Top Catapult bullish/bearish Show Horizontal Count Targets: Finds the congestion or consolidation pattern and if there is breakout then it calculates the Target by using Horizontal Count method (based on the width of congestion pattern). It shows how many column exist on congestion area. There is no guarantee that prices will reach the target. Show Vertical Count Targets: When Triple Top/Bottom Breakouts occured the script calculates the target by using Vertical Count Method (based on the length of the column). There is no guarantee that prices will reach the target. For both methods there is auto target cancellation if price goes below congestion bottom or above congestion top. trend is calculated by EMA of closing price of the P&F Whipsaw protection: Last options are “Show info panel” and Labeling Offset. Script shows current box size, reversal, and recommanded minimum and maximum box size. And also it shows the price level to reverse the column (Xs <-> Os) and the price level to add at least 1 more box to column. This is the option to put these labels 10, 20, 30, 50 or 100 bars away from the last bar. Labeling content and color change according to X/O column. do not hesitate to comment.
Pine Script®指标
由LonesomeTheBlue提供
65
Candlesticks ANN for Stock Markets TF : 1WHello, this script consists of training candlesticks with Artificial Neural Networks (ANN). In addition to the first series, candlesticks' bodies and wicks were also introduced as training inputs. The inputs are individually trained to find the relationship between the subsequent historical value of all candlestick values ​​1.(High,Low,Close,Open) The outputs are adapted to the current values ​​with a simple forecast code. Once the OHLC value is found, the exponential moving averages of 5 and 20 periods are used. Reminder : OHLC = (Open + High + Close + Low ) / 4 First version : Script is designed for S&P 500 Indices,Funds,ETFs, especially S&P 500 Stocks,and for all liquid Stocks all around the World. NOTE: This script is only suitable for 1W time-frame for Stocks. The average training error rates are less than 5 per thousand for each candlestick variable. (Average Error < 0.005 ) I've just finished it and haven't tested it in detail. So let's use it carefully as a supporter. Best regards !
Pine Script®指标
由Noldo提供
2
Macroeconomic Artificial Neural Networks This script was created by training 20 selected macroeconomic data to construct artificial neural networks on the S&P 500 index. No technical analysis data were used. The average error rate is 0.01. In this respect, there is a strong relationship between the index and macroeconomic data. Although it affects the whole world,I personally recommend using it under the following conditions: S&P 500 and related ETFs in 1W time-frame (TF = 1W SPX500USD, SP1!, SPY, SPX etc. ) Macroeconomic Parameters Effective Federal Funds Rate (FEDFUNDS) Initial Claims (ICSA) Civilian Unemployment Rate (UNRATE) 10 Year Treasury Constant Maturity Rate (DGS10) Gross Domestic Product , 1 Decimal (GDP) Trade Weighted US Dollar Index : Major Currencies (DTWEXM) Consumer Price Index For All Urban Consumers (CPIAUCSL) M1 Money Stock (M1) M2 Money Stock (M2) 2 - Year Treasury Constant Maturity Rate (DGS2) 30 Year Treasury Constant Maturity Rate (DGS30) Industrial Production Index (INDPRO) 5-Year Treasury Constant Maturity Rate (FRED : DGS5) Light Weight Vehicle Sales: Autos and Light Trucks (ALTSALES) Civilian Employment Population Ratio (EMRATIO) Capacity Utilization (TOTAL INDUSTRY) (TCU) Average (Mean) Duration Of Unemployment (UEMPMEAN) Manufacturing Employment Index (MAN_EMPL) Manufacturers' New Orders (NEWORDER) ISM Manufacturing Index (MAN : PMI) Artificial Neural Network (ANN) Training Details : Learning cycles: 16231 AutoSave cycles: 100 Grid Input columns: 19 Output columns: 1 Excluded columns: 0 Training example rows: 998 Validating example rows: 0 Querying example rows: 0 Excluded example rows: 0 Duplicated example rows: 0 Network Input nodes connected: 19 Hidden layer 1 nodes: 2 Hidden layer 2 nodes: 0 Hidden layer 3 nodes: 0 Output nodes: 1 Controls Learning rate: 0.1000 Momentum: 0.8000 (Optimized) Target error: 0.0100 Training error: 0.010000 NOTE : Alerts added . The red histogram represents the bear market and the green histogram represents the bull market. Bars subject to region changes are shown as background colors. (Teal = Bull , Maroon = Bear Market ) I hope it will be useful in your studies and analysis, regards.
Pine Script®指标
由Noldo提供
40
Damped Sine Wave Weighted FilterIntroduction Remember that we can make filters by using convolution, that is summing the product between the input and the filter coefficients, the set of filter coefficients is sometime denoted "kernel", those coefficients can be a same value (simple moving average), a linear function (linearly weighted moving average), a gaussian function (gaussian filter), a polynomial function (lsma of degree p with p = order of the polynomial), you can make many types of kernels, note however that it is easy to fall into the redundancy trap. Today a low-lag filter who weight the price with a damped sine wave is proposed, the filter characteristics are discussed below. A Damped Sine Wave A damped sine wave is a like a sine wave with the difference that the sine wave peak amplitude decay over time. A damped sine wave Used Kernel We use a damped sine wave of period length as kernel. The coefficients underweight older values which allow the filter to reduce lag. Step Response Because the filter has overshoot in the step response we can conclude that there are frequencies amplified in the passband, we could have reached to this conclusion by simply seeing the negative values in the kernel or the "zero-lag" effect on the closing price. Enough ! We Want To See The Filter ! I should indeed stop bothering you with transient responses but its always good to see how the filter act on simpler signals before seeing it on the closing price. The filter has low-lag and can be used as input for other indicators Filter with length = 100 as input for the rsi. The bands trailing stop utility using rolling squared mean average error with length 500 using the filter of length 500 as input. Approximating A Least Squares Moving Average A least squares moving average has a linear kernel with certain values under 0, a lsma of length k can be approximated using the proposed filter using period p where p = k + k/4 . Proposed filter (red) with length = 250 and lsma (blue) with length = 200. Conclusions The use of damping in filter design can provide extremely useful filters, in fact the ideal kernel, the sinc function, is also a damped sine wave.
Pine Script®指标
由alexgrover提供
16
VIX reversion-Buschi English: A significant intraday reversion (commonly used: 3 points) on a high (over 20 points) S&P 500 Volatility Index (VIX) can be a sign of a market bottom, because there is the assumption that some of the "big guys" liquidated their options / insurances because the worst is over. This indicator shows these reversions (3 points as default) when the VIX was over 20 points. The character "R" is then shown directly over the daily column, the VIX need not to be loaded explicitly. Deutsch: Eine deutliche Intraday-Umkehr (3 Punkte im Normalfall) bei einem hohen (über 20 Punkte) S&P 500 Volatility Index (VIX) kann ein Zeichen für eine Bodenbildung im Markt sein, weil möglicherweise einige "große Jungs" ihre Optionen / Versicherungen auflösen, weil das schlimmste vorbei ist. Dieser Indikator zeigt diese Umkehr (Standardwert: 3 Punkte), wenn der VIX vorher über 20 Punkte lag. Der Buchstabe "R" wird dabei direkt über dem Tagesbalken angezeigt, wobei der VIX nicht explizit geladen werden muss.
Pine Script®指标
由MagicEins提供
3
Market direction and pullback based on S&P 500.A simple indicator based on www.swing-trade-stocks.com The link is also the guide for how to use it. 0 - nothing. If the indicator is showing 0 for a prolonged amount of time, it is likely the market is in "momentum mode" (referred to in the link above). 1 - indicates an uptrend based on SMA and EMA and also a place where a reversal to the upside is likely to occur. You should look only for long trades in the stock market when you see a spike upwards and S&P 500 is showing an obvious uptrend. -1 - indicates a downtrend based on SMA and EMA and also a place where a reversal to the downside is likely to occur. You should look only for short trades in the stock market when you see a spike upwards and S&P 500 is showing an obvious uptrend.
Pine Script®指标
由Hagvan提供
1
Net XRP Margin PositionTotal XRP Longs minus XRP Shorts in order to give you the total outstanding XRP margin debt. ie: If 500,000 XRP has been longed, and 400,000 XRP has been shorted, then 500,000 has been bought, and 400,000 sold, leaving us with 100,000 XRP (net) remaining to be sold to give us an overall neutral margin position. That isn't to say that the net margin position must move towards zero, but it is a sensible reference point, and historical net values may provide useful insights into the current circumstances.
Pine Script®指标
由Aegist提供
1
Net DASH Margin PositionTotal DASH Longs minus DASH Shorts in order to give you the total outstanding DASH margin debt. ie: If 500,000 DASH has been longed, and 400,000 DASH has been shorted, then 500,000 has been bought, and 400,000 sold, leaving us with 100,000 DASH (net) remaining to be sold to give us an overall neutral margin position. That isn't to say that the net margin position must move towards zero, but it is a sensible reference point, and historical net values may provide useful insights into the current circumstances. (Anyone know what category this script should be in?)
Pine Script®指标
由Aegist提供
Net NEO Margin PositionTotal NEO Longs minus NEO Shorts in order to give you the total outstanding NEO margin debt. ie: If 500,000 NEO has been longed, and 400,000 NEO has been shorted, then 500,000 has been bought, and 400,000 sold, leaving us with 100,000 NEO (net) remaining to be sold to give us an overall neutral margin position. That isn't to say that the net margin position must move towards zero, but it is a sensible reference point, and historical net values may provide useful insights into the current circumstances. (Anyone know what category this script should be in?)
Pine Script®指标
由Aegist提供
Everyday 0002 _ MAC 1st Trading Hour WalkoverThis is the second strategy for my Everyday project. Like I wrote the last time - my goal is to create a new strategy everyday for the rest of 2016 and post it here on TradingView. I'm a complete beginner so this is my way of learning about coding strategies. I'll give myself between 15 minutes and 2 hours to complete each creation. This is basically a repetition of the first strategy I wrote - a Moving Average Crossover, but I added a tiny thing. I read that "Statistics have proven that the daily high or low is established within the first hour of trading on more than 70% of the time." (source: ) My first Moving Average Crossover strategy, tested on VOLVB daily, got stoped out by the volatility and because of this missed one nice bull run and a very nice bear run. So I added this single line: if time("60", "1000-1600") regarding when to take exits: if time("60", "1000-1600") strategy.exit("Close Long", "Long", profit=2000, loss=500) strategy.exit("Close Short", "Short", profit=2000, loss=500) Sweden is UTC+2 so I guess UTC 1000 equals 12.00 in Stockholm. Not sure if this is correct, actually. Anyway, I hope this means the strategy will only take exits based on price action which occur in the afternoon, when there is a higher probability of a lower volatility. When I ran the new modified strategy on the same VOLVB daily it didn't get stoped out so easily. On the other hand I'll have to test this on various stocks . Reading and learning about how to properly test strategies is on my todo list - all tips on youtube videos or blogs to read on this topic is very welcome! Like I said the last time, I'm posting these strategies hoping to learn from the community - so any feedback, advice, or corrections is very much welcome and appreciated! /pbergden
Pine Script®策略
由pbergden提供
Liquidity Sweep Guardian (Universal % or point based) Liquidity Sweep Guardian - Complete User Guide ## Overview The **Liquidity Sweep Guardian** is a visual warning system designed to prevent premature counter-trend trades (fades) near Previous Day High (PDH) and Previous Day Low (PDL) levels. This indicator helps you avoid one of the most common trading mistakes: fading too early before liquidity sweeps complete. --- ## 🎯 Core Trading Principle ### **THE GOLDEN RULE: Don't Fade Until It's Unlocked** Price often **accelerates into key levels** to sweep liquidity before reversing. Trading against this momentum is extremely dangerous. **The Process:** 1. **Danger Zone** (Red/White Box) = ⚠️ **DO NOT FADE** - Sweep likely incoming 2. **Sweep Occurs** (Triangle marker appears) = Price penetrates the level 3. **Reclaim Happens** (Price returns above/below level) = Level is tested 4. **🔓 UNLOCKED** (Gold border, green label) = **NOW you may CONSIDER a fade** > **Important:** "UNLOCKED" means you may now *consider* a fade setup. It is NOT a trade signal itself. You still need your entry confirmation, risk management, and trade plan. --- ## 📊 Visual Elements Explained ### 1. **Danger Zone Boxes (Red Border by Default)** **Two types of zones around PDH/PDL:** - **Outer Danger Zone** (White fill): ±75pts (or 0.30%) around the level - Indicates proximity to a key level where sweeps commonly occur - Yellow/cautious trading zone - **Inner Critical Zone** (Black fill): ±25pts (or 0.10%) around the level - Highest probability area for liquidity sweep traps - Avoid fading here at all costs **What to do:** - When price enters these zones, **wait and watch** - Do not initiate counter-trend positions - Allow the sweep to play out ### 2. **Unlocked Zones (Gold Border #ffeb3b)** When a zone turns **gold/yellow** with green fill: - The level has been swept AND reclaimed - The liquidity grab is complete - You may now look for fade opportunities with proper confirmation ### 3. **PDH/PDL Lines** - **PDH Line** (Red): Previous Day High with price label - **PDL Line** (Green): Previous Day Low with price label - These are your key reference levels for the session ### 4. **Sweep Labels** **Triangle Markers (SWEEP):** - **Green Triangle** = Clean sweep (10-25pts penetration) - **Orange Triangle** = Extended sweep (25-50pts penetration) - **Red Triangle** = Deep penetration (50+ pts) - likely continuation, not reversal **Warning Labels:** - **⚠️ DEEP CONTINUATION?** = Penetration too deep, probably NOT a reversal setup **Unlock Labels:** - **🔓 LONG UNLOCKED** = PDL swept and reclaimed, may consider long fades - **🔓 SHORT UNLOCKED** = PDH swept and reclaimed, may consider short fades --- ## ⚙️ Settings Guide ### **Calculation Mode** **Use Percentage Mode (Default: ON)** - ✅ **Enabled**: Universal mode - works on NQ, ES, RTY, stocks, crypto, forex - ❌ **Disabled**: Fixed points mode - for specific instruments only **When to use each:** - **Percentage Mode**: Trading multiple instruments, or instruments with varying price levels - **Fixed Points Mode**: Single instrument focus (e.g., only trading NQ at current levels) ### **Danger Zone Settings** **Percentage Mode (Default for Universal Use):** - **Danger Zone**: 0.30% each side (≈75pts on NQ@25,000) - **Critical Zone**: 0.10% each side (≈25pts on NQ@25,000) **Fixed Points Mode (For NQ Specifically):** - **Danger Zone**: 75 points each side - **Critical Zone**: 25 points each side **Adjustment Tips:** - For more volatile instruments: Increase percentages/points - For less volatile instruments: Decrease percentages/points - For higher timeframes: Use wider zones - For lower timeframes: Use tighter zones ### **Sweep Classification** **What defines a "real" sweep:** - **Minimum**: 10pts / 0.04% - Shallow penetration may not grab enough liquidity - **Optimal**: 10-25pts / 0.04-0.10% - "Goldilocks zone" for reversal setups - **Extended**: 25-50pts / 0.10-0.20% - Deeper sweep, less reliable - **Continuation**: 50+pts / 0.20%+ - Too deep, likely NOT reversing **Max Bars for Reclaim**: 5 bars (default) - Price should reclaim the level relatively quickly - If it takes too long, the sweep may have failed ### **Visual Customization** **Box Settings:** - **Left Extension**: 60 bars (how far back the box extends) - **Right Extension**: 50 bars (how far forward the box extends) **Toggle Options:** - Show/Hide Danger Zone Boxes - Show/Hide PDH/PDL Lines - Show/Hide Price Labels on lines - Show/Hide Sweep Labels - Show/Hide Unlock Labels ### **Color Customization** All colors are fully customizable: - Danger Zone Fill & Border - Critical Zone Fill & Border - Unlocked Zone Fill & Border - PDH/PDL Line Colors - PDH/PDL Label Colors - Border Widths (1-5 pixels) - Line Widths (1-5 pixels) --- ## 🎓 Trading Strategy Examples ### **Example 1: Long Setup at PDL** 1. **Morning**: Price approaches PDL (danger zone appears) 2. **Don't Fade Yet**: Price enters critical zone - resist urge to buy 3. **Sweep**: Price drops 15pts below PDL (green triangle appears) 4. **Reclaim**: Price closes back above PDL within 3 bars 5. **🔓 UNLOCKED**: Gold border + "LONG UNLOCKED" label appears 6. **Trade Setup**: Now look for bullish confirmation (order flow, structure, etc.) ### **Example 2: Avoiding a Trap at PDH** 1. **Afternoon**: Price rallies into PDH danger zone 2. **Temptation**: You want to short here (it "looks toppy") 3. **Sweep**: Price breaks 50pts above PDH (red triangle + ⚠️ warning) 4. **Continuation**: Deep penetration suggests continuation, not reversal 5. **Result**: No unlock occurs, price keeps running higher - trap avoided! ### **Example 3: Failed Unlock (No Trade)** 1. Price sweeps PDL by 12pts (green triangle) 2. Price struggles to reclaim PDL, stays below for 10+ bars 3. No "UNLOCKED" label appears 4. **Correct Action**: Do not fade - sweep failed to reclaim --- ## 📱 Alerts The indicator includes built-in alerts for: - **Entering Danger Zones**: Get warned when price approaches PDH/PDL - **Sweep Detection**: Know immediately when a level is swept - **Unlock Signals**: Get notified when fade setups become available - **Continuation Warnings**: Alert when penetration suggests continuation **To Set Alerts:** 1. Right-click indicator → "Add Alert" 2. Select desired alert condition 3. Configure notification preferences --- ## ⚠️ Important Disclaimers ### **What This Indicator IS:** ✅ A visual warning system to prevent premature fades ✅ A tool to identify when liquidity sweeps have completed ✅ A framework for counter-trend trade timing ### **What This Indicator IS NOT:** ❌ A complete trading system ❌ An entry signal generator ❌ A guarantee of trade success ❌ A substitute for proper risk management ### **Always Remember:** - "UNLOCKED" = You may CONSIDER a fade (not a signal to trade) - You still need your own entry confirmation - You still need proper stop placement - You still need position sizing and risk management - Not every unlock leads to a successful trade - Market context and order flow still matter --- ## 🔧 Recommended Settings by Instrument ### **NQ (Nasdaq-100 E-mini Futures)** - Mode: Percentage or Fixed Points - Percentage: 0.30% / 0.10% (default) - Fixed Points: 75pts / 25pts (default) ### **ES (S&P 500 E-mini Futures)** - Mode: Percentage - Danger: 0.25% / Critical: 0.08% - Or Fixed Points: 15pts / 5pts ### **RTY (Russell 2000 E-mini Futures)** - Mode: Percentage - Danger: 0.35% / Critical: 0.12% - Or Fixed Points: 8pts / 3pts ### **Stocks (High Volume Large Caps)** - Mode: Percentage (recommended) - Danger: 0.20-0.40% / Critical: 0.08-0.15% - Adjust based on ATR and volatility ### **Crypto (BTC, ETH)** - Mode: Percentage (essential) - Danger: 0.40-0.60% / Critical: 0.15-0.20% - Higher volatility requires wider zones --- ## 💡 Pro Tips 1. **Use on Higher Timeframes**: Works best on 5min, 15min, 1hr charts 2. **Combine with Order Flow**: Use with footprint/delta for confirmation 3. **Watch Volume**: Strong volume on sweep = better reversal potential 4. **Consider Time of Day**: Sweeps during RTH often more reliable 5. **Multiple Timeframes**: Check if higher TF also shows unlock 6. **Don't Force Trades**: Not every session produces clean setups 7. **Journal Results**: Track which unlock types work best for you 8. **Respect Continuation Signals**: When indicator says "too deep," listen --- ## 🆘 Troubleshooting **Q: Box isn't showing up** A: Check that "Show Danger Zone Boxes" is enabled in Visual Settings **Q: No price on labels** A: Enable "Show Price Labels on Lines" in Visual Settings **Q: Zones seem too tight/wide** A: Adjust Danger Zone % or points based on current volatility **Q: Getting too many/too few unlocks** A: Adjust sweep classification thresholds (min/max penetration) **Q: Want thicker/thinner lines** A: Adjust line widths in "PDH/PDL Line Colors" section **Q: Colors not matching my chart theme** A: Fully customize all colors in the color settings groups --- ## 📚 Additional Resources - Study price action around PDH/PDL on your instruments - Learn about liquidity sweeps and stop hunts - Understand market structure and order flow - Practice identifying setups on replay/historical data - Keep a trading journal of unlock scenarios --- *Remember: The best trade is often the one you don't take. This indicator helps you avoid the trades you shouldn't take, so you can focus on the ones you should.*
Pine Script®指标
由DeLeBlanc提供
Cave Diving 3 Lines System 🤿 Cave Diving Dashboard - A Deep Dive into Market Structure ## The Cave Diving Analogy Imagine you're a cave diver exploring underwater caverns. As you descend deeper, you encounter different layers of the cave system: - **The Surface (Internal Levels)** - Where you currently are, constantly shifting with each breath - **The First Chamber (De Novo Levels)** - Your last known safe position, recently established - **Deep Caverns (External Levels)** - Ancient, untouched chambers deeper in the system Just as a cave diver must constantly monitor their position relative to these reference points, traders must track price action against key structural levels. --- ## 🎯 Understanding the Three-Tiered System ### 📍 **INTERNAL LEVELS** (Current 15m Candle) *Your real-time position in the market* **Internal High** 🟡 - The highest point reached in the current unfinished 15-minute candle **Internal Low** 🟢 - The lowest point reached in the current unfinished 15-minute candle **Think of these as:** - Your current depth while actively diving - They update continuously as price moves - Status shows "Updating" when actively changing, "Intact" when stable - These are NOT trade levels—they're awareness zones **Key Insight:** When Internal Low drops below De Novo Low, you're in **Situation A** (bearish pressure building)—the indicator highlights this with red coloring. --- ### 🎯 **DE NOVO LEVELS** (Previous Closed 15m Candle) *Your most recent confirmed safe zone* **De Novo High** 🔵 - The high of the last completed 15-minute candle **De Novo Low** 🟣 - The low of the last completed 15-minute candle **Etymology:** "De Novo" = Latin for "from new" or "anew"—these are freshly established reference points **Think of these as:** - The last solid ground you stood on - Your most recent confirmed position - The bridge between where you are (Internal) and where you've been (External) **Status Tracking:** - **⬆️ Upgrade** - Level moved favorably (Higher high for resistance, Higher low for support) - **⬇️ Downgrade** - Level moved unfavorably (Lower high, Lower low) - **＝ Same** - No structural change from previous candle **Trading Significance:** - Primary reference points for intraday structure - Breaking De Novo levels often signals directional commitment - Can merge with External Level 1 when they align (shown as "DN🟰Ext1") --- ### ⛽🤿 **EXTERNAL LEVELS** (Unmitigated Historical 15m Levels) *Deep liquidity pools waiting to be discovered* **External High 1 & 2** 🟢🔵 - The two most recent unmitigated 15m highs **External Low 1 & 2** 🟠🌸 - The two most recent unmitigated 15m lows **Think of these as:** - Untouched chambers in the cave system - Liquidity pools that smart money is targeting - Levels that "remember" and attract price **What Makes a Level "Unmitigated"?** - **Highs**: Price has NOT yet traded through them (broken above) - **Lows**: Price has NOT yet swept them (broken below) - Once touched, they're "mitigated" and removed from tracking - The indicator automatically maintains the two most recent unmitigated levels **Why "External"?** They exist outside your current candle structure—historical reference points that institutions use for: - Stop loss placement - Profit taking targets - Liquidity hunting zones --- ## 🎨 Color Coding System ### HIGHS (Resistance/Targets) - Cool Colors - 🔵 **Ext High 2** - Light Blue (Distant target) - 🟢 **Ext High 1** - Lime Green (Primary target) - 🔵 **De Novo High** - Cyan (Recent resistance) - 🟡 **Internal High** - Lemon Yellow (Current ceiling) ### LOWS (Support/Stops) - Warm Colors - 🟢 **Internal Low** - Lime (Current floor) - 🟣 **De Novo Low** - Purple (Recent support) - 🟠 **Ext Low 1** - Orange-Red (Primary stop zone) - 🌸 **Ext Low 2** - Pink (Distant support) --- ## 📊 Dashboard Breakdown ### The Table Shows: 1. **Level** - Which level you're tracking 2. **Price** - Exact price of the level 3. **Pts** - Distance from current price (+ above, - below) 4. **Status** - Current state or role of the level ### Special Features: - **⏰ Countdown Timer** - Shows time remaining until next 15m candle close (next De Novo update) - **⚠️ Proximity Alerts** - Bottom row warns when within threshold distance of key levels (default: 25 points, adjustable) --- ## 🎯 Trading Applications ### **For Buyers (Going Long):** - **Entry Zone**: Between De Novo Low and Ext Low 1 - **Stops**: Below Ext Low 1 (or Ext Low 2 for wider stops) - **Targets**: De Novo High → Ext High 1 → Ext High 2 - **Confirmation**: Internal Low holds above De Novo Low ### **For Sellers (Going Short):** - **Entry Zone**: Between De Novo High and Ext High 1 - **Stops**: Above Ext High 1 (or Ext High 2 for wider stops) - **Targets**: De Novo Low → Ext Low 1 → Ext Low 2 - **Warning**: Watch for Situation A (Internal Low < De Novo Low) ### **Risk Management:** - **DN🟰Ext1** status means De Novo = External 1 (tighter range, use caution) - Proximity alerts help you avoid chasing price into resistance/support - "Updating" status on Internal levels = active volatility - "Upgrade/Downgrade" signals = structural shift in progress --- ## ⚙️ Customization Options ### Lookback Period - Default: 500 candles (searches 125 hours of 15m data) - Increase for more historical External levels - Decrease for focus on recent structure ### Proximity Threshold - Default: 25 points - Set based on your instrument's average range - Lower = tighter alerts (for scalping) - Higher = strategic warnings (for swing trading) ### Visual Customization - Line thickness (1-5) - Line style (Solid/Dashed/Dotted) - All colors fully customizable - Show/hide lines independently --- ## 🧭 The Cave Diving Mindset **Never dive deeper than you can safely return from.** In trading terms: - Know your Internal position (real-time awareness) - Respect your De Novo levels (recent structure) - Hunt for External liquidity (where the targets are) - Always have an exit plan (stops below Ext Lows, above Ext Highs) The market, like a cave, has structure. This indicator illuminates that structure across three timeframes of reference, helping you navigate with precision rather than guessing in the dark. --- ## 🎓 Key Takeaways 1. **Internal** = Real-time, unfinished, awareness only 2. **De Novo** = Just confirmed, primary reference, updates every 15m 3. **External** = Historical, unmitigated, high-probability targets/stops 4. **Upgrades/Downgrades** = Trend signals 5. **DN🟰Ext1** = Structural alignment (tighter range) 6. **Situation A** = Bearish warning (Internal < De Novo Low) --- ## 📝 Credits *"In cave diving, you plan your dive and dive your plan. In trading, you plan your levels and trade your levels."* **Indicator:** Cave Diving Dashboard - Part 1: Price Levels **Timeframe:** Optimized for 15-minute structure on any chart timeframe **Philosophy:** Structure first, price second. Know where you are, where you've been, and where the liquidity waits. --- Happy Diving! 🤿📈
Pine Script®指标
由DeLeBlanc提供
Unmitigated MTF High Low Pro - Cave Diving Bookmap Heatmap Plot Unmitigated MTF High Low Pro - Cave Diving Bookmap Heatmap Plot --- ## 📖 Table of Contents 1. (#what-this-indicator-does) 2. (#core-concepts) 3. (#visual-components) 4. (#the-cave-diving-framework) 5. (#how-to-use-it-for-trading) 6. (#settings--customization) 7. (#best-practices) 8. (#common-scenarios) --- ## What This Indicator Does The **Unmitigated MTF High Low v2.0** tracks unmitigated (untouch) high and low levels across multiple timeframes, helping you identify key support and resistance zones that the market hasn't revisited yet. Think of it as a sophisticated memory system for price action - it remembers where price has been, and more importantly, where it *hasn't been back to*. ### Why "Unmitigated" Matters In futures trading, especially on instruments like NQ and ES, the market has a tendency to revisit levels where liquidity was left behind. An "unmitigated" level is one that hasn't been touched since it was formed. These levels often act as magnets for price, and understanding their age and proximity gives you a significant edge in: - **Entry timing** - Waiting for price to approach tested levels - **Exit planning** - Taking profits before ancient resistance/support - **Risk management** - Avoiding entries when approaching multiple old levels - **Liquidity mapping** - Visualizing where orders likely cluster --- ## Core Concepts ### 1. **Sessions & Age** The indicator uses **New York trading sessions** (6:00 PM to 5:59 PM NY time) as the primary time measurement. This aligns with how futures markets naturally segment their activity. **Age Categories:** - 🟢 **New (0-1 sessions)** - Fresh levels, recently formed - 🟡 **Medium (2-3 sessions)** - Tested by time, gaining significance - 🔴 **Old (4-6 sessions)** - Highly significant, survived multiple days - 🟣 **Ancient (7+ sessions)** - Extreme significance, major support/resistance The longer a level remains unmitigated, the more significant it becomes. Think of it like compound interest - time adds weight to these zones. ### 2. **Multi-Timeframe Tracking** You can set the indicator to track high/low levels from any timeframe (default is 15 minutes). This means you're watching for unmitigated 15-minute highs and lows while trading on, say, a 1-minute or 5-minute chart. **Why this matters:** - Higher timeframe levels have more weight - You can see multiple timeframe structure simultaneously - Helps you avoid fighting larger timeframe momentum ### 3. **Mitigation** A level becomes "mitigated" (deactivated) when price touches it: - **High levels** are mitigated when price reaches or exceeds them - **Low levels** are mitigated when price reaches or goes below them Once mitigated, the level disappears from view. The indicator only shows you the untouch levels that still matter. --- ## Visual Components ### 📊 The Dashboard Table Located in the corner of your chart (configurable), the table shows: ``` ┌─────────┬───────────┬────────┬─────┬───────┐ │ Level │ Price │ Points │ Age │ % │ ├─────────┼───────────┼────────┼─────┼───────┤ │ ↑↑↑↑↑ │ 21,450.25 │ +45.50 │ 8 │ +0.21%│ ← 5th High (Ancient) │ ↑↑↑↑ │ 21,430.00 │ +25.25 │ 5 │ +0.12%│ ← 4th High (Old) │ ↑↑↑ │ 21,420.50 │ +15.75 │ 3 │ +0.07%│ ← 3rd High (Medium) │ ↑↑ │ 21,412.00 │ +7.25 │ 1 │ +0.03%│ ← 2nd High (New) │ ↑ ⚠️ │ 21,408.25 │ +3.50 │ 0 │ +0.02%│ ← 1st High (Proximity Alert!) ├─────────┼───────────┼────────┼─────┼───────┤ │ 15 mins │ 🟢 │ Δ 8.75 │ 2U │ │ ← Status Row ├─────────┼───────────┼────────┼─────┼───────┤ │ ↓ ⚠️ │ 21,399.50 │ -5.25 │ 0 │ -0.02%│ ← 1st Low (Proximity Alert!) │ ↓↓ │ 21,395.00 │ -9.75 │ 2 │ -0.05%│ ← 2nd Low (Medium) │ ↓↓↓ │ 21,385.25 │ -19.50 │ 4 │ -0.09%│ ← 3rd Low (Old) │ ↓↓↓↓ │ 21,370.00 │ -34.75 │ 6 │ -0.16%│ ← 4th Low (Old) │ ↓↓↓↓↓ │ 21,350.75 │ -54.00 │ 9 │ -0.25%│ ← 5th Low (Ancient) ├─────────┼───────────┼────────┼─────┼───────┤ │ 📊 15↑ / 12↓ │ ← Statistics (optional) └─────────┴───────────┴────────┴─────┴───────┘ ``` **Reading the Table:** - **Level Column**: Number of arrows indicates position (1-5), color shows age - **Price**: The actual price level - **Points**: Distance from current price (+ for highs, - for lows) - **Age**: Number of full sessions since creation - **%**: Percentage distance from current price - **⚠️**: Proximity alert - price is within threshold distance - **Status Row**: Shows timeframe, direction (🟢 bullish/🔴 bearish), tunnel width (Δ), and Strat pattern ### 📈 Visual Elements on Chart **1. Level Lines** - Horizontal lines showing each unmitigated level - **Color-coded by age**: Bright colors = new, darker = older, deep purple/teal = ancient - **Line style**: Customizable (solid, dashed, dotted) - Automatically turn **yellow** when price gets close (proximity alert) **2. Price Labels** - Show the exact price and age: "21,450.25 (8d)" - Fixed at small size for clean readability - Positioned with configurable offset from current bar **3. Bands (Optional)** - Shaded zones between pairs of unmitigated levels - Default: Between 1st and 2nd levels (the "tunnel") - Can switch to 1st-3rd, 2nd-3rd, or disable entirely - **Upper band** (pink/maroon) - Between unmitigated highs - **Lower band** (blue/teal) - Between unmitigated lows - These represent the "no man's land" or consolidation zones --- ## The Cave Diving Framework This indicator is designed around the **Cave Diving Trading Framework** - a psychological and technical approach that maps cave diving safety protocols to futures trading risk management. ### 🤿 The Core Metaphor **Cave diving has clear danger zones based on depth and overhead environment. Your trading should too.** #### Shallow Water (New Levels, 0-1 Sessions) - **Light**: Bright colors (bright red highs, bright green lows) - **Psychology**: Fresh territory, recently tested - **Trading**: Be aware but not overly concerned - **Cave Diving Parallel**: You can see the surface, easy exit #### Penetration Depth (Medium Levels, 2-3 Sessions) - **Light**: Medium intensity colors - **Psychology**: Building significance, market memory forming - **Trading**: Start respecting these levels for entries/exits - **Cave Diving Parallel**: Deeper in, need to track your line back #### Deep Dive Zone (Old Levels, 4-6 Sessions) - **Light**: Dark colors (deep maroon, dark blue) - **Psychology**: Highly tested support/resistance - **Trading**: Major decision points, plan accordingly - **Cave Diving Parallel**: Significant overhead, careful navigation required #### Overhead Environment (Ancient Levels, 7+ Sessions) - **Light**: Very dark, purple/deep teal - **Psychology**: Extreme caution required, major liquidity zones - **Trading**: These are your "turn back" signals - don't fight ancient levels - **Cave Diving Parallel**: Maximum danger, no room for error ### 🎯 The Proximity Alert System Just like a cave diver's depth gauge that warns at critical thresholds, the proximity alerts (⚠️) tell you when you're entering a danger zone. When price gets within your configured threshold (default 5 points), the indicator: - Highlights the level in **yellow** on the chart - Shows **⚠️** in the table - Signals: "You're entering a high-significance zone - adjust your position accordingly" This prevents the trading equivalent of going deeper into a cave without checking your air supply. --- ## How to Use It for Trading ### 🎯 Entry Strategies **1. The "Bounce Setup" (Mean Reversion)** - Wait for price to approach an old or ancient unmitigated level - Look for confluence: multiple levels nearby, bands narrowing - Enter when price shows rejection (reversal candle patterns) - **Example**: Price drops to a 6-session-old low, shows bullish engulfing → Long entry **2. The "Break and Retest" (Trend Following)** - Wait for price to break through an unmitigated level (mitigates it) - Enter on the retest of the newly broken level - **Example**: Price breaks above 4-session-old high → Wait for pullback to that level → Long entry **3. The "Tunnel Trade" (Range Trading)** - When bands are active, trade the range between 1st-2nd levels - Short near upper band resistance, long near lower band support - Exit at opposite side or when bands break ### 🚨 Risk Management Rules **The Ancient Level Rule** > Never fight ancient levels (7+ sessions). If you're long and approaching an ancient high, take profits. If you're short and approaching an ancient low, take profits. These levels have survived a full trading week without being touched - there's likely significant liquidity and institutional interest there. **The Proximity Exit Rule** > When you see ⚠️ proximity alerts on multiple levels above/below your position, tighten stops or scale out. This is your "overhead environment" warning. You're in dangerous territory. **The New Level Filter** > Be cautious taking positions based solely on new levels (0-1 sessions). Wait for them to age or combine with other confluence. Fresh levels haven't been tested by time. They're like unconfirmed support/resistance. ### 📊 Reading Market Structure **Bullish Structure (🟢 in status row)** - Unmitigated lows are aging and holding - Price respecting the lower band - Old lows below acting as strong support - **Bias**: Look for long entries at lower levels **Bearish Structure (🔴 in status row)** - Unmitigated highs are aging and holding - Price respecting the upper band - Old highs above acting as strong resistance - **Bias**: Look for short entries at higher levels **The Tunnel Compression** - When the Δ (delta) in the status row is small, levels are tight - This often precedes a breakout - **Trading**: Wait for breakout direction, then trade the break ### 🔄 Strat Integration The indicator shows Strat patterns in the status row: - **1** - Inside bar (consolidation) - **2U** - Broke high only (bullish) - **2D** - Broke low only (bearish) - **3** - Broke both (wide range, volatility) Use these with the unmitigated levels: - **2U near old high** → Potential resistance, watch for rejection - **2D near old low** → Potential support, watch for bounce - **3 pattern** → High volatility, respect wider stops --- ## Settings & Customization ### 📅 Session & Timeframe Settings **HL Interval** (Default: 15 minutes) - The timeframe for high/low calculation - **Lower (1m, 5m)**: More levels, more noise, good for scalping - **Higher (30m, 1H, 4H)**: Fewer levels, stronger significance, good for swing trading - **Recommendation for NQ/ES**: 15m or 30m for day trading, 1H for swing trading **Session Age Threshold** (Default: 2) - How many sessions before a level is considered "old" - Lower = more levels classified as old - Higher = stricter definition of significance ### 📊 Level Display Options **Show Level Lines** - Toggle: Display horizontal lines for each level - **Turn off** if you prefer a cleaner chart and only want the table **Show Level Labels** - Toggle: Display price labels on the chart - **Turn off** for minimal visual clutter **Label Offset** - Distance (in bars) from current price bar to place labels - Increase if labels overlap with price action **Level Line Width & Style** - Customize visual appearance - **Thin solid**: Minimal distraction - **Thick dashed**: High visibility ### 🎨 Age-Based Color Coding Customize colors for each age category (high and low separately): - **New (0-1 sessions)**: Default bright red/green - **Medium (2-3 sessions)**: Default medium intensity - **Old (4+ sessions)**: Default dark red/blue - **Ancient (7+ sessions)**: Default deep purple/teal **Color Strategy Tips:** - Keep ancient levels in highly contrasting colors - Use opacity (transparency) if you want subtler lines - Match your chart's color scheme for aesthetic coherence ### 🎯 Band Settings **Band Mode** - **1st-2nd** (Default): The primary "tunnel" between most recent levels - **1st-3rd**: Wider band, more room for price action - **2nd-3rd**: Band between less immediate levels - **Disabled**: No bands, lines only **Band Colors & Borders** - Customize fill color and border separately - **Tip**: Keep bands very transparent (90-95% transparency) to avoid obscuring price action ### ⚠️ Proximity Alert Settings **Enable Proximity Alerts** - Toggle: Turn on/off the warning system - When enabled, levels within threshold distance show ⚠️ and turn yellow **Alert Threshold** (Default: 5.0 points) - Distance in points to trigger the alert - **For NQ**: 5-10 points is reasonable - **For ES**: 2-5 points is reasonable - **For MES/MNQ**: Scale down proportionally **Alert Highlight Color** - The color lines/labels turn when proximity is triggered - Default: Yellow (high visibility) ### 📋 Table Settings **Show Table** - Toggle: Display the dashboard table **Table Location** - Top Left, Top Right, Bottom Left, Bottom Right - Choose based on your chart layout and other indicators **Text Size** - Tiny, Small, Normal, Large - **Recommendation**: Normal for 1080p monitors, Small for 4K **Show % Distance** - Toggle: Add percentage distance column to table - Useful for comparing relative distances across different price ranges **Show Statistics Row** - Toggle: Show total count of unmitigated highs/lows - Format: "📊 15↑ / 12↓" (15 unmitigated highs, 12 unmitigated lows) - Useful for gauging overall market structure ### ⚡ Performance Settings **Enable Level Cleanup** - Automatically remove very old levels to maintain performance - **Keep on** unless you want unlimited history **Max Lookback Levels** (Default: 10,000) - Maximum number of levels to track - 10,000 ≈ 6+ months of 15-minute bars - **Increase** if you want more history - **Decrease** if experiencing performance issues **Max Boxes Per Band** (Default: 245) - TradingView limit is 500 total boxes - With 2 bands, 245 each = 490 total (safe maximum) --- ## Best Practices ### 🎯 Position Management **1. Scaling In Near Old Levels** ``` Price approaching 5-session-old low: - First position: 30% size at proximity alert (⚠️) - Second position: 40% size at exact level - Third position: 30% size if it shows strong rejection ``` **2. Scaling Out Near Ancient Levels** ``` Holding long position, approaching 8-session-old high: - Exit 50% at proximity alert (⚠️) - Exit 30% at exact level - Trail stop on remaining 20% ``` ### 🧠 Trading Psychology Integration Drawing from principles in *The Mountain Is You*, this indicator helps you: **1. Recognize Self-Sabotage Patterns** - **The Premature Entry**: Entering before price reaches your planned level - **Solution**: Set alerts at unmitigated levels, wait for proximity warnings - **The Profit-Taking Problem**: Exiting too early from fear - **Solution**: Identify the next unmitigated level and commit to holding until proximity alert - **The Loss Holding**: Refusing to exit losing trades - **Solution**: When price breaks through and mitigates your entry level, it's telling you the structure changed **2. Building Better Habits** The color-coded age system trains your brain to: - Respect levels that have proven themselves over time - Distinguish between noise (new levels) and structure (old levels) - Make decisions based on objective data, not fear or greed **3. Emotional Regulation** The proximity alerts serve as: - **Circuit breakers** - Forcing you to re-evaluate before dangerous zones - **Permission to act** - Giving you objective signals to exit without second-guessing - **Validation** - Confirming when you're in alignment with market structure ### 📝 Pre-Market Routine **Daily Setup Checklist:** 1. ✅ Identify the 3 nearest unmitigated highs above current price 2. ✅ Identify the 3 nearest unmitigated lows below current price 3. ✅ Note which are ancient (7+) - these are your "no-go" zones 4. ✅ Check the tunnel width (Δ in status row) - tight or wide? 5. ✅ Set alerts at the 1st high and 1st low for proximity warnings 6. ✅ Plan: "If we go up, I exit at ___. If we go down, I enter at ___." ### 🔄 Timeframe Confluence **Multi-Timeframe Strategy:** Run the indicator on **three instances**: - **15-minute** (short-term structure) - **1-hour** (intermediate structure) - **4-hour** (major structure) **Strong Setup**: When all three timeframes show unmitigated levels converging at the same price zone. **Example:** - 15m: Old low at 21,400 - 1H: Ancient low at 21,398 - 4H: Ancient low at 21,395 - **Result**: 21,395-21,400 is a monster support zone ### ⚠️ What This Indicator Doesn't Do **Not a Crystal Ball** - It doesn't predict where price will go - It shows you where price *hasn't been* and how long it's been avoided - The trading decisions are still yours **Not an Entry Signal Generator** - It provides context and structure - You need to combine it with your entry methodology (price action, indicators, order flow, etc.) **Not Foolproof** - Ancient levels get broken - Proximity alerts can trigger early in strong trends - The market doesn't "owe" you a reversal at any level --- ## Common Scenarios ### Scenario 1: "Level Cluster Ahead" **Situation**: You're long at 21,400. The table shows: - 1st High: 21,425 (2 sessions old) - 2nd High: 21,428 (3 sessions old) - 3rd High: 21,435 (6 sessions old) **Interpretation**: There's a resistance cluster just 25-35 points away. The 6-session-old level is particularly significant. **Action**: - Set first profit target at 21,420 (before the cluster) - Set second target at 21,426 (between 1st and 2nd) - Trail remaining position, but be ready to exit on rejection at 21,435 **Cave Diving Analogy**: You're approaching an overhead section with limited clearance. Lighten your load (reduce position) before entering. --- ### Scenario 2: "Ancient Level Approaches" **Situation**: The market is grinding higher. You see ⚠️ appear next to a 9-session-old high at 21,500. **Interpretation**: This level has survived over a week without being touched. Massive potential liquidity zone. **Action**: - If long, this is your absolute exit zone. Take profits before or at level. - If looking to short, wait for clear rejection (price taps and reverses) - Don't try to buy the breakout until it clearly breaks and retests **Cave Diving Analogy**: Your dive computer is beeping - you've reached your planned turn-back depth. No matter how interesting it looks ahead, honor your plan. --- ### Scenario 3: "Mitigated Levels Create New Structure" **Situation**: Price breaks and mitigates the 1st High. The previous 2nd High becomes the new 1st High. **Interpretation**: The structure just shifted. What was the 2nd level is now most relevant. **Action**: - Watch how price reacts to the newly-mitigated level - If it holds below (acts as resistance), bearish - If it reclaims and holds above (acts as support), bullish - The NEW 1st High is your next target/resistance **Cave Diving Analogy**: You've passed through a restriction - the cave layout ahead is different now. Update your mental map. --- ### Scenario 4: "Tight Tunnel, Upcoming Breakout" **Situation**: The Δ in the status row shows 3.25 points (very tight). Bands are converging. **Interpretation**: Price is consolidating between very close unmitigated levels. Breakout likely. **Action**: - Don't try to predict direction - Set alerts above 1st High and below 1st Low - When break occurs, trade the retest - Expect volatility - use wider stops **Cave Diving Analogy**: You're in a narrow passage. Movement will be sudden and directional once it starts. --- ### Scenario 5: "Imbalanced Structure" **Situation**: The statistics row shows "📊 22↑ / 7↓" **Interpretation**: There are many more unmitigated highs than lows. This suggests: - Price has been declining (hitting lows, leaving highs behind) - Potential bullish reversal zone (lots of overhead supply mitigated) - Or continued bearish structure (resistance everywhere above) **Action**: - Look at the age of those 22 highs - If mostly new (0-2 sessions): Just a recent downmove, not significant yet - If many old/ancient: Strong overhead resistance, be cautious on longs - Compare to price action: Is price respecting the remaining lows? **Cave Diving Analogy**: You've swam deeper than your starting point - most of your markers are above you now. Are you planning the ascent or going deeper? --- ## Final Thoughts: The Philosophy This indicator is built on a simple but powerful principle: **The market has memory, and that memory has weight.** Every unmitigated level represents: - Liquidity left behind - Orders waiting to be filled - Institutional interest potentially parked - Psychological significance for participants The longer a level remains unmitigated, the more "charged" it becomes. When price finally revisits it, something significant usually happens - either a strong reversal or a definitive break. Your job as a trader isn't to predict which outcome will occur. Your job is to: 1. **Recognize** when you're approaching these charged zones 2. **Respect** them by adjusting position size and risk 3. **React** appropriately based on how price behaves at them 4. **Remember** that ancient levels (like ancient wisdom) deserve extra reverence The Cave Diving Framework embedded in this indicator serves as a constant reminder: Trading, like cave diving, requires rigorous respect for environmental hazards, meticulous planning, and the discipline to turn back when your limits are reached. **Every proximity alert is the market asking you**: *"Do you really want to go deeper?"* Sometimes the answer is yes - when your setup, confluence, and risk management all align. Often, the answer should be no - and that's the trader avoiding the accident that would have happened to the gambler. --- ### 🎯 Quick Reference Card **Color System:** - 🟢 Bright colors = New (0-1 sessions) = Shallow water - 🟡 Medium colors = Medium (2-3 sessions) = Penetration depth - 🔴 Dark colors = Old (4-6 sessions) = Deep dive zone - 🟣 Deep dark colors = Ancient (7+ sessions) = Overhead environment **Symbols:** - ↑ ↑↑ ↑↑↑ ↑↑↑↑ ↑↑↑↑↑ = High levels (1st through 5th) - ↓ ↓↓ ↓↓↓ ↓↓↓↓ ↓↓↓↓↓ = Low levels (1st through 5th) - ⚠️ = Proximity alert (danger zone) - 🟢 = Bullish structure - 🔴 = Bearish structure - Δ = Tunnel width (distance between 1st high and 1st low) **Critical Rules:** 1. Never fight ancient levels (7+ sessions) 2. Respect proximity alerts (⚠️) 3. Scale out near old/ancient resistance 4. Wait for confluence when entering 5. Let mitigated levels prove their new role --- **Remember**: The indicator gives you structure. The trading edge comes from your discipline in respecting that structure. Trade safe, trade smart, and always know your exit before your entry. 🎯 --- *"You don't become your best self by denying your patterns. You become your best self by recognizing them, understanding them, and choosing differently." - Adapted from The Mountain Is You* In trading: You don't become profitable by ignoring market structure. You become profitable by recognizing it, understanding it, and choosing your entries accordingly.
Pine Script®指标
由DeLeBlanc提供
1
Intraday High Engulf 50% delta- RTH (CME) Intraday High Engulf 50%Δ - RTH (CME) Simple Introduction The Intraday High Engulf 50%Δ - RTH indicator is a session-based breakout tool designed specifically for CME futures traders during Regular Trading Hours. It automatically tracks when price makes new highs throughout the trading day and displays three key levels on your chart: the session high (red line), the associated low (green line), and the midpoint between them (blue line). Every morning at 9:30 AM Eastern Time, the indicator starts fresh and monitors price action until 4:00 PM. When price breaks above the current session high, the indicator updates all three lines and marks the breakout with a red circle. This gives you instant visual confirmation of upward momentum shifts. The 50% Delta label shows you exactly half the distance between the midpoint and low, which helps with setting realistic profit targets and managing risk. Think of it as having automatic resistance levels that adjust as the market moves higher throughout the day. This indicator works best for traders who focus on short-term upward breakouts in liquid futures markets like the E-mini S&P 500 or Nasdaq. It keeps your chart clean by only showing current session data and automatically resetting each new trading day. Whether you're scalping on 1-minute charts or swing trading on 15-minute timeframes, the indicator adapts to your style while maintaining precise session-based tracking. The visual cues make it easy to spot bullish breakout opportunities even on busy trading days. Use this alongside the Low Engulf version to track both upward and downward breakouts simultaneously, giving you a complete picture of intraday momentum shifts in both directions.
Pine Script®指标
由DeLeBlanc提供
Intraday Low Engulf 50% delta- RTH (CME) Intraday Low Engulf 50%Δ - RTH (CME) Simple Introduction The Intraday Low Engulf 50%Δ - RTH indicator is a session-based breakout tool designed specifically for CME futures traders during Regular Trading Hours. It automatically tracks when price makes new lows throughout the trading day and displays three key levels on your chart: the session low (green line), the associated high (red line), and the midpoint between them (blue line). Every morning at 9:30 AM Eastern Time, the indicator starts fresh and monitors price action until 4:00 PM. When price drops below the current session low, the indicator updates all three lines and marks the breakout with a green circle. This gives you instant visual confirmation of downward momentum shifts. The 50% Delta label shows you exactly half the distance between the high and midpoint, which helps with setting realistic profit targets and managing risk. Think of it as having automatic support levels that adjust as the market moves lower throughout the day. This indicator works best for traders who focus on short-term downward breakouts in liquid futures markets like the E-mini S&P 500 or Nasdaq. It keeps your chart clean by only showing current session data and automatically resetting each new trading day. Whether you're scalping on 1-minute charts or swing trading on 15-minute timeframes, the indicator adapts to your style while maintaining precise session-based tracking. The visual cues make it easy to spot breakout opportunities even on busy trading days.
Pine Script®指标
由DeLeBlanc提供
Multi-Timeframe High Low Marking LinesThis indicator automatically draws clean horizontal lines at the high and low of the previous 10 periods (adjustable) for four different timeframes simultaneously: Daily, Weekly, Monthly, and Quarterly. Perfect for marking key support/resistance levels across multiple timeframes on any chart. Key features: • Shows previous 10 highs and lows per timeframe (change to 5, 15, 20 etc. in settings) • Lines extend 20 bars to the right so they remain visible (adjustable) • Individual on/off switch for each timeframe • Clean blue lines, max 500 lines limit respected • Works perfectly on any chart timeframe (1-minute to monthly) • No repainting – lines only appear after the period has closed Use cases: Spot major daily/weekly/monthly support & resistance at a glance Trade breakouts and reversals with higher-timeframe confirmation Combine with your existing strategy (ICT, SMC, price action) Ideal for stocks, forex, crypto and futures Settings explained: Timeframe 1–4 → Choose any timeframe (D, W, M, 3M already preset) Show/Hide → Turn any timeframe on or off instantly Periods to show → How many previous highs/lows you want visible Extend lines → How far right each line continues (default 20 bars) Completely free to use. If you like it, please add to favorites and leave a comment – it helps other traders find it! Enjoy cleaner charts and stronger confluence. Happy trading!
Pine Script®指标
由varunpatel2355提供