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Institutional Levels (CNN) - [PhenLabs]📊Institutional Levels (Convolutional Neural Network-inspired) Version : PineScript™v6 📌Description The CNN-IL Institutional Levels indicator represents a breakthrough in automated zone detection technology, combining convolutional neural network principles with advanced statistical modeling. This sophisticated tool identifies high-probability institutional trading zones by analyzing pivot patterns, volume dynamics, and price behavior using machine learning algorithms. The indicator employs a proprietary 9-factor logistic regression model that calculates real-time reaction probabilities for each detected zone. By incorporating CNN-inspired filtering techniques and dynamic zone management, it provides traders with unprecedented accuracy in identifying where institutional money is likely to react to price action. 🚀Points of Innovation ● CNN-Inspired Pivot Analysis - Advanced binning system using convolutional neural network principles for superior pattern recognition ● Real-Time Probability Engine - Live reaction probability calculations using 9-factor logistic regression model ● Dynamic Zone Intelligence - Automatic zone merging using Intersection over Union (IoU) algorithms ● Volume-Weighted Scoring - Time-of-day volume Z-score analysis for enhanced zone strength assessment ● Adaptive Decay System - Intelligent zone lifecycle management based on touch frequency and recency ● Multi-Filter Architecture - Optional gradient, smoothing, and Difference of Gaussians (DoG) convolution filters 🔧Core Components ● Pivot Detection Engine - Advanced pivot identification with configurable left/right bars and ATR-normalized strength calculations ● Neural Network Binning - Price level clustering using CNN-inspired algorithms with ATR-based bin sizing ● Logistic Regression Model - 9-factor probability calculation including distance, width, volume, VWAP deviation, and trend analysis ● Zone Management System - Intelligent creation, merging, and decay algorithms for optimal zone lifecycle control ● Visualization Layer - Dynamic line drawing with opacity-based scoring and optional zone fills 🔥Key Features ● High-Probability Zone Detection - Automatically identifies institutional levels with reaction probabilities above configurable thresholds ● Real-Time Probability Scoring - Live calculation of zone reaction likelihood using advanced statistical modeling ● Session-Aware Analysis - Optional filtering to specific trading sessions for enhanced accuracy during active market hours ● Customizable Parameters - Full control over lookback periods, zone sensitivity, merge thresholds, and probability models ● Performance Optimized - Efficient processing with controlled update frequencies and pivot processing limits ● Non-Repainting Mode - Strict mode available for backtesting accuracy and live trading reliability 🎨Visualization ● Dynamic Zone Lines - Color-coded support and resistance levels with opacity reflecting zone strength and confidence scores ● Probability Labels - Real-time display of reaction probabilities, touch counts, and historical hit rates for active zones ● Zone Fills - Optional semi-transparent zone highlighting for enhanced visual clarity and immediate pattern recognition ● Adaptive Styling - Automatic color and opacity adjustments based on zone scoring and statistical significance 📖Usage Guidelines ● Lookback Bars - Default 500, Range 100-1000, Controls the historical data window for pivot analysis and zone calculation ● Pivot Left/Right - Default 3, Range 1-10, Defines the pivot detection sensitivity and confirmation requirements ● Bin Size ATR units - Default 0.25, Range 0.1-2.0, Controls price level clustering granularity for zone creation ● Base Zone Half-Width ATR units - Default 0.25, Range 0.1-1.0, Sets the minimum zone width in ATR units for institutional level boundaries ● Zone Merge IoU Threshold - Default 0.5, Range 0.1-0.9, Intersection over Union threshold for automatic zone merging algorithms ● Max Active Zones - Default 5, Range 3-20, Maximum number of zones displayed simultaneously to prevent chart clutter ● Probability Threshold for Labels - Default 0.6, Range 0.3-0.9, Minimum reaction probability required for zone label display and alerts ● Distance Weight w1 - Controls influence of price distance from zone center on reaction probability ● Width Weight w2 - Adjusts impact of zone width on probability calculations ● Volume Weight w3 - Modifies volume Z-score influence on zone strength assessment ● VWAP Weight w4 - Controls VWAP deviation impact on institutional level significance ● Touch Count Weight w5 - Adjusts influence of historical zone interactions on probability scoring ● Hit Rate Weight w6 - Controls prior success rate impact on future reaction likelihood predictions ● Wick Penetration Weight w7 - Modifies wick penetration analysis influence on probability calculations ● Trend Weight w8 - Adjusts trend context impact using ADX analysis for directional bias assessment ✅Best Use Cases ● Swing Trading Entries - Enter positions at high-probability institutional zones with 60%+ reaction scores ● Scalping Opportunities - Quick entries and exits around frequently tested institutional levels ● Risk Management - Use zones as dynamic stop-loss and take-profit levels based on institutional behavior ● Market Structure Analysis - Identify key institutional levels that define current market structure and sentiment ● Confluence Trading - Combine with other technical indicators for high-probability trade setups ● Session-Based Strategies - Focus analysis during high-volume sessions for maximum effectiveness ⚠️Limitations ● Historical Pattern Dependency - Algorithm effectiveness relies on historical patterns that may not repeat in changing market conditions ● Computational Intensity - Complex calculations may impact chart performance on lower-end devices or with multiple indicators ● Probability Estimates - Reaction probabilities are statistical estimates and do not guarantee actual market outcomes ● Session Sensitivity - Performance may vary significantly between different market sessions and volatility regimes ● Parameter Sensitivity - Results can be highly dependent on input parameters requiring optimization for different instruments 💡What Makes This Unique ● CNN Architecture - First indicator to apply convolutional neural network principles to institutional-level detection ● Real-Time ML Scoring - Live machine learning probability calculations for each zone interaction ● Advanced Zone Management - Sophisticated algorithms for zone lifecycle management and automatic optimization ● Statistical Rigor - Comprehensive 9-factor logistic regression model with extensive backtesting validation ● Performance Optimization - Efficient processing algorithms designed for real-time trading applications 🔬How It Works ● Multi-timeframe pivot identification - Uses configurable sensitivity parameters for advanced pivot detection ● ATR-normalized strength calculations - Standardizes pivot significance across different volatility regimes ● Volume Z-score integration - Enhanced pivot weighting based on time-of-day volume patterns ● Price level clustering - Neural network binning algorithms with ATR-based sizing for zone creation ● Recency decay applications - Weights recent pivots more heavily than historical data for relevance ● Statistical filtering - Eliminates low-significance price levels and reduces market noise ● Dynamic zone generation - Creates zones from statistically significant pivot clusters with minimum support thresholds ● IoU-based merging algorithms - Combines overlapping zones while maintaining accuracy using Intersection over Union ● Adaptive decay systems - Automatic removal of outdated or low-performing zones for optimal performance ● 9-factor logistic regression - Incorporates distance, width, volume, VWAP, touch history, and trend analysis ● Real-time scoring updates - Zone interaction calculations with configurable threshold filtering ● Optional CNN filters - Gradient detection, smoothing, and Difference of Gaussians processing for enhanced accuracy 💡Note This indicator represents advanced quantitative analysis and should be used by traders familiar with statistical modeling concepts. The probability scores are mathematical estimates based on historical patterns and should be combined with proper risk management and additional technical analysis for optimal trading decisions.
Pine Script®指标
由PhenLabs提供
AVGO Advanced Day Trading Strategy📈 Overview The AVGO Advanced Day Trading Strategy is a comprehensive, multi-timeframe trading system designed for active day traders seeking consistent performance with robust risk management. Originally optimized for AVGO (Broadcom), this strategy adapts well to other liquid stocks and can be customized for various trading styles. 🎯 Key Features Multiple Entry Methods EMA Crossover: Classic trend-following signals using fast (9) and medium (16) EMAs MACD + RSI Confluence: Momentum-based entries combining MACD crossovers with RSI positioning Price Momentum: Consecutive price action patterns with EMA and RSI confirmation Hybrid System: Advanced multi-trigger approach combining all methodologies Advanced Technical Arsenal When enabled, the strategy analyzes 8+ additional indicators for confluence: Volume Price Trend (VPT): Measures volume-weighted price momentum On-Balance Volume (OBV): Tracks cumulative volume flow Accumulation/Distribution Line: Identifies institutional money flow Williams %R: Momentum oscillator for entry timing Rate of Change Suite: Multi-timeframe momentum analysis (5, 14, 18 periods) Commodity Channel Index (CCI): Cyclical turning points Average Directional Index (ADX): Trend strength measurement Parabolic SAR: Dynamic support/resistance levels 🛡️ Risk Management System Position Sizing Risk-based position sizing (default 1% per trade) Maximum position limits (default 25% of equity) Daily loss limits with automatic position closure Multiple Profit Targets Target 1: 1.5% gain (50% position exit) Target 2: 2.5% gain (30% position exit) Target 3: 3.6% gain (20% position exit) Configurable exit percentages and target levels Stop Loss Protection ATR-based or percentage-based stop losses Optional trailing stops Dynamic stop adjustment based on market volatility 📊 Technical Specifications Primary Indicators EMAs: 9 (Fast), 16 (Medium), 50 (Long) VWAP: Volume-weighted average price filter RSI: 6-period momentum oscillator MACD: 8/13/5 configuration for faster signals Volume Confirmation Volume filter requiring 1.6x average volume 19-period volume moving average baseline Optional volume confirmation bypass Market Structure Analysis Bollinger Bands (20-period, 2.0 multiplier) Squeeze detection for breakout opportunities Fractal and pivot point analysis ⏰ Trading Hours & Filters Time Management Configurable trading hours (default: 9:30 AM - 3:30 PM EST) Weekend and holiday filtering Session-based trade management Market Condition Filters Trend alignment requirements VWAP positioning filters Volatility-based entry conditions 📱 Visual Features Information Dashboard Real-time display of: Current entry method and signals Bullish/bearish signal counts RSI and MACD status Trend direction and strength Position status and P&L Volume and time filter status Chart Visualization EMA plots with customizable colors Entry signal markers Target and stop level lines Background color coding for trends Optional Bollinger Bands and SAR display 🔔 Alert System Entry Alerts Customizable alerts for long and short entries Method-specific alert messages Signal confluence notifications Advanced Alerts Strong confluence threshold alerts Custom alert messages with signal counts Risk management alerts ⚙️ Customization Options Strategy Parameters Enable/disable long or short trades Adjustable risk parameters Multiple entry method selection Advanced indicator on/off toggle Visual Customization Color schemes for all indicators Dashboard position and size options Show/hide various chart elements Background color preferences 📋 Default Settings Initial Capital: $100,000 Commission: 0.1% Default Position Size: 10% of equity Risk Per Trade: 1.0% RSI Length: 6 periods MACD: 8/13/5 configuration Stop Loss: 1.1% or ATR-based 🎯 Best Use Cases Day Trading: Designed for intraday opportunities Swing Trading: Adaptable for longer-term positions Momentum Trading: Excellent for trending markets Risk-Conscious Trading: Built-in risk management protocols ⚠️ Important Notes Paper Trading Recommended: Test thoroughly before live trading Market Conditions: Performance varies with market volatility Customization: Adjust parameters based on your risk tolerance Educational Purpose: Use as a learning tool and customize for your needs 🏆 Performance Features Detailed performance metrics Trade-by-trade analysis capability Customizable risk/reward ratios Comprehensive backtesting support This strategy is for educational purposes. Past performance does not guarantee future results. Always practice proper risk management and consider your financial situation before trading.
Pine Script®策略
由r0b3rtcc提供
6
BOCS Adaptive🚀 BOCS Adaptive - Advanced Dynamic Volatility Breakout Channel System Enhanced version of AlgoAlpha's Smart Money Breakout Channels with adaptive ATR-based risk management for professional-grade trading signals. 📜 CREDITS & ATTRIBUTION: This indicator is based on the original "Smart Money Breakout Channels" by AlgoAlpha (). Full credit goes to AlgoAlpha for the innovative breakout channel detection methodology. This enhanced version adds adaptive ATR-based TP/SL functionality and advanced volume analysis features. 🔬 THE BOCS METHODOLOGY EXPLAINED: What is BOCS? BOCS (Breakout Channel System) is AlgoAlpha's sophisticated algorithm that identifies high-probability breakout opportunities by analyzing normalized price volatility patterns. Unlike traditional support/resistance methods, BOCS uses mathematical normalization to detect when markets are consolidating before explosive moves. 📊 HOW THE CHANNEL DETECTION WORKS (Original AlgoAlpha Method): Step 1: Price Normalization Calculates the highest high and lowest low over a specified period (default 100 bars) Normalizes current price position within this range: (close - lowest) / (highest - lowest) This creates a 0-1 scale that works across all markets and timeframes Step 2: Volatility Analysis Applies standard deviation to the normalized price over 14 periods Identifies volatility peaks and troughs using specialized algorithms Tracks volatility cycles to predict consolidation phases Step 3: Channel Formation Detects when volatility crosses from high to low (consolidation begins) Creates dynamic channels using the highest/lowest points during consolidation Channels automatically expand/contract based on price action Minimum 10-bar duration ensures meaningful consolidation patterns Step 4: Breakout Detection Strong Closes Mode: Requires >50% of candle body outside channel (reduces false signals from wicks) Any Touch Mode: Triggers on any price movement outside channel boundaries Volume confirmation analysis validates breakout strength 🆕 ENHANCED FEATURES (This Version): ⚡ Adaptive ATR Risk Management: Revolutionary Volatility-Based TP/SL System: Traditional fixed pip/tick stops don't account for changing market conditions. This enhanced version adds ATR (Average True Range) multipliers to create dynamic TP/SL levels that automatically adjust to current volatility. ATR Calculation Process: Select any timeframe for ATR source (1min, 5min, 15min, etc.) Uses customizable period length (default 14) for smoothing Calculates: TP Distance = ATR × Multiplier Updates continuously as market volatility changes Example Setup: Chart: 5-minute NQ futures ATR Source: 1-minute timeframe Current 1min ATR: 4.36 points TP1 Multiplier: 2.0 → TP1 = 8.72 points from entry TP2 Multiplier: 3.5 → TP2 = 15.26 points from entry SL Multiplier: 1.0 → SL = 4.36 points from entry 📈 ENHANCED VOLUME ANALYSIS SYSTEM: Three Advanced Volume Modes (Enhanced from Original): 1. Volume Mode: Displays total volume relative to 20-period moving average Visual transparency indicates volume strength Helps identify accumulation/distribution phases 2. Comparison Mode: Separates up volume (green) vs down volume (red) Shows buying vs selling pressure within channels Critical for breakout direction bias 3. Delta Mode: Calculates net volume delta (up volume - down volume) Positive delta = buying pressure (above midline) Negative delta = selling pressure (below midline) Uses multi-timeframe data for granular analysis 🎯 VOLUME CONFIRMATION ALGORITHM (Enhanced): Breakout Validation System: Compares breakout volume to 20-period average CONFIRMED: Volume >120% of average (strong breakout) WEAK: Volume 80-120% of average (proceed with caution) FAILED: Volume <80% of average (likely false breakout) Volume Gauge Feature (New): Real-time volume delta visualization Color-coded pressure indicator (red to green spectrum) Shows current positioning within high/low volume range Updates continuously during active channels 📊 COMPREHENSIVE TRADE MONITORING (Enhanced): Real-Time Analysis Table: Trade status and direction Channel formation status Current ATR value and timeframe Calculated TP/SL distances with multipliers Last breakout analysis with volume confirmation Current vs average volume comparison Volume strength rating (Very High/High/Normal/Low) 🔔 INTELLIGENT ALERT SYSTEM (Enhanced): Six Alert Types: New Channel Formation - Consolidation pattern detected Bullish Breakout - Upward channel break with entry price Bearish Breakout - Downward channel break with entry price Take Profit 1 Hit - First target reached (New) Take Profit 2 Hit - Second target reached (New) Stop Loss Hit - Risk management triggered (New) 🎨 VISUAL FEATURES (Enhanced): Channel Visualization (Original AlgoAlpha Design): Semi-transparent main channel box Colored upper/lower zones (red=resistance, green=support) Dashed center line for reference Volume bars within channels Real-time volume gauge (new) TP/SL Display (New Enhancement): White entry line with price label Green TP lines with distance calculations Red SL line with distance calculation Customizable line lengths and colors Shows both price levels AND point distances ⚙️ ADVANCED CUSTOMIZATION (Enhanced): Original AlgoAlpha Settings: Nested channels (multiple overlapping) or single channel mode Strong closes only vs any touch breakouts Normalization and detection lengths Volume analysis timeframe selection New ATR Risk Management Settings: Independent ATR timeframe selection Customizable ATR calculation period Separate multipliers for TP1, TP2, and SL Toggle TP2 on/off as needed Enhanced Display Options: Four table positions with offset controls Three table sizes (Small/Normal/Large) Volume text sizing and positioning Complete color customization Show/hide individual components 📈 OPTIMAL USE CASES: Scalping (1-5 minute charts): Use 1-minute ATR for responsive risk management Enable strong closes mode for cleaner signals Monitor volume confirmation closely Day Trading (5-30 minute charts): Use 5-minute ATR for balanced approach Enable nested channels for multiple setups Focus on volume delta for direction bias Swing Trading (1-4 hour charts): Use 15-30 minute ATR for stable levels Longer detection periods for significant channels Emphasize volume confirmation for major moves 📊 COMPATIBLE MARKETS: ✅ Forex pairs (EUR/USD, GBP/USD, USD/JPY, etc.) ✅ Stock indices (SPY, QQQ, IWM, DIA) ✅ Futures (ES, NQ, YM, RTY, CL, GC) ✅ Individual stocks (AAPL, TSLA, GOOGL, etc.) ✅ Cryptocurrencies (BTC, ETH, altcoins) ✅ Commodities (Gold, Silver, Oil, etc.) 🙏 ACKNOWLEDGMENTS: Special thanks to AlgoAlpha for creating the original Smart Money Breakout Channels indicator and sharing it with the TradingView community. Their innovative approach to breakout detection formed the foundation for this enhanced version. Please support the original creator by checking out their other excellent indicators. ⚠️ RISK DISCLAIMER: This indicator is designed for educational and analytical purposes only. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. The BOCS Adaptive system, while sophisticated, should be used as part of a comprehensive trading strategy that includes proper risk management, position sizing, and market analysis. Always conduct your own due diligence and consider consulting with a qualified financial advisor before making trading decisions. No system can guarantee profitable trades, and users should never risk more than they can afford to lose.
Pine Script®指标
由TradeManager_PRO提供
Andean Oscillator (Version 3.0 Sr.K)Andean Oscillator (Version 3.0 Sr.K) This indicator is a momentum-based oscillator that measures the balance between bullish and bearish pressure. 🔧 How it works: It calculates two adaptive envelopes around price and derives a "bullish" and "bearish" component. The oscillator value is simply Bull - Bear, showing which side dominates. A signal line (EMA of the oscillator) smooths the raw value. Optionally, ±1σ levels are plotted to highlight statistically strong moves. 📊 What you see: Histogram: Positive bars = bullish momentum, negative bars = bearish. Orange Line: Signal line (EMA) used to confirm or anticipate reversals. Zero Line: The equilibrium point. Crosses of this level signal a shift in market bias. Green / Red Triangles: Buy and sell signals, either when crossing zero or crossing the signal line (depending on selected mode). ⚡ Early Signal Mode: When enabled, signals trigger earlier — at the crossover between the oscillator and its signal line — allowing traders to enter potential reversals before a full zero-cross confirmation. ✅ Use cases: Identify momentum shifts before price reversals. Spot potential long/short setups with reduced lag. Combine with price action or support/resistance for confirmation. ⚠️ Note: This is a tool for discretionary/manual trading. It does not open or close trades automatically. Always confirm with your own analysis and risk management.
Pine Script®指标
由kiliantb提供
1
Smart Money LITE — Daily Sweep → HQ Signals (VWAP • FVG • CHoCH) 🔗 PRO VERSION (VWAP + FVG + CHoCH — full confirmations, all timeframes): chartedgepro.gumroad.com/l/rmnbhw Daily liquidity sweep → confluence signals with VWAP, FVG & CHoCH. Works on all timeframes & markets (Indices, Forex, Crypto). WHAT IT DOES Smart Money LITE+ highlights high-quality LONG/SHORT signals only after daily liquidity is swept (previous day high/low) with confluence from VWAP, FVG and structure (BOS/CHoCH). Works on all timeframes and across markets: indices, forex, crypto. KEY FEATURES (Lite) • Daily sweep logic (PDH/PDL) + previous day zones • VWAP + deviation bands (optional) and proximity filter • 3-bar FVG boxes (visual) with adjustable extension • ATR/volatility filter, optional HTF trend filter • Anti-spam cooldown, clean LONG/SHORT labels • Alerts: HQ LONG / HQ SHORT HOW TO USE 1. Wait for price to sweep PDH/PDL → indicator opens “signal window”. 2. Look for confluence: VWAP touch/proximity + CHoCH or BOS in direction. 3. Enter with proper risk management (stop beyond swing/zone, partials). SETTINGS TIPS • Enable “Require VWAP Confluence?” for strictest setups. • Use “HTF Trend Filter?” to align with higher-timeframe EMA trend. • Adjust “After sweep (bars)” to define signal validity window. • FVGs are visual in Lite — advanced filtering and confirmation are in Pro. WHO IT'S FOR Scalpers, intraday, and swing traders looking for objective, visual signals based on liquidity sweeps and VWAP/FVG confluence. PRO VERSION (full confirmations) Adds advanced FVG/iFVG logic, more confluence filters, dynamic risk tools and extended alert packages — optimized for all timeframes. 👉 chartedgepro.gumroad.com/l/rmnbhw NOTES • For educational purposes only. No financial advice. • “Lite” is open-source; redistribution of code follows TradingView rules.
Pine Script®指标
由ChartEdgePro提供
Pairs Trading Scanner [BackQuant]Pairs Trading Scanner What it is This scanner analyzes the relationship between your chart symbol and a chosen pair symbol in real time. It builds a normalized “spread” between them, tracks how tightly they move together (correlation), converts the spread into a Z-Score (how far from typical it is), and then prints clear LONG / SHORT / EXIT prompts plus an at-a-glance dashboard with the numbers that matter. Why pairs at all? Markets co-move. When two assets are statistically related, their relationship (the spread) tends to oscillate around a mean. Pairs trading doesn’t require calling overall market direction you trade the relative mispricing between two instruments. This scanner gives you a robust, visual way to find those dislocations, size their significance, and structure the trade. How it works (plain English) Step 1 Pick a partner: Select the Pair Symbol to compare against your chart symbol. The tool fetches synchronized prices for both. Step 2 Build a spread: Choose a Spread Method that defines “relative value” (e.g., Log Spread, Price Ratio, Return Difference, Price Difference). Each lens highlights a different flavor of divergence. Step 3 Validate relationship: A rolling Correlation checks if the pair is moving together enough to be tradable. If correlation is weak, the scanner stands down. Step 4 Standardize & score: The spread is normalized (mean & variability over a lookback) to form a Z-Score . Large absolute Z means “stretched,” small means “near fair.” Step 5 Signals: When the Z-Score crosses user-defined thresholds with sufficient correlation , entries print: LONG = long chart symbol / short pair symbol, SHORT = short chart symbol / long pair symbol, EXIT = mean reversion into the exit zone or correlation failure. Core concepts (the three pillars) Spread Method Your definition of “distance” between the two series. Guidance: Log Spread: Focuses on proportional differences; robust when prices live on different scales. Price Ratio: Classic relative value; good when you care about “X per Y.” Return Difference: Emphasizes recent performance gaps; nimble for momentum-to-mean plays. Price Difference: Straight subtraction; intuitive for similar-scale assets (e.g., two ETFs). Correlation A rolling score of co-movement. The scanner requires it to be above your Min Correlation before acting, so you’re not trading random divergence. Z-Score “How abnormal is today’s spread?” Positive = chart richer than pair; negative = cheaper. Thresholds define entries/exits with transparent, statistical context. What you’ll see on the chart Correlation plot (blue line) with a dashed Min Correlation guide. Above the line = green zone for signals; below = hands off. Z-Score plot (white line) with colored, dashed Entry bands and dotted Exit bands. Zero line for mean. Normalized spread (yellow) for a quick “shape read” of recent divergence swings. Signal markers : LONG (green label) when Z < –Entry and corr OK, SHORT (red label) when Z > +Entry and corr OK, EXIT (gray label) when Z returns inside the Exit band or correlation drops below the floor. Background tint for active state (faint green for long-spread stance, faint red for short-spread stance). The two built-in dashboards Statistics Table (top-right) Pair Symbol Your chosen partner. Correlation Live value vs. your minimum. Z-Score How stretched the spread is now. Current / Pair Prices Real-time anchors. Signal State NEUTRAL / LONG / SHORT. Price Ratio Context for ratio-style setups. Analysis Table (bottom-right) Avg Correlation Typical co-movement level over your window. Max |Z| The recent extremes of dislocation. Spread Volatility How “lively” the spread has been. Trade Signal A human-readable prompt (e.g., “LONG A / SHORT B” or “NO TRADE” / “LOW CORRELATION”). Risk Level LOW / MEDIUM / HIGH based on current stretch (absolute Z). Signals logic (plain English) Entry (LONG): The spread is unusually negative (chart cheaper vs pair) and correlation is healthy. Expect mean reversion upward in the spread: long chart, short pair. Entry (SHORT): The spread is unusually positive (chart richer vs pair) and correlation is healthy. Expect mean reversion downward in the spread: short chart, long pair. Exit: The spread relaxes back toward normal (inside your exit band), or correlation deteriorates (relationship no longer trusted). A quick, repeatable workflow 1) Choose your pair in context (same sector/theme or known macro link). Think: “Do these two plausibly co-move?” 2) Pick a spread lens that matches your narrative (ratio for relative value, returns for short-term performance gaps, etc.). 3) Confirm correlation is above your floor no corr, no trade. 4) Wait for a stretch (Z beyond Entry band) and a printed LONG / SHORT . 5) Manage to the mean (EXIT band) or correlation failure; let the scanners’ state/labels keep you honest. Settings that matter (and why) Spread Method Defines the “mispricing” you care about. Correlation Period Longer = steadier regime read, shorter = snappier to regime change. Z-Score Period The window that defines “normal” for the spread; it sets the yardstick. Use Percentage Returns Normalizes series when using return-based logic; keep on for mixed-scale assets. Entry / Exit Thresholds Set your stretch and your target reversion zone. Wider entries = rarer but stronger signals. Minimum Correlation The gatekeeper. Raising it favors quality over quantity. Choosing pairs (practical cheat sheet) Same family: two index ETFs, two oil-linked names, two gold miners, two L1 tokens. Hedge & proxy: stock vs. sector ETF, BTC vs. BTC index, WTI vs. energy ETF. Cross-venue or cross-listing: instruments that are functionally the same exposure but price differently intraday. Reading the cues like a pro Divergence shape: The yellow normalized spread helps you see rhythm fast spike and snap-back versus slow grind. Corr-first discipline: Don’t fight the “Min Correlation” line. Good pairs trading starts with a relationship you can trust. Exit humility: When Z re-centers, let the EXIT do its job. The edge is the journey to the mean, not overstaying it. Frequently asked (quick answers) “Long/Short means what exactly?” LONG = long the chart symbol and short the pair symbol. SHORT = short the chart symbol and long the pair symbol. “Do I need same price scales?” No. The spread methods normalize in different ways; choose the one that fits your use case (log/ratio are great for mixed scales). “What if correlation falls mid-trade?” The scanner will neutralize the state and print EXIT . Relationship first; trade second. Field notes & patterns Snap-back days: After a one-sided session, return-difference spreads often flag cleaner intraday mean reversions. Macro rotations: Ratio spreads shine during sector re-weights (e.g., value vs. growth ETFs); look for steady corr + elevated |Z|. Event bleed-through: If one symbol reacts to news and its partner lags, Z often flags a high-quality, short-horizon re-centering. Display controls at a glance Show Statistics Table Live state & key numbers, top-right. Show Analysis Table Context/risk read, bottom-right. Show Correlation / Spread / Z-Score Toggle the sub-charts you want visible. Show Entry/Exit Signals Turn markers on/off as needed. Coloring Adjust Long/Short/Neutral and correlation line colors to match your theme. Alerts (ready to route to your workflow) Pairs Long Entry Z falls through the long threshold with correlation above minimum. Pairs Short Entry Z rises through the short threshold with correlation above minimum. Pairs Trade Exit Z returns to neutral or the relationship fails your correlation floor. Correlation Breakdown Rolling correlation crosses your minimum; relationship caution. Final notes The scanner is designed to keep you systematic: require relationship (correlation), quantify dislocation (Z-Score), act when stretched, stand down when it normalizes or the relationship degrades. It’s a full, visual loop for relative-value trading that stays out of your way when it should and gets loud only when the numbers line up.
Pine Script®指标
由BackQuant提供
AI Agent XAU Scalper V1AI Agent XAU Scalper V1 is a custom indicator designed to help traders read the XAU/USD (Gold) market direction more quickly and clearly, especially on lower timeframes (M1–M15). This indicator provides automatic BUY/SELL signals along with a dynamic trail line that can be used as a guide for moving support and resistance levels. With a clean and informative display, it is suitable for day traders who need fast decision-making in the highly volatile gold market. 🎯 Key Features Automatic BUY/SELL signals with clear and easy-to-read labels. Dynamic trail line as a guide for support and resistance. Optional Heikin Ashi mode for smoother trend visualization. Alert system → supports TradingView notifications so traders never miss an entry. Optimized for XAU/USD scalping → works best on M1, M5, and M15 timeframes. ⚡ How to Use Add the indicator to the XAU/USD chart. Adjust the parameters as needed: ATR Period (default 10) Sensitivity (default 1.0) Heikin Ashi mode: optional Follow the signals: Green label = BUY Red label = SELL Trail line = dynamic support/resistance guide 📌 Notes This indicator is not a guaranteed profit tool. Always apply proper risk management and trading discipline. Recommended for scalping on lower timeframes, but can also be tested on higher timeframes depending on the trader’s style.
Pine Script®指标
由aiagentcommunity提供
1
VWAP + Range Breakout (Pre-Signal for Manual Entry)WHAT IT DOES This tool highlights potential breakout opportunities when price sweeps the previous day’s high or low and aligns with VWAP and short-term range levels. It provides both pre-signals (early warnings) and confirmed signals (breakout closed) so traders can prepare before momentum accelerates. Works on all timeframes and across markets (indices, forex, crypto). Especially useful during active London and New York sessions. --- KEY FEATURES Daily sweep logic: previous day high/low as liquidity reference VWAP with cumulative calculation Adjustable range breakout levels Optional SMA trend filter Session filter (London / NY trading hours) Pre-Signal markers (early alert before breakout) Confirmed LONG/SHORT signals after breakout close Alerts for Pre-Long, Pre-Short, and Confirmed entries --- HOW TO USE 1. Wait for price to sweep the previous day high/low. 2. Look for alignment with VWAP and the defined range breakout levels. 3. Use trend/session filters for higher accuracy. 4. Combine with your own risk management rules. --- SETTINGS TIPS Adjust range lookback for different timeframes (shorter for fast intraday, longer for higher timeframes). Enable/disable session filters depending on your market. Use SMA trend filter to stay aligned with higher-timeframe bias. --- WHO IT’S FOR Scalpers, intraday, and swing traders who want early signals when liquidity is taken and price is preparing for a breakout. --- NOTES For educational purposes only. No financial advice. This script is open-source; redistribution follows TradingView rules.
Pine Script®指标
由ChartEdgePro提供
1
Jaxon007 Trend Cloud StrategyThe Jaxon007 Trend Cloud Strategy is a trend-following trading system that combines custom moving averages with ATR-based volatility zones to generate high-quality entries and exits. It is designed for traders who want to visualize trend strength and participate in retests during strong directional moves. 🔍 How It Works: Trend Direction is determined by comparing a fast and slow moving average. The selected moving average is adjusted using the Average True Range (ATR) to create dynamic volatility bands. When price crosses above the adjusted band in an uptrend, it triggers a long entry. When price crosses below the band in a downtrend, it triggers a short entry. Exits occur when the trend reverses or when price crosses the band in the opposite direction. ⚙ Customizable Parameters: MA Length – base moving average period. MA Type – choose from SMA, EMA, SMMA (RMA), WMA, or VWMA. ATR Length – fixed at 200 (can be made adjustable if needed). Cloud Colors – customizable for uptrend and downtrend visuals. Visual Features: Trend Cloud formed between the base MA and ATR-adjusted band. Buy/Sell Labels appear at valid entry points. Clear color-coded lines for quick trend recognition.
Pine Script®策略
由Jaxon007提供
NY Anchored VWAP and Auto SMAThis NY Anchored VWAP and Auto SMA script is a powerful combination of two of the most popular technical indicators, designed to help you identify the intraday trend and potential shifts in market momentum. It stands out by automatically adjusting to current volatility, providing more adaptive and reliable signals than standard moving averages. How It Works This script combines a New York session-anchored VWAP with a dynamic Simple Moving Average (SMA) that automatically adjusts its length based on market volatility. New York Anchored VWAP: The VWAP (Volume-Weighted Average Price) resets at the beginning of the New York trading session. This allows it to accurately track the average price paid by traders for the day, providing a key benchmark for identifying whether the price is trading at a premium or a discount relative to the volume-driven trend. The color of the VWAP line itself changes to indicate its slope: green for an upward trend and red for a downward trend. Auto SMA: The script calculates a Simple Moving Average (SMA) but with a twist. It uses the Average True Range (ATR) to measure market volatility. When volatility is high, the SMA's lookback period automatically shortens to make it more responsive to price changes. Conversely, when volatility is low, the lookback period lengthens to smooth out the data and reduce noise. This dynamic adjustment helps the SMA stay relevant in all market conditions. Key Features Adaptive Lookback: The Auto SMA dynamically adjusts to market volatility, providing more responsive signals during volatile periods and smoother, more reliable signals during calm periods. Color-Coded VWAP: The VWAP line changes color to instantly show the direction of the trend, making it easy to see at a glance if the average price is rising or falling. Automated Alerts: The script provides automated alerts for when the VWAP crosses above or below the Auto SMA, signaling potential bullish or bearish momentum shifts. Customizable Settings: You can hide the VWAP on daily or higher timeframes and change the source for the VWAP calculation to suit your specific trading style. This tool is perfect for intraday and swing traders who want a more intelligent and adaptive way to measure trend direction and identify potential trading opportunities.
Pine Script®指标
由immediatePerso44773提供
Irrationality Index by CRYPTO_ADA_BTC"The market can be irrational longer than you can stay solvent" ~ John Maynard Keynes This indicator, the Irrationality Index, measures how far the current market price has deviated from a smoothed estimate of its "fair value," normalized for recent volatility. It provides traders with a visual sense of when the market may be behaving irrationally, without giving direct buy or sell signals. How it works: 1. Fair Value Calculation The indicator estimates a "fair value" for the asset using a combination of a long-term EMA (exponential moving average) and a linear regression trend over a configurable period. This fair value serves as a smoothed baseline for price, balancing trend-following and mean-reversion. 2. Volatility-Adjusted Z-Score The deviation between price and fair value is measured in standard deviations of recent log returns: Z = (log(price) - log(fairValue)) / volatility This standardization accounts for different volatility environments, allowing comparison across assets. 3. Irrationality Score (0–100) The Z-score is transformed using a logistic mapping into a 0–100 scale: - 50 → price near fair value (rational zone) - >75 → high irrationality, price stretched above fair value - >90 → extreme irrationality, unsustainable extremes - <25 → high irrationality, price stretched below fair value - <10 → extreme bearish irrationality 4. Price vs Fair Value (% deviation) The indicator plots the percentage difference between price and fair value: pctDiff = (price - fairValue) / fairValue * 100 - Positive values → Percentage above fair value (optimistic / overvalued) - Negative values → Percentage below fair value (pessimistic / undervalued) Visuals: - Irrationality (%) Line (0–100) shows irrationality level. - Background Colors: Yellow= high bullish irrationality, Green= extreme bullish irrationality, Orange= high bearish irrationality, Red= extreme bearish irrationality. - Price - FairValue (%) plot: price deviation vs fair value (%), Colored green above 0 and red below 0. - Label: display actual price, estimated fair value, and Z-score for the latest bar. - Alerts: configurable thresholds for high and extreme irrationality. How to read it: - 50 → Market trading near fair value. - >75 / >90 → Price may be irrationally high; risk of pullback increases. - <25 / <10 → Price may be irrationally low; potential rebound zones, but trends can continue. - Price - FairValue (%) plot → visual guide for % price stretch relative to fair value. Notes / Warnings: - Measures relative deviation, not fundamental value! - High irrationality scores do not automatically indicate trades; markets can remain can be irrational longer than you can stay solvent . - Best used with other tools: momentum, volume, divergence, and multi-timeframe analysis.
Pine Script®指标
由CRYPTO_ADA_BTC提供
Japan Yen Carry Trade to Risk Ratio Sharpe Ratio By UncleBFMStep-by-Step Calculation in the ScriptFetch Rates:Pulls rates dynamically using request.security() from user-specified symbols (e.g., TVC:JP10Y for yen, TVC:US10Y for target). If unavailable (NA), uses fallback inputs (e.g., 0.25% for yen, 4.50% for target). Converts rates to decimals: (target_rate - yen_rate) / 100. Calculate Carry:Carry = (Target Rate - Yen Rate) / 100 Example: If US 10Y yield is 4.50% and Japan 10Y is 0.25%, carry = (4.50 - 0.25) / 100 = 0.0425 (4.25% annual yield). Calculate Daily Log Returns:Log Returns = ln(Close / Close ), where Close is the current price of the pair (e.g., USDJPY) and Close is the previous day's price. This measures daily percentage changes in a way suitable for volatility calculations. Calculate Annualized Volatility:Volatility = Standard Deviation of Log Returns over a lookback period (default 63 days, ~3 months) × √252. Example: If the standard deviation of USDJPY log returns is 0.005 (0.5% daily), annualized volatility = 0.005 × √252 ≈ 0.0794 (7.94%). Compute the Ratio:Ratio = Carry / Volatility Example: Using above, 0.0425 / 0.0794 ≈ 0.535. If volatility is zero, the ratio is set to NA to avoid division errors. Plot:Plots the ratio as a line, with optional thresholds (e.g., 0.2 for "high attractiveness") to guide interpretation. NotesDynamic Rates: Using bond yields (e.g., TVC:JP10Y) or policy rates (e.g., ECONOMICS:JPINTR) makes the indicator responsive to historical and current rate changes, unlike static inputs. Context: BIS reports use similar ratios to assess carry trade viability. For USDJPY in 2025, with Fed rates around 4.5% and BoJ at 0.25–0.5%, the carry is positive but sensitive to volatility spikes (e.g., during 2024 unwind events). Usage: Apply to a yen pair chart (e.g., USDJPY, AUDJPY). Adjust symbols for the target currency (e.g., TVC:AU10Y for AUD). The ratio helps compare carry trade profitability across pairs or over time.
Pine Script®指标
由bitcoinfundmgr提供
Slingshot TrendSlingshot Trend Indicator Guide What it does: This TradingView indicator identifies bullish "slingshot" momentum in uptrends. It uses stacked EMAs (21/34/55/89) and a higher-timeframe 89 EMA to confirm trends, then flags the first price breakout above a 4-period EMA of highs (after 3 bars below) as an entry signal. Key signals: ☑️Entry trigger: Orange shape below bar + yellow entry line/label (at close price) when first slingshot fires in a bullish trend. Bars turn teal. ☑️Target: Green dashed line/label (entry + avg past ATR multiple × 14-period ATR). ☑️Exit: When trend ends (EMAs unstack or price drops below higher-TF 89 EMA); lines vanish. Dashboard (bottom-right, if enabled): ☑️ATRx: Avg move size (in ATR multiples) for targets. ☑️Win%: % of past targets hit. ☑️AvgTTH: Avg days to target hit. Tips: Use on higher timeframes (e.g., 1H+). Alert fires on trigger for notifications. Backtest on your assets—win rate tracks historical hits.
Pine Script®指标
由adonilopez提供
FlowSpike ES — BB • RSI • VWAP + AVWAP + News MuteThis indicator is purpose-built for E-mini S&P 500 (ES) futures traders, combining volatility bands, momentum filters, and session-anchored levels into a streamlined tool for intraday execution. Key Features: • ES-Tuned Presets Automatically optimized settings for scalping (1–2m), daytrading (5m), and swing trading (15–60m) timeframes. • Bollinger Band & RSI Signals Entry signals trigger only at statistically significant extremes, with RSI filters to reduce false moves. • VWAP & Anchored VWAPs Session VWAP plus anchored VWAPs (RTH open, weekly, monthly, and custom) provide high-confidence reference levels used by professional order-flow traders. • Volatility Filter (ATR in ticks) Ensures signals are only shown when the ES is moving enough to offer tradable edges. • News-Time Mute Suppresses signals around scheduled economic releases (customizable windows in ET), helping traders avoid whipsaw conditions. • Clean Alerts Long/short alerts are generated only when all conditions align, with optional bar-close confirmation. Why It’s Tailored for ES Futures: • Designed around ES tick size (0.25) and volatility structure. • Session settings respect RTH hours (09:30–16:00 ET), the period where most liquidity and institutional flows concentrate. • ATR thresholds and RSI bands are pre-tuned for ES market behavior, reducing the need for manual optimization. ⸻ This is not a generic indicator—it’s a futures-focused tool created to align with the way ES trades day after day. Whether you scalp the open, manage intraday swings, or align to weekly/monthly anchored flows, FlowSpike ES gives you a clear, rules-based signal framework.
Pine Script®指标
由TheFuturesPlaybook提供
SMC BOS - Structure Breaks & Median Continuation ProjectionsThis tool shows what usually happens after a Break of Structure (BOS). It scans past BOS events on your chart, finds the ones most similar to the latest break (using ATR to filter by volatility), and then plots the median continuation path. Optional percentile bands (P10–P90) display the possible range of outcomes around the median. Key features: • Automatic detection of bullish and bearish BOS events • Library of past BOS with adjustable size and spacing • ATR-based similarity and recency weighting • Median continuation projections with optional percentile bands • Customizable colors, signals, and stats table • Works on any market and timeframe Use cases: • See how price typically behaves after a BOS • Support SMC analysis with data-driven projections • Improve trade planning by visualizing likely continuations • Apply across crypto, forex, stocks, and futures Originality: Instead of only marking BOS, this script learns from history and projects forward the median path of the most similar past cases, adjusted for volatility. It turns BOS signals into practical continuation scenarios. Instructions: Add the indicator to your chart. When a BOS is detected, the projection is drawn automatically. Use the settings to adjust the library, ATR weighting, projection style, percentile bands, and the display of signals or stats. For questions or customization, contact Julien Eche (Julien_Eche) on TradingView.
Pine Script®指标
由Julien_Eche提供
6
Dynamic Stop Loss Optimizer [BackQuant]Dynamic Stop Loss Optimizer Overview Stop placement decides expectancy. This tool gives you three professional-grade, adaptive stop engines, ATR, Volatility, and Hybrid. So your exits scale with current conditions instead of guessing fixed ticks. It trails intelligently, redraws as the market evolves, and annotates the chart with clean labels/lines and a compact stats table. Pick the engine that fits the trade, or switch on the fly. What it does Calculates three adaptive stops in real time (ATR-based, Volatility-based, and Hybrid) and keeps them trailed as price makes progress. Shows exactly where your risk lives with on-chart levels, color-coded markers (long/short), and precise “Risk %” labels at the current bar. Surfaces context you actually use - current ATR, daily volatility, selected method, and the live stop level—in a tidy, movable table. Fires alerts on stop hits so you can automate exits or journal outcomes without staring at the screen. Why it matters Adaptive risk control: Stops expand in fast tape and tighten in quiet tape. You’re not punished for volatility; you’re aligned with it. Consistency across assets: The same playbook works whether you’re trading indexes, FX, crypto, or equities, because the engine normalizes to each symbol’s behavior. Cleaner decision-making: One chart shows your entry idea and its invalidation in the same breath. If price trespasses, you know it instantly. The three methods (choose your engine) 1) ATR Based “Structure-aware” distance This classic approach keys off Average True Range to set a stop just beyond typical bar-to-bar excursion. It adapts smoothly to changing ranges and respects swing structure. Use when: you want a steady, intuitive buffer that tracks trend legs without hugging price. See it in action: 2) Volatility Based “Behavior-aware” distance This engine derives stop distance from current return volatility (annualized, then scaled back down to the session). It reacts to regime shifts quickly and normalizes risk across symbols with very different prices. Use when: you want the stop to breathe with realized volatility and respond faster to heat-ups/cool-downs. See it in action: 3) Hybrid “Best of both worlds” The Hybrid blends the ATR and Volatility distances into one consensus level, then trails it intelligently. You get the structural common sense of ATR and the regime sensitivity of Vol. Use when: you want robust, all-weather behavior without micromanaging inputs. See it in action: How it trails Longs: The stop ratchets up with favorable movement and holds its ground on shallow pullbacks. If price closes back into the risk zone, the level refreshes to the newest valid distance. Shorts: Mirror logic ratchets down with trend, resists noise, and refreshes if price reclaims the zone. Hybrid trailing: Uses the blended distance and the same “no give-backs” principle to keep gains protected as structure builds. Reading the chart Markers: Circles = ATR stops, Crosses = Vol stops, Diamonds = Hybrid. Colors indicate long (red level under price) vs short (green level above price). Lines: The latest active stop is extended with a dashed line so you can see it at a glance. Labels: “Long SL / Short SL” shows the exact price and current risk % from the last close no math required. Table: ATR value, Daily Vol %, your chosen Method, the Current SL, and Risk %—all in one compact block that you can pin top-left/right/center. Quick workflow Define the idea: Long or Short, and which engine fits the tape (ATR, Vol, or Hybrid). Place and trail: Let the optimizer print the level; trail automatically as the move develops. Manage outcomes: If the line is tagged, you’re out clean. If it holds, you’ve contained heat while giving the trade room to work. Inputs you’ll actually touch Calculation Settings ATR Length / Multiplier: Controls the “structural” cushion. Volatility Length / Multiplier: Controls the “behavioral” cushion. Trading Days: 252 or 365 to keep the volatility math aligned with the asset’s trading calendar. Stop Loss Method ATR Based | Volatility Based | Hybrid : Switch engines instantly to fit the trade. Position Type Long | Short | Both : Show only what you need for the current strategy. Visual Settings Show ATR / Vol / Hybrid Stops: Toggle families on/off. Show Labels: Print price + Risk % at the live stop. Table Position: Park the metrics where you like. Coloring Long/Short/Hybrid colors: Set a palette that matches your theme and stands out on your background. Practical patterns to watch Trend-pullback continuation: The stop ratchets behind higher lows (long) or lower highs (short). If price tests the level and rejects, that’s your risk-defined continuation cue. Break-and-run: After a clean break, the Hybrid will usually sit slightly wider than pure Vol, use it to avoid getting shaken on the first retest. Range compression: When the ATR and Vol distances converge, the table will show small Risk %. That’s your green light to size up with the same dollar risk, or keep it conservative if you expect expansion. Alerts Long Stop Loss Hit : Notifies when price crosses below the live long stop. Short Stop Loss Hit : Notifies when price crosses above the live short stop. Why this feels “set-and-serious” You get a single look that answers three questions in real time: “Where’s my line in the sand?”, “How much heat am I taking right now?”, and “Is this distance appropriate for current conditions?” With ATR, Vol, and Hybrid in one tool, you can run the exact same playbook across symbols and regimes while keeping your chart clean and your risk explicit.
Pine Script®指标
由BackQuant提供
DashBoard 2.3.1📌 Indicator Name: DashBoard 2.3 – Smart Visual Market Overlay 📋 Description: DashBoard 2.3 is a clean, efficient, and highly informative market overlay, designed to give you real-time context directly on your chart — without distractions. Whether you're swing trading or investing long-term, this tool keeps critical market data at your fingertips. 🔍 Key Features: Symbol + Timeframe + Market Cap Shows the current ticker and timeframe, optionally with real-time market cap. ATR 14 with Volatility Signal Displays ATR with color-coded risk levels: 🟢 Low 🟡 Moderate 🔴 High ⚫️ Extreme You can choose between Daily ATR or timeframe-based ATR (auto-adjusted to chart resolution). Adaptive Labeling The ATR label updates to reflect the resolution: ATR 14d (daily) ATR 14W (weekly) ATR 14H (hourly), etc. Moving Average Tracker Instantly shows whether price is above or below your selected moving average (e.g., 150 MA), with green/red indication. Earnings Countdown Clearly shows how many days remain until the next earnings report. Industry & Sector Info (optional) Useful for thematic or sector-based trading strategies. Fully Customizable UI Choose positioning, padding, font size, and which data to show. Designed for minimalism and clarity. ✅ Smart Logic: Color dots appear only in relevant conditions (e.g., ATR color signals shown only on daily when enabled). ATR display automatically reflects your time frame, if selected. Clean chart integration – the overlay sits quietly in a corner, enhancing your analysis without intruding. 🧠 Ideal for: Swing traders, position traders, and investors who want fast, high-impact insights directly from the chart. Anyone looking for a compact, beautiful, and informative dashboard while they trade.
Pine Script®指标
由AdiPlaut提供