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deKoder | VWAP | Volume Weighted Average PriceAn advanced, open-source Volume Weighted Average Price indicator with multi-period anchoring, standard deviation bands, previous period value area extension, comprehensive alerts, and enhanced visual context. This script is a significant upgrade over standard VWAP implementations (including TradingView's built-in VWAP (the basis for this script) and typical community versions). It is designed for experienced intraday, swing, and positional traders who require precise, context-aware mean reference levels with minimal chart clutter. Key Features & Trading Value 1 | Previous Period Value Area Extension Automatically extends the prior anchor period's VWAP and ±1σ bands into the current period as reference lines. Optional translucent fill between the previous ±1σ bands creates a clear "previous value area" zone. Why it matters : The edges of the prior period's value area often act as dynamic support/resistance or mean reversion zones. This visual persistence eliminates manual drawing and provides immediate context for reactions at prior fair value zones. These are especially powerful on intraday charts when using Daily/Weekly/Quarterly anchors. 2 | Comprehensive Approach Alerts Configurable proximity-based alerts trigger when price approaches (from either side) any plotted level: current VWAP, all six deviation bands (±1σ, ±2σ, ±3σ), and previous period VWAP/±1σ value area. Adjustable trigger percentage and minimum bar cooldown prevent alert spam during consolidation. Why it matters : Enables hands-off monitoring of potential mean reversion setups, deviation extremes, or breakout/rejection candidates without constant screen watching. 3 | Additional Professional-Grade Enhancements Flexible Anchor Periods : Daily, Weekly, Monthly, Quarterly (default), Yearly, Decade, Century, plus event-based resets (Earnings, Dividends, Splits). Intelligent Visibility Controls : Hide entire indicator on selected higher timeframes (1H and above). Dynamic distance filter removes off-screen levels (based on % from price). Limit plotting to last X bars for performance and clarity. Real-Time Info Table : Displays current anchor, timeframe, and rounded live values for VWAP and all bands, enabling fast access to precise level values for order placement. Fully customisable position, text size, font (monospace option), and price level decimal rounding. Right-Side Labels with Tooltips : Clean, minimal labels at current levels with hover tooltips allow you to quickly identify the level without cluttering the chart. Customizable Styling : Independently adjustable colours for VWAP and each deviation band pair. Offset support for forward/backward shifting. Recommended Use Cases Intraday Scalping/Mean Reversion : 5m–15m charts with Daily anchor + previous value area as primary reference. Swing Entries : Higher timeframes (1H–4H) using Weekly or Quarterly VWAP for bias, with previous quarter's value area as major confluence. Deviation Trading : Watch for price interaction with ±2σ/±3σ bands combined with approach alerts for potential exhaustion. Institutional Benchmarking : Quarterly/Yearly anchors approximate common institutional VWAP reset periods. Additional Notes Source fixed to hlc3 (industry standard for VWAP). Enjoy cleaner, more contextual VWAP analysis. | | deKoder | | Released December 2025 | Open Source // IF THIS FREE(!) VWAP SCRIPT — OR ANY OF ITS FRIENDS — HAS HELPED YOU BANK SOME COINS... // A COFFEE, LUNCH, OR A FEW SATS GOES A LONG WAY TOWARDS KEEPING THE LIGHTS ON // COFFEE KEEPS THE PINE FLOWING 😉❤️ | FR33FA11 // SOL: 2N8HWPAHSC7Z8SLyneMrZp234UAP9HCtQX7wNXw7LKQC // ETH: 0xE770D254DC579d1db7bA2fe74376b7009527356B // BTC: bc1qd8j3awht5yrjtnvt5dagxldzhaesc83sftype3 // POLYGON: 0xE770D254DC579d1db7bA2fe74376b7009527356B // HYPE: 0xE770D254DC579d1db7bA2fe74376b7009527356B
Pine Script®指标
由FR33FA11提供
Volume Edge Pro[wjdtks255]Volume Edge Pro: Indicator Description Volume Edge Pro is an advanced volume analysis tool designed to identify institutional accumulation and significant supply levels. Unlike standard volume bars, this indicator categorizes trading volume into four distinct types based on price action and historical comparisons, helping traders spot high-probability breakout opportunities. Key Components: Blue Bars (PPV - Pocket Pivot Volume): Indicates institutional accumulation. It appears when up-day volume exceeds the highest down-day volume of the last 10 trading sessions. Green Bars (RGV - Recent Green Volume): Represents strong buying pressure where up-day volume is higher than the 50-period moving average. Red Bars (RRV - Recent Red Volume): Signifies heavy supply or selling pressure where down-day volume is higher than the 50-period moving average. Grey Bars: Represents standard market volume without significant institutional involvement. Trading Strategy (How to Trade) 1. Identifying Accumulation (The Base) Look for multiple Blue Bars (PPV) during a consolidation phase or within a "base." This suggests that "Smart Money" is quietly accumulating shares without significantly driving up the price yet. 2. The Buy Signal The ideal entry point is when the price breaks out of a consolidation resistance level, especially when the breakout is confirmed by a Blue (PPV) or Green (RGV) bar. The presence of PPV signals within the base increases the reliability of the breakout. 3. Overcoming Supply (The RRV Rule) When a Red Bar (RRV) appears, it marks a level of "unconsumed supply." Treat the high of the RRV candle as a resistance level. A bullish reversal or continuation is confirmed only when the price reclaims the high of the RRV day or when subsequent PPVs/RGVs overwhelm the previous selling volume. 4. Risk Management If a massive Red Bar (RRV) appears after a long uptrend and the price breaks below the prior support, it may indicate institutional distribution (selling), signaling a time to exit or tighten stop-losses.
Pine Script®指标
由wjdtks255提供
Buy / Sell Volume HeaderBuy / Sell Volume Header Description - Buy / Sell Volume Header displays real-time buying and selling volume with percentages in a clean dashboard at the top or bottom of your chart. The indicator calculates buying pressure as volume weighted toward the close relative to the bar's range, and selling pressure as volume weighted toward the high. - Perfect for day traders and scalpers who need instant visual confirmation of buying vs selling pressure without cluttering their chart with additional panes. Key Features: - Real-time buy/sell volume split with percentages - Customizable lookback period (1 bar for current, or sum multiple bars) - Adjustable table position (top/bottom, left/center/right) - Five size options (Tiny to Huge) - Color-coded: Green (buying volume), Red (selling volume) - Clean, minimal design that doesn't obstruct price action Calculation Method: - Buying Volume = Total Volume × (Close - Low) / (High - Low) - Selling Volume = Total Volume × (High - Close) / (High - Low) How to Use: - Select header location (default: Top Right) and table size (default: Normal). Set lookback period to 1 for current bar only, or higher values to see cumulative volume over multiple bars. Reading the Display: - Green Box (Left): Buying volume and percentage of total - Red Box (Right): Selling volume and percentage of total - Numbers update in real-time on every tick Trading Applications: - Trend Confirmation: - In uptrends, buying volume should consistently be >60%. - In downtrends, selling volume should be >60%. Divergences warn of potential reversals. Breakout Validation: - Valid breakouts show 70%+ volume in breakout direction. - Breakouts with <55% directional volume often fail. Reversal Signals: - When price makes new high but buying volume drops below 50%, watch for reversal. When price makes new low but selling volume drops below 50%, watch for bounce. Scalping Entry: - Enter long when buying volume spikes above 65-70% with price momentum. Enter short when selling volume spikes above 65-70% with price momentum. Best Practices: - Use lookback=1 for intraday scalping. Use lookback=3-5 for swing context. Combine with price action for confirmation. Volume percentages work best on liquid instruments (MNQ, MES, stocks with high volume). NPR21 Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView.
Pine Script®指标
由NPR21提供
SNIPER Trend Continuation V1TC SNIPER (Trend Continuation) ### When to Use - Market is **OUT OF BALANCE** (trending, momentum) - Clear **displacement** away from prior value - **New York session** (AVOID London open fakeouts!) - Strong directional moves with follow-through ### The Setup Sequence ``` 1. IMPULSE DETECTED └── Strong directional move (2× ATR+) └── Multiple momentum bars └── Price above/below fast EMA 2. LVN ZONE IDENTIFIED └── 23.6% - 61.8% Fibonacci retracement └── Low volume pullback area 3. PRICE PULLS BACK TO LVN └── Retraces into the zone └── Volume decreases (exhaustion) 4. AGGRESSION CONFIRMATION └── Entry candle in trend direction └── Volume spikes (1.3×+ average) └── Fat body, minimal adverse wick └── EMA alignment confirms trend 5. ENTRY → TARGET: PREV POC ```
Pine Script®指标
由alexandrodisla提供
SNIPER Mean Reversion V1MR SNIPER (Mean Reversion) ### When to Use - Market is **IN BALANCE** (ranging, consolidating) - Price **breaks out but FAILS** to hold - **London session** or compressed summer conditions - Failed breakouts returning to value ### The Setup Sequence ``` 1. BALANCE DETECTED └── Price rotating around POC 2. BREAKOUT ATTEMPT └── Price pushes beyond Value Area 3. FAILURE + RECLAIM ← KEY MOMENT └── Price comes BACK inside balance └── DO NOT trade first move back! 4. PULLBACK INTO LVN └── Wait for pullback after reclaim 5. AGGRESSION CONFIRMATION └── Entry candle shows buy/sell pressure └── Volume elevated (1.2×+ average) └── Fat body (60%+ of range) 6. ENTRY → TARGET: POC ``` ### Signal Labels - **MR↑** = Mean Reversion Long (failed breakdown) - **MR↓** = Mean Reversion Short (failed breakout) - **S/A/B** = Signal quality tier ### Risk Management - **Stop**: Below recent low (long) / Above recent high (short) - **Target**: POC (center of value) - **Risk**: 0.25-0.5% per trade
Pine Script®指标
由alexandrodisla提供
Delta Volume EMA Strategy ================================================================================ DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with instruments that have a centralized data flow, such as Futures contracts. Centralized markets provide more accurate and reliable volume data, which is essential for Volume Delta analysis to work effectively. Why Futures? 🎯 - Centralized exchange = Accurate volume data - All trades flow through a single exchange - Volume reflects true buying/selling pressure - Better correlation between volume and price movements While the strategy can work with other instruments (stocks, forex, etc.), volume data quality may vary, which can affect the reliability of Volume Delta signals. For optimal performance, use Futures contracts or other instruments with centralized, high-quality volume data. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy uses Volume Delta analysis combined with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The Volume Delta measures the difference between buying and selling pressure, helping to identify when strong institutional or smart money movements occur. The strategy automatically enters trades when volume delta reaches extreme levels, indicating potential trend continuation or reversal points. HOW IT WORKS? ⚙️ --------------- 1. VOLUME DELTA CALCULATION 📈 The strategy calculates the Volume Delta using the following formula: - Volume Ratio (v) = Current Volume / Previous Volume - EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio - EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio - Volume Delta (vd) = mac - mao The Volume Delta shows: - Positive values (green) = Buying pressure (buyers are more active) - Negative values (red) = Selling pressure (sellers are more active) 2. VOLUME DELTA MOVING AVERAGE 📊 The strategy calculates an EMA of the Volume Delta (vdma) to smooth out fluctuations and identify the overall trend of buying/selling pressure: - vdma = EMA(Volume Delta, EMA Length) - When vdma is above zero = Overall buying pressure - When vdma is below zero = Overall selling pressure 3. PERCENTILE-BASED ENTRY CONDITIONS 🎲 Instead of using fixed thresholds, the strategy uses percentile analysis to identify extreme volume delta movements: For LONG entries: - Analyzes seller volumes (negative volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters LONG when volume delta becomes positive AND exceeds the threshold - This indicates a strong shift from selling to buying pressure For SHORT entries: - Analyzes buyer volumes (positive volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters SHORT when volume delta becomes negative AND exceeds the threshold - This indicates a strong shift from buying to selling pressure 4. POSITION SIZING 💰 The strategy offers two position sizing methods: a) RISK VALUE (Fixed Risk in Dollars): - Calculates position size based on a fixed dollar risk amount - Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %) - Ensures consistent risk per trade regardless of price level b) LOTS SIZE: - Uses a fixed lot size for all trades - Simple and straightforward approach - Useful when you want consistent position sizes 5. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy offers flexible TP/SL configuration in three modes: a) PERCENTAGE (%): - TP/SL calculated as a percentage of entry price - Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT) - Adapts automatically to different price levels b) CURRENCY: - TP/SL set as a fixed currency amount - Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT) - Useful for instruments with consistent price movements c) PIPS: - TP/SL set as a fixed number of pips - Automatically converts pips to price using the instrument's minimum tick - Ideal for forex and other pip-based instruments 6. AUTOMATIC TRADE EXECUTION ⚡ When entry conditions are met: - Opens a position (LONG or SHORT) at market price - Automatically sets Take Profit and Stop Loss based on selected mode - Sends an alert with all trade information - Only one position at a time (waits for current position to close) AVAILABLE PARAMETERS ⚙️ ---------------------- 1. MA LENGTH (Default: 10) - Length of the Exponential Moving Average used for close and open prices - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. EMA LENGTH (Default: 20) - Length of the EMA applied to Volume Delta - Controls the smoothing of the volume delta signal - Lower values = Faster signals, more trades - Higher values = Slower signals, fewer but potentially more reliable trades 3. POSITION SIZE MODE - "Risk Value": Calculate position size based on fixed dollar risk - "Lots Size": Use fixed lot size for all trades 4. FIXED RISK IN $ (Default: 50) - Only used when Position Size Mode = "Risk Value" - The dollar amount you're willing to risk per trade - Strategy calculates position size automatically 5. LOT SIZE (Default: 0.01) - Only used when Position Size Mode = "Lots Size" - Fixed lot size for all trades 6. TAKE PROFIT MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 7. STOP LOSS MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 8. TAKE PROFIT / STOP LOSS VALUES - Different input fields appear based on selected mode - Configure TP and SL independently 9. VOLUME LOOKBACK PERIOD (Default: 20) - Number of bars used to calculate percentile thresholds - Lower values = More sensitive, adapts faster to recent conditions - Higher values = More stable, uses longer-term statistics 10. PERCENTILE THRESHOLD (Default: 80%) - The percentile level used to identify extreme volume delta movements - 80% means: only enter when volume delta exceeds 80% of recent values - Higher values = Fewer but potentially stronger signals - Lower values = More frequent signals VISUALIZATION 📊 --------------- The strategy displays on the chart: 1. VOLUME DELTA COLUMNS - Green columns = Positive volume delta (buying pressure) - Red columns = Negative volume delta (selling pressure) - Height represents the magnitude of buying/selling pressure 2. VOLUME DELTA MA AREA - Two overlapping area plots showing the smoothed volume delta - Black area (base layer) for overall visualization - Green area (when positive) = Overall buying pressure trend - Red area (when negative) = Overall selling pressure trend - Helps identify the dominant market sentiment 3. ZERO LINE - Horizontal line at zero - Helps visualize when buying/selling pressure crosses the neutral point ALERTS 🔔 -------- When enabled, the strategy sends alerts when a trade is opened. The alert message includes: - Direction: "Buy" for LONG positions or "Sell" for SHORT positions - Entry Price: The price at which the position was opened - TP (Take Profit): The target profit price - SL (Stop Loss): The stop loss price Example alert message: "Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950" Alerts can be configured in TradingView to send notifications via email, SMS, webhooks, or other platforms. RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: STRATEGY PARAMETERS: - MA Length: 10 (default) - EMA Length: 20 (default) - Volume Lookback Period: 20 (default) - Percentile Threshold: 80% (default) POSITION SIZING: - Position Size Mode: "Risk Value" (for risk management) - Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account) - OR use "Lots Size" with 0.01 lots for small accounts TAKE PROFIT & STOP LOSS: - TP Mode: "%" (recommended for most instruments) - SL Mode: "%" (recommended for most instruments) - Take Profit (%): 2.0% (adjust based on your risk/reward preference) - Stop Loss (%): 1.0% (adjust based on your risk tolerance) For Forex: - Consider using "Pips" mode for TP/SL - Typical values: 20-50 pips TP, 10-30 pips SL For Stocks/Indices: - Use "%" mode for TP/SL - Typical values: 2-5% TP, 1-2% SL PRACTICAL EXAMPLE 📝 ------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - Volume Delta becomes strongly positive - Volume Delta exceeds 80th percentile of recent seller volumes 2. Strategy calculates: - Entry Price: 1.1000 (current close) - Position Size Mode: "Risk Value" - Fixed Risk: $50 - Stop Loss Mode: "%" - Stop Loss: 1.0% - Position Size = $50 / (1.1000 × 0.01) = 4.55 lots 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 - Take Profit: 1.1220 (2% above entry) - Stop Loss: 1.0890 (1% below entry) - Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890" 4. Outcome scenarios: - If price rises to 1.1220 → Take Profit hit (profit) - If price falls to 1.0890 → Stop Loss hit (loss limited to $50) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on volume delta analysis. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 --------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Pine Script®策略
由Burdiga84提供
SCOTTGO - Liquidity Zones (Sweeps + Tethers) SCOTTGO - Liquidity Zones is a high-performance technical analysis tool designed to identify and track Institutional Liquidity Zones, Price Sweeps, and Pivot Levels with a clean, professional-grade interface. Key Features Dynamic Liquidity Zones: Automatically identifies Bullish and Bearish zones based on customizable pivot lookbacks. Identify Liquidity Sweeps: Detects when price "pokes" through a zone but fails to close beyond it, marking the event with a distinct label and a visual tether line. Active Tracking: Zones and LIQ lines track price in real-time until they are mitigated (broken by a candle close), at which point they visually "deactivate" to reduce clutter. Professional UI: Features a compact, single-row styling menu (Color, Thickness, and Line Style) that mirrors TradingView’s native design. Visual Elements LIQ Lines: Solid or dashed lines tracking the exact pivot price within active zones. Sweep Tethers: Vertical lines connecting the candle extreme to the "SWEEP" label for precise visual confirmation. Detailed Tooltips: Hover over LIQ labels or Sweep tags to view specific price data and zone context. Zone Titles: Clearly labeled "BULL ZONE" and "BEAR ZONE" tags with independent font size controls. How to Use Core Logic: Adjust the Pivot Lookback to define the strength of the levels you want to track. Styling: Use the Inputs Tab for compact, specialized styling of Lines, Borders, and Sweeps. Analysis: Look for "Sweeps" at zone boundaries as potential signs of reversal or stop-running.
Pine Script®指标
由SCOTTGO提供
1
CUSUM Volatility BreakoutCUSUM Volatility Breakout A statistical trend-detection and volatility-breakout indicator that identifies subtle momentum shifts earlier than traditional tools. OVERVIEW The CUSUM control chart is a statistical tool designed to detect small, gradual shifts from a target value. In trading, it helps identify the early stages of a trend, giving traders a heads-up before momentum becomes obvious on standard price charts. By spotting these subtle movements, the CUSUM Volatility Breakout indicator (CUSUM VB) can highlight potential breakout opportunities earlier than traditional indicators. In other words, a statistical trend detection & breakout indicator. Copyright © 2025 CoinOperator HOW IT WORKS CUSUM VB uses a combination of differenced price series, volume normalization, and dynamic control limits: CUSUM Principle: Tracks cumulative deviations of price from a zero reference. Signals occur when cumulative deviations exceed a control limit shown on the chart and clears any enabled filters. Adaptive Volatility: H adjusts automatically based on short- vs long-term ATR ratios, allowing faster detection during volatile periods and reduced false signals in calm markets. Volume Weighting (optional): Amplifies price CUSUM values during high-volume bars to prioritize market participation strength. ATR Confirmation (optional): Ensures breakouts are accompanied by expanded volatility. Bollinger Band Squeeze Integration (optional): Confirms trend breakouts by detecting volatility contraction and release shown on the chart as triangles. Signals: Arrows on the price chart mark the bars where trades are actually filled, based on conditions detected on the prior signal bar. Long Entry: Confirmed positive CUSUM breach (price & volume) with BB breakout (signal bar). Short Entry: Confirmed negative CUSUM breach (price & volume) with BB breakout (signal bar). Exit Signals: Triggered automatically by opposite-side signals. Alerts, when created, fire on the bars where fills occur. CHART COMPONENTS CUSUM Upper Price (CU Price) and CUSUM Lower Price (CL Price) are green/red circles for confirmed signals. ● Rapid upward accumulation of CU Price indicates a developing bullish trend. ● Rapid downward accumulation of CL Price indicates a developing bearish trend. Decision/Control limits (UCL/LCL, red) Zero line (reference for the differenced price series baseline) Optional BB triangles and volume CUSUM SETUP AND CONFIGURATION Differenced Price Series Differenced Price Length and Lag Increase differencing lag or window length → Increases variance of residuals → Wider control limits (UCL/LCL) → Slower to trigger. Decrease lag or window → Tighter limits, more responsive to short-term regime shifts. CUSUM Parameters Volume-Weighted CUSUM NOTE : Uses price length if 'Confirm Price with Volume' is disabled, otherwise will use volume length. Amplifies CUSUM price responses during high-volume bars and reduces them during low-volume bars. This links trend detection to market participation strength. Volume-Weighted CUSUM doesn’t replace price confirmation with volume; it modulates it by volume intensity, amplifying price signals when participation is strong and suppressing them when weak. Recommended when analyzing assets with consistent volume patterns (e.g., stocks, major futures). Disable for low-liquidity or irregular-volume instruments (e.g., crypto pairs, small-cap stocks). ATR Confirmation Enable this feature to confirm CUSUM signals only when price deviations are accompanied by higher-than-normal volatility. The indicator compares current ATR to a smoothed ATR to detect volatility expansion. This helps distinguish true breakouts from low-volatility noise and reduces false signals during quiet periods. Adjust the ATR lookback length, smoothing length, and expansion factor to control sensitivity. Rule of thumb: ATR Length ≈ 0.5 × differenced price length to 1.5 × differenced price length gives balanced sensitivity. ATR Smoothing 5–10 bars. ATR Expansion 5% to 50%. CUSUM Input Mode Select how CUSUM processes differenced price and log-normalized volume — either directly (Txfrm Data) or as deviations from a short-term EMA baseline (Residuals): Txfrm Data = transformed input: differenced price & log-normalized volume as input for CUSUM (larger swings, more frequent control limit breaches) Residuals = deviation from short-term EMA baseline (smaller swings, fewer control limit breaches, but higher signal quality). Residual EMA Length: Defines how quickly the residual baseline adapts to recent differenced price moves. Shorter = more reactive; longer = smoother baseline. Keep EMA length moderate; over-smoothing can distort timing. Control Sensitivity (K) Increase K → Less sensitive → CUSUM accumulates slower → Fewer signals, captures only major trends. Decrease K → More sensitive → CUSUM accumulates faster → More signals, captures minor swings too. Reset Mode : Method of resetting CUSUM values. Immediate Reset: Reset both immediately after any signal breach. Traditional SPC. Opposite-Side Reset: Reset only the opposite side when a valid signal fires. Best for ongoing trend tracking. Decay Reset: Gradually reduce CUSUM values toward zero with a decay factor each bar. Maintains trend memory but allows slow “forgetting.” Threshold Reset: Reset only if CUSUM returns below a small threshold (10 % of H). Filters noise without full wipe. No Reset / Continuous: Never reset; instead track running totals. Long-term cumulative bias measurement. Conflict Handling : Method of handling conflicting signals. Ignore Both: Discards both when overlap occurs. Prioritize Latest: Chooses the direction implied by the most recent close. Prioritize Stronger: Compares absolute magnitudes of CU Price vs CL Price. Average Resolve: Looks at the difference; small overlap → ignore, otherwise pick direction by sign. Sequential Confirm: Requires N consecutive same-direction signals before confirmation. Volume Parameters (Optional) Amplification Factor Adjusts volume sensitivity and effectively rescales the log series of volume to a comparable magnitude with price changes. Since price and volume are normalized in a compatible way, the amplification factor is used instead of independent K and H values for volume. Bollinger Bands (Optional) Lookback Synchronization BB Lookback (for CUSUM): Number of bars that define a window for the BB signal to look back for the CUSUM signal. CUSUM Lookback (for BB): Number of bars that define a window for the CUSUM signal to look back for the BB signal. Both can be enabled for stricter alignment. Relationship Between K, H, ARL₀ and ARL₁ H (max) is usually the only H you need to adjust. With everything else being constant, increasing either K or H (max) generally increases both ARL₀ and ARL₁ : higher thresholds reduce false alarms but slow detection, and lower thresholds do the opposite. Increase Min Target ARL ratio → ARL₀ increases (safer, fewer false alarms) ARL₁ decreases or stays small (faster detection) Control limits slightly expand to achieve separation Strategy becomes more selective and stable Decrease Min Target ARL ratio → ARL₀ decreases (more false alarms tolerated) ARL₁ increases (slower detection tolerated) Control limits tighten Strategy becomes more sensitive but lower quality The ARL Ratio of ARL₀ / ARL₁ is typically between 3 and 8. This implies you want your ARL₀ (false-alarm interval) ≈ 'Min Target ARL ratio' × differenced price length window. Example: "Min Target ARL ratio = 4.0" ⇒ implies you want your ARL₀ (false-alarm interval) ≈ 4 × differenced price length. Assume price length = 50 (typical differencing window). ARL ratio = 4.0 → target ARL = 4 × 50 = 200 bars. ● On a 6-hour chart (≈4 bars/day) → ~50 days between expected false alarms (on average). ● On a daily chart → ~200 trading days between false alarms (very conservative). ARL ratio = 8.0 → target ARL = 400 bars → twice as infrequent signals vs ratio=4. ARL ratio = 2.0 → target ARL = 100 bars → about half the inter-signal interval. Another way to think about it: probability of a false alarm on any bar ≈ 1 / target ARL. If you want ~1% of bars producing alarms, target ARL ≈ 100. QUICK START Start with the defaults. Set price series → length/order/lag Configure CUSUM thresholds → K, H min/max 1. Adjust the price differencing lag/window. 2. Verify that it captures real price inflection points without overreacting to bar noise. Enable optional filters → Volume, ATR, BB The optional Bollinger Bands squeeze usually works best if used with CUSUM Input Mode = Txfrm Data. Monitor CUSUM chart → CU Price, CL Price, thresholds, zero line Act on signals → data window / chart triangles Adjust sensitivity → H (max), K, lengths Monitor ARL ratio and CUSUM behavior for fine-tuning Note : When you’ve finalized the length, lag, and order of the Price Difference, as well as the Ln(Vol) Series of “Confirm Price with Volume” if enabled, then pass both through the Augmented Dickey–Fuller (ADF) mean reversion test to ensure they are stationary, i.e., mean reverting. You can find a ready-made indicator for such use at . Many thanks to tbtkg for this indicator. SUMMARY CUSUM VB combines CUSUM statistical control, volatility-adaptive thresholds, volume weighting, and optional BB breakout confirmation to provide robust, actionable signals across a wide variety of trading instruments. Why traders use it : Fast detection of shifts, reduced false alarms, versatile across markets. Ideal for : Futures (continuous contracts), forex, crypto, stocks, ETFs, and commodity/index CFDs, especially where: ● Price and volume data exist ● Breakouts and volatility shifts are tradable ● There’s enough liquidity for meaningful signals Visualization : Upper/lower CUSUM circles, UCL/LCL thresholds, optional highlight traded background, optional volume and BB overlays on the chart, optional entry/exit labels on the price chart, as well as entry/exit signals in the data window. Alerts : For entry/exit labels when trades are actually filled. CUSUM VB is designed for traders who want statistically grounded trend detection with configurable sensitivity, visual clarity, and multi-market versatility. DISCLAIMER This software and documentation are provided “as is” without any warranties of any kind, express or implied. CoinOperator assumes no responsibility or liability for any errors, omissions, or losses arising from the use or interpretation of this software or its outputs. Trading and investing carry inherent risks, and users are solely responsible for their own decisions and results.
Pine Script®指标
由CoinOperator提供
4
Volume vs Range Imbalance DetectorDescription :- Concept :- This indicator is designed to identify "Effort vs. Result" anomalies in the market using Volume Spread Analysis (VSA) concepts. It highlights specific candles where high trading activity (Volume) is occurring, but the price movement (Range) is restricted. This behavior often signals the presence of heavy absorption by buyers or sellers ("Smart Money" activity) before a potential reversal or continuation. How It Works :- The script combines two distinct methods of volume analysis into a single view 1. Structural Imbalance (Lime & Red Signals) This logic detects major market anomalies by comparing the current candle against a 50-period average context. The Logic: A signal is generated if the Volume is significantly higher than the average (default 1.618x the 50 SMA) AND the Price Range is significantly smaller than the average (default 1.272x the 50 ATR). Lime Candle/Dot (Bullish Absorption): Massive volume with small range, closing in the upper 50% of the bar. This suggests sellers are dumping, but buyers are absorbing all orders, preventing the price from dropping. Red Candle/Dot (Bearish Blockade): Massive volume with small range, closing in the lower 50% of the bar. This suggests buyers are pushing, but sellers are absorbing the demand, preventing the price from rising. 2. Hidden Activity (Orange Signals) This logic is more sensitive and compares the current candle only to the previous candle. The Logic: A signal is generated if the current Volume is higher than the previous bar's volume, but the current Range is smaller than the previous bar's range. Orange Candle/Dot: This indicates "Churn." Effort is increasing, but the result (movement) is decreasing. It is often an early warning sign of congestion or a pending breakout. Visual Guide Lime Dot (Below Bar): Strong Buying Pressure (Bullish Imbalance). Red Dot (Above Bar): Strong Selling Pressure (Bearish Imbalance). Orange Dot (Above Bar): Hidden Activity / Churn (Warning). Settings Context Length: The lookback period for the moving averages (Default: 50). Volume/Range Multipliers: Determine how strict the "Imbalance" signals are. Higher numbers result in fewer, more significant signals. Show Hidden Activity: Toggle the orange signals on or off. Disclaimer This tool is for educational purposes only. Volume analysis is subjective and should be used in conjunction with other form
Pine Script®指标
由biokon70提供
Yivgeny Decision ScoreYivgeny Decision Score is a technical indicator that provides two objective scores (0–10) to support trading decisions: ENTRY Score – evaluates the quality of a potential entry HOLD Score – evaluates whether to hold or exit an existing position The score is based on trend direction (SMA150), EMA20 behavior, volume confirmation, MACD momentum, breakout or bounce signals, and price action structure. Designed for discretionary traders who want a clear, rule-based decision aid without automatic buy/sell signals.
Pine Script®指标
由Yivgeny提供
Relative VolumeSimple relative volume indicator. Relative Volume (RVOL) on is a technical indicator that compares an asset's current trading volume to its historical average for that specific time of day, helping traders spot unusual activity, confirm trends, or find potential reversals by showing if volume is significantly higher (green/buzzing) or lower (red/flat) than normal. It's popular for intraday analysis, identifying "in-play" tickers, and gauging market conviction.
Pine Script®指标
由aayushr4repo提供
SNIPER ORB V4SNIPER ORB V4 ### What It Does Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns. ### Session Times | Session | Hours (ET) | |---------|------------| | London | 3:00 - 9:30 | | New York | 9:30 - 17:00 | ### Levels Drawn | Level | Color Default | Purpose | |-------|---------------|---------| | 5m ORB H/L | Blue | Scalp levels | | 15m ORB H/L | Cyan | Swing levels | | 30m ORB H/L | Purple | **Primary levels** | | Targets 1x-3x | Green/Red | Profit targets | ### Signals | Signal | Meaning | Priority | |--------|---------|----------| | `ORB↑` | Confirmed breakout up | ⭐⭐ | | `ORB↓` | Confirmed breakout down | ⭐⭐ | | `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** | | `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** | | `FVG↑` | FVG zone long | ⭐⭐⭐ | | `FVG↓` | FVG zone short | ⭐⭐⭐ | | `ABS` | Absorption (caution) | ⚠️ Warning | | `FK!` | Fakeout detected | ❌ Avoid | ### FVG Zones (Blue Boxes) - **Bullish FVG** = Gap below price → Support zone - **Bearish FVG** = Gap above price → Resistance zone - **Best Entry** = Price touches FVG + Engulfing candle ### Bar Colors | Color | Meaning | |-------|---------| | Bright Green | Bullish breakout confirmed | | Bright Red | Bearish breakout confirmed | | Light Green | Bullish retest entry | | Light Red | Bearish retest entry | ### Info Table Key | Field | Green = Good | Yellow/Orange = Caution | |-------|--------------|-------------------------| | Volume | HIGH VOL | Normal | | Body | STRONG (70%+) | Normal/Weak | | Status | BROKE HIGH/LOW | IN RANGE | ### Quick Trade Plan ``` LONG: 1. Wait for 30m ORB to complete 2. Watch for ORB↑ breakout 3. WAIT for pullback to ORB High 4. Enter on RT↑ or FVG↑ signal 5. SL = Below 30m ORB Low 6. TP = Target 1x or 2x SHORT: 1. Wait for 30m ORB to complete 2. Watch for ORB↓ breakout 3. WAIT for pullback to ORB Low 4. Enter on RT↓ or FVG↓ signal 5. SL = Above 30m ORB High 6. TP = Target 1x or 2x ``` ---
Pine Script®指标
由alexandrodisla提供
1
SNIPER Initial Balance V1SNIPER INITIAL BALANCE V1 ### What It Does Draws the first hour's high/low range with extensions and breakout signals. ### IB Times (Auto-Selected) | Market Type | IB Period (ET) | |-------------|----------------| | Index (ES/NQ/YM) | 9:30 - 10:30 | | Gold (GC/MGC) | 8:30 - 9:30 | | Energy (CL) | 9:00 - 10:00 | ### Levels Drawn | Level | Style | Purpose | |-------|-------|---------| | IB High | Solid | Resistance | | IB Low | Solid | Support | | IB Mid | Dashed | Mean reversion | | 50% Ext | Dotted | Target 1 | | 100% Ext | Dotted | Target 2 | | 1SD (1.28x) | Dashed | 80% range | | 2SD (2.0x) | Dashed | 95% range | ### Signals | Signal | Meaning | Action | |--------|---------|--------| | `IB↑` | Breakout above IB High | Look for long | | `IB↓` | Breakout below IB Low | Look for short | | `RT↑` | Retest long entry | **BEST ENTRY** - Go long | | `RT↓` | Retest short entry | **BEST ENTRY** - Go short | | `FK` | Fakeout warning | **AVOID** - Don't enter | ### Entry Requirements (All Must Be True) - ✅ Close above/below level (not just wick) - ✅ Volume ≥ 1.3x average - ✅ Body ≥ 60% of candle - ✅ Minimal adverse wick ### Quick Trade Plan ``` LONG: Wait for RT↑ → SL below IB Low → TP at 50% or 100% ext SHORT: Wait for RT↓ → SL above IB High → TP at 50% or 100% ext ``` ---
Pine Script®指标
由alexandrodisla提供
Open Interest Weighted Average Price [Arjo]Open Interest Weighted Average Price , or OIWAP , is a simple visual indicator that shows the average price of an asset based on changes in open interest . Instead of using trading volume like VWAP, this indicator gives more weight to prices where new futures contracts are being added or removed . This helps highlight the price levels where traders are actively building or closing positions. The indicator shows: A main line that represents the average price weighted by open interest changes. Upper and lower bands (standard deviation bands) that show how far the price moves away from this average. OIWAP is mainly useful for NSE futures markets , where open interest data is available. It helps traders visually understand where most market participation and positioning are taking place relative to price . Concepts: Applies statistical concepts, including weighted averaging and standard deviation, to open interest data Uses the absolute change in open interest as a weighting factor for each price point Creates a dynamic average that reflects where significant open interest activity has occurred during a given period Standard deviation bands are computed from this weighted average to show the statistical spread of prices around the OIWAP line Resets calculations based on user-selected time periods (daily, weekly, monthly, or session-based) Allows for fresh analysis at regular intervals Similar concept to volume-weighted average price (VWAP) indicators, but uses open interest changes as the weighting component Features: Weighted Average: Calculates a central line based on contract activity. Flexible Anchors: Allows users to choose the reset period for the calculation. Volatility Bands: Displays outer and mid-bands to visualize price stretches. Data Check: Built-in alerts notify you if Open Interest data is missing for a symbol. Visual Zones: Color-coded areas help identify price location at a glance. How To Use When you add the indicator to your chart, you will see: A main OIWAP line — the open-interest-weighted price level Mid-bands around the line (±0.5 standard deviations) Outer bands farther away (±2.0 standard deviations) Shaded background zones between these lines You can: Change the reset period to see how the average behaves over different time ranges Adjust the timeframe for open-interest data Turn mid-bands on or off Adjust colors and styles to improve readability Conclusion The OIWAP indicator serves as an educational tool for visualizing the relationship between price movements and open interest activity in futures markets Presents a weighted average price line along with statistical deviation bands Offers a structured framework for chart analysis Customizable settings allow users to adapt the display to their analytical preferences Maintains focus on visual interpretation rather than directional predictions Functions as a supplementary charting overlay that may complement other forms of technical and fundamental analysis Disclaimer This indicator is for educational and visual-analysis purposes only. It does not provide trading signals, financial advice, or guaranteed outcomes . You should perform your own research and consult a licensed financial professional when needed. All trading decisions are solely the responsibility of the user.
Pine Script®指标
由ARJO_2019提供