Rozpocznij

Cykle

Contract Interest Turnover T3 [T69]Overview -------- Contract Interest Turnover (CIT) estimates how “churny” a crypto derivatives market is by comparing the amount traded in a bar to the base stock of outstanding contracts (open interest). It normalizes both Volume and Open Interest (OI) by Price (Close), then plots a Turnover Rate = (Volume/Close) ÷ (OI/Close) as colored columns. Higher values = faster contract recycling (strong momentum / hype potential). Features -------- - Auto-fetch OI: Pulls OI via request.security(_OI, …) when the exchange/symbol exposes an OI stream on TradingView. - Price-normalized comparison: Converts both Volume and OI into comparable notional terms by dividing each by Close. - Turnover columns with threshold: Color the columns green once Turnover ≥ your set threshold; gray otherwise. - Status-line readouts: Displays normalized Volume and OI values for quick sanity checks. - Crypto-aware timeframe: Uses chart TF for crypto; forces daily OI when not crypto to avoid noisy intraday pulls. How to Use ---------- 1. Add the script on a perpetual/futures symbol that has OI on TradingView (e.g., BTC perps where an _OI feed exists). 2. Watch the Turnover Rate bars: spikes above your threshold flag sessions where contracts are actively flipping. 3. Interpret spikes as a signal of movement or activity — it does not specify price direction, only that the market is engaged and contracts are being traded more intensely than usual. Configuration ------------- - Interest Turnover Threshold (default 1.0): colors columns green when Turnover ≥ threshold. Tune per market’s typical churn profile. Under the Hood (Formulas & Logic) --------------------------------- - Fetch OI oiClose ← request.security(ticker.standard(syminfo.tickerid) + "_OI", timeframe, close) with ignore_invalid_symbol = true. If none is found, the script throws a clear runtime error. - Normalize to price vol_norm = volume / close oi_norm = oiClose / close This converts both to a common notional basis so their ratio is meaningful even as price changes. - Turnover Rate turnover = vol_norm / oi_norm Interpretation: fraction/multiples of the outstanding contract base traded in the bar. Color = green if turnover ≥ threshold. Why Open Interest ≈ “Float” Proxy --------------------------------- In stocks, float ≈ shares the public can trade. In derivatives, there are no “shares,” so Open Interest acts as the live stock of active contracts. It’s the best proxy for “what’s available in play” because it counts open positions that persist across bars. Using Volume ÷ OI mirrors stock float-turnover logic: how fast the tradable base is being recycled each period. Why Normalize by Price ---------------------- Derivatives volume and OI may be reported in contracts, not notional value. One contract’s economic weight changes with price (especially on inverse contracts). Dividing both Volume and OI by Close: - Puts them on a comparable notional footing. - Prevents false spikes purely from price moves. - Makes Turnover comparable across time even as price trends. Advanced Tips ------------- - Calibrate threshold: Start from the 80th–90th percentile of the last 60–90 bars of Turnover; set the threshold a touch below that to surface early heat. - Add OI-delta: Layer an OI change histogram (current − prior) to separate new positioning from pure churn. - Linear vs inverse: For linear (USDT-margined) contracts, the normalization still works and keeps visuals consistent; for inverse, it’s essential. Limitations ----------- - Data availability: Works only if your symbol exposes an _OI feed on TradingView; otherwise it errors out. - Exchange conventions: Volume units differ by venue (contracts, coin, notional). Normalization mitigates, but cross-symbol comparisons still need caution. - Intrabar gaps: OI is typically end-of-bar; rapid intrabar shifts won’t appear until the bar closes. Notes ----- - Designed primarily for crypto derivatives. For non-crypto, the script blanks OI to avoid misleading plots and uses a daily TF when needed. Credit ------ - Concept & data: Built for TradingView data feeds. - Acknowledgment: Credit to TradingView default indicator as requested. - Source: This write-up reflects the logic present in your uploaded script. Disclaimer ---------- Markets move; indicators simplify. Use with position sizing, hard stops, and catalyst awareness. The Turnover Rate flags activity, not direction.
Wskaźnik Pine Script®
od Teyo69
2
Kalman Sigmoid Z-score | SurgeQuantTitle: Kalman Sigmoid Z-score Indicator The Kalman Sigmoid Z-score indicator is a sophisticated tool designed to identify market momentum and potential trend changes using a combination of Kalman filtering, sigmoid-weighted averaging, and Z-score calculations. By processing price data through a Kalman filter and applying adaptive sigmoid weighting, this indicator provides clear visual signals for bullish and bearish market conditions. The Z-score output and price bars are dynamically colored to highlight momentum shifts, aiding traders in identifying potential trading opportunities. How It Works Kalman Filter Calculation Computes a smoothed price series using a Kalman filter based on a user-selected price source (Close, High, Low, or Open) with configurable parameters for process noise, measurement noise, and filter order (default: 3). The Kalman filter reduces noise in the price data, providing a stable foundation for further analysis. Sigmoid-Weighted Averaging Applies a sigmoid function to calculate adaptive weights based on price comparisons over a user-defined lookback period (default: 10). Weights are adjusted dynamically using a volatility ratio (standard deviation over ATR) to account for market conditions, enhancing signal reliability. Z-score Calculation Calculates the Z-score of the Kalman-filtered price relative to a sigmoid-weighted moving average over a user-defined period (default: 20). Bullish Signal: Triggered when the Z-score crosses above 0, indicating potential upward momentum. Bearish Signal: Triggered when the Z-score crosses below 0, indicating potential downward momentum. Visual Representation The indicator provides a clear and customizable visual interface: Z-score Histogram: Displayed as colored columns, with distinct colors for bullish (Z-score > 0) and bearish (Z-score < 0) conditions. Bright green (#4DFFBE) for rising Z-score above 0. Light green (#56DFCF) for falling Z-score above 0. Dark purple (#AE75DA) for falling Z-score below 0. Light purple (#4D2D8C) for rising Z-score below 0. Price Bar Coloring: Synchronizes with the Z-score colors to reflect momentum on the main chart. Reference Line: A zero line is plotted on the Z-score panel for easy reference. Customization & Parameters The Kalman Sigmoid Z-score indicator offers flexible parameters to suit various trading styles: Source: Select the input price (default: Close; options: Close, High, Low, Open). Lookback Period: Set the period for sigmoid weight calculations (default: 10). Volatility Period: Adjust the period for volatility ratio calculation (default: 30). Base Steepness: Control the sigmoid function’s sensitivity (default: 5). Base Midpoint: Set the sigmoid function’s midpoint (default: 0.01). Z-score Period: Define the period for Z-score calculation (default: 20). Kalman Parameters: Process Noise (default: 0.01). Measurement Noise (default: 3). Filter Order (default: 3). Color Settings: Predefined colors with distinct shades for bullish and bearish states, ensuring clear visual differentiation. Trading Applications This indicator is versatile and can be applied across various markets and strategies: Momentum Trading: Highlights strong bullish or bearish momentum for potential entry or exit points based on Z-score crossings. Trend Confirmation: Use bar coloring to confirm Z-score signals with price action on the main chart. Reversal Detection: Identify potential reversals when the Z-score crosses the zero line. Scalping and Swing Trading: Adjust parameters (e.g., lookback, Z-score period) to suit short-term or longer-term strategies. Final Note The Kalman Sigmoid Z-score indicator is a powerful tool for traders seeking to leverage advanced filtering and statistical analysis for momentum and trend-based opportunities. Its combination of Kalman-filtered price smoothing, sigmoid-weighted averaging, dynamic Z-score signals, and synchronized bar coloring offers a robust framework for informed trading decisions. As with all indicators, backtest thoroughly and integrate into a comprehensive trading strategy for optimal results. This indicator is provided for educational and informational purposes and should not be considered financial advice.
Wskaźnik Pine Script®
od SurgeQuant
Refic PackRefic Pack - Session Highs/Lows & Fair Value Gaps A comprehensive trading tool that combines session-based analysis with Fair Value Gap (FVG) detection across multiple market sessions. This indicator highlights key trading zones and inefficiencies during: Asia Session (1:00-2:00 AM London time) London AM (8:00-9:00 AM London time) New York AM (2:30-3:30 PM London time) New York PM (6:30-7:30 PM London time) Features: Color-coded session backgrounds for easy identification Automatic detection of the first Fair Value Gap in each session Customizable FVG box colors, borders, and extension length Session high/low tracking for key support/resistance levels Clean visual presentation with manageable box limits Perfect for traders who focus on session-based strategies, institutional order flow, and price inefficiency trading. Works on all timeframes and helps identify high-probability reversal and continuation zones during key market hours.
Wskaźnik Pine Script®
od Refic
Consolidation Breakout Signal//@version=5 indicator("Consolidation Breakout Signal", overlay=true, timeframe="") // Inputs length = input.int(20, "Consolidation Lookback") atrMult = input.float(1.5, "ATR Breakout Multiplier") bbLength = input.int(20, "Bollinger Band Length") bbMult = input.float(2.0, "Bollinger Band Width Multiplier") // ATR for volatility atr = ta.atr(length) // Bollinger Bands for consolidation basis = ta.sma(close, bbLength) dev = bbMult * ta.stdev(close, bbLength) upperBB = basis + dev lowerBB = basis - dev bbWidth = (upperBB - lowerBB) / basis * 100 // Define consolidation as narrow BB width consolidation = bbWidth < ta.sma(bbWidth, length) // Breakout conditions breakUp = consolidation and close > upperBB and close > close + atrMult * atr breakDown = consolidation and close < lowerBB and close < close - atrMult * atr // Plot Bollinger Bands plot(upperBB, "Upper BB", color=color.new(color.blue, 70)) plot(lowerBB, "Lower BB", color=color.new(color.blue, 70)) // Plot signals plotshape(breakUp, title="Breakout Up", style=shape.labelup, color=color.green, text="UP 🔼", size=size.large, location=location.belowbar) plotshape(breakDown, title="Breakout Down", style=shape.labeldown, color=color.red, text="DOWN 🔽", size=size.large, location=location.abovebar) // Alerts alertcondition(breakUp, title="Breakout Up Alert", message="Big Up Move Likely 🚀") alertcondition(breakDown, title="Breakout Down Alert", message="Big Down Move Likely 📉")
Wskaźnik Pine Script®
od impressivePepp38632
NDOG & NWOG - Liquidity + Sunday Box rroielDescription: This script combines NDOG & NWOG liquidity levels with a Sunday Box framework to provide traders with structured levels for weekly bias, liquidity mapping, and potential entry/exit zones. Features: • Automatic plotting of NDOG & NWOG liquidity zones. • Sunday Box (weekly open range) drawn to define structure and bias. • Highlights liquidity sweeps and retests for trade confirmation. • Configurable settings for box time, liquidity range, and display options. • Built to support ROI/EL strategies by aligning liquidity with weekly key levels. Use Case: Helps traders identify where price is likely to react by combining liquidity-based zones with the Sunday box framework. Designed for clarity, confluence, and efficiency in execution.
Wskaźnik Pine Script®
od rroiel
Custom Time Range HighlightThis indicator highlights specific time ranges on your TradingView chart with customizable background colors and labels, making it easier to identify key trading sessions and ICT (Inner Circle Trader) Killzones. It is designed for traders who want to mark important market hours, such as major sessions (Asia, New York, London) or high-volatility Killzones, with full control over activation, timing, colors, and transparency. Features Customizable Time Ranges: Define up to 9 different time ranges, including one custom range, three major market sessions (Asia, New York, London), and five ICT Killzones (Asia, NY Open, NY Close, London Open, London Close). Individual Activation: Enable or disable each time range independently via checkboxes in the settings. By default, only the ICT Killzones are active. Custom Colors and Transparency: Set unique background and label colors for each range, with adjustable transparency for both. Labeled Time Ranges: Each active range is marked with a customizable label at the start of the period, displayed above the chart for easy identification. Priority Handling: If multiple ranges overlap, the range with the higher number (e.g., Asia Killzone over Custom Range) determines the background color. CET Time Zone: Time ranges are based on Central European Time (CET, Europe/Vienna). Adjust the hours and minutes to match your trading needs. Settings The indicator settings are organized into three groups for clarity: Custom Range: A flexible range (default: 15:30–18:00 CET) for user-defined periods. Session - Asia, NY, London: Major market sessions (Asia: 01:00–10:00, New York: 14:00–23:00, London: 09:00–18:00 CET). ICT Killzones - Asia, NY, London: High-volatility periods (NY Open: 13:00–16:00, NY Close: 20:00–23:00, London Open: 08:00–11:00, London Close: 16:00–18:00, Asia: 02:00–05:00 CET). For each range, you can: Toggle activation (default: only ICT Killzones enabled). Adjust start and end times (hours and minutes). Customize the label text. Choose background and label colors with transparency levels (0–100). How to Use Add the indicator to your chart. Open the settings to enable/disable specific ranges, adjust their times, or customize colors and labels. The chart will highlight active time ranges with the selected background colors and display labels at the start of each range. Use it to focus on key trading periods, such as ICT Killzones for high-probability setups or major sessions for market analysis. Notes Ensure your time ranges align with your trading instrument’s session times. Overlapping ranges prioritize higher-numbered ranges (e.g., Asia Killzone overrides London Session). Ideal for day traders, scalpers, or ICT strategy followers who need clear visual cues for specific market hours. Feedback If you have suggestions for improvements or need help with customization, feel free to leave a comment or contact the author!
Wskaźnik Pine Script®
od osterhansi_
Highlight Specific Time CandleThis is a simple Pine Script tool that marks candles occurring at a chosen time of the day. You can set the hour and minute (in 24-hour format) from the inputs, and whenever a candle’s timestamp matches that time, the indicator highlights it with a symbol above the bar and an optional background colour. This is useful for: Identifying key intraday times (e.g., market open, midday, closing). Spotting how price reacts at scheduled events (economic data releases, news times).
Wskaźnik Pine Script®
od amanchaure
THUẬN-Volume"THUẬN-Volume" is not a single, standardized indicator. Instead, it refers to a trading methodology known as Volume Spread Analysis (VSA), which is rooted in the principles of Richard Wyckoff's work. The term "indicator" is often used to describe software tools that automate parts of this analysis. Here's a breakdown of the core concepts of VSA based on Wyckoff's method: What is Volume Spread Analysis (VSA)? VSA is a technical analysis approach that studies the relationship between three key variables on a price chart: Volume: The total number of shares or contracts traded during a specific time period. It represents the activity and effort of market participants. Price Spread: The range of a single price bar, which is the distance between the high and low. A wide spread indicates strong movement, while a narrow spread suggests a lack of movement. Closing Price: The final price of the bar, which shows where the market ended within the bar's range. The closing price reveals whether buyers or sellers were in control. The fundamental idea behind VSA is that smart money (large institutional traders and professionals) leaves a "footprint" on the market through their trading activity. By analyzing the relationship between volume, spread, and the close, traders can deduce whether supply or demand is dominant and anticipate the market's next move. Core Principles from Wyckoff's Method VSA is a modern application of Richard Wyckoff's three fundamental laws of the market: The Law of Supply and Demand: This is the cardinal rule. When demand is greater than supply, prices will rise. When supply is greater than demand, prices will fall. VSA helps you visualize this imbalance by looking for specific volume and price patterns. The Law of Cause and Effect: The "cause" is the period of accumulation (smart money buying) or distribution (smart money selling) that occurs in a trading range. The "effect" is the subsequent price trend (markup or markdown) that follows. VSA helps identify these phases of accumulation and distribution. The Law of Effort vs. Result: This law compares the effort (volume) to the result (price spread). For example, if there is a large effort (high volume) but a small result (narrow price spread), it suggests a strong opposing force is at play. This is a classic sign of market weakness or strength. How VSA "Indicators" Work While VSA is a manual analysis method, many custom indicators for platforms like MetaTrader or TradingView have been developed to automate the process. These tools often: Color-Code Volume Bars: The indicator may color the volume bars to highlight high, low, or "stopping" volume, which can be an early sign of a trend reversal. Label Price Bars: It might place a small text or symbol on the chart to identify specific Wyckoff/VSA patterns, such as: No Demand: A small up-bar on low volume, indicating a lack of buying interest. No Supply: A small down-bar on low volume, indicating a lack of selling interest. Stopping Volume: A high-volume bar that "stops" a trend, often seen at a market bottom (buying climax) or top (selling climax). Upthrust: A fake breakout to the upside on high volume, which traps buyers and is a bearish signal. Spring: A fake move below a support level on high volume, which traps sellers and is a bullish signal. In short, "THUẬN-Volume" is a term for a methodology, not just a simple indicator. It's a powerful framework for interpreting the hidden dynamics of the market by reading the story told by volume and price action.
Wskaźnik Pine Script®
od Nguyen_Thuan_84932992883
NISHIN 11NISHIN 11 is a price action tool that automatically marks the first 5-minute high and low of two key market sessions in IST (Indian Standard Time): Asian Session → 5:30 AM – 5:35 AM IST European Session → 12:30 PM – 12:35 PM IST 📌 Once these ranges are formed, the indicator extends horizontal lines across the chart, helping traders visualize session-based support and resistance levels. Key Features: Marks the high and low of the first 5 minutes of both sessions. Configurable colors and line extensions. Alerts when price breaks above the high or drops below the low of each session. Helps in breakout/breakdown trading strategies. This tool is particularly useful for intraday traders who want to track early-session volatility and plan entries/exits around these critical levels. ⚡ Use it with your own trading system for better precision and confidence.
Wskaźnik Pine Script®
od nishinnazar
HA Color Change Alerts (fixed v3)📌 Heikin Ashi Color Change Alerts This indicator notifies you whenever a Heikin Ashi candle changes color (from red → green or green → red). 🔎 Features Automatic Heikin Ashi calculation Uses TradingView’s built-in Heikin Ashi source, so you don’t need to switch your chart to HA candles. Signals on chart Plots ▲ (green triangle) when HA changes from red → green and ▼ (red triangle) when HA changes from green → red. Customizable alerts You can set TradingView alerts for: “Heikin Ashi Turned GREEN” “Heikin Ashi Turned RED” Options Show/Hide the Heikin Ashi candles on top of your normal chart. Choose whether alerts trigger only after bar close, or intrabar as soon as the color flips. Show or hide the signal markers. 🔔 Use cases Trend following: enter when HA flips to green, exit when it flips back to red. Early reversal spotting: get notified when the candle momentum shifts. Works on any symbol and timeframe.
Wskaźnik Pine Script®
od shanezane8888