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Fairvalue

BTC Fundamental Value Hypothesis [OmegaTools]BTC Fundamental Value Hypothesis is a macro-valuation and regime-detection model designed to contextualize Bitcoin’s price through relative market-cap comparisons against major capital reservoirs: Gold, Silver, the Altcoin market, and large-cap equities. Instead of relying on traditional on-chain metrics or purely technical signals, this tool frames BTC as an asset competing for global liquidity and “store-of-value mindshare”, then estimates an implied fair value based on how BTC historically coexists (or diverges) from these benchmark universes. Core concept: relative market-cap anchoring The indicator builds a reference-based fair price by translating external market capitalizations into implied BTC valuation using a dominance framework. In practice, you choose one or more reference universes (Gold, Silver, Altcoins, Stocks). For each selected universe, the script computes how large BTC “should be” relative to that universe (dominance ratio), and converts that into an implied BTC price. The final fair price is the average of the implied prices from the enabled universes. Two dominance modes: automatic vs manual 1. Automatic Dominance % (default) When enabled, the model estimates dominance ratios dynamically using a 252-period simple moving average of BTC market cap divided by each reference market cap. This produces an adaptive baseline that follows structural changes over time and reduces sensitivity to short-term spikes. 2. Manual Dominance % If you prefer a discretionary macro thesis, you can directly input dominance parameters for each reference universe. This is useful when you want to stress-test scenarios (e.g., “BTC should converge toward X% of Gold’s market cap”) or align the model with a specific long-term adoption narrative. Reference universes and data construction - BTC market cap: pulled from CRYPTOCAP:BTC. - Gold and Silver market caps: derived from the corresponding futures symbols (GC1!, SI1!) multiplied by an assumed total above-ground quantity (constant tonnage converted to troy ounces). This provides a practical and tradable proxy for spot valuation context. - Altcoin market cap: pulled from CRYPTOCAP:TOTAL2 (total crypto market excluding BTC). - Stocks market cap proxy (Σ3): a deliberately conservative equity benchmark built from three mega-cap stocks (AAPL, MSFT, AMZN) using total shares outstanding (request.financial) multiplied by price. This avoids index licensing complexity while still tracking a meaningful slice of global equity beta/liquidity. Valuation output: overvalued vs undervalued (log-based) The valuation readout is expressed as a percentage derived from the logarithmic distance between BTC price and the model’s fair price. This choice makes valuation comparable across long time horizons and reduces distortion during exponential growth phases. A positive valuation indicates BTC trading below the model’s implied value (undervalued), while a negative valuation indicates trading above it (overvalued). Oscillator: relative momentum and regime confirmation In addition to fair value, the indicator includes a momentum differential oscillator built from RSI(50): - BTC RSI is compared to the average RSI of the selected reference universes. - The oscillator highlights when BTC strength is leading or lagging the broader macro benchmarks. - Color is rendered through a gradient to provide immediate regime readability (risk-on vs risk-off behavior, expansion vs contraction phases). Visualization and UI components - Fair Price overlay: the computed fair price is plotted directly on the BTC chart for immediate comparison with spot price action. - Valuation shading: the area between price and fair price is filled to visually emphasize dislocation and potential mean-reversion zones. - Oscillator panel: a zero-centered oscillator with filled bands helps you identify persistent trend regimes versus transitional conditions. - Summary table: a right-side table displays the current valuation (over/under) and, when Automatic mode is enabled, the live dominance ratios used in the model (BTC/GOLD, BTC/SILVER, BTC/ALTC, BTC/STOCKS). How to use it (practical workflows) - Macro valuation context: use fair price as a structural anchor to assess whether BTC is trading at a premium or discount relative to external liquidity baselines. - Regime filtering: combine valuation with the oscillator to distinguish “cheap but weak” from “cheap and strengthening” (and the inverse for tops). - Mean-reversion mapping: large, persistent deviations from fair value often highlight speculative extremes or capitulation zones; this can support systematic entries/exits, position sizing, or hedging decisions. - Scenario analysis: switch to Manual Dominance % to model adoption outcomes, policy-driven shifts, or multi-year re-rating assumptions. Important notes and limitations (read before use) - This is a hypothesis-driven macro model, not a literal intrinsic value calculation. Results depend on dominance assumptions, proxies, and data availability. - Gold/Silver market caps are approximations based on futures pricing and fixed supply constants; real-world supply dynamics, above-ground estimates, and spot/futures basis can differ. - The Stocks (Σ3) benchmark is a proxy and intentionally not “the whole market”. It is designed to represent a large-cap liquidity reference, not total equity capitalization. - Always validate signals with additional context (market structure, volatility regime, risk management rules). This indicator is best used as a macro layer in a broader decision framework. Designed for clarity, macro discipline, and repeatability BTC Fundamental Value Hypothesis by OmegaTools is built for traders and investors who want a clean, data-driven way to interpret BTC through the lens of competing asset classes and capital flows. It is particularly effective on higher timeframes (Daily/Weekly) where macro relationships are more stable and valuation signals are less noisy. © OmegaTools, Eros
Wskaźnik Pine Script®
od OmegaTools
Liquidity OS [PyraTime]Trading the lower timeframes (1m-15m) often feels like navigating a minefield. Charts become cluttered with noise, making it nearly impossible to distinguish random price action from genuine institutional intent. Traders frequently suffer from "Analysis Paralysis," struggling to spot clean setups or reacting too slowly to calculate risk accurately in fast-moving markets. The Solution: A Clean Operating SystemPyraTime: Liquidity OS was engineered to solve this specific problem. It is not just a signal tool; it is a complete visual operating system designed to declutter your workspace and enforce discipline. By filtering price action through a strict confluence of Structure, Time, and Momentum, it highlights only high-probability liquidity sweeps while automating the complex mental math of risk management. How to Use This Indicator This tool is designed for Scalpers and Day Traders utilizing liquidity concepts (ICT/SMC). Wait for the Signal: The indicator automatically identifies valid "Unicorn" setups—a confluence of a Liquidity Sweep followed by a displacement (Breaker) and a Fair Value Gap. Verify the Context: Look for the "Elite Glass" Capsule. Cyan Glass: Bullish Setup (Long Opportunity). Pink Glass: Bearish Setup (Short Opportunity). Note: The capsule physically covers messy wicks, forcing your eye to focus solely on the clear path to profit or invalidation. Consult the Dashboard: Glance at the "Monitor" panel (bottom right). It instantly displays the Position Size required to trade the setup based on your pre-defined account risk (e.g., 1%). Execute & Focus: Use the visual TP (Take Profit) and SL (Stop Loss) lines provided by the capsule to set your orders. The system automatically dims old trades ("Smart Spotlight") so only the current opportunity competes for your attention. Key Features 🦁 "Elite Glass" Visual Engine: A proprietary rendering system that displays trade setups as high-transparency, polished capsules. This creates a "Focus-First" environment, reducing chart noise and visual fatigue. 🧠 Smart Spotlight: Automatically manages visual history. The two most recent active zones remain bright, while older setups automatically dim to reduce clutter. Mitigated zones can be set to turn into "Ghosts" or disappear entirely. 🛡️ Risk OS Dashboard: A real-time, persistent monitor that calculates: Dynamic Position Sizing: Tells you exactly how many units/contracts to trade. Session Metrics: Tracks Win Rate, Total R, and Expectancy live. Safety Warnings: Highlights "High Risk" inputs in red if you exceed safety thresholds. ⚡ Logic Filters: Killzones: Restrict signals to specific sessions (e.g., London/NY) with a custom timezone selector. Trend Flow: Filters signals to align with the 4H Trend (EMA 50). Deep Value: Ensures buys occur in Discount and sells in Premium zones. Specifications & Settings Risk OS: Customizable Target R:R, Stop Loss Padding (ATR Multiplier), and Risk Per Trade %. Liquidity Filters: "1m Scalp Mode" (increased sensitivity), Killzone Time/Timezone selector, and Force Reset button. Visual Interface: Fully customizable colors. Toggles for "Show Midlines" (50% of FVG) and "Show Structure Breaks" (BOS lines) to further reduce noise. Performance: Built on Pine Script v6 with null-safe execution and optimized garbage collection for zero-lag performance on all timeframes. Disclaimer: Risk metrics, position sizing, and performance data displayed by this indicator are for informational and educational purposes only. This tool does not execute trades, manage funds, or guarantee future results. Always trade with a regulated broker and verify calculations independently.
Wskaźnik Pine Script®
od PyraTime
13
ALTINS1 Darphane Altin Sertifikasi Fair Value Tracker [ALPAY.B]This indicator displays the fair value of the Darphane Gold Certificate (ALTINS1) traded on Borsa Istanbul. It calculates the theoretical price based on 0.01 grams of Spot Gold (XAU/USD) converted to Turkish Lira (USD/TRY). This tool is essential for investors to monitor whether the certificate is trading at a significant premium or discount compared to its intrinsic gold value. Key Features: Real-time Fair Value calculation. Live Premium/Discount percentage tracking. Visual background warnings for overvalued conditions.
Wskaźnik Pine Script®
od AlbayB
Fair Value Lead-Lag Model [BackQuant]Fair Value Lead-Lag Model A cross-asset model that estimates where price "should" be relative to a chosen reference series, then tracks the deviation as a normalized oscillator. It helps you answer two questions: 1) is the asset rich or cheap vs its driver, and 2) is the driver leading or lagging price over the next N bars. Concept in one paragraph Many assets co-move with a macro or sector driver. Think BTC vs DXY, gold vs real yields, a stock vs its sector ETF. This tool builds a rolling fair value of the charted asset from a reference series and shows how far price is above or below that fair value in standard deviation units. You can shift the reference forward or backward to test who leads whom, then use the deviation and its bands to structure mean-reversion or trend-following ideas. What the model does Reference mapping : Pulls a reference symbol at a chosen timeframe, with an optional lead or lag in bars to test causality. Fair value engine : Converts the reference into a synthetic fair value of the chart using one of four methods: Ratio : price/ref with a rolling average ratio. Good when the relationship is proportional. Spread : price minus ref with a rolling average spread. Good when the relationship is additive. Z-Score : normalizes both series, aligns on standardized units, then re-projects to price space. Good when scale drifts. Beta-Adjusted : rolling regression style. Uses covariance and variance to compute beta, then builds a fair value = mean(price) + beta * (ref − mean(ref)). Deviation and bands : Computes a z-scored deviation of price vs fair value and plots sigma bands (±1, ±2, ±3) around the fair value line on the chart. Correlation context : Shows rolling correlation so you can judge if deviations are meaningful or just noise when co-movement is weak. Visuals : Fair value line on price chart with sigma envelopes. Deviation as a column oscillator and optional line. Threshold shading beyond user-set upper and lower levels. Summary table with reference, deviation, status, correlation, and method. Why this is useful Mean reversion framework : When correlation is healthy and deviation stretches beyond your sigma threshold, probability favors reversion toward fair value. This is classic pairs logic adapted to a driver and a target. Trend confirmation : If price rides the fair value line and deviation stays modest while correlation is positive, it supports trend persistence. Pullbacks to negative deviation in an uptrend can be buyable. Lead-lag discovery : Shift the reference forward by +N bars. If correlation improves, the reference tends to lead. Shift backward for the reverse. Use the best setting for planning early entries or hedges. Regime detection : Large persistent deviations with falling correlation hint at regime change. The relationship you relied on may be breaking down, so reduce confidence or switch methods. How to use it step by step Pick a sensible reference : Choose a macro, index, currency, or sector driver that logically explains the asset’s moves. Example: gold with DXY, a semiconductor stock with SOXX. Test lead-lag : Nudge Lead/Lag Periods to small positive values like +1 to +5 to see if the reference leads. If correlation improves, keep that offset. If correlation worsens, try a small negative value or zero. Select a method : Start with Beta-Adjusted when the relationship is approximately linear with drift. Use Ratio if the assets usually move in proportional terms. Use Spread when they trade around a level difference. Use Z-Score when scales wander or volatility regimes shift. Tune windows : Rolling Window controls how quickly fair value adapts. Shorter equals faster but noisier. Normalization Period controls how deviations are standardized. Longer equals stabler sigma sizing. Correlation Length controls how co-movement is measured. Keep it near the fair value window. Trade the edges : Mean reversion idea : Wait for deviation beyond your Upper or Lower Threshold with positive correlation. Fade back toward fair value. Exit at the fair value line or the next inner sigma band. Trend idea : In an uptrend, buy pullbacks when deviation dips negative but correlation remains healthy. In a downtrend, sell bounces when deviation spikes positive. Read the table : Deviation shows how many sigmas you are from fair value. Status tells you overvalued or undervalued. Correlation color hints confidence. Method tells you the projection style used. Reading the display Fair value line on price chart: the model’s estimate of where price should trade given the reference, updated each bar. Sigma bands around fair value: a quick sense of residual volatility. Reversions often target inner bands first. Deviation oscillator : above zero means rich vs fair value, below zero means cheap. Color bins intensify with distance. Correlation line (optional): scale is folded to match thresholds. Higher values increase trust in deviations. Parameter tips Start with Rolling Window 20 to 30, Normalization Period 100, Correlation Length 50. Upper and Lower Threshold at ±2.0 are classic. Tighten to ±1.5 for more signals or widen to ±2.5 to focus on outliers. When correlation drifts below about 0.3, treat deviations with caution. Consider switching method or reference. If the fair value line whipsaws, increase Rolling Window or move to Beta-Adjusted which tends to be smoother. Playbook examples Pairs-style reversion : Asset is +2.3 sigma rich vs reference, correlation 0.65, trend flat. Short the deviation back toward fair value. Cover near the fair value line or +1 sigma. Pro-trend pullback : Uptrend with correlation 0.7. Deviation dips to −1.2 sigma while price sits near the −1 sigma band. Buy the dip, target the fair value line, trail if the line is rising. Lead-lag timing : Reference leads by +3 bars with improved correlation. Use reference swings as early cues to anticipate deviation turns on the target. Caveats The model assumes a stable relationship over the chosen windows. Structural breaks, policy shocks, and index rebalances can invalidate recent history. Correlation is descriptive, not causal. A strong correlation does not guarantee future convergence. Do not force trades when the reference has low liquidity or mismatched hours. Use a reference timeframe that captures real overlap. Bottom line This tool turns a loose cross-asset intuition into a quantified, visual fair value map. It gives you a consistent way to find rich or cheap conditions, time mean-reversion toward a statistically grounded target, and confirm or fade trends when the driver agrees.
Wskaźnik Pine Script®
od BackQuant
Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages. The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value. DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic: REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative. EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value. EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value. P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value. EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative. FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion. ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns. ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage. YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%. The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index. Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate) Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate) WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures. In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
Wskaźnik Pine Script®
od QuantitativeAlpha
1
Quick Valuation V.1.0 (Ibo)This Pine Script indicator performs a Quick Discounted Cash Flow (DCF)-style Valuation to estimate the intrinsic value of a stock. It calculates a projected Fair Value and a Margin of Safety based on user inputs or automatically pulled financial data from TradingView (like revenue, growth, margin, and exit P/E). It also automatically computes a Discount Rate using a modified CAPM model. Key Features Valuation Output: Calculates a target Fair Value and the resulting Margin of Safety. Data Flexibility: Automatically pulls essential fundamentals (Revenue, Margins, Shares Outstanding, etc.) but allows the user to override any value (revenue, growth, P/E, shares, etc.) via the settings. Automated Discount Rate: Calculates the Discount Rate (Cost of Equity) using the current 10-Year Real Yield and a computed or user-defined Beta. Clear Display: Presents all input metrics, calculated values, and data sources (TradingView or User Input) in a neat table on the chart.
Wskaźnik Pine Script®
od IboProtrader
1
Sentinel Nexus Dashboard [AGP] Ver.1.5Sentinel Nexus Dashboard is a versatile Pine Script designed as a comprehensive technical analysis tool. It condenses a variety of key indicators and metrics into a single, intuitive visual dashboard, providing an integrated view of market trends, momentum, volatility, and liquidity, all neatly organized on your TradingView chart. Key Features and Benefits All-in-One Dashboard: This script centralizes relevant information, offering a clean, efficient control panel that helps you make quick decisions without cluttering your chart with multiple overlays. Trend Analysis with ADX: It incorporates the Average Directional Index (ADX) to measure trend strength. The dashboard displays ADX, DI+, and DI- values with dynamic color-coding to highlight trend intensity (e.g., blue for a very strong trend). Momentum Analysis with MACD: The dashboard shows MACD line and signal line values in a table. The background color of the MACD values reflects the histogram's direction, allowing you to quickly identify crosses and shifts in market momentum. Multi-Timeframe RSI Analysis: The RSI (Relative Strength Index) dashboard displays values across multiple timeframes (from 1 minute to 1 month). Overbought (77) and oversold (23) levels are color-coded for immediate identification of market conditions, making it an ideal tool for multi-timeframe analysis. Smart and Dynamic Volume: The script uses a bar coloring algorithm based on average volume. Chart bars change color according to volume magnitude (extreme, high, average, or low) relative to the average, distinguishing between bullish and bearish bars. This helps you identify significant, liquidity-driven price movements. Fair Value Analysis: The script calculates an asset's "fair value" using a noise filter (similar to a Kalman filter) on recent highs and lows to determine a midpoint. The price dashboard's background color changes to indicate if the current price is above or below this fair value. Fibonacci EMA Analysis: A table displays several Exponential Moving Averages (EMAs) based on the Fibonacci sequence. The values are color-coded to show whether the current price is above (white) or below (orange) each EMA, helping you quickly identify dynamic support and resistance levels. CME Futures Data Integration: For Bitcoin, the script can show a chart label with the Bitcoin futures price (CME:BTC1!), allowing you to compare the spot price with the CME futures market. Potential Uses and Applications The Sentinel Nexus Dashboard is an excellent support tool for trading. It is not a signal system but rather a suite of confirmation tools that can be used to: Confirm Trend Strength: Before entering a trade, use the ADX data to ensure the trend has enough strength for your expected move. Detect Reversal Points: Multi-timeframe RSI data can alert you to potential overbought or oversold conditions, indicating possible exhaustion of a price move. Validate Price Movements: Bar coloring based on volume helps you determine if a price move is genuine and supported by strong market participation. High volume can confirm a breakout or reversal. Identify Support and Resistance: The Fibonacci EMAs allow you to quickly visualize key levels where price might find support or resistance, aiding in planning entries and exits. In short, this script is perfect for traders who want a comprehensive market overview without chart clutter. It efficiently integrates trend, momentum, and volume analysis in one place. Legal Disclaimer RISK WARNING: This Pine Script is a technical analysis tool and should not be considered financial advice. Past performance of any indicator is no guarantee of future results. Trading in financial markets involves a high risk of loss and is not suitable for all investors. By using this indicator, you accept full responsibility for your trading decisions and acknowledge that any financial loss is your sole responsibility. IMPORTANT: Some script functions, such as the CME price label, may not work correctly if your TradingView subscription plan is not a paid one. Please check your plan's limitations to ensure the indicator's optimal functionality.
Wskaźnik Pine Script®
od Andromedae
Greer Fair Value✅ Greer Fair Value Greer Fair Value: Graham intrinsic value + Buffett-style DCF with auto EPS/FCF and auto growth (CAGR of FCF/share), defaulting to a simple GFV badge that color-codes opportunity at a glance. 📜 Full description Greer Fair Value is inspired by the valuation frameworks of Benjamin Graham and Warren Buffett. It combines Graham’s rate-adjusted intrinsic value with a two-stage, per-share DCF. The script auto-populates EPS (TTM) and Free Cash Flow per share (FY/FQ/TTM) from request.financial(), and can auto-estimate the near-term growth rate (g₁) using the CAGR of FCF/share over a user-selected lookback (with sensible caps). All assumptions remain editable. Default view: only the GFV badge is shown to keep charts clean. Badge color logic: Gold — both DCF and Graham fair values are above the current price Green — exactly one of them is above the current price Red — the current price is above both values Show more detail (optional): Toggle “Show Graham Lines” and/or “Show DCF Lines” to plot fair values (and optional MoS bands) over time. Toggle “Show Dashboard” for a compact data table of assumptions and outputs. Optional summary label can be enabled for a quick on-chart readout. Inputs you can customize: EPS source/manual fallback, FCF/share source (FY/FQ/TTM), g₁ auto-CAGR lookback & caps, terminal growth gT, discount rate r, MoS levels, step-style plots, table position, and decimals. Note: TradingView’s UI controls whether “Inputs/Values in Status Line” are shown. If you prefer a clean status line, open the indicator’s settings and uncheck those options, then Save as default. Disclaimer: For educational/informational purposes only; not financial advice. Markets involve risk—do your own research.
Wskaźnik Pine Script®
od controllinghand
FVG SuiteSupercharge your charts with FVG Suite! Detect Smart Money structures, Fair Value Gaps, and key Multi-Timeframe levels—all in one powerful indicator. Perfect for both intraday and swing traders. ⚡ Highlights: 📈 Smart Money Structure: BoS & CHoCH signals with customizable colors and sensitivity. 💎 Fair Value Gaps: Bullish & Bearish FVGs with filters, max extension, and automatic cleanup. 🕒 Multi-Timeframe Levels: Daily, Weekly, and Monthly Highs & Lows with solid/dashed/dotted lines. 📊 Volume Activity: Real-time 4H & 24H volume analysis in a neat table. 🎨 Fully Customizable: Colors, transparency, and labels for a clean, easy-to-read chart. Make smarter trade decisions with clear market structure insights and gap detection! 🚀
Wskaźnik Pine Script®
od NovaTradeStar
Initial Balance Wave MapThis indicator visualizes the Initial Balance (IB) range for any session, marking the first hour's high and low. It includes optional midpoints, extensions (e.g. 1.5x IB, 2x IB), and customizable time windows. Additional features allow users to display session open, high, low, close, and VWAP reference points. Designed to support price action and session structure analysis, it adapts to various global futures and FX market opens. All display elements are optional and fully configurable. This updated indicator builds upon the open-source foundation by @noop-noop with enhancements and user-facing labels tailored for Auction Market Theory, scalping, and structure-based trade setups. Key updated Featured: Multiple previous day's IB levels carry forward into the current day's chart, as opposed to just the previous day's levels carrying forward to the new IB time. 🙌 Credits: This script builds upon the excellent open-source work by @noop-noop. Original script available here .
Wskaźnik Pine Script®
od traderdrysdale
18
Uptrick: Fusion Trend Reversion SystemOverview The Uptrick: Fusion Trend Reversion System is a multi-layered indicator designed to identify potential price reversals during intraday movement while keeping traders informed of the dominant short-term trend. It blends a composite fair value model with deviation logic and a refined momentum filter using the Relative Strength Index (RSI). This tool was created with scalpers and short-term traders in mind and is especially effective on lower timeframes such as 1-minute, 5-minute, and 15-minute charts where price dislocations and quick momentum shifts are frequent. Introduction This indicator is built around the fusion of two classic concepts in technical trading: identifying trend direction and spotting potential reversion points. These are often handled separately, but this system merges them into one process. It starts by computing a fair value price using five moving averages, each with its own mathematical structure and strengths. These include the exponential moving average (EMA), which gives more weight to recent data; the simple moving average (SMA), which gives equal weight to all periods; the weighted moving average (WMA), which progressively increases weight with recency; the Arnaud Legoux moving average (ALMA), known for smoothing without lag; and the volume-weighted average price (VWAP), which factors in volume at each price level. All five are averaged into a single value — the raw fusion line. This fusion acts as a dynamically balanced centerline that adapts to price conditions with both smoothing and responsiveness. Two additional exponential moving averages are applied to the raw fusion line. One is slower, giving a stable trend reference, and the other is faster, used to define momentum and cloud behavior. These two lines — the fusion slow and fusion fast — form the backbone of trend and signal logic. Purpose This system is meant for traders who want to trade reversals without losing sight of the underlying directional bias. Many reversal indicators fail because they act too early or signal too frequently in choppy markets. This script filters out noise through two conditions: price deviation and RSI confirmation. Reversion trades are considered only when the price moves a significant distance from fair value and RSI suggests a legitimate shift in momentum. That filtering process gives the trader a cleaner, higher-quality signal and reduces false entries. The indicator also visually supports the trader through colored bars, up/down labels, and a filled cloud between the fast and slow fusion lines. These features make the market context immediately visible: whether the trend is up or down, whether a reversal just occurred, and whether price is currently in a high-risk reversion zone. Originality and Uniqueness What makes this script different from most reversal systems is the way it combines layers of logic — not just to detect signals, but to qualify and structure them. Rather than relying on a single MA or a raw RSI level, it uses a five-MA fusion to create a baseline fair value that incorporates speed, stability, and volume-awareness. On top of that, the system introduces a dual-smoothing mechanism. It doesn’t just smooth price once — it creates two layers: one to follow the general trend and another to track faster deviations. This structure lets the script distinguish between continuation moves and possible turning points more effectively than a single-line or single-metric system. It also uses RSI in a more refined way. Instead of just checking if RSI is overbought or oversold, the script smooths RSI and requires directional confirmation. Beyond that, it includes signal memory. Once a signal is generated, a new one will not appear unless the RSI becomes even more extreme and curls back again. This memory-based gating reduces signal clutter and prevents repetition, a rare feature in similar scripts. Why these indicators were merged Each moving average in the fusion serves a specific role. EMA reacts quickly to recent price changes and is often favored in fast-trading strategies. SMA acts as a long-term filter and smooths erratic behavior. WMA blends responsiveness with smoothing in a more balanced way. ALMA focuses on minimizing lag without losing detail, which is helpful in fast markets. VWAP anchors price to real trade volume, giving a sense of where actual positioning is happening. By combining all five, the script creates a fair value model that doesn’t lean too heavily on one logic type. This fusion is then smoothed into two separate EMAs: one slower (trend layer), one faster (signal layer). The difference between these forms the basis of the trend cloud, which can be toggled on or off visually. RSI is then used to confirm whether price is reversing with enough force to warrant a trade. The RSI is calculated over a 14-period window and smoothed with a 7-period EMA. The reason for smoothing RSI is to cut down on noise and avoid reacting to short, insignificant spikes. A signal is only considered if price is stretched away from the trend line and the smoothed RSI is in a reversal state — below 30 and rising for bullish setups, above 70 and falling for bearish ones. Calculations The script follows this structure: Calculate EMA, SMA, WMA, ALMA, and VWAP using the same base length Average the five values to form the raw fusion line Smooth the raw fusion line with an EMA using sens1 to create the fusion slow line Smooth the raw fusion line with another EMA using sens2 to create the fusion fast line If fusion slow is rising and price is above it, trend is bullish If fusion slow is falling and price is below it, trend is bearish Calculate RSI over 14 periods Smooth RSI using a 7-period EMA Determine deviation as the absolute difference between current price and fusion slow A raw signal is flagged if deviation exceeds the threshold A raw signal is flagged if RSI EMA is under 30 and rising (bullish setup) A raw signal is flagged if RSI EMA is over 70 and falling (bearish setup) A final signal is confirmed for a bullish setup if RSI EMA is lower than the last bullish signal’s RSI A final signal is confirmed for a bearish setup if RSI EMA is higher than the last bearish signal’s RSI Reset the bullish RSI memory if RSI EMA rises above 30 Reset the bearish RSI memory if RSI EMA falls below 70 Store last signal direction and use it for optional bar coloring Draw the trend cloud between fusion fast and fusion slow using fill() Show signal labels only if showSignals is enabled Bar and candle colors reflect either trend slope or last signal direction depending on mode selected How it works Once the script is loaded, it builds a fusion line by averaging five different types of moving averages. That line is smoothed twice into a fast and slow version. These two fusion lines form the structure for identifying trend direction and signal areas. Trend bias is defined by the slope of the slow line. If the slow line is rising and price is above it, the market is considered bullish. If the slow line is falling and price is below it, it’s considered bearish. Meanwhile, the script monitors how far price has moved from that slow line. If price is stretched beyond a certain distance (set by the threshold), and RSI confirms that momentum is reversing, a raw reversion signal is created. But the script only allows that signal to show if RSI has moved further into oversold or overbought territory than it did at the last signal. This blocks repetitive, weak entries. The memory is cleared only if RSI exits the zone — above 30 for bullish, below 70 for bearish. Once a signal is accepted, a label is drawn. If the signal toggle is off, no label will be shown regardless of conditions. Bar colors are controlled separately — you can color them based on trend slope or last signal, depending on your selected mode. Inputs You can adjust the following settings: MA Length: Sets the period for all moving averages used in the fusion. Show Reversion Signals: Turns on the plotting of “Up” and “Down” labels when a reversal is confirmed. Bar Coloring: Enables or disables colored bars based on trend or signal direction. Show Trend Cloud: Fills the space between the fusion fast and slow lines to reflect trend bias. Bar Color Mode: Lets you choose whether bars follow trend logic or last signal direction. Sens 1: Smoothing speed for the slow fusion line — higher values = slower trend. Sens 2: Smoothing speed for the fast line — lower values = faster signal response. Deviation Threshold: Minimum distance price must move from fair value to trigger a signal check. Features This indicator offers: A composite fair value model using five moving average types. Dual smoothing system with user-defined sensitivity. Slope-based trend definition tied to price position. Deviation-triggered signal logic filtered by RSI reversal. RSI memory system that blocks repetitive signals and resets only when RSI exits overbought or oversold zones. Real-time tracking of the last signal’s direction for optional bar coloring. Up/Down labels at signal points, visible only when enabled. Optional trend cloud between fusion layers, visualizing current market bias. Full user control over smoothing, threshold, color modes, and visibility. Conclusion The Fusion Trend-Reversion System is a tool for short-term traders looking to fade price extremes without ignoring trend bias. It calculates fair value using five diverse moving averages, smooths this into two dynamic layers, and applies strict reversal logic based on RSI deviation and momentum strength. Signals are triggered only when price is stretched and momentum confirms it with increasingly strong behavior. This combination makes the tool suitable for scalping, intraday entries, and fast market environments where precision matters. Disclaimer This indicator is for informational and educational purposes only. It does not constitute financial advice. All trading involves risk, and no tool can predict market behavior with certainty. Use proper risk management and do your own research before making trading decisions.
Wskaźnik Pine Script®
od Uptrick
3
Volume Range Profile with Fair Value (Zeiierman)█ Overview The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time. Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle. You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price. ⚪ In simple terms: Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control █ How It Works ⚪ Volume Zones Upper Zone: Anchored at the highest high in the lookback period Lower Zone: Anchored at the lowest low in the lookback period Width is user-defined via % of range Each zone is divided into a series of volume bins ⚪ Volume Bins (Histograms) Each zone is split into N bins that show how much volume occurred at each level: Taller = More volume The POC bin (Point of Control) is highlighted Labels show % of volume in the POC relative to the whole zone ⚪ Buy vs Sell Breakdown Each volume bin is split by: Buy Volume = Close ≥ Open Sell Volume = Close < Open The script accumulates these and displays total Buy/Sell volume per zone. ⚪ Fair Value Drift Line A POC trend is plotted over time: Represents where volume was most active across each range Color changes dynamically — green for rising, red for falling Serves as a real-time fair value anchor across changing market structure █ How to Use ⚪ Identify Key Control Zones Use Upper/Lower Zone structures to understand where supply and demand is building. Zones automatically adapt to recent highs/lows and re-center volume accordingly. ⚪ Follow Institutional Activity Watch for POC clustering near price tops or bottoms. Large volumes near extremes may indicate accumulation or distribution. ⚪ Spot Fair Value Drift The fair value trend line (average POC price) gives insight into market equilibrium. One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend. █ Understanding Buy & Sell Volume Labels (Zone Totals) These labels show the total buy and sell volume accumulated within each zone over the selected lookback period: Buy Vol (green label) → Total volume where candles closed bullish Sell Vol (red label) → Total volume where candles closed bearish Together, they tell you which side dominated: Higher Buy Vol → Bullish accumulation zone Higher Sell Vol → Bearish distribution zone This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance. █ Understanding POC Volume Labels The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into: Buy % – How much of the volume was buying (price closed up) Sell % – How much was selling (price closed down) Total % – How much of the entire zone’s volume happened at the POC Use it to spot strong demand or supply zones: High Buy % + High Total % → Strong buying interest = likely support High Sell % + High Total % → Strong selling pressure = likely resistance It gives a deeper look into who was in control at the most important price level. █ Why It’s Useful Track where fair value is truly forming Detect aggressive volume accumulation or dumping Visually split buyer/seller control at the most relevant price levels Adapt volume structures to current trend direction █ Settings Explained Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive. Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones. Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Wskaźnik Pine Script®
od Zeiierman
13
Fair Value Gap Finder [Find Better Trades]Fair Value Gap Finder (FVG) – Spot Institutional Imbalances 📈 Identify Key Market Imbalances The Fair Value Gap Finder automatically detects price inefficiencies where aggressive buying or selling has created an imbalance in liquidity. These gaps, often left by institutional traders, can serve as key areas for price to revisit before continuing its trend. 🔍 How It Works: Highlights bullish Fair Value Gaps (FVGs) in green, signaling potential support zones. Highlights bearish Fair Value Gaps (FVGs) in red, signaling potential resistance zones. Uses ATR-based filtering to eliminate small, insignificant gaps, focusing only on high-probability setups. Alerts included! Get notified when a valid Fair Value Gap is detected. 📊 How to Trade Using FVGs: ✅ For Buy Trades: Wait for price to return to a bullish FVG and confirm support before entering long. ✅ For Sell Trades: Wait for price to revisit a bearish FVG and confirm resistance before entering short. ✅ Use with candlestick patterns, trend analysis, or volume for additional confirmation. ⚙️ Customizable Settings: Adjust the ATR Multiplier to control how large a gap must be before triggering a signal. Enable alerts to stay informed in real time when new FVGs appear. 💡 Why Use This Indicator? Fair Value Gaps are widely used by professional traders to spot areas of liquidity, making them valuable for scalping, swing trading, and institutional-style trading. 🚀 Add it to your TradingView chart and start trading with precision!
Wskaźnik Pine Script®
od FindBetterTrades
Fair Value Gap [by Oberlunar]Fair Value Gap This indicator is designed to identify and display Fair Value Gaps (FVG) on the price chart. Fair Value Gaps are areas between candles where the price lacks continuity, leaving a "gap" that can serve as a reference point for price retracements. These zones are often considered important by traders as they represent market imbalances that tend to be "mitigated" (i.e., filled or tested) over time. Purpose of Publication This indicator addresses a common gap in FVG indicators. Most existing FVG indicators do not visually distinguish between mitigated (touched) FVGs and those that remain intact. With this indicator: Mitigated FVGs are clearly displayed with distinct colors, allowing traders to identify which zones have been partially or fully filled by the price. Unmitigated FVGs remain prominent, representing potential points of interest. Key Features Identification of Fair Value Gaps: A Bullish FVG (upward gap) forms when the high of the three previous candles (candle -3) is lower than the low of the next candle (candle -1). A Bearish FVG (downward gap) forms when the low of the three previous candles (candle -3) is higher than the high of the next candle (candle -1). Dynamic Coloring: Unmitigated FVGs are highlighted with specific colors: green for Bullish and red for Bearish gaps. When an FVG is "touched" by the price (i.e., mitigated), the color changes: Yellow-green for mitigated Bullish FVGs. Purple for mitigated Bearish FVGs. Handling Mitigated FVGs: When an FVG is touched by the price, it is visually updated with a different color. An option can be enabled to "shrink" the mitigated zone, adjusting the box to reflect the remaining untested portion of the gap. Customization: Configure the maximum number of FVGs to display on the chart. Set specific colors for mitigated and unmitigated FVGs. Choose whether to automatically shrink mitigated zones. How to Identify Support and Resistance Levels Support: Bullish FVGs represent potential support levels, as they indicate areas where the price might return to seek liquidity or fill the imbalance. An FVG that is repeatedly touched without being fully filled becomes a significant support zone. Resistance: Bearish FVGs represent potential resistance levels, indicating zones where the price might stall or reverse direction. Why a Repeatedly Mitigated FVG is Significant When an FVG is touched or mitigated multiple times, it means the market recognizes that area as significant. This can happen for several reasons: Accumulation or Distribution: Institutional traders may use these zones to accumulate or distribute positions without causing excessive market movement. Presence of Liquidity: FVGs often represent areas with pending orders (stop-losses, limit orders), and the price revisits these zones to seek liquidity. Market Equilibrium: When an FVG is repeatedly filled, it indicates the market's attempt to balance a demand-supply imbalance. This makes the zone an important level to monitor for potential breakouts or reversals.
Wskaźnik Pine Script®
od oberlunar_tr
9
ICT Balanced Price Range [TradingFinder] BPR | FVG + IFVG🔵 Introduction The ICT Balanced Price Range (BPR) indicator is a valuable tool that helps traders identify key areas on price charts where a balance between buyers and sellers is established. These zones can serve as critical points for potential price reversals or continuations. 🟣 Bullish Balanced Price Range A Bullish BPR forms when a buying pressure zone (Bullish FVG) overlaps with a Bullish Inversion FVG. This overlap indicates a high probability of price moving upwards, making it a crucial area for traders to consider. 🟣 Bearish Balanced Price Range Similarly, a Bearish BPR is created when a selling pressure zone (Bearish FVG) overlaps with a Bearish Inversion FVG. This zone is often seen as a key area where the price is likely to move downward. 🔵 How to Use 🟣 Identifying the Balanced Price Range (BPR) To identify the Balanced Price Range (BPR), you must first locate two Fair Value Gaps (FVGs) on the price chart. One FVG should be on the sell side, and the other on the buy side. When these two FVGs horizontally oppose each other, the area where they overlap is recognized as the Balanced Price Range (BPR). This BPR zone is highly sensitive to price movements due to the combination of two FVGs, often leading to strong market reactions. As the price approaches this area, the likelihood of a significant market move increases, making it a prime target for professional traders. 🟣 Bullish Balanced Price Range (Bullish BPR) To effectively trade using a Bullish BPR, begin by identifying a bullish market structure and searching for bullish Price Delivery Arrays (PD Arrays). Once the market structure shifts to bullish in a lower time frame, locate a Bullish FVG within the Discount Zone that overlaps with a Bearish FVG. Mark this overlapping zone and wait for the price to test it before executing a buy trade. Alternatively, you can set a Buy Limit order with a stop loss below the recent swing low and target profits based on higher time frame liquidity draws. 🟣 Bearish Balanced Price Range (Bearish BPR) For bearish trades, start by identifying a bearish market structure and look for bearish PD Arrays. After the market structure shifts to bearish in a lower time frame, identify a Bearish FVG within the Discount Zone that overlaps with a Bullish FVG. Mark this overlapping zone and execute a sell trade when the price tests it. You can also use a Sell Limit order with a stop loss above the recent swing high and target profits according to higher time frame liquidity draws. 🔵 Settings 🟣 Global Settings Show All Inversion FVG & IFVG : If disabled, only the most recent FVG & IFVG will be displayed. FVG & IFVG Validity Period (Bar) : Determines the maximum duration (in number of candles) that the FVG and IFVG remain valid. Switching Colors Theme Mode : Includes three modes: "Off", "Light", and "Dark". "Light" mode adjusts colors for light mode use, "Dark" mode adjusts colors for dark mode use, and "Off" disables color adjustments. 🟣 Display Settings Show Bullish BPR : Toggles the display of demand-related boxes. Show Bearish BPR : Toggles the display of supply-related boxes. Mitigation Level BPR : Options include "Proximal", "Distal", or "50 % OB" modes, which you can choose based on your needs. The "50 % OB" line is the midpoint between distal and proximal. Show Bullish IFVG : Toggles the display of demand-related boxes. Show Bearish IFV G: Toggles the display of supply-related boxes. Mitigation Level FVG and IFVG : Options include "Proximal", "Distal", or "50 % OB" modes, which you can choose based on your needs. The "50 % OB" line is the midpoint between distal and proximal. 🟣 Logic Settings FVG Filter : This refines the number of identified FVG areas based on a specified algorithm to focus on higher quality signals and reduce noise. Types of FVG filters : Very Aggressive Filter : Adds a condition where, for an upward FVG, the last candle's highest price must exceed the middle candle's highest price, and for a downward FVG, the last candle's lowest price must be lower than the middle candle's lowest price. This minimally filters out FVGs. Aggressive Filter : Builds on the Very Aggressive mode by ensuring the middle candle is not too small, filtering out more FVGs. Defensive Filter : Adds criteria regarding the size and structure of the middle candle, requiring it to have a substantial body and specific polarity conditions, filtering out a significant number of FVGs. Very Defensive Filte r: Further refines filtering by ensuring the first and third candles are not small-bodied doji candles, retaining only the highest quality signals. 🟣 Alert Settings Alert Inversion FVG Mitigation : Enables alerts for Inversion FVG mitigation. Message Frequency : Determines the frequency of alerts. Options include 'All' (every function call), 'Once Per Bar' (first call within the bar), and 'Once Per Bar Close' (final script execution of the real-time bar). Default is 'Once per Bar'. Show Alert Time by Time Zone : Configures the time zone for alert messages. Default is 'UTC'. Display More Info : Provides additional details in alert messages, including price range, date, hour, and minute. Set to 'Off' to exclude this information. 🔵 Conclusion The ICT Balanced Price Range is a powerful and reliable tool for identifying key points on price charts. This strategy can be applied across various time frames and serves as a complementary tool alongside other indicators and technical analysis methods. The most crucial aspect of utilizing this strategy effectively is correctly identifying FVGs and their overlapping areas, which comes with practice and experience.
Wskaźnik Pine Script®
od TFlab
4
Double FVG-BPR [QuantVue]The Double FVG BPR Indicator is a versatile tool that helps traders identify potential support and resistance levels through the concept of balanced price ranges. A Balanced Price Range (BPR) is a zone on a price chart where the market has found equilibrium after a period of price imbalance. It is identified by detecting a Fair Value Gap (FVG) in one direction, followed by an overlapping Fair Value Gap in the opposite direction. Components of a Balanced Price Range Fair Value Gap (FVG): A FVG occurs when there is a rapid price movement, creating a gap in the price chart where minimal trading occurs. This gap represents an imbalance between supply and demand. Bullish FVG: A bullish FVG is identified when the low of a candle is higher than the high of a candle two periods ago, and the close of the previous candle is higher than the high of that same period. Bearish FVG: A bearish FVG is identified when the high of a candle is lower than the low of a candle two periods ago, and the close of the previous candle is lower than the low of that same period. Overlapping Fair Value Gap: For a BPR to be formed, an initial FVG must be followed by an overlapping FVG in the opposite direction. This creates a balanced zone where the price has moved up (or down) quickly and then moved down (or up) with similar intensity, suggesting a temporary equilibrium. The area between the high and low points of these overlapping FVGs forms the BPR. This zone represents a temporary market equilibrium where supply and demand have balanced out after a period of significant price movement in both directions. How to Use Support and Resistance Levels: The upper and lower boundaries of the BPR act as dynamic support and resistance levels. Traders can use these levels to place buy and sell orders, anticipating that the price may find support or face resistance within these zones. Trend Reversal and Continuation: The BPR can signal potential trend reversals or continuations. If the price moves back into the BPR after a breakout, it may indicate a reversal. Conversely, if the price breaks out of the BPR with strong momentum, it may signal a trend continuation.
Wskaźnik Pine Script®
od QuantVue
5
Fair Value Calculator V 1.0Fair Value Calculator V 1.0 This indicator calculates the fair value of a stock based on the revenue growth rate and net profit margin of a company, providing a quick estimate of its intrinsic worth. The calculation takes into account: Current Revenue: The company's current revenue 5-Year Growth Rate: Expected revenue annual growth rate (CAGR) over the next 5 years Average PE Ratio: The average Price-to-Earnings ratio for the next 5 years Average Profit Margin: The average profit margin for the next 5 years Share Outstanding: The total number of shares outstanding Yearly Share Buyback Rate: The percentage of shares bought back by the company each year Discount Rate: The rate used to calculate the present value of the fair value Using these inputs, the indicator estimates the fair value of the stock, providing a valuable tool for investors and traders to make informed decisions. Note: all values can be adjusted by the user by entering the desired value and selecting the item in the setup menu. How it works The indicator calculates the future revenue based on the current revenue and the expected revenue annual growth rate (CAGR). It then estimates the future earnings using the average profit margin. The future price is calculated using the exit value of the PE ratio. The present value of the fair value is calculated using the discount rate. The indicator adjusts the fair value based on the yearly share buyback rate. Benefits Provides a quick but valuable estimate of a stock's fair value based on the revenue growth and the expected profit. Helps investors and traders identify undervalued or overvalued stocks. Allows users to adjust inputs to suit their own assumptions and scenarios. Note This indicator is for informational purposes only and should not be considered as investment advice. Always do your own research and consider multiple perspectives before making investment decisions.
Wskaźnik Pine Script®
od Phantom_007
3
Fair ValueThis indicator is designed to provide a valuation perspective based on a specified length and deviations from a base value. This code calculates fair value levels relative to a chosen source (typically closing prices) using simple moving averages (SMA) or exponential moving averages (EMA). Please note that this is purely educational and should not be considered financial advice. Key Features: 1. Valuation Calculation: The indicator computes a base value using either SMA or EMA, providing a reference point for fair value. 2. Deviation Levels: Additional levels of valuation are defined as deviations from the base value, indicating potential overvalued or undervalued conditions. 3. Currency-Specific Display: It displays valuation levels in different currency symbols based on the asset's trading currency. 4. Visual Representation: The indicator plots fair value lines and shades areas to highlight potential deviations. 5. Line Projection: A projection line shows potential future movement based on the calculated slope. This feature forecasts future price movement using a linear regression line's slope, dynamically projecting the trend forward. It provides traders with valuable insight into potential future price behavior. The implementation involves complex mathematical computations to determine the slope and iterative drawing of projected segments. Educational Purpose: This indicator is for educational purposes only. It does not guarantee accuracy or suitability for trading decisions. Please use caution and consider consulting a financial professional before making any investment decisions based on this indicator. Keep in mind that market conditions can change rapidly, and historical performance may not predict future results.
Wskaźnik Pine Script®
od Julien_Exe
8
FVG w/ Fibs [QuantVue]The "FVG w/ Fibs" indicator is a trading tool designed to identify and visualize Fair Value Gaps (FVGs) while overlaying two Fibonacci retracement levels. • Bullish FVG: Occurs when the low of the current bar is higher than the high of two bars ago, and the previous close is higher than the high of two bars ago. • Bearish FVG: Occurs when the high of the current bar is lower than the low of two bars ago, and the previous close is lower than the low of two bars ago. The indicator filters these gaps based on user-defined criteria such as the minimum percentage size of the gap. Once identified, these FVGs are highlighted on the chart using customizable boxes and the 50% and 61.8% (default settings) Fibonacci retracement levels are calculated and drawn based on the size of the identified FVG. • Dynamically updates and extends the boxes as the price evolves. • Alerts / visual changes for FVGs that get filled. • User option for fills by Wicks or Close • User-customizable settings for box colors, styles, and Fibonacci level appearances Give this indicator a BOOST and COMMENT your thoughts! We hope you enjoy. Cheers!
Wskaźnik Pine Script®
od QuantVue
15
Fair Value Gap (FVG) UnderlayBy analyzing the size and characteristics of candlestick patterns, the Fair Value Gap indicator helps traders spot potential opportunities where the price of a currency or financial asset deviates from its fair value. The FVG is represented as a percentage and displayed as columns in an underlay on the chart. Calculation and Interpretation: The calculation of the FVG involves evaluating the body-to-wick ratio of a candlestick. This ratio compares the size of the body (the difference between the open and close prices) to the length of the wicks (the high and low prices). A high body-to-wick ratio indicates a significant price move within the candlestick, potentially signaling a strong market sentiment. The FVG indicator compares the size of the current candlestick with the previous candlesticks over a specified lookback period, typically the last 20 to 40 candlesticks. If the current candlestick meets the criteria for a fair value gap, it is classified as either a Bearish FVG or Bullish FVG, depending on the direction of the price movement. Interpreting the FVG is relatively straightforward. When a Bearish FVG is detected, it suggests that the price is currently lower than its fair value, indicating a potential upward price movement in the future. This could be an opportunity to consider long positions or buying opportunities. On the other hand, when a Bullish FVG is identified, it implies that the price is higher than its fair value, signaling a possible downward price correction. Traders may consider short-selling or taking profits on long positions in such scenarios. Coloration: The coloration of the Fair Value Gap (FVG) indicator plays a crucial role in enhancing its visual representation and aiding interpretation. When a Bearish FVG is identified, the indicator utilizes the color scheme of lime green. This color signifies the potential for an upward price movement as the current price is considered lower than its fair value. On the other hand, a Bullish FVG is represented by the vibrant color of fuchsia, indicating a potential downward price correction as the price exceeds its fair value. The coloration serves as a visual cue, making it easier for traders to quickly identify and differentiate between different types of fair value gaps on the chart. Additionally, the barcolor is aligned with the respective FVG color, providing a comprehensive view of price inefficiencies and aiding traders in their decision-making process. Potential Applications/Strategies: The FVG indicator can be applied in various trading strategies and situations. One possible application is in price reversion strategies. Traders can use the FVG to identify overbought or oversold conditions in the market. When a Bullish FVG occurs, it may indicate an opportunity to consider short-selling or taking profits on long positions. Similarly, a Bearish FVG can suggest a potential buying opportunity, expecting the price to revert back to its fair value. Another application is in confirming existing trends. The FVG can act as a confirmation tool for trends identified by other indicators or analysis techniques. When a Bullish FVG aligns with an uptrend, it may strengthen the bullish bias and provide more confidence in the upward momentum. Conversely, a Bearish FVG in conjunction with a downtrend may reinforce the bearish sentiment and support the idea of further downside potential. Parameters: Adjusting the parameters of the FVG indicator can be beneficial based on the trader's trading style and time frame. The body-to-wick ratio threshold and lookback period can be modified to capture different types of fair value gaps and adapt to different market conditions. Shorter lookback periods may help identify more recent FVGs, which could be suitable for short-term traders, while longer periods may capture larger price inefficiencies and cater to longer-term traders. Limitations: However, it's important to note that the FVG indicator, like any technical analysis tool, has its limitations. It relies on historical price patterns and may not always accurately predict future price movements. The interpretation of FVGs requires careful analysis and should be used in conjunction with other indicators, technical analysis tools, and fundamental factors to make well-informed trading decisions. Traders should also exercise proper risk management and consider the overall market context when using the FVG indicator. In conclusion, the Fair Value Gap (FVG) indicator provides traders with valuable insights into price inefficiencies and deviations from fair value. By identifying Bearish and Bullish FVGs, traders can potentially uncover trading opportunities and make more informed decisions. However, it is crucial to combine the FVG indicator with other analysis tools, conduct thorough analysis, and exercise proper risk management to achieve consistent trading success.
Wskaźnik Pine Script®
od LeafAlgo
Overvalued/Undervalued OverlayThis indicator will tell you whether the security you are looking at is overvalued or undervalued using a company's total assets and their market cap. In theory, a company's total assets is everything that they own, which then should technically be how much the company is worth. Therefore, if the company's market cap is higher than their total assets, the indicator will read "Overvalued by X%". However, if the company's market cap is lower than their total assets, the indicator will read "Undervalued by X%". If you have any questions, feel free to let me know. Keep in mind that this indicator should be only used for long-term investing.
Wskaźnik Pine Script®
od GOAT101
5
Fair value bands / Flowly Indicators— Overview Fair value bands, like other band tools, depict dynamic points in price where price behaviour is normal or abnormal, i.e. trading at/around mean (price at fair value) or deviating from mean (price outside fair value). Unlike constantly readjusting standard deviation based bands, fair value bands are designed to be smooth and constant, based on typical historical deviations. The script calculates pivots that take place above/below fair value basis and forms median deviation bands based on this information. These points are then multiplied up to 3, representing more extreme deviations. By default, the script uses OHLC4 and SMA 20 as basis for the bands. Users can form their preferred fair value basis using following options: Price source - Standard OHLC values - HL2 (High + low / 2) - OHLC4 (Open + high + low + close / 4) - HLC3 (High + low + close / 3) - HLCC4 (High + low + close + close / 4) Smoothing - SMA - EMA - HMA - RMA - WMA - VWMA - Median Once fair value basis is established, some additional customization options can be employed: Trend mode Direction based Cross based Trend modes affect fair value basis color that indicates trend direction. Direction based trend considers only the direction of the defined fair value basis, i.e. pointing up is considered an uptrend, vice versa for downtrend. Cross based trends activate when selected source (same options as price source) crosses fair value basis. These sources can be set individually for uptrend/downtrend cross conditions. By default, the script uses cross based trend mode with low and high as sources. Cross based (downtrend not triggered) vs. direction based (downtrend triggered): Threshold band Threshold band is calculated using typical deviations when price is trading at fair value basis. In other words, a little bit of "wiggle room" is added around the mean based on expected deviation. This feature is useful for cross based trends, as it allows filtering insignificant crosses that are more likely just noise. By default, threshold band is calculated based on 1x median deviation from mean. Users can increase/decrease threshold band width via input menu for more/less noise filtering, e.g. 2x threshold band width would require price to cross wiggle room that is 2x wider than typical, 0x erases threshold band altogether. Deviation bands Width of deviation bands by default is based on 1x median deviations and can be increased/decreased in a similar manner to threshold bands. Each combination of customization options produces varying behaviour in the bands. To measure the behaviour and finding fairest representation of fair and unfair value, some data is gathered. — Fair value metrics Space between each band is considered a lot, named +3, +2, +1, -1, -2, -3. For each lot, time spent and volume relative to volume moving average (SMA 20) is recorded each time price is trading in a given lot: Depending on the asset, timeframe and chosen fair value basis, shape of the distributions vary. However, practically always time is distributed in a normal bell curve shape, being highest at lots +1 to -1, gradually decreasing the further price is from the mean. This is hardly surprising, but it allows accurately determining dynamic areas of normal and abnormal price behaviour (i.e. low risk area between +1 and -1, high risk area between +-2 to +-3). Volume on the other hand is typically distributed the other way around, being lowest at lots +1 to -1 and highest at +-2 to +-3. When time and volume are distributed like so, we can conclude that 1) price being outside fair value is a rare event and 2) the more price is outside fair value, the more anomaly behaviour in volume we tend to find. Viewing metric calculations Metric calculation highlights can be enabled from the input menu, resulting in a lot based coloring and visibility of each lot counter (time, cumulative relative volume and average relative volume) in data window: — Alerts Available alerts are the following: Individual - High crossing deviation band (bands +1 to +3 ) - Low crossing deviation band (bands -1 to -3 ) - Low at threshold band in an uptrend - High at threshold band in a downtrend - New uptrend - New downtrend Grouped - New uptrend or downtrend - Deviation band cross (+1 or -1) - Deviation band cross (+2 or -2) - Deviation band cross (+3 or -3) — Practical guide Example #1 : Risk on/risk off trend following Ideal trend stays inside fair value and provides sufficient cool offs between the moves. When this is the case, fair value bands can be used for sensible entry/exit levels within the trend. Example #2 : Mean reversions When price shows exuberance into an extreme deviation, followed by a stall and signs of exhaustion (wicks), an opportunity for mean reversion emerges. The higher the deviation, the more volatility in the move, the more signalling of exhaustion, the better. Example #3 : Tweaking bands for desired behaviour The faster the length of fair value basis, the more momentum price needs to hit extreme deviation levels, as bands too are moving faster alongside price. Decreasing fair value basis length typically leads to more quick and aggressive deviations and less steady trends outside fair value.
Wskaźnik Pine Script®
od FlowlyIndicators
48