Rozpocznij

Wzrost

PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Wskaźnik Pine Script®
od mericourt
Peter Lynch Value (Dynamic Growth)This indicator implements Peter Lynch's core valuation principle: Fair Price = Earnings Per Share (EPS) * Growth Rate. It provides a dynamic "fair value" line overlaid on the price chart, allowing traders and investors to quickly assess whether a stock's current price is trading above or below its intrinsic value according to the Lynch method. Key Features 1. Dynamic Growth Rate Calculation The indicator uses a custom algorithm to calculate the critical EPS Growth Rate, making it robust against missing data from standard financial fields. Methodology: It fetches historical TTM Diluted EPS reports (EARNINGS_PER_SHARE_DILUTED, TTM) and calculates the Year-over-Year (YoY) Growth Percentage from the current TTM value versus the TTM value 4 periods prior. Reliability: This custom calculation ensures the value line appears even when TradingView's pre-calculated growth metrics are unavailable (na). 2. Multiplier Control P/E Cap: You can enforce a maximum P/E multiplier (maxPE, default 25), preventing the fair value from becoming unrealistically high for extremely fast-growing companies (as Lynch suggested). Fallback P/E: If insufficient financial history is available to calculate the growth rate, the indicator automatically switches to a user-defined fallbackPE (default 15) and highlights the line in orange as a warning. 3. Smoothing (Optional) To reduce the volatility often seen in valuation metrics, you can apply an optional Simple Moving Average (SMA) to the Fair Value line. This helps visualize the underlying trend of intrinsic value. 4. Forward Estimate (Optional) Display an optional projection (circles) based on the analysts' next Fiscal Year EPS Estimate (EARNINGS_ESTIMATE, FY). This shows the potential fair value if the company meets future expectations. 5. Diagnostic Table A table in the corner provides transparency on the calculation: Green/Red: Confirms if TTM EPS and Calculated Growth are found. Final P/E Used: Shows the exact multiplier used (calculated growth or the manual fallback). Disclaimer: This tool is for informational and educational purposes only and should not be considered financial advice.
Wskaźnik Pine Script®
od Uptrader
Scalp Boost LONG✦ Overview Scalp Boost LONG is a visual tool designed to highlight potential short-term upward impulses. A signal is generated only when multiple market conditions align at the candle close, combining momentum dynamics, local probability shifts, and abnormal volume behavior. The indicator does not repaint. ✦ Concept The tool focuses on selective situations where the market shows signs of micro-breakout potential. If all internal conditions are confirmed — a LONG event is displayed. If not — the chart remains clean. This builds a low-noise signal model, prioritizing quality over frequency. ✦ Signal Logic The LONG signal requires confirmation of all core conditions: • Local impulse dynamics Identifies short-term acceleration suggesting a breakout from a compressed price structure. • Probability beyond a statistical zone Uses relative breakout probability instead of fixed levels, checking whether price exceeds expected local ranges. • Abnormal volume activity Highlights candles with monetary flow above a custom threshold, signaling increased market interest. • Anti-overheat filter Conditions avoiding exhausted or low-momentum phases where continuation is less likely. Only when all filters are aligned a LONG marker appears. ✦ Visual Structure The chart display is intentionally minimal: • ROC Curve Subdued line, showing short-term momentum without distraction. • LONG Marker Green triangle below the candle on confirmed events. • Candle Highlight Soft background highlight on the signal bar. • Volume Marker Small red dot at the bottom of candles with abnormal monetary flow. All visual elements appear only on candle close. ✦ Alerts A clean event structure is available for notifications: LONG Signal This allows receiving alerts during chart analysis or in automated workflows while keeping full control over decision-making. ✦ Notes & Guidelines This tool: is not a trading system, does not provide targets or stops, may trigger against the dominant trend, should be combined with the user’s own methodology. Signals are rare by design. Do not interpret each event as a trend continuation — it highlights conditions, not outcomes. ✦ Suggested Use -(Non-mandatory ideas for advanced users) -identifying potential micro-breakouts, -timing entries around volume spikes, -adding context to scalping models, -filtering impulsive moves from noise. -suitable for a 5-minute timeframe The indicator can be helpful as a confirmation layer, not a standalone decision tool.
Wskaźnik Pine Script®
od Zdorman
MarketSurge EPS Line [tradeviZion]MarketSurge EPS Line EPS trend line overlay for TradingView charts, inspired by the IBD MarketSurge (formerly MarketSmith) EPS line style. Comparison: Left side shows IBD MarketSurge EPS line as reference. Right side shows this TradingView script producing similar output with interactive tooltips. The left side image is for reference only to demonstrate similarity - it is not part of the TradingView script. Features: Displays EPS trend line on price charts Uses 4-quarter earnings moving average Shows earnings momentum over time Works with actual, estimated, or standardized earnings data Customizable line color and width Interactive tooltips with detailed earnings information Custom symbol analysis support How to Use: Add script to chart EPS line appears automatically Adjust color and width in settings if needed Hover over line for earnings details Settings Explained: Display Settings: Show EPS Line: Toggle to show or hide the EPS trend line EPS Line Color: Choose the color for the EPS trend line and labels EPS Line Width: Adjust the thickness of the EPS trend line (1-5 pixels) Symbol Settings: By default, the indicator analyzes the EPS data for the symbol currently displayed on your chart. The Custom Symbol feature allows you to: Analyze EPS data for a different symbol without changing your chart Compare earnings trends of related stocks or competitors View EPS data for one symbol while analyzing price action of another To use Custom Symbol: Enable "Use Custom Symbol" checkbox Click on "Custom Symbol" field to open TradingView's symbol picker Search and select the symbol you want to analyze The indicator will fetch and display EPS data for the selected symbol Note: The chart will still show price action for your current symbol, but the EPS line will reflect the custom symbol's earnings data. Data Settings: EPS Field: Choose which earnings data source to use: Actual Earnings: Reported earnings from company financial statements (default). Use this to analyze historical performance based on what companies actually reported. Estimated Earnings: Analyst consensus forecasts for future quarters. Use this to see what analysts expect and compare expectations with actual results. Standardized Earnings: Earnings adjusted for comparability across companies. Use this when comparing multiple stocks as it normalizes accounting differences. Display Scale: For the indicator to display correctly on the existing chart, it uses its own axis (right scale) by default. However, you can change this, but the view will not look the same. The right scale is recommended for optimal visibility as it allows the EPS line to be clearly visible alongside price action without compression. Example: EPS line on separate right scale (recommended) - hover over labels to view detailed earnings tooltips Example: EPS line pinned to Scale A (not recommended - appears as straight line due to small EPS range compared to price) Example: EPS line displayed in separate pane below price chart Methodology Credits: This indicator implements the EPS line visualization methodology developed by Investor's Business Daily (IBD) for their MarketSurge platform (formerly known as MarketSmith). The EPS line concept helps visualize earnings momentum alongside price action, providing a fundamental overlay for technical analysis. Technical Details: Designed for daily, weekly, and monthly timeframes Minimum 4 quarters of earnings data required Uses TradingView's built-in earnings data Automatically handles missing or invalid data This indicator helps you visualize earnings trends alongside price action, providing a fundamental overlay for your technical analysis.
Wskaźnik Pine Script®
od TradeVizion
Options Greeks AnalyzerOptions Greeks Analyzer (Training & Learning Guide) ________________________________________ 1. Introduction Options trading is advanced compared to regular stock trading, and one of the most important aspects is Options Greeks. Greeks are mathematical values that measure how the price of an option will react to changes in various factors such as the underlying asset’s price, volatility, interest rates, and time to expiry. This Options Greeks Analyzer tool is built using TradingView Pine Script v5. It serves as a real time training and analysis dashboard that helps learners visualize how options greeks behave, how option prices change, and how traders can make informed decisions. 📌 Educational Disclaimer: This tool is only for training and learning purposes. It is not a financial advice tool nor to be used for live trading decisions. The data shown is theoretical Black Scholes model calculations, which may differ from actual option market prices. ________________________________________ 2. How the Tool Works The Options Greeks Analyzer is divided into different modules. Below is a step by step walkthrough: ________________________________________ Step 1: User Inputs • Implied Volatility (IV%) — You can manually enter volatility, which is the most important factor in option pricing. Higher IV = higher option premium. • Expiry Selection — Choose from preset durations like 7D, 14D, 30D etc. Days to expiry directly affect time decay (Theta). • Strike Price Mode — You can select either: o ATM (At-the-Money = Current price of stock/index) o Custom strike (Enter your own strike price) • Risk-Free Rate (%) — A small interest rate factor (like government bond yield) used for theoretical valuation. • Table Customization — Choose table size, position, and whether to show price lines for easy visibility. ________________________________________ Step 2: Market Data & Volatility • The tool takes the current market price (Spot Price) as input. • It calculates realized volatility from historical price fluctuations (using past 30 bars/log returns). • Implied Volatility (manual input) is then compared to realized vol: o If IV > Historical Volatility → Market pricing is “expensive” (HIGH IV RANK). o If IV < Historical Volatility → Market is “cheap” (LOW IV RANK). o Otherwise, it’s MEDIUM. 📌 Why it matters? Traders can decide whether buying or selling options is favorable. Beginners learn that timing entry with volatility is more critical than just looking at market direction. ________________________________________ Step 3: Black-Scholes Formula The core engine uses the Black-Scholes model, a mathematical formula widely used to compute option fair prices. It uses the following inputs: • Current price (Spot) • Strike Price • Time to Expiry (T) • Risk Free Rate (r) • Implied Volatility (σ) This produces: • Call Option Price • Put Option Price 📌 This teaches learners how premiums are derived theoretically and why the same strike can have different values depending on IV and time. ________________________________________ Step 4: Option Greeks Calculation The tool computes the first order Greeks: • Delta → Measures how much the option price changes when the underlying stock moves by 1 point. (Call Delta ranges 0–1, Put Delta ranges -1 to 0). • Gamma → Sensitivity of Delta to price change. A measure of volatility risk. • Theta → Time decay. Shows how much value option loses as each day passes. Calls and Puts have negative Theta (decay). • Vega → Measures how sensitive option price is to volatility changes. • Rho → Interest rate sensitivity. Mostly minor in equity options but important for training. 📌 New traders learn how each factor impacts profits/losses. Instead of random guessing, they see mathematical impact in numbers. ________________________________________ Step 5: Dashboard & Visualization The tool builds a professional dashboard table on the chart. It shows categories such as: 1. Asset Info — Spot, Strike, DTE (days to expiry), IV%, IV Rank, 1-Day Trend, Moneyness (ATM/OTM/ITM). 2. Option Prices — Call, Put, Break-even levels, Time Value, Expected Move (%), Realized vs Implied Vol. 3. Greeks with Visual Progress Bars — Easily shows Delta, Gamma, Vega, Theta, Rho in intuitive graphical representations. 4. Status Bar — Suggests theoretical bias like: o HIGH IV → Favor Option Selling o LOW IV → Favor Option Buying o MEDIUM → Neutral observation 5. Recommendation Line — Offers training-based suggestions like “Buy Straddles”, “Sell Call Spreads”, etc. These are not signals, but scenarios to learn strategies. ________________________________________ 3. How It Helps Beginners 1. Learn Greeks in Action: Beginners often memorize formulas but never see real-time changes. This dashboard updates every bar to show how Greeks change dynamically. 2. Compare Volatilities: Traders understand difference between historical vs implied volatility and why option premiums behave differently. 3. Understand Risk Levels: The tool highlights when Gamma risk is high (danger for sellers) or when Theta is most favorable. 4. Training Mode for Strategies: Helps beginners experiment by changing IV, strike, expiry and seeing how straddles, spreads, naked options would behave theoretically. 5. Prepares Before Live Trading: Safe environment to practice option analysis without risking capital. ________________________________________ 4. Educational Use Cases • Scenario 1: Change expiry from 7D to 30D — see how Theta becomes slower for longer expiries. • Scenario 2: Increase IV from 25% to 80% — watch how option premiums inflate, and recommendation changes from “Buy” to “Sell”. • Scenario 3: Select OTM vs ITM strikes — check how delta moves from near 0 to near 1. By running these scenarios, learners understand why professional traders hedge Greeks instead of directional gambling. ________________________________________ 5. Disclaimer This Options Greeks Analyzer is built strictly for educational and training purposes. • It uses theoretical formulas (Black-Scholes) that may not match actual option market prices. • The recommendations are for learning strategy logic only, not real-world execution signals. • Trading in options carries significant risks and may result in capital loss. 📌 Always consult with a financial advisor before applying real strategies. ________________________________________ ✅ Summary This Options Greeks Analyzer: • Teaches how Greeks, IV, and premiums work. • Provides a real-time interactive dashboard for training. • Helps beginners practice option scenarios safely. • Is meant strictly for learning and not live trading execution. ________________________________________ ________________________________________ Disclaimer from aiTrendview This script and its trading signals are provided for training and educational purposes only. They do not constitute financial advice or a guaranteed trading system. Trading involves substantial risk, and there is the potential to lose all invested capital. Users should perform their own analysis and consult with qualified financial professionals before making any trading decisions. aiTrendview disclaims any liability for losses incurred from using this code or trading based on its signals. Use this tool responsibly, and trade only with risk capital.
Wskaźnik Pine Script®
od aiTrendview-Charting-System
Extended CANSLIM Indicator❖ Extended CANSLIM Indicator. The Extended CANSLIM indicator is an indicator that concentrates all the tools usually used by CANSLIM traders. It shows a table where all the stock fundamental information is shown at once first for the last quarter and then up to 5 years back. The fundamental data is checked against well known CANSLIM validation criteria and is shown over 4 state levels. 1. Good = Value is CANSLIM Compliant. 2. Acceptable = Value is not CANSLIM compliant but still good. value is shown with a lighter background color. 3. Warning = Value deserves special attention. Value is shown over orange background color. 3. Stop = Value is non CANSLIM compliant or indicates a stop trading condition. Value is shown over red background color. The indicator has also a set of technical tools calculated on price or index and shown directly on the chart. ❖ Fundamental data shown in the table. The table is arranged in 4 sets of data: 1. Table Header, showing Indicator and Company data. 2. CANSLIM. 3. 3Rs: RS Rating, Revenue and ROE. 4. Extra Data: Piotroski score, ATR, Trend Days, D to E, Avg Vol and Vol today. Sets 3 and 4 can be hidden from the table. ❖ Indicator and Compay Data. The table header shows, Indicator name and version. It then displays Company Name, sector and industry, human size and its capitalization. ❖ CANSLIM Data. Displays either genuine CANSLIM data from TradinView or custom data as best effort when that data cannot be obtained in TV. C = EPS diluted growth, Quarterly YoY. >= 25% = Good, >= 0% = Acceptable, < 0% = Stop A = EPS diluted growth, Annual YoY. >= 25% = Good, >= 0% = Acceptable, < 0% = Stop N = New High as best effort (Cust). Always Good S = Float shares as best effort. Always Good L = One year performance relative to S&P 500 (Cust), Positive : 0% .. 50% = Neutral, 50%+ = Leader, 80%+ = Leader+, 100%+ = Leader++ Negative : 0% .. -10% = Laggard, -10% .. -30% = Laggard+, -30%+ = Laggard++ >= 50% = Good, >= 0% = Acceptable, >= -10% Warning, < -10% = Stop I = Accumulation/Distribution days over last 25 days as a clue for institutional support (Cust). A delta is calculated by subtracting Distribution to Accumulation days. > 0 = Good, = 0 = Acceptable, < 0 = Warning, < -5 = Stop M = Market direction and exposure measured on S&500 closing between averages (Cust). Varies from 0% Full Bear to 100% Full Bull >= 80% = Good, >= 60% = Acceptable, >= 40% = Warning, < 40% = Stop ❖ Extra non CANSLIM Data. RS = RS Rating. >= 90 = Good, >= 80 = Accept, >= 50 = Warning, < 50 = Stop Rev. = Revenue Growth Quarterly YoY. >= 0% = Good, <0% = Stop ROE = Return on Equity, Quarterly YoY. >= 17% = Good, >= 0% = Acceptable, < 0% = Stop Piotr. = Piotroski Score, www.investopedia.com (TV) >= 7 = Good, >= 4 = Acceptable, < 4 = Stop ATR = Average True Range over the last 20 days (Cust). 0% - 2% = Acceptable, 2% - 4% = Ideal, 4% - 6% = Warning, 5%+ = Stop. Trend Days = Days since EMA150 is over EMA200 (Cust). Always Good D. to E. = Days left before Earnings. Maybe not a good idea buying just before earnings (Cust). >= 28 = Good, >= 21 = Acceptable, >= 14 = Warning, < 14 = Stop Avg Vol. = 50d Average Volume (Cust). >= 100K = Good, < 100K = Acceptable Vol. Today = Today's percentage volume compared to 50d average (Cust). Always Good. ❖ Historical Data. Optionally selectable historical data can be displayed for C, A, Revenue and ROE up to 20 quarters if available. Quarterly numbers can also be displayed for A, C and Revenue. Information can be shown in Chronological or Reverse Chronological order (default). Increasing growth quarters are shown in white, while diminuing ones are shown in Yellow. Transition from Losing to Profitable quarters are shown with an exclamation mark ‘!’ Finally, losing quarters are shown between parenthesis. ❖ MAs on chart. Displays 200, 100, 50 and 20 days MAs on chart. The MAs are also automatically scaled in the 1W time frame. ❖ New 52 Week High on chart. A sun is shown on the chart the first time that a new 52 week high is reached. The N cell shows a filled sun when a 52 week high is no older than a month, an lighter sun when it’s no older than a quarter or a moon otherwise. ❖ Pocket Pivots on chart. Small triangles below the price are signaling pocket pivots. ❖ Bases on chart, formerly Darvas Boxes. Draw bases as defined by Darvas boxes, both top or bottom of bases can be selected to be shown in order to only show resistance or support. ❖ Market exposure/direction indicator. When charting S&P500 (SPX), Nasdaq 100 Index (NDX), Nasdaq composite (IXIC) or Dow Jownes Index (DJIA), the indicator switches to Market Exposure indicator, showing also Accumulation/Distribution days when volume information is available. This indication which varies from 0% to 100% is what is shown under the M letter in the CANSLIM table which is calculated on the S&P500. ❖ Follow Through Days indicator. If you are an adept of the Low-cheat entry, then you will be highly interested by the Follow Through days indicator as measured in the S&P 500 and shown as diamonds on the chart. The follow-through days are calculated on S&P500 but shown in current stock chart so you don’t need to chart the S&P 500 to know that a follow through day occurred. Follow Through days show correctly on Daily time frame and most are also shown on the Weekly time frame as well. They are also classified according to the market zone in which they occur: 0%-5% from peak = Pullback : FT day is not shown. 5%-10% from peak = Minor Correction : Minor FT days is shown. 10%-20% from peak = Correction : Intermediate FT days us shown 20+% from peak = Bear Market : Makor FT days is shown ❖ RS Line and Rating indicator. A RS Line and Rating indicator can be added to the chart. Relative Strength Rating Accuracy. Please note that the RS Rating is not 100% accurate when compared to IBD values. ❖ Earning Line indicator. An Earning Line indicator can be added to the chart. ❖ ATR Bands and ATR Trade calculator. The motivation for this calculator came from my own need to enter trades on volatile stocks where the simple 7% Stop Loss rule doest not work. It simply calculates the number of shares you can buy at any moment based on current stock price and using the lower ATR band as a stop loss. A few words about the ATR Bands. On this indicator the ATR bands are not drawn as a classical channel that follows the price. The lower band is drawn as a support until it’s broken on a closing basis. It can’t be in a down trend. The upper band is drawn as a resistance until it’s broken on a closing basis. It can’t be in an up trend. The idea is that when price starts to fall down from a peak, it should not violate its lower band ATR and that means that we can use that level as a Stop Loss. You must look back for the stock volatility and find out which ATR multiplier works well meaning that the ATR bands are not violated on normal pullbacks. By default, the indicator uses 5x multiplier. ❖ Extra things, visual features and default settings. The first square cell of current quarter displays a check mark ‘V’ if the CANSLIM criteria is OK or acceptable or a cross ‘X’ otherwise. The first square cell of historical C and Rev show respectively the count of last consecutive positive quarters. There are different color themes from “Forest” to “Space” you can chose from to best fit your eyes. You also have different table sizes going from “Micro” to “Huge” for better adjustment to the size of your display. The default settings view show: Pocket Pivots, FT Days, MA50, RS Line and ATR Bands. That's all, Enjoy!
Wskaźnik Pine Script®
od AL26
22
Trading bot gridsGuide: Price Lines – Arithmetic vs. Geometric This script draws horizontal price lines (grids) between a start price and an end price. You can choose whether the lines are distributed evenly (arithmetic) or by percentage (geometric). 🔧 Inputs Start Price → Lower or upper boundary of the price range. End Price → Opposite boundary of the price range. Number of Lines → Total number of lines to be drawn between the start and end prices. Distribution → Arithmetic: Fixed USDT distance between each line. Geometric: Fixed percentage distance between each line. Grid Color → Color of the drawn lines. 📈 How it Works The script calculates the lower (lo) and upper (hi) boundaries, regardless of which is entered first. Arithmetic distribution: Each line is spaced by a fixed amount in USDT. Geometric distribution: Each line is spaced by the same percentage difference from the previous one. Lines are created only once at the first bar and remain on the chart. All lines are extended across the entire visible chart. 💡 Tips Useful for Grid Bot backtesting or visualizing price zones. Works for both long and short price ranges. In geometric mode, lines appear closer together near the lower price range and farther apart toward the upper range.
Wskaźnik Pine Script®
od Odin7
Bitcoin Logarithmic Growth Curve 2025 Z-Score"The Bitcoin logarithmic growth curve is a concept used to analyze Bitcoin's price movements over time. The idea is based on the observation that Bitcoin's price tends to grow exponentially, particularly during bull markets. It attempts to give a long-term perspective on the Bitcoin price movements. The curve includes an upper and lower band. These bands often represent zones where Bitcoin's price is overextended (upper band) or undervalued (lower band) relative to its historical growth trajectory. When the price touches or exceeds the upper band, it may indicate a speculative bubble, while prices near the lower band may suggest a buying opportunity. Unlike most Bitcoin growth curve indicators, this one includes a logarithmic growth curve optimized using the latest 2024 price data, making it, in our view, superior to previous models. Additionally, it features statistical confidence intervals derived from linear regression, compatible across all timeframes, and extrapolates the data far into the future. Finally, this model allows users the flexibility to manually adjust the function parameters to suit their preferences. The Bitcoin logarithmic growth curve has the following function: y = 10^(a * log10(x) - b) In the context of this formula, the y value represents the Bitcoin price, while the x value corresponds to the time, specifically indicated by the weekly bar number on the chart. How is it made (You can skip this section if you’re not a fan of math): To optimize the fit of this function and determine the optimal values of a and b, the previous weekly cycle peak values were analyzed. The corresponding x and y values were recorded as follows: 113, 18.55 240, 1004.42 451, 19128.27 655, 65502.47 The same process was applied to the bear market low values: 103, 2.48 267, 211.03 471, 3192.87 676, 16255.15 Next, these values were converted to their linear form by applying the base-10 logarithm. This transformation allows the function to be expressed in a linear state: y = a * x − b. This step is essential for enabling linear regression on these values. For the cycle peak (x,y) values: 2.053, 1.268 2.380, 3.002 2.654, 4.282 2.816, 4.816 And for the bear market low (x,y) values: 2.013, 0.394 2.427, 2.324 2.673, 3.504 2.830, 4.211 Next, linear regression was performed on both these datasets. (Numerous tools are available online for linear regression calculations, making manual computations unnecessary). Linear regression is a method used to find a straight line that best represents the relationship between two variables. It looks at how changes in one variable affect another and tries to predict values based on that relationship. The goal is to minimize the differences between the actual data points and the points predicted by the line. Essentially, it aims to optimize for the highest R-Square value. Below are the results: snapshot snapshot It is important to note that both the slope (a-value) and the y-intercept (b-value) have associated standard errors. These standard errors can be used to calculate confidence intervals by multiplying them by the t-values (two degrees of freedom) from the linear regression. These t-values can be found in a t-distribution table. For the top cycle confidence intervals, we used t10% (0.133), t25% (0.323), and t33% (0.414). For the bottom cycle confidence intervals, the t-values used were t10% (0.133), t25% (0.323), t33% (0.414), t50% (0.765), and t67% (1.063). The final bull cycle function is: y = 10^(4.058 ± 0.133 * log10(x) – 6.44 ± 0.324) The final bear cycle function is: y = 10^(4.684 ± 0.025 * log10(x) – -9.034 ± 0.063) The main Criticisms of growth curve models: The Bitcoin logarithmic growth curve model faces several general criticisms that we’d like to highlight briefly. The most significant, in our view, is its heavy reliance on past price data, which may not accurately forecast future trends. For instance, previous growth curve models from 2020 on TradingView were overly optimistic in predicting the last cycle’s peak. This is why we aimed to present our process for deriving the final functions in a transparent, step-by-step scientific manner, including statistical confidence intervals. It's important to note that the bull cycle function is less reliable than the bear cycle function, as the top band is significantly wider than the bottom band. Even so, we still believe that the Bitcoin logarithmic growth curve presented in this script is overly optimistic since it goes parly against the concept of diminishing returns which we discussed in this post: This is why we also propose alternative parameter settings that align more closely with the theory of diminishing returns." Now with Z-Score calculation for easy and constant valuation classification of Bitcoin according to this metric. Created for TRW
Wskaźnik Pine Script®
od Commandoum
CAGR 5 & 10 Years, Auto-Detect Timeframe# CAGR 5 & 10 Years, Auto-Detect Timeframe ## Overview This indicator automatically calculates the **Compound Annual Growth Rate (CAGR)** for 5-year and 10-year periods, adapting intelligently to different asset types and timeframes. ## Key Features ### 🤖 **Smart Market Detection** - **Automatically detects** if the asset operates 24/7 (crypto, crypto futures) or traditional hours (stocks, forex) ### ⏰ **Multi-Timeframe Support** **Compatible timeframes**: 1H, 2H, 3H, 4H, 6H, 8H, 12H, 1D, 3D, 1W, 1M, 3M, 6M, 12M ### 📊 **Visual Display** - **Green line**: 5-year CAGR percentage - **Blue line**: 10-year CAGR percentage - **Zero reference line** for easy interpretation ## Use Cases - **Long-term performance analysis** across different timeframes - **Cross-asset comparison** with automatic market type adjustment - **Investment planning** with standardized annual growth rates - **Historical perspective** on asset performance Perfect for investors and analysts who need consistent, comparable growth metrics across different assets and market types.
Wskaźnik Pine Script®
od Jordibes
EPS+Sales+Net Profit+MCap+Sector & Industry📄 Full Description This script displays a comprehensive financial data panel directly on your TradingView chart, helping long-term investors and swing traders make informed decisions based on fundamental trends. It consolidates key financial metrics and business classification data into a single, visually clear table. 🔍 Key Features: 🧾 Financial Metrics (Auto-Fetched via request.financial): EPS (Earnings Per Share) – Displayed with trend direction (QoQ or YoY). Sales / Revenue – In ₹ Crores (for Indian stocks), trend change also included. Net Profit – Also in ₹ Crores, along with percentage change. Market Cap – Automatically calculated using outstanding shares × price, shown in ₹ Cr. Free Float Market Cap – Based on float shares × price, also in ₹ Cr. 🏷️ Sector & Industry Info: Automatically identifies and displays the Sector and Industry of the stock using syminfo.sector and syminfo.industry. Displayed inline with metrics, making it easy to know what business the stock belongs to. 📊 Table View: Compact and responsive table shown on your chart. Columns: Date | EPS | QoQ | Sales | QoQ | Net Profit | QoQ | Metrics Metrics column dynamically shows: Market Cap Free Float Sector (Row 4) Industry (Row 5) 🌗 Appearance: Supports Dark Mode and Mini Mode toggle. You can also customize: Number of data points (last 4+ quarters or years) Table position and size 🎯 Use Case: This script is ideal for: Fundamental-focused traders who use EPS/Sales trends to identify momentum. Swing traders who combine price action with fundamental tailwinds. Portfolio builders who want to see sector/industry alignment quickly. It works best with fundamentally sound stocks where earnings and profitability are a major factor in price movements. ✅ Important Notes: Script uses request.financial which only works with supported symbols (mostly stocks). Market Cap and Free Float are calculated in ₹ Crores. All financial values are rounded and formatted for readability (e.g., 1,234 Cr). 🙏 Credits: Developed and published by Sameer Thorappa Built with a clean, minimalist approach for high readability and functionality.
Wskaźnik Pine Script®
od sameer_thorappa
2
Greer Revenue Yield📊 Greer Revenue Yield – RPS% Author: Sean Lee Greer Date Published: June 23, 2025 🔍 Overview The Greer Revenue Yield indicator evaluates a stock's Revenue Per Share Yield (RPS%), giving investors a unique lens into how much top-line revenue a company produces per share relative to its stock price. This can help identify under- or over-valued conditions based on fundamental efficiency. Revenue per Share = Total Revenue ÷ Shares Outstanding Revenue Yield (%) = Revenue per Share ÷ Stock Price × 100 A simple yet powerful valuation metric, dynamically visualized with smart coloring: 🟢 Green = Yield is above average (potential value opportunity) 🔴 Red = Yield is below average (potentially overvalued) 🧠 Use Case Use this tool to assess whether a company’s price justifies its revenue output on a per-share basis. Especially useful in combination with other indicators in the Greer Financial Toolkit: 📘 Greer Value – Tracks year-over-year growth consistency across 6 key financial metrics 📊 Greer Value Yields Dashboard – Visualizes multiple valuation-based yields 🟢 Greer BuyZone – Identifies long-term technical entry points based on trend cycles and valuation zones ⚠️ Disclaimer This script is for educational purposes only and should not be considered financial advice. Always conduct your own research or consult a financial advisor before making investment decisions.
Wskaźnik Pine Script®
od controllinghand
Greer Value📈 Greer Value This indicator evaluates the year-over-year (YoY) growth consistency of five key fundamental metrics for any stock: Book Value Per Share Free Cash Flow Operating Margin Total Revenue Net Income The script tracks whether each metric increases annually based on financial statement data (FY), then calculates both individual and aggregate increase percentages over time. A color-coded table is displayed on the most recent bar showing: Raw counts of increases vs. checks per metric Percentage of years with growth Overall "Greer Value" score indicating total consistency across all five metrics ✅ Green = Strong YoY growth ❌ Red = Weak or inconsistent growth Use this tool to help identify fundamentally improving companies with long-term value creation potential.
Wskaźnik Pine Script®
od controllinghand
Futures vs CFD Price Display 🎯 Trading the same asset in CFDs and Futures but tired of switching charts to compare prices? This is your indicator! Stop the constant chart hopping! This live price comparison shows you instantly where the better conditions are. ✨ What you get: Bidirectional: Works in both Futures AND CFD charts Live prices: Real-time comparison of both markets Spread calculation: Automatic difference in points and percentage Fully customizable: Colors, position, size to your liking Professional design: Clean display with symbol header 🎯 Perfect for: Gold traders (Futures vs CFD) Arbitrage strategies Spread monitoring Multi-broker comparisons ⚙️ Customization: 3 sizes (Small/Normal/Large) for all screens 4 positions available Individual color schemes Toggle features on/off 💡 Simply enter the symbol and keep both markets in sight! Notice: "Co-developed with Claude AI (Anthropic) - because even AI needs to pay the server bills! 😄"
Wskaźnik Pine Script®
od GoldenDayTrader
QoQ PAT, Sales & OPM% Labels by GauravThis indicator automatically displays the Quarter-over-Quarter (QoQ) percentage change in Sales, PAT (Profit After Tax), and Operating Profit Margin (OPM%) directly on the price chart. It fetches quarterly financial data using TradingView’s request.financial() function for: Sales (TOTAL_REVENUE), PAT (NET_INCOME), Operating Profit (OPER_INCOME). For each earnings update, it calculates: Sales QoQ %: Growth in sales vs. the previous quarter, PAT QoQ %: Growth in PAT vs. the previous quarter, OPM %: Operating Profit Margin = (Operating Profit / Sales) × 100. This helps traders and investors quickly visualize fundamental growth trends right alongside the candlestick chart, improving fundamental + technical analysis integration.
Wskaźnik Pine Script®
od trading_kris
1
Stock metrics and valueThis indicator shows: - the valuation metrics for a stock on a table on top right: PE, EPS, dividend, ROIC, ROE, ROA, EPS growth, FCF growth, Equity growth, revenue Growth - the fair value and the value with 50% margin of safety as chart lines The lines will be red when they are above the current price and red when they are below the current price. The colors on the table will be red when the values are below 10% and green when they are above, that means when everything is green the metrics for the stock are good.
Wskaźnik Pine Script®
od bmuqa
Fair value and MOSShowing the fair value and margin of safety for a Stock. Works best with 12 months timeframe. The calculations are based on historical data for multiple years, up to 10 years. You will see the following as numbers at the indicator line: - Forward EPS Growth in % - Forward PE Calculated - Forward PE Estimated The two lines will be shown in green if they are above the current price and in red if the price is bellow the lines. - The upper line shows the fair value of the stock, calculated with 15% (or 4x in 10 years) expected EPS growth for your investment. - The lower line shows the margin of safety, calculated at 50% of the fair value. You can adjust the values at "Forward EPS Growth in %" and "Expected future PE" in order to show your fair price and the price with margin of safety.
Wskaźnik Pine Script®
od bmuqa