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Wskaźniki i strategie

Yield Curve Inversion Indicator Will track the TVC:US10Y and TVC:US03MY spread, often followed for the "yield curve inversion" trade/indicator. When an inversion occurs, which lasts a minimum of the defined days (default 10) the indicator will paint forward a warning period (default is 365 days). The yield curve being inverted is not the signal, the REVERSION back to a positive curve is the associated signal, namely the following 12 months after a reversion. This is often used as an early warning of trouble in markets. Hope this helpful for those who follow macro/internal warning signals.
Wskaźnik Pine Script®
od Long_Game_Trading
Candle Pattern Library [1CG]Candle Pattern Library A comprehensive and easy-to-use Pine Script™ library for detecting single, two, and three-candle patterns. This library provides detailed pattern analysis including size classification, direction validation, and specific pattern identification. Quick Start 1. Import the Library import OneCleverGuy/CandlePatternLibrary/1 as CPL 2. Analyze Candles Use the main analysis functions to detect patterns. You can analyze the current forming candle or confirmed historical candles. // 1. Analyze candles (Current , Previous , and the one before ) // Note: We use full variable names for clarity. CandleData candleNewest = CPL.analyzeCandle(open, high, low, close, 250, 50, 10, 50, 85) CandleData candleMiddle = CPL.analyzeCandle(open , high , low , close , 250, 50, 10, 50, 85) CandleData candleOldest = CPL.analyzeCandle(open , high , low , close , 250, 50, 10, 50, 85) // 2. Analyze multi-candle patterns // Pass candles in chronological order: Oldest -> Newest var twoCandleData = CPL.analyzeTwoCandlePattern(candleMiddle, candleNewest, 10, 85) var threeCandleData = CPL.analyzeThreeCandlePattern(candleOldest, candleMiddle, candleNewest) Enums Reference These are the Enum Types exported by the library. When checking results, use the pattern Alias.EnumType.Value (e.g., CPL.CandlePattern.Hammer). CandlePattern   Enum Type for single-candle formations.   Usage: CPL.CandlePattern.   Values:      Unknown : No specific pattern detected.      RegularBullish : A standard bullish candle.      RegularBearish : A standard bearish candle.      BullishMarubozu : Bullish candle with little to no wicks.      BearishMarubozu : Bearish candle with little to no wicks.      Hammer : Small body at the top of the range (bullish reversal).      ShootingStar : Small body at the bottom of the range (bearish reversal).      SpinningTop : Small body centered in the range.      Doji : Open and close are effectively equal.      LongLeggedDoji : Doji with long upper and lower wicks.      CrossDoji : Doji with the body in the upper section.      DragonflyDoji : Doji where open/close are at the high.      InvertedCrossDoji : Doji with the body in the lower section.      GravestoneDoji : Doji where open/close are at the low.      FourPriceDoji : Open, High, Low, and Close are all equal. TwoCandlePattern   Enum Type for two-candle formations.   Usage: CPL.TwoCandlePattern.   Values:      None : No two-candle pattern detected.      BullishEngulfingWeak : Bullish candle engulfs the previous body (close does not engulf range).      BullishEngulfingStrong : Bullish candle completely engulfs the previous body close outside range.      BearishEngulfingWeak : Bearish candle engulfs the previous body.      BearishEngulfingStrong : Bearish candle completely engulfs the previous body.      InsideBar : The second candle is completely contained within the first.      TweezerTop : Two candles with matching highs (bearish reversal).      TweezerBottom : Two candles with matching lows (bullish reversal).      BullishRailRoad : Two opposite Marubozus (Down -> Up).      BearishRailRoad : Two opposite Marubozus (Up -> Down). ThreeCandlePattern   Enum Type for three-candle formations.   Usage: CPL.ThreeCandlePattern.   Values:      None : No three-candle pattern detected.      ThreeWhiteSoldiers : Three consecutive bullish candles.      ThreeBlackCrows : Three consecutive bearish candles.      ThreeWhiteSoldiersWithBullishFVG : Three White Soldiers containing a Bullish FVG.      ThreeWhiteSoldiersWithBearishFVG : Three White Soldiers containing a Bearish FVG.      ThreeBlackCrowsWithBullishFVG : Three Black Crows containing a Bullish FVG.      ThreeBlackCrowsWithBearishFVG : Three Black Crows containing a Bearish FVG.      MorningStar : Bearish -> Small/Doji -> Bullish (Bullish Reversal).      EveningStar : Bullish -> Small/Doji -> Bearish (Bearish Reversal).      BullishAbandonedBaby : Morning Star with gaps between all candles.      BearishAbandonedBaby : Evening Star with gaps between all candles.      EngulfingSandwich : Bearish -> Bullish (Engulfing) -> Bearish (Inside).      BullishFairValueGap : A gap between Candle 1 High and Candle 3 Low.      BearishFairValueGap : A gap between Candle 1 Low and Candle 3 High. CandleSize   Enum Type for candle size classification.   Usage: CPL.CandleSize.   Values:      Short      Normal      Long CandleDirection   Enum Type for candle direction classification.   Usage: CPL.CandleDirection.   Values:      Bearish      Neutral      Bullish Function Reference Analysis Functions analyzeCandle(_open, _high, _low, _close, _avgSize, _sizeThresholdPct, _equivTolerance, _bodyTolerance, _positionThreshold)   analyzeCandle - Analyzes a single candle's OHLC data to determine its size, direction, and single-candle pattern.   Parameters:      _open (float) : (float) - Candle open price.      _high (float) : (float) - Candle high price.      _low (float) : (float) - Candle low price.      _close (float) : (float) - Candle close price.      _avgSize (float) : (float) - Baseline size (wick range) to compare against.      _sizeThresholdPct (float) : (float) - % difference from average to be considered Long/Short (e.g., 50.0).      _equivTolerance (float) : (float) - Absolute price diff for Close to equal Open (Doji checks).      _bodyTolerance (float) : (float) - Absolute price diff for "Small Body" checks.      _positionThreshold (int) : (int) - Int (0-100) determining valid wick ratios for Hammers/Shooting Stars (e.g., 85).   Returns: (CandleData) - CandleData object containing CandlePattern, CandleSize, CandleDirection. analyzeTwoCandlePattern(_candle1, _candle2, _equivTolerance, _positionThreshold)   analyzeTwoCandlePattern - Analyzes two consecutive candles to find pairs like Engulfing, Tweezers, or Inside Bars.   Parameters:      _candle1 (CandleData) : (CandleData) - The first (older) candle data (previous).      _candle2 (CandleData) : (CandleData) - The second (newer) candle data (current).      _equivTolerance (float) : (float) - Price tolerance for matching highs/lows (Tweezers).      _positionThreshold (int) : (int) - Threshold for wick validations.   Returns: (TwoCandleData) - TwoCandleData object containing TwoCandlePattern. analyzeThreeCandlePattern(_candle1, _candle2, _candle3)   analyzeThreeCandlePattern - Analyzes three consecutive candles to find complex patterns like Morning Stars, Abandoned Babies, or Three White Soldiers.   Parameters:      _candle1 (CandleData) : (CandleData) - The first (oldest) candle data.      _candle2 (CandleData) : (CandleData) - The second (middle) candle data.      _candle3 (CandleData) : (CandleData) - The third (newest) candle data.   Returns: (ThreeCandleData) - ThreeCandleData object containing ThreeCandlePattern. Naming Utilities getPatternName(_pattern)   getPatternName - Returns the string name of a candle pattern.   Parameters:      _pattern (CandlePattern) : (CandlePattern) - The candle pattern enum value.   Returns: (string) - Human-readable pattern name (e.g., "Hammer"). getTwoCandlePatternName(_pattern)   getTwoCandlePatternName - Returns the string name of a two-candle pattern.   Parameters:      _pattern (TwoCandlePattern) : (TwoCandlePattern) - The two-candle pattern enum value.   Returns: (string) - Human-readable pattern name (e.g., "Bullish Engulfing"). getThreeCandlePatternName(_pattern)   getThreeCandlePatternName - Returns the string name of a three-candle pattern.   Parameters:      _pattern (ThreeCandlePattern) : (ThreeCandlePattern) - The three-candle pattern enum value.   Returns: (string) - Human-readable pattern name (e.g., "Morning Star"). getSizeName(_size)   getSizeName - Returns the string name of a candle size.   Parameters:      _size (CandleSize) : (CandleSize) - The candle size enum value.   Returns: (string) - Human-readable size name ("Short", "Normal", or "Long"). getDirectionName(_direction)   getDirectionName - Returns the string name of a candle direction.   Parameters:      _direction (CandleDirection) : (CandleDirection) - The candle direction enum value.   Returns: (string) - Human-readable direction name ("Bullish", "Bearish", or "Neutral").
Biblioteka Pine Script®
od OneCleverGuy
Day of WeekDay of Week is an indicator that runs in a separate panel and colors the panel background according to the day of the week. Main Features Colors the background of the lower panel based on the day of the week Includes all days, from Monday to Sunday Customizable colors Time Offset Correction TradingView calculates the day of the week using the exchange’s timezone, which can cause visual inconsistencies on certain symbols. To address this, the indicator includes a configurable time offset that allows the user to synchronize the calculated day with the day displayed on the chart. By simply adjusting the Time Offset (hours) parameter, the background will align correctly with the visible chart calendar.
Wskaźnik Pine Script®
od MarkiStrategy
just takesi TimeMNO_2Step_Strategy_MOU_KAKU (Publish-Clear)//@version=5 strategy("MNO_2Step_Strategy_MOU_KAKU (Publish-Clear)", overlay=true, pyramiding=0, max_labels_count=500, max_lines_count=500, initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=10) // ========================= // Inputs // ========================= emaSLen = input.int(5, "EMA Short (5)") emaMLen = input.int(13, "EMA Mid (13)") emaLLen = input.int(26, "EMA Long (26)") macdFast = input.int(12, "MACD Fast") macdSlow = input.int(26, "MACD Slow") macdSignal = input.int(9, "MACD Signal") macdZeroTh = input.float(0.2, "MOU: MACD near-zero threshold", step=0.05) volLookback = input.int(5, "Volume MA days", minval=1) volMinRatio = input.float(1.3, "MOU: Volume ratio min", step=0.1) volStrong = input.float(1.5, "Strong volume ratio (Breakout/KAKU)", step=0.1) volMaxRatio = input.float(3.0, "Volume ratio max (filter)", step=0.1) wickBodyMult = input.float(2.0, "Pinbar: lowerWick >= body*x", step=0.1) pivotLen = input.int(20, "Resistance lookback", minval=5) pullMinPct = input.float(5.0, "Pullback min (%)", step=0.1) pullMaxPct = input.float(15.0, "Pullback max (%)", step=0.1) breakLookbackBars = input.int(5, "Pullback route: valid bars after break", minval=1) // --- Breakout route (押し目なし初動ブレイク) --- useBreakoutRoute = input.bool(true, "Enable MOU Breakout Route (no pullback)") breakConfirmPct = input.float(0.3, "Break confirm: close > R*(1+%)", step=0.1) bigBodyLookback = input.int(20, "Break candle body MA length", minval=5) bigBodyMult = input.float(1.2, "Break candle: body >= MA*mult", step=0.1) requireCloseNearHigh = input.bool(true, "Break candle: close near high") closeNearHighPct = input.float(25.0, "Close near high threshold (% of range)", step=1.0) allowMACDAboveZeroInstead = input.bool(true, "Breakout route: allow MACD GC above zero instead") // 表示 showEMA = input.bool(true, "Plot EMAs") showMouLabels = input.bool(true, "Show MOU/MOU-B labels") showKakuLabels = input.bool(true, "Show KAKU labels") showDebugTbl = input.bool(true, "Show debug table (last bar)") showStatusLbl = input.bool(true, "Show status label (last bar always)") locChoice = input.string("Below Bar", "Label location", options= ) lblLoc = locChoice == "Below Bar" ? location.belowbar : location.abovebar // ========================= // 必ず決済が起きる設定（投稿クリア用） // ========================= enableTPSL = input.bool(true, "Enable TP/SL") tpPct = input.float(2.0, "Take Profit (%)", step=0.1, minval=0.1) // ←投稿クリア向けに近め slPct = input.float(1.0, "Stop Loss (%)", step=0.1, minval=0.1) // ←投稿クリア向けに近め maxHoldBars = input.int(30, "Max bars in trade (force close)", minval=1) entryMode = input.string("MOU or KAKU", "Entry trigger", options= ) // ✅ 保険：トレード0件を避ける（投稿クリア用） // 1回でもクローズトレードができたら自動で沈黙 publishAssist = input.bool(true, "Publish Assist (safety entry if 0 trades)") // ========================= // EMA // ========================= emaS = ta.ema(close, emaSLen) emaM = ta.ema(close, emaMLen) emaL = ta.ema(close, emaLLen) plot(showEMA ? emaS : na, color=color.new(color.yellow, 0), title="EMA 5") plot(showEMA ? emaM : na, color=color.new(color.blue, 0), title="EMA 13") plot(showEMA ? emaL : na, color=color.new(color.orange, 0), title="EMA 26") emaUpS = emaS > emaS emaUpM = emaM > emaM emaUpL = emaL > emaL goldenOrder = emaS > emaM and emaM > emaL above26_2days = close > emaL and close > emaL baseTrendOK = (emaUpS and emaUpM and emaUpL) and goldenOrder and above26_2days // ========================= // MACD // ========================= = ta.macd(close, macdFast, macdSlow, macdSignal) macdGC = ta.crossover(macdLine, macdSig) macdUp = macdLine > macdLine macdNearZero = math.abs(macdLine) <= macdZeroTh macdGCAboveZero = macdGC and macdLine > 0 and macdSig > 0 macdMouOK = macdGC and macdNearZero and macdUp macdBreakOK = allowMACDAboveZeroInstead ? (macdMouOK or macdGCAboveZero) : macdMouOK // ========================= // Volume // ========================= volMA = ta.sma(volume, volLookback) volRatio = volMA > 0 ? (volume / volMA) : na volumeMouOK = volRatio >= volMinRatio and volRatio <= volMaxRatio volumeStrongOK = volRatio >= volStrong and volRatio <= volMaxRatio // ========================= // Candle patterns // ========================= body = math.abs(close - open) upperWick = high - math.max(open, close) lowerWick = math.min(open, close) - low pinbar = (lowerWick >= wickBodyMult * body) and (lowerWick > upperWick) and (close >= open) bullEngulf = close > open and close < open and close >= open and open <= close bigBull = close > open and open < emaM and close > emaS and (body > ta.sma(body, 20)) candleOK = pinbar or bullEngulf or bigBull // ========================= // Resistance / Pullback route // ========================= res = ta.highest(high, pivotLen) pullbackPct = res > 0 ? (res - close) / res * 100.0 : na pullbackOK = pullbackPct >= pullMinPct and pullbackPct <= pullMaxPct brokeRes = ta.crossover(close, res ) barsSinceBreak = ta.barssince(brokeRes) afterBreakZone = (barsSinceBreak >= 0) and (barsSinceBreak <= breakLookbackBars) pullbackRouteOK = afterBreakZone and pullbackOK // ========================= // Breakout route (押し目なし初動ブレイク) // ========================= breakConfirm = close > res * (1.0 + breakConfirmPct / 100.0) bullBreak = close > open bodyMA = ta.sma(body, bigBodyLookback) bigBodyOK = bodyMA > 0 ? (body >= bodyMA * bigBodyMult) : false rng = math.max(high - low, syminfo.mintick) closeNearHighOK = not requireCloseNearHigh ? true : ((high - close) / rng * 100.0 <= closeNearHighPct) mou_breakout = useBreakoutRoute and baseTrendOK and breakConfirm and bullBreak and bigBodyOK and closeNearHighOK and volumeStrongOK and macdBreakOK mou_pullback = baseTrendOK and volumeMouOK and candleOK and macdMouOK and pullbackRouteOK mou = mou_pullback or mou_breakout // ========================= // KAKU (Strict): 8条件 + 最終三点 // ========================= cond1 = emaUpS and emaUpM and emaUpL cond2 = goldenOrder cond3 = above26_2days cond4 = macdGCAboveZero cond5 = volumeMouOK cond6 = candleOK cond7 = pullbackOK cond8 = pullbackRouteOK all8_strict = cond1 and cond2 and cond3 and cond4 and cond5 and cond6 and cond7 and cond8 final3 = pinbar and macdGCAboveZero and volumeStrongOK kaku = all8_strict and final3 // ========================= // Entry (strategy) // ========================= entrySignal = entryMode == "KAKU only" ? kaku : (mou or kaku) canEnter = strategy.position_size == 0 newEntryKaku = canEnter and kaku and entrySignal newEntryMouB = canEnter and (not kaku) and mou_breakout and entrySignal newEntryMou = canEnter and (not kaku) and mou_pullback and entrySignal // --- Publish Assist（保険エントリー） --- // 条件が厳しすぎて「トレード0件」だと投稿時に警告が出る。 // closedtradesが0の間だけ、軽いEMAクロスで1回だけ拾う（その後は沈黙）。 assistFast = ta.ema(close, 5) assistSlow = ta.ema(close, 20) assistEntry = publishAssist and strategy.closedtrades == 0 and canEnter and ta.crossover(assistFast, assistSlow) // 実エントリー if newEntryKaku or newEntryMouB or newEntryMou or assistEntry strategy.entry("LONG", strategy.long) // ラベル（視認） if showMouLabels and newEntryMou label.new(bar_index, low, "猛(IN)", style=label.style_label_up, color=color.new(color.lime, 0), textcolor=color.black) if showMouLabels and newEntryMouB label.new(bar_index, low, "猛B(IN)", style=label.style_label_up, color=color.new(color.lime, 0), textcolor=color.black) if showKakuLabels and newEntryKaku label.new(bar_index, low, "確(IN)", style=label.style_label_up, color=color.new(color.yellow, 0), textcolor=color.black) if assistEntry label.new(bar_index, low, "ASSIST(IN)", style=label.style_label_up, color=color.new(color.aqua, 0), textcolor=color.black) // ========================= // Exit (TP/SL + 強制クローズ) // ========================= inPos = strategy.position_size > 0 tpPx = inPos ? strategy.position_avg_price * (1.0 + tpPct/100.0) : na slPx = inPos ? strategy.position_avg_price * (1.0 - slPct/100.0) : na if enableTPSL strategy.exit("TP/SL", from_entry="LONG", limit=tpPx, stop=slPx) // 最大保有バーで強制決済（これが「レポート無し」回避の最後の保険） var int entryBar = na if strategy.position_size > 0 and strategy.position_size == 0 entryBar := bar_index if strategy.position_size == 0 entryBar := na forceClose = inPos and not na(entryBar) and (bar_index - entryBar >= maxHoldBars) if forceClose strategy.close("LONG") // ========================= // 利確/損切/強制クローズのラベル // ========================= closedThisBar = (strategy.position_size > 0) and (strategy.position_size == 0) avgPrev = strategy.position_avg_price tpPrev = avgPrev * (1.0 + tpPct/100.0) slPrev = avgPrev * (1.0 - slPct/100.0) hitTP = closedThisBar and high >= tpPrev hitSL = closedThisBar and low <= slPrev // 同一足TP/SL両方は厳密に判断できないので、表示は「TP優先」で簡略（投稿ギリギリ版） if hitTP label.new(bar_index, high, "利確", style=label.style_label_down, color=color.new(color.lime, 0), textcolor=color.black) else if hitSL label.new(bar_index, low, "損切", style=label.style_label_up, color=color.new(color.red, 0), textcolor=color.white) else if closedThisBar and forceClose label.new(bar_index, close, "時間決済", style=label.style_label_left, color=color.new(color.gray, 0), textcolor=color.white) // ========================= // Signals (猛/猛B/確) // ========================= plotshape(showMouLabels and mou_pullback and not kaku, title="MOU_PULLBACK", style=shape.labelup, text="猛", color=color.new(color.lime, 0), textcolor=color.black, location=lblLoc, size=size.tiny) plotshape(showMouLabels and mou_breakout and not kaku, title="MOU_BREAKOUT", style=shape.labelup, text="猛B", color=color.new(color.lime, 0), textcolor=color.black, location=lblLoc, size=size.tiny) plotshape(showKakuLabels and kaku, title="KAKU", style=shape.labelup, text="確", color=color.new(color.yellow, 0), textcolor=color.black, location=lblLoc, size=size.small) // ========================= // Alerts // ========================= alertcondition(mou, title="MNO_MOU", message="MNO: MOU triggered") alertcondition(mou_breakout, title="MNO_MOU_BREAKOUT", message="MNO: MOU Breakout triggered") alertcondition(mou_pullback, title="MNO_MOU_PULLBACK", message="MNO: MOU Pullback triggered") alertcondition(kaku, title="MNO_KAKU", message="MNO: KAKU triggered") alertcondition(assistEntry, title="MNO_ASSIST_ENTRY", message="MNO: ASSIST ENTRY (publish safety)") // ========================= // Status label（最終足に必ず表示） // ========================= var label status = na if showStatusLbl and barstate.islast label.delete(status) statusTxt = "MNO RUNNING " + "ClosedTrades: " + str.tostring(strategy.closedtrades) + " " + "BaseTrend: " + (baseTrendOK ? "OK" : "NO") + " " + "MOU: " + (mou ? "YES" : "no") + " (猛=" + (mou_pullback ? "Y" : "n") + " / 猛B=" + (mou_breakout ? "Y" : "n") + ") " + "KAKU: " + (kaku ? "YES" : "no") + " " + "VolRatio: " + (na(volRatio) ? "na" : str.tostring(volRatio, format.mintick)) + " " + "Pull%: " + (na(pullbackPct) ? "na" : str.tostring(pullbackPct, format.mintick)) + " " + "Pos: " + (inPos ? "IN" : "OUT") status := label.new(bar_index, high, statusTxt, style=label.style_label_left, textcolor=color.white, color=color.new(color.black, 0)) // ========================= // Debug table（最終足のみ） // ========================= var table t = table.new(position.top_right, 2, 14, border_width=1, border_color=color.new(color.white, 60)) fRow(_name, _cond, _r) => bg = _cond ? color.new(color.lime, 70) : color.new(color.red, 80) tx = _cond ? "OK" : "NO" table.cell(t, 0, _r, _name, text_color=color.white, bgcolor=color.new(color.black, 0)) table.cell(t, 1, _r, tx, text_color=color.white, bgcolor=bg) if showDebugTbl and barstate.islast table.cell(t, 0, 0, "MNO Debug", text_color=color.white, bgcolor=color.new(color.black, 0)) table.cell(t, 1, 0, "", text_color=color.white, bgcolor=color.new(color.black, 0)) fRow("BaseTrend", baseTrendOK, 1) fRow("MOU Pullback", mou_pullback, 2) fRow("MOU Breakout", mou_breakout, 3) fRow("Break confirm", breakConfirm, 4) fRow("Break big body", bigBodyOK, 5) fRow("Break close high", closeNearHighOK, 6) fRow("Break vol strong", volumeStrongOK, 7) fRow("Break MACD", macdBreakOK, 8) fRow("KAKU all8", all8_strict, 9) fRow("KAKU final3", final3, 10) fRow("AssistEntry", assistEntry, 11) fRow("ClosedTrades>0", strategy.closedtrades > 0, 12)
Strategia Pine Script®
od morishima0ut6b
Session HeatmapIntraday Seasonality Overview Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest. Features Multiple Metrics: TR (volatility), Volume, and Open Interest changes Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition Percentile Mode: Reduces outlier impact by using 5th-95th percentile range Timezone Support: Display in UTC alongside your local time Metrics Explained TR: Volatility - when markets move most Volume: Liquidity - when participation is highest OI Increase: When new positions are opened OI Decrease: When positions are closed OI Net: Net open interest change Usage Set your timezone and preferred slot size (30min/1H) Choose a date range (relative or custom) Select a metric to analyze Use "Group By" to see weekday or monthly patterns Switch to Percentile color scale if outliers dominate Notes Chart timeframe should be equal to or smaller than Slot Size OI metrics require Binance Perpetual symbols DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
Wskaźnik Pine Script®
od ketan_kee
Probability-Based Adaptive Detection🙏🏻 PBAD (Probability-Based Adaptive Detection) : adaptive control tool for outliers || novelty detection, made for worst case data & processes, for the highest time complexity O(n^2) compared with the alternatives (would be explained in a sec). Thresholds are completely data driven and axiomatic, no need in provided hyperparameters, are not learned or optimized. The method accepts multiple weights, e.g. both temporal and volatility weights. Method briefly explained (I can go deeper if any1 asks explicitly): Performs weighted KDE on initial input data, finds KDE global maximum (mode), creates new “residuals” dataset by centering initial data around this value; Performs weighted KDE on residuals, uses sigmoid based probability mass targets with increasing probability coverage to construct a set of non-disjoint High Density Intervals (also called HDR, HPD in Bayesian terms); Uses these intervals to calculate analogs of centralized & standardized moments; Uses these ^^ moments to construct a set of control thresholds. The scheme used in PBAD is not only based on a central threshold, or on neighboring ones, it utilizes all previous thresholds, gaining more information. ... The most important part is to understand whether you really need PBAD. Because even tho it seems to be the best one given highest algocomplexity, irl it would work worse in cases when it’s not required by your data. Here’s the menu (aka taxonomy omg) of methods you can use that would let you make the right choice: Moment-Based Adaptive Detection (MBAD) : Norm: L2 Time complexity: original O(n), successfully reduced to O(1) in online version Use case: default, general purpose Based on: method of moments (powers of residuals from mean) Thresholds architecture: centralized Quantile-Based Adaptive Detection (QBAD): Norm: L1 Time complexity: O(nlogn) Use case: either bad data Or process instability Based on: quantile moments (dyadic percentiles of residuals from median) Thresholds architecture: chained/recursive/sequential Probability-Based Adaptive Detection (PBAD): Norm: L0 Time complexity: O(n^2) Use case: both bad data And process instability Based on: probability moments (target probability masses of residuals from KDE mode) Thresholds architecture: decentralized (for lack of a better name xd, the idea is that these thresholds gain information from the all other threshold and are Not exclusively based on the central or neighboring thresholds) ... Examples of true use cases: ^^ an appropriate financial instrument to use PBAD ^^ and another one ... Additional details about how to use it: Keep the student5 kernel, it’s the best you can do. I added others mostly for comparisons and if you want to use the tool Not for its primary purpose (on a fine data) “Calculate for N bars” and “Starting at bar N” options allow to reduce calculation period only on the N number of last bars or next bars from a chosen one. It's vital, because calculations here are heavy Keep plotting offset at 1 (allows to visually compare current bar with the previous threshold values). This is the way it should be done on price data. HLC3 is the optimal source input, unless you want to use your own better one point estimate of each datapoint (in the best case done by using PBAD itself on OHLC+ values). In essence it should be used just like MBAD or QBAD, fade/push extensions and limit, fade/push/skip deviations & basis, or other strategies of your. Again, the only reason for 3 methods to exist is to be chosen for according data characteristics. Btw: This is the initial version, I don’t consider it perfected tbh, even tho it works as expected, however this method is very situational anyways. In this script KDE function is modified to ensure the outcoming probabilities Do sum up to 1. I didn’t do this normalization in Weighted KDE Mode script , but there it’s not required since we just need a KDE global max. see ya ∞
Wskaźnik Pine Script®
od gorx1
1
Box Indicator - Auto Draw Previous Day's - High / Midline / LowThis indicator draws a box around the previous day’s high and low, calculates the midline, and displays them on the current day’s chart. It helps visualize key support/resistance levels from the prior trading day. This script gives you a static reference box from the prior day’s trading range, including a midpoint. It’s useful for spotting potential reversal zones, breakout levels, or intraday targets based on yesterday’s price action.
Wskaźnik Pine Script®
od alexh1166
Selected Days Indicator V3-TrDoes the stock drop every Wednesday? Do March months always move similarly? Does the 1st week of the month behave differently? Do you ever say "it always makes this move in these months"? Don't you want to see more clearly whether it actually makes this move or not? Don't you want to see and test periodically repeating price patterns? Hisse her Çarşamba düşüyor mu? Mart ayları hep benzer mi hareket ediyor? Ayın 1. haftası farklı mı davranıyor? Bazen "bu aylarda hep bu hareketi yapıyor" dediğiniz oluyor mu? Gerçekten de bu hareketi yapıp yapmadığını daha net görmek istemez misiniz? Periyodik tekrarlayan fiyat kalıplarını görmek ve test etmek istemiyor musunuz? 1. Problem Some stocks or crypto assets exhibit systematic behaviors on certain days, weeks, or months. But it's hard to see - everything is mixed together on the chart. This indicator isolates the days/weeks/months you want and shows only them. Hides everything else. 2. How It Works Three-layer filter: Day (Monday, Tuesday...), Week (1st, 2nd, 3rd week of the month), Month (January, February...). Select what you want, let the rest disappear. Example: Show only Thursdays of March-June-September. Or compare every 1st week of the month. View as candlestick, line, or column chart. 3. What's It Good For? Test "end-of-month effect". Find "day-of-the-week anomaly". Analyze crypto volatility by days. See seasonality in commodities. Discover patterns specific to your own strategy. Past data doesn't guarantee the future but provides statistical advantage.
Wskaźnik Pine Script®
od ExperiMentalist
Box Theory StrategyHere is an explanation of the Box Theory trading strategy. The Core Philosophy This strategy is based on the idea that the market is a battle between buyers and sellers, and that these groups often defend the same price levels they used previously. Instead of trying to predict every move, this method focuses on trading only at the "extremes" where the probabilities are highest, while avoiding the middle of the chart where price action is random. 1. The Setup: Drawing the Box To use this strategy, you must define the "playing field" for the day before you take any trades. Top of the Box: Draw a line at the Previous Day’s High. Bottom of the Box: Draw a line at the Previous Day’s Low. Center Line: Draw a line roughly in the middle of these two points. This box represents the established range where the market recently found value. 2. The Three Zones & Rules Once the box is drawn, the chart is divided into three zones. Each zone dictates a specific action. Zone 1: The Top (Resistance / Sell Zone) What it represents: This is where sellers previously stepped in and pushed the price down. It is a known area of supply. The Rule: NO BUYING. If the price rallies to this level, you should look for Short/Sell opportunities. Why? Buying here means purchasing at a price that was previously rejected. The probability of a reversal (price going down) is high. Zone 2: The Bottom (Support / Buy Zone) What it represents: This is where buyers previously stepped in and pushed the price up. It is a known area of demand. The Rule: NO SELLING. If the price drops to this level, you should look for Long/Buy opportunities. Why? Selling here means shorting into support. The probability of a bounce (price going up) is high. Zone 3: The Middle (Indecision Zone) What it represents: This is the area of noise and confusion. Neither buyers nor sellers have clear control here. The Rule: DO NOT TRADE. Why? In the middle of the range, the odds of the price going up or down are roughly 50/50. Trading here is considered gambling because you do not have a statistical edge. 3. Execution: How to Trade The Entry Short Setup: Wait for the price to touch or slightly pierce the Top of the Box. Enter a short position when you see the price failing to break out (e.g., leaving a wick and closing back inside the box). Long Setup: Wait for the price to touch or slightly pierce the Bottom of the Box. Enter a long position when you see the price failing to break down (e.g., bouncing off the level). Stop Loss (Risk Management) This strategy offers a very clear invalidation point. For Shorts: Place your Stop Loss just above the box. For Longs: Place your Stop Loss just below the box. Logic: If the price clearly breaks out of the box, the range is broken, and you want to exit the trade immediately with a small loss. Take Profit (Targets) First Target: The Center Line. This is a safe place to take some profit or move your stop loss to breakeven. Main Target: The opposite side of the box (e.g., if you sold at the top, target the bottom). 4. Handling Gaps (The "Cheater Box") If the market opens significantly higher or lower than the previous day's range (a large gap), the original box may be too far away to be useful. Adjustment: In this scenario, you can draw a new box using the highest and lowest price points of the current trading session so far. Once this new range is established, apply the same rules: Sell the high, Buy the low, and avoid the middle.
Wskaźnik Pine Script®
od Prospecttrades
Tails and WicksTails and Wicks 📊 A clean price action tool that spots strong wick rejection candles and draws semi-transparent colored boxes around their high-to-low range. 🔍 Boxes extend forward to highlight potential S/R zones – perfect for pinbars, hammers, shooting stars & indecision dojis! 🚀 Features: • 🟢 Bullish tails (long lower wick – default green) • 🔴 Bearish tails (long upper wick – default red) • 🟠 Indecision (both long wicks – default orange) • Independent toggles & custom colors 🎨 • Adjustable wick % threshold (default 60%) • Fixed or infinite right extension ➡️ • Limit recent zones per type (default 4) to keep charts tidy 🧹 • Pure visual – no text clutter (disable "Labels on price scale" in indicator Style tab if needed) Lightweight, customizable, and great for clean price action trading! 💹
Wskaźnik Pine Script®
od MichaelBalika
SHAP-Aligned BUY Signal (Daily, Edge-Triggered)Based on the XGBoost + SHAP interpretation report, I'll explain which indicators to monitor for buying NVO. However, I must emphasize that this model performed poorly (47.5% accuracy) and should NOT be used for actual trading! That said, here's what the model learned (for educational purposes): 📊 Top Indicators to Monitor for BUY Signals 1. Days_Since_Low (Most Important - 1.264) Direction: BULLISH ↑ Interpretation: Higher values → UP prediction What to monitor: Track how many days since the stock hit its recent low Buy signal: When the stock has been recovering for an extended period (e.g., 100+ days from low) Why it matters: The model learned that stocks in long-term recovery tend to continue rising 2. SMA_50 (50-day Moving Average) (0.413) Direction: BULLISH ↑ Interpretation: Higher absolute SMA_50 values → UP prediction What to monitor: The 50-day simple moving average price level Buy signal: When SMA_50 is at higher levels (e.g., above $80-90) Why it matters: Higher moving averages indicate stronger long-term trends 3. SMA_200 (200-day Moving Average) (0.274) Direction: BULLISH ↑ Interpretation: Higher SMA_200 → UP prediction What to monitor: The 200-day simple moving average Buy signal: When SMA_200 is trending upward and at elevated levels Why it matters: Long-term trend indicator; golden cross (SMA_50 > SMA_200) is traditionally bullish 4. BB_Width (Bollinger Band Width) (0.199) Direction: BULLISH ↑ Interpretation: WIDER Bollinger Bands → UP prediction What to monitor: The distance between upper and lower Bollinger Bands Buy signal: When BB_Width is expanding (increasing volatility often precedes trend moves) Why it matters: Widening bands can signal the start of a new trend 5. Price_SMA_50_Ratio (0.158) Direction: BULLISH ↑ Interpretation: When price is ABOVE the 50-day MA → UP prediction What to monitor: Current price ÷ SMA_50 Buy signal: When ratio > 1.0 (price is above the 50-day average) Why it matters: Price above moving averages indicates uptrend 6. Momentum_21D (21-day Momentum) (0.152) Direction: BULLISH ↑ Interpretation: Positive 21-day momentum → UP prediction What to monitor: 21-day rate of change Buy signal: When momentum is positive and increasing Why it matters: Positive momentum suggests continuation 7. Stoch_K (Stochastic Oscillator) (0.142) Direction: BULLISH ↑ Interpretation: Higher Stochastic K → UP prediction What to monitor: Stochastic oscillator (0-100 scale) Buy signal: When Stoch_K is rising from oversold (<20) or in mid-range (40-60) Why it matters: Measures momentum and overbought/oversold conditions
Wskaźnik Pine Script®
od yellowpierid
Timeframe Overlay 24HrDaily High–Low Box (00:00–23:59) This indicator highlights each trading day with a shaded box spanning from 00:00 to 23:59 (based on the selected timezone) and covering the day’s highest and lowest price. • Green box when the day closes above its open • Red box when the day closes below its open • Historical days are fully drawn for easy comparison • Current day box builds dynamically as new candles form Useful for visualising daily range, market bias, and intraday structure across all timeframes.
Wskaźnik Pine Script®
od Knotty0807
BTC - Bitcoin Strategic Dashboard by RM Title: BTC - Bitcoin Strategic Dashboard | RM Overview & Philosophy The Bitcoin Strategic Dashboard is a comprehensive analytics tool designed to provide deeper market context beyond simple price action. While a standard chart displays price history, this dashboard focuses on the structural health of the market. It aims to answer clearer questions: Is the asset statistically overextended? Is the current volatility compressed or expanding? How is Bitcoin currently correlating with traditional equity markets? This script aggregates key data points—Performance, Risk, Valuation, and Macro Correlations—into a single, organized table. It is designed to be a quiet, high-density reference tool that sits unobtrusively in the corner of your screen, helping to contextualize daily price movements without cluttering your workspace. Methodology & Module Breakdown The dashboard is divided into 5 strategic modules. Here is exactly how to read them, how they are calculated, and how to interpret the data. 1. PERFORMANCE This section answers: "Is Bitcoin actually beating the traditional market, and by how much?" BTC Return : The raw percentage growth of Bitcoin. Timeframes: 1-Year (Tactical Trend) and 4-Year (The Halving Cycle). Alpha (vs SPX / Gold): Meaning : "Alpha" measures true outperformance. It tells you how much better your capital worked in Bitcoin compared to the S&P 500 (Stocks) or Gold. Calculation : We use a Relative Growth Ratio. Instead of simple subtraction, we calculate the growth factor of BTC divided by the growth factor of the Benchmark. Interpretation : Green: Bitcoin is outperforming. It is the superior vehicle for capital. Red: Bitcoin is underperforming traditional assets (Opportunity Cost is high). 2. RISK PROFILE This section answers: "How dangerous is the market right now?" Drawdown (DD): Meaning : The percentage loss from the 1-Year High. Interpretation : Deep Drawdowns (e.g., > -50%) historically signal generational buying opportunities (Deep Red). Small Drawdowns (< -5%) signal we are near "Discovery Mode" (Blue/Green). Sharpe Ratio: Meaning : The industry standard for "Risk-Adjusted Return." It asks: "Is the profit worth the stress?" Timeframe : Annualized over 365 Days. Interpretation : > 1.0: Good. The return justifies the risk. > 2.0: Excellent. (Dark Green). < 0.0: Bad. You are taking risk for negative returns. Sortino Ratio: Meaning : Similar to Sharpe, but it only counts downside volatility as "risk." Bitcoin often rallies aggressively (Good Volatility); Sortino ignores the upside "risk" and focuses only on minimizing losses. Volatility (Vol) & Rank: Meaning : How violently the price is moving. Calculation : We compare the current 30-Day Volatility against the last 4 Years of volatility history (Rank 0-100). Interpretation (The Squeeze Strategy) : BLUE (Cold / <25%): Volatility is historically low. The market is "compressed." Big moves often follow these periods. RED (Hot / >75%): Volatility is extreme. High risk of mean reversion or panic. 3. VALUATION & MOMENTUM This section answers: "Is Bitcoin cheap or expensive?" Mayer Multiple (MM): Meaning: A "Godfather" of Bitcoin ratios. Calculation : Current Price divided by the 200-Day Moving Average. Interpretation : < 0.8 (Blue): Historically "Cheap." 1.0: Fair Value (Price = Trend). > 2.4 (Red): Speculative Bubble territory. RSI (Relative Strength Index): Timeframe : 14 Days. Interpretation : >70 suggests the market is overheated (Red). <30 suggests oversold conditions (Blue). Trend (ADX) : Meaning : The Average Directional Index measures the strength of a trend, not the direction. Interpretation : Values >25 (Green) indicate a strong trend is present. Values <20 (Gray) indicate a choppy/sideways market (no trend). vs 200W (Macro): Meaning : The distance to the 200-Week Moving Average. Interpretation : This line is historically the "Cycle Bottom" or "Absolute Support" for Bitcoin. Being close to it (or below it) is rare and often marks cycle lows. 4. MACRO CORRELATIONS This section answers: "Is Bitcoin moving on its own, or just following the Stock Market?" vs TradFi (SPX): Timeframe : 90-Day Correlation Coefficient. Interpretation : High Positive (Red): BTC is just acting like a tech stock. No "Safe Haven" status. Negative/Zero (Green): BTC is "decoupled." It is moving independently of Wall Street. vs DXY (US Dollar): Interpretation : Bitcoin usually moves inverse to the Dollar. Negative (Green): Normal healthy behavior. Positive (Red): Warning signal. If both DXY and BTC rise, something is breaking in the system. 5. HISTORICAL LEDGER A Year-by-Year breakdown of returns. Feature : You can toggle the comparison column in the settings to compare Bitcoin against either S&P 500 or Gold. Usage : Helps visualize the cyclical nature of returns (e.g., the 4-year cycle pattern of Green-Green-Green-Red). How to Read the Visuals (Heatmap) The dashboard uses a standardized Bloomberg-style heatmap to let you assess the market state in milliseconds: 🟢 Green: Profit / Good Performance / Positive Alpha. 🔴 Red: Loss / Overheating / High Risk. 🔵 Blue: "Cold" / Cheap / Low Volatility (Potential Buy Zones). 🟠 Orange: Warning / High Drawdown. ⚫ Gray/Black: Neutral or Fair Value. Settings & Customization Visuals: Change the text size (Tiny, Small, Normal) to fit your screen resolution. Modules: You can toggle individual sections on/off to save screen space. Calculation: Switch the Historical Benchmark between "S&P 500" and "Gold" depending on your thesis. Disclaimer This script is for research and educational purposes only. The metrics provided (Sharpe, Sortino, Mayer Multiple) are derived from historical data and do not guarantee future performance. "Cheap" (Low Mayer Multiple) does not mean the price cannot go lower. Always manage your own risk. Tags bitcoin, btc, bloomberg, terminal, dashboard, onchain, mayer multiple, sharpe ratio, volatility, alpha, risk management, Rob Maths
Wskaźnik Pine Script®
od Rob_Maths
Hybrid Trend-Following Inside Bar BreakoutHybrid Trend-Following Inside Bar Breakout Strategy The Hybrid Trend-Following Inside Bar Breakout Strategy is a rule-based trading system designed to capture strong directional moves while controlling risk during uncertain market conditions. It combines trend-following, price action, and volatility-based risk management into a single robust framework. Core Concept The strategy trades inside bar breakouts only in the direction of the dominant market trend. Inside bars represent periods of consolidation, and when price breaks out of this consolidation in a trending market, it often leads to impulsive moves with favorable risk–reward characteristics. Key Components 1. Trend Filter Uses 50 EMA and 200 EMA to define the market trend. Bullish bias: 50 EMA above 200 EMA Bearish bias: 50 EMA below 200 EMA This filter prevents counter-trend trades and improves trade quality. 2. Volatility Filter Compares fast ATR (14) with slow ATR (50). Trades are taken only when volatility is expanding or above a minimum threshold. This avoids low-volatility, choppy market conditions. 3. Inside Bar Breakout An inside bar forms when the current candle’s high is lower than the previous candle’s high and the low is higher than the previous candle’s low. A trade is triggered only when price breaks above or below the inside bar range in the direction of the trend. 4. Candle Quality Filter Requires a minimum body-to-range ratio, ensuring that the breakout candle has strong momentum and is not driven by weak wicks. Risk Management & Trade Management Stop Loss (SL) Placed using ATR-based dynamic stops, adapting to current market volatility. Prevents tight stops in volatile conditions and wide stops in calm markets. Partial Profit Taking 50% of the position is exited at 1.5R, locking in profits early. This reduces psychological pressure and improves equity stability. Trailing Stop After partial profit is taken, the remaining position is managed with an ATR-based trailing stop. Allows the strategy to capture large trend moves while protecting gains. Cooldown Mechanism After a losing trade, the system enters a cooldown period and skips a fixed number of bars. This helps avoid revenge trading and overtrading during unfavorable market phases. Why This Strategy Works Trades only high-probability breakouts in trending markets Adapts automatically to changing volatility Combines price action precision with systematic risk control Designed for consistent performance over long historical periods
Strategia Pine Script®
od JeET369
"Clean Market Structure & Trend Confirmation" Clean Market Structure & Trend Confirmation is a high-probability Market Structure and Trend Confirmation indicator trading system designed specifically for SPY and QQQ. It combines trend structure, multi-timeframe confirmation, momentum gating, and market-state filtering to deliver clean, disciplined BUY and SELL signals — without noise, chop, or over-trading. This script is built for traders who want clarity first, execution second.
Wskaźnik Pine Script®
od webemoon
3
Session ATR Progression Tracker📊 Session ATR Progression Tracker - SIYL Regression Trading Tool Track how much of your instrument's 7-day Average True Range (ATR) has been covered during the current trading session. This indicator is specifically designed for regression traders who follow the "Stay In Your Lane" (SIYL) methodology, helping you identify when the probability of mean reversion significantly increases. If you are interested in more on that check out Rod Casselli and tradersdevgroup.com. 🎯 Key Features: • Real-time ATR Coverage Percentage - See at a glance what percentage of the 7-day ATR has been covered in the current session • SIYL-Optimized Thresholds - See at a glance when the instrument has achieved 80% and 100% ATR coverage, the proven thresholds where mean reversion probability increases (customizable) • Flexible Session Modes: - Daily: Resets at calendar day change - Session: Uses exchange-defined trading sessions - Custom Session: Set your exact session start/end times (perfect for futures traders and international markets) • Visual Alerts - Color-coded display (gray → orange → red) and optional background highlighting • Repositionable Display - Choose from 9 screen positions to avoid chart clutter • Session Markers - Green triangles mark the start of each new session • Detailed Stats - View current range, ATR value, session high/low, and session status 💡 Why Use This Indicator? This tool is built around a proven concept: regression trading becomes significantly more effective once a session has achieved at least 80% of its 7-day ATR. At this threshold, the probability of price reverting to mean increases substantially, creating higher-probability trade setups for SIYL practitioners. Benefits for regression traders: - Identify optimal entry points when mean reversion probability is highest (≥80% ATR coverage) - Avoid premature regression entries before adequate range has been established - Recognize when daily moves have "earned their range" and are ripe for reversal - Time fade-the-move and counter-trend strategies with statistical backing - Improve win rates by trading only after proven probability thresholds are met ⚙️ Setup Instructions: 1. Add the indicator to your chart 2. Select your preferred "Reset Mode" (recommend "Custom Session" for futures/international markets) 3. If using Custom Session, enter your session times in 24-hour format (e.g., 0930-1600 for US stocks, 1700-1600 for CME futures) 4. Adjust alert thresholds if desired (default: 80% and 100% - proven SIYL thresholds) 5. Position the display where it's most visible on your chart 📈 Works Across All Markets: Stocks • Futures • Forex • Indices • Crypto • Commodities Perfect for regression traders, mean reversion specialists, and SIYL practitioners who want to trade with probability on their side by entering only after the session has "earned its range." --- Tip: For futures contracts with overnight sessions that span calendar days (like MES, MNQ, MYM), use "Custom Session" mode with your exchange's official session times for accurate tracking.
Wskaźnik Pine Script®
od jmaybe