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Wskaźniki i strategie

Filtered Fractals (2-Stage + Alerts)Filtered Fractals Overview This indicator is an advanced evolution of the classic Fractal logic (like the WICK.ED or Bill Williams models). Standard fractals are often "noisy," marking every minor local peak or trough, which can lead to false signals in volatile markets. This script solves the "noise" problem by introducing a Dual-Stage Filtering Process. Instead of displaying every fractal, it treats them as "candidates" and only confirms those that represent a dominant extremum relative to their neighboring fractals. How It Works The script operates in two distinct stages to ensure only the most significant structural pivot points are plotted: Stage 1: Detection The script identifies "Raw Fractals" based on your preferred sensitivity (Left/Right bars). By default, it uses a 5-bar lookback/lookforward, but these remain hidden from the chart initially. Stage 2: Sliding Window Competition The script monitors a rolling sequence of the last three identified fractals. It compares their prices to find the "True Extremum": For Highs , it compares the 3 most recent fractal peaks. For Lows , it compares the 3 most recent fractal troughs. The Point System: Every time a fractal is the "winner" (the highest high or lowest low) within its 3-fractal window, it receives a confirmation point. The Priority Rule: In cases where two fractals have the exact same price, the script gives priority to the earlier one (the "left" peak), reducing late entries. Visual Confirmation A fractal is only plotted on your chart once it achieves two confirmations . This means it has proven to be a significant price extreme compared to both its predecessor and its successor. Key Features Noise Reduction: Eliminates "crowded" fractals, leaving only the structural backbone of the trend. Non-Repainting Logic: The script only processes confirmed closed bars. The current developing candle will never trigger a false fractal or a premature alert. Smart Alerts: Built-in alert() functionality. You can set a single alert to notify you the exact moment a Bullish or Bearish fractal is confirmed. Customizable Sensitivity: Adjust the Left/Right Bars in the settings to fit your specific timeframe (e.g., higher values for macro trends, lower for scalping). How to use Support/Resistance: Use these filtered fractals to draw more reliable S/R zones. Stop Loss Placement: Ideal for trailing stops behind truly significant swing points. Trend Confirmation: A series of higher-high filtered fractals provides a much cleaner view of an uptrend than standard indicators.
Wskaźnik Pine Script®
od a1dmitry
2
Volatility Radar Volatility Radar A comprehensive VIX-based dashboard for volatility regime analysis and trade bias confirmation. Designed for options traders who use VIX levels to inform directional bias and identify potential traps in market positioning. Dashboard Columns 1. 10-Min Rule Displays your current directional bias based on VIX zone positioning with time-based confirmation. CALLS (Green): VIX is below the Bullish Chop level — conditions favor call buying / bullish stock positioning PUTS (Red): VIX is above the Bearish Chop level — conditions favor put buying / bearish stock positioning CHOP (Yellow): VIX is between the two chop levels — no clear directional edge Confirmation Logic: The bias must hold for a configurable period (default: 10 minutes) before showing "✓ CONFIRMED". A countdown timer shows time remaining until confirmation. High-velocity moves (spikes or crushes) trigger immediate confirmation. If VIX touches a chop boundary, the timer resets. 2. VIX Levels Displays four user-configurable VIX thresholds that define the volatility regime zones: Bearish (Red): Extreme fear — VIX at or above this level signals high volatility / bearish stock conditions Resist (Orange): Upper chop boundary — resistance level for VIX Support (Yellow): Lower chop boundary — support level for VIX Bullish (Green): Low fear — VIX at or below this level signals low volatility / bullish stock conditions The current zone is highlighted based on where VIX is trading relative to these levels. 3. Options Flow Displays net options flow sentiment to gauge market positioning. Supports both simulated and real-time OPRA data. Simulated Mode (Default): Net Val: Shows simulated flow based on candle direction (bullish candle = positive, bearish = negative) multiplied by volume Sentiment: BULLISH, BEARISH, or NEUTRAL based on flow direction - Header displays "Options Flow (Sim)" Real-Time OPRA Mode: Vol: Shows actual call and put volumes summed across strikes near ATM (e.g., "C:12.5K P:8.2K") Sentiment: BULLISH if call volume > put volume, BEARISH if puts dominate - Header displays "Options Flow 📡" - Net flow calculated as: `Total Call Volume - Total Put Volume` ⚠️ OPRA Data Requirement Real-time mode requires an active OPRA data subscription in TradingView. Without this subscription, the options volume data will not populate. Enable "Use Real-Time OPRA Data" in settings and configure the required parameters (see Settings section below). 4. Velocity Monitors the speed of VIX movement to detect rapid regime changes. STABLE (Gray): Normal VIX movement ⚡ SPIKE (Red): VIX increased by more than the velocity threshold (default: 0.40 points) over the last 5 bars — rapid fear increase ⚡ CRUSH (Green): VIX decreased by more than the velocity threshold over the last 5 bars — rapid fear decrease Calculation: `VIX - VIX ` (current VIX minus VIX from 5 bars ago) 5. Trap Detect Identifies potential positioning traps by comparing VIX regime with options flow direction. CLEAN (Gray): No divergence detected — flow aligns with VIX regime ⚠️ TRAP (Orange): High VIX + Bullish Flow — warns of potential bull trap; smart money may be selling into retail call buying during elevated fear 🛡️ ABSORB (Yellow): Low VIX + Bearish Flow — institutional absorption pattern; put buying during low VIX may indicate smart money hedging or accumulation Horizontal Level Lines Four horizontal lines are automatically drawn on the chart at your configured VIX levels: 1. Green line: Bullish level 2. Yellow line: Bullish Chop (Support) level 3. Orange line: Bearish Chop (Resist) level 4. Red line: Bearish level Settings Display Settings Table Position: Choose where the dashboard appears on your chart Text Size: Tiny, Small, or Normal Table Background / Transparency: Customize dashboard appearance 10-Minute Rule Confirmation Minutes: Time required in a zone before bias is confirmed (default: 10) Velocity Threshold: Points per 5-bar period to trigger spike/crush detection (default: 0.40) VIX Levels Bullish (Green): Low volatility threshold (default: 14) Bullish Chop (Yellow): Lower chop boundary (default: 16) Bearish Chop (Orange): Upper chop boundary (default: 20) Bearish (Red): High volatility threshold (default: 25) Options Flow Data Use Real-Time OPRA Data: Toggle between simulated and real-time options data (default: off) Ticker Override: Manual ticker symbol. Leave blank to auto-detect from chart. Examples: SPY, QQQ, SPXW, NDX. Note: SPX auto-converts to SPXW for options symbols. Center/Anchor Price: Required for OPRA mode. Enter the current underlying price (e.g., 590 for SPY, 5900 for SPX). This determines the ATM strike for data fetching. Expiry Date (YYMMDD): Options expiration date in YYMMDD format (e.g., 260117 for Jan 17, 2026). Leave blank to use today's date (0DTE). Strikes Above/Below ATM: Number of strikes to scan on each side of center price (1-10, default: 5). Higher values capture more flow data but use more API calls. Strike Step Auto-Detection: - SPX/SPXW, NDX: $5 strikes - VIX: $0.50 strikes - SPY, QQQ, and others: $1 strikes What's New in This Release 1. Real-Time OPRA Options Flow: New toggle to switch between simulated and real-time options data. When enabled with an OPRA subscription, fetches actual call/put volumes across up to 11 strikes around ATM. 2. Configurable Options Parameters: New settings for ticker override, center price, expiry date, and strike range for precise options data targeting. 3. Horizontal Level Lines: VIX threshold levels are now drawn directly on the chart as colored horizontal lines for quick visual reference 4. Reordered Settings: VIX level inputs now flow logically from Bullish to Bearish Best Practices 1. Use on VIX chart: Apply this indicator directly to a VIX chart (CBOE:VIX) for best results 2. Wait for confirmation: Don't act on bias until the 10-minute rule confirms 3. Respect velocity signals: Spikes and crushes can indicate regime changes before price confirms 4. Watch for traps: Divergence between flow and VIX regime often precedes reversals 5. Customize your levels: Adjust VIX thresholds based on current market conditions and your trading style 6. OPRA Setup: If using real-time options data, ensure you: - Have an active OPRA subscription in TradingView - Set the correct Center/Anchor Price for the underlying you're tracking - Update the expiry date if trading non-0DTE options - Match the ticker to your target (SPY for SPY options, leave blank on VIX chart for VIX options) Disclaimer This indicator is for educational and informational purposes only. It is not financial advice. Options flow data is simulated by default; real-time OPRA data requires a separate TradingView subscription. Always do your own research and manage risk appropriately.
Wskaźnik Pine Script®
od DashingBixby
Professional Price Action AnalysisProfessional Price Action Analysis - Advanced S/R & Pattern Detection A comprehensive technical analysis tool combining dynamic support/resistance zones, candlestick pattern recognition, trend analysis, and volume insights. KEY FEATURES: ✓ Dynamic Support & Resistance Zones - Automatically identifies swing highs/lows - Classifies levels based on current price position - Support zones display BELOW price (green) - Resistance zones display ABOVE price (red) - Adjustable zone thickness and lookback period ✓ Candlestick Pattern Detection - Bullish/Bearish Engulfing patterns - Pin bars (reversal signals) - Inside bars (consolidation) - Rejection candles (wick analysis) - Visual markers on chart with labels ✓ Trend Analysis - Customizable moving average (default 50-period SMA) - Background color zones for trend direction - Price vs MA percentage calculation - Bullish/Bearish/Neutral classification ✓ Volume Analysis - Volume spike detection (configurable multiplier) - Highlights unusual volume with bar colors - Helps identify institutional activity ✓ Information Dashboard - Clean, readable display (top-right corner) - Current trend status - Distance to nearest support/resistance - Volume status (High/Normal) - Price deviation from moving average ✓ Alert System - Alerts for all candlestick patterns - Volume spike notifications - Customizable alert conditions CUSTOMIZABLE INPUTS: • Swing detection length (3-50 bars) • S/R lookback period (20-200 bars) • Zone thickness percentage • Maximum zones displayed • Trend MA length • Volume spike multiplier • Toggle individual pattern types BEST FOR: - Swing traders identifying key levels - Day traders spotting reversal patterns - Price action enthusiasts - Multi-timeframe analysis This indicator does not repaint. All signals are confirmed after candle close. Suitable for all markets: stocks, forex, crypto, commodities. Educational tool for technical analysis. Not financial advice.
Wskaźnik Pine Script®
od D4V3YZ
Shiva Zone Indicator (True Consolidation Detection)--- # ⭐ **1. Script Title** **Shiva Zone Indicator — True Consolidation Detection** This will appear in the indicator marketplace and search. --- # ⭐ **2. Short Description (shown in search list)** **Automatically detects true consolidation zones using shrinking-range logic, avoiding oversized ranges and highlighting high-probability breakout zones.** --- # ⭐ **3. Full Description (for the Publishing Page)** Copy–paste the entire block below into the “Description” section while publishing: --- ## 🔱 **Shiva Zone Indicator — True Consolidation Detection** The **Shiva Zone Indicator** identifies true consolidation phases in any market using a powerful shrinking-range algorithm. Instead of relying on fixed ranges or ATR compression alone, this model detects **micro-consolidation** by comparing tightening volatility windows, ensuring only **high-quality, compact zones** are plotted. Most consolidation indicators produce long, extended boxes. **Shiva Zone does not.** It only marks consolidation when price tightens *locally*, making it ideal for breakout traders. --- ## 🔍 **How the Indicator Works** A *Shiva Zone* is detected when: * The recent price range is **shrinking** compared to the previous one * Volatility compresses naturally * Price stays within a narrow percentage threshold * Expansion stops the zone (no endless boxes) This ensures consolidation is identified **precisely where traders need it**, not over hundreds of candles. When consolidation ends, volatility expansion triggers a zone closure. Breakouts above or below the box can lead to explosive moves. --- ## ⚡ **Included Alerts** The indicator includes 4 powerful, actionable alerts: 1. **Shiva Zone Started** – A new consolidation zone is forming 2. **Shiva Zone Ended** – Volatility begins expanding 3. **Bullish Breakout** – Price breaks above the Shiva Zone 4. **Bearish Breakout** – Price breaks below the Shiva Zone These alerts make it easy to automate breakout entries or monitor compression zones across markets. --- ## 🎯 **Best Use Cases** * Breakout Trading * Scalping * Intraday Structure Trading * Swing Breakout Analysis * Compression / Expansion Mapping * Multi-Timeframe Structure Tracking Works perfectly on **Forex, Indices, Crypto, Commodities, and Stocks**. --- ## 📌 **Recommended Settings** * Lookback: **8–20** * Max % Range: **0.4–0.8** * Minimum Bars Inside Zone: **4–6** Shorter settings → more sensitive Longer settings → stronger zones --- ## 🧠 **Why It's Called “Shiva Zone”** In market mythology: * **Brahma** = Creation of momentum * **Vishnu** = Sustaining the trend * **Shiva** = Compression before transformation The **Shiva Zone** is the phase where the market contracts its energy before a structural shift or breakout. --- ## ⚠️ **Disclaimer** This indicator is for educational purposes only and not financial advice. Always conduct your own analysis. --- # ⭐ **4. Suggested Tags** Use these exact tags on TradingView for best reach: ``` consolidation price-action volatility range breakout compression supply-and-demand forex scalping trend-analysis ``` --- # ⭐ **5. Script Category** Choose one: ### Recommended: ➡ **Technical Indicators → Volatility** or ➡ **Technical Indicators → Price Action** --- # ⭐ **6. Icon / Cover Image Suggestions** (Create or upload manually — TradingView requires an image) Theme suggestions: * Clean minimalistic yellow/orange box with text **“Shiva Zone Indicator”** * A sample chart screenshot showing a tight consolidation zone * A symbolic icon of contraction/expansion inspired by Shiva (simple geometry, not religious imagery) --- # ⭐ **7. Developer Credits (Optional)** Created by **Dr. Sudhir Khollam** Astrologer & Market Analyst Creator of the SALSA© Method ---
Wskaźnik Pine Script®
od SudhirKhollam
Script Title: FX Exchange Simulator: Two Investors (Gain vs. LosDescriptionOverviewThis educational tool is designed to help traders and beginners understand the mechanics of currency exchange rates in the EUR/USD pair. It simulates two distinct investor scenarios based on the highest and lowest prices over a user-defined period (default: 100 bars).The Two ScenariosThe script compares how the direction of exchange and the timing of the trade impact final purchasing power:Investor 1 (Starting with USD - The Strategic Entry):At the Low: Converts $1,000 USD into EUR by dividing the amount by the exchange rate.At the High: Converts those EUR back into USD by multiplying.Result: Demonstrates how buying a currency when it is "cheap" (at the low) increases your total capital in dollars.Investor 2 (Starting with EUR - The Timing Error):At the Low: Panics and converts 1,000€ into USD by multiplying.At the High: Tries to recover the 1,000€ by dividing the USD back at a higher rate.Result: Demonstrates how selling a currency when it is "cheap" and buying it back when it is "expensive" leads to a significant loss of purchasing power.FeaturesDynamic Historical Analysis: Automatically finds the highest and lowest points within the selected lookback period.Step-by-Step Calculation Table: A clean, top-centered table showing the initial amount, the exchange process, the final total, and the ROI (Return on Investment) percentage.Visual Annotations: Labels on the chart pinpoint exactly where the "Minimum" and "Maximum" occurred to provide visual context for the trade simulation.Fully Customizable: Users can adjust the initial capital amount and the lookback period via the settings menu.Mathematics Behind the ScriptThe script uses the following formulas for the calculations:Profit Scenario (USD to EUR):$$\text{Total USD} = \left( \frac{\text{Initial USD}}{\text{Price}_{min}} \right) \times \text{Price}_{max}$$Loss Scenario (EUR to USD):$$\text{Total EUR} = \left( \text{Initial EUR} \times \text{Price}_{min} \right) / \text{Price}_{max}$$InstructionsAdd the script to your chart (best used on EUR/USD).Look at the labels to see where the period extremes are.Check the table at the top to see the financial outcome of both investors.Use the "Settings" to change the initial amount or the bar period to test different market cycles.DisclaimerThis script is for educational purposes only. It is intended to illustrate currency exchange mechanics and does not constitute financial advice.
Wskaźnik Pine Script®
od azinc
High-volume buy and sell signals with OB and FVGBuy and sell signals on ob Pivot Point Usage: Instead of detecting each candle of an opposite color, the script uses `ta.pivothigh/low`. This means it only marks a Pivot Point if the price has actually made a significant high or low relative to the 10 preceding and following candles. Dynamic Cleanup (Mitigation): As soon as the price returns to "fill" the area (depending on your choice: simple contact or close), the box disappears from the chart. This keeps your view clean and focused on the remaining untouched areas. Period Setting: You can increase the "Detection Period" (e.g., from 10 to 20) in the settings to filter out even more noise and keep only the major areas. How to use it?
Wskaźnik Pine Script®
od peacefulOil34051
Clean SMC: Filtered OB + FVGHow does this indicator work? Fair Value Gaps (FVG): It identifies price imbalances (gaps between the wick of candle 1 and candle 3). They appear as small, light-colored rectangles. Order Blocks (OB): It marks "Smart Money" candles that precede a strong impulse. These areas are extended to the right because they often act as future support or resistance. Signals (BUY/SELL): The indicator displays a signal when it detects a confluence (for example, a bullish OB appearing right after an FVG). Some friendly trading tips: Timeframe: This indicator works best on higher timeframes (15m, 1h, 4h) to avoid market "noise." Confirmation: Don't take a "BUY" signal on its own. Check if the overall trend (on a higher timeframe) is also bullish. Risk management: Always place your Stop Loss just below the identified Order Block.
Wskaźnik Pine Script®
od peacefulOil34051
Apex Adaptive Trail [Neuro-Core Auto]Self-tuning trend and trade management framework This version is a major functional upgrade of the original Apex Adaptive Trail. It introduces an Auto-Pilot engine that dynamically adapts the indicator’s behavior to the active chart timeframe, reducing the need for manual tuning while preserving full transparency and control. 1. What Makes This Version Different Unlike previous versions, v6 AUTO is not configured manually by default. When Auto-Pilot is enabled, the script: Detects the chart timeframe Automatically adjusts ATR length and multiplier Dynamically sets confidence thresholds Modifies decay speed and add cooldowns The result is a timeframe-aware execution model, not a fixed-parameter indicator. Manual mode remains available for advanced users. 2. Core Architecture (Not a Simple Mashup) This script is built as a single, state-driven system where each component influences the others. Adaptive ATR Trail The trailing level defines both: Trend direction Dynamic exit logic Its sensitivity is adjusted using volatility statistics and Auto-Pilot parameters. Volatility Regime Detection An ATR Z-Score is used to identify abnormal volatility conditions: Expands the trail during high volatility Restricts position adds when volatility is excessive 3. Confidence-Driven Decision Engine Instead of binary signals, the script computes a normalized confidence score based on: EMA distance (trend alignment) ADX (trend strength) Choppiness Index (market structure) Daily higher-timeframe bias All values are merged into a single confidence metric that controls: Initial entries Additional entries (pyramiding) Emergency exits 4. Auto-Pilot Logic (Timeframe Adaptive) When Auto-Pilot is active, the script selects a behavioral profile: Turbo Mode (M1–M5): fast reaction, tight decay Scalp Mode (M15): balanced sensitivity Day Mode (M30): moderate trend persistence Swing Mode (H1+): conservative and stable This allows the same script to be used across multiple timeframes without retuning inputs. 5. Trade State & Risk Governance The script internally tracks trade state: FLAT LONG SHORT Position adds are allowed only when: Price pulls back toward the adaptive trail Confidence remains above a dynamic threshold Volatility and cooldown conditions are respected A Guardian system can force exits when confidence collapses during active trades. 6. How to Use Follow the trail for trend direction INIT labels indicate potential trend starts ADD labels indicate controlled continuation opportunities Exit occurs on trail breaks or Guardian protection Designed for trend-following and trade management, not for scalping or signal-only use. 7. Difference vs Previous Apex Adaptive Trail Compared to earlier versions, update introduces: Timeframe-aware Auto-Pilot configuration Dynamic thresholds for entries, adds, and exits Reduced need for manual parameter optimization Improved usability for non-programmers Earlier versions remain suitable for users who prefer full manual control. 8. Open-Source & Credits This script is published as open-source under the Mozilla Public License 2.0. © mentalExpert19609
Wskaźnik Pine Script®
od mentalExpert19609
Magic Hour Range + Window Levels (0/50/75/100 + Extensions)This indicator plots one or more “Magic Hour” ranges (by ET hour) by drawing the hour’s high/low box, then extending an aligned post-hour analysis window for a set number of hours. Inside that window it overlays key reversion targets—0% (High), 50% (Mid), 100% (Low), optional 25%/75%—plus optional extension levels beyond the range (±25/50/75/100% and extras). All levels are clipped to the analysis window for a clean, session-by-session view of range, targets, and extensions.
Wskaźnik Pine Script®
od nagorsenjermaine
eXquTrading FIB (Auto)eXquTrading FIB (Auto) — EMA144/169 Cloud + 8X Score + Auto Fibonacci (Single Set) This indicator uses the EMA144/169 Cloud to define the market regime (LONG/SHORT/NEUTRAL), then generates BUY/SELL signals based on an 8-factor scoring system, while automatically drawing one Fibonacci set and extending it to the right so labels remain readable. Features Trend Regime (EMA144/169 Cloud): Above cloud = LONG, below cloud = SHORT, inside cloud = NEUTRAL 8X Score Signals: confirmations from RSI, MACD, Stoch, Momentum, Volume, MFI, CCI, OBV(EMA) Noise-reduction filters: ATR-based cloud distance filter (reduces chasing signals) ATR-based impulse candle filter (blocks oversized candles) Cooldown (limits back-to-back signals) Auto Fibonacci (Single Set): Rebuilds on trend flip / fib invalidation / (optional) when a signal appears and no fib exists Levels: -1.618, -1, -0.382, 0, 0.382, 0.5, 0.618, 1 Fib lines extend to the right on every bar (labels stay clean) Settings (Quick tips) Increase Minimum Confirmations (Score) → fewer but cleaner signals Tighten ATR filters in choppy markets, loosen slightly in strong trends Increase Right Pad Bars to keep right-side labels readable Repaint / Execution Mode Default: bar close only (more reliable) Optional “Early Signal (Repaint Risk)” enables intrabar signals (faster, but may repaint) Alerts 8X SCALP BUY 8X SCALP SELL Disclaimer For analysis/educational purposes only. Not financial advice. Always test settings on your own symbols and timeframes.
Wskaźnik Pine Script®
od exqu
1
XAUUSD Lot Size Calculator1. What This Indicator Does This tool is a Visual Risk Management System. Instead of using a calculator on your phone or switching tabs, it allows you to calculate the exact lot size for your trade directly on the TradingView chart by dragging lines. It automates the math for: Lot Size: How big your position should be to risk exactly X% of your account. Take Profit: Where your target should be based on your Risk-to-Reward ratio. Safety Checks: It warns you if your stop loss is too tight for the minimum lot size (0.01). 2. Visual Features 🔴 The Red Line (Stop Loss): This is your interactive line. You can grab it with your mouse and drag it to your desired invalidation point (e.g., below a support wick). 🟢 The Green Line (Take Profit): This line moves automatically. You cannot drag it. It calculates where your Take Profit must be to satisfy your Risk:Reward ratio (Default 1:1) based on where you placed the Red line. ⚫ The Info Table: A high-contrast black box in the corner that displays your calculated Lot Size, Risk amount, and Trade direction (Long/Short). 3. How to Use It (Step-by-Step) Step 1: Initial Setup When you first add the indicator to the chart, you need to tell it about your account: Double-click the Black Table (or the Red Line) to open Settings. Inputs Tab: Account Balance: Enter your current trading balance (e.g., 10,000). Risk %: Enter how much you want to lose per trade (e.g., 1.0%). Contract Size: Keep this at 100 for Gold (XAUUSD) or standard Forex pairs. Risk : Reward Ratio: Set your target (e.g., 1.0 for 1:1, or 2.0 for 1:2). Step 2: Planning a Trade Look at the chart and identify where you want to enter (current price) and where you want your Stop Loss. Find the Red Line on your chart. (If you don't see it, go to Settings and change "Stop Loss Level" to a price near the current candle). Click and Drag the Red Line to your specific Stop Loss price. Step 3: Reading the Signals Direction: If you drag the Red Line below the price, the table shows LONG. If you drag it above, it shows SHORT. Lot Size: Read the big green number in the table (e.g., 0.55). This is the exact lot size you should enter in your broker. TP Target: Look at the Green Line on the chart. That is your exit price. Step 4: The "Orange Warning" If you place your Stop Loss very close to the entry, or if your account is small, the math might suggest a lot size smaller than is possible (e.g., 0.004). The table text will turn ORANGE. The Lot Size will stick to 0.01 (the minimum). The "Risk ($)" row will show you the actual risk. (Example: Instead of risking your desired $100, you might be forced to risk $105 because you can't trade smaller than 0.01 lots).
Wskaźnik Pine Script®
od Zeeshan_Miran
Quant Stats: Alpha, Beta, R2Quant Stats Indicator for TradingView: Alpha, Beta, and R-Squared Overview The Quant Stats Indicator is a professional-grade Pine Script tool designed for quantitative traders and hedge fund managers who need real-time analysis of stock or ETF performance against a benchmark using three fundamental CAPM metrics: Beta, R-Squared, and Alpha. This indicator calculates three critical measurements that answer every quant trader's core questions: How volatile is this asset relative to my benchmark? How much of its performance is independent of the benchmark? And how much excess return am I achieving after adjusting for risk? The Three Metrics Explained Beta (β) measures systematic risk and volatility relative to your chosen benchmark. A Beta of 1.0 means the asset moves in lockstep with the benchmark. A Beta above 1.0 indicates higher volatility—if the market rises 10%, a Beta-1.5 asset should rise 15%. Conversely, a Beta below 1.0 indicates lower volatility, making it a defensive position. This metric helps you understand how much market exposure you're truly taking. R-Squared (R²) quantifies what percentage of an asset's price movement can be explained by benchmark movements. An R² of 0.95 means 95% of the asset's moves are driven by the benchmark, leaving only 5% unexplained. Conversely, an R² of 0.2 means 80% of the asset's movement is independent of the benchmark. This distinction is crucial: high R² is desirable for passive index tracking but indicates weak alpha potential; low R² reveals genuine independent returns, exactly what active managers seek. Alpha (α) reveals Jensen's Alpha—the excess risk-adjusted return after accounting for the return you "should" earn given your Beta exposure. A positive Alpha of 15% means you're outperforming the market by 15 percentage points after adjusting for systematic risk. This is the holy grail of stock picking: pure skill-driven excess return, not luck from market exposure. How to Use It Configure four key inputs: your benchmark ticker (default SPY, but use QQQ for tech-focused analysis or sector-specific ETFs), the lookback period in days, and the risk-free rate reflecting current Treasury yields. The lookback period is critical. Use 20 days for tactical trading to capture short-term sentiment and beta spikes; use 63 days for swing trading and quarterly rebalancing; use 252 days for structural asset allocation decisions. The indicator plots Beta as a blue line, R-Squared as a red shaded background area, and Alpha as a green line in a sub-panel. Reference gridlines appear at Beta = 1.0 (market-equivalent volatility) and Alpha = 0.0 (breakeven performance), making interpretation intuitive. Practical Applications For swing traders monitoring a 63-day window, seek positions with low Beta (below 0.8) and positive Alpha—these are defensive winners. Avoid high Beta (above 1.2) with low R² unless you specifically want high-volatility speculation. Long/short hedge funds should use a 20-day lookback to detect regime changes: sudden Beta spikes often precede correlation breakdowns, while R² collapses signal rising idiosyncratic risk requiring immediate rebalancing. For ETF portfolio construction, high R² (above 0.95) indicates index-tracking that doesn't justify active management fees. Low R² (below 0.3) combined with positive Alpha reveals genuine active management skill. The sweet spot is moderate Beta (0.5–0.8) with low R² and positive Alpha—a true diversifier that reduces portfolio volatility while generating independent returns. Critical Interpretation Rules A common mistake is assuming high R² is always desirable. It isn't. Passive index funds naturally have high R²; active managers should target low R² with high Alpha. Similarly, don't assume Alpha above 10% is sustainable—short-term Alpha (20–100 days) is inherently volatile and often represents temporary mispricings rather than repeatable skill. Always pair Beta analysis with R² interpretation; Beta alone ignores idiosyncratic risk, liquidity constraints, and tail risk. Configuration Recommendations Conservative investors should use SPY as benchmark with a 252-day lookback, targeting Alpha above 3% and Beta below 0.8. Growth-oriented portfolios might use QQQ with a 63-day lookback, targeting 8–12% Alpha and tolerating Beta up to 1.3. Hedge funds pursuing market-neutral strategies should use SPY with a 20-day lookback, set the risk-free rate to 2% (anticipating rate cuts), and target 15%+ Alpha while maintaining Beta below 0.3. Important Limitations The indicator is backward-looking; historical statistical relationships may not persist. Shorter lookback periods are noisier but more responsive; longer periods smooth noise but lag regime changes. Choosing the wrong benchmark completely invalidates analysis. Finally, the indicator doesn't account for tail risk or extreme market events where correlations spike unpredictably and Beta becomes unreliable. Use this tool to separate signal from noise and identify true alpha generators. Apply it consistently, validate results against official fund factsheets, and monitor for 2–4 weeks before making significant portfolio decisions.
Wskaźnik Pine Script®
od Jobear
Broadening Formation Reclaim Stats v1.0Description: Broadening Formation Reclaim Stats v1.0 Overview The Broadening Formation Reclaim Stats is a technical analysis tool designed to track and quantify "reclaim" price action within expanding market structures (Broadening Formations). It focuses on scenarios in which price breaches a prior Swing High or Swing Low and subsequently rotates back into the range, often signaling a potential reversal toward the opposite side of the formation. This indicator is built for traders who study price action rotations, "The Strat" (Rev 2-2 / Failed 2-Down/Up), and liquidity sweeps. How It Works The script utilizes a state-machine logic to track price movements relative to high and low pivots: 1. Structure Identification: It identifies recent Pivot Highs and Lows (Auto-Swing mode) or allows users to input specific price levels (Manual mode). 2. The Breach: It identifies when price breaks above the established high or below the established low, "locking" the structure for a potential reclaim. 3. The Reclaim: A signal is generated when price moves back inside the range using specific price action triggers: Rev 2-2: A reversal pattern where price reverses the direction of the previous candle. Failed 2-Down/Up: Price makes a new wick extreme but closes back within the previous candle's range and below its opening price. 4. Targets: The script considers a reclaim "Successful" if price reaches the opposite side of the broadening formation (the opposing pivot). Key Features Backtesting Dashboard: A real-time table displaying the total number of reclaims, global success rates, and a breakdown of Bullish vs. Bearish performance. Flexible Lookbacks: Statistics can be calculated based on the entire chart history, "Today Only" (for day traders), or a specific number of bars. Dual Mode Detection: Choose between **Auto Swing** detection (based on a user-defined pivot length) or **Manual** mode for specific levels. Optimized Visuals: Uses the Pine Script Plot Engine for core levels to ensure price-scale stability and "Box Objects" for clear pivot visualization. Settings Swing Length: Adjust the sensitivity of the pivot detection. BF Mode: Toggle between automatic pivot tracking or manual price entry. Statistics Start Mode: Filter the data displayed in the table to focus on recent price action or historical performance. UI Customization: Fully adjustable table position, size, and transparency. Disclaimer This indicator is for educational and research purposes only. It tracks historical price action patterns and does not constitute financial advice. Past performance (success rates) as displayed in the dashboard is not an indicator of future results.
Wskaźnik Pine Script®
od hardwaybets
High Volume Footprint BreakoutThe High Volume Footprint Breakout indicator brings institutional-grade Order Flow analysis to your standard TradingView charts. By looking inside the candles using intrabar data, this tool identifies specific price levels where massive, aggressive buying or selling volume has occurred. Unlike standard Volume Profiles which show volume over a long period, this indicator isolates specific moments of high-intensity participation. It draws extended support and resistance lines from these "High Volume Nodes," helping you identify where institutions have stepped in and where trapped traders might exist. Why Use This Indicator? Standard candlestick charts show you where price went, but they hide how it got there. A candle might look normal, but inside that candle, there could be a massive battle between buyers and sellers at a specific price level. Reveal Hidden Liquidity : Find the exact price levels that defended a move. Filter the Noise : Instead of showing every volume node, this script only highlights Breakout Levels —areas where the single-price volume exceeded a historical maximum (e.g., the highest volume node in the last 20 bars). No External Tools Needed : Replicates the logic of professional Footprint/Order Flow software using native TradingView data. How It Works (The Logic) This script uses a strict algorithm to reconstruct a virtual "Footprint" of the market: Intrabar Analysis : It accesses lower timeframe data (e.g., 1-minute data inside a Daily bar) to analyze price action at a granular level. Volume Categorization : It separates volume into Buy Volume (Aggressive Buyers) and Sell Volume (Aggressive Sellers) based on price movement logic. Volume Distribution : To ensure accuracy, it distributes the volume of intrabar candles across their High-Low range, preventing artificial volume spikes on single ticks. Breakout Detection : It compares the highest volume node of the current bar against the highest nodes of the previous X bars. If the current volume is a new local record, a line is drawn. How to Trade This Indicator 1. The Standard Rejection (Trend Continuation) Green Lines (Aggressive Buyers) : These levels represent areas where buyers stepped in with massive force. In an uptrend, expect price to bounce off these lines. Treat them as Support. Red Lines (Aggressive Sellers) : These levels represent areas where sellers unloaded heavy positions. In a downtrend, expect price to reject these lines. Treat them as Resistance. 2. The "Flip" Setup (Trapped Traders) This is an advanced Order Flow concept. When the market disrespects a high-volume level, it creates "Trapped Traders." Red Line Acting as Support : If price breaks above a Red (Sell) line and holds, the aggressive sellers at that level are now trapped underwater. When price returns to this line, these sellers often buy to close their positions at breakeven, fueling a bounce. Green Line Acting as Resistance : If price breaks below a Green (Buy) line, the aggressive buyers are trapped. When price rallies back to this line, they often sell to exit, creating resistance. Settings & Configuration Auto-Select Intrabar Timeframe : Enabled (Recommended) : Automatically selects the best resolution (1-min for Intraday/Daily, 60-min for Weekly/Monthly) to match the "Volume Data Source" standards. Disabled : Allows you to manually force a specific intrabar resolution. Breakout Lookback Period : Determines how significant a volume spike must be to trigger a line. (Default: 20). Higher values = fewer, stronger lines. Max Visible Lines : Limits the number of lines on the chart to keep your workspace clean. Label Offset : Adjusts how far to the right the text labels appear, allowing you to position them perfectly for your screen setup. Who Should Use This? Order Flow Traders : Who want footprint-style logic without complex grid charts. Price Action Traders : Who want objective, data-driven Support & Resistance levels rather than subjective drawings. Scalpers & Day Traders : Who need to see where the "heavy hands" are transacting in real-time. Disclaimer & Limitations Intrabar vs. Tick Data : This script uses TradingView's intrabar data to approximate the footprint. While highly accurate, it may differ slightly from tick-perfect software. Volume Data Required : This indicator requires the asset to provide real volume data. It works best on Futures, Crypto, and Stocks. It may not work on FOREX pairs that do not provide tick volume. Does it Repaint? Short Answer: No , it does not repaint on closed bars. Once a candle closes and a line is drawn, that line is permanent and will not move or disappear. Long Answer (The Nuances): There are two specific scenarios you need to be aware of regarding how TradingView handles data: 1. The "Forming Bar" (Wait for Close) Behavior : While the current candle is still moving (open), the indicator is calculating the volume in real-time. If a massive volume spike happens right now, a line might appear. If the volume of previous bars suddenly looks smaller by comparison, the condition might change. Solution : Like almost all indicators, you must wait for the bar to close to confirm the signal. Once the bar closes, the calculation is locked and the line is fixed forever. 2. Historical Data Limits (The "Disappearing History" Issue) Behavior : This script relies on request.security_lower_tf (e.g., fetching 1-minute data inside a Daily bar). TradingView does not store infinite 1-minute data for every asset. They usually store a few thousand bars of lower timeframe history (more if you have a Premium account). The Issue : If you scroll back 5 years on a Daily chart, the script will try to fetch the 1-minute data for a day in 2019. If TradingView has deleted that old 1-minute data to save space, the script will receive "empty" data. Result : You might see lines on the recent chart (last few months/year), but if you scroll back too far, the lines will stop appearing because the underlying data doesn't exist anymore. Is this Repainting? Technically, no. It's a Data Availability limitation. But it means that what you see on a chart from 5 years ago might look different than what you saw when you were trading it live 5 years ago. Disclaimer For Educational and Informational Purposes Only This indicator is provided for educational and informational purposes only and DOES NOT constitute financial, investment, or trading advice. The "High Volume Footprint Breakout" tool is based on historical data analysis and algorithmic interpretation of market volume; it does not predict future market movements with certainty. Risk Warning Trading in financial markets (Stocks, Crypto, Futures, Forex, etc.) involves a high degree of risk and may not be suitable for all investors. You could lose some or all of your initial investment. Past performance of any trading system or methodology is not necessarily indicative of future results. No Liability The author of this script assumes no responsibility or liability for any errors or omissions in the content of this indicator, or for any trading losses or damages incurred as a result of using this tool. Users are solely responsible for their own trading decisions and should always use proper risk management. By using this script, you acknowledge and agree to these terms.
Wskaźnik Pine Script®
od abgthecoder
200W SMA Dynamic Extension Bands (MTF, Auto Asset)Summary 200W SMA Dynamic Extension Bands is a multi-timeframe TradingView indicator that plots extension bands (multiples) around the 200-week simple moving average. It’s designed to work on any chart timeframe (1m → 1D → 1W) while anchoring the bands to the latest confirmed weekly data, so the long-term reference is consistent and non-repainting across timeframes. This is a macro “valuation/temperature gauge” style tool: it helps you quickly see when the price is cheap vs. the 200W mean and when it is extended/expensive. What it plots The indicator always computes: 200-week SMA (weekly) Band m2 Band m3 Band m4 Bands are defined as: Bandk​(t)=SMA200W​(t)⋅mk​ Where the multipliers mk​ are chosen automatically depending on the asset type (or manually via input). Key features Works on any timeframe: weekly SMA is fetched via request.security(..., "W", ...). Non-repainting weekly anchor: uses barmerge.lookahead_off to avoid peeking into future weekly bars. Auto asset presets: Crypto: wider extensions (bigger cycles) Gold: moderate extensions Equities: tighter than crypto FX: very tight extensions Futures: moderate fallback Zone coloring (optional): Cheap zone (below 1×) Fair zone (1× → m2) Hot zone (m2 → m3) Expensive zone (m3 → m4) Info table (optional): shows selected preset, current multiple, and % extension vs 200W SMA. Alerts (optional): “entered cheap” and “entered expensive” style triggers. Presets (default multipliers) These are intentionally conservative templates (tune to your market): Crypto: 1.0,1.5,2.0,3.0 Gold: 1.0,1.2,1.5,2.0 Equities: 1.0,1.15,1.30,1.60 FX: 1.0,1.05,1.10,1.20 Futures: 1.0,1.25,1.50,2.00 Auto mode uses syminfo.type plus a simple heuristic for Gold tickers containing XAU / GOLD (because some platforms classify XAUUSD as forex). How to use (practical) Macro context / cycle temperature Price below 1× (200W SMA): historically “cheap zone” for highly cyclical assets (especially BTC). Price above m3: often “expensive/extended” and higher risk of mean reversion. Not a standalone trading system Use with trend confirmation (market structure), volume, and risk management. Extensions can persist in strong trends—treat bands as regime context, not precise reversal points. Settings you can change SMA Length (Weeks): default 200 Band preset: Auto / Crypto / Gold / Equities / FX / Futures Toggle: Zone fills Info table Alerts Included alertconditions: Cross below 1× (entered cheap zone) Cross above m3 (entered expensive zone) High level guideline: Green Zone: BUY (Below 1.0× - Undervalued) Yellow Zone: HOLD (1.0× - 1.5× - Fair Value) Orange Zone: CAUTION (1.5× - 2.0× - Getting Hot) Red Zone: SELL (2.0× - 3.0× - Overvalued) Notes / limitations The “cheap/expensive” zones are heuristics. They do not guarantee future returns. Auto classification is best-effort; if your symbol is unusual, set the preset manually. For newly listed assets with limited weekly history, the 200W SMA may be na until enough data exists.
Wskaźnik Pine Script®
od gokcenbuy
Yield Curve RegimesOverview The Yield Curve Regime Histogram transforms yield curve spread analysis into an intuitive visual framework by classifying rate movements into six distinct regimes. Rather than simply displaying the spread between two maturities, this indicator analyzes how that spread is changing relative to the underlying yields themselves, providing insight into market expectations for growth, inflation, and liquidity conditions. How It Works The indicator calculates the spread between two user-selected government bond yields (default: 2-year and 10-year US Treasuries) and compares both the spread and the individual yields to their values n periods ago (default lookback: 20 bars). Based on whether the spread is steepening or flattening, and whether the short-term and long-term yields are rising or falling, the algorithm classifies each bar into one of six regimes: The Six Regimes Steepening Regimes (spread increasing): 1. Bull Steepener (Cyan): Both yields falling, long-end falling slower Market pricing: Growth concerns, but long-end supported Typically risk-on if Fed not cutting due to severe economic weakness 2. Bear Steepener (Blue): Both yields rising, long-end rising faster Market pricing: Growth acceleration, inflation pressures building Typically risk-on regime 3. Steepener Twist (Yellow): Short-end falling, long-end rising Market pricing: Liquidity injection, mixed growth signals Neutral/transition regime Flattening Regimes (spread decreasing): 4. Bull Flattener (Pink): Both yields falling, long-end falling faster Market pricing: Growth slowdown, disinflation, potential inversion ahead Typically risk-off regime 5. Bear Flattener (Purple): Both yields rising, short-end rising faster Market pricing: Central bank tightening, growth concerns emerging Typically risk-off regime, can lead to inversion 6. Flattener Twist (Orange): Short-end rising, long-end falling Market pricing: Aggressive policy tightening, recession risk building Typically risk-off regime, highest inversion risk Practical Application By visualizing which regime is active, traders can: Anticipate risk appetite shifts: Steepening regimes generally coincide with risk-on sentiment, while flattening regimes (especially with falling long-end yields) often precede risk-off periods Gauge growth and inflation expectations: The combination of spread direction and yield levels reveals what markets are pricing for economic trajectory Identify liquidity conditions: Twist regimes highlight periods of central bank intervention or significant policy shifts Time entries and exits: Regime transitions can signal turning points in equity, commodity, and currency markets before they fully materialize in price action Customization The indicator offers full flexibility for cross-market analysis: Maturity selection: Choose any two yield curves (e.g., 2Y/10Y, 5Y/30Y, or international equivalents like German Bunds) Lookback period: Adjust sensitivity by changing how far back the comparison is made Color scheme: Customize each regime's color in the Style tab to match your chart preferences Legend display: Toggle the regime legend table on/off for cleaner visuals Timeframe: Apply the indicator to any timeframe, from intraday to monthly charts Display The spread is plotted as a histogram, with each bar colored according to its regime classification. A black line overlay (also customizable) traces the raw spread value, allowing you to see both the regime structure and the actual spread level simultaneously. An optional legend in the top-right corner provides a quick reference for regime identification. This indicator is designed to function as a standalone "yield curve dashboard" that can be stacked beneath equity indices, commodities, or FX pairs, helping traders align their positioning with the underlying rates environment without needing to interpret complex macro data manually. Note: This indicator analyzes government bond yields and is most effective when paired with liquid, benchmark instruments such as US Treasuries, German Bunds, or UK Gilts. Regime classifications reflect market expectations embedded in the yield curve, not guaranteed outcomes.
Wskaźnik Pine Script®
od The-white-goat
RSI Chebyshev Pro with Goldilocks Fractals - NR [NPR21]RSI Chebyshev Pro with Goldilocks Fractals - Non-Repaint ---------------------------------------------------------------------------------------------------------------------- CHART INFORMATION Instrument: /MNQ (Micro E-mini Nasdaq-100 Futures) Timeframe: 2-minute Indicator: RSI Chebyshev Pro with Goldilocks Fractals - NR ---------------------------------------------------------------------------------------------------------------------- THE PROBLEM Standard RSI is too choppy and noisy – it whipsaws all over the place in volatile markets like futures, giving false oversold/overbought signals that burn you on entries. I was sick of missing real reversals or getting stopped out on fakeouts. I wanted something smoother that still catches the big momentum shifts without lagging too much, plus actual market structure to make it more reliable for quick trades. WHAT MAKES THIS UNIQUE Unlike basic RSI indicators that use simple moving average smoothing, this combines several advanced techniques that aren't commonly found together: 1. Chebyshev Type I Filtering - Signal processing mathematics (not basic EMAs) that kills noise while keeping real swings sharp. Most RSI smoothing just blurs everything - this keeps responsiveness without the chop. 2. MAMA Adaptive Period - The moving average adapts to actual market cycles using the MESA algorithm, not fixed periods that lag in changing conditions. 3. RSI Pivot Fractals - These aren't price fractals slapped onto RSI. The fractals detect pivots directly on RSI values at extreme levels, with signals appearing back at the exact pivot bar (not current bar), showing you where the actual reversal happened. 4. True Non-Repainting Implementation - Signals appear delayed BUT locked at the historical pivot location forever. What you see in backtests is exactly what appeared live - no vanishing signals, no shifting. 5. All-in-One Integration - Instead of running 3-4 separate indicators (RSI + fractals + patterns + smoothing), everything works together in a single, optimized calculation with confluence built in. This isn't just RSI with some Williams Fractals thrown on top - it's a complete rethink of how to identify high-probability RSI reversals using signal processing and adaptive algorithms. ORIGIN & ENHANCEMENTS Original Source: ChartPrime RSI Chebyshev indicator Converted & Enhanced by: NPR21 What I Added: ✅ Converted to Pine Script v6 - Made this available to TradingView traders ✅ Goldilocks Fractals - RSI alone doesn't tell you about price structure. These fractals nail those "just right" pivot points where highs/lows confirm. I kept seeing RSI extremes that reversed hard when they lined up with fractals - this was the missing piece for confluence. ✅ 100% Non-Repainting - I've been burned by repainters. You'd backtest something, looks amazing, then live it vanishes or shifts. Lost real money on that. This is rock-solid: signals show delayed but once they're there, they're locked forever. Makes backtesting trustworthy. ✅ Candlestick Patterns - Engulfing, Morning Star, Evening Star detection for confluence ✅ Customizable Visuals - BUY/SELL labels, multiple display styles, full color/size control ✅ Complete Alert System - Get notified on all signal types HOW IT WORKS Chebyshev Filtering: Like putting noise-canceling on your RSI – smooths out jittery ups and downs from random price spikes without flattening into useless lag. It's signal processing math that keeps important swings sharp while killing BS noise. Way better than simple EMA smoothing that blurs everything. The Components: Ultra-Smooth RSI - Chebyshev Type I filtering + adaptive MAMA algorithm Goldilocks Fractals - Pivot detection confirmed after N bars (default 5) Pattern Recognition - Detects Engulfing, Morning/Evening Star patterns Visual Styles - Candle Trend (hollow green/solid red) or traditional candles SIGNAL DELAY vs REPAINTING ✅ THIS HAS SIGNAL DELAY (GOOD) - NOT REPAINTING (BAD) Signal Delay: Signals appear after N bars (default 5 bar delay) Once visible, NEVER disappears or moves Perfect for backtesting - 100% reliable What you see in history is what you'd see live Why the Delay: To confirm a pivot, we need to see price didn't go lower/higher in the next N bars. This confirmation makes signals reliable. The delay is the price for trustworthy signals. Want faster? Drop Fractal Periods to 2-3 (more signals, less confirmation). HOW I TRADE IT My /MNQ Scalping (1-3 min charts): LONG: BUY label appears (down fractal + maybe morning star/engulfing) → Check RSI crossing up from oversold (<30) → Confirm with volume → Long with stop below fractal low → Target 1-2R SHORT: SELL label (up fractal + maybe evening star) → RSI from overbought → Short with stop above Filter: Only longs in uptrends (watch the MA). Exit partials if momentum fades. Best Timeframes: 1-5 min for futures scalping. Works on 15 min for swings but for pure scalping, stay under 5 min in high-vol sessions. SETTINGS I USE Standard Setup: Length: 24, Smoothing: 3 Auto MA: ON, Multiplier: 1-2 Fractal Periods: 5 (good confirmation) Choppy Days: Smoothing to 5 Aggressive: Fractal Periods to 3 Pro Tip: Pair with volume or price EMA. Love when fractal BUY + engulfing bull align. Use Candle Trend style. Test on demo first. KEY SETTINGS RSI: Length (24), Smoothing (3), Auto MA, Style (Candle/Candle Trend) Fractals: Periods (5 = more reliable, 3 = faster/riskier), Label colors/sizes, Offsets Alerts: All signals fire only on confirmed, non-repainting events DISCLAIMERS ⚠️ Tool, not a complete system - use proper risk management ⚠️ Signals have delay for reliability - not for instant entries ⚠️ Best with price action, volume, other analysis ⚠️ Test on demo before live trading Questions? Comment below! NPR21
Wskaźnik Pine Script®
od NPR21