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PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Wskaźnik Pine Script®
od mericourt
Pair Creation🙏🏻 The one and only pair construction tech you need, unlike others: Applies one consistent operation to all the data features (not only prices). Then, the script outputs these, so you can apply other calculations on these outputs. calculates a very fast and native volatility based hedge ratio, that also takes into account point value (think SPY vs ES) so you can easily use it in position sizing Has built-in forward pricing aka cost of carry model , so you can de-drift pairs from cost of carry, discover spot price of oil based on futures, and ofc find arbitrage opportunities Also allows to make a pair as a product of 2 series, useful for triangular arbitrage This script can make a pair in 2 ways: Ratio, by dividing leg 1 by leg 2 Product, by multiplying leg 1 by leg 2 The real mathematically right way to construct a pair is a ratio/product (Spreads are in fact = 2 legged portfolio, but I ain't told ya that ok). Why? Because a pair of 2 entities has a mathematically unique beauty, it allows direct comparisons and relationship analysis, smth you can't do directly with 3 and more components. Multiplication (think inversions like (EURUSD -> USDEUR), and use cases for triangular arbitrage) is useful sometimes too. ... Quickguide: First, "Legs" are pair components: make a pair of related assets. Don’t be guided exclusively by clustering, cointegrations, mutual information etc. Common sense and exogenous info can easily made them all Forward pricing model: is useful when u work with spot vs futures pairs. Otherwise: put financing, storage and yield all on zeros, this way u will turn it off and have a pure ratio/product of 2 legs. Look at the 2 numbers on the script’s status line: the first one would always be 1), and the second one is a variable. First number (always 1) is multiplier for your position size on leg 1 The second number is the multiplier for your position size on leg 2 in the opposite direction. If both legs are related, trading your sizes with these multipliers makes you do statistical arbitrage -> trading ~ volatility in risk free mode, while the relationship between the assets is still in place. Also guys srsly, nobody ‘ever’ made a universal law that somewhy somehow for whatever secret conspiracy reason one shall only trade pairs in mean reverting style xd. You can do whatever you want: Tilt hedge ratio significantly based on relative strength of legs Trade the pair in momentum style Ignore hedge ratio all together And more and more, the limit is your imagination, e.g.: Anticipate hedge ratio changes based on exogenous info and act accordingly Scalp a pair just like any other asset Make a pair out of 2 pairs Like I mean it, whatever you desire About forward pricing model: It’s applied only to leg 2; Direct: takes spot price and finds out implied futures price Inverse: takes futures price and finds out implied spot price (try on oil) Pls read online how to choose parameters, it’s open access reliable info About the hedge ratio I use: You prolly noticed the way I prefer to use inferred volumes vs the “real” ones. In pairs it’s especially meaningful, because real volumes lose sense in pair creation. And while volumes are closely tied to volatility, the inferred volumes ‘Are’ volatility irl (and later can be converted to currency space by using point value, allowing direct comparisons symbol vs symbol). This hedge ratio is a good example of how discovering the real nature of entities beats making 100s of inventions, why domain knowledge and proper feature engineering beats difficult bulky models, neural networks etc. How simple data understanding & operations on it is all you need. This script simply does this: Takes inferred volume delta of both assets, makes a ratio, normalizes it by tick sizes and points values of both legs, calculates a typical value of this series. That’s it, no step 2, we’re done. No Kalman filters, no TLS regression, no vine copulas, or whatever new fancy keywords you can come up with etc. ... ^^ comparing real ES prices vs theoretical ones by forward-pricing model. Financing: 0.04, yield 0.0175 ^^ EURUSD, 6E futures with theoretical futures price calculated with interest rate differential 0.02 (4% USD - 2% EUR interest rates) ^^4 different pairs (RTY/ES, YM/ES, NQ/ES, ES/ZN) each with different plot style (pick one you like in script's Style settings) ^^ YM/RTY pair, each plot represents ratio of different features: ratio of prices, ratio of inferred volume deltas, ratio of inferred volumes, ratio of inferred tick counts (also can be turned on/off in Style settings) ... How can u upgrade it and make a step forward yourself: On tradingview missing values are automatically fixed by backfilling, and this never becomes a thing until you hit high frequency data. You can do better and use Kalman filter for filling missing values. Script contains the functions I use everywhere to calculate inferred volume delta, inferred volume, and inferred tick count. ... ∞
Wskaźnik Pine Script®
od gorx1
ATR Trailing StopATR Trailing Stop (Dynamic Volatility Regimes) ============================================== This indicator implements an adaptive ATR-based trailing stop for long positions. The stop automatically adjusts based on stock volatility, tightening during fast movements and widening during calm periods. It is designed as a trade management tool to help protect profits while staying aligned with strong trends. How It Works ------------ * Tracks the highest high over a configurable lookback window and ensures this “top” never moves downward. * Computes the trailing stop as:**Top – ATR × Dynamic Multiplier** * The ATR multiplier changes depending on volatility: * Low volatility → Wide stop (slower trailing) * Medium volatility → Standard trailing * High volatility → Tight stop (faster trailing) * The trailing stop only moves upward; it never decreases. * If price falls significantly below the stop (default: 5%), the system resets and begins trailing from a new top. * An optional price-scale label displays: * Current stop value * Volatility regime (LOW / MID / HIGH) * ATR percentage and active multiplier Alerts ------ Two alert conditions are included: ### Trailing Stop – Near Triggers when price moves within a user-defined percentage above the stop. ### Trailing Stop – Hit Triggers when price touches or closes below the stop. How to Use ---------- 1. Add the indicator to any chart (daily timeframe recommended). 2. Configure: * ATR length * Lookback bars * Volatility thresholds * ATR multipliers 3. Set alerts for early warnings or stop-hit events. 4. Use the stop line as a dynamic risk-management tool to guide exit decisions and protect profits. Notes ----- * Designed for long-only trailing logic. * This indicator does not generate entry signals; it is intended for stop management.
Wskaźnik Pine Script®
od mike_penzin
EMA COLOR BUY SELL indicator("EMA Tabanlı Renkli İndikatör", overlay=true) emaLength = input.int(21, "EMA Periyodu") fastEMA = ta.ema(close, emaLength) slowEMA = ta.ema(close, emaLength * 2) trendUp = fastEMA > slowEMA trendDown = fastEMA < slowEMA barcolor(trendUp ? color.new(color.green, 0) : trendDown ? color.new(color.red, 0) : color.gray) plot(fastEMA, color=trendUp ? color.green : color.red, title="Fast EMA", linewidth=2) plot(slowEMA, color=color.blue, title="Slow EMA", linewidth=2)
Wskaźnik Pine Script®
od ARMAGAN007
ZLSMA//@version=5 indicator("T3 Al-Sat Sinyalli", overlay=true, shorttitle="T3 Signal") // Kullanıcı ayarları length = input.int(14, minval=1, title="Periyot") vFactor = input.float(0.7, minval=0.0, maxval=1.0, title="Volatility Factor (0-1)") // EMA hesaplamaları ema1 = ta.ema(close, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) // T3 hesaplaması c1 = -vFactor * vFactor * vFactor c2 = 3 * vFactor * vFactor + 3 * vFactor * vFactor * vFactor c3 = -6 * vFactor * vFactor - 3 * vFactor - 3 * vFactor * vFactor * vFactor c4 = 1 + 3 * vFactor + vFactor * vFactor * vFactor + 3 * vFactor * vFactor t3 = c1 * ema3 + c2 * ema2 + c3 * ema1 + c4 * close // T3 çizimi plot(t3, color=color.new(color.blue, 0), linewidth=2, title="T3") // Mum renkleri barcolor(close > t3 ? color.new(color.green, 0) : color.new(color.red, 0)) // Al-Sat sinyalleri buySignal = ta.crossover(close, t3) sellSignal = ta.crossunder(close, t3) // Okları çiz plotshape(buySignal, title="Al", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small) plotshape(sellSignal, title="Sat", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)
Wskaźnik Pine Script®
od ARMAGAN007
AlgoZ Smart Divergence [Trend Filtered]AlgoZ Smart Divergence is a precision entry tool designed to catch market reversals by analyzing Volume Divergence combined with Multi-Timeframe Trend Filtering. Unlike standard divergence indicators that signal on every minor price fluctuation, this script uses a strict set of filters to only present high-probability trade setups that align with the broader market trend. This is the Free Edition of the AlgoZ Suite, focused on providing clean, non-repainting Buy and Sell signals based on institutional volume flow. How It Works The script operates on a 3-step validation process: Volume Divergence: It detects anomalies where volume spikes relative to price action (e.g., Price makes a Lower Low, but Volume hits a Higher High). HTF Trend Painting: It analyzes a Higher Timeframe (Default: 3 Hours) to determine the macro trend. If the 3H trend is Bullish, the candles turn Green. If Bearish, they turn Red. Color Match Filtering: The script includes a smart filter that blocks signals that go against the trend. You will only see BUY signals when the candles are Green (Uptrend) and SELL signals when the candles are Red (Downtrend). Key Features Volume Divergence Engine: Identifies hidden accumulation and distribution zones. HTF Trend Coloring: Automatically paints your chart based on Higher Timeframe breakouts (Default: 3-Hour Trend). Smart Signal Filtering: Toggles are available to "Only Show Signals Matching Candle Color," ensuring you never trade against the momentum. EMA Trend Filter: Includes a built-in 10-period EMA filter to further refine entries. Volatility Filters: Optional RSI and ADX filters are included to avoid trading during low-volatility "chop." How to Use For Longs (Buys): Wait for the candles to turn Green (indicating the 3-Hour trend is up) and look for a BUY label. The price must also be above the 10 EMA (if enabled). For Shorts (Sells): Wait for the candles to turn Red (indicating the 3-Hour trend is down) and look for a SELL label. Risk Management: This script is designed to catch reversals. Always place your Stop Loss below the recent swing low (for buys) or above the swing high (for sells). Settings Higher Timeframe: Default is set to 3 Hours (180 minutes). You can adjust this to 1 Day or 4 Hours depending on your trading style. EMA Length: Default is 10. Color Match Filter: On by default.
Wskaźnik Pine Script®
od rowdyllama
T3 MA Basit ve Stabil//@version=5 indicator("T3 MA Basit ve Stabil", overlay=true) length = input.int(14, "T3 Length") vFactor = input.float(0.7, "vFactor") lineWidth = input.int(3, "Çizgi Kalınlığı") ema1 = ta.ema(close, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) ema4 = ta.ema(ema3, length) ema5 = ta.ema(ema4, length) ema6 = ta.ema(ema5, length) c1 = -vFactor * vFactor * vFactor c2 = 3 * vFactor * vFactor + 3 * vFactor * vFactor * vFactor c3 = -6 * vFactor * vFactor - 3 * vFactor - 3 * vFactor * vFactor * vFactor c4 = 1 + 3 * vFactor + vFactor * vFactor * vFactor + 3 * vFactor * vFactor t3 = c1*ema6 + c2*ema5 + c3*ema4 + c4*ema3 colorUp = color.green colorDown = color.red col = t3 > t3 ? colorUp : colorDown plot(t3, color=col, linewidth=lineWidth) barcolor(col) plotshape(t3 > t3 and t3 <= t3 , location=location.belowbar, color=colorUp, style=shape.triangleup, size=size.small) plotshape(t3 < t3 and t3 >= t3 , location=location.abovebar, color=colorDown, style=shape.triangledown, size=size.small)
Wskaźnik Pine Script®
od ARMAGAN007
Neosha Concept V4 (NY Time) Imagine the financial market as a huge ocean. Millions of traders throw orders into it every second. But beneath all the noise, there is a powerful current that quietly controls where the waves move. That current is not a person, not a trader, and not random—it is an algorithm. This algorithm is called the Interbank Price Delivery Algorithm (IPDA). Think of it as the “navigation system” that guides price through the market. IPDA has one job: to move prices in a way that keeps the market efficient and liquid. To do this, it constantly looks for two things: 1. Where liquidity is hiding Liquidity is usually found above highs and below lows—where traders place stop losses. The algorithm moves price there first to collect that liquidity. 2. Where price became unbalanced Sometimes price moves too fast and creates gaps or imbalances. IPDA returns to those areas later to “fix” the missing orders. Once you start looking at the charts with this idea in mind, everything makes more sense: Why price suddenly spikes above a high and crashes down Why big moves leave gaps that price later fills Why the market reverses right after taking stops Why trends begin only after certain levels are hit These are not accidents. They are the algorithm doing its job. Price moves in a repeating cycle: Gather liquidity Make a strong move (displacement) Return to fix inefficiency Deliver to the next target Most beginners only see the candles. But once you understand IPDA, you see the intention behind the candles. Instead of guessing where price might go, you begin to understand why it moves there. And once you understand the “why,” your trading becomes clearer, calmer, and far more accurate.
Wskaźnik Pine Script®
od jasiremail
Density Zones (GM Crossing Clusters) + QHO Spin FlipsINDICATOR NAME Density Zones (GM Crossing Clusters) + QHO Spin Flips OVERVIEW This indicator combines two complementary ideas into a single overlay: *this combines my earlier Geometric Mean Indicator with the Quantum Harmonic Oscillator (Overlay) with additional enhancements* 1) Density Zones (GM Crossing Clusters) A “Density Zone” is detected when price repeatedly crosses a Geometric Mean equilibrium line (GM) within a rolling lookback window. Conceptually, this identifies regions where the market is repeatedly “snapping” across an equilibrium boundary—high churn, high decision pressure, and repeated re-selection of direction. 2) QHO Spin Flips (Regression-Residual σ Breaches) A “Spin Flip” is detected when price deviates beyond a configurable σ-threshold (κ) from a regression-based equilibrium, using normalized residuals. Conceptually, this marks excursions into extreme states (decoherence / expansion), which often precede a reversion toward equilibrium and/or a regime re-scaling. These two systems are related but not identical: - Density Zones identify where equilibrium crossings cluster (a “singularity”/anchor behavior around GM). - Spin Flips identify when price exceeds statistically extreme displacement from the regression equilibrium (LSR), indicating expansion beyond typical variance. CORE CONCEPTS AND FORMULAS SECTION A — GEOMETRIC MEAN EQUILIBRIUM (GM) We define two moving averages: (1) MA1_t = SMA(close_t, L1) (2) MA2_t = SMA(close_t, L2) We define the equilibrium anchor as the geometric mean of MA1 and MA2: (3) GM_t = sqrt( MA1_t * MA2_t ) This GM line acts as an equilibrium boundary. Repeated crossings are interpreted as high “equilibrium churn.” SECTION B — CROSS EVENTS (UP/DOWN) A “cross event” is registered when the sign of (close - GM) changes: Define a sign function s_t: (4) s_t = +1 if close_t > GM_t -1 if close_t < GM_t s_{t-1} if close_t == GM_t (tie-breaker to avoid false flips) Then define the crossing event indicator: (5) crossEvent_t = 1 if s_t != s_{t-1} 0 otherwise Additionally, the indicator plots explicit cross markers: - Cross Above GM: crossover(close, GM) - Cross Below GM: crossunder(close, GM) These provide directional visual cues and match the original Geometric Mean Indicator behavior. SECTION C — DENSITY MEASURE (CROSSING CLUSTER COUNT) A Density Zone is based on the number of cross events occurring in the last W bars: (6) D_t = Σ_{i=0..W-1} crossEvent_{t-i} This is a “crossing density” score: how many times price has toggled across GM recently. The script implements this efficiently using a cumulative sum identity: Let x_t = crossEvent_t. (7) cumX_t = Σ_{j=0..t} x_j Then: (8) D_t = cumX_t - cumX_{t-W} (for t >= W) cumX_t (for t < W) SECTION D — DENSITY ZONE TRIGGER We define a Density Zone state: (9) isDZ_t = ( D_t >= θ ) where: - θ (theta) is the user-selected crossing threshold. Zone edges: (10) dzStart_t = isDZ_t AND NOT isDZ_{t-1} (11) dzEnd_t = NOT isDZ_t AND isDZ_{t-1} SECTION E — DENSITY ZONE BOUNDS While inside a Density Zone, we track the running high/low to display zone bounds: (12) dzHi_t = max(dzHi_{t-1}, high_t) if isDZ_t (13) dzLo_t = min(dzLo_{t-1}, low_t) if isDZ_t On dzStart: (14) dzHi_t := high_t (15) dzLo_t := low_t Outside zones, bounds are reset to NA. These bounds visually bracket the “singularity span” (the churn envelope) during each density episode. SECTION F — QHO EQUILIBRIUM (REGRESSION CENTERLINE) Define the regression equilibrium (LSR): (16) m_t = linreg(close_t, L, 0) This is the “centerline” the QHO system uses as equilibrium. SECTION G — RESIDUAL AND σ (FIELD WIDTH) Residual: (17) r_t = close_t - m_t Rolling standard deviation of residuals: (18) σ_t = stdev(r_t, L) This σ_t is the local volatility/width of the residual field around the regression equilibrium. SECTION H — NORMALIZED DISPLACEMENT AND SPIN FLIP Define the standardized displacement: (19) Y_t = (close_t - m_t) / σ_t (If σ_t = 0, the script safely treats Y_t = 0.) Spin Flip trigger uses a user threshold κ: (20) spinFlip_t = ( |Y_t| > κ ) Directional spin flips: (21) spinUp_t = ( Y_t > +κ ) (22) spinDn_t = ( Y_t < -κ ) The default κ=3.0 corresponds to “3σ excursions,” which are statistically extreme under a normal residual assumption (even though real markets are not perfectly normal). SECTION I — QHO BANDS (OPTIONAL VISUALIZATION) The indicator optionally draws the standard σ-bands around the regression equilibrium: (23) 1σ bands: m_t ± 1·σ_t (24) 2σ bands: m_t ± 2·σ_t (25) 3σ bands: m_t ± 3·σ_t These provide immediate context for the Spin Flip events. WHAT YOU SEE ON THE CHART 1) MA1 / MA2 / GM lines (optional) - MA1 (blue), MA2 (red), GM (green). - GM is the equilibrium anchor for Density Zones and cross markers. 2) GM Cross Markers (optional) - “GM↑” label markers appear on bars where close crosses above GM. - “GM↓” label markers appear on bars where close crosses below GM. 3) Density Zone Shading (optional) - Background shading appears while isDZ_t = true. - This is the period where the crossing density D_t is above θ. 4) Density Zone High/Low Bounds (optional) - Two lines (dzHi / dzLo) are drawn only while in-zone. - These bounds bracket the full churn envelope during the density episode. 5) QHO Bands (optional) - 1σ, 2σ, 3σ shaded zones around regression equilibrium. - These visualize the current variance field. 6) Regression Equilibrium (LSR Centerline) - The white centerline is the regression equilibrium m_t. 7) Spin Flip Markers - A circle is plotted when |Y_t| > κ (beyond your chosen σ-threshold). - Marker size is user-controlled (tiny → huge). HOW TO USE IT Step 1 — Pick the equilibrium anchor (GM) - L1 and L2 define MA1 and MA2. - GM = sqrt(MA1 * MA2) becomes your equilibrium boundary. Typical choices: - Faster equilibrium: L1=20, L2=50 (default-like). - Slower equilibrium: L1=50, L2=200 (macro anchor). Interpretation: - GM acts like a “center of mass” between two moving averages. - Crosses show when price flips from one side of equilibrium to the other. Step 2 — Tune Density Zones (W and θ) - W controls the time window measured (how far back you count crossings). - θ controls how many crossings qualify as a “density/singularity episode.” Guideline: - Larger W = slower, broader density detection. - Higher θ = only the most intense churn is labeled as a Density Zone. Interpretation: - A Density Zone is not “bullish” or “bearish” by itself. - It is a condition: repeated equilibrium toggling (high churn / high compression). - These often precede expansions, but direction is not implied by the zone alone. Step 3 — Tune the QHO spin flip sensitivity (L and κ) - L controls regression memory and σ estimation length. - κ controls how extreme the displacement must be to trigger a spin flip. Guideline: - Smaller L = more reactive centerline and σ. - Larger L = smoother, slower “field” definition. - κ=3.0 = strong extreme filter. - κ=2.0 = more frequent flips. Interpretation: - Spin flips mark when price exits the “normal” residual field. - In your model language: a moment of decoherence/expansion that is statistically extreme relative to recent equilibrium. Step 4 — Read the combined behavior (your key thesis) A) Density Zone forms (GM churn clusters): - Market repeatedly crosses equilibrium (GM), compressing into a bounded churn envelope. - dzHi/dzLo show the envelope range. B) Expansion occurs: - Price can release away from the density envelope (up or down). - If it expands far enough relative to regression equilibrium, a Spin Flip triggers (|Y| > κ). C) Re-coherence: - After a spin flip, price often returns toward equilibrium structures: - toward the regression centerline m_t - and/or back toward the density envelope (dzHi/dzLo) depending on regime behavior. - The indicator does not guarantee return, but it highlights the condition where return-to-field is statistically likely in many regimes. IMPORTANT NOTES / DISCLAIMERS - This indicator is an analytical overlay. It does not provide financial advice. - Density Zones are condition states derived from GM crossing frequency; they do not predict direction. - Spin Flips are statistical excursions based on regression residuals and rolling σ; markets have fat tails and non-stationarity, so σ-based thresholds are contextual, not absolute. - All parameters (L1, L2, W, θ, L, κ) should be tuned per asset, timeframe, and volatility regime. PARAMETER SUMMARY Geometric Mean / Density Zones: - L1: MA1 length - L2: MA2 length - GM_t = sqrt(SMA(L1)*SMA(L2)) - W: crossing-count lookback window - θ: crossing density threshold - D_t = Σ crossEvent_{t-i} over W - isDZ_t = (D_t >= θ) - dzHi/dzLo track envelope bounds while isDZ is true QHO / Spin Flips: - L: regression + residual σ length - m_t = linreg(close, L, 0) - r_t = close_t - m_t - σ_t = stdev(r_t, L) - Y_t = r_t / σ_t - spinFlip_t = (|Y_t| > κ) Visual Controls: - toggles for GM lines, cross markers, zone shading, bounds, QHO bands - marker size options for GM crosses and spin flips ALERTS INCLUDED - Density Zone START / END - Spin Flip UP / DOWN - Cross Above GM / Cross Below GM SUMMARY This indicator treats the Geometric Mean as an equilibrium boundary and identifies “Density Zones” when price repeatedly crosses that equilibrium within a rolling window, forming a bounded churn envelope (dzHi/dzLo). It also models a regression-based equilibrium field and triggers “Spin Flips” when price makes statistically extreme σ-excursions from that field. Used together, Density Zones highlight compression/decision regions (equilibrium churn), while Spin Flips highlight extreme expansion states (σ-breaches), allowing the user to visualize how price compresses around equilibrium, releases outward, and often re-stabilizes around equilibrium structures over time.
Wskaźnik Pine Script®
od Eyemaginative
Daily Levels [cryptalent]Daily High / Low / Mid / Open Levels is a session-based reference indicator designed to visualize key daily price levels directly on the chart. This indicator automatically plots the Daily High, Daily Low, Daily Midpoint (High + Low / 2), and Daily Open as horizontal lines for each trading day. These levels help traders quickly identify important structural prices where liquidity, reactions, or acceptance often occur. Key Features Automatic Daily Levels Plots Daily High (H), Low (L), Mid (M), and Open (O) using higher-timeframe daily data. Levels update in real time as the current day develops. Multi-Day History Displays daily levels for a configurable number of past days. Older levels are automatically removed to keep the chart clean. Line Extension Current day levels can be extended forward by a user-defined number of bars. Useful for projecting intraday reaction zones and liquidity targets. Visual Customization Independent line width and color settings for each level. Mid level is shown as a dashed line for quick visual distinction. Labels & Price Tags Optional letter labels (H / L / M / O) displayed near the extended levels. Optional price labels showing the exact level values on the right side of the chart. Labels update dynamically and only display for the active trading day. Performance-Oriented Design Efficient line and label management using arrays. Automatically cleans up unused objects to stay within TradingView limits. Use Cases Identifying intraday support and resistance Tracking daily range behavior Monitoring mean reversion vs. range expansion Aligning intraday execution with higher-timeframe structure This indicator is particularly useful for traders who rely on market structure, session behavior, and objective price references rather than subjective trend lines.
Wskaźnik Pine Script®
od cryptalent
Pro trade by Amit// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License (CC BY-NC-SA 4.0) creativecommons.org //@version=5 import HeWhoMustNotBeNamed/utils/1 as ut import Trendoscope/ohlc/1 as o import Trendoscope/LineWrapper/1 as wr import Trendoscope/ZigzagLite/2 as zg import Trendoscope/abstractchartpatterns/5 as p import Trendoscope/basechartpatterns/6 as bp indicator("Installing Wait....", "Automatic Chart Pattern", overlay = true, max_lines_count=500, max_labels_count=500, max_polylines_count = 100) openSource = input.source(open, '', inline='cs', group='Source', display = display.none) highSource = input.source(high, '', inline='cs', group='Source', display = display.none) lowSource = input.source(low, '', inline='cs', group='Source', display = display.none) closeSource = input.source(close, '', inline='cs', group='Source', display = display.none, tooltip = 'Source on which the zigzag and pattern calculation is done') useZigzag1 = input.bool(true, '', group = 'Zigzag', inline='z1', display = display.none) zigzagLength1 = input.int(8, step=5, minval=1, title='', group='Zigzag', inline='z1', display=display.none) depth1 = input.int(55, "", step=25, maxval=500, group='Zigzag', inline='z1', display=display.none, tooltip = 'Enable and set Length and Dept of Zigzag 1') useZigzag2 = input.bool(false, '', group = 'Zigzag', inline='z2', display = display.none) zigzagLength2 = input.int(13, step=5, minval=1, title='', group='Zigzag', inline='z2', display=display.none) depth2 = input.int(34, "", step=25, maxval=500, group='Zigzag', inline='z2', display=display.none, tooltip = 'Enable and set Length and Dept of Zigzag 2') useZigzag3 = input.bool(false, '', group = 'Zigzag', inline='z3', display = display.none) zigzagLength3 = input.int(21, step=5, minval=1, title='', group='Zigzag', inline='z3', display=display.none) depth3 = input.int(21, "", step=25, maxval=500, group='Zigzag', inline='z3', display=display.none, tooltip = 'Enable and set Length and Dept of Zigzag 3') useZigzag4 = input.bool(false, '', group = 'Zigzag', inline='z4', display = display.none) zigzagLength4 = input.int(34, step=5, minval=1, title='', group='Zigzag', inline='z4', display=display.none) depth4 = input.int(13, "", step=25, maxval=500, group='Zigzag', inline='z4', display=display.none, tooltip = 'Enable and set Length and Dept of Zigzag 4') numberOfPivots = input.int(5, "Number of Pivots", , 'Number of pivots used for pattern identification.', group='Scanning', display = display.none) errorThresold = input.float(20.0, 'Error Threshold', 0.0, 100, 5, 'Error Threshold for trend line validation', group='Scanning', display = display.none) flatThreshold = input.float(20.0, 'Flat Threshold', 0.0, 30, 5, 'Ratio threshold to identify the slope of trend lines', group='Scanning', display = display.none) lastPivotDirection = input.string('both', 'Last Pivot Direction', , 'Filter pattern based on the last pivot direction. '+ 'This option is useful while backtesting individual patterns. When custom is selected, then the individual pattern last pivot direction setting is used', group='Scanning', display=display.none) checkBarRatio = input.bool(true, 'Verify Bar Ratio ', 'Along with checking the price, also verify if the bars are proportionately placed.', group='Scanning', inline = 'br', display = display.none) barRatioLimit = input.float(0.382, '', group='Scanning', display = display.none, inline='br') avoidOverlap = input.bool(true, 'Avoid Overlap', group='Scanning', inline='a', display = display.none) repaint = input.bool(false, 'Repaint', 'Avoid Overlap - Will not consider the pattern if it starts before the end of an existing pattern '+ 'Repaint - Uses real time bars to search for patterns. If unselected, then only use confirmed bars.', group='Scanning', inline='a', display = display.none) allowChannels = input.bool(true, 'Channels', group='Pattern Groups - Geometric Shapes', display = display.none, inline='g') allowWedges = input.bool(true, 'Wedge', group='Pattern Groups - Geometric Shapes', display = display.none, inline='g') allowTriangles = input.bool(true, 'Triangle', group='Pattern Groups - Geometric Shapes', display = display.none, inline='g', tooltip = 'Channels - Trend Lines are parralel to each other creating equidistance price channels'+ ' \t- Ascending Channel \t- Descending Channel \t- Ranging Channel'+ ' Wedges - Trend lines are either converging or diverging from each other and both the trend lines are moving in the same direction'+ ' \t- Rising Wedge (Expanding) \t- Rising Wedge (Contracting) \t- Falling Wedge (Expanding) \t- Falling Wedge (Contracting)'+ ' Triangles - Trend lines are either converging or diverging from each other and both trend lines are moving in different directions'+ ' \t- Converging Triangle \t- Diverging Triangle \t- Ascending Triangle (Contracting) \t- Ascending Triangle (Expanding) \t- Descending Triangle(Contracting) \t- Descending Triangle(Expanding)') allowRisingPatterns = input.bool(true, 'Rising', group='Pattern Groups - Direction', display = display.none, inline = 'd') allowFallingPatterns = input.bool(true, 'Falling', group='Pattern Groups - Direction', display = display.none, inline = 'd') allowNonDirectionalPatterns = input.bool(true, 'Flat/Bi-Directional', group='Pattern Groups - Direction', display = display.none, inline = 'd', tooltip = 'Rising - Either both trend lines are moving up or one trend line is flat and the other one is moving up.'+ ' \t- Ascending Channel \t- Rising Wedge (Expanding) \t- Rising Wedge (Contracting) \t- Ascending Triangle (Expanding) \t- Ascending Triangle (Contracting)'+ ' Falling - Either both trend lines are moving down or one trend line is flat and the other one is moving down.'+ ' \t- Descending Channel \t- Falling Wedge (Expanding) \t- Falling Wedge (Contracting) \t- Descending Triangle (Expanding) \t- Descending Triangle (Contracting)'+ ' Flat/Bi-Directional - Trend Lines move in different directions or both flat.'+ ' \t- Ranging Channel \t- Converging Triangle \t- Diverging Triangle') allowExpandingPatterns = input.bool(true, 'Expanding', group='Pattern Groups - Formation Dynamics', display = display.none, inline = 'f') allowContractingPatterns = input.bool(true, 'Contracting', group='Pattern Groups - Formation Dynamics', display = display.none, inline='f') allowParallelChannels = input.bool(true, 'Parallel', group = 'Pattern Groups - Formation Dynamics', display = display.none, inline = 'f', tooltip = 'Expanding - Trend Lines are diverging from each other.'+ ' \t- Rising Wedge (Expanding) \t- Falling Wedge (Expanding) \t- Ascending Triangle (Expanding) \t- Descending Triangle (Expanding) \t- Diverging Triangle'+ ' Contracting - Trend Lines are converging towards each other.'+ ' \t- Rising Wedge (Contracting) \t- Falling Wedge (Contracting) \t- Ascending Triangle (Contracting) \t- Descending Triangle (Contracting) \t- Converging Triangle'+ ' Parallel - Trend Lines are almost parallel to each other.'+ ' \t- Ascending Channel \t- Descending Channel \t- Ranging Channel') allowUptrendChannel = input.bool(true, 'Ascending  ', group = 'Price Channels', inline='uc', display = display.none) upTrendChannelLastPivotDirection = input.string('both', '', , inline='uc', group='Price Channels', display = display.none, tooltip='Enable Ascending Channel and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowDowntrendChannel = input.bool(true, 'Descending', group = 'Price Channels', inline='dc', display = display.none) downTrendChannelLastPivotDirection = input.string('both', '', , inline='dc', group='Price Channels', display = display.none, tooltip='Enable Descending Channel and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowRangingChannel = input.bool(true, 'Ranging   ', group = 'Price Channels', inline='rc', display = display.none) rangingChannelLastPivotDirection = input.string('both', '', , inline='rc', group='Price Channels', display = display.none, tooltip='Enable Ranging Channel and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowRisingWedgeExpanding = input.bool(true, 'Rising    ', inline='rwe', group = 'Expanding Wedges', display = display.none) risingWedgeExpandingLastPivotDirection = input.string('down', '', , inline='rwe', group='Expanding Wedges', display = display.none, tooltip='Enable Rising Wedge (Expanding) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowFallingWedgeExpanding = input.bool(true, 'Falling   ', inline='fwe', group = 'Expanding Wedges', display = display.none) fallingWedgeExpandingLastPivotDirection = input.string('up', '', , inline='fwe', group='Expanding Wedges', display = display.none, tooltip='Enable Falling Wedge (Expanding) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowRisingWedgeContracting = input.bool(true, 'Rising    ', inline='rwc', group = 'Contracting Wedges', display = display.none) risingWedgeContractingLastPivotDirection = input.string('down', '', , inline='rwc', group='Contracting Wedges', display = display.none, tooltip='Enable Rising Wedge (Contracting) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowFallingWedgeContracting = input.bool(true, 'Falling   ', inline='fwc', group = 'Contracting Wedges', display = display.none) fallingWedgeContractingLastPivotDirection = input.string('up', '', , inline='fwc', group='Contracting Wedges', display = display.none, tooltip='Enable Falling Wedge (Contracting) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowRisingTriangleExpanding = input.bool(true, 'Ascending  ', inline='rte', group = 'Expanding Triangles', display = display.none) risingTriangleExpandingLastPivotDirection = input.string('up', '', , inline='rte', group='Expanding Triangles', display = display.none, tooltip='Enable Ascending Triangle (Expanding) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowFallingTriangleExpanding = input.bool(true, 'Descending', inline='fte', group = 'Expanding Triangles', display = display.none) fallingTriangleExpandingLastPivotDirection = input.string('down', '', , inline='fte', group='Expanding Triangles', display = display.none, tooltip='Enable Descending Triangle (Expanding) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowExpandingTriangle = input.bool(true, 'Diverging ', inline='dt', group = 'Expanding Triangles', display = display.none) divergineTriangleLastPivotDirection = input.string('both', '', , inline='dt', group='Expanding Triangles', display = display.none, tooltip='Enable Diverging Triangle and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowRisingTriangleConverging= input.bool(true, 'Ascending  ', inline='rtc', group = 'Contracting Triangles', display = display.none) risingTriangleContractingLastPivotDirection = input.string('up', '', , inline='rtc', group='Contracting Triangles', display = display.none, tooltip='Enable Ascending Triangle (Contracting) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowFallingTriangleConverging = input.bool(true, 'Descending', inline='ftc', group = 'Contracting Triangles', display = display.none) fallingTriangleContractingLastPivotDirection = input.string('down', '', , inline='ftc', group='Contracting Triangles', display = display.none, tooltip='Enable Descending Triangle (Contracting) and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowConvergingTriangle = input.bool(true, 'Converging ', inline='ct', group = 'Contracting Triangles', display = display.none) convergingTriangleLastPivotDirection = input.string('both', '', , inline='ct', group='Contracting Triangles', display = display.none, tooltip='Enable Converging Triangle and select the last pivot direction filter. Last pivot direction will only be used if the Generic Last Pivot Direction parameter is set to Custom') allowedPatterns = array.from( false, allowUptrendChannel and allowRisingPatterns and allowParallelChannels and allowChannels, allowDowntrendChannel and allowFallingPatterns and allowParallelChannels and allowChannels, allowRangingChannel and allowNonDirectionalPatterns and allowParallelChannels and allowChannels, allowRisingWedgeExpanding and allowRisingPatterns and allowExpandingPatterns and allowWedges, allowFallingWedgeExpanding and allowFallingPatterns and allowExpandingPatterns and allowWedges, allowExpandingTriangle and allowNonDirectionalPatterns and allowExpandingPatterns and allowTriangles, allowRisingTriangleExpanding and allowRisingPatterns and allowExpandingPatterns and allowTriangles, allowFallingTriangleExpanding and allowFallingPatterns and allowExpandingPatterns and allowTriangles, allowRisingWedgeContracting and allowRisingPatterns and allowContractingPatterns and allowWedges, allowFallingWedgeContracting and allowFallingPatterns and allowContractingPatterns and allowWedges, allowConvergingTriangle and allowNonDirectionalPatterns and allowContractingPatterns and allowTriangles, allowFallingTriangleConverging and allowFallingPatterns and allowContractingPatterns and allowTriangles, allowRisingTriangleConverging and allowRisingPatterns and allowContractingPatterns and allowTriangles ) getLastPivotDirectionInt(lastPivotDirection)=>lastPivotDirection == 'up'? 1 : lastPivotDirection == 'down'? -1 : 0 allowedLastPivotDirections = array.from( 0, lastPivotDirection == 'custom'? getLastPivotDirectionInt(upTrendChannelLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(downTrendChannelLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(rangingChannelLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(risingWedgeExpandingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(fallingWedgeExpandingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(divergineTriangleLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(risingTriangleExpandingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(fallingTriangleExpandingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(risingWedgeContractingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(fallingWedgeContractingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(convergingTriangleLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(fallingTriangleContractingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection), lastPivotDirection == 'custom'? getLastPivotDirectionInt(risingTriangleContractingLastPivotDirection) : getLastPivotDirectionInt(lastPivotDirection) ) theme = input.string('Dark', title='Theme', options= , group='Display', inline='pc', tooltip='Chart theme settings. Line and label colors are generted based on the theme settings. If dark theme is selected, '+ 'lighter colors are used and if light theme is selected, darker colors are used. '+ 'Pattern Line width - to be used for drawing pattern lines', display=display.none) patternLineWidth = input.int(2, '', minval=1, inline='pc', group = 'Display', display = display.none) showPatternLabel = input.bool(true, 'Pattern Label', inline='pl1', group = 'Display', display = display.none) patternLabelSize = input.string(size.normal, '', , inline='pl1', group = 'Display', display = display.none, tooltip = 'Option to display Pattern Label and select the size') showPivotLabels = input.bool(true, 'Pivot Labels ', inline='pl2', group = 'Display', display = display.none, tooltip = 'Option to display pivot labels and select the size') pivotLabelSize = input.string(size.normal, '', , inline='pl2', group = 'Display', display = display.none) showZigzag = input.bool(true, 'Zigzag', inline='z', group = 'Display', display = display.none) zigzagColor = input.color(color.blue, '', inline='z', group = 'Display', display = display.none, tooltip = 'Option to display zigzag within pattern and the default zigzag line color') deleteOldPatterns = input.bool(true, 'Max Patterns', inline='do', group = 'Display', display = display.none) maxPatterns = input.int(20, '', minval=1, step=5, inline = 'do', group = 'Display', display = display.none, tooltip = 'If selected, only last N patterns will be preserved on the chart.') errorRatio = errorThresold/100 flatRatio = flatThreshold/100 showLabel = true offset = 0 type Scanner bool enabled string ticker string timeframe p.ScanProperties sProperties p.DrawingProperties dProperties array patterns array zigzags method getZigzagAndPattern(Scanner this, int length, int depth, array ohlcArray, int offset=0)=> var zg.Zigzag zigzag = zg.Zigzag.new(length, depth, 0) var map lastDBar = map.new() zigzag.calculate(array.from(highSource, lowSource)) var validPatterns = 0 mlzigzag = zigzag if(zigzag.flags.newPivot) while(mlzigzag.zigzagPivots.size() >= 6+offset) lastBar = mlzigzag.zigzagPivots.first().point.index lastDir = int(math.sign(mlzigzag.zigzagPivots.first().dir)) if(lastDBar.contains(mlzigzag.level)? lastDBar.get(mlzigzag.level) < lastBar : true) lastDBar.put(mlzigzag.level, lastBar) = mlzigzag.find(this.sProperties, this.dProperties, this.patterns, ohlcArray) if(valid) validPatterns+=1 currentPattern.draw() this.patterns.push(currentPattern, maxPatterns) alert('New Pattern Alert') else break mlzigzag := mlzigzag.nextlevel() true method scan(Scanner this)=> var array ohlcArray = array.new() var array patterns = array.new() ohlcArray.push(o.OHLC.new(openSource, highSource, lowSource, closeSource)) if(useZigzag1) this.getZigzagAndPattern(zigzagLength1, depth1, ohlcArray) if(useZigzag2) this.getZigzagAndPattern(zigzagLength2, depth2, ohlcArray) if(useZigzag3) this.getZigzagAndPattern(zigzagLength3, depth3, ohlcArray) if(useZigzag4) this.getZigzagAndPattern(zigzagLength4, depth4, ohlcArray) var scanner = Scanner.new(true, "", "", p.ScanProperties.new(offset, numberOfPivots, errorRatio, flatRatio, checkBarRatio, barRatioLimit, avoidOverlap, allowedPatterns=allowedPatterns, allowedLastPivotDirections= allowedLastPivotDirections, themeColors = ut.getColors(theme)), p.DrawingProperties.new(patternLineWidth, showZigzag, 1, zigzagColor, showPatternLabel, patternLabelSize, showPivotLabels, pivotLabelSize, deleteOnPop = deleteOldPatterns), array.new()) if(barstate.isconfirmed or repaint) scanner.scan()
Wskaźnik Pine Script®
od VikashAmit
1
Initial Balance with AlertsThis indicator is a comprehensive tool for Auction Market Theory (AMT) practitioners who rely on the Initial Balance (IB) to determine the day's likely structure. It automatically plots the High and Low of the opening session (user-definable) and extends those levels to provide key support and resistance zones for the remainder of the trading day. Unlike standard IB indicators, this script features Smart Alerts that are time-filtered. You can define a specific "Active Alert Window" (e.g., RTH only) to ensure you are notified of breakouts during key hours, while avoiding spam notifications during overnight or low-volume sessions. Key Features: 1. Customizable Initial Balance Flexible Session: Define the exact start and end time for your IB calculation (Default: 08:30–09:30). Visual Clarity: Plots IB High, IB Low, and the 50% Midpoint with fully customizable line styles, colors, and widths. 2. Smart Time-Filtered Alerts Breakout Detection: Triggers an alert when price crosses above the IB High or below the IB Low. Session Filter: Includes a unique "Allowed Alert Time" input. Alerts will only fire if the breakout happens within this window (Default: 08:30–15:00), preventing unwanted notifications during overnight chop. 3. Advanced Extensions & Targets Extensions: Option to display multiples of the IB range (2x, 3x) to serve as statistical targets for trend days. Intermediate Levels: Option to display half-step extensions (e.g., 1.5x) for tighter scalping targets. 4. IB Delta Analytics Dashboard Context is Key: An optional on-screen dashboard tracks the size of the Initial Balance over the last 20 days. Sentiment: Automatically categorizes today's IB as "Huge," "Medium," or "Small" compared to the 20-day average. This helps you anticipate if the day is likely to be a "Range Day" (Large IB) or a "Trend Day" (Small IB). Settings Overview: Calculation Period: The time used to measure the high and low (e.g., first 60 mins). Allowed Alert Time: The window during which alerts are active. Show Extra Levels: Toggles the 2x and 3x extensions. Fill IB Areas: Adds a background color to the opening range for better visibility. Delta Analytics: Toggles the statistics table on/off. Author's Instructions How to Configure the Time Settings: This script uses two distinct time inputs to give you maximum control: "Calculation period": This is when the script measures the High and Low. Example: 0830-0930 (The first hour of the NYSE session). "Allowed Alert Time (RTH)": This is when the script is allowed to send you alerts. Example: 0830-1500 (The full trading day). Why this matters: If price breaks the IB High at 18:00 (during the overnight session), the script will ignore it if your alert time ends at 15:00. This saves you from waking up to low-probability signals. Setting Up Alerts: To activate the alerts, add the indicator to your chart, click the "Alerts" button (clock icon) in the top toolbar, select this indicator from the "Condition" list, and choose "Any alert() function call". Disclaimer: This tool is for informational purposes only. Past performance does not guarantee future results.
Wskaźnik Pine Script®
od tantankatrading
T3 Al-Sat Sinyalli//@version=5 indicator("T3 Al-Sat Sinyalli", overlay=true, shorttitle="T3 Signal") // Kullanıcı ayarları length = input.int(14, minval=1, title="Periyot") vFactor = input.float(0.7, minval=0.0, maxval=1.0, title="Volatility Factor (0-1)") // EMA hesaplamaları ema1 = ta.ema(close, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) // T3 hesaplaması c1 = -vFactor * vFactor * vFactor c2 = 3 * vFactor * vFactor + 3 * vFactor * vFactor * vFactor c3 = -6 * vFactor * vFactor - 3 * vFactor - 3 * vFactor * vFactor * vFactor c4 = 1 + 3 * vFactor + vFactor * vFactor * vFactor + 3 * vFactor * vFactor t3 = c1 * ema3 + c2 * ema2 + c3 * ema1 + c4 * close // T3 çizimi plot(t3, color=color.new(color.blue, 0), linewidth=2, title="T3") // Mum renkleri barcolor(close > t3 ? color.new(color.green, 0) : color.new(color.red, 0)) // Al-Sat sinyalleri buySignal = ta.crossover(close, t3) sellSignal = ta.crossunder(close, t3) // Okları çiz plotshape(buySignal, title="Al", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small) plotshape(sellSignal, title="Sat", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)
Wskaźnik Pine Script®
od ARMAGAN007
Position Trdaing Lines (2 entries + live PnL)Position Trading Lines (2 entries + live PnL) is a utility script designed to visually manage a manual position on the chart, with clear TP/SL levels and real-time profit & loss. The script does not place orders. It is meant to help you simulate / track an existing or planned position. Features • Up to 2 trades on the same symbol • Each trade has: • Direction: Long / Short • Position size (lot) • Entry price • Take Profit (T.Profit) price • Stop Loss (S.Loss) price • Entry shift in bars from the last candle (to align with past or future entries) • Visual lines on the price chart • Horizontal line at the entry price • Horizontal line at Take Profit • Horizontal line at Stop Loss • Informative labels • Entry label showing: direction, size and @ entry price • TP and SL labels showing: • T.Profit / S.Loss • position size • @ price • estimated PnL at that level • If both trades share the same TP or SL price, a single combined label is shown with the total size and total PnL. • Commissions • Global commission input (percentage over notional). • Commission is included in all PnL calculations. • Live PnL label • Real-time combined PnL of the active trades, updated on the last bar. • Color changes with sign (green for profit, red for loss). • Selective PnL for Trade 2 • Trade 2 has a switch: “Count PnL in total”. • You can keep Trade 2 visible on the chart but exclude it from the combined PnL until it is actually active. This tool is useful for discretionary traders who want a clean visual representation of their position, R:R, and projected outcomes directly on the chart, without relying on the broker’s position panel.
Wskaźnik Pine Script®
od JBuru
VixTrixVixTrix - Because markets move in both directions. VixTrix was born from a fundamental limitation in traditional volatility indicators: they only measure downside panic, completely missing the greed-driven extremes that form market tops. How It Works: Dual-Component Analysis: vixBear = Panic selling intensity (distance from recent highs) vixBull = FOMO buying intensity (distance from recent lows) Oscillator = vixBear - vixBull = Net fear/greed imbalance When the oscillator is positive, fear dominates (potential bottom forming). When negative, greed dominates (potential top forming). Professional-Grade Filtering: The magic happens with the symmetric RMS (Root Mean Square) bands. Unlike fixed percentage bands or standard deviation, RMS: Creates mathematically symmetric positive/negative thresholds Naturally adapts to changing volatility regimes Provides statistical significance to extremes VixTrix also adds selectable MA smoothing for the RMS calculation: WMA (default): Balanced – middle-ground approach VWMA: Volume-weighted – filters low-volume noise EMA: Responsive – catches quick reversals SMA: Stable – for swing trading HMA: Fast and smooth – ideal for day trading Signals require triple confirmation: Statistical Extreme: Oscillator beyond RMS band Price Action Confirmation: Correct candle color (bullish for bottoms, bearish for tops) Momentum Continuation: Oscillator still moving toward extreme (exhaustion) This multi-filter approach reduces premature entries and false signals while maintaining early positioning at potential reversal points. Why This Matters for Your Trading: In bull markets, traditional fear indicators sit near zero, giving no warning of impending tops. VixTrix identifies when greed becomes excessive – when FOMO buying reaches statistical extremes that often precede corrections. In range-bound markets, VixTrix excels at identifying overreactions in both directions, providing high-probability mean reversion opportunities. During crashes, it captures the panic selling with the same precision as VixFix, but with better timing through its momentum confirmation. VixTrix spots continuations through: "No Signal" = Healthy Trend – Oscillator stays between RMS bands (no exhaustion) Failed Extremes – Touches band but no triple confirmation = trend likely continues Hidden Divergence – Price makes higher low while oscillator makes shallower low = uptrend continues Controlled Emotions – Oscillator negative but not extreme in uptrends (greed present but not excessive) Key Insight: When VixTrix doesn't give a signal during a pullback, institutions aren't panicking – they're just pausing before resuming the trend. Green columns = Bullish exhaustion (potential bottoms) Red columns = Bearish exhaustion (potential tops) Golden RMS bands = Dynamic thresholds adapting to current volatility Background highlights = Active signal conditions The Result: A professional-grade oscillator that works in all market conditions – trending up, trending down, or ranging – by measuring the complete emotional spectrum driving price action.
Wskaźnik Pine Script®
od NathanielJens
Order Flow Analysis [Master Alert]This script is a custom modification of the original "Order Flow Analysis" indicator by kingthies. I have taken the original code and engineered a "Master Alert" system into it. Here is the breakdown of what this specific script does: 1. The Core Purpose: "One Ring to Rule Them All" In the original script, if you wanted to catch every move, you would have to set up separate alerts for Divergences, Absorptions, Crosses, etc. This modified script combines all 8 possible signals into a single "Master Trigger." 2. What triggers the Alert? The alert will fire if ANY of the following 4 events happen on a candle: Divergence (The Arrows): Green Arrow: Price makes lower low, Pressure makes higher low (Bullish). Red Arrow: Price makes higher high, Pressure makes lower high (Bearish). Absorption (The Transparent Bars): Bull Absorption: Huge volume + Price won't drop (Hidden Buying). Bear Absorption: Huge volume + Price won't rise (Hidden Selling). Zero Line Crosses (The Sentiment Flip): Bull Cross: Pressure score flips from Negative to Positive. Bear Cross: Pressure score flips from Positive to Negative. Strong Zones (Turbo Mode): Strong Bull: Pressure score breaks above +50. Strong Bear: Pressure score breaks below -50. 3. How to Use It Add the script to your chart. Create an Alert. Select "Order Flow Master" as the Condition. Select "MASTER ALERT (All Signals)". Now, you will get a notification for every single significant event this indicator detects, without needing multiple alert slots.
Wskaźnik Pine Script®
od mysteriousad22
Breakout/Breakdown DetectorBreakout/Breakdown Detector - Quick Overview What it does: This indicator automatically identifies when price breaks through key support or resistance levels, signaling potential trading opportunities. Key Features: 📈 Breakout Detection - Alerts when price breaks ABOVE resistance (bullish signal) 📉 Breakdown Detection - Alerts when price breaks BELOW support (bearish signal) 🔊 Volume Confirmation - Optionally requires high volume to confirm the break (filters false signals) 📊 Visual Signals - Shows green triangles (breakout) and red triangles (breakdown) on chart 🎨 Support/Resistance Lines - Automatically draws key levels based on recent price action Settings You Can Adjust: Lookback Period (default 20) - How many candles back to find support/resistance Volume Multiplier (default 1.5x) - How much volume needed to confirm Breakout Threshold (default 0.5%) - How far price must break through the level How to Use: Add to any chart (stocks, crypto, forex, etc.) Green triangle below bar = BUY signal (breakout) Red triangle above bar = SELL signal (breakdown) Set alerts to get notified automatically Perfect for: Swing traders, breakout traders, and anyone who wants to catch momentum moves early! 🚀
Wskaźnik Pine Script®
od rabin97
Dual Pivot StructureDual Pivot Structure: Speed vs. Stability Overview This script is an experimental prototype designed to solve the most common frustration with Market Structure indicators: The Trade-off between Lag and Noise. In traditional Price Action analysis, verifying a Pivot High or Low requires waiting for X number of candles to close. High Lookback (e.g., 5 bars): Reliable structure, but the signal appears too late to trade. Low Lookback (e.g., 1 bar): Fast signals, but prone to "fake-outs" and noise. This indicator runs both logic systems simultaneously, allowing traders to see the "True" market structure while receiving "Early Warning" signals for potential entries. How It Works The script calculates two parallel layers of market data: 1. The "Structure" Layer (Slow & Reliable) Uses a standard, higher lookback period (Default: 5 Left / 5 Right). Purpose: Defines the macro trend. It labels confirmed Higher Highs (HH), Lower Lows (LL), etc. Visual: Solid colored labels. These confirm the trend bias. 2. The "Signal" Layer (Fast & Actionable) Uses a rapid, minimal lookback period (Default: 1 Left / 1 Right). Purpose: Hunts for potential reversals within the macro trend. Logic: If the Macro Trend is bullish, but price pulls back, this layer looks for a "Micro Pivot" that is higher than the previous Macro Low. Visual: Orange "⚠ HL?" or "⚠ LH?" text. How to Use This Script This tool is best used to time entries within an established trend. Identify the Trend: Look at the Solid Labels (Green/Red). Are we making HHs and HLs? The trend is Up. Wait for the Pullback: Allow price to retrace. Watch for the Early Warning: Look for the orange "⚠ HL?" text. This appears bars before the structural pivot is confirmed. The Signal: This is your aggressive entry trigger or alert to watch for a lower timeframe change of character. Confirmation: If price continues in your direction, the script will eventually print a solid HL label, confirming your early entry was correct. Settings Structure Settings: Controls the sensitivity of the main trend (Default: 5/5). Increase this for higher timeframes to filter noise. Signal Settings: Controls the sensitivity of the early warnings (Default: 1/1). Keep this low for maximum speed. Visuals: Toggle the "Early Warning" labels on/off and customize colors to fit your chart theme. Disclaimer This script is a prototype for educational purposes. The "Early Warning" signals are, by definition, unconfirmed and carry higher risk. Always manage risk accordingly.
Wskaźnik Pine Script®
od SaltyCod
Renkli EMA BAR//@version=5 indicator("EMA Color Cross + Trend Arrows V6", overlay=true, max_bars_back=500) // === Inputs === fastLen = input.int(9, "Hızlı EMA") slowLen = input.int(21, "Yavaş EMA") // === EMA Hesapları === emaFast = ta.ema(close, fastLen) emaSlow = ta.ema(close, slowLen) // Trend Yönü trendUp = emaFast > emaSlow trendDown = emaFast < emaSlow // === Çizgi Renkleri === lineColor = trendUp ? color.new(color.green, 0) : color.new(color.red, 0) // === EMA Çizgileri (agresif kalın) === plot(emaFast, "Hızlı EMA", lineColor, 4) plot(emaSlow, "Yavaş EMA", color.new(color.gray, 70), 2) // === Ok Sinyalleri === buySignal = ta.crossover(emaFast, emaSlow) sellSignal = ta.crossunder(emaFast, emaSlow) // Büyük Oklar plotshape(buySignal, title="AL", style=shape.triangleup, color=color.green, size=size.large, location=location.belowbar) plotshape(sellSignal, title="SAT", style=shape.triangledown, color=color.red, size=size.large, location=location.abovebar) // === Trend Bar Color === barcolor(trendUp ? color.green : color.red)
Wskaźnik Pine Script®
od ARMAGAN007