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Average LinesAverage Lines This script beholds several new exiting Pine stuff: - linefill, fill of line.new - last_bar_index, gives the bar_index of the last bar, already at the beginning of the script! (like 'timenow', but now with bar_index) The script is about pivot points, if there is one, it draws a line from the last to every previous one, then it extends this line to the future. On every next bar, all these lines and added and averaged, this gives an average line of all extended lines which are projected in the 'future'. In that way, we create a new kind of moving average Do mind, since the visible lines maximum of 500 it can easily happen that an average is made of way more lines than 500, but that you cannot see all of them Cheers!
Wskaźnik Pine Script®
od fikira
29
Market Traffic Light (redesigned)redesigned the market traffic light from funcharts, all honor to him, I just put a new design ;-) and some bugfixes 1. Section (Fear & Greed) Approximation of the CNN Money Fear & Greed index based on code of user MagicEins. The index shows values between 0 (extreme fear, red) and 100 (extreme greed, green). 2. Section (warning signs) VIX: Values above 20 are red and below green. The legend shows the value of the current bar including the change from the bar before. The average VIX is about 16. Values over 20 are a sign of stressed market. Distribution days: A distribution day (loss to the day before > 0,2 % and higher volume ) is marked with a yellow dot. In case there are more than four distributions days within 25 markets days the dot is orange. When big players redistribute their investments distribution days can occur. If this is done often (more than four times within 25 market days) it is possible that the markets changes or that a sector rotation occurs. For calculation distribution days futures of S&P 500 ( ES1! ) and NASDAQ ( NQ1! ) are used because the volume for this calculation is needed. TradingView does not support volumes for S&P 500 or NASDAQ directly. Markets: A green/red dot signals that the market is above/below its 25-Daily-EMA. A green/red square signals that the market is above/below its 25-Weekly-EMA. Markets can give as a feeling about where investors store their money. E.g. when markets are falling but DUX (Down Jones Utility Average) is rising this means that investors put their money into save haven. This can be a sign that the markets will fall more. 3. Section (panic signs, = signs of reaching a low within a correction of a crash) VIX-Reversion: A VIX reversion day ( VIX > 20 & VIX high > VIX high of the day before & VIX high – VIX close > 3) is marked as a yellow dot VVIX: A value equal or above 140 is marked with a yellow dot and shows absolute panic. PCR Intra max: A value equal or above 1.4 is marked with a yellow dot. New high/lows: New highs/lows are shown for AMEX, NYSE and NASDAQ. A yellow dot is shown if the ratio is less or equal than 0. 01 . Down-Day: Down days are shown for AMEX, NYSE and NASDA. A yellow dot is shown if at least 90 % of the whole volume (up and down) is a down volume . In Addition to the warning signs in the second section a check of the Advance Decline Line (NYSE and NASDAQ) for bullish and bearish divergences is useful. The whole set-up can be seen in the screenshot. Only one signal normally does not give us a good prediction. Therefore we need to see these indication as a bundle. TradingView gives us the opportunity to check some striking market situations in the past. So feel free to test this indication for building up your own opinion. Please feel free to comment in case of failures, improvements or experiences (good or bad).
Wskaźnik Pine Script®
od olivero0
Zendog Bar PercentageThis script will add text to bars showing the price change of the bar as a percentage, both for open/close and high/low. It can be used together with Rate of Change to better get an idea of how the price moved at a previous point in time. Script uses labels for text, as there is a maximum limit of 500 labels if you want to study price movement for a specific timeframe, you can limit the timeframe from the script settings. Keep in mind that labels are applied to the last 500 candles of any timeframe. Script also displays statistics for max changes in the selected time period, for both green and red candles both as percentage and base currency absolute value. Uses: - Study the behavior of an asset under previous market conditions, black swan events a.s.o. - Calculate leverage position risk versus extreme price movements Example: ZENUSDT pumped ~35% on 15 Sep 2021 in the first seconds after the news on getting listed on Coinbase so shorts with 3x leverage would have been liquidated.
Wskaźnik Pine Script®
od zendog123
2
Gap RiderThis Indicator allows you to make statistics on the performance of any underlying on the days in which an opening gap occurs. Specifically, the indicator was designed for "0 dte" options trades. In fact, it is possible to find parameters that give a good statistical advantage by opening a spread in the direction of the gap, creating a trade that has a risk-return ratio of 1: 1. The indicator shows flags on the graph (green in case of gap up, red in case of gap down) and colored boxes (green in case the stock closed in the direction of the gap, red in case the stock closed in the opposite direction to the gap, yellow in the event that the stock closed at a distance that did not allow the spread in options to close in maximum loss or maximum profit, and therefore in breakeven) The statistics panel, on the other hand, contains all the information necessary to search for parameters that give the trader a good statistical advantage. In the settings you can filter the days of the week, only gap up or only gap down, ATR thresholds (volatility), points or minimum percentage for which a gap is taken into account, measure of the breakeven (which for options traders should represent the half the width of the spread to open), large gaps filter that takes into consideration only gaps that open out of range compared to the previous session. The Lookback parameter of course is used to set how many bars to take into account for the statistics. Parameters and recommended strategy: TODAY 31/08/2021 - Lookback 500 bars (2 years) UNDERLYING: SPX FILTERS: only Monday and Wednesday, only gap up, only gap> 0.01% STRATEGY: exactly at opening, cover an ATM spread in the direction of the gap (example: gap up, I open a long call spread) that has the opening price as a break even, with a risk-return ratio of 1: 1 and leave it open until closing session, or set take profit at 90-95%. It is advisable to take into consideration the SPX statistics but to operate on the ES future so as to be able to open the spread a couple of minutes before the opening of the cash session and prevent the trade from "running away" due to too sudden movements of the opening. . RESULTS: 124 Trade 70% profitable trades 30% losing trades Max drawdown 3 trades So assuming a spread on ES 10 points wide, each trade would gain or lose $ 250, applying the described strategy we would have in two years, investing only $ 250, a profit of $ 12500, with a max drawdown of $ 750. We would therefore have a profit of 5000%, or rather 2500% per year on the invested capital, with a drawdown of a much lower proportion of the profit ($ 750 compared to $ 6250 of annual profit). The strategy is infinitely scalable by increasing the options contracts used and the impact of the commissions is almost zero. MONEY MANAGEMENT: Example on a 50K account, with a spread that earns or loses $ 500, in two years it earns $ 25,000, therefore about 12500 per year, with a max drawdown of $ 1500, therefore 25% per year on the ENTIRE ACCOUNT with a maximum drawdown of 3%. Note: the test was performed without a break even parameter, so the actual result will be more moderate, but of the same explosive nature. ** BUG STILL LOOKING FOR SOLUTION ** only in case the filters are set to take into account ONLY the gap down, the drawdown count in the statistics panel shows an incorrect result "
Wskaźnik Pine Script®
od eruscio
Random Entries Work!" tHe MaRkEtS aRe RaNdOm ", say moron academics. The purpose of this study is to show that most markets are NOT random! Most markets show a clear bias where we can make such easy money, that a random number generator can do it. === HOW THE INDICATOR WORKS === The study will randomly enter the market The study will randomly exit the market if in a trade You can choose a Long Only, Short Only, or Bidirectional strategy === DEFAULT VALUES AND THEIR LOGIC === Percent Chance to Enter Per Bar: 10% Percent Chance to Exit Per Bar: 3% Direction: Long Only Commission: 0 Each bar has a 10% chance to enter the market. Each bar has a 3% to exit the market . It will only enter long. I included zero commission for simplification. It's a good exercise to include a commission/slippage to see just how much trading fees take from you. === TIPS === Increasing "Percent Chance to Exit" will shorten the time in a trade. You can see the "Avg # Bars In Trade" go down as you increase. If "Percent Chance to Exit" is too high, the study won't be in the market long enough to catch any movement, possibly exiting on the same bar most of the time. If you're getting the red screen, that means the strategy lost so much money it went broke. Try reducing the percent equity on the Properties tab. Switch the start year to avoid/minimize black swan events like the covid drop in 2020. === FINDINGS === Most markets lose money with a "Random" direction strategy. Most markets lose ALL money with a "Short Only" strategy. Most markets make money with a "Long Only" strategy. Try this strategy on: Bitcoin (BTCUSD) and the NASDAQ (QQQ). There are two popular memes right now: "Bitcoin to the moon" and "Stocks only go up". Both are seemingly true. Bitcoin was the best performing asset of the 2010's, gaining several billion percent in gains. The stock market is on a 100 year long uptrend. Why? BECAUSE FIAT CURRENCIES ALWAYS GO DOWN! This is inflation. If we measure the market in terms of others assets instead of fiat, the Long Only strategy doesn't work anymore (or works less well). Try this strategy on: Bitcoin/GLD (BTCUSD/GLD), the Eurodollar (EURUSD), and the S&P 500 measured in gold (SPY/GLD). Bitcoin measured in gold (BTCUSD/GLD) still works with a Long Only strategy because Bitcoin increased in value over both USD and gold. The Eurodollar (EURUSD) generally loses money no matter what, especially if you add any commission. This makes sense as they are both fiat currencies with similar inflation schedules. Gold and the S&P 500 have gained roughly the same amount since ~2000. Some years will show better results for a long strategy, while others will favor a short strategy. Now look at just SPY or GLD (which are both measured in USD by default!) and you'll see the same trend again: a Long Only strategy crushes even when entering and exiting randomly. === " JUST TELL ME WHAT TO DO, YOU NERD! " === Bulls always win and Bears always lose because fiat currencies go to zero. You're not underperforming a random number generator, are you?
Strategia Pine Script®
od gregoirejohnb
3
Sector PerformanceThis indicator shows real-time current day performance for 11 ETFs that divide the S&P 500 into eleven sector index funds. The list of different sector ETFs this indicator tracks is as follows - 1. SPY - S&P 500 Index 2. XLC - Communication Services 3. XLY - Consumer Discretionary 4. XLP - Consumer Staples 5. XLE - Energy 6. XLF - Financials 7. XLV - Health Care 8. XLI - Industrials 9. XLB - Materials 10. XLRE - Real Estate 11. XLF - Technology 12. XLU - Utilities Acknowledgment - This indicator is adapted using the source code from another excellent performance indicator (). Thanks to BeeHolder (www.tradingview.com) for generously sharing the source code.
Wskaźnik Pine Script®
od vtrader321
46
The Insider - Hunt Bitcoin CoT DeltaThe Insider - Hunt Bitcoin CoT Delta The gift of the Squeeze in the Largest 4 open Interest Shorts vs Longs. Why Bother another CoT signal? Its different & focused on the Insider's. Performance - This Indicator provided a 1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up 2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019 3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's 4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse 5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet 6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet 7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000 Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light. What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding. We provide 3 things with the 3 indicators. 'Insider' indications from Largest players in the futures market. 1. Bitcoin Macro Buy Signals. a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data. When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin. We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy. 2. Bitcoin Macro Sells. a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70 3. AMPLIFIER Trade signals 'Super' Longs or Shorts - Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI. Namely CoT Delta also must be > 47.5% We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below. So the required logic explicitly stated below for all Signals. 1. Long - Hunt Bitcoin CoT Delta < or = 5 2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20 3. Short - Largest 4 Sellers OI = or > 70 4. SUPER Short - Largest 4 Sellers OI = or > 70; AND.. Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20 5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45 WARNING SEE Notes Below Note 1 - = Largest 4 Open Interest Shorts Note 2 - = Largest 4 Open Interest Longs Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI) Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday. It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis. Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View. if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Wskaźnik Pine Script®
od TheCryptoSniper
10
The Signal - Hunt Bitcoin CoT Buy/SellThe Signal - Hunt Bitcoin CoT Buy/Sell Why Bother with another CoT signal? Its different & focused on the Insider's. The Largest 4 Open Interest Seller and the Largest 4 open Interest Longs, plus the distance they are apart, the Delta, what does high percentage of Largest 4 sellers mean with a low 4 OI Buyers. , what when the usually higher Sellers are low and the largest 4 buyers almost the same value , Time to track the insiders Delta.. Performance - This Indicator provided a 1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up 2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019 3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's 4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse 5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet 6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet 7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000 Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light. What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding. We provide 3 things with the 3 indicators. 'Insider' indications from Largest players in the futures market. 1. Bitcoin Macro Buy Signals. a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data. When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin. We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy. 2. Bitcoin Macro Sells. a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70 3. AMPLIFIER Trade signals 'Super' Longs or Shorts - Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI. Namely CoT Delta also must be > 47.5% We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below. So the required logic explicitly stated below for all Signals. 1. Long - Hunt Bitcoin CoT Delta < or = 5 2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20 3. Short - Largest 4 Sellers OI = or > 70 4. SUPER Short - Largest 4 Sellers OI = or > 70; AND.. Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20 5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45 WARNING SEE Notes Below Note 1 - = Largest 4 Open Interest Shorts Note 2 - = Largest 4 Open Interest Longs Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI) Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday. It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis. Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View. if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Wskaźnik Pine Script®
od TheCryptoSniper
14
The Amplifier - Two Day Historical Bitcoin Volatility PlotThe 3rd piece to the other two pieces to our CoT study. This is the Amplifier, which turns select signals into 'Super' Buys/Sells The other two being the 'Bitcoin Insider CoT Delta', and the on chart Price indicator most will have, if no others the 'Hunt Bitcoin CoT Buy/Sell Signals' that will indicate the key signals, ave 4 a year on the chart as they occur. Why Bother another CoT signal? Its different & focused on the Insider's. Performance - This Indicator provided a 1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up 2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019 3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's 4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse 5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet 6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet 7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000 Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light. What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding. We provide 3 things with the 3 indicators. 'Insider' indications from Largest players in the futures market. 1. Bitcoin Macro Buy Signals. a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data. When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin. We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy. 2. Bitcoin Macro Sells. a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70 3. AMPLIFIER Trade signals 'Super' Longs or Shorts - Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI. Namely CoT Delta also must be > 47.5% We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below. So the required logic explicitly stated below for all Signals. 1. Long - Hunt Bitcoin CoT Delta < or = 5 2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20 3. Short - Largest 4 Sellers OI = or > 70 4. SUPER Short - Largest 4 Sellers OI = or > 70; AND.. Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20 5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45 WARNING SEE Notes Below Note 1 - = Largest 4 Open Interest Shorts Note 2 - = Largest 4 Open Interest Longs Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI) Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday. It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis. Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View. if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Wskaźnik Pine Script®
od TheCryptoSniper
2
Hunt Bitcoin CoT Buy/Sell signalWhy Bother another CoT signal? Its different & focused on the Insider's. Performance - This Indicator provided a 1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up 2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019 3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's 4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse 5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet 6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet 7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000 Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light. What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding. We provide 3 things with the 3 indicators. 'Insider' indications from Largest players in the futures market. 1. Bitcoin Macro Buy Signals. a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data. When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin. We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy. 2. Bitcoin Macro Sells. a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70 3. AMPLIFIER Trade signals 'Super' Longs or Shorts - Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI. Namely CoT Delta also must be > 47.5% We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below. So the required logic explicitly stated below for all Signals. 1. Long - Hunt Bitcoin CoT Delta < or = 5 2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20 3. Short - Largest 4 Sellers OI = or > 70 4. SUPER Short - Largest 4 Sellers OI = or > 70; AND.. Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20 5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45 WARNING SEE Notes Below Note 1 - = Largest 4 Open Interest Shorts Note 2 - = Largest 4 Open Interest Longs Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI) Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday. It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis. Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View. if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Wskaźnik Pine Script®
od TheCryptoSniper
21
Hunt Bitcoin CoT Open Interest DeltaWhy Bother another CoT signal? Its different & focused on the Insider's. Performance - This Indicator provided a 1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up 2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019 3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's 4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse 5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet 6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet 7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000 Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light. What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding. We provide 3 things with the 3 indicators. 'Insider' indications from Largest players in the futures market. 1. Bitcoin Macro Buy Signals. a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data. When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin. We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy. 2. Bitcoin Macro Sells. a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70 3. AMPLIFIER Trade signals 'Super' Longs or Shorts - Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI. Namely CoT Delta also must be > 47.5% We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below. So the required logic explicitly stated below for all Signals. 1. Long - Hunt Bitcoin CoT Delta < or = 5 2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20 3. Short - Largest 4 Sellers OI = or > 70 4. SUPER Short - Largest 4 Sellers OI = or > 70; AND.. Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20 5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45 WARNING SEE Notes Below Note 1 - = Largest 4 Open Interest Shorts Note 2 - = Largest 4 Open Interest Longs Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI) Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday. It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis. Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View. if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Wskaźnik Pine Script®
od TheCryptoSniper
6
POCs and VAHs VALs - All and Non-BrokenThe "POC and VAH VAL - All and Non-Broken" POC = Points of Control VAH = Value Area High VAL = Value Area Low This indicator aims to show you on the 5 minute time frame all POCs and VAHs/VALs and Non-Broken POCs and VAHs/VALs. (Non-Broken are POCS and VAHs/VALS where price action has not since crossed its path) In the screen image above I have used VPVR to back test on BYBIT:BTCUSDT. The POCs and VAHs/VALs for each day can be seen. Also there is an option to see non-broken POCS and VAHs/VALs within the settings. All display options are selectable within the settings. The indicator is not as precise as using the VPVR but is a lot quicker and gives you a quick snapshot to assist with your technical analysis. In the screen shot above are some examples highlighted with yellow circles (resistance at POC and VAHs/VALs). Thanks goes to: ahancock for use of his code. Bjorn Mistiaen on StackOverFlow for his assistance. Disclaimer: Indicator has been coded to only show on 5 min time frame (after back testing seemed most accurate). Only back tested on BYBIT:BTCUST. There are some slight discrepancies. Back tested against VPVR settings: Row Size 500, Value Area 70. Maximum of 500 lines will only be shown.
Wskaźnik Pine Script®
od Frien_dd-DisDev
62
Divergence of Stocks Above MA50 v.s. US-Stock MarketEnglish: This indicator has been developed as an early warning tool to estimate the probability of correction in the US stock market. It works best in the daily chart. Function: 1.) "Index-line" The underlying stock index is converted to a scale between 0% and 100% based on its 52-week highs and lows. Where 100% is closing price at 52-week high and 0% is closing price at 52-week low. 2nd) "Stocks Above MA50". For each major stock index, there is an index that determines the percentage of stocks above its 50 moving average. For example, for the S&P 500, this is the S5FI. 3) "Divergence In an efficient market, both lines (index and number of stocks above the 50 MA) would run more or less in sync. A new high in the index would also mean a new high in the stocks trading above the 50 moving average. Often, however, a correction in the index is announced when the number of stocks trading above their 50 MA do not make a new, or even a lower, high while the underlying index marks a new high. The divergence signal measures this divergence of the indices. The higher the bar, the more pronounced the divergence. How to read the indicator? If a divergence occurs, then the stops should be tightened. As with any indicator, false signals can occur because a divergence does not automatically lead to a correction. The higher the divergence is indicated, the higher the probability. The strength of a correction cannot be predicted with the indicator. For which symbols does the indicator work? The indicator works exclusively for the following symbols: S&P500: SPX, SPY, ES1!, US500 Index above MA50: S5FI Russel2000: IWM, US2000, RTY1!, RUT, IWO Index above MA50: R2FI NASDAQ100: NDX, NAS100, NQ1!, US100, QQQ Index above MA50: NDFI NASDAQ: IXIC, ONEQ, QCN1!, NDAQ Index above MA50: NCFI NYSE: XAX, NYA Index above MA50: MMFI DowJones100: DJX, DJI, DIA, MYM1!, YM1! Index above MA50: DIFI DowJonesComp: DOW, IYY Index above MA50: DCFI Deutsch: Dieser Indikator ist als Frühwarninstrument zur Einschätzung der Korrekturwahrscheinlichkeit im US-Aktienmarkt entwickelt worden. Er funktioniert am besten im Tages-Chart. Funktion: 1.) „Index-line“ Der zugrunde liegende Aktienindex wird bezogen auf seine 52Wochen Hochs und Tiefs in eine Skala zwischen 0% und 100% umgerechnet. Dabei sind 100% Schlusskurs auf 52-Wochen Hoch und 0% Schlusskurs auf 52-Wochen Tief. 2.) „Stocks Above MA50“ Zu jedem Hauptaktienindex gibt es einen Index, der den Prozentwert der Aktien über Ihrem 50 gleitenden Durchschnitt ermittelt. Beim S&P 500 ist das z.B. der S5FI. 3.) „Divergence“ In einem effizienten Markt würden beide Linien (Index und Anzahl Aktien über dem 50 MA) mehr oder weniger synchron laufen. Ein neues Hoch im Index würde auch ein neues Hoch bei den Aktien, die über dem 50 gleitenden Durchschnitt notieren, bedeuten. Oft jedoch kündigt sich eine Korrektur im Index an, wenn die Anzahl der Aktien, die über ihrem 50 MA notieren kein neues, oder sogar ein niedrigeres Hoch machen, während der zu Grunde liegende Index ein neues Hoch markiert. Das Divergenz-Signal misst diese auseinanderlaufen der Indices. Je höher der Balken, umso stärker ist die Divergenz ausgeprägt. Wie ist der Indikator zu lesen? Wenn eine Divergenz auftritt, dann sollten die Stopps enger herangezogen werden. Es kann wie bei jedem Indikator zu Fehlsignalen kommen, da eine Divergenz nicht automatisch zu einer Korrektur führen muss. Die Wahrscheinlichkeit ist um so höher, je höher die Divergenz angezeigt wird. Die Stärke einer Korrektur kann mit dem Indikator nicht prognostiziert werden. Für welche Symbole funktioniert der Indikator? Der Indikator funktioniert ausschließlich für folgende Symbole: S&P500: SPX, SPY, ES1!, US500 Index über MA50: S5FI Russel2000: IWM, US2000, RTY1!, RUT, IWO Index über MA50: R2FI NASDAQ100: NDX, NAS100, NQ1!, US100, QQQ Index über MA50: NDFI NASDAQ: IXIC, ONEQ, QCN1!, NDAQ Index über MA50: NCFI NYSE: XAX, NYA Index über MA50: MMFI DowJones100: DJX, DJI, DIA, MYM1!, YM1! Index über MA50: DIFI DowJonesComp: DOW, IYY Index über MA50: DCFI
Wskaźnik Pine Script®
od Benni_R
2
[BMAX] Bar Count(ENGLISH) This Indicator was created to present the candle numbers based on intraday timeframes. It is limited to 500 labels so you are able to select the separation between candle count, i.e. present every 2 candles. (PORTUGUÊS) Este indicador foi criado para apresentar a numeração de candlesticks baseado em tempos gráficos intraday. Ele é limitado a 500 marcações portanto você tem a opção de escolher a cada quantas barras ele se apresenta, por exemplo apresentar contagem a cada 2 barras.
Wskaźnik Pine Script®
od eduardogarufi
2
Monte Carlo Simulation - Random WalkHello All, Monte Carlo Simulation is a model used to predict the probability of different outcomes when the intervention of random variables is present. it is used by professionals in such widely disparate fields as finance, project management etc. You can find many articles about Monte Carlo Simulation on the net. In this script I tried to make Monte Carlo Simulation and "Random Walk". it calculates results over and over, each time using a different set of random values that is created using historical data (500 times by default) and show min-max and some random paths. number of "random walks" is calculated by using number of bars to predict, so if you change "Number of Bars to Predict" then number of random walks may change. Total number of the lines must be less than 500. "Number of Simulations " is 500 by default, more simulation better results. but if you increase it a lot then you may get "loop takes too long error" "Number of Bars to Predict" can be between 10-100 "Number of Bars to use as Data Source" is the number of historical bars to use in simulations Thanks to Ricardo Santos (@RicardoSantos) for letting me use his Random Number Generator Function. P.S. I am not mathematician and I tried to make it as far as I understood the method. so if you see any issue let me know please. Some examples: Number of Bars to Predict = 100: Number of Bars to Predict = 10: if you enable "Keep Past Min-Max Levels" option then min-max levels will stay on the chart Enjoy!
Wskaźnik Pine Script®
od LonesomeTheBlue
49
Pinescript - Common String Functions Library by RRBCommon String Functions Library by RagingRocketBull 2021 Version 1.0 Pinescript now has strong support for arrays with many powerful functions, but still lacks built-in string functions. Luckily you can easily process and manipulate strings using arrays. This script provides a library of common string functions for everyday use, such as: indexOf, substr, replace, ascii_code, str_to_int etc. There are 100+ unique functions (130 including all implementations) It should serve as building blocks to speed up the development of your custom scripts. You should also be able to learn how Pinescript arrays works and how you can process strings. Similar libraries for Array and Statistical Functions are in the works. You can find the full list of functions below. Features: - 100+ unique string functions (130 including all implementations) in categories: lookup, testing, conversion, modification, extraction, type conversion, date and time, console output - Live Output for all/selected functions based on User Input. Test any function before using in script. - Live Unit Test Output for several functions based on pre-defined inputs. - Output filters: show unique functions/all implementations, grouping - Console customization options: set custom text size, color, page length - Support for Pages - auto splits output into pages with fixed length, use pages in your scripts - Several easy to use console output functions to speed up debugging/output. WARNING: - Compilation Time: 1 min Notes: - uses Pinescript v3 Compatibility Framework - this script is packed to the max and sets a new record in testing of Pinescript's limits: 500 local scopes, 4000+ lines, 180kb+ source size. It's not possible to add more ifs/fors/functions without reducing functionality - to fit the max limit of local scopes = 500 all ifs were replaced with ?: where possible, the number of function calls was reduced, some calls replaced with inline function code - ifs are faster (especially when lots of them are used in a for cycle), more readable, but ifs/fors/functions increase local scopes (+1) and compiled file size, have max nesting limit = 10. - ?: are slower (especially in for cycles), hard to read when nested, don't affect local scopes, reduce compiled file size, can't contain plots, for statements (break/continue) and sets of statements - for most array functions to work (except push), an array must be defined with at least 1 pre-existing dummy element 0. - if you see "String too long" error - enable Show Pages, reduce Max Chars Per Page < Max String Length limit = 4096. - if you see "Loop too long" error - hide/unhide or reattach the script - some functions have several implementations that can be faster/slower, use internal code/ext functions - 1 is manual string processing using for cycles (array.get) and ext functions - provided in case you want to implement your own logic, may sometimes be slower - 2 is a 2nd alternate implementation mostly done using built-in functions (array.indexof, array.slice, array.insert, array.remove, str.replace_all), attempts to minimize local scopes and dependency on ext functions, should generally be faster - 3 is a 3rd alternate (array.includes, array.fill) or a more advanced implementation (datetime3_str) with lots of params, giving you the most control over output - most functions have dependencies, such as const names, global arrays, inputs, other functions. P.S. Strings of Time may be closed unto themselves or have loose ends; they can vibrate, stretch, join or split. Function Groups: 1. Char Functions - repeat(str, num) - ascii_char(code) - ascii_code(char) - is_digit(char) - is_letter(char) - digit_to_int(char) - is_space_char(char) 2. Char Test and Lookup Functions - char_at(str, pos) - char_code_at(str, pos) - indexOf_char(str, char) - lastIndexOf_char(str, char) - nth_indexOf_char(str, char, num) - includes_char(str, char) 3. String Lookup Functions - indexOf(str, target) - lastIndexOf(str, target) - nth_indexOf(str, target, num) - indexesOf(str, target) - numIndexesOf(str, target) 4. String Conversion Functions - lowercase(str) - uppercase(str) 5. String Modification and Extraction Functions - split(str, separator) - insert(str, pos, new_str) - remove(str, pos, length) - insert_char(str, pos, char) - remove_char(str, pos) - reverse(str) - fill_char(str, char, start_pos, end_pos) - replace(str, target, new_str) - replace_first(str, target, new_str) - replace_last(str, target, new_str) - replace_nth(str, target, new_str, num) - replace_left(str, new_str) - replace_right(str, new_str) - replace_middle(str, pos, new_str) - left(str, num) - right(str, num) - first_char(str) - last_char(str) - truncate(str, max_len) - truncate_middle2(str, trunc_str, pos, max_len) - truncate_from2(str, trunc_str, pos, max_len, side) - concat(str1, str2, trunc_str, max_len, mode) - concat_from(str1, str2, trunc_str, max_len, side, mode) - trim(str) - substr(str, pos, length) - substring(str, start_pos, end_pos) - strip(str, mask, target, is_allowed) - extract_groups(str) - extract_numbers(str, d1, d2, mode) - str_to_float(str, d1, d2) - str_to_int(str) - extract_ranges(str, d1, d2, d3, type) 6. String Test Functions - includes(str, target) - starts_with(str, target) - ends_with(str, target) - str_compare(str1, str2) 7. Type Conversion Functions - tf_check2(tf) - tf_to_mins() - convert_tf(tf) - period_to_mins(tf) - convert_tf2(tf) - convert_tf3(tf) - bool_to_str(flag) - get_src(src_str) - get_size(size_str) - get_style(style) - get_bool(bool_str) - get_int(str) - get_float(str, d1, d2) - get_color(str, def_color) - color_tr2(col_str, transp) - get_month(str) - month_name(num, format) - weekday_name(num, format) - dayofweek_name(t) 8. Date and Time Functions - date_str(t, d) - time_str(t, d) - datetime_str(t, d1, d2) - date2_str(t, d, type) - time2_str(t, d, type) - datetime2_str(t, d1, d2, format1, format2) - date3_str(t, template) - time3_str(t, template) - datetime3_str(t, template) 9. Console Output & Helper Functions - echo1(con, str) - echo2(x, y, con, str) - echo3(v_shift, con, str, msg_color, text_size) - echo4(x, y, con, str, msg_style, msg_color, text_size, text_align, msg_xloc) - echo5(x, y, con, str, msg_style, msg_color, text_size, text_align, msg_xloc) - echo6(x, y, con, str) - echo7(v_shift, con, str, msg_color, text_size) - echo8(x, y, con, str, msg_style, msg_color, text_size, text_align, msg_xloc) - echo9(x, y, con, str, msg_style, msg_color, text_size, text_align, msg_xloc) - new_page(str, line_str, trunc_str, header_str, footer_str, length, page_count, page, mode)
Wskaźnik Pine Script®
od RagingRocketBull
17
Ultimate Strategy TemplateHello Traders As most of you know, I'm a member of the PineCoders community and I sometimes take freelance pine coding jobs for TradingView users. Off the top of my head, users often want to: - convert an indicator into a strategy, so as to get the backtesting statistics from TradingView - add alerts to their indicator/strategy - develop a generic strategy template which can be plugged into (almost) any indicator My gift for the community today is my Ultimate Strategy Template Step 1: Create your connector Adapt your indicator with only 2 lines of code and then connect it to this strategy template. For doing so: 1) Find in your indicator where are the conditions printing the long/buy and short/sell signals. 2) Create an additional plot as below I'm giving an example with a Two moving averages cross. Please replicate the same methodology for your indicator wether it's a MACD, ZigZag, Pivots, higher-highs, lower-lows or whatever indicator with clear buy and sell conditions //@version=4 study(title='Moving Average Cross', shorttitle='Moving Average Cross', overlay=true, precision=6, max_labels_count=500, max_lines_count=500) type_ma1 = input(title="MA1 type", defval="SMA", options= ) length_ma1 = input(10, title = "   MA1 length", type=input.integer) type_ma2 = input(title="MA2 type", defval="SMA", options= ) length_ma2 = input(100, title = "   MA2 length", type=input.integer) // MA f_ma(smoothing, src, length) => iff(smoothing == "RMA", rma(src, length), iff(smoothing == "SMA", sma(src, length), iff(smoothing == "EMA", ema(src, length), src))) MA1 = f_ma(type_ma1, close, length_ma1) MA2 = f_ma(type_ma2, close, length_ma2) // buy and sell conditions buy = crossover(MA1, MA2) sell = crossunder(MA1, MA2) plot(MA1, color=color_ma1, title="Plot MA1", linewidth=3) plot(MA2, color=color_ma2, title="Plot MA2", linewidth=3) plotshape(buy, title='LONG SIGNAL', style=shape.circle, location=location.belowbar, color=color_ma1, size=size.normal) plotshape(sell, title='SHORT SIGNAL', style=shape.circle, location=location.abovebar, color=color_ma2, size=size.normal) /////////////////////////// SIGNAL FOR STRATEGY ///////////////////////// Signal = buy ? 1 : sell ? -1 : 0 plot(Signal, title="🔌Connector🔌", transp=100) Basically, I identified my buy, sell conditions in the code and added this at the bottom of my indicator code Signal = buy ? 1 : sell ? -1 : 0 plot(Signal, title="🔌Connector🔌", transp=100) Important Notes 🔥 The Strategy Template expects the value to be exactly 1 for the bullish signal , and -1 for the bearish signal Now you can connect your indicator to the Strategy Template using the method below or that one Step 2: Connect the connector 1) Add your updated indicator to a TradingView chart 2) Add the Strategy Template as well to the SAME chart 3) Open the Strategy Template settings and in the Data Source field select your 🔌Connector🔌 (which comes from your indicator) From then, you should start seeing the signals and plenty of other stuff on your chart 🔥 Note that whenever you'll update your indicator values, the strategy statistics and visual on your chart will update in real-time Settings - Color Candles : Color the candles based on the trade state (bullish, bearish, neutral) - Close positions at market at the end of each session : useful for everything but cryptocurrencies - Session time ranges : Take the signals from a starting time to an ending time - Close Direction : Choose to close only the longs, shorts, or both - Date Filter : Take the signals from a starting date to an ending date - Set the maximum losing streak length with an input - Set the maximum winning streak length with an input - Set the maximum consecutive days with a loss - Set the maximum drawdown (in % of strategy equity) - Set the maximum intraday loss in percentage - Limit the number of trades per day - Limit the number of trades per week - Stop-loss: None or Percentage or Trailing Stop Percentage or ATR - Take-Profit: None or Percentage or ATR - Risk-Reward based on ATR multiple for the Stop-Loss and Take-Profit This script is open-source so feel free to use it, and optimize it as you want Alerts Maybe you didn't know it but alerts are available on strategy scripts. I added them in this template - that's cool because: - if you don't know how to code, now you can connect your indicator and get alerts - you have now a cool template showing you how to create alerts for strategy scripts Source: www.tradingview.com I hope you'll like it, use it, optimize it and most importantly....make some optimizations to your indicators thanks to this Strategy template Special Thanks Special thanks to @JosKodify as I borrowed a few risk management snippets from his website: kodify.net Additional features I thought of plenty of extra filters that I'll add later on this week on this strategy template Best Dave
Strategia Pine Script®
od Daveatt
275
Market Traffic LightThis indicator visualizes warning and panic signs, which are shown separately. 1. Section (Fear & Greed) Approximation of the CNN Money Fear & Greed index based on code of user MagicEins. The index shows values between 0 (extreme fear, red) and 100 (extreme greed, green). 2. Section (warning signs) VIX: Values above 20 are red and below green. The legend shows the value of the current bar including the change from the bar before. The average VIX is about 16. Values over 20 are a sign of stressed market. Distribution days: A distribution day (loss to the day before > 0,2 % and higher volume) is marked with a yellow dot. In case there are more than four distributions days within 25 markets days the dot is orange. When big players redistribute their investments distribution days can occur. If this is done often (more than four times within 25 market days) it is possible that the markets changes or that a sector rotation occurs. For calculation distribution days futures of S&P 500 (ES1!) and NASDAQ (NQ1!) are used because the volume for this calculation is needed. TradingView does not support volumes for S&P 500 or NASDAQ directly. Markets: A green/red dot signals that the market is above/below its 25-Daily-EMA. A green/red square signals that the market is above/below its 25-Weekly-EMA. Markets can give as a feeling about where investors store their money. E.g. when markets are falling but DUX (Down Jones Utility Average) is rising this means that investors put their money into save haven. This can be a sign that the markets will fall more. 3. Section (panic signs, = signs of reaching a low within a correction of a crash) VIX-Reversion: A VIX reversion day (VIX > 20 & VIX high > VIX high of the day before & VIX high – VIX close > 3) is marked as a yellow dot VVIX: A value equal or above 140 is marked with a yellow dot and shows absolute panic. PCR Intra max: A value equal or above 1.4 is marked with a yellow dot. New high/lows: New highs/lows are shown for AMEX, NYSE and NASDAQ. A yellow dot is shown if the ratio is less or equal than 0.01. Down-Day: Down days are shown for AMEX, NYSE and NASDA. A yellow dot is shown if at least 90 % of the whole volume (up and down) is a down volume. In Addition to the warning signs in the second section a check of the Advance Decline Line (NYSE and NASDAQ) for bullish and bearish divergences is useful. The whole set-up can be seen in the screenshot. Only one signal normally does not give us a good prediction. Therefore we need to see these indication as a bundle. TradingView gives us the opportunity to check some striking market situations in the past. So feel free to test this indication for building up your own opinion. Please feel free to comment in case of failures, improvements or experiences (good or bad).
Wskaźnik Pine Script®
od funcharts
3
Normalized Volatility IndicatorFrom an article by Rajesh Kayakkal: "Early bear phase signals can help you get out of the market before it turns down. This indicator tells you how. There are many ways to identify the trend of a financial market, the most common being the 200-day exponential moving average (Ema). When price is trending down below the 200-day Ema, the market is believed to be in a bear phase. If the market is trending up above the 200-day Ema, it is considered to be in a bull phase. Since every indicator fails at times, I wanted to find other indicators to confirm a trend. In my quest for another indicator to determine the trend for the financial markets, I found the Cboe Volatility Index (Vix) to be a good indicator of the market direction. The Vix is calculated from the weighted average of the implied volatilities of various options on the Standard & Poor’s 500 index futures. J. Welles Wilder’s average true range can also give an indication of the financial market trends; that is, when the market is in a bull phase, the average true range narrows, and when it is in a bear phase, the average true range expands. The normalized volatility indicator (Nvi) is based on this behavior. Normalized volatility indicator (Nvi) Average true range (Atr) varies depending on time. But how do we determine the phase of the financial market with Atr? Perhaps some type of ratio could give us a clue. A ratio presents a relationship of a quantity with respect to another. I did some research based on a ratio of the 64-day average true range and the end-of-day value of equity indexes such as the Standard & Poor’s 500 (Spx). I selected the 64-day period since it is close to the average number of trading days in a quarter. The ratio of the 64-day average true range and closing price does discount seasonal variations in the average true range and gives a single number that can be used to compare volatility of an instrument across many decades. I call this ratio the normalized volatility indicator. I found an interesting correlation between Nvi and cycles of major equity market indexes. The formula for the Nvi is: Nvi = 64 - Day average true range/End-of-day price * 100 The NVI gave advanced signals before the cyclical bear phase of SPX commenced in October 2000 and was almost on the spot with the bull phase that began in 2003 and the current secular bear market cycle, which started in November 2007." Includes options to show inverse NVI and change the ATR length and smoothing.
Wskaźnik Pine Script®
od MartinShkreIi
3
FAIR P/E BASED ON INTEREST RATESJust a different way to view S&P 500 valuations versus the standard look of looking at raw PE. Current yield of the 10 Year Bonds are used to calculate a fair value for the SPX. This is a methodology that Buffett uses to measure value. Recommend turning off most plots and just plotting PE and/or PE10 percent difference only. The "slope and intercept" inputs should be left alone unless you recalculate them with updated data. The "current PE and PE10" inputs can be found here: www.multpl.com This is a daily estimated value. The full calculated value is released once per month, and is what Quandl has. Change these numbers if you want today's updated values. Once you have the study set up the way you want, I recommend saving the defaults (bottom left corner in the settings screen).
Wskaźnik Pine Script®
od bigurb
5
Coppock Curve StrategyThis strategy makes use of a not widely known technical indicator called "Coppock Curve". The indicator is derived by taking a weighted moving average of the rate-of-change (ROC) of a market index such as the S&P 500 or a trading equivalent such as the S&P 500 SPDR ETF. For more info: (www.investopedia.com) This strategy uses $SPY Coppock curve as a proxy to generate buy signals on other ETF's and stocks. Buy signals are generated when the Coppock Curve crosses above zero, and sell signals are generated when it crosses below. An optional, trailing stop loss is available, with default settings to 100% so that it does not currently affect the buy and sell signals solely generated by the Coppock Curve. But you may find adding a Trailing stop loss may improve results on certain ETF's/Stocks. You may also change the symbol for which signals are generated for, default is $SPY. The published example shows using this strategy on a leverage ETF $TQQQ w/ starting capital of 10k, w/ 10k per trade. Try it on other stocks such as $AAPL, $AMZN $NFLX ect... I have found it to be an effective strategy that has a favorable risk to reward profile. Any questions, please let me know!
Strategia Pine Script®
od RolandoSantos
13
Smart Relative Strength Can Remove False SignalsRelative strength is one of the most useful indicators in the market, highlighting when stocks and sectors are outperforming or underperforming a broader index. Traditional RS compares the percentage change of one symbol over a given time frame and subtracts the percentage change of the S&P 500 over the same period. This is handy, but it can produce false signals at times of volatility. For example, when the broader market is crashing, certain sectors may “outperform” simply by falling less than the S&P 500. Smart Relative Strength addresses this shortcoming by requiring that the symbol’s absolute AND relative returns both be positive. Otherwise a zero is returned. This was useful last week on the Dow Jones Transportation Average . Using simple relative strength, it had its best one-week performance against the S&P 500 since October 2008. This was obviously a false signal because October 2008 was a time that everything else was crashing. Smart Relative Strength showed that, excluding periods of overall decline, DJT had its best week since January 2008. Note: This chart uses a 1-period interval, while the code defaults to 21 periods.
Wskaźnik Pine Script®
od TradeStation
8