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Bloomberg Financial Conditions Index (Proxy)The Bloomberg Financial Conditions Index (BFCI): A Proxy Implementation Financial conditions indices (FCIs) have become essential tools for economists, policymakers, and market participants seeking to quantify and monitor the overall state of financial markets. Among these measures, the Bloomberg Financial Conditions Index (BFCI) has emerged as a particularly influential metric. Originally developed by Bloomberg L.P., the BFCI provides a comprehensive assessment of stress or ease in financial markets by aggregating various market-based indicators into a single, standardized value (Hatzius et al., 2010). The original Bloomberg Financial Conditions Index synthesizes approximately 50 different financial market variables, including money market indicators, bond market spreads, equity market valuations, and volatility measures. These variables are normalized using a Z-score methodology, weighted according to their relative importance to overall financial conditions, and then aggregated to produce a composite index (Carlson et al., 2014). The resulting measure is centered around zero, with positive values indicating accommodative financial conditions and negative values representing tighter conditions relative to historical norms. As Angelopoulou et al. (2014) note, financial conditions indices like the BFCI serve as forward-looking indicators that can signal potential economic developments before they manifest in traditional macroeconomic data. Research by Adrian et al. (2019) demonstrates that deteriorating financial conditions, as measured by indices such as the BFCI, often precede economic downturns by several months, making these indices valuable tools for predicting changes in economic activity. Proxy Implementation Approach The implementation presented in this Pine Script indicator represents a proxy of the original Bloomberg Financial Conditions Index, attempting to capture its essential features while acknowledging several significant constraints. Most critically, while the original BFCI incorporates approximately 50 financial variables, this proxy version utilizes only six key market components due to data accessibility limitations within the TradingView platform. These components include: Equity market performance (using SPY as a proxy for S&P 500) Bond market yields (using TLT as a proxy for 20+ year Treasury yields) Credit spreads (using the ratio between LQD and HYG as a proxy for investment-grade to high-yield spreads) Market volatility (using VIX directly) Short-term liquidity conditions (using SHY relative to equity prices as a proxy) Each component is transformed into a Z-score based on log returns, weighted according to approximated importance (with weights derived from literature on financial conditions indices by Brave and Butters, 2011), and aggregated into a composite measure. Differences from the Original BFCI The methodology employed in this proxy differs from the original BFCI in several important ways. First, the variable selection is necessarily limited compared to Bloomberg's comprehensive approach. Second, the proxy relies on ETFs and publicly available indices rather than direct market rates and spreads used in the original. Third, the weighting scheme, while informed by academic literature, is simplified compared to Bloomberg's proprietary methodology, which may employ more sophisticated statistical techniques such as principal component analysis (Kliesen et al., 2012). These differences mean that while the proxy BFCI captures the general direction and magnitude of financial conditions, it may not perfectly replicate the precision or sensitivity of the original index. As Aramonte et al. (2013) suggest, simplified proxies of financial conditions indices typically capture broad movements in financial conditions but may miss nuanced shifts in specific market segments that more comprehensive indices detect. Practical Applications and Limitations Despite these limitations, research by Arregui et al. (2018) indicates that even simplified financial conditions indices constructed from a limited set of variables can provide valuable signals about market stress and future economic activity. The proxy BFCI implemented here still offers significant insight into the relative ease or tightness of financial conditions, particularly during periods of market stress when correlations among financial variables tend to increase (Rey, 2015). In practical applications, users should interpret this proxy BFCI as a directional indicator rather than an exact replication of Bloomberg's proprietary index. When the index moves substantially into negative territory, it suggests deteriorating financial conditions that may precede economic weakness. Conversely, strongly positive readings indicate unusually accommodative financial conditions that might support economic expansion but potentially also signal excessive risk-taking behavior in markets (López-Salido et al., 2017). The visual implementation employs a color gradient system that enhances interpretation, with blue representing neutral conditions, green indicating accommodative conditions, and red signaling tightening conditions—a design choice informed by research on optimal data visualization in financial contexts (Few, 2009). References Adrian, T., Boyarchenko, N. and Giannone, D. (2019) 'Vulnerable Growth', American Economic Review, 109(4), pp. 1263-1289. Angelopoulou, E., Balfoussia, H. and Gibson, H. (2014) 'Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?', Economic Modelling, 38, pp. 392-403. Aramonte, S., Rosen, S. and Schindler, J. (2013) 'Assessing and Combining Financial Conditions Indexes', Finance and Economics Discussion Series, Federal Reserve Board, Washington, D.C. Arregui, N., Elekdag, S., Gelos, G., Lafarguette, R. and Seneviratne, D. (2018) 'Can Countries Manage Their Financial Conditions Amid Globalization?', IMF Working Paper No. 18/15. Brave, S. and Butters, R. (2011) 'Monitoring financial stability: A financial conditions index approach', Economic Perspectives, Federal Reserve Bank of Chicago, 35(1), pp. 22-43. Carlson, M., Lewis, K. and Nelson, W. (2014) 'Using policy intervention to identify financial stress', International Journal of Finance & Economics, 19(1), pp. 59-72. Few, S. (2009) Now You See It: Simple Visualization Techniques for Quantitative Analysis. Analytics Press, Oakland, CA. Hatzius, J., Hooper, P., Mishkin, F., Schoenholtz, K. and Watson, M. (2010) 'Financial Conditions Indexes: A Fresh Look after the Financial Crisis', NBER Working Paper No. 16150. Kliesen, K., Owyang, M. and Vermann, E. (2012) 'Disentangling Diverse Measures: A Survey of Financial Stress Indexes', Federal Reserve Bank of St. Louis Review, 94(5), pp. 369-397. López-Salido, D., Stein, J. and Zakrajšek, E. (2017) 'Credit-Market Sentiment and the Business Cycle', The Quarterly Journal of Economics, 132(3), pp. 1373-1426. Rey, H. (2015) 'Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence', NBER Working Paper No. 21162.
Wskaźnik Pine Script®
od EdgeTools
3
Anchored Probability Cone by TenozenFirst of all, credit to @nasu_is_gaji for the open source code of Log-Normal Price Forecast! He teaches me alot on how to use polylines and inverse normal distribution from his indicator, so check it out! What is this indicator all about? This indicator draws a probability cone that visualizes possible future price ranges with varying levels of statistical confidence using Inverse Normal Distribution , anchored to the start of a selected timeframe (4h, W, M, etc.) Feutures: Anchored Cone: Forecasts begin at the first bar of each chosen higher timeframe, offering a consistent point for analysis. Drift & Volatility-Based Forecast: Uses log returns to estimate market volatility (smoothed using VWMA) and incorporates a trend angle that users can set manually. Probabilistic Price Bands: Displays price ranges with 5 customizable confidence levels (e.g., 30%, 68%, 87%, 99%, 99,9%). Dynamic Updating: Recalculates and redraws the cone at the start of each new anchor period. How to use: Choose the Anchored Timeframe (PineScript only be able to forecast 500 bars in the future, so if it doesn't plot, try adjusting to a lower anchored period). You can set the Model Length, 100 sample is the default. The higher the sample size, the higher the bias towards the overall volatility. So better set the sample size in a balanced manner. If the market is inside the 30% conifidence zone (gray color), most likely the market is sideways. If it's outside the 30% confidence zone, that means it would tend to trend and reach the other probability levels. Always follow the trend, don't ever try to trade mean reversions if you don't know what you're doing, as mean reversion trades are riskier. That's all guys! I hope this indicator helps! If there's any suggestions, I'm open for it! Thanks and goodluck on your trading journey!
Wskaźnik Pine Script®
od Tenozen
1
LULD Bands & Trading Halt Detector [Volume Vigilante]📖 LULD Bands & Trading Halt Detector This advanced tool visualizes official Limit Up / Limit Down (LULD) price bands and detects regulatory trading halts and resumptions based on SEC and NASDAQ rules. It is engineered for high accuracy by anchoring all calculations to the 1-minute timeframe, ensuring reliable signals across any chart resolution. 📌 What Does This Script Do? - Draws real-time LULD price band estimations and optional buffer (caution) zones directly on the chart. - Detects trading halt resumptions by monitoring time gaps between candles and other regulatory criteria. (Note: Due to Pine Script limitations, halts cannot be detected in real-time, only resumptions after they occur.) - Triggers real-time alerts for: - Trading Resumptions (Limit Up & Limit Down) - LULD Zone Entries (Caution Zone) - Band Breaches (Limit Up and Limit Down) - Plots historical halt resumption markers to analyse past events. 📐 How It Works: - Implements official SEC/NASDAQ LULD rules for Tier 1 and Tier 2 securities. - Applies special band adjustments for the final 25 minutes of trading (after 3:35 PM ET). - Anchors all logic to the 1-minute timeframe for precise calculations, even on higher timeframe charts. - Includes adjustable volume and volatility filters to eliminate false signals (ghost halts) on low-- liquidity assets, especially Tier 2 securities when TradingView fails to print candles. ⚙️ How to Use It: 1.) Apply the script to any asset or timeframe. 2.) Adjust Volume and Volatility Filters to reduce noise. (Recommended: 500,000+ volume, 10%+ volatility.) 3.) Enable or disable visual components like bands, buffer zones, and halt resumption labels. 4.) Configure alerts directly from the script settings panel. 5.) Apply alerts to individual assets via "Add Alert On..." or to entire watchlists using "Add Alert on the List." 🧩 What Makes This Script Unique? - True 1-Minute Anchored Calculations: Ensures alerts and visuals match official trading halt criteria regardless of chart timeframe. - Customisable Buffered Zones: Visualise proximity to regulatory price limits and avoid volatility traps. - Combines halt resumption detection, limit up/down band visualisation, and real-time alerts into one clean, modular tool. 📚 Disclaimer: This script is for educational purposes only and does not constitute financial advice. Use at your own discretion and consult a licensed financial advisor before making trading decisions based on it. Official Resources: - NASDAQ LULD Regulations (FAQ): www.nasdaqtrader.com Current Nasdaq Trading Halts: www.nasdaqtrader.com
Wskaźnik Pine Script®
od VolumeVigilante
2
Divergence Macro Sentiment Indicator (DMSI)The Divergence Macro Sentiment Indicator (DMSI) Think of DMSI as your daily “mood ring” for the markets. It boils down the tug-of-war between growth assets (S&P 500, copper, oil) and safe havens (gold, VIX) into one clear histogram—so you instantly know if the bulls have broad backing or are charging ahead with one foot tied behind. 🔍 What You’re Seeing Green bars (above zero): Risk-on conviction. Equities and commodities are rallying while gold and volatility retreat. Red bars (below zero): Risk-off caution. Gold or VIX are climbing even as stocks rise—or stocks aren’t fully joined by oil/copper. Zero line: The line in the sand between “full-steam ahead” and “proceed with care.” 📈 How to Read It Cross-Zero Signals Bullish trigger: DMSI flips up through zero after a red stretch → fresh long entries. Bearish trigger: DMSI tumbles below zero from green territory → tighten stops or go defensive. Divergence Warnings If SPX makes new highs but DMSI is rolling over (lower green bars or red), that’s your early red flag—rallies may fizzle. Strength Confirmation On pullbacks, only buy dips when DMSI ≥ 0. When DMSI is deeply positive, you can be more aggressive on position size or add leverage. 💡 Trade Guidance & Use Cases Trend Filter: Only take your S&P or sector-ETF long setups when DMSI is non-negative—avoids hollow rallies. Macro Pair Trades: Deep red DMSI: go long gold or gold miners (GLD, GDX). Strong green DMSI: lean into cyclicals, industrials, even energy names. Risk Management: Scale out as DMSI fades into negative territory mid-trade. Scale in or add to winners when it stays bullish. Swing Confirmation: Overlay on any oscillator or price-pattern system—accept signals only when the macro tide is flowing in your favour. 🚀 Why It Works Markets don’t move in a vacuum. When stocks rally but the “real-economy” metals and volatility aren’t cooperating, something’s off under the hood. DMSI catches those cross-asset cracks before price alone can—and gives you an early warning system for smarter entries, tighter risk, and bigger gains when the macro trend really kicks in.
Wskaźnik Pine Script®
od Trading_Theories
CAN INDICATORCAN Moving Averages Indicator - Feature Guide 1. Multiple Moving Averages (20 MAs) - Supports up to 20 individual moving averages - Each MA can be independently configured: - Enable/Disable toggle - Length (period) setting - Type selection (SMA, EMA, DEMA, VWMA, RMA, WMA) - Color customization - Individual timeframe settings when global timeframe is disabled Pre-configured MA Settings: 1. MA1-8: SMA type - Lengths: 20, 50, 100, 200, 365, 489, 600, 1460 2. MA9-20: EMA type - Lengths: 30, 60, 120, 240, 300, 400, 500, 700, 800, 900, 1000, 2000 2. Global Timeframe Settings Location: Global Settings group Features: - Use Global Timeframe: Toggle to use one timeframe for all MAs - Global Timeframe: Select the timeframe to apply globally 3. Label Display Options Location: Main Inputs section Controls: - Show MA Type: Display MA type (SMA, EMA, etc.) - Show MA Length: Display period length - Show Resolution: Display timeframe - Label Offset: Adjust label position 4. Cross Alerts System Location: Cross Alerts group Features: 1. Price Crosses: - Alerts when price crosses any selected MA - Select MA to monitor (1-20) - Triggers on crossover/crossunder 2. MA Crosses: - Alerts when one MA crosses another - Select fast MA (1-20) - Select slow MA (1-20) - Triggers on crossover/crossunder 5. Relative Strength (RS) Analysis Location: Relative Strength group Features: - Select any MA to monitor (1-20) - Compares MA to its own average - Adjustable RS Length (default 14) - Visual feedback via background color: - Green: MA above its average (uptrend) - Red: MA below its average (downtrend) - Customizable colors and transparency 6. Moving Average Types Available 1. **SMA** (Simple Moving Average) - Equal weight to all prices 2. **EMA** (Exponential Moving Average) - More weight to recent prices 3. **DEMA** (Double Exponential Moving Average) - Reduced lag compared to EMA 4. **VWMA** (Volume Weighted Moving Average) - Incorporates volume data 5. **RMA** (Running Moving Average) - Smoother than EMA 6. **WMA** (Weighted Moving Average) - Linear weight distribution Usage Tips 1. **For Trend Following:** - Enable longer-period MAs (MA4-MA8) - Use cross alerts between long-term MAs - Monitor RS for trend strength 2. **For Short-term Trading:** - Focus on shorter-period MAs (MA1-MA3, MA9-MA11) - Enable price cross alerts - Use multiple timeframe analysis 3. **For Multiple Timeframe Analysis:** - Disable global timeframe - Set different timeframes for each MA - Compare MA relationships across timeframes 4. **For Performance:** - Disable unused MAs - Limit active alerts to necessary pairs - Use RS selectively on key MAs
Wskaźnik Pine Script®
od mr_uponly
ETH to RTH Gap DetectorETH to RTH Gap Detector What It Does This indicator identifies and tracks custom-defined gaps that form between Extended Trading Hours (ETH) and Regular Trading Hours (RTH). Unlike traditional gap definitions, this indicator uses a specialized approach - defining up gaps as the space between previous session close high to current session initial balance low, and down gaps as the space from previous session close low to current session initial balance high. Each detected gap is monitored until it's touched by price. Key Features Detects custom-defined ETH-RTH gaps based on previous session close and current session initial balance Automatically identifies both up gaps and down gaps Visualizes gaps with color-coded boxes that extend until touched Tracks when gaps are filled (when price touches the gap area) Offers multiple display options for filled gaps (color change, border only, pattern, or delete) Provides comprehensive statistics including total gaps, up/down ratio, and touched gap percentage Includes customizable alert system for real-time gap filling notifications Features toggle options for dashboard visibility and weekend sessions Uses time-based box coordinates to avoid common TradingView drawing limitations How To Use It Configure Session Times : Set your preferred RTH hours and timezone (default 9:30-16:00 America/New York) Set Initial Balance Period : Adjust the initial balance period (default 30 minutes) for gap detection sensitivity Monitor Gap Formation : The indicator automatically detects gaps between the previous session close and current session IB Watch For Gap Fills : Gaps change appearance or disappear when price touches them, based on your selected style Check Statistics : View the dashboard to see total gaps, directional distribution, and touched percentage Set Alerts : Enable alerts to receive notifications when gaps are filled Settings Guide RTH Settings : Configure the start/end times and timezone for Regular Trading Hours Initial Balance Period : Controls how many minutes after market open to calculate the initial balance (1-240 minutes) Display Settings : Toggle gap boxes, extension behavior, and dashboard visibility Filled Box Style : Choose how filled gaps appear - Filled (color change), Border Only, Pattern, or Delete Color Settings : Customize colors for up gaps, down gaps, and filled gaps Alert Settings : Control when and how alerts are triggered for gap fills Weekend Session Toggle : Option to include or exclude weekend trading sessions Technical Details The indicator uses time-based coordinates (xloc.bar_time) to prevent "bar index too far" errors Gap boxes are intelligently limited to avoid TradingView's 500-bar drawing limitation Box creation and fill detection use proper range intersection logic for accuracy Session detection is handled using TradingView's session string format for reliability Initial balance detection is precisely calculated based on time difference Statistics calculations exclude zero-division scenarios for stability This indicator works best on futures markets with extended and regular trading hours, especially indices (ES, NQ, RTY) and commodities. Performs well on timeframes from 1-minute to 1-hour. What Makes It Different Most gap indicators focus on traditional open-to-previous-close gaps, but this tool offers a specialized definition more relevant to ETH/RTH transitions. By using the initial balance period to define gap edges, it captures meaningful price discrepancies that often provide trading opportunities. The indicator combines sophisticated gap detection logic with clean visualization and comprehensive tracking statistics. The customizable fill styles and integrated alert system make it practical for both chart analysis and active trading scenarios.
Wskaźnik Pine Script®
od mindyourbuisness
Stock vs SPY % ChangeStock vs SPY % Change Indicator This Pine Script indicator helps you compare a stock's price performance to the S&P 500 (using SPY ETF) over a user-defined period. It calculates the percentage price change of the stock and SPY, then displays the difference as a relative performance metric. A positive value (plotted in green) indicates the stock is outperforming SPY (e.g., dropping only 3% while SPY drops 10%), while a negative value (plotted in red) shows underperformance. Features: Adjustable lookback period (default: 20 days) to analyze recent performance. Visual plot with green/red coloring for quick interpretation. Zero line to clearly separate outperformance from underperformance. How to Use: Apply the indicator to your stock's chart. Set the "Lookback Period" in the settings (e.g., 20 for ~1 month). Check the plot: Green (above 0) = Stock's % change is better than SPY's. Red (below 0) = Stock's % change is worse than SPY's. Use on daily or weekly charts for best results. Ideal for identifying stocks that hold up better during market downturns or outperform in uptrends. Perfect for relative strength analysis and to spot accumulation.
Wskaźnik Pine Script®
od Mindahoy
Binary Strategy (with SMI logic)🧠 How to Use: Chart Timeframe: 5-minute Setup: Wait for an arrow to appear Green arrow = BUY a 20-min binary in uptrend with positive momentum Red arrow = SELL a 20-min binary in downtrend with negative momentum SMI Logic: Entry only when SMI crosses its signal line in the trend direction and above/below zero Works for Nadex 20-Minute $&P 500 Binary If long at 75 get out at 50, or if short at 25 get out at 50. This allow you to be trading at a 1:1 ratio. (Approx.)
Wskaźnik Pine Script®
od RealBootHill
Dskyz (DAFE) Quantum Sentiment Flux - Beginners Dskyz (DAFE) Quantum Sentiment Flux - Beginners: Welcome to the Dskyz (DAFE) Quantum Sentiment Flux - Beginners , a strategy and concept that’s your ultimate wingman for trading futures like MNQ, NQ, MES, and ES. This gem combines lightning-fast momentum signals, market sentiment smarts, and bulletproof risk management into a system so intuitive, even newbies can trade like pros. With clean DAFE visuals, preset modes for every vibe, and a revamped dashboard that’s basically a market GPS, this strategy makes futures trading feel like a high-octane sci-fi mission. Built on the Dskyz (DAFE) legacy of Aurora Divergence, the Quantum Sentiment Flux is designed to empower beginners while giving seasoned traders a lean, sentiment-driven edge. It uses fast/slow EMA crossovers for entries, filters trades with VIX, SPX trends, and sector breadth, and keeps your account safe with adaptive stops and cooldowns. Tuned for more action with faster signals and a slick bottom-left dashboard, this updated version is ready to light up your charts and outsmart institutional traps. Let’s dive into why this strat’s a must-have and break down its brilliance. Why Traders Need This Strategy Futures markets are a wild ride—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional games that can wreck unprepared traders. Beginners often get lost in complex systems or burned by impulsive trades. The Quantum Sentiment Flux is the antidote, offering: Dead-Simple Setup: Preset modes (Aggressive, Balanced, Conservative) auto-tune signals, risk, and sizing, so you can trade without a quant degree. Sentiment Superpower: VIX filter, SPX trend, and sector breadth visuals keep you aligned with market health, dodging chop and riding trends. Ironclad Safety: Tighter ATR-based stops, 2:1 take-profits, and preset cooldowns protect your capital, even in chaotic sessions. Next-Level Visuals: Green/red entry triangles, vibrant EMAs, a sector breadth background, and a beefed-up dashboard make signals and context pop. DAFE Swagger: The clean aesthetics, sleek dashboard—ties it to Dskyz’s elite brand, making your charts a work of art. Traders need this because it’s a plug-and-play system that blends beginner-friendly simplicity with pro-level market awareness. Whether you’re just starting or scalping 5min MNQ, this strat’s your key to trading with confidence and style. Strategy Components 1. Core Signal Logic (High-Speed Momentum) The strategy’s engine is a momentum-based system using fast and slow Exponential Moving Averages (EMAs), now tuned for faster, more frequent trades. How It Works: Fast/Slow EMAs: Fast EMA (Aggressive: 5, Balanced: 7, Conservative: 9 bars) and slow EMA (12/14/18 bars) track short-term vs. longer-term momentum. Crossover Signals: Buy: Fast EMA crosses above slow EMA, and trend_dir = 1 (fast EMA > slow EMA + ATR * strength threshold). Sell: Fast EMA crosses below slow EMA, and trend_dir = -1 (fast EMA < slow EMA - ATR * strength threshold). Strength Filter: ma_strength = fast EMA - slow EMA must exceed an ATR-scaled threshold (Aggressive: 0.15, Balanced: 0.18, Conservative: 0.25) for robust signals. Trend Direction: trend_dir confirms momentum, filtering out weak crossovers in choppy markets. Evolution: Faster EMAs (down from 7–10/21–50) catch short-term trends, perfect for active futures markets. Lower strength thresholds (0.15–0.25 vs. 0.3–0.5) make signals more sensitive, boosting trade frequency without sacrificing quality. Preset tuning ensures beginners get optimized settings, while pros can tweak via mode selection. 2. Market Sentiment Filters The strategy leans hard into market sentiment with a VIX filter, SPX trend analysis, and sector breadth visuals, keeping trades aligned with the big picture. VIX Filter: Logic: Blocks long entries if VIX > threshold (default: 20, can_long = vix_close < vix_limit). Shorts are always allowed (can_short = true). Impact: Prevents longs during high-fear markets (e.g., VIX spikes in crashes), while allowing shorts to capitalize on downturns. SPX Trend Filter: Logic: Compares S&P 500 (SPX) close to its SMA (Aggressive: 5, Balanced: 8, Conservative: 12 bars). spx_trend = 1 (UP) if close > SMA, -1 (DOWN) if < SMA, 0 (FLAT) if neutral. Impact: Provides dashboard context, encouraging trades that align with market direction (e.g., longs in UP trend). Sector Breadth (Visual): Logic: Tracks 10 sector ETFs (XLK, XLF, XLE, etc.) vs. their SMAs (same lengths as SPX). Each sector scores +1 (bullish), -1 (bearish), or 0 (neutral), summed as breadth (-10 to +10). Display: Green background if breadth > 4, red if breadth < -4, else neutral. Dashboard shows sector trends (↑/↓/-). Impact: Faster SMA lengths make breadth more responsive, reflecting sector rotations (e.g., tech surging, energy lagging). Why It’s Brilliant: - VIX filter adds pro-level volatility awareness, saving beginners from panic-driven losses. - SPX and sector breadth give a 360° view of market health, boosting signal confidence (e.g., green BG + buy signal = high-probability trade). - Shorter SMAs make sentiment visuals react faster, perfect for 5min charts. 3. Risk Management The risk controls are a fortress, now tighter and more dynamic to support frequent trading while keeping accounts safe. Preset-Based Risk: Aggressive: Fast EMAs (5/12), tight stops (1.1x ATR), 1-bar cooldown. High trade frequency, higher risk. Balanced: EMAs (7/14), 1.2x ATR stops, 1-bar cooldown. Versatile for most traders. Conservative: EMAs (9/18), 1.3x ATR stops, 2-bar cooldown. Safer, fewer trades. Impact: Auto-scales risk to match style, making it foolproof for beginners. Adaptive Stops and Take-Profits: Logic: Stops = entry ± ATR * atr_mult (1.1–1.3x, down from 1.2–2.0x). Take-profits = entry ± ATR * take_mult (2x stop distance, 2:1 reward/risk). Longs: stop below entry, TP above; shorts: vice versa. Impact: Tighter stops increase trade turnover while maintaining solid risk/reward, adapting to volatility. Trade Cooldown: Logic: Preset-driven (Aggressive/Balanced: 1 bar, Conservative: 2 bars vs. old user-input 2). Ensures bar_index - last_trade_bar >= cooldown. Impact: Faster cooldowns (especially Aggressive/Balanced) allow more trades, balanced by VIX and strength filters. Contract Sizing: Logic: User sets contracts (default: 1, max: 10), no preset cap (unlike old 7/5/3 suggestion). Impact: Flexible but risks over-leverage; beginners should stick to low contracts. Built To Be Reliable and Consistent: - Tighter stops and faster cooldowns make it a high-octane system without blowing up accounts. - Preset-driven risk removes guesswork, letting newbies trade confidently. - 2:1 TPs ensure profitable trades outweigh losses, even in volatile sessions like April 27, 2025 ES slippage. 4. Trade Entry and Exit Logic The entry/exit rules are simple yet razor-sharp, now with VIX filtering and faster signals: Entry Conditions: Long Entry: buy_signal (fast EMA crosses above slow EMA, trend_dir = 1), no position (strategy.position_size = 0), cooldown passed (can_trade), and VIX < 20 (can_long). Enters with user-defined contracts. Short Entry: sell_signal (fast EMA crosses below slow EMA, trend_dir = -1), no position, cooldown passed, can_short (always true). Logic: Tracks last_entry_bar for visuals, last_trade_bar for cooldowns. Exit Conditions: Stop-Loss/Take-Profit: ATR-based stops (1.1–1.3x) and TPs (2x stop distance). Longs exit if price hits stop (below) or TP (above); shorts vice versa. No Other Exits: Keeps it straightforward, relying on stops/TPs. 5. DAFE Visuals The visuals are pure DAFE magic, blending clean function with informative metrics utilized by professionals, now enhanced by faster signals and a responsive breadth background: EMA Plots: Display: Fast EMA (blue, 2px), slow EMA (orange, 2px), using faster lengths (5–9/12–18). Purpose: Highlights momentum shifts, with crossovers signaling entries. Sector Breadth Background: Display: Green (90% transparent) if breadth > 4, red (90%) if breadth < -4, else neutral. Purpose: Faster breadth_sma_len (5–12 vs. 10–50) reflects sector shifts in real-time, reinforcing signal strength. - Visuals are intuitive, turning complex signals into clear buy/sell cues. - Faster breadth background reacts to market rotations (e.g., tech vs. energy), giving a pro-level edge. 6. Sector Breadth Dashboard The new bottom-left dashboard is a game-changer, a 3x16 table (black/gray theme) that’s your market command center: Metrics: VIX: Current VIX (red if > 20, gray if not). SPX: Trend as “UP” (green), “DOWN” (red), or “FLAT” (gray). Trade Longs: “OK” (green) if VIX < 20, “BLOCK” (red) if not. Sector Breadth: 10 sectors (Tech, Financial, etc.) with trend arrows (↑ green, ↓ red, - gray). Placeholder Row: Empty for future metrics (e.g., ATR, breadth score). Purpose: Consolidates regime, volatility, market trend, and sector data, making decisions a breeze. - VIX and SPX metrics add context, helping beginners avoid bad trades (e.g., no longs if “BLOCK”). Sector arrows show market health at a glance, like a cheat code for sentiment. Key Features Beginner-Ready: Preset modes and clear visuals make futures trading a breeze. Sentiment-Driven: VIX filter, SPX trend, and sector breadth keep you in sync with the market. High-Frequency: Faster EMAs, tighter stops, and short cooldowns boost trade volume. Safe and Smart: Adaptive stops/TPs and cooldowns protect capital while maximizing wins. Visual Mastery: DAFE’s clean flair, EMAs, dashboard—makes trading fun and clear. Backtestable: Lean code and fixed qty ensure accurate historical testing. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Pick Preset: Aggressive (scalping), Balanced (versatile), or Conservative (safe). Balanced is default. Set Contracts: Default 1, max 10. Stick low for safety. Check Dashboard: Bottom-left shows preset, VIX, SPX, and sectors. “OK” + green breadth = strong buy. Backtest: Run in strategy tester to compare modes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see VIX filter and stops in action. Why It’s Brilliant The Dskyz (DAFE) Quantum Sentiment Flux - Beginners is a masterpiece of simplicity and power. It takes pro-level tools—momentum, VIX, sector breadth—and wraps them in a system anyone can run. Faster signals and tighter stops make it a trading machine, while the VIX filter and dashboard keep you ahead of market chaos. The DAFE visuals and bottom-left command center turn your chart into a futuristic cockpit, guiding you through every trade. For beginners, it’s a safe entry to futures; for pros, it’s a scalping beast with sentiment smarts. This strat doesn’t just trade—it transforms how you see the market. Final Notes This is more than a strategy—it’s your launchpad to mastering futures with Dskyz (DAFE) flair. The Quantum Sentiment Flux blends accessibility, speed, and market savvy to help you outsmart the game. Load it, watch those triangles glow, and let’s make the markets your canvas! Official Statement from Pine Script Team (see TradingView help docs and forums): "This warning may appear when you call functions such as ta.sma inside a request.security in a loop. There is no runtime impact. If you need to loop through a dynamic list of tickers, this cannot be avoided in the present version... Values will still be correct. Ignore this warning in such contexts." (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Strategia Pine Script®
od DskyzInvestments
1
ian_Trado v15 Trend Entry Filter# 📈 ian_Trado v15 Trend Entry Filter (Pine Script v6) The **ian_Trado v15** is a multi-factor **trend confirmation filter** for NASDAQ (NAS100), Dow Jones (DJ30), Gold (XAU), DAX, and USDJPY. It combines **EMA structure**, **Donchian channel breakout**, **MACD histogram momentum**, **Volume confirmation**, and a **Range Compression Filter** to avoid entering during choppy or sideways markets. ✅ Designed for **bot deployment** (e.g., grid bots, long/short breakout bots) or **manual trading**. --- ## 🔍 How This Filter Works: 1. **EMA Trend Confirmation** - Long Trend: EMA(1) > EMA(5) > EMA(60) - Short Trend: EMA(1) < EMA(5) < EMA(60) 2. **Donchian Channel Width Expansion** - Only allows trades when the **breakout width** exceeds a minimum threshold. 3. **MACD Histogram Slope Filter (Optional)** - Confirms momentum building in the direction of the trend. - Strict Mode: MACD histogram must consistently rise or fall over 3 bars. 4. **Volume Filter (Optional)** - Ensures volume supports the move (filters out weak conditions). 5. **Range Compression Filter (Optional)** - Avoids entries during sideways chop. 6. **Cooldown Control** - Limits overtrading by requiring spacing between entries. 7. **Exit Conditions** - Gray dot appears when trending conditions are no longer valid. --- ## ⚙️ Settings Explained: | Setting | Description | |:--------|:------------| | **Cooldown Bars** | Minimum bars between consecutive entries | | **Profit Target (%)** | Visual profit marker for exit tracking | | **Donchian Channel Length** | Lookback period for detecting breakout width | | **Minimum Donchian Width** | Threshold to confirm meaningful breakouts | | **Volume Lookback Period** | Average volume validation window | | **Box Range (Range Compression)** | Max allowed price range over lookback bars | | **Range Compression Bars** | Number of bars to check for range compression | | **Strict MACD Filter** | Use stricter MACD slope checks | --- ## 📊 Recommended Settings by Instrument (1H Chart): | Asset | Min Donchian Width | Range Compression | Profit Target | |:------|:-------------------|:------------------|:--------------| | **NAS100** (Nasdaq) | 300–450 pts | 400 pts / 40 bars | 1.5% | | **DJ30** (Dow Jones) | 400–600 pts | 500 pts / 40 bars | 1.0–1.5% | | **XAU/USD** (Gold) | 10–15 pts | 8 pts / 30 bars | 0.8–1.2% | | **DAX40** (Germany) | 200–300 pts | 250 pts / 40 bars | 1.0% | | **USD/JPY** (Forex) | 0.5–0.8 pts | 0.4 pts / 40 bars | 0.5–0.8% | --- ## 🔔 Alerts Available: - Long Entry - Short Entry - Exit Zone > **Note:** Volume filter may be disabled if volume is unreliable (e.g., some forex pairs). --- ## 📅 Version: - **ian_Trado v15** — April 2025 - Built with **Pine Script v6** for maximum stability - Clean toggling and plotting logic (no `na` errors)
Wskaźnik Pine Script®
od ikohtl
Overnight ES Strategy: CBC + Fractal + RSI + ATR FilterThis script is designed for overnight trading of the E-mini S&P 500 futures (ES) between 6 PM and 11 PM EST. It combines multiple technical confluences to generate high-probability buy and sell signals, focusing on volatility-rich, low-liquidity evening sessions. Key Features: Candle Body Confluence (CBC) Approximation: Identifies candles with small real bodies compared to total range, simulating consolidation zones where price is likely to reverse. Williams Fractal Confirmation: Detects local tops and bottoms based on 5-bar fractal reversal patterns, helping validate breakout or reversal points. RSI Filter: Ensures momentum is supportive — buys only when RSI < 35 (oversold) and sells only when RSI > 65 (overbought). ATR Volatility Filter: Trades are only allowed if the Average True Range (ATR) exceeds a user-defined threshold, filtering out low-volatility, risky environments. Time Session Control: Signals are only generated during the user-defined evening session (default: 6 PM to 11 PM EST) to match market behavior. Real-Time Alerts Enabled: Alerts can be set for BUY or SELL conditions, enabling mobile notifications, emails, or pop-ups without constant chart monitoring. Recommended Settings: Chart Timeframe: 15-minute or 30-minute candles Assets: ES Mini (ES1!), NQ Mini, or other CME futures Session: New York Time (EST) ATR Threshold: Adjust based on market conditions; 5.0 suggested starting point for ES Mini on 15m. Important: This script only plots signals, it does not auto-execute trades. Always backtest and paper trade before using live capital. Volatility can vary; consider adjusting RSI and ATR filters based on market environment. Credits: Script designed based on confluence of price action, momentum, reversal structure, and volatility filtering principles used by professional traders. Inspired by Candle Body Confluence (CBC) theory and Williams fractal techniques.
Wskaźnik Pine Script®
od Zack1077
SuperZweig thrust (<= 30 dias)SuperZweig Thrust (≤ 30-day breadth trigger) This study tracks the classic Zweig Breadth Thrust pattern, but restricts valid signals to a 30-bar (≈ 30-trading-day) window. --- What it plots | Plot | Meaning | |------|---------| | **Blue line** – `EMA10` | 10-bar exponential moving average of the _breadth ratio_:`advancing issues / (advancing + declining)` | | **Red h-line 0.35** | Oversold threshold ( < 0.35 ) | | **Green h-line 0.64** | Overbought threshold ( > 0.64 ) | | **Red “×”** | The moment EMA10 crosses **down** through 0.35 | | **Green “●”** | The moment EMA10 crosses **up** through 0.64 | | **Green “BUY” label** | Complete Super-Zweig thrust: red × followed by green ● **within 30 daily bars** | Signal logic 1. **Trigger phase** – when EMA10 drops below 0.35 *Script starts a 30-bar countdown.* 2. **Confirmation phase** – if, while the countdown is active, EMA10 rises above 0.64: *A single “BUY” label is plotted beneath that bar.* 3. **Expiry** – if 30 bars elapse without the 0.64 cross, the cycle resets; no signal is produced. 4. After any valid “BUY” the cycle also resets, so a new signal requires a fresh cross < 0.35. Inputs * **EMA length** – default 10. * **Advancing / Declining symbols** – default `ADVS` / `DECS` (NYSE issues); can be pointed to any Exchange-specific or custom breadth tickers. Typical use Apply on a **daily chart** of a broad index (e.g., S&P; 500). A printed “BUY” indicates a historically rare surge in market breadth often associated with durable rallies. Combine with other risk-management and trend filters before trading.
Wskaźnik Pine Script®
od nessa_trader
OA - Price Magnet Zones Price Magnet Zones Indicator Overview The Price Magnet Zones indicator identifies special price levels that have a high statistical probability of being revisited by price in the future. It works by detecting candles with specific formation characteristics - those without top or bottom wicks - which often signify important market levels that price tends to return to. Key Features Automated Detection: Identifies special candle formations automatically and draws horizontal lines at these levels Dynamic Management Removes lines once price touches them or when they exceed the lookback period Statistical Analysis: Tracks touch rates and average time until price returns to these levels Clean Visual Interface: Shows only untouched levels for a clear chart view How It Works The indicator detects two specific types of candle formations: Bullish Levels: Candles with no bottom wick (open = low) that close higher Bearish Levels: Candles with no top wick (open = high) that close lowe These formations often represent hidden liquidity zones or order blocks where price tends to return. The indicator draws horizontal lines at these levels and tracks whether price revisits them. Statistics Tracking The indicator maintains comprehensive statistics about the detected levels: Total Levels: Number of bullish, bearish, and total levels detected Touched Levels: Number of levels that price has returned to touch Touch Rate: Percentage of levels that have been touched by price Average Touch Time: Average number of bars until price touches each level type Trading Applications These hidden levels can be valuable for: Identifying potential support and resistance zones Finding entry and exit points for trades Setting stop loss levels Determining price targets Confirming other technical signals Settings Max Bars to Track: Maximum number of bars to keep tracking a level (default: 500) Line Thickness: Visual thickness of the horizontal lines (1-4) Line Color: Color of the horizontal lines Min Candles Before Check: Number of candles to wait before including touches in statistics (default: 3) Show Statistics: Toggle statistics table display Usage Tips The statistics only count touches that occur after the specified minimum number of candles have passed, providing more meaningful data Higher touch rates indicate stronger magnetic properties of these levels The average touch time can help with timing expectations for trades These levels work across various timeframes and markets For best results, use alongside other technical analysis tools This indicator does not provide trading signals but offers valuable insights into hidden market structure that can enhance your trading strategy.
Wskaźnik Pine Script®
od onurag
2
Clenow MomentumClenow Momentum Method The Clenow Momentum Method, developed by Andreas Clenow, is a systematic, quantitative trading strategy focused on capturing medium- to long-term price trends in financial markets. Popularized through Clenow’s book, Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies, the method leverages momentum—an empirically observed phenomenon where assets that have performed well in the recent past tend to continue performing well in the near future. Theoretical Foundation Momentum investing is grounded in behavioral finance and market inefficiencies. Investors often exhibit herding behavior, underreact to new information, or chase trends, causing prices to trend beyond fundamental values. Clenow’s method builds on academic research, such as Jegadeesh and Titman (1993), which demonstrated that stocks with high returns over 3–12 months outperform those with low returns over similar periods. Clenow’s approach specifically uses **annualized momentum**, calculated as the rate of return over a lookback period (typically 90 days), annualized to reflect a yearly percentage. The formula is: Momentum=(((Close N periods agoCurrent Close​)^N252​)−1)×100 - Current Close: The most recent closing price. - Close N periods ago: The closing price N periods back (e.g., 90 days). - N: Lookback period (commonly 90 days). - 252: Approximate trading days in a year for annualization. This metric ranks stocks by their momentum, prioritizing those with the strongest upward trends. Clenow’s method also incorporates risk management, diversification, and volatility adjustments to enhance robustness. Methodology The Clenow Momentum Method involves the following steps: 1. Universe Selection: - A broad universe of liquid stocks is chosen, often from major indices (e.g., S&P 500, Nasdaq 100) or global exchanges. - Filters should exclude illiquid stocks (e.g., low average daily volume) or those with extreme volatility. 2. Momentum Calculation: - Stocks are ranked based on their annualized momentum over a lookback period (typically 90 days, though 60–120 days can be common tests). - The top-ranked stocks (e.g., top 10–20%) are selected for the portfolio. 3. Volatility Adjustment (Optional): - Clenow sometimes adjusts momentum scores by volatility (e.g., dividing by the standard deviation of returns) to favor stocks with smoother trends. - This reduces exposure to erratic price movements. 4. Portfolio Construction: - A diversified portfolio of 10–25 stocks is constructed, with equal or volatility-weighted allocations. - Position sizes are often adjusted based on risk (e.g., 1% of capital per position). 5. Rebalancing: - The portfolio is rebalanced periodically (e.g., weekly or monthly) to maintain exposure to high-momentum stocks. - Stocks falling below a momentum threshold are replaced with higher-ranked candidates. 6. Risk Management: - Stop-losses or trailing stops may be applied to limit downside risk. - Diversification across sectors reduces concentration risk. Implementation in TradingView Key features include: - Customizable Lookback: Users can adjust the lookback period in pinescript (e.g., 90 days) to align with Clenow’s methodology. - Visual Cues: Background colors (green for positive, red for negative momentum) and a zero line help identify trend strength. - Integration with Screeners: TradingView’s stock screener can filter high-momentum stocks, which can then be analyzed with the custom indicator. Strengths 1. Simplicity: The method is straightforward, relying on a single metric (momentum) that’s easy to calculate and interpret. 2. Empirical Support: Backed by decades of academic research and real-world hedge fund performance. 3. Adaptability: Applicable to stocks, ETFs, or other asset classes, with flexible lookback periods. 4. Risk Management: Diversification and periodic rebalancing reduce idiosyncratic risk. 5. TradingView Integration: Pine Script implementation enables real-time visualization, enhancing decision-making for stocks like NVDA or SPY. Limitations 1. Mean Reversion Risk: Momentum can reverse sharply in bear markets or during sector rotations, leading to drawdowns. 2. Transaction Costs: Frequent rebalancing increases trading costs, especially for retail traders with high commissions. This is not as prevalent with commission free trading becoming more available. 3. Overfitting Risk: Over-optimizing lookback periods or filters can reduce out-of-sample performance. 4. Market Conditions: Underperforms in low-momentum or highly volatile markets. Practical Applications The Clenow Momentum Method is ideal for: Retail Traders: Use TradingView’s screener to identify high-momentum stocks, then apply the Pine Script indicator to confirm trends. Portfolio Managers: Build diversified momentum portfolios, rebalancing monthly to capture trends. Swing Traders: Combine with volume filters to target short-term breakouts in high-momentum stocks. Cross-Platform Workflow: Integrate with Python scanners to rank stocks, then visualize on TradingView for trade execution. Comparison to Other Strategies Vs. Minervini’s VCP: Clenow’s method is purely quantitative, while Minervini’s Volatility Contraction Pattern (your April 11, 2025 query) combines momentum with chart patterns. Clenow is more systematic but less discretionary. Vs. Mean Reversion: Momentum bets on trend continuation, unlike mean reversion strategies that target oversold conditions. Vs. Value Investing: Momentum outperforms in bull markets but may lag value strategies in recovery phases. Conclusion The Clenow Momentum Method is a robust, evidence-based strategy that capitalizes on price trends while managing risk through diversification and rebalancing. Its simplicity and adaptability make it accessible to retail traders, especially when implemented on platforms like TradingView with custom Pine Script indicators. Traders must be mindful of transaction costs, mean reversion risks, and market conditions. By combining Clenow’s momentum with volume filters and alerts, you can optimize its application for swing or position trading.
Wskaźnik Pine Script®
od thrilledFalcon14
Bullish and Bearish Breakout Alert for Gold Futures PullbackBelow is a Pine Script (version 6) for TradingView that includes both bullish and bearish breakout conditions for my intraday trading strategy on micro gold futures (MGC). The strategy focuses on scalping two-legged pullbacks to the 20 EMA or key levels with breakout confirmation, tailored for the Apex Trader Funding $300K challenge. The script accounts for the Daily Sentiment Index (DSI) at 87 (overbought, favoring pullbacks). It generates alerts for placing stop-limit orders for 175 MGC contracts, ensuring compliance with Apex’s rules ($7,500 trailing threshold, $20,000 profit target, 4:59 PM ET close). Script Requirements Version: Pine Script v6 (latest for TradingView, April 2025). Purpose: Bullish: Alert when price breaks above a rejection candle’s high after a two-legged pullback to the 20 EMA in a bullish trend (price above 20 EMA, VWAP, higher highs/lows). Bearish: Alert when price breaks below a rejection candle’s low after a two-legged pullback to the 20 EMA in a bearish trend (price below 20 EMA, VWAP, lower highs/lows). Context: 5-minute MGC chart, U.S. session (8:30 AM–12:00 PM ET), avoiding overbought breakouts above $3,450 (DSI 87). Output: Alerts for stop-limit orders (e.g., “Buy: Stop=$3,377, Limit=$3,377.10” or “Sell: Stop=$3,447, Limit=$3,446.90”), quantity 175 MGC. Apex Compliance: 175-contract limit, stop-losses, one-directional news trading, close by 4:59 PM ET. How to Use the Script in TradingView 1. Add Script: Open TradingView (tradingview.com). Go to “Pine Editor” (bottom panel). Copy the script from the content. Click “Add to Chart” to apply to your MGC 5-minute chart . 2. Configure Chart: Symbol: MGC (Micro Gold Futures, CME, via Tradovate/Apex data feed). Timeframe: 5-minute (entries), 15-minute (trend confirmation, manually check). Indicators: Script plots 20 EMA and VWAP; add RSI (14) and volume manually if needed . 3. Set Alerts: Click the “Alert” icon (bell). Add two alerts: Bullish Breakout: Condition = “Bullish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.” Bearish Breakout: Condition = “Bearish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.” Customize messages (default provided) and set notifications (e.g., TradingView app, SMS). Example: Bullish alert at $3,377 prompts “Stop=$3,377, Limit=$3,377.10, Quantity=175 MGC” . 4. Execute Orders: Bullish: Alert triggers (e.g., stop $3,377, limit $3,377.10). In TradingView’s “Order Panel,” select “Stop-Limit,” set: Stop Price: $3,377. Limit Price: $3,377.10. Quantity: 175 MGC. Direction: Buy. Confirm via Tradovate. Add bracket order (OCO): Stop-loss: Sell 175 at $3,376.20 (8 ticks, $1,400 risk). Take-profit: Sell 87 at $3,378 (1:1), 88 at $3,379 (2:1) . Bearish: Alert triggers (e.g., stop $3,447, limit $3,446.90). Select “Stop-Limit,” set: Stop Price: $3,447. Limit Price: $3,446.90. Quantity: 175 MGC. Direction: Sell. Confirm via Tradovate. Add bracket order: Stop-loss: Buy 175 at $3,447.80 (8 ticks, $1,400 risk). Take-profit: Buy 87 at $3,446 (1:1), 88 at $3,445 (2:1) . 5. Monitor: Green triangles (bullish) or red triangles (bearish) confirm signals. Avoid bullish entries above $3,450 (DSI 87, overbought) or bearish entries below $3,296 (support) . Close trades by 4:59 PM ET (set 4:50 PM alert) .
Wskaźnik Pine Script®
od samjNQ
ONE RING 8 MA Bands with RaysCycle analysis tool ... MAs: Eight moving averages (MA1–MA8) with customizable lengths, types (RMA, WMA, EMA, SMA), and offsets Bands: Upper/lower bands for each MA, calculated based on final_pctX (Percentage mode) or final_ptsX (Points mode), scaled by multiplier Rays: Forward-projected lines for bands, with customizable start points, styles (Solid, Dashed, Dotted), and lengths (up to 500 bars) Band Choices Manual: Uses individual inputs for band offsets Uniform: Sets all offsets to base_pct (e.g., 0.1%) or base_pts (e.g., 0.1 points) Linear: Scales linearly (e.g., base_pct * 1, base_pct * 2, base_pct * 3 ..., base_pct * 8) Exponential: Scales exponentially (e.g., base_pct * 1, base_pct * 2, base_pct * 4, base_pct * 8 ..., base_pct * 128) ATR-Based: Offsets are derived from the Average True Range (ATR), scaled by a linear factor. Dynamic bands that adapt to market conditions, useful for breakout or mean-reversion strategies. (final_pct1 = base_pct * atr, final_pct2 = base_pct * atr * 2, ..., final_pct8 = base_pct * atr * 8) Geometric: Offsets follow a geometric progression (e.g., base_pct * r^0, base_pct * r^1, base_pct * r^2, ..., where r is a ratio like 1.5) This is less aggressive than Exponential (which uses powers of 2) and provides a smoother progression. Example: If base_pct = 0.1, r = 1.5, then final_pct1 = 0.1%, final_pct2 = 0.15%, final_pct3 = 0.225%, ..., final_pct8 ≈ 1.71% Harmonic: Offsets are based on harmonic flavored ratios. final_pctX = base_pct * X / (9 - X), final_ptsX = base_pts * X / (9 - X) for X = 1 to 8 This creates a harmonic-like progression where offsets increase non-linearly, ensuring MA8 bands are wider than MA1 bands, and avoids duplicating the Linear choice above. Ex. offsets for base_pct = 0.1: MA1: ±0.0125% (0.1 * 1/8), MA2: ±0.0286% (0.1 * 2/7), MA3: ±0.05% (0.1 * 3/6), MA4: ±0.08% (0.1 * 4/5), MA5: ±0.125% (0.1 * 5/4), MA6: ±0.2% (0.1 * 6/3), MA7: ±0.35% (0.1 * 7/2), MA8: ±0.8% (0.1 * 8/1) Square Root: Offsets grow with the square root of the band index (e.g., base_pct * sqrt(1), base_pct * sqrt(2), ..., base_pct * sqrt(8)). This creates a gradual widening, less aggressive than Linear or Exponential. Set final_pct1 = base_pct * sqrt(1), final_pct2 = base_pct * sqrt(2), ..., final_pct8 = base_pct * sqrt(8). Example: If base_pct = 0.1, then final_pct1 = 0.1%, final_pct2 ≈ 0.141%, final_pct3 ≈ 0.173%, ..., final_pct8 ≈ 0.283%. Fibonacci: Uses Fibonacci ratios (e.g., base_pct * 1, base_pct * 1.618, base_pct * 2.618 Percentage vs. Points Toggle: In Percentage mode, bands are calculated as ma * (1 ± (final_pct / 100) * multiplier) In Points mode, bands are calculated as ma ± final_pts * multiplier, where final_pts is in price units. Threshold Setting for Slope: Threshold setting for determining when the slope would be significant enough to call it a change in direction. Can check efficiency by setting MA1 to color on slope temporarily Arrow table: Shows slope direction of 8 MAs using an Up or Down triangle, or shows Flat condition if no triangle.
Wskaźnik Pine Script®
od surfchaser
Log-Normal Price ForecastLog-Normal Price Forecast This Pine Script creates a log-normal forecast model of future price movements on a TradingView chart, based on historical log returns. It plots expected price trajectories and bands representing different levels of statistical deviation. Parameters Model Length – Number of bars used to calculate average and standard deviation of log returns (default: 100). Forecast Length – Number of bars into the future for which the forecast is projected (default: 100, max: 500). Volatility SMA Length – The smoothing length for the standard deviation (default: 20). Confidence Intervals – Confidence intervals for price bands (default: 95%, 99%, 99.9%).
Wskaźnik Pine Script®
od nasu_is_gaji
6
SPY Trend-Based Buy Signals🔹 Overview This indicator identifies potential buy signals on any asset by combining MACD and Stochastic Oscillator crossovers, while using the SPY’s trend (via exponential moving averages) as a broader market filter. It helps traders stay aligned with macro momentum and avoid counter-trend entries. 🔍 How it works SPY Trend Filter (Daily Timeframe): Pulls SPY (S&P 500 ETF) data using EMAs (5, 20, 80) Categorizes SPY market trend with color codes: 🟢 Green: Strong uptrend (EMA5 > EMA20 > EMA80) 🟡 Yellow: Potential uptrend / early momentum (EMA5 < EMA20 > EMA80) 🔴 Red: Downtrend (EMA5 < EMA20 < EMA80) 🔵 Blue: Possible trend reversal or mixed trend (EMA5 > EMA20 < EMA80) Buy Signal Conditions (Combined Logic): A signal is only triggered when: - SPY trend is either yellow or blue (indicating a neutral-to-bullish or early recovery environment) -The Stochastic Oscillator's %D line is below 50, showing possible upside - A bullish MACD crossover occurs on the current symbol 🟢 Green signal: MACD crossover occurs below 0 (early reversal) 🟠 Orange signal: MACD crossover occurs above 0 (momentum continuation) 📈 Visual Output 🟢 Green label below the bar when an early reversal setup occurs 🟠 Orange label above the bar when a trend continuation signal appears ✅ Best Use Case Ideal for: Swing traders and position traders LEAPS (long-term options) traders aligning entries with SPY trend Anyone seeking clean, contextual entries filtered by market momentum ⚠️ Note: This indicator is most effective when used on fundamentally strong stocks that are sector leaders with solid earnings growth and market presence. Use technical signals as a complement to quality fundamentals. ℹ️ Clarification: The moving averages displayed on the chart (e.g., on QQQ) are for visual reference only, to help users understand the color logic of the SPY trend filter. The actual logic and signals are based on SPY’s moving averages, regardless of the charted symbol.
Wskaźnik Pine Script®
od Max-o-Flex
Bijnor Pivot ExtendedOverview: The Bijnor Pivot Extended (BP+) indicator is a powerful visual tool designed to help traders identify key price levels using Fibonacci-based pivots. It dynamically plots Support and Resistance levels based on your chosen timeframe (Daily, Weekly, or Monthly) and displays them only for the current session, reducing chart clutter and improving focus. 🔧 Features: 📆 Pivot Timeframe Selection: Choose between Daily, Weekly, or Monthly pivots. 🎯 Fibonacci Pivot Levels: Central Pivot (P) Resistance: R1, R2, R3, R4 (Extended) Support: S1, S2, S3, S4 (Extended) 🎨 Full Customization: Toggle labels and prices on/off Position labels to the left or right Change line width and individual colors for pivot, support, and resistance lines 🧠 Smart Line Plotting: Lines are drawn only during the selected session, keeping your chart clean 🕹️ Max Performance: Optimized to stay lightweight with max_lines_count and max_labels_count set to 500 🧭 How to Use It: Use this indicator to: Plan entries and exits around key Fibonacci pivot zones Identify overbought/oversold zones at R3/R4 and S3/S4 Enhance your intraday, swing, or positional trading setups Combine with price action, candlestick patterns, or volume for maximum edge. ✅ Bonus: This script is ideal for traders looking for a minimalist yet powerful pivot framework, with extended levels for breakout or reversal scenarios.
Wskaźnik Pine Script®
od PIXEL_BLADE
ES1! vs ZB1! Exponentially Weighted CorrelationES1! vs ZB1! Exponentially Weighted Correlation This indicator calculates and visualizes the exponentially weighted correlation between the S&P 500 E-mini futures (ES1!) and the 30-Year U.S. Treasury Bond futures (ZB1!) over a user-defined lookback period. By using an exponential moving average (EMA) approach, it emphasizes recent price movements, providing a dynamic view of the relationship between these two key financial instruments. Features: - Customizable Inputs: Adjust the lookback length (default: 60) and alpha (default: 0.1) to fine-tune the sensitivity of the correlation calculation. - Exponentially Weighted Correlation: Measures the strength and direction of the relationship between ES1! and ZB1! prices, with more weight given to recent data. - Visual Clarity: Displays correlation as colored bars (green for positive, red for negative) for quick interpretation, with reference lines at 0, +1, and -1 for context. - Non-Overlay Design: Plotted in a separate panel below the chart to avoid cluttering price data. How It Works: The indicator fetches closing prices for ES1! and ZB1!, applies an EMA to smooth the data, and computes the exponentially weighted covariance and variances. The correlation is then derived and plotted as a histogram, helping traders identify whether the two markets are moving together (positive correlation), in opposite directions (negative correlation), or independently. Use Cases: - Market Analysis: Gauge the relationship between equity and bond markets to inform trading strategies. - Risk Management: Monitor correlation shifts to adjust portfolio exposure. - Intermarket Insights: Identify trends or divergences in the stock-bond dynamic for macroeconomic analysis. Ideal for traders and analysts tracking intermarket relationships, this indicator offers a clear, responsive tool for understanding ES1! and ZB1! correlation in real-time.
Wskaźnik Pine Script®
od coffee-man
ICT MACRO MAX RETRI ( ALERT )🖤 ICT Reversal Detector – Minimalist Edition This indicator is designed for traders who follow Inner Circle Trader (ICT) concepts, particularly focused on liquidity sweeps and displacement reversals. It detects: • Swing Highs & Lows that occur during the most reactive windows of each hour → Specifically the last 20 minutes and first 15 minutes (ICT teaches these moments often reveal macro-level reversals. I’ve expanded the window slightly to give the indicator more room to catch valid setups.) • Liquidity Sweeps of previous highs/lows • Displacement (State Change): defined as a manipulation wick followed by 1–3 strong candles closing in the opposite direction Visually: • Clean black lines pointing right from the liquidity sweep wick • White triangle markers inside black label boxes only when valid displacement occurs • No clutter, no unnecessary shapes — just focused signal Built for: • 5-minute charts, especially NASDAQ (NAS100) and S&P 500 (SPX500) • Confirm setups manually on the 15-minute chart for extra precision This is a partial automation tool for ICT-style reversal traders who prefer clarity, minimalism, and sharp intuition over noise. Let it alert you to setups — then decide like a sniper.
Wskaźnik Pine Script®
od maxretri
2
SMC+The "SMC+" indicator is a comprehensive tool designed to overlay key Smart Money Concepts (SMC) levels, support/resistance zones, order blocks (OB), fair value gaps (FVG), and trap detection on your TradingView chart. It aims to assist traders in identifying potential areas of interest based on price action, swing structures, and volume dynamics across multiple timeframes. This indicator is fully customizable, allowing users to adjust lookback periods, colors, opacity, and sensitivity to suit their trading style. Key Components and Functionality 1. Key Levels (Support and Resistance) This section plots horizontal lines representing support and resistance levels based on highs and lows over three distinct lookback periods, plus daily nearest levels. Short-Term Lookback Period (Default: 20 bars) Plots the highest high (short_high) and lowest low (short_low) over the specified period. Visualized as dotted lines with customizable colors (Short-Term Resistance Color, Short-Term Support Color) and opacity (Short-Term Resistance Opacity, Short-Term Support Opacity). Adjustment Tip: Increase the lookback (e.g., to 30-50) for less frequent but stronger levels on higher timeframes, or decrease (e.g., to 10-15) for scalping on lower timeframes. Long-Term Lookback Period (Default: 50 bars) Plots broader support (long_low) and resistance (long_high) levels using a solid line style. Customizable via Long-Term Resistance Color, Long-Term Support Color, and their respective opacity settings. Adjustment Tip: Extend to 100-200 bars for swing trading or major trend analysis on daily/weekly charts. Extra-Long Lookback Period (Default: 100 bars) Identifies significant historical highs (extra_long_high) and lows (extra_long_low) with dashed lines. Configurable with Extra-Long Resistance Color, Extra-Long Support Color, and opacity settings. Adjustment Tip: Use 200-500 bars for monthly charts to capture macro-level key zones. Daily Nearest Resistance and Support Levels Dynamically calculates the nearest resistance (daily_res_level) and support (daily_sup_level) based on the current day’s price action relative to historical highs and lows. Displayed with Daily Resistance Color and Daily Support Color (with opacity options). Adjustment Tip: Works best on intraday charts (e.g., 15m, 1h) to track daily pivots; combine with volume profile for confirmation. How It Works: These levels update dynamically as new highs/lows form, providing a visual guide to potential reversal or breakout zones. 2. SMC Inputs (Smart Money Concepts) This section identifies swing structures, order blocks, fair value gaps, and entry signals based on SMC principles. SMC Swing Lookback Period (Default: 12 bars) Defines the period for detecting swing highs (smc_swing_high) and lows (smc_swing_low). Adjustment Tip: Increase to 20-30 for smoother swings on higher timeframes; reduce to 5-10 for faster signals on lower timeframes. Minimum Swing Size (%) (Default: 0.5%) Filters out minor price movements to focus on significant swings. Adjustment Tip: Raise to 1-2% for volatile markets (e.g., crypto) to avoid noise; lower to 0.2-0.3% for forex pairs with tight ranges. Order Block Sensitivity (Default: 1.0) Scales the size of detected order blocks (OBs) for bullish reversal (smc_ob_bull), bearish reversal (smc_ob_bear), and continuation (smc_cont_ob). Visuals include customizable colors, opacity, border thickness, and blinking effects (e.g., SMC Bullish Reversal OB Color, SMC Bearish Reversal OB Blink Thickness). Adjustment Tip: Increase to 1.5-2.0 for wider OBs in choppy markets; keep at 1.0 for precision in trending conditions. Minimum FVG Size (%) (Default: 0.3%) Sets the minimum gap size for Fair Value Gaps (fvg_high, fvg_low), displayed as boxes with Fair Value Gap Color and FVG Opacity. Adjustment Tip: Increase to 0.5-1% for larger, more reliable gaps; decrease to 0.1-0.2% for scalping smaller inefficiencies. How It Works: Bullish Reversal OB: Detects a bearish candle followed by a bullish break, marking a potential demand zone. Bearish Reversal OB: Identifies a bullish candle followed by a bearish break, marking a supply zone. Continuation OB: Spots strong bullish momentum after a prior high, indicating a continuation zone. FVG: Highlights bullish gaps where price may retrace to fill. Entry Signals: Plots triangles (SMC Long Entry) when price retests an OB with a liquidity sweep or break of structure (BOS). 3. Trap Inputs This section detects potential bull and bear traps based on price action, volume, and key level rejections. Min Down Move for Bear Trap (%) (Default: 1.0%) Sets the minimum drop required after a bearish OB to qualify as a trap. Visualized with Bear Trap Color, Bear Trap Opacity, and blinking borders. Adjustment Tip: Increase to 2-3% for stronger traps in trending markets; lower to 0.5% for ranging conditions. Min Up Move for Bull Trap (%) (Default: 1.0%) Sets the minimum rise required after a bullish OB to flag a trap. Customizable with Bull Trap Color, Bull Trap Border Thickness, etc. Adjustment Tip: Adjust similarly to bear traps based on market volatility. Volume Lookback for Traps (Default: 5 bars) Compares current volume to a moving average (avg_volume) to filter low-volume traps. Adjustment Tip: Increase to 10-20 for confirmation on higher timeframes; reduce to 3 for intraday sensitivity. How It Works: Bear Trap: Triggers when price drops significantly after a bearish OB but reverses up with low volume or support rejection. Bull Trap: Activates when price rises after a bullish OB but fails with low volume or resistance rejection. Boxes highlight trap zones, resetting when price breaks out. 4. Visual Customization Line Width (Default: 2) Adjusts thickness of support/resistance lines. Tip: Increase to 3-4 for visibility on cluttered charts. Blink On (Default: Close) Sets whether OB/FVG borders blink based on Open or Close price interaction. Tip: Use "Open" for intraday precision; "Close" for confirmed reactions. Colors and Opacity: Each element (OBs, FVGs, traps, key levels) has customizable colors, opacity (0-100), border thickness (1-5 or 1-7), and blink effects for dynamic visualization. How to Use SMC+ Setup: Apply the indicator to any chart and adjust inputs based on your timeframe and market. Key Levels: Watch for price reactions at short, long, extra-long, or daily levels for potential reversals or breakouts. SMC Signals: Look for entry signals (triangles) near OBs or FVGs, confirmed by liquidity sweeps or BOS. Traps: Avoid false breakouts by monitoring trap boxes, especially near key levels with low volume. Notes: This indicator is a visual aid and does not guarantee trading success. Combine it with other analysis tools and risk management strategies. Performance may vary across markets and timeframes; test settings thoroughly before use. For optimal results, experiment with lookback periods and sensitivity settings to match your trading style. The default settings are optimal for 1 minute and 10 second time frames for small cap low float stocks. Continuation OB are Blue. Bullish Reversal OB color is Green Bearish Reversal OB color is Red FVG color is purple Bear Trap OB is red with a green border and often appears with a Bearish Reversal OB signaling caution to a short position. Bull trap OB is green with a Red border signaling caution to a long position. All active OB area are highlighted and solid in color while other non active OB area are dimmed. My personal favorite setups are when we have an active bullish reversal with an active FVG along with an active Continuation OB. Another personal favorite is the Bearish reversal OB signaling an end to a recent uptrend. The Trap OB detection are also a unique and Original helpful source of information. The OB have a white boarder by default that are colored black giving a simulated blinking effect when price is acting in that zone. The Trap OB border are colored with respect to direction of intended trap, all of which can be customized to personal style. All vaild OB zones are shown compact in size ,a unique and original view until its no longer valid.
Wskaźnik Pine Script®
od kwsatterfield1
Z-Score Normalized VIX StrategyThis strategy leverages the concept of the Z-score applied to multiple VIX-based volatility indices, specifically designed to capture market reversals based on the normalization of volatility. The strategy takes advantage of VIX-related indicators to measure extreme levels of market fear or greed and adjusts its position accordingly. 1. Overview of the Z-Score Methodology The Z-score is a statistical measure that describes the position of a value relative to the mean of a distribution in terms of standard deviations. In this strategy, the Z-score is calculated for various volatility indices to assess how far their values are from their historical averages, thus normalizing volatility levels. The Z-score is calculated as follows: Z = \frac{X - \mu}{\sigma} Where: • X is the current value of the volatility index. • \mu is the mean of the index over a specified period. • \sigma is the standard deviation of the index over the same period. This measure tells us how many standard deviations the current value of the index is away from its average, indicating whether the market is experiencing unusually high or low volatility (fear or calm). 2. VIX Indices Used in the Strategy The strategy utilizes four commonly referenced volatility indices: • VIX (CBOE Volatility Index): Measures the market’s expectations of 30-day volatility based on S&P 500 options. • VIX3M (3-Month VIX): Reflects expectations of volatility over the next three months. • VIX9D (9-Day VIX): Reflects shorter-term volatility expectations. • VVIX (VIX of VIX): Measures the volatility of the VIX itself, indicating the level of uncertainty in the volatility index. These indices provide a comprehensive view of the current volatility landscape across different time horizons. 3. Strategy Logic The strategy follows a long entry condition and an exit condition based on the combined Z-score of the selected volatility indices: • Long Entry Condition: The strategy enters a long position when the combined Z-score of the selected VIX indices falls below a user-defined threshold, indicating an abnormally low level of volatility (suggesting a potential market bottom and a bullish reversal). The threshold is set as a negative value (e.g., -1), where a more negative Z-score implies greater deviation below the mean. • Exit Condition: The strategy exits the long position when the combined Z-score exceeds the threshold (i.e., when the market volatility increases above the threshold, indicating a shift in market sentiment and reduced likelihood of continued upward momentum). 4. User Inputs • Z-Score Lookback Period: The user can adjust the lookback period for calculating the Z-score (e.g., 6 periods). • Z-Score Threshold: A customizable threshold value to define when the market has reached an extreme volatility level, triggering entries and exits. The strategy also allows users to select which VIX indices to use, with checkboxes to enable or disable each index in the calculation of the combined Z-score. 5. Trade Execution Parameters • Initial Capital: The strategy assumes an initial capital of $20,000. • Pyramiding: The strategy does not allow pyramiding (multiple positions in the same direction). • Commission and Slippage: The commission is set at $0.05 per contract, and slippage is set at 1 tick. 6. Statistical Basis of the Z-Score Approach The Z-score methodology is a standard technique in statistics and finance, commonly used in risk management and for identifying outliers or unusual events. According to Dumas, Fleming, and Whaley (1998), volatility indices like the VIX serve as a useful proxy for market sentiment, particularly during periods of high uncertainty. By calculating the Z-score, we normalize volatility and quantify the degree to which the current volatility deviates from historical norms, allowing for systematic entry and exit based on these deviations. 7. Implications of the Strategy This strategy aims to exploit market conditions where volatility has deviated significantly from its historical mean. When the Z-score falls below the threshold, it suggests that the market has become excessively calm, potentially indicating an overreaction to past market events. Entering long positions under such conditions could capture market reversals as fear subsides and volatility normalizes. Conversely, when the Z-score rises above the threshold, it signals increased volatility, which could be indicative of a bearish shift in the market, prompting an exit from the position. By applying this Z-score normalized approach, the strategy seeks to achieve more consistent entry and exit points by reducing reliance on subjective interpretation of market conditions. 8. Scientific Sources • Dumas, B., Fleming, J., & Whaley, R. (1998). “Implied Volatility Functions: Empirical Tests”. The Journal of Finance, 53(6), 2059-2106. This paper discusses the use of volatility indices and their empirical behavior, providing context for volatility-based strategies. • Black, F., & Scholes, M. (1973). “The Pricing of Options and Corporate Liabilities”. Journal of Political Economy, 81(3), 637-654. The original Black-Scholes model, which forms the basis for many volatility-related strategies.
Strategia Pine Script®
od EdgeTools