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Daily/Weekly ExtremesBACKGROUND This indicator calculates the daily and weekly +-1 standard deviation of the S&P 500 based on 2 methodologies: 1. VIX - Using the market's expectation of forward volatility, one can calculate the daily expectation by dividing the VIX by the square root of 252 (the number of trading days in a year) - also know as the "rule of 16." Similarly, dividing by the square root of 50 will give you the weekly expected range based on the VIX. 2. ATR - We also provide expected weekly and daily ranges based on 5 day/week ATR. HOW TO USE - This indicator only has 1 option in the settings: choosing the ATR (default) or the VIX to plot the +-1 standard deviation range. - This indicator WILL ONLY display these ranges if you are looking at the SPX or ES futures. The ranges will not be displayed if you are looking at any other symbols - The boundaries displayed on the chart should not be used on their own as bounce/reject levels. They are simply to provide a frame of reference as to where price is trading with respect to the market's implied expectations. It can be used as an indicator to look for signs of reversals on the tape. - Daily and Weekly extremes are plotted on all time frames (even on lower time frames).
Wskaźnik Pine Script®
od Zeal_Trading
TF Segmented Polynomial Regression [LuxAlgo]This indicator displays polynomial regression channels fitted using data within a user selected time interval. The model is fitted using the same method described in our previous script: Settings Degree: Degree of the fitted polynomial Width: Multiplicative factor of the model RMSE. Controls the width of the polynomial regression's channels Timeframe: Fits the polynomial regression using data within the selected timeframe interval Show fit for new bars: If selected, will fit the regression model for newly generated bars, else the previous fitted value is displayed. Src: Input source Usage Segmented (or piecewise) models yield multiple fits by first partitioning the data into multiple intervals from specific partitioning conditions. In this script this partitioning condition is for a user selected timeframe to change. Segmented models can be particularly pertinent for market prices, which often describes a series of local trends. Segmented polynomial regressions can describe the nature of underlying trends in the price from their fit, such as if an underlying trend is more linear (trending) or constant (ranging), and if a trend is monotonic. The above chart shows a monthly partitioning on SPX 15m, using a polynomial regression of degree 3. Channel extremities allows highlighting local tops/bottoms. For real time applications users can choose to fit a current model to incoming price data using the Show fit for new bars settings. Details The script does not make use of line.new to display the segmented linear regressions, which allows showing a higher number of historical fits. Each channel extremity as well as the model fit is displayed from the plot function, as such user can more easily set alerts on them. It is important to note that achieving this requires accessing future price data, as such this script is subject to lookahead bias, historical results differ from the results one could have obtained in real-time.
Wskaźnik Pine Script®
od LuxAlgo
22
TASC 2022.08 Trading The Fear Index█ OVERVIEW TASC's August 2022 edition of Traders' Tips includes an article by Markos Katsanos titled "Trading The Fear Index". This script implements a trading strategy called the “daily long/short trading system for ​volatility ETFs” presented in this article. █ CONCEPTS This long-term strategy aims to capitalize on stock market volatility by using exchange-traded funds (ETFs or ETNs) linked to the VIX index. The strategy rules (see below) are based on a combination of the movement of the ​Cboe VIX index, the readings of the stochastic oscillator applied to the SPY ​ETF relative to the ​​VIX, and a custom indicator presented in the article and called the correlation trend . Thus, they are not based on the price movement of the traded ​ETF itself, but rather on the movement of the ​VIX and of the S&P 500 index. This allows the strategy to capture most of the spikes in ​volatility while profiting from the long-term time decay of the traded ETFs. █ STRATEGY RULES Long rules Rising ​volatility: The ​VIX should rise by more than 50% in the last 6 days. Trend: The correlation trend of the ​VIX should be 0.8 or higher and also higher than yesterday's value. ​VIX-​SPY relative position: The 25-day and 10-day ​VIX ​stochastics should be above the 25-day and 10-day ​SPY ​stochastics respectively. In addition, the 10-day ​stochastic of the ​VIX should be above its yesterday's value. Long positions are closed if the 10-day ​stochastic of the ​SPY rises above the 10-day ​​stochastic of the ​VIX or falls below the yesterday's value. Short rules Declining ​volatility: The ​VIX should drop over 20% in the last 6 days and should be down during the last 3 days. ​VIX threshold: The ​VIX should spend less than 35% of time below 15. ​VIX-​SPY relative position: The 10-day ​VIX ​stochastic should be below the 10-day ​SPY ​stochastic. In addition, the 10-day ​SPY ​stochastic should be higher than the yesterday's value. Long positions are closed if the first two Long rules are triggered (Rising ​volatility and Trend). The script allows you to display the readings of the indicators used in the strategy rules in the form of oscillator time series (as in the preview chart) and/or in the form of a table.
Strategia Pine Script®
od PineCodersTASC
TIG's Market Internals Clouds Indicator v2.0================================= == GENERAL INTRODUCTION ================================= If you find market internals inform your intraday trading decisions (SPX, ES futures, SPY or more generally) this may be helpful. Currently available internals are: - ADD - TICK - TRIN - VIX - VOLD Also, you can display your favorite alternative market internal (or BTC, if you want?!) by entering the relevant ticker in the 'Custom' field ================================= == NOTES ================================= The default EMA lengths seem to work reasonably well for 1, 2, 3-minute timeframes (except for TICK - you may wish to apply a bit more smoothing to TICK to reduce the noise) Of course; you can add this indicator to your chart multiple times, and display a different internal each time. The default Text Color is set as a mid-grey, which is readable in both TV color schemes. I prefer dark mode, and so I change the text color to white. You can't see the scheme setting from within a script, unfortunately, so this can't be automated. ================================= == EXPERIMENTAL FEATURE ================================= As a free bonus, the indicator can display the 30-bar (default) Pearson Correlation Coefficient between the internal, and price action (based on the super-fast EMA, to give a bit of smoothing). This may give a clue as to whether or not the market is aligned with what the internal is doing, or if the market (today) is not correlated with the particular internal. Very roughly speaking: - 0.50 means that 50% of the price action can be explained by reference to the internal. This is about the same level of correlation between VIX and Actual Move - 0.80 suggests pretty strong correlation I don't know why (yet) but sometimes this works, and sometimes it doesn't display a sensible figure. ================================= == QUESTIONS AND FEEDBACK ================================= If you have any general questions about market internals, Google is your friend. If you have any specific queries, bug reports, feature requests or general feedback about this indicator please leave a comment below, and I'll get back to you ASAP!
Wskaźnik Pine Script®
od TIG_That-Indicator-Guy
15
Parabolic SAR Heikin Ashi MTF Candle ScalperThis is scalper strategy designed around parabolic sar indicator, where as an input candle value it uses the heikinashi from a higher timeframe. This example has been adapted to SPY/SPX chart In this case ,we are using a 5 min chart, but the calculations are made on a 15 min heikin ashi chart for the PSAR and then on 5 min chart we plot the results. At the same time we are conditioning the entry to be base on a time/session for daytrading/scalper mentality In this case we only enter within the first 30 min of SPY opening session , and then we exit after 3-4 hours of staying in the position ( unless we hit a reverse condition). For long condition we enter when the mtf ha candle close is above the mtf psar and for short condition we enter when the mtf ha candle close is below the mtf psar This script is made with an educational purpose to show the power of multiple time frame approach compared to a single chart. If you have any questions, let me know !
Strategia Pine Script®
od exlux
ATR and IV Volatility TableThis is a volatility tool designed to get the daily bottom and top values calculated using a daily ATR and IV values. ATR values can be calculated directly, however for IV I recommend to take the values from external sources for the asset that you want to trade. Regarding of the usage, I always recommend to go at the end of the previous close day of the candle(with replay function) or beginning of the daily open candle and get the expected values for movements. For example for 26April for SPX, we have an ATR of 77 points and the close of the candle was 4296. So based on ATR for 27 April our TOP is going to be 4296 + 77 , while our BOT is going to be 4296-77 At the same time lets assume the IV for today is going to be around 25% -> this is translated to 25 / (sqrt (252)) = 1.57 aprox So based on IV our TOP is going to be 4296 + 4296 * 0.0157 , while our BOT is going to be 4296 - 4296 * 0.0157 I found out from my calculations that 80-85% of the times these bot and top points act as an amazing support and resistence points for day trading, so I fully recommend you to start including them into your analysis. If you have any questions let me know !
Wskaźnik Pine Script®
od exlux
4
HLC True Strength Indicator (with Vix)HLC True Strength Indicator Volume Weighted with Vix Line by SpreadEagle71 This indicator is a True Strength Indicator with Close, High and Low used together, along with the TSI of the Vix. The white line is the close. The red line is the lows and the blue is the highs. These are also volume-weighted. How to Interpret: 1. zero line crosses. If SPY/SPX500 crosses the zero line, then its bullish. If the purple Vix line crosses up, watch out because this is bearish. 2. white/blue/red lines cross purple (Vix). If they cross upwards, this is bullish. If downward, this is bearish. Basically, SPX, ES1!, SPY or even DIA can be used. The security and the Vix should travel in opposite directions and cross the zero-line at the same time. But this is not always the case. 3. Black area infills. These are used between the close and the highs (blue) and the lows(red). Close should not be between these in order to have momentum. 4. Close (white line) leads. Close is the last price so it tends to show where the others (highs and lows) are going. If the close is sagging below a high where the blue lines are on top, this could mean that there is a reversal coming. Same holds true for a white line above a "valley" formed by the blue and red lines; it could mean a reversal to the upside soon. 5. The Black Infill areas as a squeeze or contraction/expansion area. The thinner the black infill areas, the more of a momentum "squeeze" could be present. Wide black infill areas mean increased volatility and what may come next is a reversion to the mean for volatility. See TTM Squeeze Indicator or the Squeeze Momentum Indicator (kudos LazyBear). Lastly, just remember indicators indicate; they are not magic. :) SpreadEagle71
Wskaźnik Pine Script®
od SpreadEagle71
4
world stage index ver02This is an indicator that expresses the ratio of "stage1" and "stage4" of world index. 40 symbols are as follows ("TVC:SHCOMP" is revised to "SSE:000001") (JAPAN, US, EUROPE, and CANADA) OSE:NK2251!, DJ:DJI , NASDAQ:IXIC, SP:SPX , XETR:DAX, TVC:CAC40 , TVC:UKX, TSX:TSX (ASIA) SSE:000001, SZSE:399001, TVC:HSI, TWSE:TAIEX, BSE:SENSEX , OANDA:SG30SGD, INDEX:KSI, SET:SET (EUROPE) INDEX:SX5E, INDEX:FTSEMIB, SIX:SMI , BME:IBC, EURONEXT:BEL20, TVC:AEX, OMXCOP:OMXC25, XETR:0Q5X (Pacific Ocean) ASX:XJO, TVC:NZ50G, IDX:COMPOSITE, FTSEMYX:FBMKLCI, BMFBOVESPA:IBOV, BMV:ME , BVL:SPBLPGPT, BYMA:IMV (Eastern Europe & Middle East) MOEX:IMOEX, GPW:WIG20, OMXHEX:OMXH25, OMXSTO:OMXS30, DFM:DFMGI, TADAWUL:TASI, OSE:GNRI, EGX:EGX30 The criteria are as follows: EMA5≧EMA20≧EMA40 : Stage1 EMA5≦EMA20≦EMA40 : Stage4 A.The sum of Stage1 was multiplied by 2.5 and drawn on a scale of 0 to 100, with yellow area B.The Sum of Stage4 was multiplied by 2.5 and drawn on a scale of 0 to 100, with blue area. C. The ratio of A/B was multiplied by 2.5 and drawn on a scale of 0 to 100, with red lines. This idea is from Kojirou Kousi. 40 symbols of this script are partially different from Kojiro kousi's idea. But he said the difference isn't matter. tradingview社の上海総合指数の銘柄コード変更に合わせて、"TVC:SHCOMP"　を "SSE:000001"に改訂しました。 「小次郎講師指数」に着想を得た、世界40カ国の株価指数stage状態です。 参考文献は、小次郎講師著書「世界一わかりやすい投資の勝ち方」です。 小次郎講師とは一部異なるシンボルを採用していますが、 多少の違いは余り大した問題では無いと御本人から教わった事があります。 先進国に関してはおそらくほとんど同じだと思います。 stage1の合計の%を黄色、stage4の合計の%を青色、stage1の合計/stage4の合計の%を赤で表示しています。 雰囲気で分かればいいので、正確な数字までは表示しませんでした。 個人的には現状分析以外にも、プラクティス時に世界情勢を把握するのに重宝しています。
Wskaźnik Pine Script®
od trader_aaa111
4
SPXL Futures Strategy- Buy/sell signals for SPXL using futures momentum. - For real-time signals at close, use ES1! on 2 minute chart and sign up for real-time cboe mini futures data feed in tradingview. - All buys and sells are at near close of US RTH market at 4pm. - Best to use the script with other breadth signals to decide on trading strategy. - Script is compatible with SPY, SPXL, RSP, QQQ, TQQQ and many other SPX correlated tickers, however it’s primarily developed for SPX.
Strategia Pine Script®
od timtr4d3
23
VolatilityDivergenceRedGreen by STTAName: VolatilityDivergenceRedGreen by STTA - Underlying and implied volatiliy normally show negative correlated behavior (price rises, vola falls and vice versa) - This study shows symbols in on candles in chart where Undelying and corresponding vola index show same bahvior for 1,2 or 3 consecutive bars. (price rises and vola rises and vice versa) - This situation is called Vola Divergence. Red, when prices and vola fall; green, when price and vola rise - This information can be used to detect possible end of Up/Down-Swings. - User can configure if rising or falling or both price movements shall be displayed. - This study can be used with root symbols, which provide corresponding volatility indices. - supported Root Symbols: SPX, NDQ, DJI, RUT, CL, XLE, GC, SI, EUR, HSI, FXI, EWZ, AMZN, AAPL, GS, GOOG, IBM, DEU40 - in all other symbols, no symbols are displayed. Inputs - underlying displayed in chart Settings/Parameter - each Divergence can be switched off/on separately - output of each displayed symbol can be configured Outputs - RedDiv1: first bar with rising price and rising volatility index - GreenDiv1: first bar with falling price and falling volatility index - RedDiv2: second bar in a row with rising price and rising volatility index - GreenDiv2: second bar with falling price and falling volatility index - RedDiv3: third bar in a row with rising price and rising volatility index - GreenDiv3: third bar in a row with falling price and falling volatility index
Wskaźnik Pine Script®
od Trading-Software-Consulting
2
Live off your portofolio (decumulate)This indicator simulates living off your portofolio consisting of a single security or stock such as the SPY etf or even Bitcoin. The simulation starts at a certain point on the chart (which you input as year and month). Withrawals from the portofolio are made each month according to the yearly withdrawal rate you enter, such as the 4% SWR. The monthly withdrawal income is calculated in USD at the beginning of the retirement period and then adjusted according to the US inflation (CPI) on 01/01 of each year. The blue graph represents the USD value of the remaining portofolio. This indicator is meant to be used on daily, weekly or monthly time frame. It may not work properly (and makes little sense to use) on intraday timeframe or larger time frames such as quarterly (3M). When withdrawing, the indicator considers that fractional stock values can be used (the portofolio value is kept as a float). This may not be true, as most stock brokers currently don't allow this. It does not explicitly take into account dividends. In order to do this you will have to enable "Adjust for dividends" by clicking on "adj" in the lower right corner of the screen, or by using the indicator on a Total Return (TR) index such as DAX. Unfortunately SPX does not have dividend data, you will have to use the SPY etf (which doesn't have a long history)
Wskaźnik Pine Script®
od danarm
Relative StrengthRelative Strength show the quotient (ratio) between a numerator (Your Security) and a common denominator (SPX, BTC, ...). I inspired myself from already established indicators. But I've made my own because I had some issues with others. Sometimes the moving average weren't fixed but where floating through the window. Sometimes the colors (Up, Down) were inaccurate because the compiler didn't notice infinitesimal changes (0.0001 > 0.0002) Thanks. (The Relative Strength indicator is at the top of the chart.)
Wskaźnik Pine Script®
od Capeya
4
Ratio (Relative Strength) & EMAsRatio (Relative Strength) & EMAs This indicator is used to compare the actual symbol with another one by calculating the ratio. EMA1 and EMA2 of the ration are shown as well. The idea is to choose an index like the NDX or SPX for comparison and to determine if the actual symbol outperforms the index or not - separate the wheat from the chaff. The rules are as follow: When the calculation ratio (symbol divided ratio symbol) is above EMA1 and EMA1 is above EMA2) the background turs green. If not the background turn red.
Wskaźnik Pine Script®
od funcharts
Relative Strength ComparisonThis script plots the ratio between a ticker and the selected index. Currently, I have US equities indexes listed + BTC. It's a great way to check for relative strength, determine if absolute highs relative to the ratio are being made, etc. Additionally, optional comparison of the RSI is included. I was just testing something out but figured I'd leave in here because why not. If you use this, enable the 1.0 line. Script is a bit slow, will try to optimize eventually.
Wskaźnik Pine Script®
od imbes2
world stage indexThis is an indicator that expresses the ratio of "stage1" and "stage4" of world index. 40 symbols are as follows (JAPAN, US, EUROPE, and CANADA) OSE:NK2251!, DJ:DJI, NASDAQ:IXIC, SP:SPX, XETR:DAX, TVC:CAC40, TVC:UKX, TSX:TSX (ASIA) TVC:SHCOMP, SZSE:399001, TVC:HSI, TWSE:TAIEX, BSE:SENSEX, OANDA:SG30SGD, INDEX:KSI, SET:SET (EUROPE) INDEX:SX5E, INDEX:FTSEMIB, SIX:SMI, BME:IBC, EURONEXT:BEL20, TVC:AEX, OMXCOP:OMXC25, XETR:0Q5X (Pacific Ocean) ASX:XJO, TVC:NZ50G, IDX:COMPOSITE, FTSEMYX:FBMKLCI, BMFBOVESPA:IBOV, BMV:ME, BVL:SPBLPGPT, BYMA:IMV (Eastern Europe & Middle East) MOEX:IMOEX, GPW:WIG20, OMXHEX:OMXH25, OMXSTO:OMXS30, DFM:DFMGI, TADAWUL:TASI, OSE:GNRI, EGX:EGX30 The criteria are as follows: EMA5≧EMA20≧EMA40 : Stage1 EMA5≦EMA20≦EMA40 : Stage4 A.The sum of Stage1 was multiplied by 2.5 and drawn on a scale of 0 to 100, with yellow area B.The Sum of Stage4 was multiplied by 2.5 and drawn on a scale of 0 to 100, with blue area. C. The ratio of A/B was multiplied by 2.5 and drawn on a scale of 0 to 100, with red lines. This idea is from Kojirou Kousi. 40 symbols of this script are partially different from Kojiro kousi's idea. But he said the difference isn't matter. 「小次郎講師指数」に着想を得た、世界40カ国の株価指数stage状態です。 参考文献は、小次郎講師著書「世界一わかりやすい投資の勝ち方」です。 小次郎講師とは一部異なるシンボルを採用していますが、 多少の違いは余り大した問題では無いと御本人から教わった事があります。 先進国に関してはおそらくほとんど同じだと思います。 stage1の合計の%を黄色、stage4の合計の%を青色、stage1の合計/stage4の合計の%を赤で表示しています。 雰囲気で分かればいいので、正確な数字までは表示しませんでした。 個人的には現状分析以外にも、プラクティス時に世界情勢を把握するのに重宝しています。
Wskaźnik Pine Script®
od trader_aaa111
3
Improved Bollinger Swing Strategy Stock NasdaqThis is an improved bollinger band strategy adapted to Nasdaq Index/Stocks. The new update include a multiple logic calculation BB adapted for long and short, together with a risk management using movement in %. Rules for entry For long we have a crossover between the close and the lower band from the bb For long we have a crossover between the close and the upper band from the bb Rules for exit We exit when we either find a reverse condition, or if we hit the take profit/stop loss levels. If you have any questions, let me know !
Strategia Pine Script®
od exlux
3
Stock trending strategy This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well. Components: VWAP MACD histogram EMA 9 Rules for entry Long : For VWAP: close is above the vwap daily EMA: close is above the moving average MACD histogram is above 0 Short: For VWAP: close is belowthe vwap daily EMA: close is below the moving average MACD histogram is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
Strategia Pine Script®
od exlux