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SoopAlgo — Premium Buy & Sell Targets (v6)SoopAlgo — Premium Targets (v6) Description / Usage: SoopAlgo — Premium Targets is a powerful trading tool designed to provide clear and actionable buy and sell signals directly on your chart. It highlights optimal entry points with distinct labels and automatically plots target levels, helping traders plan exits with precision. Advantages: Clear Visual Signals: Buy and sell opportunities are displayed prominently, reducing confusion and improving decision-making speed. Integrated Target Levels: Automatic target lines allow traders to set realistic profit expectations without manual calculations. Customizable Alerts: Receive alerts when signals occur, ensuring you never miss a trade opportunity. Clean, Modern Display: Minimal clutter with intuitive color-coding (Buy in blue, Sell in purple) for easy chart readability. Flexible Settings: Easily adjust target distances, label sizes, and indicator sensitivity to fit different trading styles. Ideal For: Traders who want a streamlined, easy-to-read tool for spotting market entries and exits with visual targets and alerts, while keeping the chart clean and focused.
Индикатор Pine Script®
от akbarintec
3
able zone# able zone ## 📋 Overview **able zone** is an advanced Support & Resistance zone detection indicator optimized for **15-minute timeframe trading**. It combines Price Action, Volume Profile, and intelligent zone analysis to identify high-probability trading areas with precise entry and exit points. ## 🎯 Core Features ### 1. **Zone Detection Methods** - **Auto Detect**: Automatically finds the best zones using combined analysis - **Price Action**: Based on pivot points and price structure - **Volume Profile**: Identifies High Volume Nodes (HVN) where most trading occurred - **Combined**: Uses all methods together for comprehensive analysis ### 2. **Zone Types & Colors** - 🟢 **Support Zones** (Green): Price tends to bounce up from these areas - 🔴 **Resistance Zones** (Red): Price tends to reverse down from these areas - 🟣 **HVN Zones** (Purple): High volume areas from Volume Profile - **Strong Zones**: Darker colors indicate zones with more touches (higher reliability) ### 3. **Zone Strength Indicators** - **Labels**: "S3" = Support with 3 touches, "R5" = Resistance with 5 touches - **Touch Count**: More touches = stronger zone - **Min Touch Count Setting**: Adjust to filter weak zones (default: 3) ## ⚙️ Settings Guide ### **Zone Detection Settings** - **Detection Method**: Choose your preferred analysis method - **Lookback Period** (50-500): How many bars to analyze (default: 200) - For 15min: 200 bars = ~50 hours of data - Shorter = Recent zones only - Longer = Historical zones included - **Min Touch Count** (2-10): Minimum touches to qualify as a zone (default: 3) - **Zone Thickness %** (0.1-2.0): How thick the zones appear (default: 0.5) - Based on ATR for dynamic sizing on 15min chart ### **Zone Colors** Fully customizable colors for: - Support Zone (default: Green) - Resistance Zone (default: Red) - Strong Support/Resistance (darker shades) - Volume Profile Zone (default: Purple) ### **Zone Touch Detection** - **Enable Touch Alerts**: Get notifications when price enters zones - **Touch Distance %** (0.1-1.0): How close to zone counts as "touch" (default: 0.3%) - On 15min chart, this gives early warning signals - **Show Touch Markers**: Visual indicators when price touches zones - 🔺 = Support touch (potential buy) - 🔻 = Resistance touch (potential sell) - 💎 = HVN touch (watch for breakout/rejection) ### **Volume Profile Integration** - **Show VP Zones**: Display high volume node zones - **VP Resolution** (20-50): Number of price levels analyzed (default: 30) - **POC Line** (orange): Point of Control - highest volume price level - **POC Width**: Line thickness (1-3) - **Show HVN**: Display High Volume Node zones - **HVN Threshold** (0.5-0.9): Volume % to qualify as HVN (default: 0.7) ### **Display Options** - **Zone Labels**: Show S/R labels with touch count - **Zone Border Lines**: Dotted lines at zone boundaries - **Extend Zones Right**: Project zones into future - **Max Visible Zones** (5-50): Maximum number of zones displayed (default: 20) - Adjust based on chart clarity needs - **Info Table**: Real-time information dashboard ## 📊 Info Table Explained The info table (top-right corner) provides real-time zone analysis: ### **Row 1: ZONE Header** - Shows current timeframe (15m) - Total active zones - "able" branding ### **Row 2: 🎯 TOUCH Status** - **RES**: Currently touching resistance (⚠️ potential reversal down) - **SUP**: Currently touching support (🚀 potential bounce up) - **HVN**: Currently in high volume area (⚡ watch for direction) - **FREE**: Not near any zone (⏳ wait for setup) - Progress bar shows proximity strength - Arrows indicate zone type ### **Row 3: 🟢 SUP - Support Zones** - Number of active support zones below current price - Progress bar shows relative quantity - More support = stronger floor ### **Row 4: 🔴 RES - Resistance Zones** - Number of active resistance zones above current price - Progress bar shows relative quantity - More resistance = stronger ceiling ### **Row 5: 🟣 HVN - High Volume Nodes** - Number of HVN zones (from Volume Profile) - These are areas where most trading activity occurred - Often act as magnets for price ### **Row 6: 📍 NEAR - Nearest Zone** - Shows closest zone type (SUP/RES/HVN) - Distance in % to nearest zone - Arrow shows if zone is above or below ### **Row 7: POSITION - Price Position** - **HIGH**: Price near range top (70%+) - watch for resistance - **MID**: Price in middle range (30-70%) - neutral zone - **LOW**: Price near range bottom (<30%) - watch for support - Shows exact position % in lookback range ### **Row 8: ═ SIGNAL ═** - **🚀 BUY**: Touching support zone (entry opportunity) - **⚠️ SELL**: Touching resistance zone (exit/short opportunity) - **⚡ WATCH**: At HVN (prepare for breakout or rejection) - **⏳ WAIT**: No clear setup (be patient) ## 🎓 Trading Strategy for 15-Minute Timeframe ### **Basic Setup** 1. Set timeframe to **15 minutes** 2. Use **Auto Detect** or **Combined** method 3. Set **Lookback Period**: 200 bars (~50 hours) 4. Set **Min Touch Count**: 3 (proven zones) ### **Entry Signals** #### **Long Entry (Buy)** - Price touches green support zone - Table shows "🚀 BUY" signal - Look for bullish candle pattern (hammer, engulfing) - Volume increases on bounce - **Best Entry**: Bottom of support zone - **Stop Loss**: Below support zone (1-2 ATR) - **Target**: Next resistance zone or 2:1 RR #### **Short Entry (Sell)** - Price touches red resistance zone - Table shows "⚠️ SELL" signal - Look for bearish candle pattern (shooting star, engulfing) - Volume increases on rejection - **Best Entry**: Top of resistance zone - **Stop Loss**: Above resistance zone (1-2 ATR) - **Target**: Next support zone or 2:1 RR #### **HVN Breakout Strategy** - Price approaches purple HVN zone - Table shows "⚡ WATCH" - Wait for breakout with strong volume - **If breaks up**: Go long, target next resistance - **If breaks down**: Go short, target next support ### **Zone Strength Rules** - **S5+ or R5+**: Very strong zones (high probability) - **S3-S4 or R3-R4**: Reliable zones (good setups) - **S2 or R2**: Weak zones (use caution) ### **Best Trading Times (15min)** - **London Open**: 08:00-12:00 GMT (high volume) - **NY Open**: 13:00-17:00 GMT (high volatility) - **Overlap**: 13:00-16:00 GMT (best setups) - **Avoid**: Asian session low volatility periods ### **Risk Management** - Never risk more than 1-2% per trade - Use stop loss ALWAYS (place outside zones) - Take partial profits at 1:1, let rest run to 2:1 or 3:1 - If price consolidates in zone > 3 candles, exit ## ⚠️ Important Notes ### **When Zones Work Best** ✅ Clear trending markets ✅ After significant price movements ✅ At session opens (London/NY) ✅ When multiple zones align ✅ Strong zone with 5+ touches ### **When to Be Cautious** ❌ During major news releases (use economic calendar) ❌ Very low volume periods ❌ Price consolidating inside zone ❌ Weak zones with only 2 touches ❌ Conflicting signals from multiple indicators ### **15-Minute Specific Tips** - **Lookback 200**: Captures 2-3 trading days of zones - **Touch Distance 0.3%**: Early signals on 15min moves - **Max Zones 20**: Keeps chart clean but comprehensive - **Watch POC**: Often acts as pivot on 15min - **Volume spike + zone touch** = high probability setup ## 🔧 Recommended Settings for 15min ### **Conservative Trader** - Detection Method: Combined - Min Touch Count: 4 - Max Zones: 15 - Touch Distance: 0.2% ### **Aggressive Trader** - Detection Method: Auto Detect - Min Touch Count: 2 - Max Zones: 25 - Touch Distance: 0.5% ### **Volume Profile Focused** - Detection Method: Volume Profile - Show HVN: Yes - HVN Threshold: 0.6 - Show POC: Yes ## 📈 Example Trade Scenario (15min) **Setup**: BTC/USD on 15-minute chart 1. Price approaching green support zone at $42,000 2. Zone label shows "S4" (touched 4 times) 3. Table shows "🚀 BUY" signal 4. Volume increasing on approach 5. Bullish hammer candle forms **Entry**: $42,050 (bottom of zone) **Stop Loss**: $41,900 (below zone) **Target 1**: $42,350 (2:1 RR) **Target 2**: Next resistance at $42,650 **Result**: Price bounces, hits Target 1 in 3 candles (~45min) ## 💡 Pro Tips 1. **Combine with trend**: Trade in direction of higher timeframe trend 2. **Multiple touches**: Zones with 5+ touches are highest probability 3. **Volume confirmation**: Always check volume on zone touch 4. **POC magnet**: Price often returns to POC line 5. **False breakouts**: If price barely breaks zone and returns = strong signal 6. **Zone-to-zone**: Trade from support to resistance, resistance to support 7. **Time of day**: Best setups occur during peak volume hours 8. **Chart timeframe**: Use 1H to confirm trend, 15min for entry 9. **News avoidance**: Close trades before high-impact news 10. **Zone clusters**: Multiple zones together = strong area --- **Created by able** | Optimized for 15-minute trading **Version**: 1.0 | Compatible with TradingView Pine Script v5 For support and updates, enable alerts and monitor the info table in real-time!
Индикатор Pine Script®
от krittaphat6
Smart Adaptive Double Patterns [The_lurker]Smart Adaptive Double Patterns This is an advanced technical indicator that combines two of the strongest and most renowned classical price reversal patterns: ✅ Double Bottom Pattern — a bullish reversal pattern that forms after a downtrend ✅ Double Top Pattern — a bearish reversal pattern that forms after an uptrend The indicator does not merely detect patterns — it provides a fully integrated, intelligent system that includes: ✅ Precise quality scoring for each pattern using 5 technical criteria ✅ Automatic price target calculation at three levels (Conservative, Balanced, Aggressive) ✅ Multi-layer dynamic filtering to avoid false signals ✅ Live pattern tracking from formation to target achievement or failure ✅ Comprehensive alert system covering all possible trading scenarios 🎯 Why Is This Indicator Unique? 1️⃣ High Detection Accuracy Unlike traditional indicators that rely on simple rules, this one applies 5 strict structural conditions to confirm pattern validity: A clear trend must precede the pattern High symmetry between the two bottoms or two tops No break of critical price levels during formation Logical spacing between key points Technical confirmation from ADX, ATR, and Volume 2️⃣ Advanced Quality Scoring System Each pattern is scored out of 100 based on 5 weighted criteria: Symmetry (30%): How closely the two bottoms or tops match Trend Strength (20%): Strength of the prior trend Volume Behavior (20%): Trading activity at critical points Pattern Depth (15%): Vertical distance between neckline and bottom/top Structural Integrity (15%): Full compliance with structural rules 3️⃣ Smart Target Management Separate targets for bullish (Double Bottom) and bearish (Double Top) patterns Separate projections for success and failure cases Multiple options: Conservative (0.618) / Balanced (1.0) / Aggressive (1.618) Live tracking with dynamic moving lines 4️⃣ Professional Failure Handling Failed patterns are not ignored — they are turned into counter-trend opportunities: Failed Double Bottom → triggers a bearish signal with downside targets Failed Double Top → triggers a bullish signal with upside targets Automatic color change for clear visual distinction 5️⃣ Full Customization Flexibility Enable/disable each pattern independently 22+ adjustable settings Unique colors for each pattern and quality level Full bilingual support (Arabic / English) 📐 Pattern Details 🟦 Double Bottom Pattern Sequence of points: 🔹 Point 1: Peak marking the start of a strong downtrend 🔹 Point 2 (Bottom 1): First low — first key bounce 🔹 Point 3: Intermediate high — forms the neckline (resistance) 🔹 Point 4 (Bottom 2): Second low — should closely match Bottom 1 🔹 Point 5: Breakout point — pattern confirmation Mandatory Conditions: ✅ Clear downtrend before Point 2 ✅ Bottoms 2 & 4 nearly identical (≤1.5% difference by default) ✅ Point 3 higher than both bottoms ✅ Neither bottom is broken during formation ✅ Sufficient time between points (≥10 candles by default) ✅ Success Scenario → Price breaks above the neckline (Point 3) → Point 5 is plotted at breakout candle → Dashed vertical line drawn from Point 5 to target → Horizontal dashed line tracks price toward target → Dashboard shows: Pattern Type | Quality | Rating | Target | Status → When target hits: line turns green + ✅ appears 🎯 Target Calculation Pattern Height = Point 3 − Point 4 • Conservative: Point 3 + (Height × 0.618 × Quality Factor) • Balanced: Point 3 + (Height × 1.0 × Quality Factor) • Aggressive: Point 3 + (Height × 1.618 × Quality Factor) ❌ Failure Scenario → Price breaks below both Bottom 1 or Bottom 2 before neckline breakout Visual Changes: All lines turn red Red ✖ appears at breakdown candle Neckline stops expanding Red dashed vertical line from breakdown point to bearish target Red horizontal tracking line follows price Dashboard updates to: ⚠ Failed Bottom – Bearish → Shows new bearish target → Indicates target mode for failure case → Status: Bearish Reversal → Fully red display 🟥 Double Top Pattern Sequence of points: 🔹 Point 1: Trough marking the start of a strong uptrend 🔹 Point 2 (Top 1): First peak — first key resistance 🔹 Point 3: Intermediate low — forms the neckline (support) 🔹 Point 4 (Top 2): Second peak — should closely match Top 1 🔹 Point 5: Breakdown point — pattern confirmation Mandatory Conditions: ✅ Clear uptrend before Point 2 ✅ Tops 2 & 4 nearly identical (≤1.5% difference by default) ✅ Point 3 lower than both tops ✅ Neither top is breached during formation ✅ Sufficient time between points (≥10 candles by default) ✅ Success Scenario → Price breaks below the neckline (Point 3) → Point 5 is plotted at breakdown candle → Dashed vertical line drawn to target → Horizontal tracking line moves with price → Dashboard updates accordingly → Green line + ✅ on hit 🎯 Target Calculation Pattern Height = Point 4 − Point 3 • Conservative: Point 3 − (Height × 0.618 × Quality Factor) • Balanced: Point 3 − (Height × 1.0 × Quality Factor) • Aggressive: Point 3 − (Height × 1.618 × Quality Factor) ❌ Failure Scenario → Price breaks above either Top 1 or Top 2 before neckline breakdown Visual Changes: All lines turn cyan (light blue) Cyan ✖ appears at breakout candle Neckline stops expanding Cyan dashed vertical line to bullish target Cyan horizontal tracking line follows price Dashboard updates to: ⚠ Failed Top – Bullish → Shows new bullish target → Indicates target mode for failure case → Status: Bullish Reversal → Fully cyan display 🎯 Upside Target (after Double Top failure) Max Top = max(Point 2, Point 4) Height = Max Top − Point 3 • Conservative: Max Top + (Height × 0.618) • Balanced: Max Top + (Height × 1.0) • Aggressive: Max Top + (Height × 1.618) 📊 Quality Scoring System (0–100) 1️⃣ Symmetry (30%) Measures price match between the two bottoms or two tops. High score (25–30): Near-perfect symmetry → very strong pattern Medium (15–24): Good match → reliable signal Low (5–14): Weak symmetry → use caution Zero: No symmetry → invalid pattern 2️⃣ Trend Strength (20%) Uses ADX and DI indicators. 20 pts: Strong trend confirmed (e.g., ADX ≥ 20 + correct DI alignment) 10 pts: Trend filter disabled 6 pts: Weak or sideways trend 3️⃣ Volume Behavior (20%) Declining volume on second touch is a positive sign (shows exhaustion). 15–20 pts: Clear volume drop → strong signal 10 pts: Neutral volume 6 pts: Rising volume → higher risk of continuation 4️⃣ Pattern Depth (15%) Deeper patterns = stronger reversals. 12–15 pts: Deep → high reversal power 8–11 pts: Medium → acceptable <8 pts: Shallow → weak signal 5️⃣ Structural Integrity (15%) Checks logical structure (e.g., Point 1 > Point 3 in Double Bottom). 12–15 pts: Ideal structure 8–11 pts: Minor flaws <8 pts: Poor setup 📈 Final Quality Rating & Colors • 85–100 → ⭐ Excellent  → Double Bottom: Cyan #00BCD4  → Double Top: Light Red #FF5252 • 75–84 → ✨ Very Good • 65–74 → ✓ Good • 60–64 → ○ Acceptable  → All use Amber #FFC107 • <60 → ❌ Rejected (not shown)  → Gray #9E9E9E 🔧 Dynamic Filters 1️⃣ ATR Filter (Volatility Check) Rejects patterns in abnormally high volatility periods. → If current ATR > 1.8 × 50-period ATR MA → pattern rejected ✅ Recommended for crypto, small caps ❌ Optional for calm markets (gold, bonds) 2️⃣ ADX Filter (Trend Confirmation) Ensures a real trend exists before the pattern. → If ADX < 14 (70% of default 20) → pattern rejected ✅ Strongly recommended (keep ON) 3️⃣ Volume Filter (Behavior Validation) Not used to reject patterns, but strongly affects quality score. ✅ Best for liquid markets (Forex majors, large stocks) ❌ Optional for illiquid assets ⚙️ Key Settings Explained 🔘 General Settings • Language: Arabic / English • Show Previous Patterns: Yes / No  → “No” keeps chart clean; “Yes” for historical review 🔘 Pattern Selection • Enable Double Bottom: ✅ / ❌ • Enable Double Top: ✅ / ❌ → Use combinations:  ✅✅ → Full reversal scanning  ✅❌ → Long setups only  ❌✅ → Short setups only  ❌❌ → Indicator OFF 🔘 Detection Parameters • Pivots Left (1–20): Higher = more reliable, fewer patterns • Pivots Right (1–20): Lower = faster signals • Min Width (5–100): Min candles between Bottom/Top 1 & 2 • Tolerance % (0.1%–5%): Max allowed price difference • Min Arm (5–50): Min candles between pivot & neckline • Min Trend (5–50): Min candles in prior trend • Trend Lookback (50–500): How far back to detect trend start • Extension Multiplier (1.0–5.0): How long to wait for breakout 🔘 Quality Settings • Min Quality Score (0–100):  → Conservative: 75–85  → Balanced: 60–70  → Flexible: 50–55 • Custom Weights: Adjust based on market (e.g., increase Volume weight in Forex) 🔘 Target Settings • Bottom Bullish Target: Conservative / Balanced / Aggressive • Bottom Bearish Target: (used on failure) • Top Bearish Target: Conservative / Balanced / Aggressive • Top Bullish Target: (used on failure) 🔘 Visual Settings • Label Size: Small / Normal / Large / Huge • Pattern Colors: Fully customizable • Table: Show/Hide + Size (Small/Normal/Large) + Position (Top-Right / Top-Left / Bottom-Right / Bottom-Left) • Fill Transparency: 70%–95% (default: 85%) 🔔 Alert System (8 Independent Alerts) 📌 Double Bottom Alerts Bullish Breakout → “Double Bottom Breakout – Bullish!” Bullish Target Hit → “Bullish Target Achieved!” Failure (Bearish) → “Double Bottom Failed – Bearish!” Bearish Target Hit → “Bearish Target Achieved (Failure)!” 📌 Double Top Alerts Bearish Breakdown → “Double Top Breakdown – Bearish!” Bearish Target Hit → “Bearish Target Achieved!” Failure (Bullish) → “Double Top Failed – Bullish!” Bullish Target Hit → “Bullish Target Achieved (Failure)!” Each alert can be enabled/disabled independently and supports pop-ups, emails, or webhooks. ⚠️ Disclaimer: This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Use it in conjunction with your own strategy and risk management. Neither TradingView nor the developer is liable for any financial decisions or losses.
Индикатор Pine Script®
от The_lurker
Omega Correlation [OmegaTools]Omega Correlation (Ω CRR) is a cross-asset analytics tool designed to quantify both the strength of the relationship between two instruments and the tendency of one to move ahead of the other. It is intended for traders who work with indices, futures, FX, commodities, equities and ETFs, and who require something more robust than a simple linear correlation line. The indicator operates in two distinct modes, selected via the “Show” parameter: Correlation and Anticipation. In Correlation mode, the script focuses on how tightly the current chart and the chosen second asset move together. In Anticipation mode, it shifts to a lead–lag perspective and estimates whether the second asset tends to behave as a leader or a follower relative to the symbol on the chart. In both modes, the core inputs are the chart symbol and a user-selected second symbol. Internally, both assets are transformed into normalized log-returns: the script computes logarithmic returns, removes short-term mean and scales by realized volatility, then clips extreme values. This normalisation allows the tool to compare behaviour across assets with different price levels and volatility profiles. In Correlation mode, the indicator computes a composite correlation score that typically ranges between –1 and +1. Values near +1 indicate strong and persistent positive co-movement, values near zero indicate an unstable or weak link, and values near –1 indicate a stable anti-correlation regime. The composite score is constructed from three components. The first component is a normalized return co-movement measure. After transforming both instruments into normalized returns, the script evaluates how similar those returns are bar by bar. When the two assets consistently deliver returns of similar sign and magnitude, this component is high and positive. When they frequently diverge or move in opposite directions, it becomes negative. This captures short-term co-movement in a volatility-adjusted way. The second component focuses on high–low swing alignment. Rather than looking only at closes, it examines the direction of changes in highs and lows for each bar. If both instruments are printing higher highs and higher lows together, or lower highs and lower lows together, the swing structure is considered aligned. Persistent alignment contributes positively to the correlation score, while repeated mismatches between the swing directions reduce it. This helps differentiate between superficial price noise and structural similarity in trend behaviour. The third component is a classical Pearson correlation on closing prices, computed over a longer lookback. This serves as a stabilising backbone that summarises general co-movement over a broader window. By combining normalized return co-movement, swing alignment and standard price correlation with calibrated weights, the Correlation mode provides a richer view than a single linear measure, capturing both short-term dynamic interaction and longer-term structural linkage. In Anticipation mode, Omega Correlation estimates whether the second asset tends to lead or lag the current chart. The output is again a continuous score around the range. Positive values suggest that the second asset is acting more as a leader, with its past moves bearing informative value for subsequent moves of the chart symbol. Negative values indicate that the second asset behaves more like a laggard or follower. Values near zero suggest that no stable lead–lag structure can be identified. The anticipation score is built from four elements inspired by quantitative lead–lag and price discovery analysis. The first element is a residual lead correlation, conceptually similar to Granger-style logic. The script first measures how much of the chart symbol’s normalized returns can be explained by its own lagged values. It then removes that component and studies the correlation between the residuals and lagged returns of the second asset. If the second asset’s past returns consistently explain what the chart symbol does beyond its own autoregressive behaviour, this residual correlation becomes significantly positive. The second element is an asymmetric lead–lag structure measure. It compares the strength of relationships in both directions across multiple lags: the correlation of the current symbol with lagged versions of the second asset (candidate leader) versus the correlation of lagged values of the current symbol with the present values of the second asset. If the forward direction (second asset leading the first) is systematically stronger than the backward direction, the structure is skewed toward genuine leadership of the second asset. The third element is a relative price discovery score, constructed by building a dynamic hedge ratio between the two prices and defining a spread. The indicator looks at how changes in each asset contribute to correcting deviations in this spread over time. When the chart symbol tends to do most of the adjustment while the second asset remains relatively stable, it suggests that the second asset is taking a greater role in determining the equilibrium price and the chart symbol is adjusting to it. The difference in adjustment intensity between the two instruments is summarised into a single score. The fourth element is a breakout follow-through causality component. The script scans for breakout events on the second asset, where its price breaks out of a recent high or low range while the chart symbol has not yet done so. It then evaluates whether the chart symbol subsequently confirms the breakout direction, remains neutral, or moves against it. Events where the second asset breaks and the first asset later follows in the same direction add positive contribution, while failed or contrarian follow-through reduce this component. The contribution is also lightly modulated by the strength of the breakout, via the underlying normalized return. The four elements of the Anticipation mode are combined into a single leading correlation score, providing a compact and interpretable measure of whether the second asset currently behaves as an effective early signal for the symbol you trade. To aid interpretation, Omega Correlation builds dynamic bands around the active series (correlation or anticipation). It estimates a long-term central tendency and a typical deviation around it, plotting upper and lower bands that highlight unusually high or low values relative to recent history. These bands can be used to distinguish routine fluctuations from genuinely extreme regimes. The script also computes percentile-based levels for the correlation series and uses them to track two special price levels on the main chart: lost correlation levels and gained correlation levels. When the correlation drops below an upper percentile threshold, the current price is stored as a lost correlation level and plotted as a horizontal line. When the correlation rises above a lower percentile threshold, the current price is stored as a gained correlation level. These levels mark zones where a historically strong relationship between the two markets broke down or re-emerged, and can be used to frame divergence, convergence and spread opportunities. An information panel summarises, in real time, whether the second asset is behaving more as a leading, lagging or independent instrument according to the anticipation score, and suggests whether the current environment is more conducive to de-alignment, re-alignment or classic spread behaviour based on the correlation regime. This makes the tool directly interpretable even for users who are not familiar with all the underlying statistical details. Typical applications for Omega Correlation include intermarket analysis (for example, index vs index, commodity vs related equity sector, FX vs bonds), dynamic hedge sizing, regime detection for algorithmic strategies, and the identification of lead–lag structures where a macro driver or benchmark can be monitored as an early signal for the instrument actually traded. The indicator can be applied across intraday and higher timeframes, with the understanding that the strength and nature of relationships will differ across horizons. Omega Correlation is designed as an advanced analytical framework, not as a standalone trading system. Correlation and lead–lag relationships are statistical in nature and can change abruptly, especially around macro events, regime shifts or liquidity shocks. A positive anticipation reading does not guarantee that the second asset will always move first, and a high correlation regime can break without warning. All outputs of this tool should be combined with independent analysis, sound risk management and, when appropriate, backtesting or forward testing on the user’s specific instruments and timeframes. The intention behind Omega Correlation is to bring techniques inspired by quantitative research, such as normalized return analysis, residual correlation, asymmetric lead–lag structure, price discovery logic and breakout event studies, into an accessible TradingView indicator. It is intended for traders who want a structured, professional way to understand how markets interact and to incorporate that information into their discretionary or systematic decision-making processes.
Индикатор Pine Script®
от OmegaTools
BHUVANA Fib 50–61.8 • Turn Alerts when FIB directions change Detects step-up / step-down on both Fib 50 & 61.8 (your “stairs” logic). Triggers BUY/SELL on that slope change (optionally also requires price to be above/below the line).Spot volatility compression around the 50%–61.8% Fibonacci mid-band of the current swing, then trade the first expansion with clean, rules-based entries and auto SL references. Swing mapping: Finds the active high/low over a user-defined lookback and computes Fib 50% and Fib 61.8%. Squeeze detection: Measures the distance between 50% and 61.8%. If the band width is ≤ (ATR × multiplier), the zone is flagged as a Squeeze. Breakout entries (on close): Long when price crosses up through 50% while squeezed. Short when price crosses down through 61.8% while squeezed. Risk framework: Auto-plots stop lines from the signal bar: Long SL = swing low; Short SL = swing high. Visuals: Fib lines (50/61.8) + optional yellow zone highlight during squeeze. Signals evaluate on bar close (no forward-looking data). Works well on XAUUSD / US30 intraday (5–15m) during London/NY sessions. Add your own alertcondition() lines if you want push alerts on Long/Short entries.
Индикатор Pine Script®
от mankarnan
VaCs Pro Max by CS (Final Version - V9)VaCs Pro Max by CS (Final Version - V9) – TradingView Indicator Overview Introduction: The VaCs Pro Max indicator is a comprehensive, all-in-one technical analysis tool designed for traders who seek a clear, visual, and flexible overview of market trends, levels, sessions, and key signals. This advanced TradingView script integrates multiple technical indicators, market level trackers, session visualizations, and the innovative AlphaTrend module to provide actionable insights across any timeframe. 1. Technical Indicators: This module combines essential trend-following and market momentum tools: VWAP (Volume Weighted Average Price): Shows the average price weighted by volume, helping traders identify key support/resistance levels. Customizable color allows easy chart visibility. EMAs (Exponential Moving Averages): Two EMAs (fast and long) track short-term and long-term price trends. Traders can adjust lengths and colors for personalized analysis. Parabolic SAR: Highlights potential trend reversals with dots above/below candles. Step and maximum settings allow fine-tuning for sensitivity. S2F Bands (Stock-to-Flow): A dynamic band system representing mid, upper, and lower levels derived from EMA. Useful for identifying overbought/oversold zones. Logarithmic Growth Channel (LGC): Provides logarithmic regression channels, highlighting long-term price structure and growth trends. Adjustable length and band colors. Linear Regressions: Two regression lines (short and long) detect trend directions and deviations over customizable periods. Liquidity Zones: Highlights recent highs/lows over a defined lookback period, showing potential support/resistance clusters. SMC Markers (Swing Market Context): Marks pivot highs and lows using visual labels, helping identify swing points and trend continuation patterns. 2. Market Levels: Track weekly and Monday high/low levels for precise intraday and swing trading decisions: Weekly Levels: Highlight the previous week’s high and low for reference. Monday Levels: Focus on the day’s opening range, particularly useful for weekly breakout strategies. 3. Session Boxes (UTC): Visual boxes mark major trading sessions (London, New York) in UTC time: London Session Box: Highlights market activity between 08:00–16:30 UTC. New York Session Box: Highlights market activity between 13:30–20:00 UTC. Boxes automatically adjust to session highs and lows for clear intraday structure visualization. 4. Vertical Session Lines (Turkey Time – UTC+3): These vertical lines provide an easy-to-read visualization of key market opens and closes: US (NYSE), EU (LSE), JP (TSE), CN (SSE) lines: Color-coded and labeled, showing market opening and closing times in Turkish local time. Ideal for identifying session overlaps and liquidity spikes. 5. AlphaTrend Module: The AlphaTrend module is a dynamic trend-following system offering both visual guidance and trade signals: Trend Calculation: Uses ATR and RSI/MFI logic to determine dynamic trend levels. Signals: Generates BUY and SELL markers based on trend crossovers. Customizable Settings: Multiplier, period, source input, and volume data modes allow tailored sensitivity. Visuals: Filled areas between main and lag lines highlight trend direction, making it easy to interpret market bias at a glance. Alerts: Includes multiple alert conditions such as potential and confirmed BUY/SELL, and price crossovers, suitable for automated notifications. Usage & Benefits: All modules have on/off toggles in the input panel, allowing users to customize the chart view without losing performance. Color-coded visuals, session boxes, and trend channels improve readability, especially during high volatility. Suitable for day trading, swing trading, and long-term analysis due to multi-timeframe adaptability. The combination of trend indicators, liquidity zones, and session analysis provides a holistic view of market structure. Alerts enable traders to automate monitoring without constantly staring at the chart. Conclusion: VaCs Pro Max by CS (V9) is designed for both professional and semi-professional traders who want an all-inclusive, visually intuitive, and highly configurable TradingView indicator. It merges classical technical indicators with modern trend and session analysis tools, making it an indispensable tool for informed trading decisions.
Индикатор Pine Script®
от cdssvg
PRO Triple+ Confirmation Overlay SignalsThis script uses the 200 SMA + RSI + MACD confirmations as buy and sell signals. It only give a signal if all three line up. works well for general market direction signals. It also has a higher time frame filter that will filter out 70%-90% of traps and counter trend signals. MACD momentum trigger times entries with momentum shifts. RSI confirmation as well as volume confirmation to remove entries in low volume dead markets.
Индикатор Pine Script®
от ryanpaget13
Global Liquidity – Impulse (ROC & Z-score) [GMI-style]What it is: Liquidity is a faucet. When central banks add money, the faucet opens (risk-on). When they pull money out, it closes (risk-off). This indicator builds a global net-liquidity proxy and shows its impulse : - ROC (green/red histogram): % change vs N weeks ago. - Z-score (cyan line): how unusually strong the latest weekly move is. Why it matters: Liquidity impulse often leads risk assets (equities/crypto) by weeks to a few months. - Green bars > 0 + positive Z → friendlier risk-on backdrop. - Red bars < 0 + negative Z → tightening conditions; caution. Data used (TV Economics / FRED): USA (FRED, millions USD): - FRED:WALCL (Fed assets) - FRED:RRPONTSYD (Reverse Repo – subtract) - FRED:WTREGEN (Treasury General Account – subtract) Other CBs (Economics, units vary): - ECONOMICS:EUCBBS (ECB) - ECONOMICS:JPCBBS (BoJ) - ECONOMICS:CNCBBS (PBoC) Optional: - ECONOMICS:GBCBBS (BoE, UK) - ECONOMICS:CACBBS (BoC, Canada) - ECONOMICS:CHCBBS (SNB, Switzerland) - ECONOMICS:AUCBBS (RBA, Australia) Proxy (scaled to billions): (Fed − RRP − TGA) + ECB + BoJ + PBoC + How to read: - Green bars above 0 = faucet opening → money in → risk-on. - Red bars below 0 = faucet closing → money out → risk-off. - Taller bar = stronger push. - Cyan Z > +1 = unusually strong positive impulse; Z < −1 = unusually strong negative impulse. - Background : green when ROC>0 & Z>0 , red when ROC<0 & Z<0 . Quick reading guide (TL;DR): - Early risk-on: ROC crosses > 0 and Z > 0 (ideally Z ≥ +1 ). - Early risk-off: ROC crosses < 0 and Z < 0 (ideally Z ≤ −1 ). - Use weekly timeframe; price often reacts with a 0–12 week lag. - Combine with PMIs/New Orders, real yields (down), and credit spreads (narrowing). Notes: Symbols may differ by provider; leave optional banks OFF if missing. Currencies/units differ across CBs; this is a pragmatic proxy, not a perfect macro model. Educational use only; not financial advice.
Индикатор Pine Script®
от romansx
1
Exhaustion Zone [by rukich]🟠 OVERVIEW The indicator shows asset exhaustion — an area of interest where potential buying opportunities can be considered. 🟠 COMPONENTS The indicator is based on a combination of fundamental tools designed to properly react to price movement and volatility. It is displayed on the chart as a green line. When the price touches the indicator line, the candle lights up and is highlighted in green. 🟠 HOW TO USE The best timeframes for using the indicator: 1D and 3D. Since the indicator is used on higher timeframes, the price rarely reaches the indicator line, but it often shows a strong reaction when it does, which suggests that the indicator can be used for investment purposes. Since the zone suggests potential buying opportunities, it’s best to act from the zone only when a reaction is confirmed. Confirmation may include a candle close beyond nearby fractals or the invalidation of the nearest resistance zone. 🟠 CONCLUSION The indicator highlights an area of interest where, upon confirmation of a reaction, buying opportunities may be considered.
Индикатор Pine Script®
от rukich
2-Year Real RateThe 2-year real rate is the inflation-adjusted yield on a 2-year U.S. Treasury—essentially the market’s expectation for short-term “true” interest rates after subtracting expected inflation (often approximated as nominal 2Y yield – breakeven inflation). It matters because it reflects the actual cost of capital and is one of the cleanest gauges of the Fed’s effective stance: rising real rates mean tightening financial conditions, falling real rates mean loosening. In trading, the 2Y real rate is a powerful macro risk-on/risk-off indicator—equities, long-duration tech, crypto, and EM FX generally weaken when real rates rise, while USD and front-end rate-sensitive trades tend to strengthen. Watching inflections in the 2Y real rate helps you time shifts in liquidity, gauge how aggressively the market is pricing Fed moves, and position for cross-asset trends driven by changes in real funding conditions.
Индикатор Pine Script®
от gman1023
Liquidity LayoutLiquidity Layout The Liquidity Layout is a comprehensive macroeconomic indicator that tracks global liquidity conditions by aggregating multiple financial data streams from major economies (US, EU, China, Japan, UK, Canada, Switzerland). It provides traders with a macro view of market liquidity to help identify favorable conditions for risk assets ⚠️ Important: Timeframe Settings This indicator is designed for the 1W (weekly) timeframe. If you use other timeframes, you must adjust the offset parameter in the settings to properly align the data with price action. The default offset of 12 is calibrated for weekly charts. What It Measures This indicator combines seven key components of global liquidity: 1. Global M2 Money Supply - Tracks broad money supply (M2) plus 10% of narrow money supply (M1) across major economies, weighted by currency strength. This represents the total amount of money circulating in the private sector. 2. Central Bank Balance Sheets (CBBS) - Monitors the combined balance sheets of major central banks (Fed, ECB, BoJ, PBoC, etc.), reflecting quantitative easing and monetary expansion policies. 3. Foreign Exchange Reserves (FER) - Aggregates forex reserves held by central banks, indicating international liquidity buffers and capital flows. 4. Current Account + Capital Flows (CA) - Combines current account balances with capital flows to measure cross-border money movement and trade liquidity. 5. Government Spending (GSP) - Tracks government expenditure minus a portion of federal expenses, representing fiscal stimulus and public sector liquidity injection. 6. World Currency Unit (WCU) - A custom forex composite that weights major and emerging market currencies to capture global currency strength dynamics. 7. Bond Market Conditions - Analyzes yield curves, spreads, and bond indices to assess credit conditions and risk appetite in fixed income markets. The Formula The indicator uses two main calculation modes: ADJ Global Liquidity (Default): × This multiplies liquidity components by currency and bond market factors to capture the interactive effects between monetary conditions and market sentiment. TPI (Trend Power Index) Mode: A normalized version that combines all components with optimized weights: Global Liquidity Index: 10% Bonds: 17.5% Bond Yields: 25% Currency Strength: 25% Government Spending: 5% Current Account: 5% M2: 2.5% Central Bank Balance Sheets: 2.5% Forex Reserves: 5% Oil (macro risk indicator): 2.5% How to Use It Visualization Modes: Background Mode (default): Orange background appears when TPI is positive (favorable liquidity conditions) Line Mode: Displays the indicator as an orange line with customizable offset Interpreting the Signal: Positive/Rising = Expanding liquidity, generally bullish for risk assets Negative/Falling = Contracting liquidity, risk-off environment TPI > 1 = Extremely favorable conditions (upper threshold) TPI < -1 = Severe liquidity stress (lower threshold) Best Practices: Use on higher timeframes (daily, weekly) for macro trend analysis Combine with price action - liquidity often leads market moves by weeks or months Watch for divergences between liquidity and asset prices Particularly relevant for Bitcoin, equities, and risk assets Data Sources The indicator pulls real-time economic data from TradingView's ECONOMICS database and major market indices, including central bank statistics, government reports, and forex rates across G7 and major emerging markets. Settings Data Plot: Choose which liquidity component to display Plot Type: Switch between raw Index values or normalized TPI Offset: Shift the plot forward/backward for alignment (default: 12 for weekly charts) Style: Background shading or line plot Notes This is a macro-level indicator best suited for understanding the broader liquidity environment rather than short-term trading signals. It helps answer the question: "Is the global financial system expanding or contracting liquidity?"
Индикатор Pine Script®
от Unicorpus
Impulse Trend Suite (LITE) — v1.1.1🚀 Impulse Trend Suite (LITE) — v1.1.1 Smart trend visualization with precise flip arrows. A lightweight, momentum-filtered trend tool designed to stay clean, avoid repeated signals, and keep you focused only on real market direction. ✨ What’s New in v1.1.1 Higher-contrast trend zones (green/red/neutral) Larger BUY/SELL arrows + clearer labels Clean, thin ATR channel lines (improved readability) Minor UI polishing to reduce chart noise 📌 Core Features Trend flip arrows (no spam, 1 signal per turn) Continuous background zones (gap-free trend shading) Adaptive Baseline + ATR structure channel RSI + MACD momentum filter (suppresses weak signals) Trend Status Panel (UP, DOWN, NEUTRAL) 🔍 Quick Guide BUY setup = green arrow + green background SELL setup = red arrow + red background Stay in the move while color doesn’t change ATR channel helps avoid chasing overextended candles 🆚 LITE vs PRO Feature‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ LITE‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ PRO ---------------------‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ --------‎ ‎ ‎ ‎ ‎ ------------------------------ Trend shading + arrows‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔ + confirmations Neutral trend state‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔ enhanced Alerts‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✖‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔ full suite Reversal Zones‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✖‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔ predictive boxes HTF Filter‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✖‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✔ smarter trend bias Included strategies‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ✖‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎✔ + PDF training ======================================================== 🔓 Upgrade to PRO Reversal Zones • Alerts • HTF Filter • Trend Continuation Strategy 👉 fxsharerobots.com/impulse-trend-pro/ 📈 Works on Forex, Stocks, Crypto, Indices, Metals ⌚ Scalping • Intraday • Swing • Long-term ========================================================== ⚠️ LITE - Educational tool. Backtest before trading live. Visit us for Full Trading Tools Collection here: www.fxsharerobots.com Happy trading! — FxShareRobots Team
Индикатор Pine Script®
от FxShareRobots
Predictive Analysis Engine — Adaptive MACD Forecasting with R² SProfessional and Rule-Compliant Description (Ready for Publishing) This description explains every component of the script in detail, highlights its originality, and provides traders with clear usage instructions — exactly what TradingView expects. Predictive Analysis Engine (PAE) This script is a predictive analysis model that combines trend filtering, linear forecasting, stability analysis (R²), and outlier filtering using ATR to produce an advanced, leading-style version of MACD rather than a traditional lagging one. The indicator does not rely on random elements; it is built on four core components that work together: 1. Stability Measurement Using R² The coefficient of determination (R²) is calculated based on the correlation between price and time, then normalized to a 0–1 scale. A higher R² indicates more stable price movement, allowing the script to increase forecast accuracy. Here, R² acts as a primary component of the Confidence Filter. 2. Forecasted Price Using Linear Regression Instead of relying solely on the current price, the script uses: Linear Regression Weighted blending between the forecasted price and actual price This enables the script to build a Leading MACD based on an “advanced” price that anticipates probable movement. 3. Advanced MACD With Adaptive Smoothing MACD is applied to the blended (real + forecasted) price using: Fast EMA Slow EMA MACD base Optional TEMA for reducing signal lag Adjustable histogram smoothing This process makes MACD more responsive with significantly less lag, reacting faster to predicted movements. 4. Predictive MACD (Projected MACD) Linear Regression is applied again — but this time to: MACD Signal Histogram to generate projected versions of each line (proj_macd, proj_signal), while proj_hist is used to produce early signals before the actual crossover occurs. 5. Volatility Filtering Using ATR & Volatility Ratio ATR is used to evaluate: Strength of movement Overextension levels Signal quality ATR is combined with R² to compute: Confidence = R² × Volatility Ratio This suppresses weak signals and boosts high-quality, reliable ones. 6. Predictive Signals + Safety Filters A signal is triggered when: proj_hist crosses the 0 level Confidence exceeds the required threshold The real histogram is not excessively stretched (extra safety) The script includes: BUY / SELL BUY_STRONG / SELL_STRONG based on the smoothed histogram trend. 7. Coloring, Background & Visual Enhancements The script colors: The histogram Chart background Signal lines to clearly highlight momentum direction and confidence conditions. 8. Built-In Alerts The script provides ready-to-use alerts: BUY Alert SELL Alert Both based on the predictive MACD model. How to Use the Script Add it to any timeframe and any market. BUY/SELL signals are generated from the projected histogram crossover. Higher Confidence = stronger signal. Background colors help visualize trend transitions instantly. Recommended to combine with support/resistance or price action. Indicator Objective This script is designed to deliver early insight into momentum shifts using a blend of: Linear forecasting Trend stability via R² Signal quality filtering via ATR A fast and adaptive advanced MACD
Индикатор Pine Script®
от oqba
Nuh's Stochastic + Structure 1.0Nuh's Stochastic + Structure 1.0 is an advanced momentum–structure fusion indicator designed to identify high-probability reversal and continuation zones using a multi-layer confirmation engine. The script combines enhanced Stochastic analysis, market structure detection (HH/HL/LH/LL), divergence tracking, volume spikes, higher-timeframe trend alignment, and extreme-duration filters to deliver highly reliable buy/sell signals. Each signal is dynamically scored for strength, and a compact one-line trend panel provides real-time market state at a glance. Colors and visual elements follow a clear and intuitive hierarchy optimized for fast decision-making. Ideal for crypto, indices, and forex traders who want precision entries with minimal noise.
Индикатор Pine Script®
от nuhkoc1960
Macro Return ForecastWhen the macro environment was similar, what annualized return did the market usually deliver next? Before using the indicator, make sure your chart is set to any US-market symbol (SPX, QQQ, DIA, etc.). This requirement is simple: the indicator pulls macro series from US data (yields, TIPS, credit spreads, breadth of US indices). Because these series are independent from the chart’s price series, the chart symbol itself does not affect the internal calculations. Any US symbol works, and the output of the model will be identical as long as you are on a US asset with daily, weekly or monthly timeframe. The plotted price does not matter: the macro engine is fully exogenous to the chart symbol. 1. What the indicator does relative to selected assets In the settings you choose which market you want to analyze: - S&P500 - Nasdaq or NQ100 - Dow Jones - Russell 2000 - US-wide (VTI) - S&P500 sectors (XLF, XLY, XLP, etc.) For each one, the indicator loads: - Its internal breadth series (percentage of constituents above MA200) - Its price history to compute forward log-returns at multiple horizons - Its regime position relative to its own MA200 (for bull/bear filtering) This means the tool is not tied to the chart symbol you display. If your chart is SPX but the indicator setting is “S&P500 Technology”, the expected return projection is computed for the Technology sector using its own data, not the chart’s data. You can therefore: - Visualize macro-driven expected returns for any major US index or sector. - Compare how different parts of the market historically reacted to similar macro states. - Switch assets instantly to see which segment historically behaved better in comparable macro conditions. The indicator becomes an analyzer of macro sensitivity, not a chart-dependent indicator. 2. Method overview The model answers a statistical question: “When macro conditions looked like they do today, what forward annualized return did this asset usually deliver?” To do this it combines four macro pillars: - Market breadth of the selected asset - Yield curve slope (US 10Y minus 2Y) - US credit spread (high yield minus gov) - US real rate (TIPS 10Y) It normalizes each metric into a 0–100 score, groups similar historical states into bins, and examines what the asset did next across six horizons (from ~9 months to ~5 years). This produces a historical map connecting macro states to realized forward returns. It is not a forecast model. It is a conditional-distribution estimator: it tells you what has historically happened from similar setups. 3. Why this produces useful insights on assets For any chosen asset (SPX, Nasdaq, sectors…), the indicator computes: - Its forward return distribution in similar macro states. - How often these states occurred (n). - Whether the macro environment that preceded positive returns in the past resembles today’s. - Whether the asset tends to be more sensitive or more resilient than the broad index under given macro configurations. - Whether a given sector historically benefited from specific yield-curve, credit or real-rate environments. This lets you answer questions such as: - Does this sector usually outperform in an inverted yield curve environment? - Does the Nasdaq historically recover strongly after breadth collapses? - How did the S&P500 behave historically when real rates were this high? - Is today’s credit-spread environment typically associated with positive or negative forward returns for this index? These insights are not predictions but statistical context backed by past market behavior. 4. Why the technique is robust (and why it matters) The engine uses strict, non-optimistic data processing: - Winsorization of returns to neutralize extreme outliers without deleting information. - Shrinkage estimators to avoid overfitting when bins contain few occurrences. - Adaptive or static bounds for scaling macro indicators, ensuring comparability across cycles. - Inverse-variance weighting of horizons with penalties for horizon redundancy. - HAC-style adjustments to reduce autocorrelation bias in return estimation. Each method aims to prevent artificial inflation of expected-return values and to keep the estimator stable even in unusual macro states. This produces a result that is not “optimistic”, not curve-fit, not dependent on chart tricks, and not sensitive to isolated historical anomalies. 5. What you get as a user A single clean line: Expected Annual Return (%) This line reflects how the chosen asset historically performed after macro environments similar to today’s. The color gradient and confidence indicator (n) show the density of comparable episodes in history. This makes the output extremely simple to read: - High, stable expectation: historically supportive macro environment. - Low or negative expectation: historically weaker environments. - Low confidence: the macro state is rare and historical comparisons are limited. The tool therefore adds context, not signals. It helps you understand the environment the asset is currently in, based on how markets behaved in similar conditions across US market history.
Индикатор Pine Script®
от Julien_Eche