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Market SnapshotGet a snapshot of the market with the index's last price, distance to selectable moving averages, and breadth data. Choose to see data based on the Nasdaq or SPX, as well as net highs / lows for the Nasdaq, NYSE or combined. Snapshot shows: - Index's (SPX or Nasdaq's) last price - Put call ratio - % of stocks above the 50 day moving average for the index of your choice - % of stocks above the 200 day moving average for the index of your choice - Distance to or from two selectable moving averages. (negative number means price is below the moving average, positive means price is above) Configurable options: - Which moving averages to use - Where to display the table on your chart - Table size, background and text colors
Индикатор Pine Script®
от Amphibiantrading
2
Newzage - Fed Net LiquidityThe Fed Net Liquidity indicator is a concept discovered by Max Anderson to calculate the fair value of SPX (S&P 500 Index). The formula he shared on Twitter uses the Fed Balance Sheet, TGA (Treasury General Account), and Reverse Repo. Net Liquidity = Fed Balance Sheet - (TGA + Reverse Repo) The data for each component above is accessible on the FRED website. Fed Balance Sheet fred.stlouisfed.org Treasury General Account (TGA) fred.stlouisfed.org Reverse Repo fred.stlouisfed.org This script uses net liquidity (NL) fair value calculation for SPX, then estimates entry and next target exit target for both long and short trades on SPY. The script added RSI oversold/overbought signal to the original NL signal from Max... improving the "precision" of the buy/sell signals. The script also uses RSI to estimate targets based on how overbought or oversold the index/SPY is.
Индикатор Pine Script®
от momentumX_capital
15
Williams Vix Fix ultra complete indicator (Tartigradia)Williams VixFix is a realized volatility indicator developed by Larry Williams, and can help in finding market bottoms. Indeed, as Williams describe in his paper, markets tend to find the lowest prices during times of highest volatility, which usually accompany times of highest fear. The VixFix is calculated as how much the current low price statistically deviates from the maximum within a given look-back period. Although the VixFix originally only indicates market bottoms, its inverse may indicate market tops. As masa_crypto writes : "The inverse can be formulated by considering "how much the current high value statistically deviates from the minimum within a given look-back period." This transformation equates Vix_Fix_inverse. This indicator can be used for finding market tops, and therefore, is a good signal for a timing for taking a short position." However, in practice, the Inverse VixFix is much less reliable than the classical VixFix, but is nevertheless a good addition to get some additional context. For more information on the Vix Fix, which is a strategy published under public domain: * The VIX Fix, Larry Williams, Active Trader magazine, December 2007, web.archive.org * Fixing the VIX: An Indicator to Beat Fear, Amber Hestla-Barnhart, Journal of Technical Analysis, March 13, 2015, ssrn.com * Replicating the CBOE VIX using a synthetic volatility index trading algorithm, Dayne Cary and Gary van Vuuren, Cogent Economics & Finance, Volume 7, 2019, Issue 1, doi.org Created By ChrisMoody on 12-26-2014... V3 MAJOR Update on 1-05-2014 tista merged LazyBear's Black Dots filter in 2020: Extended by Tartigradia in 10-2022: * Can select a symbol different from current to calculate vixfix, allows to select SP:SPX to mimic the original VIX index. * Inverse VixFix (from masa_crypto and web.archive.org) * VixFix OHLC Bars plot * Price / VixFix Candles plot (Pro Tip: draw trend lines to find good entry/exit points) * Add ADX filtering, Minimaxis signals, Minimaxis filtering (from samgozman ) * Convert to pinescript v5 * Allow timeframe selection (MTF) * Skip off days (more accurate reproduction of original VIX) * Reorganized, cleaned up code, commented out parts, commented out or removed unused code (eg, some of the KC calculations) * Changed default Bollinger Band settings to reduce false positives in crypto markets. Set Index symbol to SPX, and index_current = false, and timeframe Weekly, to reproduce the original VIX as close as possible by the VIXFIX (use the Add Symbol option, because you want to plot CBOE:VIX on the same timeframe as the current chart, which may include extended session / weekends). With the Weekly timeframe, off days / extended session days should not change much, but with lower timeframes this is important, because nights and weekends can change how the graph appears and seemingly make them different because of timing misalignment when in reality they are not when properly aligned.
Индикатор Pine Script®
от tartigradia
8
Tickers Info ExtensionWith the indicator you can easily evaluate or compare any ticker with the one you choose in the options. You can choose any of the tickers I provide in the mod options to your liking : XAU DXY BTC ETH SPX NASDAQ AVG Stable Dominance AVG Stock Price Custom You can also select or create your own ticker if you select the Custom in Mode option. If the Compare mode is enabled, then the current ticker you are viewing is divided by the ticker selected in the indicator (in the Mode option). Thus, you create a new pair and can evaluate the strength of this or that asset. For example, if you have the ticker BTCUSDT open. And the ticker XAU is selected in the Mode option in the indicator. And the Compare mode is also enabled. Then you will get a new BTCUSDT/XAU pair. That means that now you can see the bitcoin/gold ratio. (Same as EUR/USD etc.) If the Compare option is switched off then you will see the usual ticker you choose in the Mode option. You can also see if there is a correlation between the selected pairs. Option ' AVG STABLE.D ' = Calculated as: USDT.D + USDC.D + DAI.D - This is the average domination of the most important Stable Coins Option ' AVG STOCK Price ' = Calculated as: (DJI + SPX + NDQ) / 3 - This is the average price of the most important Indexes.
Индикатор Pine Script®
от HALDRO
Auto Fibonacci Levels + Auto Trend Line generatorAnother indicator for you guys!!! This indicator consists of the 5 key Fibonacci retracement levels, plotted automatically to user input settings. I also have included an auto support/resistance trend line generator. What is a Fibonacci retracement? 'Fibonacci retracement is a method of technical analysis for determining support and resistance levels. It is named after the Fibonacci sequence of numbers, whose ratios provide price levels to which markets tend to retrace a portion of a move before a trend continues in the original direction.' - Wikipedia How to use the Fibonacci retracement? - The Fibonacci levels are default. These percentiles from price to the average of the high in a sample and low in a sample give you a guideline of where a bottom may be, where a top may be, and where a range is being created. - Look for the price to reject from 61.8% and 76.4%, and also look for price to bounce from 38.2% and 23.6%. If a lower low/higher high is made, the fib levels will follow and the percentiles within will be recalculated after a 5 candle offset period. - If you see price trending towards the lower percentiles (38&23) and using the 50% as resistance, look for a break downwards and vice versa. -This Fibonacci set as all others is subject to fake-out, always use this with another series indicator, or don't use it as a signal for entry at all (unless you have a backdated strategy) How to use the trend line generator? -The trend line generator will only plot when a lower low/higher high has taken place within the input amount of candles. It is also offset by a user amount. -The check box will give the option to have the trend line's plot or not. - If you see a green/red dot it means that that will be your first coordinate for the trend line, and until the computations are complete it will give you an idea of which direction it will be in (resistance or support) -When opening this indicator zoom out all the way to connect any trend lines that do not load automatically. Let me know if you have any questions, suggestions or issues! Thank you everyone! -Cheatcode1 :) SP:SPX TVC:DXY BMFBOVESPA:EUR1! CME:BTC1! BINANCE:BTCUSDT
Индикатор Pine Script®
от CheatCode1
14
Intraday Super SectorsMotivated by Cody to finish what I'd started ... This indicator plots the two 'Super Sectors' (Cyclical and Defensive) intraday change, viz-a-viz SPX price * for convenience, it uses the ETF's, rather than the actual sectors. This might make it 0.0001% inaccurate. For reference: Defensive Sectors: XLE Energy (not always considered a true defensive sector, but I've thrown it in here for balance) XLP Consumer Staples XLU Utilities XLV Health Care Cyclical Sectors: XLB Materials XLC Communication Services XLF Financials XLI Industrials XLK Information Technology XLRE Real Estate XLY Consumer Discretionary Why the (soft) red/green cloud? Well, the theory says is that if the Cyclical Sector is down, while the Defensive Sector is up, this isn't exactly bullish (so a soft red cloud), or if Defensive Stocks are down, while Cyclical Stocks are up, this is perhaps bullish. Of course, if SPX is down 10%, with Defensive Stocks down 20%, and Cyclical Stocks down 5%, you might get a green cloud, but it ain't exactly a bullish sign
Индикатор Pine Script®
от TIG_That-Indicator-Guy
9
US Sector CorrelationsA new and interesting way to look at Breadth. As for the usefulness of it, one would have to do some proper backtesting to get a full grasp of the capabilities. This is just a concept currently. But in general, SPX holding near ATHs with very low sector correlations can be a topping indicator. SPX selling off with Correlations all very positive across each sector...can be a sign of an impending bottom. But, needs the "full bake" of proper testing and analysis versus just guessing. I like the concept and want to explore it further, and I will. This is just the start.
Индикатор Pine Script®
от bigurb
1
Gap RiderThis Indicator allows you to make statistics on the performance of any underlying on the days in which an opening gap occurs. Specifically, the indicator was designed for "0 dte" options trades. In fact, it is possible to find parameters that give a good statistical advantage by opening a spread in the direction of the gap, creating a trade that has a risk-return ratio of 1: 1. The indicator shows flags on the graph (green in case of gap up, red in case of gap down) and colored boxes (green in case the stock closed in the direction of the gap, red in case the stock closed in the opposite direction to the gap, yellow in the event that the stock closed at a distance that did not allow the spread in options to close in maximum loss or maximum profit, and therefore in breakeven) The statistics panel, on the other hand, contains all the information necessary to search for parameters that give the trader a good statistical advantage. In the settings you can filter the days of the week, only gap up or only gap down, ATR thresholds (volatility), points or minimum percentage for which a gap is taken into account, measure of the breakeven (which for options traders should represent the half the width of the spread to open), large gaps filter that takes into consideration only gaps that open out of range compared to the previous session. The Lookback parameter of course is used to set how many bars to take into account for the statistics. Parameters and recommended strategy: TODAY 31/08/2021 - Lookback 500 bars (2 years) UNDERLYING: SPX FILTERS: only Monday and Wednesday, only gap up, only gap> 0.01% STRATEGY: exactly at opening, cover an ATM spread in the direction of the gap (example: gap up, I open a long call spread) that has the opening price as a break even, with a risk-return ratio of 1: 1 and leave it open until closing session, or set take profit at 90-95%. It is advisable to take into consideration the SPX statistics but to operate on the ES future so as to be able to open the spread a couple of minutes before the opening of the cash session and prevent the trade from "running away" due to too sudden movements of the opening. . RESULTS: 124 Trade 70% profitable trades 30% losing trades Max drawdown 3 trades So assuming a spread on ES 10 points wide, each trade would gain or lose $ 250, applying the described strategy we would have in two years, investing only $ 250, a profit of $ 12500, with a max drawdown of $ 750. We would therefore have a profit of 5000%, or rather 2500% per year on the invested capital, with a drawdown of a much lower proportion of the profit ($ 750 compared to $ 6250 of annual profit). The strategy is infinitely scalable by increasing the options contracts used and the impact of the commissions is almost zero. MONEY MANAGEMENT: Example on a 50K account, with a spread that earns or loses $ 500, in two years it earns $ 25,000, therefore about 12500 per year, with a max drawdown of $ 1500, therefore 25% per year on the ENTIRE ACCOUNT with a maximum drawdown of 3%. Note: the test was performed without a break even parameter, so the actual result will be more moderate, but of the same explosive nature. ** BUG STILL LOOKING FOR SOLUTION ** only in case the filters are set to take into account ONLY the gap down, the drawdown count in the statistics panel shows an incorrect result "
Индикатор Pine Script®
от eruscio
Divergence of Stocks Above MA50 v.s. US-Stock MarketEnglish: This indicator has been developed as an early warning tool to estimate the probability of correction in the US stock market. It works best in the daily chart. Function: 1.) "Index-line" The underlying stock index is converted to a scale between 0% and 100% based on its 52-week highs and lows. Where 100% is closing price at 52-week high and 0% is closing price at 52-week low. 2nd) "Stocks Above MA50". For each major stock index, there is an index that determines the percentage of stocks above its 50 moving average. For example, for the S&P 500, this is the S5FI. 3) "Divergence In an efficient market, both lines (index and number of stocks above the 50 MA) would run more or less in sync. A new high in the index would also mean a new high in the stocks trading above the 50 moving average. Often, however, a correction in the index is announced when the number of stocks trading above their 50 MA do not make a new, or even a lower, high while the underlying index marks a new high. The divergence signal measures this divergence of the indices. The higher the bar, the more pronounced the divergence. How to read the indicator? If a divergence occurs, then the stops should be tightened. As with any indicator, false signals can occur because a divergence does not automatically lead to a correction. The higher the divergence is indicated, the higher the probability. The strength of a correction cannot be predicted with the indicator. For which symbols does the indicator work? The indicator works exclusively for the following symbols: S&P500: SPX, SPY, ES1!, US500 Index above MA50: S5FI Russel2000: IWM, US2000, RTY1!, RUT, IWO Index above MA50: R2FI NASDAQ100: NDX, NAS100, NQ1!, US100, QQQ Index above MA50: NDFI NASDAQ: IXIC, ONEQ, QCN1!, NDAQ Index above MA50: NCFI NYSE: XAX, NYA Index above MA50: MMFI DowJones100: DJX, DJI, DIA, MYM1!, YM1! Index above MA50: DIFI DowJonesComp: DOW, IYY Index above MA50: DCFI Deutsch: Dieser Indikator ist als Frühwarninstrument zur Einschätzung der Korrekturwahrscheinlichkeit im US-Aktienmarkt entwickelt worden. Er funktioniert am besten im Tages-Chart. Funktion: 1.) „Index-line“ Der zugrunde liegende Aktienindex wird bezogen auf seine 52Wochen Hochs und Tiefs in eine Skala zwischen 0% und 100% umgerechnet. Dabei sind 100% Schlusskurs auf 52-Wochen Hoch und 0% Schlusskurs auf 52-Wochen Tief. 2.) „Stocks Above MA50“ Zu jedem Hauptaktienindex gibt es einen Index, der den Prozentwert der Aktien über Ihrem 50 gleitenden Durchschnitt ermittelt. Beim S&P 500 ist das z.B. der S5FI. 3.) „Divergence“ In einem effizienten Markt würden beide Linien (Index und Anzahl Aktien über dem 50 MA) mehr oder weniger synchron laufen. Ein neues Hoch im Index würde auch ein neues Hoch bei den Aktien, die über dem 50 gleitenden Durchschnitt notieren, bedeuten. Oft jedoch kündigt sich eine Korrektur im Index an, wenn die Anzahl der Aktien, die über ihrem 50 MA notieren kein neues, oder sogar ein niedrigeres Hoch machen, während der zu Grunde liegende Index ein neues Hoch markiert. Das Divergenz-Signal misst diese auseinanderlaufen der Indices. Je höher der Balken, umso stärker ist die Divergenz ausgeprägt. Wie ist der Indikator zu lesen? Wenn eine Divergenz auftritt, dann sollten die Stopps enger herangezogen werden. Es kann wie bei jedem Indikator zu Fehlsignalen kommen, da eine Divergenz nicht automatisch zu einer Korrektur führen muss. Die Wahrscheinlichkeit ist um so höher, je höher die Divergenz angezeigt wird. Die Stärke einer Korrektur kann mit dem Indikator nicht prognostiziert werden. Für welche Symbole funktioniert der Indikator? Der Indikator funktioniert ausschließlich für folgende Symbole: S&P500: SPX, SPY, ES1!, US500 Index über MA50: S5FI Russel2000: IWM, US2000, RTY1!, RUT, IWO Index über MA50: R2FI NASDAQ100: NDX, NAS100, NQ1!, US100, QQQ Index über MA50: NDFI NASDAQ: IXIC, ONEQ, QCN1!, NDAQ Index über MA50: NCFI NYSE: XAX, NYA Index über MA50: MMFI DowJones100: DJX, DJI, DIA, MYM1!, YM1! Index über MA50: DIFI DowJonesComp: DOW, IYY Index über MA50: DCFI
Индикатор Pine Script®
от Benni_R
2
CCI45/SMA50 indy for 30 min SP500SPCFD:SPX The script determines entry points using 45 period CCI and 50 period SMA. Long condition: When CCI crosses up 150 treshold while price above 50 period SMA Short condition: When CCI crosses down -150 treshold while price below 50 period SMA Trades are executed above/below 1 point of high/low for long/short positions. Stops are just 1 point below/above of SMA. After 4 points of profit stops should be tightened. If you do not plan to hold the position for a long time, it can produce quick profit within 5-6 bars namely 2.5-3 hour. Otherwise you can manage the trade using SMA as trailing stop. This can be treated as a strategy of scalping which turns out a trend trading eventually if conditions good. Have a nice trading
Индикатор Pine Script®
от GurselKona
CHOP Zone Entry Strategy + DMI/PSAR ExitThis is a Strategy with associated visual indicators and Long/Short and Reverse/Close Position Alerts for the Choppiness Index (CHOP) . It is used to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). CHOP is not directional, so a DMI script was ported into this strategy to allow for trend confirmation and direction determination; it consists of an Average Directional Index (ADX) , Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI) . In addition, a Parabolic SAR is also included to act as a trailing stop during any strong trends. Development Notes --------------------------- This indicator, and most of the descriptions below, were derived largely from the TradingView reference manual. Feedback and suggestions for improvement are more than welcome, as well are recommended Input settings and best practices for use. www.tradingview.com www.tradingview.com www.tradingview.com Recommend using the below DMI and PSAR indicators in conjunction with this script to fully visualize and understand how entry and exit conditions are chosen. Variable inputs should correlate between the scripts for uniformity and visual compatibility. THANKS to LazyBear and his Momentum Squeeze script for helping me quickly develop a momentum state model for coloring the Chop line by trend. Strategy Description --------------------------- CHOP produces values that determine whether the market is choppy or trending . The closer the value is to 100 , the higher the choppiness levels , while the closer it is to 0 , the stronger the market is trending . Territories for both levels, and their associated upper and lower thresholds, are popularly defined using the Fibonacci Retracements, 61.8 and 38.2. Basic Use --------------------------- CHOP is often used to confirm the market condition to help you stay out of sideways markets and only enter when there is movement or imminent explosions. When readings are above the upper threshold, continued sideways movement may be expected, while readings below the lower threshold are typically indicative of a continuing trend. It is also used to anticipate upcoming trendiness changes, with the general belief that extended periods of consolidation (sideways movement) are followed by extended periods of strong, trending, directional movement, and vice versa. One limitation in this index is that you must be cautious in deciding whether the range or trend will likely continue, or if it will reverse. Confidence in price action and trend is higher when two or more indicators are in agreement -- while this strategy combines CHOP with both DMI and PSAR, we would still recommend pairing with other indicators to determine entry or exit trade opportunities. Recommend also choosing 'Once Per Bar Close' when creating alerts. Inputs --------------------------- Strategy Direction - an option to only trade Short, Long, Both, or only in the direction of the Trend (Follow Trend is the Default). Sensitivity - an incremental variable to test whether the past n candles are in the same trend state before triggering a delayed long or short alert (1 is the Default). Can help filter out noise and reduces active alerts. Show Chop Index - two visual styles are provided for user preference, a visible Chop line with a background overlay, or a compact column and label only view. Chop Lookback Period - the time period to be used in calculating CHOP (14 is the Default). Chop Offset - changing this number will move the CHOP either forwards or backwards relative to the current market (0 is the Default). Smooth Chop Line and Length - if enabled, the entered time period will be used in calculating a smooth average of the index (Enabled and 4 are the Defaults). Color Line to Trend Direction - toggles whether the index line is colored to visually depict the current trend direction (Enabled is the Default). Color Background - toggles the visibility of a background color based on the index state (Enabled is the Default). Enable DMI Option - if enabled, then entry will be confirmed by and dependent on the ADX Key Level, with any close or reversal confirmed by both ADX and +/-DI to determine whether there is a strong trend present or not (Enabled is the Default). ADX Smoothing - the time period to be used in calculating the ADX which has a smoothing component (14 is the Default). DI Length - the time period to be used in calculating the DI (14 is the Default). ADX Key Level - any trade with the ADX above the key level is a strong indicator that it is trending (23 to 25 is the suggested setting). Enable PSAR Option - enables trailing stop loss orders (Enabled is the Default). PSAR Start - the starting value for the Acceleration Force (0.015 is our chosen Default, 0.02 is more common). PSAR Increment - the increment in which the Acceleration Force will move (0.001 is our chosen Default, 0.02 is more common). PSAR Max Value - the maximum value of the Acceleration Factor (0.2 is the Default). Color Candles Option - an option to transpose the CHOP condition levels to the main candle bars. Note that the outer red and green border will still be distinguished by whether each individual candle is bearish or bullish during the specified timeframe. Note too that if both DMI and PSAR are deselected, then close determinations will default to a CHOP reversal strategy (e.g., close long when below 38.2 and close short when above 61.8). Though if either DMI or PSAR are enabled, then the CHOP reversal for close determination will automatically be disabled. Indicator Visuals --------------------------- For the candle colors, black indicates tight chop (45 to 55), yellow is loose chop (38.2 to 45 and 55 to 61.8), dark purple is trending down (< 38.2), and dark blue is trending up (> 61.8). The background color has additional shades to differentiate a wider range of more levels… • < 30 is dark purple • 30 to 38.2 is purple • 38.2 to 45 is light purple • 45 to 55 is black • 55 to 61.8 is light blue • 61.8 to 70 is blue • > 70 is dark blue Long, Short, Close, and Reverse labels are plotted on the Chop line, which itself can be colored based on the trend. The chop line can also be hidden for a clean and compact, columnar view, which is my preferred option (see example image below). Visual cues are intended to improve analysis and decrease interpretation time during trading, as well as to aid in understanding the purpose of this strategy and how its inclusion can benefit a comprehensive trading plan. DMI and Trend Strength --------------------------- To analyze trend strength, the focus should be on the ADX line and not the +DI or -DI lines.  An ADX reading above 25 indicates a strong trend , while a reading below 20 indicates a weak or non-existent trend .  A reading between those two values would be considered indeterminable. Though what is truly a strong trend or a weak trend depends on the financial instrument being examined; historical analysis can assist in determining appropriate values. DMI exits trade when ADX is below the user selected key level (e.g., default is 25) and when the +/- DI lines cross (e.g., -DI > +DI exits long position and +DI > -DI exits short position). PSAR and Trailing Stop --------------------------- PSAR is a time and price based indicator that excels at measuring direction and duration, though not the actual strength of a trend, which is why we use this in conjunction with DMI. It is also included in this script as a trailing stop option to maximize gains during strong trends and to mitigate any false ADX strengthening signals. This creates a parabola that is located below the candle during a Bullish trend and above during a Bearish trend. A buy or reversal is signaled when the price crosses above or below the Parabolic SAR. Long/Short Entry --------------------------- 1. CHOP must be over 61.8 (long) or under 38.2 (short). 2. If DMI is enabled, then the ADX signal line must be above the user selected Key Level (default is 25). 3. If Sensitivity is selected, then that past candle must meet the criteria in step 1, as well as all the intermediate candles in between. 4. If "Follow Trend" is selected and PSAR is enabled, then a long position can only open when the momentum and PSAR are in an uptrend, or short when both are in a downtrend, to include all intermediate candles if the Sensitivity option is set on a past candle. Close/Reverse --------------------------- 1. If DMI is enabled, then a close flag will be raised when the ADX signal drops below the Key Level (of 25), and -DI crosses over +DI (if long), or +DI crosses over -DI (if short). 2. If PSAR is enabled, then a close flag will be raised when the current trend state is opposite the last state. 3. If both DMI and PSAR are disabled, then a close flag will be raised if the Chop line drops under 38.2 (if long) or goes over 61.8 (if short). 4. If a Long or Short Entry is triggered on the same candle as any of the above close flags, then the position will be reversed, else the position will be closed. Strategy Alerts --------------------------- 1. Long Entry 2. Short Entry 3. Reverse 4. Close The provided backtest result is based on a position sizing of 10% equity with 100k initial capital. When testing SPX, disabling the DMI performed the best, but EURUSD performed poorly without it enabled, and TSLA had a small reduction in net profit. Timeframe likewise differed between commodities with TSLA performing best at 30M, SPX at 15M, and EURUSD at 4H. I do not plan on using this as a standalone strategy, but I also was expecting better results with the inclusion of EMI and PSAR to compliment the CHOP. Key elements of this script will likely be included in future, more holistic strategies. Disclaimer --------------------------- Past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script are not intended to provide any financial advice. Trade at your own risk. No known repainting, though there may be if an offset is introduced in the Inputs. I did my best not to code any other variables that repaint, but cannot fully attest to this fact.
Стратегия Pine Script®
от IronCasper
4
Normalized Volatility IndicatorFrom an article by Rajesh Kayakkal: "Early bear phase signals can help you get out of the market before it turns down. This indicator tells you how. There are many ways to identify the trend of a financial market, the most common being the 200-day exponential moving average (Ema). When price is trending down below the 200-day Ema, the market is believed to be in a bear phase. If the market is trending up above the 200-day Ema, it is considered to be in a bull phase. Since every indicator fails at times, I wanted to find other indicators to confirm a trend. In my quest for another indicator to determine the trend for the financial markets, I found the Cboe Volatility Index (Vix) to be a good indicator of the market direction. The Vix is calculated from the weighted average of the implied volatilities of various options on the Standard & Poor’s 500 index futures. J. Welles Wilder’s average true range can also give an indication of the financial market trends; that is, when the market is in a bull phase, the average true range narrows, and when it is in a bear phase, the average true range expands. The normalized volatility indicator (Nvi) is based on this behavior. Normalized volatility indicator (Nvi) Average true range (Atr) varies depending on time. But how do we determine the phase of the financial market with Atr? Perhaps some type of ratio could give us a clue. A ratio presents a relationship of a quantity with respect to another. I did some research based on a ratio of the 64-day average true range and the end-of-day value of equity indexes such as the Standard & Poor’s 500 (Spx). I selected the 64-day period since it is close to the average number of trading days in a quarter. The ratio of the 64-day average true range and closing price does discount seasonal variations in the average true range and gives a single number that can be used to compare volatility of an instrument across many decades. I call this ratio the normalized volatility indicator. I found an interesting correlation between Nvi and cycles of major equity market indexes. The formula for the Nvi is: Nvi = 64 - Day average true range/End-of-day price * 100 The NVI gave advanced signals before the cyclical bear phase of SPX commenced in October 2000 and was almost on the spot with the bull phase that began in 2003 and the current secular bear market cycle, which started in November 2007." Includes options to show inverse NVI and change the ATR length and smoothing.
Индикатор Pine Script®
от MartinShkreIi
3
Reversal closing priceThe reversal closing price (RCP) is a candlestick pattern which follows two simples rules: the low price of current candle needs to be lower than the low price of the last 2 candles the closing price of current candle needes to be higher than the closing price of the last candle This generates a signal for a long position. For a short position, the conditions are inverted: the high price of current candle needs to be higher than the high price of the last 2 candles the closing price of current candle needes to be lower than the closing price of the last candle Since RCP is a trend follower indicator, the strategy is programmed in such a way that long positions are only placed if the short period EMA is above the long period EMA, and short positions are only placed if the short EMA is bellow the long EMA. Both periods are configurable, and should be ajusted for each asset. This strategy uses a fixed stop loss and take profit, and the it's ratio is configurable. The stop price is one tick lower than the lowest price of X candles prior to the order execution for long positions, while in short positions it's one tick higher than the higher price. The amount of candles to lookback (X) is configurable. Both stop and take profit prices are displayed, the first as a red line, and the second as a green line. This is the setting that I've found to work best with TVC:SPX , but you may find a better setting. While the RCP is universal, it's placement depends on the trend and it's strenght, something that is very heterogeneous among assets. I really wish that I was able to place images, but I don't have PRO, so text will have to do. This strategy was designed by Alexandre Wolwacz, a.k.a. Stormer.
Стратегия Pine Script®
от EduardoMattje
9
Hide Extended Hours/non-intraday American BarsOnly works with American bar style. Not works with Candles. -------- This script can hide the extended hours/non-intraday bars and leave the intraday bars only, especially for future users, such as ES/NQ/RTY/YM, etc.,. Now you can find the intraday support/resistance quite easily! Example, as a ES investor, you can easily find the intraday support/resistance level ,which is almost equal to SPY / SPX , no longer need to check SPY / SPX separately again, saving your time a lot. -------- IMPORTANT INSTRUCTION In order to make the script work, you have to bring it to the most top visual layer. Please do as the following steps: Add the script to chart Hover mouse on the script name, and tap the right-most 'more' button (which appears as 3 dots) Select "Visual Order", then select "Bring to front". Done! Also, in order to have a better view effect and make the bars COMPLETELY "Hidden", you can adjust the hidden bar color in the "setting" menu to the exact color of your chart background.
Индикатор Pine Script®
от yeungshawn
Options Decay Speed for 0DTEUse only for: SPX, 5 minutes time frame This indicator is complementing options 0DTE strategy - selling options for SPX index in the same day as they are expiring. Output of the indicator (red or green color of the curve) indicates whether is profitable to sell options at given moment at delta and VIX specified in the parameters. Changing parameter "Candles" is not recommended. Main thought is that options expire with certain speed (theta decay) when stock doesnt move. When stock moves in unfavorable direction slowly enough, decay speed can compensate for disadvantage coming from option delta. Intuitively there must be certain speed of stock value change (expressed in stock value per 5 minutes) that is exactly compensating theta decay. This indicator calculates those two values (details below) and shows, where theta decay is faster than stock movement in the last hour and thus favorable to sell options. Indicator gets its result from comparing two values: 1) volatility in the form of highest high and lowest low for past 12 candles (one hour in total) divided by 12 - meaning average movement of stock expressed in 2) speed of options value decay in form of combination of theta decay and option delta. Formulas are approximation of Black-Scholes model as Pine script doesnt allow for advanced functions. Approximations are accurate to 2 decimal points from market open to one hour before market close and will not indicate green when accuracy is not sufficient. Its value is also expressed in so its mutualy comparable. My focus was not on code elegance but on practical usability. Written by Ondřej Škop.
Индикатор Pine Script®
от OnSkop
13
Strategy - Bobo PAPATRHi I've revamped this bot mentioned in the linked idea to make it work with v4 of pine. In doing so there are some very significant changes to how it works. The main one is that it no longer uses traditional daily pivot calculations to calculate the bands. It creates a more dynamic intraday set of pivot points based on recent price action rather than yesterday's ohlc. As published, the bot is tuned for a 15 min time frame. But it actually works well on lower time frames you just need to adjust the lookback periods in settings a bit to re tune it. It's also tuned to ES really but will need tweaking for a different instrument at the very least. The basic concept is recent price action is used to calculate a 'middle' around which red and green bands are located. Their position or width is largely determined by recent volatility. The middle line is again calculated from recent price action. The three lines from that form a tradeable range with green at the top and red at the bottom. The strategy is simple enough, it shorts as it sinks from outside red, and longs when rising above green. The basic principle being that once you enter that range you have a high probability of hitting the middle before you hit your stop loss. So the basic principle is you are trying to capture the inherent ranginess of liquid indices like S&P 500. That back and forth movement that happens. The bot is capturing this by fading extremes of a recent range but the problem with that is you'dd get murdered in a strong trend. To mitigate that there is a trend calculation running in the background the will prevent trading against firm trends mostly. So the bot should trade mostly in rangy conditions because that is what it is trying to do. Bot will close issue close signals automatically upon crossing the middle, it also will close automatically at predefined stops or limits. These values are denominated in market mintick values. For example the CFD SPX500 has a mintick of 0.1. Therefore a stop value of 100 will equate to 10 points on the index. If trading the same market via ES1! the mintick value is different - 0.25. So in this case a value of 40 is required to set the stop at 10 points. Anyway shout if you have questions. Hope it's useful. TVC:SPX OANDA:SPX500USD
Стратегия Pine Script®
от BobVanders
1
AK TREND ID v1.00Hello, "Are we at the top yet ? "........ " Is it a good time to invest ? " ......." Should I buy or sell ? " These are the many questions I hear and get on the daily basis. 1000's of investors do not know when to go in and out of the market. Most of them rely on the opinion of "experts" on television to make their investment decisions. Bad idea.Taking a systematic approach when investing, could save you a lot of time and headache. If there was only a way to know when to get in and out of the market !! hmmmm. The good news is that there many ways to do that. The bad news is , are you disciplined enough to follow it ? I coded the AK_TREND ID specifically to identified trends in the SPX or SPY only . How does it work ? very simply , I simply plot the spread between the 3 month and 8 month moving average on the chart. If the spread > 0 @ month end = BUY if the spread < 0 @ month end = SELL The AK TREND ID is a LAGGING Indicator , so it will not get you in at the very bottom or get you out at the very top. I did a backtest on the SPX from 1984 to 7/2/2014 (yesterday), The rule was to buy only when the AK TREND ID was green. let's look at the result: 14 trades : 11 W 3 L , 78.75 % winning % Biggest winner (%) = 108 % Biggest loser (%) = -10.7 % Average Return = 27 % Total Return since 1984 = 351.3 % You can see the result in detail here : docs.google.com Although the backtesting results are good, the AK TREND ID is not to be used as a trading system. It is simply design to let you know when to invest and when to get out. I'm working a more accurate version of this Indicator , that will use both technical and fundamental data. In the mean time , I hope this will give some of you piece of mind, and eliminate emotions from your trading decision. Feel free to modify the code as you wish, but please share your finding with the rest of Trading View community. All the best Algo
Индикатор Pine Script®
от Algokid
35
Reversal Detection v3.1 - Real-Time Pro (Non-Repainting)Reversal Detection Pro v3.1 - Universal Non-Repainting ACKNOWLEDGMENTS Special thanks to @ksiva100 for extensive testing and detailed feedback on v3.0 that led to the major improvements in v3.1. Their real-world testing on GC, ES, NQ, NG, and CL futures across 3-5 minute timeframes identified critical issues with sensitivity scaling and helped shape the universal ATR-adaptive system that makes this version work seamlessly across all instruments and timeframes. Community feedback like this is invaluable in creating better tools for all traders. FULL DESCRIPTION: OVERVIEW Reversal Detection Pro v3.1 is a non-repainting reversal identification system designed for futures trading across all timeframes. The indicator uses ATR-adaptive thresholds combined with a zigzag-based pivot detection algorithm to identify confirmed price reversals. A triple EMA trend filter provides directional context, while optional supply/demand zones highlight key reversal areas. The indicator automatically scales to any instrument's price level and volatility through its ATR-adaptive mechanism, eliminating the need for manual threshold adjustments when switching between instruments or timeframes. KEY FEATURES Non-Repainting Confirmation System All confirmed reversal signals are final and do not disappear or move to different bars. The indicator includes an optional preview mode that shows potential reversals before confirmation, clearly labeled to distinguish them from confirmed signals. Users can add extra confirmation bars for additional validation before signals appear. ATR-Adaptive Sensitivity The indicator uses Average True Range (ATR) as its primary sensitivity mechanism. Five preset sensitivity levels (Very High, High, Medium, Low, Very Low) multiply the ATR by factors ranging from 0.8x to 3.5x. This approach automatically adapts to: Different price levels (works equally on $25 micro futures and $25,000 instruments) Varying volatility conditions (calm vs. volatile markets) Multiple timeframes (1-minute through daily charts) Different trading sessions (regular hours vs. after-hours) Triple EMA Trend Detection Three exponential moving averages (9, 14, and 21 periods) create a trend identification system. The info table displays current trend status as BULLISH, BEARISH, or NEUTRAL. Strong signals occur when a reversal aligns with the prevailing trend direction. Supply and Demand Zones Optional rectangular zones display at confirmed pivot points. These zones are color-coded (green for demand/support, red for supply/resistance) and can be configured for thickness, extension length, and maximum number displayed. Zones can be toggled on or off independently of reversal signals. Information Display Table A customizable table shows real-time indicator settings including: Current signal mode (Confirmed Only, Preview, or Both) Active sensitivity preset ATR multiplier value Percentage threshold Current ATR reading Calculated reversal threshold Current trend status Comprehensive Alert System Eight different alert conditions cover all signal types: Bullish reversal confirmed Bearish reversal confirmed Any reversal (combined) EMA buy signal (trend change to bullish) EMA sell signal (trend change to bearish) Trend changed to bullish Trend changed to bearish Strong bullish (reversal + bullish trend aligned) Strong bearish (reversal + bearish trend aligned) HOW IT WORKS Reversal Detection Algorithm The indicator tracks price using a zigzag methodology that requires a minimum reversal amount before confirming a pivot. This reversal threshold is calculated using three components: ATR Component (Primary): ATR × Sensitivity Multiplier Percentage Component (Safety Floor): Close Price × Percentage Threshold Absolute Component (Minimum Floor): Fixed dollar/point amount The reversal threshold equals whichever of these three values is largest. This ensures appropriate sensitivity across all instruments and timeframes. Pivot Confirmation Process Price must move in one direction to establish a high or low pivot point. When price reverses by the minimum threshold amount, that pivot is confirmed. A reversal signal triggers when price subsequently breaks through the previous confirmed pivot in the opposite direction. Signal Generation Green labels and lines: Bullish reversal confirmed (buy signal) Red labels and lines: Bearish reversal confirmed (sell signal) Preview labels (if enabled): Potential reversals not yet confirmed (semi-transparent) Trend Filter Operation The 9/14/21 EMA system identifies trend direction: BULLISH: 9 EMA > 14 EMA > 21 EMA, with price above 9 EMA BEARISH: 9 EMA < 14 EMA < 21 EMA, with price below 9 EMA NEUTRAL: EMAs not in sequential order Strong signals occur when reversals align with trend direction. HOW TO USE Initial Setup Add Indicator to Chart Search "Reversal Detection Pro v3.1" in TradingView indicators Click to add to any futures chart Default settings work immediately on any instrument/timeframe Choose Signal Mode (Signal Controls section) Confirmed Only: Shows only final, non-repainting signals (recommended for trading) Confirmed + Preview: Shows both confirmed and potential signals Preview Only: Shows only potential signals (educational/learning mode) Set "Extra Confirmation Bars" to 0 for immediate signals, or 1-5 for additional validation Select Sensitivity (Main Controls section) Very High: Maximum signals, catches small swings (0.8× ATR) High: Active trading with more opportunities (1.2× ATR) Medium: Balanced quality and quantity - recommended starting point (2.0× ATR) Low: Conservative, higher quality signals (2.8× ATR) Very Low: Major reversals only, highest quality (3.5× ATR) Recommended Settings by Timeframe 1-2 Minute Charts (Ultra-Short Scalping) Sensitivity: High or Very High Confirmation Bars: 0 Expected: 10-20+ signals per session Best for: Quick scalps, high-frequency trading 3-5 Minute Charts (Active Day Trading) Sensitivity: Medium or High Confirmation Bars: 0-1 Expected: 5-15 signals per session Best for: Standard scalping, intraday swings 15-30 Minute Charts (Swing Trading) Sensitivity: Medium or Low Confirmation Bars: 0-1 Expected: 2-8 signals per session Best for: Larger intraday swings, part-time trading 1-4 Hour Charts (Position Trading) Sensitivity: Low or Very Low Confirmation Bars: 1-2 Expected: 1-5 signals per week Best for: Multi-day position trades Daily Charts (Long-Term Swing Trading) Sensitivity: Very Low Confirmation Bars: 1-3 Expected: 1-4 signals per month Best for: Weekly to monthly swing trades Customizing Display Supply/Demand Zones (Zones section) Enable "Show Supply/Demand Zones" to display rectangular areas at pivots Adjust "Number of Zones" to control how many recent zones appear (0-20) Set "Zone Box Extension" for forward projection length (5-100 bars) Modify "Zone Thickness" as percentage of price (0.01%-0.2%) Visual Elements (Labels section) "Stop Line Extension": Length of horizontal lines at reversal points (1-50 bars) "Maximum Lines to Display": Limits historical lines visible (3-50) "Label Size": Small, Normal, or Large text Information Table (Info Table section) Toggle "Show Info Table" on/off Choose "Table Position": Six position options Select "Table Size": Tiny through Huge Setting Up Alerts Click the "Alert" button (clock icon) on TradingView Select "Reversal Detection Pro v3.1" from Condition dropdown Choose specific alert type or "Any REVERSAL" for all signals Set "Options" to "Once Per Bar Close" (recommended) Configure notifications (popup, email, SMS, webhook) Name your alert and click "Create" For highest-probability trades, use "STRONG Bullish Signal" and "STRONG Bearish Signal" alerts which combine reversals with trend confirmation. Advanced Settings (Custom Mode) For experienced users, selecting "Custom" sensitivity unlocks manual control: Calculation Method: "average" for smoother signals, "high_low" for more responsive Percentage Reversal: Manual percentage threshold (0.01%-1.0%) Absolute Reversal: Fixed dollar/point minimum ($0.01-$50) ATR Multiplier: Manual ATR multiplication factor (0.1-10.0) ATR Length: Period for ATR calculation (1-50, standard is 14) Average Length: Smoothing period for high/low when using "average" method (1-50) Trading Workflow Example Identify Market Context Check info table for trend status (BULLISH, BEARISH, NEUTRAL) Note current ATR and reversal threshold values Observe recent reversal signal quality Wait for Signal Green label = potential long entry (bullish reversal) Red label = potential short entry (bearish reversal) Horizontal line shows reversal pivot level Evaluate Signal Quality Strongest signals align with trend (STRONG alerts) Check if reversal occurs at supply/demand zone Verify adequate volume on reversal bar Execute Trade Enter on signal confirmation Place stop loss below/above reversal pivot line Target next supply/demand zone or opposing reversal signal Manage Position Trail stop loss with price movement Take partial profits at zones Exit on opposing reversal signal or stop hit Multi-Timeframe Analysis For optimal results, use multiple timeframes: Higher timeframe (3-5× larger): Determine overall trend direction Trading timeframe: Execute trades on reversal signals Lower timeframe (3-5× smaller): Fine-tune entries and exits Example: Trade ES futures 1 Hour chart: Identify BULLISH trend 5 Minute chart: Take only green (long) reversal signals 1 Minute chart: Time precise entry after signal appears IMPORTANT USAGE NOTES Understanding Signal Timing This is a reversal identification indicator, not a prediction tool. Signals appear AFTER price begins reversing from a pivot, not at the exact top or bottom. This is intentional design - the confirmation process ensures reliability at the cost of capturing the absolute extremes. Timeframe and Signal Frequency Higher timeframes naturally produce fewer signals. This is correct behavior: Daily charts: 1-4 signals per month is normal 1-hour charts: 1-5 signals per week is normal 5-minute charts: 5-15 signals per day is normal 1-minute charts: 10+ signals per hour is normal If you want more signals, either use a lower timeframe or higher sensitivity setting. Optimal Market Conditions Best performance occurs during: Regular trading hours (RTH) with normal volume Trending or ranging markets Liquid instruments with tight spreads Normal volatility environments Reduced performance may occur during: Major economic announcements (FOMC, NFP, CPI) Opening gaps or halted trading Extremely thin markets (after-hours, holidays) Flash crash or extreme volatility events Risk Management Requirements Always use stop losses (place beyond reversal pivot) Position size appropriately (1-2% account risk per trade) Account for commissions and slippage in planning Never trade with funds you cannot afford to lose Paper trade new settings before using real capital Not a Complete Trading System This indicator identifies potential reversal points but should be used as part of a complete trading plan including: Overall market analysis and context Risk/reward assessment Position sizing methodology Trade management rules Psychological discipline TECHNICAL SPECIFICATIONS Calculation Method Base Algorithm: Modified zigzag with adaptive thresholds Primary Sensitivity: ATR-based multiplier system Trend Filter: Triple EMA (9/14/21 exponential moving averages) Price Calculation: Configurable (high/low or EMA-smoothed high/low) Confirmation: Configurable delayed confirmation (0-5 bars) Resource Usage Maximum Boxes: 50 (for supply/demand zones) Maximum Lines: 200 (user-configurable display limit) Maximum Labels: 100 (for reversal markers) Calculation Speed: Fast (minimal computational overhead) Compatibility TradingView Pine Script: Version 6 Chart Types: All (candlestick, bar, line, etc.) Instruments: All futures contracts (optimized for liquid markets) Timeframes: All (1 second through 1 month) Features: Alerts, Strategy Tester compatible SUITABLE INSTRUMENTS Micro E-mini Futures MES (Micro E-mini S&P 500), MNQ (Micro E-mini Nasdaq-100), MYM (Micro E-mini Dow), M2K (Micro E-mini Russell 2000), MGC (Micro Gold), MCL (Micro Crude Oil) E-mini Futures ES (E-mini S&P 500), NQ (E-mini Nasdaq-100), YM (E-mini Dow), RTY (E-mini Russell 2000) Commodities GC (Gold), SI (Silver), CL (Crude Oil), NG (Natural Gas), HG (Copper), ZW (Wheat), ZC (Corn), ZS (Soybeans) Indices SPX (S&P 500 Index), NDX (Nasdaq-100 Index), DJI (Dow Jones Industrial Average) Currencies 6E (Euro FX), 6B (British Pound), 6J (Japanese Yen), 6A (Australian Dollar) Interest Rates ZB (30-Year T-Bond), ZN (10-Year T-Note), ZF (5-Year T-Note) Crypto Futures BTC (Bitcoin Futures), ETH (Ethereum Futures) The ATR-adaptive system works on any liquid futures contract. Results may vary on extremely thin markets or instruments with unusual price structures. LIMITATIONS AND CONSIDERATIONS What This Indicator Does Identifies confirmed price reversals after they begin Adapts threshold requirements to market volatility Provides trend context through EMA analysis Marks potential support/resistance zones Generates alerts for reversal conditions What This Indicator Does NOT Do Predict future price movements Guarantee profitable trades Work equally in all market conditions Eliminate the need for trader judgment Replace a complete trading strategy Known Limitations Signals lag actual reversal by design (confirmation required) May generate false signals during choppy, directionless markets Not optimized for gapping markets or illiquid instruments Requires normal volatility (extreme VIX can affect performance) EMAs are lagging indicators (trend status reflects recent past) User Responsibility Users are responsible for: Backtesting settings on their chosen instruments Understanding how the indicator works before trading Implementing proper risk management Complying with their broker's margin requirements Following applicable regulations in their jurisdiction DISCLAIMERS Educational Purpose This indicator is provided for educational and informational purposes only. It is a technical analysis tool designed to assist traders in identifying potential reversal points. It does not constitute financial advice, investment recommendations, or trading signals. No Performance Guarantees Past performance of this indicator does not guarantee future results. Markets are inherently uncertain and no technical indicator can predict future price movements with certainty. Losses are a normal part of trading and users should expect both winning and losing trades. Risk Warning Trading futures involves substantial risk of loss and is not suitable for all investors. Users should carefully consider whether trading is appropriate for them in light of their experience, objectives, financial resources, and other relevant circumstances. Users should only trade with capital they can afford to lose entirely. No Liability The indicator creator and publisher are not responsible for any losses incurred through use of this indicator. Users assume full responsibility for their trading decisions and outcomes. The indicator is provided "as-is" without warranties of any kind. Testing Requirement Users should thoroughly test this indicator using paper trading or small position sizes before committing significant capital. Different instruments, timeframes, and market conditions will produce different results. What works well in one context may not work in another. Not Investment Advice Nothing in this description or in the indicator itself constitutes investment advice or a recommendation to buy or sell any security. Users should consult with a licensed financial advisor before making investment decisions. SUPPORT AND UPDATES Version Information Current Version: 3.1 Release Date: 21 January 2025 Pine Script Version: 6 Updates and Improvements This indicator may receive updates to improve functionality, fix bugs, or add features. Users will automatically receive updates through TradingView's indicator system. Major version changes may include breaking changes to settings or behavior. User Feedback Community feedback helps improve the indicator. Users are encouraged to share their experiences, report issues, and suggest enhancements through comments. Please include specific details about instruments, timeframes, and settings when reporting issues. Following for Updates Click "Follow" on the @NPR21 profile to receive notifications about new indicators, updates, and educational content.
Индикатор Pine Script®
от NPR21
1