Strat Assistant ScreenerStrat Assistant Screener
----------------------------
█ OVERVIEW
This script is intended to provide screening/scanning functionality for the strat for the time period provided in the input (Day is the default).
When added, the script provides a chart with labels separated for each type of candle (2 up, 2 down, outside, inside) as well as actionable signals (inside already provided, hammer, shooter). Trading view is limited to 40 "security/ticker/symbol" calls so only 40 at a time are available. It's best to run this on higher time frames as it will occasionally push peak trading view memory limits and throw an error. Various inputs are provided a detailed below. It's not FAST so be patient please.
█ DETAIL
Inputs
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Security/Screener Time Frame: The screener will only run for one time frame, the time frame selected and this can be changed
Actionable Wick Percentage: The percentage of the WICK to determine a hammer or a shooter. For example, the default is .75 or 75%, which means 75% of the candle must be a WICK (top wick 75% for shooter, bottom wick 75% for hammer). If you wish to be more conservative scale it down or more aggressive scale it up
Label Index Offset Factor: There are 6 separate labels that will appear at the bottom separated by this indicator. If you feel like things are too tight or too narrow you can adjust this to spread things out further, or push them closer together.
Security/SXX: The various securities that can be input to track. If you find this is a pain, you can always copy the source code, put it in the pine editor yourself, and manually modify them there. Trading view limits you to 40 securities/symbols/tickers so I've pushed the limit as far as I can with this script.
Outputs
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The screener will provide a second chart at the bottom of the primary chart with labels for the types of candles and actionable signals
Each label will be present even if no results are found.
The label will display the time frame selected toward the end of the header - Strat Assistant Screener:
Each label is colored for quick reference to indicate the various bull/bear/inside/outside "patterns"
Best Practices
----------
It is not fast, so please be patient and let it run.
This screener is best used as a utility a few times a day, not recommended for intraday. I will create a scaled down version of this will only 5 securities/symbols/tickers that can be used intraday.
The screener pushes the limits of training views provided memory, so you may occasionally see errors, please try a higher time frame.
The bottom chart can be scaled and moved just like the top one, play around with it to determine what works best for you. I recommend decreasing the scale and then moving it up so you can see it better.
When the time frame is changed, it will take a minute, you can verify the results by seeing the time frame change in the label - Strat Assistant Screener:
I have not played with this thoroughly intraday yet. So it may be buggy/slower.
Поиск скриптов по запросу "文华财经tick价格"
Bitfinex Spot PremiumOverview
A tool to display the spot price premium of Bitfinex coins vs the other big 3 exchanges.
Premium is calculated against:
- Coinbase
- Binance
- FTX
The average is calculated through volume weighting. The absolute difference between the Bitfinex spot price and the calculated average is then displayed on the histogram.
Interacting with the tool
Colours: Green bars indicate a positive premium (Bitfinex spot price is greater than the average), Red bars indicate a negative premium. The ability to grey out smaller premiums is also enabled with the "Grey Small Vals" checkbox, this can be used to further emphasise larger premiums.
Ticker: The ticker input allows you to detect the Bitfinex premium for any coin traded within all 4 exchanges (Bitfinex, Coinbase, Binance, FTX). Just input the coins ticker symbol, for example, "BTC", "ETH", "UNI".
Indicator Ideology
Bitfinex is known for being the home of crypto "smart money". Therefore, positive premiums indicate stronger buying from "smart money". Although this premium is a good sign of bullish/ bearish market conditions, for example, consecutive days of a negative Bitfinex premium have been pretty good at indicating short term tops in BTC, this indicator should only be used as a confirmation signal.
Big Move WarningThis script shows plots a warning on the chat when the tick increase is more than the configures value.
It considers the highest and lowest value of each candle.
The following warnings are shown:
"RISE" - the increase is more than the configures value
"BIGRISE" - the increase over the last 3 ticks is more than 2x the configured value
"DIP" - the decrease is more than the configures value
"BIGDIP" - the decrease over the last 3 ticks iscmore than 2x the configured value
CC - Macro Consolidated Interval Display (MCID)Ever wish you didn't have to rapidly flip between 6 different tickers to get the full picture?
Yeah, me too. Do you also wish that you kind of understood how the shift / unshift function works for arrays?
Yeah, I did too. Both of those birds are taken care of with one stone!
The Macro Consolidated Interval Display uses the new Array structure and security to display data for VIX, GLD, TLT, QQQ, SPY and IWM (at a 1D interval) SIMUTANEOUSLY! Regardless of which ticker you're looking at you can get the full picture of macro futures data without flipping around to get it.
This is my first script trying to use arrays. It basically shows the following a 1d interval:
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for VIX.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for GLD.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for TLT.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for QQQ.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for SPY.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for IWM
To make it more or less busy, I've allowed you to toggle off any of the levels you wish. I've also chosen to leave this as open source, as it's nothing too experimental, and I hope that it can gain some traction as an Array example that the public can use! If you don't like the different values that are shown, use this source code example as a spring-board to put values that you do care about onto the labels.
If this code has helped you at all please drop me a like or some constructive criticism if you do not think it's worth a like.
Good luck and happy trading friends. This should be compatible with my CID as well:
If this gets traction, I will post something similar for a dynamic combination of tickers and intervals that you can set yourself.
SuperTrend EXPLORER / SCREENERSUPERTREND EXPLORER / SCREENER screens the BUY and SELL signals (trend reversals) for 38 user defined different tickers in Tradingview charts.
Simply input the short name of the ticker in Tradingview that you want to screen.
Script is derived from zzzcrypto123 's work. Thanks for the permission letting me to use his logic.
Terminology explanation:
Confirmed Reversal: Supertrend reversal that happened in the last bar and cannot be repainted.
Potential Reversal: Supertrend reversal that might happen in the current bar but can also not happen depending upon the timeframe closing price.
Screener has also got a built in SuperTrend indicator which users can confirm the reversals on graphs.
Screener explores the 38 tickers in current graph's time frame and also in desired parameters of the SuperTrend indicator.
SUPERTREND INDICATOR:
STRATEGY version of SuperTrend Indicator:
SuperTrend is one of the most common ATR based trailing stop indicators.
In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA .
The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a superindicator are 10 for average true range or trading period and three for its multiplier.
The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility .
The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price.
It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red.
A ‘Supertrend’ indicator can be used on equities, futures or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market.
Source function added to use the indicator as the ATR Trailing Stop indicator.
Just change source type hl2 to close.
different variations might be useful.
Alpha & BetaAlpha & Beta Indicators for Portfolio Performance
β = Σ Correlation (RP, RM) * (σP/σM)
α P = E(RP) –
Where,
RP = Portfolio Return (or Investment Return)
RM = Market Return (or Benchmark Index)
RF = Risk-Free Rate
How to use the Indicator
RM = SPX (Default)
The Market Return for the indicator has the options of $SPX, $NDX, or $DJI (S&P 500, Nasdaq 100, Dow 30)
RF = FRED: DTB3
The Risk-Free Rate in the Indicator is set to the 3-Month Treasury Bill: Secondary Market Rate
The Default Timeframe is 1260 or 5-Years (252 Trading Days in One Year)
RP = The symbol you enter
HOWEVER , you can determine your portfolio value by following the following directions below.
Note: I am currently working on an indicator that will allow you to insert the weights of your positions.
Complete Portfolio Analysis Directions
You will first need...
a) spreadsheet application - Google Sheets is Free, but Microsoft Excel will convert ticker symbols to Stocks and Retrieve Data.
b) your current stock tickers, quantity of shares, and last price information
In the spreadsheet,
In the first column list the stock tickers...
AMZN
AAPL
TSLA
In the second column list the quantity of shares you own...
5
10
0.20
In the third column insert the last price
Excel: Three tickers will automatically give you the option to "Convert to Stocks",
after conversion, click once on cell and click the small tab in the upper right-hand of the highlighted cell.
Click the tab and a menu pops up
Find "Price", "Price Extended-Hours", or "Previous Close"...
$3,284.72
$497.48
$2,049.98
Next, multiply the number of shares by the price (Stock Market Value)
Excel: in fourth column type "=(B1*C1)", "=(B2*C2)", "=(B3*C3)"...
= $16,423.60
= $4,974.80
= $410.00
add the three calculated numbers together or click "ΣAutoSum" (Portfolio Market Value)
= $21,808.40
Last, divide the market value of AMZN ($16,423.60) by the Portfolio Market Value ($21,808.40) for each of the stocks.
= 0.7531
= 0.2281
= 0.0188
These values are the weight of the stock in your portfolio.
Go back to TradingView
Enter into the "search box" the following...
AMZN*0.7531 + AAPL*0.2281 + TSLA*0.0188
and click Enter
Now you can use the "Alpha & Beta" Indicator to analyze your entire portfolio!
Hashem Correlation CoefficientCorrelation Coefficient
Core Code from: www.tradingview.com
This indicator Show Correlation between the Current Ticker & timeframe and a Customizable Ticker. After adding the indicator you can change the second ticker in the settings.
The Correlation Coeff is between -1 to 1 which 1 means 100% correlation and -1 means -100% correlation ( Inverse Correlation ).
The color of the area changes when:
Blue : CC > 0.5
Aqua : CC > 0.75
Purple : CC < -0.5
Red : CC < -0.75
EMA CrossoverEMA Crossover
Input Parameters:
Stop loss (ticks) - define stop loss in unit of ticks (*1 tick = 12.5)
Exit signal - 1: When EMA and price crosses
2: When EMA changes direction
Start year, month, day & Stop year, month, day - define backtest period
You can set Order size, Commission in Settings, Properties tab.
Open Interest:CME e-o-d vs CFTC e-o-wCFTC only publishes total OI on fridays, related to last Tuesday.
But what happened since last Tuesday?
CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview
via the che CHRIS/CME datasets
www.quandl.com
Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
@quandl.com:
www.quandl.com
is exported @tradingview:
www.tradingview.com
Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line):
tiny.cc
This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line).
As numer of outstanding contracts varies from future to future,Eg:
E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc
the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day
Number ofoutstanding contracts exported by quandl.com to tradingview is taken from
s3.amazonaws.com
There are 2 params you can enter on the script:
* override the ticket symbol on the chart ,if script cannot guessit or you need a different one
* enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview
This script is Open so anyone can copy and modifyit for its use.
Please post comments and ideas if you find it useful
I try to keep a log of my work here:
Multi SMA EMA WMA HMA BB (5x8 MAs Bollinger Bands) MAX MTF - RRBMulti SMA EMA WMA HMA 4x7 Moving Averages with Bollinger Bands MAX MTF by RagingRocketBull 2019
Version 1.0
All available MAX MTF versions are listed below (They are very similar and I don't want to publish them as separate indicators):
ver 1.0: 4x7 = 28 MTF MAs + 28 Levels + 3 BB = 59 < 64
ver 2.0: 5x6 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64
ver 3.0: 3x10 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64
ver 4.0: 5(4+1)x8 = 8 CurTF MAs + 32 MTF MAs + 20 Levels + 3 BB = 63 < 64
ver 5.0: 6(5+1)x6 = 6 CurTF MAs + 30 MTF MAs + 24 Levels + 3 BB = 63 < 64
ver 6.0: 4(3+1)x10 = 10 CurTF MAs + 30 MTF MAs + 20 Levels + 3 BB = 63 < 64
Fib numbers: 8, 13, 21, 34, 55, 89, 144, 233, 377
This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels.
There are 4 MA groups + 1 BB group, a total of 4 TFs * 7 MAs = 28 MAs. You can assign any type/timeframe combo to a group, for example:
- EMAs 9,12,26,50,100,200,400 x H1, H4, D1, W1 (4 TFs x 7 MAs x 1 type)
- EMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 x M15, H1 (2 TFs x 14 MAs x 1 type)
- D1 EMAs and SMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 (1 TF x 14 MAs x 2 types)
- H1 WMAs 13,21,34,55,89,144,233; H4 HMAs 9,12,26,50,100,200,400; D1 EMAs 12,26,89,144,169,233,377; W1 SMAs 9,12,26,50,100,200,400 (4 TFs x 7 MAs x 4 types)
- +1 extra MA type/timeframe for BB
There are several versions: Simple, MTF, Pro MTF, Advanced MTF, MAX MTF and Ultimate MTF. This is the MAX MTF version. The Differences are listed below. All versions have BB
- Simple: you have 2 groups of MAs that can be assigned any type (5+5)
- MTF: +2 custom Timeframes for each group (2x5 MTF) +1 TF for BB, TF XY smoothing
- Pro MTF: 4 custom Timeframes for each group (4x3 MTF), 1 TF for BB, MA levels and show max bars back options
- Advanced MTF: +4 extra MAs/group (4x7 MTF), custom Ticker/Symbols, Timeframe <>= filter, Remove Duplicates Option
- MAX MTF: +2 subtypes/group, packed to the limit with max possible MAs/TFs: 4x7, 5x6, 3x10, 4(3+1)x10, 5(4+1)x8, 6(5+1)x6
- Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols
MAX MTF version tests the limits of Pinescript trying to squeeze as many MAs/TFs as possible into a single indicator.
It's basically a maxed out Advanced version with subtypes allowing for mixed types within a group (i.e. both emas and smas in a single group/TF)
Pinescript has the following limits:
- max 40 security calls (6 calls are reserved for dupe checks and smoothing, 2 are used for BB, so only 32 calls are available)
- max 64 plot outputs (BB uses 3 outputs, so only 61 plot outputs are available)
- max 50000 (50kb) size of the compiled code
Based on those limits, you can only have the following MAs/TFs combos in a single script:
1. 4x7, 5x6, 3x10 - total number of MTF MAs must always be <= 32, and you can still have BB and Num Levels = total MAs, without any compromises
2. 5(4+1)x8, 6(5+1)x6, 4(3+1)x10 - you can use the Current Symbol/Timeframe as an extra (+1) fixed TF with the same number of MTF MAs
- you don't need to call security to display MAs on the Current Symbol/Timeframe, so the total number of MTF MAs remains the same and is still <= 32
- to fit that many MAs into the max 64 plot outputs limit you need to reduce the number of levels (not every MA Group will have corresponding levels)
Features:
- 4x7 = 28 MAs of any type
- 4x MTF groups with XY step line smoothing
- +1 extra TF/type for BB MAs
- 2 MA subtypes within each group/TF
- 4x7 = 28 MA levels with adjustable group offsets, indents and shift
- supports any existing type of MA: SMA, EMA, WMA, Hull Moving Average (HMA)
- custom tickers/symbols for each group
- show max bars back option
- show/hide both groups of MAs/levels/BB and individual MAs
- timeframe filter: show only MAs/Levels with TFs <>= Current TF
- hide MAs/Levels with duplicate TFs
- support for custom TFs that are not available in free accounts: 2D, 3D etc
- support for timeframes in H: H, 2H, 4H etc
Notes:
- Uses timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs
- Uses symbol textbox instead of input symbol to avoid establishing multiple dummy security connections to the current ticker - otherwise empty symbols will prevent script from running
- Possible reasons for missing MAs on a chart:
- there may not be enough bars in history to start plotting it. For example, W1 EMA200 needs at least 200 bars on a weekly chart.
- for charts with low/fractional prices i.e. 0.00002 << 0.001 (default Y smoothing step) decrease Y smoothing as needed (set Y = 0.0000001) or disable it completely (set X,Y to 0,0)
- for charts with high price values i.e. 20000 >> 0.001 increase Y smoothing as needed (set Y = 10-20). Higher values exceeding MAs point density will cause it to disappear as there will be no points to plot. Different TFs may require diff adjustments
- TradingView Replay Mode UI and Pinescript security calls are limited to TFs >= D (D,2D,W,MN...) for free accounts
- attempting to plot any TF < D1 in Replay Mode will only result in straight lines, but all TFs will work properly in history and real-time modes. This is not a bug.
- Max Bars Back (num_bars) is limited to 5000 for free accounts (10000 for paid), will show error when exceeded. To plot on all available history set to 0 (default)
- Slow load/redraw times. This indicator becomes slower, its UI less responsive when:
- Pinescript Node.js graphics library is too slow and inefficient at plotting bars/objects in a browser window. Code optimization doesn't help much - the graphics engine is the main reason for general slowness.
- the chart has a long history (10000+ bars) in a browser's cache (you have scrolled back a couple of screens in a max zoom mode).
- Reload the page/Load a fresh chart and then apply the indicator or
- Switch to another Timeframe (old TF history will still remain in cache and that TF will be slow)
- in max possible zoom mode around 4500 bars can fit on 1 screen - this also slows down responsiveness. Reset Zoom level
- initial load and redraw times after a param change in UI also depend on TF. For example: D1/W1 - 2 sec, H1/H4 - 5-6 sec, M30 - 10 sec, M15/M5 - 4 sec, M1 - 5 sec. M30 usually has the longest history (up to 16000 bars) and W1 - the shortest (1000 bars).
- when indicator uses more MAs (plots) and timeframes it will redraw slower. Seems that up to 5 Timeframes is acceptable, but 6+ Timeframes can become very slow.
- show_last=last_bars plot limit doesn't affect load/redraw times, so it was removed from MA plot
- Max Bars Back (num_bars) default/custom set UI value doesn't seem to affect load/redraw times
- In max zoom mode all dynamic levels disappear (they behave like text)
- Dupe check includes symbol: symbol, tf, both subtypes - all must match for a duplicate group
- For the dupe check to work correctly a custom symbol must always include an exchange prefix. BB is not checked for dupes
Good Luck! Feel free to learn from/reuse the code to build your own indicators.
Multi SMA EMA WMA HMA BB (4x5 MAs Bollinger Bands) Adv MTF - RRBMulti SMA EMA WMA HMA 4x5 Moving Averages with Bollinger Bands Advanced MTF by RagingRocketBull 2019
Version 1.0
This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels.
There are 4 MA groups + 1 BB group, a total of 4 TFs * 5 MAs = 20 MAs. You can assign any type/timeframe combo to a group, for example:
- EMAs 12,26,50,100,200 x H1, H4, D1, W1 (4 TFs x 5 MAs x 1 type)
- EMAs 8,10,13,21,30,50,55,100,200,400 x M15, H1 (2 TFs x 10 MAs x 1 type)
- D1 EMAs and SMAs 8,10,12,26,30,50,55,100,200,400 (1 TF x 10 MAs x 2 types)
- H1 WMAs 7,77,89,167,231; H4 HMAs 12,26,50,100,200; D1 EMAs 89,144,169,233,377; W1 SMAs 12,26,50,100,200 (4 TFs x 5 MAs x 4 types)
- +1 extra MA type/timeframe for BB
There are several versions: Simple, MTF, Pro MTF, Advanced MTF and Ultimate MTF. This is the Advanced MTF version. The Differences are listed below. All versions have BB
- Simple: you have 2 groups of MAs that can be assigned any type (5+5)
- MTF: +2 custom Timeframes for each group (2x5 MTF) +1 TF for BB, TF XY smoothing
- Pro MTF: 4 custom Timeframes for each group (4x3 MTF), 1 TF for BB, MA levels and show max bars back options
- Advanced MTF: +2 extra MAs/group (4x5 MTF), custom Ticker/Symbols, Timeframe <>= filter, Remove Duplicates Option
- Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols
Features:
- 4x5 = 20 MAs of any type
- 4x MTF groups with XY step line smoothing
- +1 extra TF/type for BB MAs
- 4x5 = 20 MA levels with adjustable group offsets, indents and shift
- supports any existing type of MA: SMA, EMA, WMA, Hull Moving Average (HMA)
- custom tickers/symbols for each group - you can compare MAs of the same symbol across exchanges
- show max bars back option
- show/hide both groups of MAs/levels/BB and individual MAs
- timeframe filter: show only MAs/Levels with TFs <>= Current TF
- hide MAs/Levels with duplicate TFs
- support for custom TFs that are not available in free accounts: 2D, 3D etc
- support for timeframes in H: H, 2H, 4H etc
Notes:
- Uses timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs
- Uses symbol textbox instead of input symbol to avoid establishing multiple dummy security connections to the current ticker - otherwise empty symbols will prevent script from running
- Possible reasons for missing MAs on a chart:
- there may not be enough bars in history to start plotting it. For example, W1 EMA200 needs at least 200 bars on a weekly chart.
- price << default Y smoothing step 5. For charts with low/fractional prices (i.e. 0.00002 << 5) adjust X Y smoothing as needed (set Y = 0.0000001) or disable it completely (set X,Y to 0,0)
- TradingView Replay Mode UI and Pinescript security calls are limited to TFs >= D (D,2D,W,MN...) for free accounts
- attempting to plot any TF < D1 in Replay Mode will only result in straight lines, but all TFs will work properly in history and real-time modes. This is not a bug.
- Max Bars Back (num_bars) is limited to 5000 for free accounts (10000 for paid), will show error when exceeded. To plot on all available history set to 0 (default)
- Slow load/redraw times. This indicator becomes slower, its UI less responsive when:
- Pinescript Node.js graphics library is too slow and inefficient at plotting bars/objects in a browser window. Code optimization doesn't help much - the graphics engine is the main reason for general slowness.
- the chart has a long history (10000+ bars) in a browser's cache (you have scrolled back a couple of screens in a max zoom mode).
- Reload the page/Load a fresh chart and then apply the indicator or
- Switch to another Timeframe (old TF history will still remain in cache and that TF will be slow)
- in max possible zoom mode around 4500 bars can fit on 1 screen - this also slows down responsiveness. Reset Zoom level
- initial load and redraw times after a param change in UI also depend on TF. For example:
D1/W1 - 2 sec, H1/H4 - 5-6 sec, M30 - 10 sec, M15/M5 - 4 sec, M1 - 5 sec.
M30 usually has the longest history (up to 16000 bars) and W1 - the shortest (1000 bars).
- when indicator uses more MAs (plots) and timeframes it will redraw slower. Seems that up to 5 Timeframes is acceptable, but 6+ Timeframes can become very slow.
- show_last=last_bars plot limit doesn't affect load/redraw times, so it was removed from MA plot
- Max Bars Back (num_bars) default/custom set UI value doesn't seem to affect load/redraw times
- In max zoom mode all dynamic levels disappear (they behave like text)
1. based on 3EmaBB, uses plot*, barssince and security functions
2. you can't set certain constants from input due to Pinescript limitations - change the code as needed, recompile and use as a private version
3. Levels = trackprice implementation
4. Show Max Bars Back = show_last implementation
5. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params
6. Smoothing is applied by default for visual aesthetics on MTF. To use exact ma mtf values (lines with stair stepping) - disable it
Good Luck! You can explore, modify/reuse the code to build your own indicators.
Trailing Stops/Choose a Day of the WeekThis would be my second ever published strategy. It is almost the same as my first ever published script . I've been working primarily on UGAZ and DGAZ .
This is basically a statistical trade. It buys every morning near market open (or by choosing a "time constraint"), then immediately places a trailing stop at a specified amount in ticks (if used on UGAZ a tick = $0.01, if used on NG at tick = $0.001). I've found between 2% and 3% works well for the trailing stop (ie. if UGAZ = $75, a 3% trailing stop = $2.25)
-----What is different from my first strategy?------
You can test the trailing stop strategy one 1 day of the week. Days of the week are assigned numbers. Sunday=1, Monday=2, Tuesday=3 and so on. Just choose a number that correlates to the day of the week you want to test. The Trailing stop may go past that day, that's a good thing if it's making money.
-- Go long/Short is just that, it will buy shares/contracts or short them.
-- Trades per day. This may not be a good choice, when left on "2", it will trade once per day. If set above 2 and there is time left for another trade, an order will enter on the open of the next candle. I'm am still working on ideas for this.
-- Time constraints. When you select this check box, the strategy will limit an entry to the time specified below the "Use Time Constraints" check box. An Exit order will still continue past this window of time until it is stopped out.
---- very important ----
Due to decay, leveraged ETFs will give false results if the price gets far out of range. For example, your ETF is trading around $20 and you choose a 1 hour chart, it may back test back to a time before a reverse split. If the price gets to be too large, like $200, or $1200, the movement on the chart creates false indication of profit/loss.
--- Most important. ---
Do not trade off this strategy, you may lose lots of money. This is for educational use only.
Good luck
MY_DXY corrected pricePlots the current ticker's price in "DXY corrected dollar". Overlay mode.
Default resolution is 60 mins, can be modified by input (*)
Works with every ticker: GC/SI/XAUUSD etc
Bitfinex margin change / total volumeThis script tracks the net Bitfinex margin sizes from candle to candle (longs - shorts), and divide it by the total volume from the previous candle. This should give you a ratio of net margin trading volume over total volume on Bitfinex.
Note that assuming the delay is not severe, this ratio should never exceed 1 or -1 (since margin traded volume should strictly be lower than total traded volume during any time interval). As you can see clearly however, the ratio exceeds 1 and -1 quite frequently. Thanks to @CryptoTrendy on Twitter for bringing this issue to attention. Our trading group has noticed this issue ever since they introduced the tickers, and we suspect there are severe inaccuracies in either one, or both of the margin and total volume tickers.
Simple FloatFloat Display Indicator
A simple, clean indicator that displays the current float (shares outstanding float) for any stock directly in your indicator status line at the top left of the chart.
Features:
- Shows the float value with automatic K/M formatting for thousands and millions
- No chart clutter - value only appears in the status line, nothing plotted on the chart
- Works on any stock that has float data available
- Lightweight and efficient
Perfect for traders who want quick access to float information without switching between windows or cluttering their charts.
Note: Float data availability depends on TradingView's financial data for the specific ticker. Some tickers may not have this data available.
Simple Moving Average (SMA)## Overview and Purpose
The Simple Moving Average (SMA) is one of the most fundamental and widely used technical indicators in financial analysis. It calculates the arithmetic mean of a selected range of prices over a specified number of periods. Developed in the early days of technical analysis, the SMA provides traders with a straightforward method to identify trends by smoothing price data and filtering out short-term fluctuations. Due to its simplicity and effectiveness, it remains a cornerstone indicator that forms the basis for numerous other technical analysis tools.
## What’s Different in this Implementation
- **Constant streaming update:**
On each bar we:
1) subtract the value leaving the window,
2) add the new value,
3) divide by the number of valid samples (early) or by `period` (once full).
- **Deterministic lag, same as textbook SMA:**
Once full, lag is `(period - 1)/2` bars—identical to the classic SMA. You just **don’t lose the first `period-1` bars** to `na`.
- **Large windows without penalty:**
Complexity is constant per tick; memory is bounded by `period`. Very long SMAs stay cheap.
## Behavior on Early Bars
- **Bars < period:** returns the arithmetic mean of **available** samples.
Example (period = 10): bar #3 is the average of the first 3 inputs—not `na`.
- **Bars ≥ period:** behaves exactly like standard SMA over a fixed-length window.
> Implication: Crosses and signals can appear earlier than with `ta.sma()` because you’re not suppressing the first `period-1` bars.
## When to Prefer This
- Backtests needing early bars: You want signals and state from the very first bars.
- High-frequency or very long SMAs: O(1) updates avoid per-bar CPU spikes.
- Memory-tight scripts: Single circular buffer; no large temp arrays per tick.
## Caveats & Tips
Backtest comparability: If you previously relied on na gating from ta.sma(), add your own warm-up guard (e.g., only trade after bar_index >= period-1) for apples-to-apples.
Missing data: The function treats the current bar via nz(source); adjust if you need strict NA propagation.
Window semantics: After warm-up, results match the textbook SMA window; early bars are a partial-window mean by design.
## Math Notes
Running-sum update:
sum_t = sum_{t-1} - oldest + newest
SMA_t = sum_t / k where k = min(#valid_samples, period)
Lag (full window): (period - 1) / 2 bars.
## References
- Edwards & Magee, Technical Analysis of Stock Trends
- Murphy, Technical Analysis of the Financial Markets
Hyper SAR Reactor Trend StrategyHyperSAR Reactor Adaptive PSAR Strategy
Summary
Adaptive Parabolic SAR strategy for liquid stocks, ETFs, futures, and crypto across intraday to daily timeframes. It acts only when an adaptive trail flips and confirmation gates agree. Originality comes from a logistic boost of the SAR acceleration using drift versus ATR, plus ATR hysteresis, inertia on the trail, and a bear-only gate for shorts. Add to a clean chart and run on bar close for conservative alerts.
Scope and intent
• Markets: large cap equities and ETFs, index futures, major FX, liquid crypto
• Timeframes: one minute to daily
• Default demo: BTC on 60 minute
• Purpose: faster yet calmer PSAR that resists chop and improves short discipline
• Limits: this is a strategy that places simulated orders on standard candles
Originality and usefulness
• Novel fusion: PSAR AF is boosted by a logistic function of normalized drift, trail is monotone with inertia, entries use ATR buffers and optional cooldown, shorts are allowed only in a bear bias
• Addresses false flips in low volatility and weak downtrends
• All controls are exposed in Inputs for testability
• Yardstick: ATR normalizes drift so settings port across symbols
• Open source. No links. No solicitation
Method overview
Components
• Adaptive AF: base step plus boost factor times logistic strength
• Trail inertia: one sided blend that keeps the SAR monotone
• Flip hysteresis: price must clear SAR by a buffer times ATR
• Volatility gate: ATR over its mean must exceed a ratio
• Bear bias for shorts: price below EMA of length 91 with negative slope window 54
• Cooldown bars optional after any entry
• Visual SAR smoothing is cosmetic and does not drive orders
Fusion rule
Entry requires the internal flip plus all enabled gates. No weighted scores.
Signal rule
• Long when trend flips up and close is above SAR plus buffer times ATR and gates pass
• Short when trend flips down and close is below SAR minus buffer times ATR and gates pass
• Exit uses SAR as stop and optional ATR take profit per side
Inputs with guidance
Reactor Engine
• Start AF 0.02. Lower slows new trends. Higher reacts quicker
• Max AF 1. Typical 0.2 to 1. Caps acceleration
• Base step 0.04. Typical 0.01 to 0.08. Raises speed in trends
• Strength window 18. Typical 10 to 40. Drift estimation window
• ATR length 16. Typical 10 to 30. Volatility unit
• Strength gain 4.5. Typical 2 to 6. Steepness of logistic
• Strength center 0.45. Typical 0.3 to 0.8. Midpoint of logistic
• Boost factor 0.03. Typical 0.01 to 0.08. Adds to step when strength rises
• AF smoothing 0.50. Typical 0.2 to 0.7. Adds inertia to AF growth
• Trail smoothing 0.35. Typical 0.15 to 0.45. Adds inertia to the trail
• Allow Long, Allow Short toggles
Trade Filters
• Flip confirm buffer ATR 0.50. Typical 0.2 to 0.8. Raise to cut flips
• Cooldown bars after entry 0. Typical 0 to 8. Blocks re entry for N bars
• Vol gate length 30 and Vol gate ratio 1. Raise ratio to trade only in active regimes
• Gate shorts by bear regime ON. Bear bias window 54 and Bias MA length 91 tune strictness
Risk
• TP long ATR 1.0. Set to zero to disable
• TP short ATR 0.0. Set to 0.8 to 1.2 for quicker shorts
Usage recipes
Intraday trend focus
Confirm buffer 0.35 to 0.5. Cooldown 2 to 4. Vol gate ratio 1.1. Shorts gated by bear regime.
Intraday mean reversion focus
Confirm buffer 0.6 to 0.8. Cooldown 4 to 6. Lower boost factor. Leave shorts gated.
Swing continuation
Strength window 24 to 34. ATR length 20 to 30. Confirm buffer 0.4 to 0.6. Use daily or four hour charts.
Properties visible in this publication
Initial capital 10000. Base currency USD. Order size Percent of equity 3. Pyramiding 0. Commission 0.05 percent. Slippage 5 ticks. Process orders on close OFF. Bar magnifier OFF. Recalculate after order filled OFF. Calc on every tick OFF. No security calls.
Realism and responsible publication
No performance claims. Past results never guarantee future outcomes. Shapes can move while a bar forms and settle on close. Strategies execute only on standard candles.
Honest limitations and failure modes
High impact events and thin books can void assumptions. Gap heavy symbols may prefer longer ATR. Very quiet regimes can reduce contrast and invite false flips.
Open source reuse and credits
Public domain building blocks used: PSAR concept and ATR. Implementation and fusion are original. No borrowed code from other authors.
Strategy notice
Orders are simulated on standard candles. No lookahead.
Entries and exits
Long: flip up plus ATR buffer and all gates true
Short: flip down plus ATR buffer and gates true with bear bias when enabled
Exit: SAR stop per side, optional ATR take profit, optional cooldown after entry
Tie handling: stop first if both stop and target could fill in one bar
MA Dist% Screener [Pineify]MA Distance Screener: Multi-Asset Market Scanner for TradingView
Screen multiple symbols and multiple timeframes on TradingView with the MA Distance Screener. Compare asset prices to flexible moving average types. Visual table view, custom assets, timeframes, and MA types. Supercharge your TradingView screener, optimize your workflow, and catch opportunities across assets in real time.
Key Features
Screen up to 10 custom symbols simultaneously across four configurable timeframes.
Choose from multiple Moving Average types: EMA, SMA, WMA, HMA, RMA, VWMA for flexible market context.
Visualize real-time % distance between price and moving average per asset/timeframe in a clean, color-coded table.
Highly customizable: Set your own symbol list, timeframes, MA length and type.
Alerts for symbol/MA deviations—instantly see overbought/oversold status with intuitive background coloring.
Optimized for crypto, FX, and traditional assets – all asset types supported.
How It Works
The MA Distance Screener acts as a dynamic multi-symbol, multi-timeframe scanner. For each selected symbol and timeframe, it calculates the percentage distance between the latest close price and the selected type of moving average (EMA/SMA/etc.). This is achieved by making secure `request.security` calls per asset/timeframe combination, retrieving updated values for each matrix cell. The computed distance (%) is displayed in a color-coded table: a positive value signals price above the MA (potential trend strength), while negatives indicate price below the MA (potential weakness or retracement). Custom colors highlight extreme overbought/oversold readings for quick visual cues.
Trading Ideas and Insights
Quickly spot assets showing the largest deviation from their moving averages – ideal for mean reversion or trend-following entries.
Identify clusters of assets and timeframes lining up in overbought or oversold states; optimize entries with multi-timeframe confirmation.
Scan the market in one glance—reduce chart-hopping and never miss an opportunity when multiple assets align for signals.
The ability to scan distance-to-MA across assets and periods gives traders a statistical edge, surfacing hidden pivots, breakouts, and mean-reversion trades that single-chart analysis may miss.
How Multiple Indicators Work Together
At its core, this screener allows the trader to configure what gets scanned—pick your top 10 assets and favorite 4 timeframes. With each matrix cell, the selected MA (e.g., 14-period EMA) is recalculated, and the current price's distance (%) from that value is computed. By offering six distinct moving average algorithms (EMA, SMA, RMA, HMA, WMA, VWMA), traders can choose their preferred method, adapting the screener for trend, swing, or mean-reversion style. All values are visualized in a single table, creating a true "market dashboard" effect for real-time cross-asset assessment.
Unique Aspects
True cross-asset, cross-timeframe screening in a unified table—rare for Pine Script indicators.
Full flexibility—customizable list of assets, timeframes, and MA parameters to suit any market/trading plan.
Intuitive color-coding and table display eliminates guesswork, enabling “at-a-glance” screening and rapid decision-making.
Efficient, optimized Pine v6 codebase—minimal lag even with 40+ concurrent streams.
How to Use
Add the indicator to your TradingView chart (overlay: off, use a clean chart).
In the settings panel, enter up to 10 symbols (tickers) you want to screen—crypto, stocks, FX, or indices.
Set the 4 timeframes to scan (e.g., 1m, 5m, 15m, 1h), plus your preferred moving average length and type.
Review the results in the pop-up table, where each cell shows "% Distance" from MA for each symbol/timeframe.
Monitor table background/text color for overbought vs. oversold cues.
Customization
Symbol List: Track any asset by typing its TradingView ticker.
Timeframes: Full freedom to select 4 timeframes per scan, from 1min to monthly.
MA Config: Choose period length and MA algorithm (classic or exotic types).
Color Themes: Easily spot signals with dynamic color backgrounds and customizable thresholds.
Conclusion
The MA Distance Screener is a must-have tool for systematic traders, portfolio managers, and retail chartists seeking a true multi-asset edge. With real-time cross-checking against multiple moving averages and timeframes, it empowers faster, more confident decision-making, while reducing chart fatigue and missed setups.
Unlock new insights, catch broad and hidden opportunities, and optimize your market workflow—all in a single TradingView panel.
Candle count, with simple numberWhat it does
Counts the length of same-color candle streaks (consecutive bullish or bearish bars) and prints the running number above each bar:
e.g., “1, 2, 3…”; when color flips, it restarts at “1”.
Prime numbers (2, 3, 5, 7, 11, 13) are emphasized by rendering one size step larger and with a user-selected color.
Labels are pinned to each bar (anchored by bar index and price), so they do not drift when you pan or zoom the chart.
How it works
Determines candle direction: bullish if close > open, bearish if close < open.
If the current bar has the same direction as the previous bar, the counter increments; otherwise it resets to 1.
For values 2, 3, 5, 7, 11, 13 the number is highlighted (bigger + custom color).
Each number is drawn just above the bar’s High with a configurable offset.
The script does not repaint on history. During the live bar, the number updates in real time (as expected).
Settings
Digits size — Base text size (Tiny / Small / Normal / Large / Huge).
Prime numbers are automatically shown one step larger than the base size.
Offset above bar (ticks) — Vertical offset from the bar’s High, in instrument ticks.
Prime numbers color — Text color used specifically for prime numbers (non-prime digits are white).
How to read & use it
Rising momentum. Long streaks (e.g., 5–7+) suggest strong directional moves with few pullbacks.
Early pause/mean-reversion hints. After a long streak, the appearance of the opposite color (counter resets to “1”) often coincides with a pause or minor retrace.
Research & statistics. Quickly see which streak lengths are common on your market/timeframe (e.g., “How often do 3–5 bar runs occur?”).
Trade management. You can tie partial exits to specific streak lengths (2, 3, 5…) or reduce risk when the counter flips back to “1”.
Why it’s useful
Provides a clean, numeric view of momentum with zero smoothing or lag.
Works on any symbol and timeframe.
Prime-number emphasis makes important counts pop at a glance.
Pinned labels stay exactly above their bars, ensuring stable, readable visuals at any zoom level.
Notes
Doji bars (close == open) are treated as no direction and reset the streak.
This is a context tool, not a standalone buy/sell signal. Combine it with your entry/exit framework.
Very dense charts may hit platform label limits; the script raises the limit, but extremely long histories on very low timeframes can still be heavy.
Gamma Blast StrategyGamma Blast Strategy used for quick 2-5 ticks on Buys, but on a sideways market can get up to 15-20 ticks.
IBS markerIndicator Description
This indicator provides a detailed analysis of the structure and volatility of each candlestick. It is designed to help traders better understand the balance between buying and selling pressure within individual bars, as well as the short-term volatility environment.
📌 Features
Candlestick Structure Analysis
Calculates the relative percentage of the upper wick, lower wick, and real body of each candle.
Helps traders visually and numerically evaluate whether a candle is dominated by bullish, bearish, or indecisive pressure.
IBS (Intraday Bar Strength)
Computes the Intraday Bar Strength value, showing where the close is located relative to the high-low range.
A high IBS indicates strong closing near the high, while a low IBS indicates weakness near the low.
Range Measurements
Displays the candlestick range in both price units and ticks.
Useful for traders who need precise range data for scalping or range-based strategies.
ATR (Average True Range) Volatility Filter
ATR is included with a configurable period setting.
Provides a contextual measure of volatility, helping traders compare current bar size against recent market behavior.
Dynamic Chart Labels
Key values (such as wick percentages, IBS, and range) are displayed directly on the chart through dynamic labels.
This allows for quick interpretation without opening extra panels or indicators.
📈 How to Use
Add the indicator to any chart and configure the settings (ATR period, label visibility, etc.) according to your trading style.
Use wick/body ratios to spot candles with unusual buying/selling pressure.
Combine IBS with ATR to identify potential exhaustion or continuation setups.
The dynamic labels are best used on lower timeframes for scalpers, but they can also provide insights on higher timeframes for swing traders.
🔍 Practical Applications
Identify reversal candles where one wick dominates.
Measure strength of breakouts by comparing candle body % and IBS values.
Detect volatility shifts by monitoring when bar ranges deviate from the ATR baseline.
Support scalping strategies that rely on tick-based range detection.
✅ Notes
This is a standalone indicator and does not require any other script to function.
Works on all markets (stocks, futures, forex, crypto).
For best results, use in conjunction with price action analysis or your preferred trading strategy.
IBS_WickandBody_ATRIndicator Description
This indicator provides a detailed analysis of the structure and volatility of each candlestick. It is designed to help traders better understand the balance between buying and selling pressure within individual bars, as well as the short-term volatility environment.
📌 Features
Candlestick Structure Analysis
Calculates the relative percentage of the upper wick, lower wick, and real body of each candle.
Helps traders visually and numerically evaluate whether a candle is dominated by bullish, bearish, or indecisive pressure.
IBS (Intraday Bar Strength)
Computes the Intraday Bar Strength value, showing where the close is located relative to the high-low range.
A high IBS indicates strong closing near the high, while a low IBS indicates weakness near the low.
Range Measurements
Displays the candlestick range in both price units and ticks.
Useful for traders who need precise range data for scalping or range-based strategies.
ATR (Average True Range) Volatility Filter
ATR is included with a configurable period setting.
Provides a contextual measure of volatility, helping traders compare current bar size against recent market behavior.
Dynamic Chart Labels
Key values (such as wick percentages, IBS, and range) are displayed directly on the chart through dynamic labels.
This allows for quick interpretation without opening extra panels or indicators.
📈 How to Use
Add the indicator to any chart and configure the settings (ATR period, label visibility, etc.) according to your trading style.
Use wick/body ratios to spot candles with unusual buying/selling pressure.
Combine IBS with ATR to identify potential exhaustion or continuation setups.
The dynamic labels are best used on lower timeframes for scalpers, but they can also provide insights on higher timeframes for swing traders.
🔍 Practical Applications
Identify reversal candles where one wick dominates.
Measure strength of breakouts by comparing candle body % and IBS values.
Detect volatility shifts by monitoring when bar ranges deviate from the ATR baseline.
Support scalping strategies that rely on tick-based range detection.
✅ Notes
This is a standalone indicator and does not require any other script to function.
Works on all markets (stocks, futures, forex, crypto).
For best results, use in conjunction with price action analysis or your preferred trading strategy.
Candle Body Size AlertThis indicator monitors the body size of each candle (close minus open, ignoring wicks) and compares it to a user-defined threshold measured in ticks. If the candle body exceeds the threshold, the indicator triggers an alert condition at the close of the candle.
Features:
1. Adjustable threshold in ticks (default: 4000)
2. Adjustable timeframe (or use chart timeframe)
3. Alerts only at candle close (no intrabar signals)
Use Case:
Designed for traders who want to be notified when unusually large candles form, helping to identify strong momentum moves or volatility spikes.
