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Fed Funds Rate-of-ChangeFed Funds Rate-of-Change What it does: This indicator pulls the Effective Federal Funds Rate (FRED:FEDFUNDS, monthly) and measures how quickly it’s changing over a user-defined lookback. It offers stabilized change metrics that avoid the “near-zero blow-up” you see with naive % ROC. The plot turns red only when the signal is below the lower threshold and heading down (i.e., value < –threshold and slope < 0). This indicator is meant to be useful in monitoring fast cuts on the part of the FED - a signal that has preceded recession or market pullbacks in times prior. Change modes: Percentage, log and delta. Percent ROC (ε floor): 100 * (now - prev) / max(prev, ε) Log change (ε): 100 * (ln(now + ε) - ln(prev + ε)) Delta (bps): (now - prev) * 100 (basis points; avoids percentage math) Tip: For “least drama,” use Delta (bps). For relative change without explosions near zero, use Log change (ε). Key inputs: Lookback (months): ROC window in calendar months (because source is monthly). Change Metric: one of the three options above. ε (percentage points): small constant (e.g., 0.25 pp) used by Percent ROC (ε) and Log change (ε) to stabilize near-zero values. EMA Smoothing length: light smoothing of the computed series. Clip |value| at: optional hard cap to tame outliers (0 = off). Threshold % / Threshold bps: lower/upper threshold band; unit adapts to the selected metric. Plot as histogram: optional histogram view. Coloring / signal logic Red: value is below the lower threshold (–threshold) and the series is falling on the current bar. How to use: Add to any chart (timeframe doesn’t matter; data is monthly under the hood). Pick a Change Metric and set Lookback (e.g., 3–6 months). Choose a reasonable threshold: Percent/Log: try 10–20% Delta (bps): try 50–100 bps Optionally smooth (EMA 3–6) and/or clip extreme spikes. Interpretation Sustained red often marks periods of accelerating downside in the Fed Funds change metric (e.g., policy easing momentum when using bps). Neutral (gray) provides context without implying direction bias. Notes & limitations Source is monthly FRED series; values update on monthly closes and are stable (no intrabar repainting of the monthly series). Threshold units switch automatically with the metric (%, %, or bps). Smoothing/clip are convenience tools; adjust conservatively to avoid masking important shifts.
Pine Script® indicator
by DamonAndTheSea
Mongoose Global Conflict Risk Index v1Overview The Mongoose Global Conflict Risk Index v1 is a multi-asset composite indicator designed to track the early pricing of geopolitical stress and potential conflict risk across global markets. By combining signals from safe havens, volatility indices, energy markets, and emerging market equities, the index provides a normalized 0–10 score with clear bias classifications (Neutral, Caution, Elevated, High, Shock). This tool is not predictive of headlines but captures when markets are clustering around conflict-sensitive assets before events are widely recognized. Methodology The indicator calculates rolling rate-of-change z-scores for eight conflict-sensitive assets: Gold (XAUUSD) – classic safe haven US Dollar Index (DXY) – global reserve currency flows VIX (Equity Volatility) – S&P 500 implied volatility OVX (Crude Oil Volatility Index) – energy stress gauge Crude Oil (CL1!) – WTI front contract Natural Gas (NG1!) – energy security proxy, especially Europe EEM (Emerging Markets ETF) – global risk capital flight FXI (China ETF) – Asia/China proxy risk Rules: Safe havens and vol indices trigger when z-score > threshold. Energy triggers when z-score > threshold. Risk assets trigger when z-score < –threshold. Each trigger is assigned a weight, summed, normalized, and scaled 0–10. Bias classification: 0–2: Neutral 2–4: Caution 4–6: Elevated 6–8: High 8–10: Conflict Risk-On How to Use Timeframes: Daily (1D) for strategic signals and early warnings. 4H for event shocks (missiles, sanctions, sudden escalations). Weekly (1W) for sustained trends and macro build-ups. What to Look For: A single trigger (for example, Gold ON) may be noise. A cluster of 2–3 triggers across Gold, USD, VIX, and Energy often marks early stress pricing. Elevated readings (>4) = caution; High (>6) = rotation into havens; Shock (>8) = market conviction of conflict risk. Practical Application: Monitor as a heatmap of global stress. Combine with fundamental or headline tracking. Use alert conditions at ≥4, ≥6, ≥8 for systematic monitoring. Notes This indicator is for informational and educational purposes only. It is not financial advice and should be used in conjunction with other analysis methods.
Pine Script® indicator
by TheRealMongoose
Stock Valuation Models - Professional Investment Analysis Tool📊 Overview Stock Valuation Models is a comprehensive financial analysis indicator that combines multiple valuation methodologies to calculate intrinsic stock value. This professional-grade tool implements 7 different valuation methods , risk assessment framework, and financial health metrics to provide data-driven investment decisions. 🎯 Key Features 📈 Multiple Valuation Methods Graham's Valuation - Conservative asset-based approach by Benjamin Graham Multiples Valuation - Market-based P/E and P/B ratios from sector peers Discounted Cash Flow (DCF) - Future cash flow projections with present value calculation Dividend Discount Model - Gordon Growth Model for dividend-paying stocks FCFF Model - Enterprise-level Free Cash Flow to Firm analysis EVA Model - Economic Value Added measurement above cost of capital Advanced Multiples - Enterprise Value ratios (EV/EBITDA, EV/Sales) 🏥 Financial Health Metrics Altman Z-Score - Bankruptcy prediction and financial distress assessment Piotroski F-Score - 9-point fundamental strength evaluation Beneish M-Score - Earnings manipulation detection system Magic Formula - Joel Greenblatt's combined quality and value scoring ⚖️ Risk Assessment Framework Multi-Factor Risk Scoring - Fundamental, market, quality, and data quality risks Risk-Adjusted Margin of Safety - Dynamic safety thresholds based on risk level Position Sizing Guidance - Risk-appropriate investment allocation recommendations 🔍 Data Quality System Real-Time Quality Tracking - Visual warnings for insufficient data Fallback Methodology - Alternative calculations when primary data unavailable Confidence Scoring - Method agreement and data quality assessment ⚙️ Settings & Parameters Main Settings Margin of Safety (%) - Minimum discount required before buying (Default: 15%) Table Font Size - Choose between "Small" and "Normal" text size Valuation Methods Graham's Valuation - Best for mature, stable companies with strong fundamentals Multiples Valuation - Compares to industry peers using dynamic sector ratios Discounted Cash Flow - Ideal for growth companies with predictable cash flows Dividend Discount Model - For consistent dividend-paying stocks (disabled by default) FCFF Model - Enterprise approach for leveraged companies and M&A analysis EVA Model - Measures value creation above cost of capital Advanced Multiples - Wall Street standard EV ratios for professional analysis Additional Metrics Magic Formula - Combined quality and value scoring system Altman Z-Score - Bankruptcy risk assessment (Safe >2.99, Distress <1.81) Piotroski F-Score - Fundamental quality score (Excellent ≥8, Poor <4) Beneish M-Score - Manipulation detector (High Risk >-2.22, Low Risk ≤-2.22) 🔧 How It Works Dynamic Calculations Sector-Based Ratios - Automatically detects company sector and applies appropriate valuation multiples Economic Integration - Uses real-time risk-free rates, VIX volatility, and GDP growth data Quality Weighting - Adjusts method weights based on company type (growth/mature/distressed) and market conditions Negative Value Handling - Shows actual calculated values but excludes negative results from weighted average Risk-Adjusted Analysis VIX Integration - Higher market volatility increases required margin of safety Sector Risk Premiums - Energy and Financial sectors get higher risk multipliers Quality Adjustments - High Piotroski F-Score companies get lower risk ratings Data Quality Impact - Insufficient data increases risk score and safety requirements Visual Display Horizontal Table Layout - Organized by method groups (Valuation → Results → Risk → Health) Color-Coded Results - Green/Yellow/Red indicators for risk levels and recommendations Warning Symbols - ⚠️ for data quality issues, ❌ for excluded negative values Dollar Amounts - Both percentage and dollar-based margin of safety calculations 📈 Interpretation Guide 💎 Intrinsic Value Results Weighted Average - Combines all enabled methods based on intelligent weighting Confidence Level - High/Medium/Low based on method agreement and data quality Method Count - Number of successful valuation calculations 🎯 Margin of Safety Percentage - Current discount/premium to calculated intrinsic value Dollar Amount - Absolute dollar difference per share Buy Price - Risk-adjusted target purchase price ⚖️ Risk Assessment Low Risk (Green) - Normal position sizing (3-5%) Medium Risk (Yellow) - Reduced position sizing (1-3%) High Risk (Red) - Minimal position sizing (<1%) 📊 Recommendations STRONG BUY - Low risk + adequate margin + high confidence BUY - Meets risk-adjusted margin requirements HOLD - Positive margin but higher risk SELL - Insufficient margin for risk level 🎓 Educational Tooltips Every parameter includes detailed explanations accessible by hovering over the setting. Learn about: When to use each valuation method How different metrics are calculated Interpretation thresholds and ratings Risk factors and quality indicators 💡 Best Practices 🚀 For Growth Stocks Enable DCF and Advanced Multiples Focus on Piotroski F-Score for quality assessment Use higher margin of safety due to volatility 💰 For Value Stocks Enable Graham's and Multiples Valuation Check Altman Z-Score for financial stability Consider Magic Formula rating 📈 For Dividend Stocks Enable Dividend Discount Model Focus on sustainable dividend coverage Check for consistent dividend history ⚠️ For Distressed Situations Prioritize Graham's asset-based approach Monitor Altman Z-Score closely Use higher risk-adjusted margins ⚠️ Important Notes & Data Limitations 📅 Data Timing Considerations Fundamental Data Lag - Company financial data (earnings, cash flows, balance sheet items) may be 1-3 months behind current market conditions Quarterly Reporting Delays - Most recent available data reflects the company's situation as of the last filed quarterly/annual report Market vs. Fundamentals Gap - Stock prices react instantly to news, while fundamental data updates occur periodically Accuracy Impact - Recent business changes, market events, or company developments may not be reflected in current calculations 🔧 Technical Limitations Data Dependencies - Requires fundamental data availability from TradingView Quality Warnings - Pay attention to ⚠️ symbols indicating insufficient data Risk Context - Always consider risk score in investment decisions Market Conditions - Tool automatically adjusts for market volatility (VIX) Sector Specificity - Ratios automatically adjust based on company's sector 💡 Best Practice Recommendations Supplement with Current Analysis - Always combine with recent news, earnings calls, and management guidance Monitor Data Quality - Check when the underlying financial data was last updated Consider Market Context - Factor in recent market events that may affect company performance Use as Starting Point - Treat calculations as baseline analysis requiring additional research 🔗 Methodology Based on established academic research and professional practices: Benjamin Graham - Security Analysis principles Joel Greenblatt - Magic Formula methodology Edward Altman - Z-Score bankruptcy prediction Joseph Piotroski - Fundamental analysis scoring Messod Beneish - Earnings manipulation detection Modern Portfolio Theory - Risk-adjusted decision making This indicator is designed for educational and analytical purposes. Always conduct additional research and consider consulting with financial professionals before making investment decisions.
Pine Script® indicator
by audrius_exe
Candle Range Theory (CRT) +Candle Range Theory (CRT)+ Summary Purpose: Projects a Higher Timeframe (HTF) candle’s range onto your current chart and adds a compact multi-timeframe confluence table to judge premium/discount, trend vs pullback, and alignment. What it draws: HTF Range: Active HTF High, Low, and the 50% Equilibrium (EQ) line. Range updates while the HTF bar is building and resets when a new HTF bar starts. Confluence Table (optional): Up to 5 rows, each pairing a configurable HTF and LTF. Background tint shows premium/discount relative to that row’s HTF EQ. The row label reports directional state (bullish/bearish and pullback/continuation) using simple bar-close momentum checks and a configurable lookback. How the Confluence Table works Rows: Up to five independent HTF/LTF pairs (each row can be toggled on/off and configured). Location: Price vs that row’s HTF EQ Above EQ = Premium (maroon tint by default) Below EQ = Discount (green tint by default) Direction/State: A bar-close momentum read combined with HTF location to label: Bullish continuation / Bearish continuation Bullish pullback (upward momentum in discount) / Bearish pullback (downward momentum in premium) Lookback control: Uniform Lookback ON: HTF and LTF both use a 1-bar lookback (more responsive). Uniform Lookback OFF: HTF uses a slightly longer lookback on higher frames for stability; LTF remains 1-bar for responsiveness. Disclaimer: This script is for educational and informational purposes only and does not constitute financial advice, investment advice, or trading recommendations. Trading involves substantial risk; you can lose some or all of your capital. Past performance or examples are not indicative of future results. The author provides no warranties regarding accuracy, completeness, or fitness for any purpose and disclaims liability for any losses arising from the use of this tool. Always use your own judgment, confirm on bar close, and consider multiple factors (e.g., volatility, liquidity, news) before taking any action. You are solely responsible for your trading decisions.
Pine Script® indicator
by Pinnacle_Trader
1
Navigator Range Pro+Title Navigator Range Pro+ What it is Navigator Range Pro+ is a confluence-first indicator that blends multi-timeframe (MTF) trend bias with a Dealing Range (DR) framework. It helps you quickly see when higher timeframes align and pairs that bias with clean breakout triggers from a current range. Designed to reduce noise and keep charts readable. What you’ll see Dealing Range: Auto-detected range top/bottom with a midline. Choose Stuck (pivot-based, fixed) or Dynamic (rolling highest/lowest) modes. MTF Bias: Higher timeframe trend bias derived from a selectable moving average (SMA/EMA). Compact Info Panel (table): A configurable on-chart panel that summarizes each higher timeframe’s bias, optional lower-timeframe analog labels, and a confluence tally. You can position it, resize text, and set columns/rows to fit your layout. Clean Charting: Flip labels are optional and default to off, so alerts can fire without covering price action. How it works Bias engine: Computes bullish/bearish bias for each selected higher timeframe using your chosen MA length/type, then aggregates them into a confluence count. DR engine: Finds or follows the current trading range and calculates a midline reference for signals or context. Signals: You can use pure confluence, pure DR breakouts, or a combined “Bias + DR” confirmation for higher-quality entries. Inputs to know HTF Ranges (comma separated): Higher timeframes to assess (e.g., W,D,240,60,15). MA Length/Type: Controls the bias engine’s sensitivity. DR Mode: Stuck (pivot-based, fixed until a new pivot confirms) or Dynamic (rolling high/low by lookback). Swing Length / Dynamic Lookback / Extend Right: Shape how the range is found and displayed. Panel Position / Text Size / Panel Columns / Panel Rows: Customize the on-chart table. Alerts: Min HTFs to align and Strict alignment (no opposite) to refine confluence. Show Flip Labels on Chart: Optional visual flip labels; alerts are unaffected if kept off. Alert conditions Multi-TF Confluence Bullish: Minimum number of HTFs are bullish (optionally strict). Multi-TF Confluence Bearish: Minimum number of HTFs are bearish (optionally strict). DR Breakout Up: Close crosses above DR top. DR Breakout Down: Close crosses below DR bottom. Bias + DR Combo Bullish: Bullish confluence and price above your DR threshold (Midline or Top/Bottom). Bias + DR Combo Bearish: Bearish confluence and price below your DR threshold (Midline or Top/Bottom). Tips For live trading, “Once per bar close” alerts are the safest and most consistent. Increase the Min HTFs to align to reduce noise; switch Combo Threshold to Top/Bottom for fewer, stronger momentum entries. Keep flip labels off to maintain a clean chart (alerts still fire). Disclaimer This script is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Trading involves risk, including the risk of loss. You are solely responsible for your own trading decisions. Past performance does not guarantee future results. Always test on a demo and consult a licensed professional where appropriate.
Pine Script® indicator
by Pinnacle_Trader
Otekura Range Trade Algorithm [Tradebuddies]The Range Trade Algorithm calculates the levels for Monday. On the chart you will see that the Monday levels will be marked as 1 0 -1. The M High level calculates Monday's high close and plots it on the screen. M Low calculates the low close of Monday and plots it on the screen. The coloured lines on the screen are the points of the range levels formulated with fibonacci values. The indicator has its own Value table. The prices of the levels are written. Potential Range breakout targets tell prices at points matching the fibonacci values. These are Take profit or reversal points. Buy and Sell indicators are determined by the range breakout. Users can set an alarm on the indicator and receive direct notification with their targets when a new range occurs. Fib values are multiplied by range values and create an average target according to the price situation. These values represent an area. Breakdown targets show that the target is targeted until the area.
Pine Script® indicator
by akaAsakura1907
MTF Levels [OmegaTools]📖 Introduction The Ω Levels Indicator is a complete market structure and level-mapping framework designed to help traders identify key zones where price is likely to react. It blends classic technical anchors (VWAP, pivots, means, standard deviations) with modern statistical pattern recognition to dynamically project areas of manipulation, extension, and equilibrium. At its core, Ω Levels creates an evolving map of market balance vs. imbalance, showing traders where liquidity is most likely to build and where price could pivot or accelerate. But what makes it truly unique is the Pivot Forecaster — an embedded predictive engine that applies machine-learning inspired logic to recognize conditions that historically precede market turning points. 🔎 Key Features Customizable Levels Framework Define up to three levels (manipulation, extensions, VWAP, pivots, stdev bands, or prior extremes). Choose mean references such as Open, VWAP, Pivot Mean, or Previous Session Mean. Style controls (solid, dotted, dashed) and fill modes (internal, external, ranges) allow you to adapt the chart to your visual workflow. Dynamic Zone Highlighting Automatic fills between internal/external levels, or between specific level pairs (1–2, 1–3, 2–3). Makes it easy to visualize value areas, expansions, and compression zones at a glance. Multi-Timeframe Anchoring Works on any timeframe, but calculations can be anchored to a higher timeframe (e.g., show daily VWAP & pivots on a 15m chart). This allows traders to align intraday execution with higher timeframe context. Pivot Forecaster (Machine Learning / Pattern Recognition) This is the advanced predictive component. The algorithm collects historical conditions observed around pivot highs and lows (volume state, ATR state, % candle expansion, oscillator conditions). It then builds statistical “profiles” of typical pivot behavior and compares them in real-time against current market conditions. When conditions match the “signature” of a pivot, the indicator highlights a Forecast Pivot High or Forecast Pivot Low (displayed as small diamond markers). This functions as a pattern-recognition system, effectively learning from past pivots to anticipate where the next turning point is more likely to occur. ⚡ How Traders Can Use It Intraday Execution: Use VWAP, manipulation, and extension levels to frame trades around liquidity zones. Swing Context: Overlay higher timeframe pivots and means to guide medium-term positioning. Fade Setups: Forecasted pivots often coincide with exhaustion zones where fading momentum carries edge. Breakout Validation: When price breaks a structural level but the forecaster does not confirm a pivot, continuation probability is higher. Risk Management: Levels provide natural stop/target placements, while pivot forecasts serve as warning signals for potential reversals. ⚙️ Settings Overview Timeframe: Choose the anchor timeframe for calculations (default: Daily). Means: Two selectable mean references (Open, VWAP, Pivot Point, Previous Mean). Levels: Three levels can be customized (Manipulation, Extension, 1–2 StDev, Pivot Point, VWAP, Previous Extremes). Fill Modes: Highlight zones between internal/external levels or custom ranges. Visual Customization: Colors, line styles, fill opacity, and toggle for old levels. Pivot Forecaster: Fully automated — no settings required, it adapts to instrument and timeframe. 🧭 Best Practices Align Levels With Market Profile: Treat the levels as dynamic S/R zones and watch how price interacts with them. Use Forecaster as Confirmation: The diamonds are not standalone signals; they are context filters that help you decide whether a move has higher reversal odds. Higher Timeframe Anchoring: On intraday charts, set the timeframe to Daily or Weekly to trade with institutional levels. Combine With ATR: Pair with the Ω ATR Indicator to size positions according to volatility while Ω Levels provides the structural roadmap. 📌 Summary The Ω Levels Indicator is more than a level plotter — it’s a market map + predictive engine. By combining traditional levels with an intelligent pivot forecaster, it gives traders both the static structure of where price should react, and the dynamic signal of where it is likely to react next. This dual-layer approach — structural + predictive — makes it an invaluable tool for discretionary intraday traders, swing traders, and anyone who wants to anticipate price behavior instead of just reacting to it.
Pine Script® indicator
by OmegaTools
Implied Volatility RangeThe Implied Volatility Range is a forward-looking tool that transforms option market data into probability ranges for future prices. Based on the lognormal distribution of asset prices assumed in modern option pricing models, it converts the implied volatility curve into a volatility cone with dynamic labels that show the market’s expectations for the price distribution at a specific point in time. At the selected future date, it displays projected price levels and their percentage change from today’s close across 1, 2, and 3 standard deviation (σ) ranges: 1σ range = ~68.2% probability the price will remain within this range. 2σ range = ~95.4% probability the price will remain within this range. 3σ range = ~99.7% probability the price will remain within this range. What makes this indicator especially useful is its ability to incorporate implied volatility skew. When only ATM IV (%) is entered, the indicator displays the standard Black–Scholes lognormal distribution. By adding High IV (%) and Low IV (%) values tied to strikes above and below the current price, the indicator interpolates between these inputs to approximate the implied volatility skew. This adjustment produces a market-implied probability distribution that indicates whether the option market is leaning bullish or bearish, based on the data entered in the menu: ATM IV (%) = Implied volatility at the current spot price (at-the-money). High IV (%) = Implied volatility at a strike above the current spot price. High Strike = Strike price corresponding to the High IV input (OTM call). Low IV (%) = Implied volatility at a strike below the current spot price. Low Strike = Strike price corresponding to the Low IV input (OTM put). Expiration (Day, Month, Year) = Option expiration date for the projection. Once these inputs are entered, the indicator calculates implied probability ranges and, if both High IV and Low IV values are provided, adjusts for skew to approximate the option market’s distribution. If no implied volatility data is supplied, the indicator defaults to a lognormal distribution based on historical volatility, using past realized volatility over the same forward horizon. This keeps the tool functional even without implied volatility inputs, though in that case the output represents only an approximation of ATM IV, not the actual market view. In summary, the Implied Volatility Range is a powerful tool that translates implied volatility inputs into a clear and practical estimate of the market’s expectations for future prices. It allows traders to visualize the probability of price ranges while also highlighting directional bias, a dimension often difficult to interpret from traditional implied volatility charts. It should be emphasized, however, that this tool reflects only the market’s expectations at a specific point in time, which may change as new information and trading activity reshape implied volatility.
Pine Script® indicator
by QuantitativeAlpha
1
Piano Frequency LevelsPiano Frequency Levels This indicator applies the mathematical principles of musical harmony to market analysis, creating support and resistance levels based on authentic piano frequency ratios. Drawing from centuries-old musical theory, it maps the precise mathematical relationships between piano keys to price levels. How It Works: The indicator uses the exact frequency ratios from equal temperament tuning - the same mathematical system that makes pianos sound harmonious. Each level represents an actual piano key frequency, scaled proportionally to your chosen anchor price. Key Features: • Piano-Based Ratios: Uses authentic 12-tone equal temperament frequency relationships (1.05946 ratio between semitones) • Directional Intelligence: Automatically creates ascending levels from lows (resistance) or descending levels from highs (support) • Musical Note Labels: Optional display of actual piano key names (C4, D#5, F6, etc.) alongside price levels • Black Key Subdivisions: Toggle authentic sharp/flat keys between natural notes for additional precision • Octave Color Coding: Each musical octave displays in a different color for easy visual identification • Anchor Reference: Bright green line clearly marks your C-note reference point Musical Foundation: Every level corresponds to an actual piano key. The anchor point represents "C" (the musical root), with levels progressing through the natural musical sequence: C, D, E, F, G, A, B, then repeating in higher octaves. This creates proportional spacing that mirrors the harmonic relationships musicians have used for centuries. Usage: 1. Set your anchor to a significant market high or low 2. Choose your desired number of levels (typically 12-24 for 1-2 octaves) 3. Enable "Add Black Keys" for additional intermediate levels 4. Enable "Show Note Names" to see which piano key each level represents The Theory: Musical harmony is based on precise mathematical ratios that create pleasing relationships between frequencies. These same mathematical principles may manifest in market movements, as price action often exhibits proportional relationships similar to musical intervals. Unique Advantages: • Based on established mathematical principles rather than arbitrary ratios • Provides both major levels (white keys) and intermediate levels (black keys) • Automatically adapts direction based on anchor type (high vs low) • Maintains authentic musical relationships across all timeframes and price ranges Important Note: This indicator presents a theoretical framework for market analysis. Like all technical analysis tools, it should be used in conjunction with other forms of analysis and proper risk management. The musical ratios provide a unique perspective on potential support and resistance levels, but past performance does not guarantee future results. Transform your charts into a musical instrument and discover the hidden harmonies in market movements.
Pine Script® indicator
by geneclash
Expected Value Monte CarloI created this indicator after noticing that there was no Expected Value indicator here on TradingView. The EVMC provides statistical Expected Value to what might happen in the future regarding the asset you are analyzing. It uses 2 quantitative methods: Historical Backtest to ground your analysis in long-term, factual data. Monte Carlo Simulation to project a cone of probable future outcomes based on recent market behavior. This gives you a data-driven edge to quantify risk, and make more informed trading decisions. The indicator includes: Dual analysis: Combines historical probability with forward-looking simulation. Quantified projections: Provides the Expected Value ($ and %), Win Rate, and Sharpe Ratio for both methods. Asset-aware: Automatically adjusts its calculations for Stocks (252 trading days) and Crypto (365 days) for mathematical accuracy. The projection cone shows the mean expected path and the +/- 1 standard deviation range of outcomes. No repainting Calculation: 1. Historical Expected Value: This is a systematic backtest over thousands of bars. It calculates the return Rᵢ for N past trades (buy-and-hold). The Historical EV is the simple average of these returns, giving a baseline performance measure. Historical EV % = (Σ Rᵢ) / N 2. Monte Carlo Projection: This projection uses the Geometric Brownian Motion (GBM) model to simulate thousands of future price paths based on the market's recent behavior. It first measures the drift (μ), or recent trend, and volatility (σ), or recent risk, from the Projection Lookback period. It then projects a final return for each simulation using the core GBM formula: Projected Return = exp( (μ - σ²/2)T + σ√T * Z ) - 1 (Where T is the time horizon and Z is a random variable for the simulation.) The purple line on the chart is the average of all simulated outcomes (the Monte Carlo EV). The cone represents one standard deviation of those outcomes. The dashed lines represent one standard deviation (+/- 1σ) from the average, forming a cone of probable outcomes. Roughly 68% of the simulated paths ended within this cone. This projection answers the question: "If the recent trend and volatility continue, where is the price most likely to go?" Here's how to read the indicator Expected Value ($/%): Is my average trade profitable? Win Rate: How often can I expect to be right? Sharpe Ratio: Am I being adequately compensated for the risk I'm taking? User Guide Max trade duration (bars): This is your analysis timeframe. Are you interested in the probable outcome over the next month (21 bars), quarter (63 bars), or year (252 bars)? Position size ($): Set this to your typical trade size to see the Expected Value in real dollar terms. Projection lookback (bars): This is the most important input for the Monte Carlo model. A short lookback (e.g., 50) makes the projection highly sensitive to recent momentum. Use this to identify potential recency bias. A long lookback (e.g., 252) provides a more stable, long-term projection of trend and volatility. Historical Lookback (bars): For the historical backtest, more data is always better. Use the maximum that your TradingView plan allows for the most statistically significant results. Use TP/SL for Historical EV: Check this box to see how the historical performance would have changed if you had used a simple Take Profit and Stop Loss, rather than just holding for the full duration. I hope you find this indicator useful and please let me know if you have any suggestions. 😊
Pine Script® indicator
by HenriqueCentieiro
2
Stop Loss Advisor📊 Stop Loss Advisor - Advanced Risk Management Tool A sophisticated Pine Script v5 indicator designed to suggest optimal stop loss distances based on market volatility, combining ATR and Standard Deviation analysis for precise risk management. 🎯 What Makes This Different from Bollinger Bands? While Bollinger Bands focus on mean reversion and overbought/oversold conditions using a moving average center line, this indicator is specifically designed for risk management . It creates dynamic bands around the current price to suggest where NOT to place your stop loss, preventing you from being stopped out by normal market noise. ⚡ Key Features Dynamic ATR Calculation - Fully customizable ATR periods with adaptive volatility filtering Standard Deviation Integration - Optional StdDev component for enhanced statistical accuracy Multiple Combination Modes - Average, Maximum, ATR Weighted, or StdDev Weighted Flexible Price Sources - Choose from Close, HL2, HLC3, or OHLC4 Automatic Pip Calculation - Works across all instruments with automatic pip value detection Smart Alerts System - Get notified when suggested stop loss exceeds your base risk tolerance Real-time Information Table - Displays current values and risk status Visual Labels - Shows exact pip distances directly on chart Band Smoothing - Prevents erratic movements with customizable averaging 📈 How It Works ATR Analysis : Calculates Average True Range to measure current market volatility Statistical Enhancement : Optionally combines with Standard Deviation for more robust calculations Dynamic Bands : Creates upper and lower bands that expand/contract with volatility Pip Conversion : Automatically converts distances to pips for easy interpretation Risk Assessment : Compares suggested distances with your base stop loss tolerance 🔧 Customization Options ATR Settings: Customizable ATR period (default: 14) Adjustable multiplier with 0.1 step precision Optional volatility filtering for enhanced sensitivity Standard Deviation (Optional): Independent period and multiplier settings Multiple price source options Four combination modes with ATR Visual Customization: Fully customizable colors for all elements Multiple line styles (solid, dashed, dotted) Optional band filling with transparency control Show/hide ATR line overlay Configurable band smoothing 💡 Perfect For Forex Traders - Especially effective on major pairs and XAUUSD Risk Managers - Calculate optimal stop distances before entering trades Scalpers - Avoid being stopped out by normal market fluctuations Swing Traders - Adapt stop losses to current volatility conditions 📊 Indicator Values The information table displays: Current ATR Value (in pips) Suggested Long Stop Loss (distance in pips) Suggested Short Stop Loss (distance in pips) Risk Status - "SAFE" or "HIGH RISK" based on your base tolerance Standard Deviation Value (when enabled) Combination Method (when using both ATR and StdDev) ⚠️ Important Notes This indicator suggests minimum stop loss distances, not entry/exit signals Always combine with your trading strategy and risk management rules Do not use as a standalone trading system Backtesting recommended before live implementation Default settings work well for most scenarios, but optimization is encouraged 🎨 Default Configuration ATR Period: 14 ATR Multiplier: 2.0 Price Source: Close Base Stop Loss: 20 pips Band Smoothing: 3 periods Standard Deviation: Optional (20 period, 2.0 multiplier) 🚀 Getting Started Add the indicator to your chart Set your base stop loss tolerance in the settings Choose your preferred price source and ATR parameters Enable Standard Deviation for enhanced accuracy (optional) Monitor the information table for real-time risk assessment Use the suggested distances as minimum stop loss levels Pro Tip: In low volatility markets, the bands will contract suggesting tighter stops. In high volatility periods, they expand warning you to use wider stops to avoid being stopped out by normal price action. 📝 Version History & Updates This indicator is actively maintained and updated based on user feedback. Future enhancements may include multi-timeframe analysis, trend-based asymmetric bands, and additional statistical measures. Transform your risk management approach with data-driven stop loss suggestions that adapt to real market conditions!
Pine Script® indicator
by Raffaele_De_Leo
The Maker StrategyDESCRIPTION The Maker Strategy is a trend-following system built around exponential moving averages (EMAs). By analyzing the alignment of multiple EMAs, the strategy identifies strong bullish or bearish momentum and generates precise entry signals. This method is designed to capture sustained trends while filtering out sideways or noisy market conditions. USER INPUTS : • EMA 1 Length (Default: 30) • EMA 2 Length (Default: 35) • EMA 3 Length (Default: 40) • EMA 4 Length (Default: 45) • EMA 5 Length (Default: 50) • EMA 6 Length (Default: 60) LONG CONDITION : A long signal is triggered when all EMAs are perfectly aligned in ascending order: EMA1 > EMA2 > EMA3 > EMA4 > EMA5 > EMA6 SHORT CONDITION : A short signal is triggered when all EMAs are perfectly aligned in descending order: EMA1 < EMA2 < EMA3 < EMA4 < EMA5 < EMA6 WHY IT IS UNIQUE: Unlike traditional EMA crossover systems that rely on just 2 or 3 moving averages, The Maker Strategy uses 6 EMAs in sequence. This ensures that trades are only taken when there is clear and strong market momentum. The approach minimizes false signals in ranging markets and focuses on capturing trends with higher probability setups. HOW USER CAN BENEFIT FROM IT : • Clear entry alerts for both long and short positions. • Visual confirmation through candle coloring and EMA band fills. • Works on multiple timeframes and instruments (stocks, forex, crypto, indices). • Helps traders stay on the right side of the trend while avoiding whipsaws. • A simple yet effective tool for those who want a disciplined, rules-based strategy.
Pine Script® indicator
by Shivam_Mandrai
2
Adaptive Log Trend ChannelOne-line Summary / 一句话简介 EN: Adaptive log-scale trend channel using Pearson-optimized regression and deviation bands. 中文：基于皮尔逊优化回归的自适应对数趋势通道，带标准差波动带。 Full Description / 完整介绍 What it does / 功能 EN: This indicator fits a log-linear regression to price and builds a trend channel with ±k·σ deviation bands. It automatically selects the period with the highest Pearson correlation (R), ensuring the channel best matches the dominant market trend. 中文：该指标通过价格的对数线性回归拟合趋势，并在中线上下绘制 ±k·σ 偏差通道。它会自动选择皮尔逊相关系数 (R) 最高的周期，从而保证通道与主要趋势最贴合。 Why it’s useful / 适用价值 EN: Naturally fits assets with multiplicative growth (crypto, tech stocks). Adapts dynamically to different market regimes. Provides CAGR estimates on Daily/Weekly charts for trend strength evaluation. 中文： 自然适用于呈现乘法增长的资产（如加密货币与科技股）。 可动态适应不同的市场阶段。 在日线/周线图上提供 趋势年化收益率 (CAGR)，帮助评估趋势强度。 How it works / 工作原理 EN: Computes log(price) → regression slope & intercept. Draws a midline (log regression projection). Upper & lower bands = ±k·σ in log space. Info panel shows: Auto-Selected Period, Trend Strength (or Pearson’s R), and CAGR. 中文： 对价格取对数 → 计算回归斜率与截距。 绘制 中线（对数回归投影）。 上下轨 = 对数空间中的 ±k·σ。 信息面板显示：自动选择周期、趋势强度（或皮尔逊 R 值）、以及 CAGR 年化收益率。 Key Settings / 主要参数 EN: Long-Term Mode: Uses extended periods (300–1200). Deviation Multiplier (k): Controls channel width (default 2.0). Styles: Colors, line type, and extension. Panel Options: Toggle auto-period, Pearson’s R, and CAGR. 中文： 长期模式：采用更长周期 (300–1200)。 偏差倍数 (k)：控制通道宽度（默认 2.0）。 样式：可设置颜色、线型、延长方式。 信息面板：可开关自动周期、皮尔逊 R、CAGR。 Notes / 注意事项 EN: CAGR is only available on Daily/Weekly timeframes. Regression-based tools may repaint as new bars form; treat it as context, not signals. 中文： CAGR 仅在日线与周线周期可用。 回归类指标在新K线形成时可能重绘，仅用于趋势参考而非交易信号。
Pine Script® indicator
by Litiantian
🕊️ Shemitah + Jubilee Cycle OverlayShemitah + Jubilee Cycle Overlay This indicator overlays significant biblical cycle events—Shemitah and Jubilee years—onto your chart, providing a unique perspective on historical and potential future market cycles. The Shemitah cycle occurs every 7 years, while the Jubilee cycle spans 49 years, both starting from a user-defined year (defaulting to 1917). Key features include: Highlight Shemitah Years: Shades the chart background in orange during Shemitah years, with customizable color and transparency. Mark Jubilee Years: Draws bold blue vertical lines on the chart for Jubilee years, with optional labels. Event Markers: Places vertical lines and labels (e.g., "Shemitah" or "Jubilee") on a specified month and day (defaulting to September 10th) for each cycle event. Countdown Display: Shows the next upcoming Shemitah and Jubilee years on the chart for easy reference. Customizable Inputs: Adjust the start year, cycle lengths, event date, colors, and visibility of highlights and labels to suit your analysis. Ideal for traders and analysts exploring long-term economic or market patterns influenced by these traditional cycles, this overlay combines historical context with visual clarity. Use it on daily or higher timeframes for best results. The best markets to overlay this indicator on include major stock indices (e.g., S&P 500, Dow Jones), precious metals (e.g., Gold, Silver), cryptocurrencies (e.g., Bitcoin, Ethereum), and debt markets (e.g., U.S. Treasury Bonds, Corporate Bond ETFs), as these markets often reflect macroeconomic shifts, debt cycles, and speculative behavior that may correlate with Shemitah and Jubilee cycles. Rationale for Including Debt Markets U.S. Treasury Bonds: Treasury securities (e.g., 10-year or 30-year bonds) are sensitive to interest rate changes and government debt levels. The Shemitah cycle (every 7 years) has been historically linked to debt-related economic adjustments, while the Jubilee cycle (every 49 years) aligns with broader debt forgiveness or restructuring concepts, making bonds a prime candidate. Corporate Bond ETFs (e.g., LQD, HYG): Corporate bond ETFs represent corporate debt and are influenced by credit cycles and economic resets. The indicator could highlight periods of potential default risk or yield shifts tied to Shemitah or Jubilee years. Relevance to Biblical Context: The Jubilee year, as described in the Bible (Leviticus 25), involves the release of debts and return of land, directly tying it to debt markets. The Shemitah year also includes a release of debts every seven years, making debt instruments a natural fit for this indicator’s thematic analysis.
Pine Script® indicator
by trade528s
1
Moon Phase & Celestial Events TrackerMoon Phase & Celestial Events Tracker Overview A comprehensive astronomical and celestial event indicator that tracks and projects major cosmic events from 2011 to 2040. This indicator overlays important astronomical phenomena directly on your charts, allowing traders and researchers to analyze potential correlations between celestial events and market movements. Key Features Eclipse Tracking 🌑 Blood Moons (Total Lunar Eclipses) including 2014-2015 tetrad Partial Lunar Eclipses with distinctive yellow markers Solar Eclipses: Total, Annular, Partial, and Hybrid types with unique symbols Optional eclipse season background highlighting Moon Cycles 🌕 Supermoons at perigee (closest Earth approach) Regular moon phases: New, First Quarter, Full, Last Quarter Adjustable phase marking with day-offset capability Mercury Retrograde ☿ Start and end dates clearly marked Optional period highlighting for entire retrograde duration Complete cycle tracking through 2040 Seasonal Transitions ✨ Spring Equinox, Summer Solstice, Autumn Equinox, Winter Solstice Precise astronomical season changes Future Projections 📊 Event forecasting up to 5 years ahead Customizable projection range (30-1825 days) Selective projection by event type Adjustable visual styles and transparency Interpretation Guide Blood Moons Total lunar eclipses where Earth's atmosphere creates the red appearance. In financial astrology, these are often watched as potential reversal or volatility periods, though correlations vary significantly. Eclipse Seasons Twice-yearly windows when Sun-Earth-Moon alignment allows eclipses. Some market practitioners note increased volatility during these periods, though empirical evidence remains debated. Mercury Retrograde The apparent backward motion of Mercury occurs 3-4 times yearly. In trading folklore, it's associated with communication issues, technical problems, and false signals. Many practitioners suggest extra caution with new positions during these periods. Supermoons Full or new moons at closest Earth approach. Some traders track these for potential short-term highs/lows, particularly in commodities and currencies, though effects are subtle if present. Seasonal Markers Astronomical season changes have been incorporated into various market timing systems, with some analysts noting clustering of trend changes around these dates. Use Cases Historical pattern analysis Event-based research Educational astronomy tracking Market cycle studies Long-term planning and observation Technical Details ⚙️ Data Coverage: 2011-2040 (30 years of precise astronomical events) Compatibility: All timeframes with smart filtering (Weekly/Monthly show only major events) Performance: Lightweight with efficient calculations and minimal chart impact Data Source: Based on NASA ephemeris data for precise event timing Customization Options 🎨 Individual colors for each event type Transparency controls for projections Event visibility toggles Optional date labels on events Alert Options 🔔 Set custom alerts for any tracked event including all eclipse types, moon phases, Mercury retrograde start/end, and seasonal transitions. ⚠️ Important Note This indicator displays astronomical events for research and educational purposes. Any perceived correlations with market movements should be thoroughly backtested. Financial astrology interpretations are included for historical context only and should not be considered trading advice. Always use proper risk management and multiple forms of analysis in trading decisions. Best Suited For Market researchers and analysts Students of market cycles Those interested in astronomical timing Educational and observational purposes Long-term pattern analysis
Pine Script® indicator
by Robertsanktov