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Fundamental Analysis

EPS+Sales+Net Profit+MCap+Sector & Industry📄 Full Description This script displays a comprehensive financial data panel directly on your TradingView chart, helping long-term investors and swing traders make informed decisions based on fundamental trends. It consolidates key financial metrics and business classification data into a single, visually clear table. 🔍 Key Features: 🧾 Financial Metrics (Auto-Fetched via request.financial): EPS (Earnings Per Share) – Displayed with trend direction (QoQ or YoY). Sales / Revenue – In ₹ Crores (for Indian stocks), trend change also included. Net Profit – Also in ₹ Crores, along with percentage change. Market Cap – Automatically calculated using outstanding shares × price, shown in ₹ Cr. Free Float Market Cap – Based on float shares × price, also in ₹ Cr. 🏷️ Sector & Industry Info: Automatically identifies and displays the Sector and Industry of the stock using syminfo.sector and syminfo.industry. Displayed inline with metrics, making it easy to know what business the stock belongs to. 📊 Table View: Compact and responsive table shown on your chart. Columns: Date | EPS | QoQ | Sales | QoQ | Net Profit | QoQ | Metrics Metrics column dynamically shows: Market Cap Free Float Sector (Row 4) Industry (Row 5) 🌗 Appearance: Supports Dark Mode and Mini Mode toggle. You can also customize: Number of data points (last 4+ quarters or years) Table position and size 🎯 Use Case: This script is ideal for: Fundamental-focused traders who use EPS/Sales trends to identify momentum. Swing traders who combine price action with fundamental tailwinds. Portfolio builders who want to see sector/industry alignment quickly. It works best with fundamentally sound stocks where earnings and profitability are a major factor in price movements. ✅ Important Notes: Script uses request.financial which only works with supported symbols (mostly stocks). Market Cap and Free Float are calculated in ₹ Crores. All financial values are rounded and formatted for readability (e.g., 1,234 Cr). 🙏 Credits: Developed and published by Sameer Thorappa Built with a clean, minimalist approach for high readability and functionality.
Pine Script® indicator
by sameer_thorappa
TotM - BTC Price Momentum (30-day)🇬🇧 ENGLISH VERSION A simple and effective 30-day momentum indicator for Bitcoin. This indicator calculates the 30-day price momentum of Bitcoin, expressed as a percentage change from the closing price 30 bars ago. It's a lightweight and visual tool to assess short-term strength or overheating of price movements. 🟦 Blue = positive momentum 🔴 Red = overheated (> +40%) ⚫ Gray = negative momentum Reference lines at 0% and 40% mark equilibrium and overbought zones. Feel free to customize it for other assets or timeframes. For educational use only – not financial advice.
Pine Script® indicator
by TBela
Recession Warning Model [BackQuant]Recession Warning Model Overview The Recession Warning Model (RWM) is a Pine Script® indicator designed to estimate the probability of an economic recession by integrating multiple macroeconomic, market sentiment, and labor market indicators. It combines over a dozen data series into a transparent, adaptive, and actionable tool for traders, portfolio managers, and researchers. The model provides customizable complexity levels, display modes, and data processing options to accommodate various analytical requirements while ensuring robustness through dynamic weighting and regime-aware adjustments. Purpose The RWM fulfills the need for a concise yet comprehensive tool to monitor recession risk. Unlike approaches relying on a single metric, such as yield-curve inversion, or extensive economic reports, it consolidates multiple data sources into a single probability output. The model identifies active indicators, their confidence levels, and the current economic regime, enabling users to anticipate downturns and adjust strategies accordingly. Core Features - Indicator Families : Incorporates 13 indicators across five categories: Yield, Labor, Sentiment, Production, and Financial Stress. - Dynamic Weighting : Adjusts indicator weights based on recent predictive accuracy, constrained within user-defined boundaries. - Leading and Coincident Split : Separates early-warning (leading) and confirmatory (coincident) signals, with adjustable weighting (default 60/40 mix). - Economic Regime Sensitivity : Modulates output sensitivity based on market conditions (Expansion, Late-Cycle, Stress, Crisis), using a composite of VIX, yield-curve, financial conditions, and credit spreads. - Display Options : Supports four modes—Probability (0-100%), Binary (four risk bins), Lead/Coincident, and Ensemble (blended probability). - Confidence Intervals : Reflects model stability, widening during high volatility or conflicting signals. - Alerts : Configurable thresholds (Watch, Caution, Warning, Alert) with persistence filters to minimize false signals. - Data Export : Enables CSV output for probabilities, signals, and regimes, facilitating external analysis in Python or R. Model Complexity Levels Users can select from four tiers to balance simplicity and depth: 1. Essential : Focuses on three core indicators—yield-curve spread, jobless claims, and unemployment change—for minimalistic monitoring. 2. Standard : Expands to nine indicators, adding consumer confidence, PMI, VIX, S&P 500 trend, money supply vs. GDP, and the Sahm Rule. 3. Professional : Includes all 13 indicators, incorporating financial conditions, credit spreads, JOLTS vacancies, and wage growth. 4. Research : Unlocks all indicators plus experimental settings for advanced users. Key Indicators Below is a summary of the 13 indicators, their data sources, and economic significance: - Yield-Curve Spread : Difference between 10-year and 3-month Treasury yields. Negative spreads signal banking sector stress. - Jobless Claims : Four-week moving average of unemployment claims. Sustained increases indicate rising layoffs. - Unemployment Change : Three-month change in unemployment rate. Sharp rises often precede recessions. - Sahm Rule : Triggers when unemployment rises 0.5% above its 12-month low, a reliable recession indicator. - Consumer Confidence : University of Michigan survey. Declines reflect household pessimism, impacting spending. - PMI : Purchasing Managers’ Index. Values below 50 indicate manufacturing contraction. - VIX : CBOE Volatility Index. Elevated levels suggest market anticipation of economic distress. - S&P 500 Growth : Weekly moving average trend. Declines reduce wealth effects, curbing consumption. - M2 + GDP Trend : Monitors money supply and real GDP. Simultaneous declines signal credit contraction. - NFCI : Chicago Fed’s National Financial Conditions Index. Positive values indicate tighter conditions. - Credit Spreads : Proxy for corporate bond spreads using 10-year vs. 2-year Treasury yields. Widening spreads reflect stress. - JOLTS Vacancies : Job openings data. Significant drops precede hiring slowdowns. - Wage Growth : Year-over-year change in average hourly earnings. Late-cycle spikes often signal economic overheating. Data Processing - Rate of Change (ROC) : Optionally applied to capture momentum in data series (default: 21-bar period). - Z-Score Normalization : Standardizes indicators to a common scale (default: 252-bar lookback). - Smoothing : Applies a short moving average to final signals (default: 5-bar period) to reduce noise. - Binary Signals : Generated for each indicator (e.g., yield-curve inverted or PMI below 50) based on thresholds or Z-score deviations. Probability Calculation 1. Each indicator’s binary signal is weighted according to user settings or dynamic performance. 2. Weights are normalized to sum to 100% across active indicators. 3. Leading and coincident signals are aggregated separately (if split mode is enabled) and combined using the specified mix. 4. The probability is adjusted by a regime multiplier, amplifying risk during Stress or Crisis regimes. 5. Optional smoothing ensures stable outputs. Display and Visualization - Probability Mode : Plots a continuous 0-100% recession probability with color gradients and confidence bands. - Binary Mode : Categorizes risk into four levels (Minimal, Watch, Caution, Alert) for simplified dashboards. - Lead/Coincident Mode : Displays leading and coincident probabilities separately to track signal divergence. - Ensemble Mode : Averages traditional and split probabilities for a balanced view. - Regime Background : Color-coded overlays (green for Expansion, orange for Late-Cycle, amber for Stress, red for Crisis). - Analytics Table : Optional dashboard showing probability, confidence, regime, and top indicator statuses. Practical Applications - Asset Allocation : Adjust equity or bond exposures based on sustained probability increases. - Risk Management : Hedge portfolios with VIX futures or options during regime shifts to Stress or Crisis. - Sector Rotation : Shift toward defensive sectors when coincident signals rise above 50%. - Trading Filters : Disable short-term strategies during high-risk regimes. - Event Timing : Scale positions ahead of high-impact data releases when probability and VIX are elevated. Configuration Guidelines - Enable ROC and Z-score for consistent indicator comparison unless raw data is preferred. - Use dynamic weighting with at least one economic cycle of data for optimal performance. - Monitor stress composite scores above 80 alongside probabilities above 70 for critical risk signals. - Adjust adaptation speed (default: 0.1) to 0.2 during Crisis regimes for faster indicator prioritization. - Combine RWM with complementary tools (e.g., liquidity metrics) for intraday or short-term trading. Limitations - Macro indicators lag intraday market moves, making RWM better suited for strategic rather than tactical trading. - Historical data availability may constrain dynamic weighting on shorter timeframes. - Model accuracy depends on the quality and timeliness of economic data feeds. Final Note The Recession Warning Model provides a disciplined framework for monitoring economic downturn risks. By integrating diverse indicators with transparent weighting and regime-aware adjustments, it empowers users to make informed decisions in portfolio management, risk hedging, or macroeconomic research. Regular review of model outputs alongside market-specific tools ensures its effective application across varying market conditions.
Pine Script® indicator
by BackQuant
2
Seasonal Extreme ZonesTrue Seasonal Overlay Chart with Historical Bias 📊 Overview This innovative Pine Script indicator combines true seasonal overlay visualization with historical bias analysis to provide traders with powerful seasonal trading insights. Unlike traditional seasonal charts that display years chronologically, this indicator overlays multiple years on the same seasonal axis (January-December) for direct pattern comparison. 🎯 Key Features 📈 True Seasonal Overlay Multi-year Performance Lines: Display 2022, 2023, and 2024 performance on the same seasonal timeline Year-to-Date Calculation: Each year starts at 0% on January 1st, showing cumulative performance Real Seasonal Comparison: All years aligned to the same calendar position for accurate pattern recognition Customizable Display: Toggle individual years on/off as needed 🔍 Historical Bias System Configurable Timeframe: Analyze 5-25 years of seasonal data Market-Specific Data: Realistic seasonality patterns for each asset class Smart Bias Calculation: Adjusts extreme values based on historical depth Automatic Inversion: Handles inverse pairs (JPY, CHF, CAD, DXY) automatically 💹 Multi-Asset Support Forex Pairs: EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD, NZDUSD, DXY Commodities: Gold, Silver, Crude Oil, Natural Gas, Copper, Agricultural products Indices: DE40 (DAX), SPX500, NASDAQ100, US30, UK100, Nikkei, ASX200, EUROSTOXX50 🛠️ How It Works Data Collection Price Tracking: Captures January 1st starting prices for each year Performance Calculation: Calculates year-to-date percentage performance Seasonal Mapping: Maps each data point to its corresponding seasonal day Array Storage: Stores performance data in organized arrays by year Seasonal Overlay Logic Interpolation: Finds nearest seasonal performance for current calendar position True Overlay: Displays all years simultaneously on the same seasonal axis Pattern Recognition: Enables direct visual comparison of seasonal behaviors Historical Bias Engine Asset-Specific Data: Uses realistic seasonal probabilities for each market Years Adjustment: Moderates extreme values based on historical timeframe Bias Calculation: Generates percentage-based seasonal bias (0-100%) Signal Generation: Creates Strong Bull/Bear signals based on thresholds 📊 Visual Elements Plot Lines Blue Line (2024): Current year performance - thick line, most prominent Red Line (2023): Previous year comparison - medium thickness Purple Line (2022): Two years ago reference - medium thickness Orange Line (Historical Bias): Long-term seasonal bias - thick, distinct Threshold Levels Strong Bull Line: Configurable bullish threshold (default: 70%) Strong Bear Line: Configurable bearish threshold (default: 30%) Neutral Line: 50% reference level Zero Line: 0% performance reference Background Colors Green Background: Strong Long Bias periods Red Background: Strong Short Bias periods Transparent: Neutral periods 🎯 Trading Applications Pattern Recognition Seasonal Consistency: Identify repeating seasonal patterns across years Divergence Analysis: Spot when current year deviates from historical norms Trend Confirmation: Use seasonal bias to confirm directional trades Bias-Based Trading Strong Long Bias (>70%): Favor long setups, avoid shorts Strong Short Bias (<30%): Favor short setups, avoid longs Neutral Zones (30-70%): Focus on technical analysis over seasonal bias Risk Management Seasonal Headwinds: Reduce position sizes during unfavorable seasons Seasonal Tailwinds: Consider larger positions during favorable periods Entry Timing: Use seasonal overlay to time entries within trend direction ⚙️ Configuration Options Display Settings Year Selection: Toggle 2022, 2023, 2024 displays individually Historical Bias Years: Configure 5-25 years for bias calculation Threshold Levels: Customize Strong Bull/Bear threshold percentages Visual Elements: Toggle table, backgrounds, and bias line Asset Selection Forex Group: Select from major currency pairs Commodity Group: Choose from metals, energy, and agricultural products Index Group: Pick from major global stock indices Color Customization Year Colors: Customize colors for each year line Bias Color: Set historical bias line color Background Colors: Configure Strong Bull/Bear background colors 📋 Information Panel The indicator includes a comprehensive information table showing: Current Asset: Selected instrument with inversion status Monthly Status: Current month with bias direction and strength Bias Percentage: Numerical historical bias value Configuration: Active years and threshold settings Seasonality Note: Indicates if data is inverted for certain pairs 🚀 Unique Advantages True Seasonal Comparison: Unlike traditional charts, enables direct year-over-year seasonal comparison Market-Specific Data: Uses realistic seasonal patterns based on actual market drivers Automated Handling: Manages complex calculations and data interpolation automatically Flexible Timeframes: Adapts historical bias calculation to user preferences Professional Visualization: Clean, intuitive display suitable for all experience levels 💡 Best Practices Combine with Technical Analysis: Use seasonal bias to filter trade direction, not as standalone signals Consider Market Regime: Factor in current market conditions and volatility Multiple Timeframe Analysis: Confirm seasonal bias on different chart timeframes Risk Management: Always use appropriate position sizing regardless of seasonal bias This indicator transforms seasonal analysis from static historical data into dynamic, actionable trading intelligence through innovative visualization and robust bias calculation methodology.
Pine Script® indicator
by stef_life_trading
COT-Wallstreetstory OANDA Edition🔥 COT Wallstreetstory OANDA Edition - Professional COT Analysis Tool This indicator provides comprehensive Commitment of Traders (COT) analysis across multiple asset classes with advanced signal generation for both long-term and intraday trading strategies. 🌟 KEY FEATURES: ✅ Multi-Asset Support: - Forex: EUR, GBP, JPY, CHF, AUD, CAD, NZD, MXN - Commodities: Gold, Silver, Crude Oil, Natural Gas, Copper, Grains - Indices: S&P 500, Nasdaq, Dow Jones, Russell 2000, VIX - Custom: Enter any CFTC code manually ✅ Smart Currency Inversion: - Automatic data inversion for JPY, CHF, CAD, MXN pairs - Shows "ORIGINAL" vs "INVERTED" display mode - No more confusion with inverse correlations ✅ Dual Signal System: - Long-term Signals: For W1/D1 swing trading - Intraday Bias: For H4 setup → M15 entry strategies - Visual backgrounds indicate signal strength ✅ Extreme Zones: - Horizontal extreme zones with market-specific recommendations - Customizable thresholds for each asset class - Visual alerts when COT data reaches extreme levels ✅ Professional Visualization: - Clean, emoji-free interface for serious traders - Sensitivity arrows: ↑↑↑ Conservative, ↑↑ Normal, ↓ Aggressive - Color-coded display modes and signal status 🎯 TRADING APPLICATIONS: 📈 Long-term Strategy: Monitor when Commercials reach extreme positions and Non-Commercials follow. Perfect for identifying major trend reversals on weekly/daily charts. ⚡ Intraday Strategy: Use Non-Commercial and Retail positioning relative to recent weeks to determine directional bias for H4 liquidity sweeps and M15 entries. 🔧 CUSTOMIZATION: - Adjustable extreme thresholds for each market - Three sensitivity levels for signal generation - Customizable colors and line styles - Optional info table with current market status 📊 TECHNICAL DETAILS: - Uses TradingView's official COT Library - Weekly COT data from CFTC reports - Supports all major OANDA trading pairs - Compatible with any timeframe (recommended: M15-D1) ⚠️ IMPORTANT NOTE: This indicator displays COT data from CME futures markets. While trading OANDA spot markets, you're analyzing the underlying futures sentiment which drives institutional positioning. Perfect for professional traders who understan
Pine Script® indicator
by stef_life_trading
EMA Trend Confirmation with Alerts此脚本是基于EMA 200周期 50周期 20周期加以合并并进行改进的一个脚本指标，主要作用是用于观察趋势走向，其中有上升下降和震荡趋势，经过多数测试，此指标适用于短线交易，推荐周期为20或15，大周期和长线交易详见RSI+EMA结合指标 This script is an improved script indicator based on the EMA 200 period, 50 period, and 20 period. Its main function is to observe the trend direction, including up, down, and oscillating trends. After many tests, this indicator is suitable for short-term trading, and the recommended period is 20 or 15. For large-cycle and long-term trading, please refer to the RSI+EMA combination indicator.
Pine Script® indicator
by ZhiYujiang
FEDFUNDS Rate Divergence Oscillator [BackQuant]FEDFUNDS Rate Divergence Oscillator 1. Concept and Rationale The United States Federal Funds Rate is the anchor around which global dollar liquidity and risk-free yield expectations revolve. When the Fed hikes, borrowing costs rise, liquidity tightens and most risk assets encounter head-winds. When it cuts, liquidity expands, speculative appetite often recovers. Bitcoin, a 24-hour permissionless asset sometimes described as “digital gold with venture-capital-like convexity,” is particularly sensitive to macro-liquidity swings. The FED Divergence Oscillator quantifies the behavioural gap between short-term monetary policy (proxied by the effective Fed Funds Rate) and Bitcoin’s own percentage price change. By converting each series into identical rate-of-change units, subtracting them, then optionally smoothing the result, the script produces a single bounded-yet-dynamic line that tells you, at a glance, whether Bitcoin is outperforming or underperforming the policy backdrop—and by how much. 2. Data Pipeline • Fed Funds Rate – Pulled directly from the FRED database via the ticker “FRED:FEDFUNDS,” sampled at daily frequency to synchronise with crypto closes. • Bitcoin Price – By default the script forces a daily timeframe so that both series share time alignment, although you can disable that and plot the oscillator on intraday charts if you prefer. • User Source Flexibility – The BTC series is not hard-wired; you can select any exchange-specific symbol or even swap BTC for another crypto or risk asset whose interaction with the Fed rate you wish to study. 3. Math under the Hood (1) Rate of Change (ROC) – Both the Fed rate and BTC close are converted to percent return over a user-chosen lookback (default 30 bars). This means a cut from 5.25 percent to 5.00 percent feeds in as –4.76 percent, while a climb from 25 000 to 30 000 USD in BTC over the same window converts to +20 percent. (2) Divergence Construction – The script subtracts the Fed ROC from the BTC ROC. Positive values show BTC appreciating faster than policy is tightening (or falling slower than the rate is cutting); negative values show the opposite. (3) Optional Smoothing – Macro series are noisy. Toggle “Apply Smoothing” to calm the line with your preferred moving-average flavour: SMA, EMA, DEMA, TEMA, RMA, WMA or Hull. The default EMA-25 removes day-to-day whips while keeping turning points alive. (4) Dynamic Colour Mapping – Rather than using a single hue, the oscillator line employs a gradient where deep greens represent strong bullish divergence and dark reds flag sharp bearish divergence. This heat-map approach lets you gauge intensity without squinting at numbers. (5) Threshold Grid – Five horizontal guides create a structured regime map:  • Lower Extreme (–50 pct) and Upper Extreme (+50 pct) identify panic capitulations and euphoria blow-offs.  • Oversold (–20 pct) and Overbought (+20 pct) act as early warning alarms.  • Zero Line demarcates neutral alignment. 4. Chart Furniture and User Interface • Oscillator fill with a secondary DEMA-30 “shader” offers depth perception: fat ribbons often precede high-volatility macro shifts. • Optional bar-colouring paints candles green when the oscillator is above zero and red below, handy for visual correlation. • Background tints when the line breaches extreme zones, making macro inflection weeks pop out in the replay bar. • Everything—line width, thresholds, colours—can be customised so the indicator blends into any template. 5. Interpretation Guide Macro Liquidity Pulse  • When the oscillator spends weeks above +20 while the Fed is still raising rates, Bitcoin is signalling liquidity tolerance or an anticipatory pivot view. That condition often marks the embryonic phase of major bull cycles (e.g., March 2020 rebound).  • Sustained prints below –20 while the Fed is already dovish indicate risk aversion or idiosyncratic crypto stress—think exchange scandals or broad flight to safety. Regime Transition Signals  • Bullish cross through zero after a long sub-zero stint shows Bitcoin regaining upward escape velocity versus policy.  • Bearish cross under zero during a hiking cycle tells you monetary tightening has finally started to bite. Momentum Exhaustion and Mean-Reversion  • Touches of +50 (or –50) come rarely; they are statistically stretched events. Fade strategies either taking profits or hedging have historically enjoyed positive expectancy.  • Inside-bar candlestick patterns or lower-timeframe bearish engulfings simultaneously with an extreme overbought print make high-probability short scalp setups, especially near weekly resistance. The same logic mirrors for oversold. Pair Trading / Relative Value  • Combine the oscillator with spreads like BTC versus Nasdaq 100. When both the FED Divergence oscillator and the BTC–NDQ relative-strength line roll south together, the cross-asset confirmation amplifies conviction in a mean-reversion short.  • Swap BTC for miners, altcoins or high-beta equities to test who is the divergence leader. Event-Driven Tactics  • FOMC days: plot the oscillator on an hourly chart (disable ‘Force Daily TF’). Watch for micro-structural spikes that resolve in the first hour after the statement; rapid flips across zero can front-run post-FOMC swings.  • CPI and NFP prints: extremes reached into the release often mean positioning is one-sided. A reversion toward neutral in the first 24 hours is common. 6. Alerts Suite Pre-bundled conditions let you automate workflows: • Bullish / Bearish zero crosses – queue spot or futures entries. • Standard OB / OS – notify for first contact with actionable zones. • Extreme OB / OS – prime time to review hedges, take profits or build contrarian swing positions. 7. Parameter Playground • Shorten ROC Lookback to 14 for tactical traders; lengthen to 90 for macro investors. • Raise extreme thresholds (for example ±80) when plotting on altcoins that exhibit higher volatility than BTC. • Try HMA smoothing for responsive yet smooth curves on intraday charts. • Colour-blind users can easily swap bull and bear palette selections for preferred contrasts. 8. Limitations and Best Practices • The Fed Funds series is step-wise; it only changes on meeting days. Rapid BTC oscillations in between may dominate the calculation. Keep that perspective when interpreting very high-frequency signals. • Divergence does not equal causation. Crypto-native catalysts (ETF approvals, hack headlines) can overwhelm macro links temporarily. • Use in conjunction with classical confirmation tools—order-flow footprints, market-profile ledges, or simple price action to avoid “pure-indicator” traps. 9. Final Thoughts The FEDFUNDS Rate Divergence Oscillator distills an entire macro narrative monetary policy versus risk sentiment into a single colourful heartbeat. It will not magically predict every pivot, yet it excels at framing market context, spotting stretches and timing regime changes. Treat it as a strategic compass rather than a tactical sniper scope, combine it with sound risk management and multi-factor confirmation, and you will possess a robust edge anchored in the world’s most influential interest-rate benchmark. Trade consciously, stay adaptive, and let the policy-price tension guide your roadmap.
Pine Script® indicator
by BackQuant
1
Mereks Wick Theory🚨 Wick Precision Zones – Top & Bottom Sniper 📈 Timeframes: 1H & 4H | 🔍 Powered by Smart Wick Logic + FVG Detection Mark the exact 50% of key wicks where smart money reacts. This advanced indicator auto-detects Fair Value Gaps (FVGs), Order Blocks, and liquidity zones, then highlights precision reversal levels with color-coded lines (🔴 short / 🟢 long). ✅ Alerts before and when price hits the zone ✅ Works even with just a strong wick inside FVG ✅ Filters in real-time to increase signal accuracy ✅ Built for top- and bottom-ticking entries
Pine Script® indicator
by MOONMEREK_Futures
Normalized Dist from 4H MA200 + Chart HighlightsNormalized Distance from 4H EMA200 + Highlighting Extremes This indicator measures the distance between the current price and the 4-hour EMA200, normalized into a z-score to detect statistically significant deviations. 🔹 The lower pane shows the normalized z-score. 🔹 Green background = price far below EMA200 (z < -2). 🔹 Red background = price far above EMA200 (z > 3.1). 🔹 These thresholds are user-configurable. 🔹 On the main chart:   🟥 Red candles indicate overheated prices (z > upper threshold)   🟩 Green candles signal oversold conditions (z < lower threshold) The EMA200 is always taken from a fixed 4H timeframe, regardless of your current chart resolution.
Pine Script® indicator
by jekasin1
Drawdown Distribution Analysis (DDA) ACADEMIC FOUNDATION AND RESEARCH BACKGROUND The Drawdown Distribution Analysis indicator implements quantitative risk management principles, drawing upon decades of academic research in portfolio theory, behavioral finance, and statistical risk modeling. This tool provides risk assessment capabilities for traders and portfolio managers seeking to understand their current position within historical drawdown patterns. The theoretical foundation of this indicator rests on modern portfolio theory as established by Markowitz (1952), who introduced the fundamental concepts of risk-return optimization that continue to underpin contemporary portfolio management. Sharpe (1966) later expanded this framework by developing risk-adjusted performance measures, most notably the Sharpe ratio, which remains a cornerstone of performance evaluation in financial markets. The specific focus on drawdown analysis builds upon the work of Chekhlov, Uryasev and Zabarankin (2005), who provided the mathematical framework for incorporating drawdown measures into portfolio optimization. Their research demonstrated that traditional mean-variance optimization often fails to capture the full risk profile of investment strategies, particularly regarding sequential losses. More recent work by Goldberg and Mahmoud (2017) has brought these theoretical concepts into practical application within institutional risk management frameworks. Value at Risk methodology, as comprehensively outlined by Jorion (2007), provides the statistical foundation for the risk measurement components of this indicator. The coherent risk measures framework developed by Artzner et al. (1999) ensures that the risk metrics employed satisfy the mathematical properties required for sound risk management decisions. Additionally, the focus on downside risk follows the framework established by Sortino and Price (1994), while the drawdown-adjusted performance measures implement concepts introduced by Young (1991). MATHEMATICAL METHODOLOGY The core calculation methodology centers on a peak-tracking algorithm that continuously monitors the maximum price level achieved and calculates the percentage decline from this peak. The drawdown at any time t is defined as DD(t) = (P(t) - Peak(t)) / Peak(t) × 100, where P(t) represents the asset price at time t and Peak(t) represents the running maximum price observed up to time t. Statistical distribution analysis forms the analytical backbone of the indicator. The system calculates key percentiles using the ta.percentile_nearest_rank() function to establish the 5th, 10th, 25th, 50th, 75th, 90th, and 95th percentiles of the historical drawdown distribution. This approach provides a complete picture of how the current drawdown compares to historical patterns. Statistical significance assessment employs standard deviation bands at one, two, and three standard deviations from the mean, following the conventional approach where the upper band equals μ + nσ and the lower band equals μ - nσ. The Z-score calculation, defined as Z = (DD - μ) / σ, enables the identification of statistically extreme events, with thresholds set at |Z| > 2.5 for extreme drawdowns and |Z| > 3.0 for severe drawdowns, corresponding to confidence levels exceeding 99.4% and 99.7% respectively. ADVANCED RISK METRICS The indicator incorporates several risk-adjusted performance measures that extend beyond basic drawdown analysis. The Sharpe ratio calculation follows the standard formula Sharpe = (R - Rf) / σ, where R represents the annualized return, Rf represents the risk-free rate, and σ represents the annualized volatility. The system supports dynamic sourcing of the risk-free rate from the US 10-year Treasury yield or allows for manual specification. The Sortino ratio addresses the limitation of the Sharpe ratio by focusing exclusively on downside risk, calculated as Sortino = (R - Rf) / σd, where σd represents the downside deviation computed using only negative returns. This measure provides a more accurate assessment of risk-adjusted performance for strategies that exhibit asymmetric return distributions. The Calmar ratio, defined as Annual Return divided by the absolute value of Maximum Drawdown, offers a direct measure of return per unit of drawdown risk. This metric proves particularly valuable for comparing strategies or assets with different risk profiles, as it directly relates performance to the maximum historical loss experienced. Value at Risk calculations provide quantitative estimates of potential losses at specified confidence levels. The 95% VaR corresponds to the 5th percentile of the drawdown distribution, while the 99% VaR corresponds to the 1st percentile. Conditional VaR, also known as Expected Shortfall, estimates the average loss in the worst 5% of scenarios, providing insight into tail risk that standard VaR measures may not capture. To enable fair comparison across assets with different volatility characteristics, the indicator calculates volatility-adjusted drawdowns using the formula Adjusted DD = Raw DD / (Volatility / 20%). This normalization allows for meaningful comparison between high-volatility assets like cryptocurrencies and lower-volatility instruments like government bonds. The Risk Efficiency Score represents a composite measure ranging from 0 to 100 that combines the Sharpe ratio and current percentile rank to provide a single metric for quick asset assessment. Higher scores indicate superior risk-adjusted performance relative to historical patterns. COLOR SCHEMES AND VISUALIZATION The indicator implements eight distinct color themes designed to accommodate different analytical preferences and market contexts. The EdgeTools theme employs a corporate blue palette that matches the design system used throughout the edgetools.org platform, ensuring visual consistency across analytical tools. The Gold theme specifically targets precious metals analysis with warm tones that complement gold chart analysis, while the Quant theme provides a grayscale scheme suitable for analytical environments that prioritize clarity over aesthetic appeal. The Behavioral theme incorporates psychology-based color coding, using green to represent greed-driven market conditions and red to indicate fear-driven environments. Additional themes include Ocean, Fire, Matrix, and Arctic schemes, each designed for specific market conditions or user preferences. All themes function effectively with both dark and light mode trading platforms, ensuring accessibility across different user interface configurations. PRACTICAL APPLICATIONS Asset allocation and portfolio construction represent primary use cases for this analytical framework. When comparing multiple assets such as Bitcoin, gold, and the S&P 500, traders can examine Risk Efficiency Scores to identify instruments offering superior risk-adjusted performance. The 95% VaR provides worst-case scenario comparisons, while volatility-adjusted drawdowns enable fair comparison despite varying volatility profiles. The practical decision framework suggests that assets with Risk Efficiency Scores above 70 may be suitable for aggressive portfolio allocations, scores between 40 and 70 indicate moderate allocation potential, and scores below 40 suggest defensive positioning or avoidance. These thresholds should be adjusted based on individual risk tolerance and market conditions. Risk management and position sizing applications utilize the current percentile rank to guide allocation decisions. When the current drawdown ranks above the 75th percentile of historical data, indicating that current conditions are better than 75% of historical periods, position increases may be warranted. Conversely, when percentile rankings fall below the 25th percentile, indicating elevated risk conditions, position reductions become advisable. Institutional portfolio monitoring applications include hedge fund risk dashboard implementations where multiple strategies can be monitored simultaneously. Sharpe ratio tracking identifies deteriorating risk-adjusted performance across strategies, VaR monitoring ensures portfolios remain within established risk limits, and drawdown duration tracking provides valuable information for investor reporting requirements. Market timing applications combine the statistical analysis with trend identification techniques. Strong buy signals may emerge when risk levels register as "Low" in conjunction with established uptrends, while extreme risk levels combined with downtrends may indicate exit or hedging opportunities. Z-scores exceeding 3.0 often signal statistically oversold conditions that may precede trend reversals. STATISTICAL SIGNIFICANCE AND VALIDATION The indicator provides 95% confidence intervals around current drawdown levels using the standard formula CI = μ ± 1.96σ. This statistical framework enables users to assess whether current conditions fall within normal market variation or represent statistically significant departures from historical patterns. Risk level classification employs a dynamic assessment system based on percentile ranking within the historical distribution. Low risk designation applies when current drawdowns perform better than 50% of historical data, moderate risk encompasses the 25th to 50th percentile range, high risk covers the 10th to 25th percentile range, and extreme risk applies to the worst 10% of historical drawdowns. Sample size considerations play a crucial role in statistical reliability. For daily data, the system requires a minimum of 252 trading days (approximately one year) but performs better with 500 or more observations. Weekly data analysis benefits from at least 104 weeks (two years) of history, while monthly data requires a minimum of 60 months (five years) for reliable statistical inference. IMPLEMENTATION BEST PRACTICES Parameter optimization should consider the specific characteristics of different asset classes. Equity analysis typically benefits from 500-day lookback periods with 21-day smoothing, while cryptocurrency analysis may employ 365-day lookback periods with 14-day smoothing to account for higher volatility patterns. Fixed income analysis often requires longer lookback periods of 756 days with 34-day smoothing to capture the lower volatility environment. Multi-timeframe analysis provides hierarchical risk assessment capabilities. Daily timeframe analysis supports tactical risk management decisions, weekly analysis informs strategic positioning choices, and monthly analysis guides long-term allocation decisions. This hierarchical approach ensures that risk assessment occurs at appropriate temporal scales for different investment objectives. Integration with complementary indicators enhances the analytical framework. Trend indicators such as RSI and moving averages provide directional bias context, volume analysis helps confirm the severity of drawdown conditions, and volatility measures like VIX or ATR assist in market regime identification. ALERT SYSTEM AND AUTOMATION The automated alert system monitors five distinct categories of risk events. Risk level changes trigger notifications when drawdowns move between risk categories, enabling proactive risk management responses. Statistical significance alerts activate when Z-scores exceed established threshold levels of 2.5 or 3.0 standard deviations. New maximum drawdown alerts notify users when historical maximum levels are exceeded, indicating entry into uncharted risk territory. Poor risk efficiency alerts trigger when the composite risk efficiency score falls below 30, suggesting deteriorating risk-adjusted performance. Sharpe ratio decline alerts activate when risk-adjusted performance turns negative, indicating that returns no longer compensate for the risk undertaken. TRADING STRATEGIES Conservative risk parity strategies can be implemented by monitoring Risk Efficiency Scores across a diversified asset portfolio. Monthly rebalancing maintains equal risk contribution from each asset, with allocation reductions triggered when risk levels reach "High" status and complete exits executed when "Extreme" risk levels emerge. This approach typically results in lower overall portfolio volatility, improved risk-adjusted returns, and reduced maximum drawdown periods. Tactical asset rotation strategies compare Risk Efficiency Scores across different asset classes to guide allocation decisions. Assets with scores exceeding 60 receive overweight allocations, while assets scoring below 40 receive underweight positions. Percentile rankings provide timing guidance for allocation adjustments, creating a systematic approach to asset allocation that responds to changing risk-return profiles. Market timing strategies with statistical edges can be constructed by entering positions when Z-scores fall below -2.5, indicating statistically oversold conditions, and scaling out when Z-scores exceed 2.5, suggesting overbought conditions. The 95% VaR serves as a stop-loss reference point, while trend confirmation indicators provide additional validation for position entry and exit decisions. LIMITATIONS AND CONSIDERATIONS Several statistical limitations affect the interpretation and application of these risk measures. Historical bias represents a fundamental challenge, as past drawdown patterns may not accurately predict future risk characteristics, particularly during structural market changes or regime shifts. Sample dependence means that results can be sensitive to the selected lookback period, with shorter periods providing more responsive but potentially less stable estimates. Market regime changes can significantly alter the statistical parameters underlying the analysis. During periods of structural market evolution, historical distributions may provide poor guidance for future expectations. Additionally, many financial assets exhibit return distributions with fat tails that deviate from normal distribution assumptions, potentially leading to underestimation of extreme event probabilities. Practical limitations include execution risk, where theoretical signals may not translate directly into actual trading results due to factors such as slippage, timing delays, and market impact. Liquidity constraints mean that risk metrics assume perfect liquidity, which may not hold during stressed market conditions when risk management becomes most critical. Transaction costs are not incorporated into risk-adjusted return calculations, potentially overstating the attractiveness of strategies that require frequent trading. Behavioral factors represent another limitation, as human psychology may override statistical signals, particularly during periods of extreme market stress when disciplined risk management becomes most challenging. TECHNICAL IMPLEMENTATION Performance optimization ensures reliable operation across different market conditions and timeframes. All technical analysis functions are extracted from conditional statements to maintain Pine Script compliance and ensure consistent execution. Memory efficiency is achieved through optimized variable scoping and array usage, while computational speed benefits from vectorized calculations where possible. Data quality requirements include clean price data without gaps or errors that could distort distribution analysis. Sufficient historical data is essential, with a minimum of 100 bars required and 500 or more preferred for reliable statistical inference. Time alignment across related assets ensures meaningful comparison when conducting multi-asset analysis. The configuration parameters are organized into logical groups to enhance usability. Core settings include the Distribution Analysis Period (100-2000 bars), Drawdown Smoothing Period (1-50 bars), and Price Source selection. Advanced metrics settings control risk-free rate sourcing, either from live market data or fixed rate specification, along with toggles for various risk-adjusted metric calculations. Display options provide flexibility in visual presentation, including color theme selection from eight available schemes, automatic dark mode optimization, and control over table display, position lines, percentile bands, and standard deviation overlays. These options ensure that the indicator can be adapted to different analytical workflows and visual preferences. CONCLUSION The Drawdown Distribution Analysis indicator provides risk management tools for traders seeking to understand their current position within historical risk patterns. By combining established statistical methodology with practical usability features, the tool enables evidence-based risk assessment and portfolio optimization decisions. The implementation draws upon established academic research while providing practical features that address real-world trading requirements. Dynamic risk-free rate integration ensures accurate risk-adjusted performance calculations, while multiple color schemes accommodate different analytical preferences and use cases. Academic compliance is maintained through transparent methodology and acknowledgment of limitations. The tool implements peer-reviewed statistical techniques while clearly communicating the constraints and assumptions underlying the analysis. This approach ensures that users can make informed decisions about the appropriate application of the risk assessment framework within their broader trading and investment processes. BIBLIOGRAPHY Artzner, P., Delbaen, F., Eber, J.M. and Heath, D. (1999) 'Coherent Measures of Risk', Mathematical Finance, 9(3), pp. 203-228. Chekhlov, A., Uryasev, S. and Zabarankin, M. (2005) 'Drawdown Measure in Portfolio Optimization', International Journal of Theoretical and Applied Finance, 8(1), pp. 13-58. Goldberg, L.R. and Mahmoud, O. (2017) 'Drawdown: From Practice to Theory and Back Again', Journal of Risk Management in Financial Institutions, 10(2), pp. 140-152. Jorion, P. (2007) Value at Risk: The New Benchmark for Managing Financial Risk. 3rd edn. New York: McGraw-Hill. Markowitz, H. (1952) 'Portfolio Selection', Journal of Finance, 7(1), pp. 77-91. Sharpe, W.F. (1966) 'Mutual Fund Performance', Journal of Business, 39(1), pp. 119-138. Sortino, F.A. and Price, L.N. (1994) 'Performance Measurement in a Downside Risk Framework', Journal of Investing, 3(3), pp. 59-64. Young, T.W. (1991) 'Calmar Ratio: A Smoother Tool', Futures, 20(1), pp. 40-42.
Pine Script® indicator
by EdgeTools
8
COT-Extreme ZonesThis indicator visualizes Commitment of Traders (COT) data for Commercials, Non-Commercials, and Retail Traders using net positions. It highlights extreme positioning zones with colored background boxes: 🔴 Red for extremely short positions and 🟢 Green for extremely long positions, based on configurable thresholds. Ideal for swing traders and sentiment-based strategies. Includes: – Stepline plots for clean separation – Fixed opacity zones for clear visual alerts – Minimalistic labels (one per line) – Weekly resolution (auto-synced to symbol) 🎯 Use this to identify sentiment extremes that may lead to turning points.
Pine Script® indicator
by stef_life_trading
Institutional Analyst LLM📊 Institutional Analyst Board LLM – Smart Money Confluence Scanner for XAUUSD, Forex, Crypto 🔍 Overview The Institutional Analyst Board is a complete multi-timeframe smart money toolkit designed for traders who demand clarity, confluence, and precision. It brings together institutional-grade metrics—Order Blocks (OB), Fair Value Gaps (FVG), Liquidity Sweeps, MACD/RSI... PTS Ultimate Analysis Board (Flexible Position + Ticker) GoldenTradeClub GoldenTradeClub Updated Jul 15 PTS Ultimate Analysis Board (Flexible Position + Ticker) Version: Pine v5 Description: This indicator builds a fully customizable, multi-timeframe dashboard table that surfaces 19 key metrics for any ticker (current chart TF, 1 h, 4 h). You can position the table at the top-right or bottom-right of your chart and toggle each metric on or off. Key... Trading Engine AI Light GoldenTradeClub GoldenTradeClub Jul 14 The Trading Engine includes the best and most effective technical analysis tools. It has 27 different Buy Signal parameters and 26 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... Elliott Wave Complete GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: Elliott Wave Complete Type: Pine Script v5 overlay dashboard for TradingView Purpose: Automates Elliott Wave motive (1-5) and corrective (A-B-C) pattern detection on any timeframe, enriches it with classic ZigZag pivots, dynamic Fibonacci projection levels, optional wave-count info box, and real-time alerts—all in one... 💀⚡ PTS WIZARD 666™ ULTIMATE SUPREME V5.0 - COMPLETE FIXED ⚡💀 GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: 💀⚡ PTS WIZARD 666™ ULTIMATE SUPREME V5.0 – COMPLETE FIXED Short ID: PTS-666-SUPREME Type: Pine Script v5 overlay dashboard for TradingView Purpose: An all-in-one trading overlay that integrates advanced WaveTrend momentum, RSI/MFI analysis, POC volume profiling, multiple Fibonacci golden/ultimate zones, volume footprint & imbalance... 🔥 PTS TRADE 666™ ULTIMATE BOOKMAP + QUANTUM ENGINE GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: 🔥 PTS TRADE 666™ ULTIMATE BOOKMAP + QUANTUM ENGINE Short ID: PTS666_QUANTUM_FINAL Type: Pine Script v5 overlay dashboard for TradingView Purpose: A cutting-edge, institutional-grade suite that unifies bookmap-style footprint volume profiling, dynamic heatmap liquidity analysis, AI-driven pattern recognition, smart-money protocols,... 🔥 PTS TRADE 666™ - ULTIMATE INSTITUTIONAL TOOL 🔥 GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: 🔥 PTS TRADE 666™ – ULTIMATE INSTITUTIONAL TOOL V2.0 Short ID: PTS666_UIT_V2 Type: Pine Script v5 overlay dashboard for TradingView Purpose: Combines institutional-grade footprint volume analysis, smart-money structure detection, statistical anomaly checks, multi-timeframe divergence, Ichimoku insights, pattern recognition, and an... PTS Wizard GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: PTS Wizard Short Title: PTS Wizard Type: Pine Script v5 overlay dashboard for TradingView Purpose: A unified multi-strategy toolkit that overlays key market insights—liquidity zones, smart-money structure, footprint-style volume profile, consolidation ranges, statistical deviation bands, price forecasts, and session analysis—into a... 🔥 PTS.TRADE 666™ ULTIMATE HYBRID + MTF V3 GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: 🔥 PTS.TRADE 666™ ULTIMATE HYBRID + MTF V3 Short ID: PTS666_ULTIMATE_MTF_V3 Type: Overlay dashboard for TradingView Purpose: A next-level hybrid trading suite that merges institutional-grade order-flow analysis, smart-money concepts, AI-driven insights, classic momentum oscillators (WaveTrend, divergence, “Gold” signals),... 🧙‍♂ PTS WIZARD V3.0 - FINAL EDITION GoldenTradeClub GoldenTradeClub Jul 4 1. Indicator Presentation Name: 🧙‍♂ PTS WIZARD V3.0 – FINAL EDITION Short Title: PTS-WIZARD-V3-FINAL Type: Overlay trading dashboard for TradingView Purpose: A comprehensive multi-module indicator that blends classic cipher momentum signals, Elliott Wave pattern detection, advanced statistical analyses (Z-Score, Benford’s Law, Ehlers SNR), footprint-style volume... 🧙‍♂ PTS WIZARD V3.0 + FOOTPRINT ULTIMATE GoldenTradeClub GoldenTradeClub Jul 4 Name: PTS WIZARD V3.0 + FOOTPRINT ULTIMATE Type: Overlay trading dashboard for TradingView Purpose: Combines classic cipher-style momentum signals with an advanced footprint volume profile, multi-timeframe bias, statistical filters, and a fusion-score system—displayed in a customizable on-chart dashboard. Core Modules Cipher Momentum Signals WaveTrend... 🧙‍♂ PTS WIZARD V3.0 - BASIC GoldenTradeClub GoldenTradeClub Jul 1 PTS WIZARD V3.0 Basic – Ultimate Multi-Tool Trading Dashboard An all-in-one overlay combining classic cipher signals, Elliott Wave pattern detection, volume analytics, divergence spotting, and smart-entry timing—backed by advanced statistical filters and a live dashboard. Key Features Cipher Signals WaveTrend with overbought/oversold zones & cross signals RSI... Trading Engine vCD AI GoldenTradeClub GoldenTradeClub Jun 15 The Trading Engine includes the best and most effective technical analysis tools. It has 27 different Buy Signal parameters and 26 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... Trading Engine vCD GoldenTradeClub GoldenTradeClub Updated Mar 21 The Trading Engine includes the best and most effective technical analysis tools. It has 27 different Buy Signal parameters and 26 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... TE CLIENT v13 GoldenTradeClub GoldenTradeClub Updated Mar 15 The Trading Engine includes the best and most effective technical analysis tools. It has 27 different Buy Signal parameters and 26 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... Trading Engine v13 GoldenTradeClub GoldenTradeClub Updated Mar 15 The Trading Engine includes the best and most effective technical analysis tools. It has 27 different Buy Signal parameters and 26 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... Trading Engine B2B GoldenTradeClub GoldenTradeClub Updated Jan 14 The Trading Engine includes the best and most effective technical analysis tools. It has 25 different Buy Signal parameters and 24 different Sell Signal parameters. Furthermore, it also has 9 Stop Loss triggers for Long Positions and 8 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss signals... Trading Engine B2B FX V9 GoldenTradeClub GoldenTradeClub Updated Jan 14 The VFLOW Trading Engine includes the best and most effective technical analysis tools. It has 20 different Buy Signal parameters and 18 different Sell Signal parameters. Furthermore, it also has 7 Stop Loss triggers for Long Positions and 5 Stop Loss triggers for Short Positions. Many of the Buy or Sell Signal parameters function as Take Profit and Stop Loss... English Select market data provided by ICE Data services. Select reference data provided by FactSet. Copyright © 2025 FactSet Research Systems Inc. © 2025 TradingView, Inc. More than a product Supercharts Screeners Stocks ETFs Bonds Crypto coins CEX pairs DEX pairs Pine Heatmaps Stocks ETFs Crypto Calendars Economic Earnings Dividends More products Yield Curves Options News Flow Pine Script® Apps Mobile Desktop Tools & subscriptions Features Pricing Market data Trading Overview Brokers Special offers CME Group futures Eurex futures US stocks bundle About company Who we are Athletes Blog Careers Media kit Merch TradingView store Tarot cards for traders The C63 TradeTime Policies & security Terms of Use Disclaimer Privacy Policy Cookies Policy Accessibility Statement Security tips Bug Bounty program Status page Community Social network Wall of Love Refer a friend House Rules Moderators Ideas Trading Education Editors' picks Pine Script Indicators & strategies Wizards Freelancers Business solutions Widgets Charting libraries Lightweight Charts™ Advanced Charts Trading Platform Growth opportunities Advertising Brokerage integration Partner program Education program Look First Close Updated 3 hours ago Institutional Analyst Board Manage access Remove from favorites Use on chart 0 11 Jul 19 📊 Institutional Analyst Board – Smart Money Confluence Scanner for XAUUSD, Forex, Crypto 🔍 Overview The Institutional Analyst Board is a complete multi-timeframe smart money toolkit designed for traders who demand clarity, confluence, and precision. It brings together institutional-grade metrics—Order Blocks (OB), Fair Value Gaps (FVG), Liquidity Sweeps, MACD/RSI bias, VWAP positioning, and Break of Structure (BoS)—into a single powerful visual dashboard. This indicator is especially optimized for Gold (XAUUSD) but is also compatible with Crypto and Forex assets. 🧠 Key Features ✅ Multi-Timeframe Dashboard (5M / 15M / 1H) ✅ Order Block Detection with dynamic zones that extend until broken ✅ Fair Value Gap Detection with clear zone shading and border distinction ✅ MACD + RSI Confluence for momentum and bias alignment ✅ VWAP Positioning to identify premium/discount zones ✅ Liquidity Sweeps (internal/external range breaks) ✅ Killzone Highlighting (Asia / London / New York) ✅ Break of Structure (BoS) with advanced confluence filters ✅ Gold Bias Flags across timeframes (BUY / SELL / NEUTRAL) ✅ Dynamic Price Watermark with real-time data ✅ Fully customizable colors, transparencies, and text labels 🧠 How It Works The Board uses institutional logic to analyze the chart in real time: Metric Purpose OB Zones Highlight potential smart money footprints where price is likely to react. FVG Zones Identify imbalance areas between buyers and sellers—ideal for mean reversion entries. MACD/RSI Confirm momentum direction and relative strength confluence. VWAP Determine whether price is trading at a premium or discount. Liquidity Sweeps Detect manipulative moves before major reversals. BoS Mark potential trend reversals, filtered by institutional confluence. Each signal is computed across 3 timeframes and visualized in a clean board that updates live. You’ll also see labels, alerts, and session overlays for maximum clarity. 📌 Ideal Use Case This tool is perfect for: Funded Challenge Traders (FTMO, MyForexFunds, etc.) Gold scalpers and intraday traders Crypto price action traders using BTC, ETH, SOL, etc. Smart Money Concept (SMC) and ICT followers ⚙️ Customization Options Toggle each module (OB, FVG, VWAP, MACD/RSI, etc.) Set transparency and color for each zone type Adjust Killzone timing (Asia, London, NY) Control board position (Top/Bottom) and metric visibility 📈 Compatible Assets ✅ XAUUSD (optimized) ✅ Forex majors/minors ✅ Crypto pairs (BTC, ETH, SOL, etc.) ✅ Indices (GER40, NASDAQ, SPX with minor adaptation) 🛠️ Requirements Use on TradingView v5 Set chart time to UTC+0 or UTC+3 for optimal Killzone accuracy For crypto, redefine Killzone hours if needed (24/7 market) 🧠 Pro Tip Pair this indicator with volume profile tools, CVD/Delta Flow, or Footprint overlays to build high-confidence trade setups with clear institutional confluence.
Pine Script® indicator
by GoldenTradeClub
TFPS - TradFi Pressure ScoreThe Data-Driven Answer to a New Market Reality. This indicator quantifies the pressure exerted by Wall Street on the crypto market across four critical dimensions: Risk Appetite, Fear, Liquidity Flows, and the Opportunity Cost of Capital. Our research has found that the correlation between this 4-dimensional pressure vector and crypto price action reaches peak values of 0.87. This is your decisive macro edge, delivered in real-time. The Irreversible Transformation A fundamental analysis of the last five years of market data proves an irreversible transformation: The crypto market has matured into a high-beta risk asset, its fate now inextricably linked to Traditional Finance (TradFi). The empirical data is clear: Bitcoin increasingly behaves like a leveraged version of the S&P 500. The correlation to major stock indices is statistically significant and persistent. The "digital gold" narrative is refuted by the data; the correlation to gold is virtually non-existent. This means standard technical indicators are no longer sufficient. Tools like RSI or MACD are blind to the powerful, external macro context that now dominates price action. They see the effect, but not the cause. The Solution: A 4-Dimensional Macro-Lens The TradFi Pressure Score (TFPS) is the answer. It is an institutional-grade dashboard that aggregates the four most dominant external forces into a single, actionable score: S&P 500 (SPY): The Pulse of Risk Appetite. A rising S&P signals a "risk-on" environment, fueling capital flows into crypto. VIX: The Market's Fear Gauge. A rising VIX signals a "risk-off" flight to safety, draining liquidity from crypto. DXY (US-Dollar Index): The Anchor of Global Liquidity. A strong Dollar (rising DXY) tightens financial conditions, creating powerful headwinds for risk assets like Bitcoin. US 10Y Yield: The Opportunity Cost of Capital. Rising yields make risk-free assets more attractive, pulling capital away from non-yielding assets like crypto. What makes the TFPS truly unique? 1. Dynamic Weighting (The Secret Weapon): Which macro factor matters most right now? Is it a surging Dollar or a collapsing stock market? The TFPS answers this automatically. It continuously analyzes the correlation of all four components to your chosen asset (e.g., Bitcoin) and adjusts their influence in real-time. The dashboard shows you the exact live weights, ensuring you are always focused on the factor that is currently driving the market. 2. Adaptive Engine: The forces driving a 15-minute chart are different from those driving a daily chart. The TFPS engine automatically recalibrates its internal lookback periods to your chosen timeframe. This ensures the score is always optimally relevant, whether you are a day trader or a swing trader. 3. Designed for Actionable Insights The Pressure Line: The indicator's core output. Is its value > 0 (tailwind) or < 0 (headwind)? This provides an instant, unambiguous read on the macro environment for your trade. The Z-Score (The Contrarian Signal): The background "Stress Cloud" and the discrete dots provide early warnings of extreme macro greed or fear. Readings above +2 or below -2 have historically pinpointed moments of market exhaustion that often precede major trend reversals. Lead/Lag Status: Gain a critical edge by knowing who is in the driver's seat. The dashboard tells you if TradFi is leading the price action or if crypto is moving independently, allowing you to validate your trade thesis against the dominant market force. This is a public indicator with protected source code Access is now available for traders who understand the new market reality at the intersection of crypto and traditional finance. You are among the first to leverage what is a new standard for macro analysis in crypto trading. Your feedback is highly valued as I continue to refine this tool. Follow for updates and trade with the full context!
Pine Script® indicator
by ayana-ailab
TFPS - TradFi-Pressure-Score (Adaptive)The data-driven answer to an irreversible market reality. This indicator quantifies the combined pressure from the S&P 500, VIX, DXY, and US10Y, whose correlation to crypto has reached peak values of 0.87. Your decisive macro edge, in real-time. This indicator is built on a fundamental analysis of market data from the last five years. The analysis proves an irreversible transformation: The crypto market has evolved into a high-beta risk asset, its fate inextricably linked to Traditional Finance (TradFi). The empirical data is clear: Bitcoin increasingly behaves like a leveraged version of the S&P 500. The correlation to stock indices, with peak values of up to 0.87, is statistically highly significant. The "digital gold" safe-haven narrative is refuted by the data; the correlation to gold (0.04) is virtually non-existent and statistically insignificant. This means: Standard indicators like RSI or MACD are insufficient for today's market conditions. They only see price, ignoring the powerful external context that now dominates price action. The TradFi Pressure Score (TFPS) is the answer to this data-driven reality. It's your institutional-grade macro dashboard, aggregating the four most dominant external forces into a single, actionable score: S&P 500 (SPY): The pulse of global risk appetite. A rising S&P signals a "risk-on" environment, fueling capital flows into crypto. VIX: The market's "Fear Gauge". A rising VIX signals a "risk-off" flight to safety, draining liquidity from crypto. DXY (US-Dollar Index): The counter-pole to risk assets. A strong Dollar (rising DXY) tightens global liquidity, creating significant headwinds for Bitcoin. US 10Y Yield: The opportunity cost of capital. Rising yields make risk-free assets more attractive, pulling capital away from non-yielding assets like crypto. What makes TFPS truly unique? Dynamic Weighting (its secret weapon): Which factor matters most today? The DXY or the VIX? TFPS continuously analyzes the correlation of all four factors to your chosen asset (e.g., Bitcoin) and automatically adjusts their weight in real-time. This ensures you're always focused on what's currently driving the market. Adaptive Engine : What drives a 15-minute chart is different from a daily chart. The TFPS engine automatically adapts its lookback periods and calculations to your chosen timeframe for optimal relevance. Clear, Actionable Signals Designed for Traders: Pressure Line (>0 or <0): Instantly see if the world's largest financial forces are providing a tailwind or a headwind for your trade. Z-Score (Extreme Readings) : Get early warnings of extreme macro "Greed" or "Fear". Readings above +2 or below -2 have historically pinpointed moments of market exhaustion that often precede major trend reversals. Regime Change : A fundamental shift in the nature of TradFi pressure is visualized with a clear signal, providing unambiguous macro insights. Lead/Lag Status : Gain a critical edge by knowing who's in the driver's seat. The dashboard tells you if TradFi is LEADING the price action or if crypto is moving independently, allowing you to focus on the right information source. This is a private beta. I am granting exclusive access to a limited number of traders who understand this new market reality. In exchange for your valuable feedback, you will be among the first to leverage what I believe is the new standard for macro analysis in crypto trading. Request access to trade with the full context.
Pine Script® indicator
by ayana-ailab
1
Valuation Tool + Williams %R by QDEEDValuation + Williams %R Indicator This indicator combines relative valuation and momentum to help identify overvalued and undervalued conditions in key macro assets: DXY (US Dollar Index) GC1! (Gold Futures) ZB1! (30-Year US Treasury Bond Futures) Inspired by Larry Williams' techniques, this tool uses a rescaled comparison of asset prices and overlays the Williams %R momentum oscillator. What it shows: When the value line is above 0, the asset may be overvalued relative to the others. When it's below 0, the asset may be undervalued. The Williams %R adds a timing layer, indicating overbought/oversold momentum zones.
Pine Script® indicator
by QDEED