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ICT/SMC Liquidity Map V3 KyroowThe indicator is designed to map liquidity on the chart following the ICT/SMC logic, with the added feature of precise tracking of the Asian session. It shows you: PDH / PDL → Previous Day High & Low, automatically removed once taken out. EQH / EQL → Equal Highs & Equal Lows (double tops/bottoms), with pip tolerance and a check to ensure no candle has already "cleared" the range. ASH / ASL → Asian Session High & Low (the highs/lows of each closed Asian session). Asian Session → Displayed as a box or shaded area, with visual history. Dynamic tolerance management → EQH/EQL can have different tolerances depending on the timeframe. Automatic removal → Levels are removed once the market takes them (via wick or body, configurable). 💡 In practice: It helps you quickly identify likely liquidity grab zones, whether they come from the previous day, the Asian session, or equal highs/lows. This allows you to anticipate market reactions around these levels.
Pine Script® indicator
by cedrikPN
RSI 20/80 Arrows + AlertsRSI 20/80 Arrows + Alerts This indicator is a modified Relative Strength Index (RSI) tool designed to help traders spot potential overbought and oversold conditions using customizable threshold levels (default 80 for overbought, 20 for oversold). Features: Custom RSI Levels – Default to 80/20 instead of the standard 70/30, but fully adjustable by the user. Visual Signals – Blue Arrow Up appears below the bar when RSI crosses up from below the oversold level (potential buy zone). Red Arrow Down appears above the bar when RSI crosses down from above the overbought level (potential sell zone). Alerts Built In – Receive notifications when either signal occurs, with the option to confirm signals only on bar close for reduced noise. Guide Levels – Optionally display overbought/oversold reference lines on the chart for quick visual reference. Overlay Mode – Signals are plotted directly on the price chart, so you don’t need to switch between chart windows. Use Case: Ideal for traders who want quick, visual confirmation of potential turning points based on RSI, especially in strategies where more extreme levels (like 20/80) help filter out weaker signals. Works well across all markets and timeframes.
Pine Script® indicator
by ron121
Price Level Alert System Price Level Alert System - Manage Multiple Price Alerts in One This indicator is designed to simplify price level monitoring by allowing you to manage up to 5 different price alerts through a single, unified alert system. Instead of creating multiple separate alerts for different price levels, you can now monitor all your key levels with just one alert subscription. Key Benefits: Unified Alert Management - Monitor 5 price levels with a single alert, saving your valuable alert slots Clean Chart Interface - Toggle price levels on/off without cluttering your chart Smart Alert Types - Get notified for price crosses (above/below) and approaching alerts Customizable Appearance - Adjust colors, transparency, and line width for each level individually Efficient Workflow - Inline controls make setup quick and intuitive Perfect For: Traders monitoring multiple support/resistance levels Swing traders tracking key price targets Day traders needing quick alert setup Anyone wanting to maximize their TradingView alert efficiency How It Works: Simply enter your desired price levels, check the boxes to enable them, and click the bell icon to activate alerts. The indicator will monitor all enabled levels and send notifications through a single alert when price action occurs at any of your specified levels. Features: 5 independent price levels Individual on/off toggles Approaching distance alerts (customizable percentage) Cross above/below notifications Professional line styling options Status line price display Save your alert slots and streamline your trading workflow with this efficient price level monitoring solution. Whether you're tracking support/resistance, psychological levels, or price targets, this indicator helps you stay informed without the complexity of managing multiple individual alerts.
Pine Script® indicator
by RUpward
GLD GC Price Converter Its primary function is to fetch the prices of the Gold ETF (ticker: GLD) and Gold Futures (ticker: GC1!) and then project significant price levels from one or both of these assets onto the chart of whatever instrument you are currently viewing. Core Functionality & Features Dual Asset Tracking: The script simultaneously tracks the prices of GLD and Gold Futures (GC). Dynamic Price Level Projection: The script's main feature is its ability to calculate and draw horizontal price levels. It determines a "base price" (e.g., the nearest $100 level for GC) and then draws lines at specified increments above and below it. The key is that these levels are projected onto the current chart's price scale. On-Chart Information Display: Price Table: A customizable table can be displayed in any corner of the chart, showing the current prices of GLD and GC. It can also show the daily percentage change for GC, colored green for positive changes and red for negative ones. Last Price Label: It can show a label next to the most recent price bar that displays the current prices of both GLD and GC. Extensive Customization: The user has significant control over the indicator's appearance and behavior through the settings panel. This includes: Toggling the display for GLD and GC levels independently. Adjusting the multiplier for the price levels (e.g., show levels every $100 or $50 for GC). Changing the colors, line styles (solid, dashed, dotted), and horizontal offset for the labels. Defining the number of price levels to display. Controlling the text size for labels and the table. Choosing whether the script updates on every tick or only once per candle close for better performance.
Pine Script® indicator
by bullbreakers888
Easy Position Size Calculator with Fees# Easy Position Size Calculator with Fees - Manual ## Overview The Easy Position Size Calculator is a Pine Script indicator designed to help traders calculate the optimal position size for their trades while accounting for trading fees. This tool automatically determines whether you're planning a long or short position and calculates the exact position size needed to risk a specific dollar amount. ## Key Features - **Automatic Trade Direction Detection**: Determines if you're going long or short based on entry price vs stop loss - **Fee Integration**: Accounts for trading fees in position size calculations - **Risk Management**: Calculates position size based on your specified risk amount - **Risk Factor Adjustment**: Allows you to scale your position size up or down - **Visual Display**: Shows all calculations in a clear, organized table ## Input Parameters ### Entry Price ($) - **Purpose**: The price at which you plan to enter the trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Stop Loss ($) - **Purpose**: The price at which you will exit the trade if it goes against you - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk ($) - **Purpose**: The maximum dollar amount you're willing to lose on this trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk Factor - **Purpose**: A multiplier to scale your position size up or down - **Default**: 1.0 (no scaling) - **Range**: 0.0 to 10.0 - **Step**: 0.1 - **Examples**: - 1.0 = Normal position size - 2.0 = Double the position size - 0.5 = Half the position size ### Fee (%) - **Purpose**: The percentage fee charged per transaction (buy/sell) - **Default**: 0.01% (0.01) - **Range**: 0.0% to 1.0% - **Step**: 0.001 ## How It Works ### Trade Direction Detection The script automatically determines your trade direction: - **Long Trade**: Entry price > Stop loss price - **Short Trade**: Entry price < Stop loss price ### Position Size Calculation #### For Long Trades: ``` Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee)) ``` #### For Short Trades: ``` Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee)) ``` ### Fee Adjustment The script accounts for fees on both entry and exit: - **Long trades**: You pay fees when buying (entry) and selling (exit) - **Short trades**: You pay fees when shorting (entry) and covering (exit) ## Output Display The indicator displays a table with the following information: ### Trade Information - **Trade Type**: Shows whether it's a LONG, SHORT, or INVALID trade - **Entry Price**: Your specified entry price - **Stop Loss**: Your specified stop loss price - **Fee (%)**: The fee percentage being used ### Risk Parameters - **Risk Amount**: The dollar amount you're willing to risk - **Risk Factor**: The multiplier being applied ### Calculated Values - **Effective Entry**: The actual cost per share including fees - **Effective Exit**: The actual exit value per share including fees - **Expected Loss**: The calculated loss if stop loss is hit - **Deviation from Risk %**: Shows how close the expected loss is to your target risk - **Position Size**: The number of shares/units to trade ## Usage Examples ### Example 1: Long Trade - Entry Price: $100.00 - Stop Loss: $95.00 - Risk Amount: $500.00 - Risk Factor: 1.0 - Fee: 0.01% **Result**: The script will calculate how many shares to buy so that if the stop loss is hit, you lose approximately $500 (accounting for fees). Position Size: 99.61152 ### Example 2: Short Trade - Entry Price: $50.00 - Stop Loss: $55.00 - Risk Amount: $300.00 - Risk Factor: 1.0 - Fee: 0.01% **Result**: The script will calculate how many shares to short so that if the stop loss is hit, you lose approximately $300 (accounting for fees). Position Size: 59.87426 ## Important Notes ### Validation Requirements For the script to work properly, all of the following must be true: - Entry price > 0 - Stop loss > 0 - Risk amount > 0 - Entry price ≠ Stop loss (to determine direction) ### Negative Position Sizes The script may show negative position sizes, which is normal: - **Negative values for long trades**: Represents shares to buy - **Negative values for short trades**: Represents shares to short ### Risk Deviation The "Deviation from Risk %" shows how closely the calculated position size matches your target risk. Small deviations are normal due to: - Fee calculations - Rounding - Market precision ## Color Coding The table uses color coding for easy identification: - **Green**: Long trade information - **Red**: Short trade information - **Gray**: Invalid trade (when inputs are incorrect) - **Blue**: Final position size - **Red background**: Risk-related calculations ## Troubleshooting ### Common Issues 1. **Position Size shows 0** - Check that all inputs are greater than 0 - Ensure entry price is different from stop loss 2. **Trade Type shows INVALID** - Verify that entry price and stop loss are both positive - Make sure entry price ≠ stop loss 3. **Large Risk Deviation** - This is normal for very small position sizes - Consider adjusting your risk amount or price levels ## Best Practices 1. **Always validate your inputs** before placing actual trades 2. **Double-check the trade direction** shown in the table 3. **Review the expected loss** to ensure it aligns with your risk management 4. **Consider the effective entry/exit prices** which include fees 5. **Use appropriate risk factors** - avoid extreme values that could lead to overexposure ## Disclaimer This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and other factors before placing actual trades. The script assumes that fees are charged on both entry and exit transactions.
Pine Script® indicator
by cth1903
💎 ENJOYBLUE ⏰ Open Price AlertThis Pine Script (version 6) is designed for TradingView to monitor the closing of a user-selected Timeframe (TF) — for example, M30, H1, H4, or D1 — and trigger an alert immediately when that TF’s candle closes. Along with the alert, it displays the current open prices from four higher-level timeframes: Open MN: Open price of the current monthly candle Open W1: Open price of the current weekly candle Open D1: Open price of the current daily candle Open H4: Open price of the current 4-hour candle The alert message is formatted into a single compact line to ensure it is fully visible on mobile devices! ~ENJOYBLUE 💎
Pine Script® indicator
by Harpeach
1
TCP | Market Session | Session Analyzer📌 TCP | Market Session Indicator | Crypto Version A powerful, real-time market session visualization tool tailored for crypto traders. Track the heartbeat of Asia, Europe, and US trading hours directly on your chart with live session boxes, behavioral analysis, liquidity grab detection, and countdown timers. Know when the action starts, how the market behaves, and where the traps lie. 🔰 Introduction: Trade the Right Hours with the Right Tools Time matters in trading. Most significant moves happen during key sessions—and knowing when and how each session unfolds can give you a sharp edge. The TCP Market Session Indicator, developed by Trade City Pro (TCP), puts professional session tracking and behavioral insights at your fingertips. Whether you're a scalper or swing trader, this indicator gives you the timing context to enter and exit trades with greater confidence and clarity. 🕒 Core Features • Live Session Boxes : Highlight active ranges during Asia, Europe, and US sessions with dynamic high/low updates. • Session Start/End Labels : Know exactly when each session begins and ends plotted clearly on your chart with context. • Session Behavior Analysis : At the end of each session, the indicator classifies the price action as: - Trend Up - Trend Down - Consolidation - Manipulation • Liquidity Grab Detection: Automatically detects possible stop hunts (fake breakouts) and marks them on the chart with precision filters (volume, ATR, reversal). • Session Countdown Table: A live dashboard showing: - Current active session - Time left in session - Upcoming session and how many minutes until it starts - Utility time converter (e.g. 90 min = 01:30) • Vertical Session Lines: Visualize past and upcoming session boundaries with customizable history and future range. • Multi-Day Support: Draw session ranges for previous, current, and future days for better backtesting and forecasting. ⚙️ Settings Panel Customize everything to fit your trading style and schedule: • Session Time Settings: Set the opening and closing time for each session manually using UTC-based minute inputs. → For example, enter Asia Start: 0, Asia End: 480 for 00:00–08:00 UTC. This gives full flexibility to adjust session hours to match your preferred market behavior. • Enable or Disable Elements: Toggle the visibility of each session (Asia, Europe, US), as well as: - Session Boxes - Countdown Table - Session Lines - Liquidity Grab Labels • Timezone Selection: Choose between using UTC or your chart’s local timezone for session calculations. • Customization Options: Select number of past and future days to draw session data Adjust vertical line transparency Fine-tune label offset and spacing for clean layout 📊 Smart Session Boxes Each session box tracks high, low, open, and close in real time, providing visual clarity on market structure. Once a session ends, the box closes, and the behavior type is saved and labeled ideal for spotting patterns across sessions. • Asia: Green Box • Europe: Orange Box • US: Blue Box 💡 Why Use This Tool? • Perfect Timing: Don’t get chopped in low-liquidity hours. Focus on sessions where volume and volatility align. • Pattern Recognition: Study how price behaves session-to-session to build better strategies. • Trap Detection: Spot manipulation moves (liquidity grabs) early and avoid common retail pitfalls. • Macro Session Mapping: Use as a foundational layer to align trades with market structure and news cycles. 🔍 Example Use Case You're watching BTC at 12:45 UTC. The indicator tells you: The Asia session just ended (label shows “Asia Session End: Trend Up”) Europe session starts in 15 minutes A liquidity grab just triggered at the previous high—label confirmed Now you know who’s active, what the market just did, and what’s about to start—all in one glance. ✅ Why Traders Trust It • Visual & Intuitive: Fully chart-based, no clutter, no guessing • Crypto-Focused: Designed specifically for 24/7 crypto markets (not outdated forex models) • Non-Repainting: All labels and boxes stay as printed—no tricks • Reliable: Tested across multiple exchanges, pairs, and timeframes 🧩 Built by Trade City Pro (TCP) The TCP Market Session Indicator is part of a suite of professional tools used by over 150,000 traders. It’s coded in Pine Script v6 for full compatibility with TradingView’s latest capabilities. 🔗 Resources • Tutorial: Learn how to analyze sessions like a pro in our TradingView guide: "TradeCityPro Academy: Session Mapping & Liquidity Traps" • More Tools: Explore our full library of indicators on
Pine Script® indicator
by tradecitypro
40
OPTIONS GREEKS PROFESSIONAL DASHBOARD ANALYZEROPTIONS GREEKS’ PROFESSIONAL DASHBOARD ANALYZER (Study Material & Script Description) Overview The "Professional Options Greeks Analyzer" by aiTrendview.com is a comprehensive analytical tool developed using the Black-Scholes Option Pricing Model. It is designed to help traders, investors, and financial analysts measure and visualize the most important first-order Greeks — Delta, Gamma, Theta, Vega, and Rho — along with key metrics like option pricing, implied volatility (IV), break-even points, moneyness, expected move, and risk level. This dashboard is highly configurable and supports various expiry durations, volatility assumptions, and strike price selection modes, providing a deeply customizable yet intuitive user interface. ________________________________________ Core Logic and Calculation Model The tool is based on the Black-Scholes model, a well-known pricing method for European-style options. The model computes Call and Put prices using parameters such as current spot price (S), strike price (K), time to expiry (T), implied volatility (σ), and risk-free interest rate (r). The d1 and d2 components — central to Black-Scholes — are derived from logarithmic price ratios and volatility-adjusted time decay. From these, all major Greeks are calculated: • Delta: Measures the sensitivity of the option's price to the underlying asset's price. • Gamma: Indicates the rate of change in Delta relative to changes in the underlying. • Vega: Captures the sensitivity of the option's price to changes in implied volatility. • Theta: Reflects the rate at which the option loses value due to time decay. • Rho: Indicates the sensitivity to interest rate changes. These values are updated in real time and displayed in a tabular format with visual progress bars to help traders interpret values more effectively. ________________________________________ Customization & User Inputs The indicator allows users to adjust several key parameters to fit different trading scenarios: • Implied Volatility (IV) can be manually input (default 25%), allowing traders to model expected outcomes under their assumptions. • Strike Price Mode offers flexibility with "ATM" (At-the-Money) or "Custom" strike selection. • Expiry Selection includes 7D, 14D, 30D, 60D, and 90D periods, making the Greeks adaptive to different option durations. • Risk-Free Rate is configurable (default 4.5%) to reflect current economic conditions. The tool also computes realized volatility from price action over 30 bars, which is compared with implied volatility to calculate IV Rank, categorized as HIGH, MEDIUM, or LOW. This helps traders decide whether options are relatively expensive or cheap. ________________________________________ Visual Dashboard and Interpretation The dashboard is structured into five key rows: 1. Market Metrics: Asset name, spot price, selected strike, days to expiry, IV, IV Rank, trend over 1-day period, and moneyness (ITM/ATM/OTM). 2. Option Pricing: Call and Put prices, breakeven levels, time value components, expected move, and realized volatility. 3. Greeks: Displays Delta (with progress bar), Gamma, Vega, Theta (Call and Put), and visual interpretation. 4. Risk & Recommendation: Based on IV Rank and short-term trend, the script generates real-time suggestions (e.g., "BUY STRADDLES", "SELL CALL SPREADS"). 5. Visual Encoding: Each data point is color-coded — green for positive, red for negative, and gray for neutral — enhancing visual clarity. This layout not only provides transparency but also helps both novice and professional traders make quick and informed decisions. ________________________________________ Strategy Suggestions and Interpretation The script provides a status-based recommendation engine that suggests strategic action based on market conditions: • High IV & Rising Market: Suggests "SELL CALL SPREADS" • High IV & Falling Market: Suggests "SELL PUT SPREADS" • Low IV & Sideways Market: Suggests "BUY STRADDLES" • Unclear Condition: Suggests "MONITOR" Additionally, the risk level is determined by the Gamma value, which serves as a proxy for position sensitivity — categorized into HIGH, MEDIUM, or LOW. ________________________________________ Use Case and Trader Benefits This tool is especially beneficial for: • Options Traders analyzing multiple Greeks in real-time. • Volatility Strategists comparing implied and realized volatility. • Retail Investors evaluating premium pricing and moneyness quickly. • Portfolio Managers visualizing risk and hedging exposures. The real-time alert system, progress bars, and recommendation logic make it suitable for both manual trading and integration into automated strategies or alerts via webhook/notifications. ________________________________________ Practical Steps for Use 1. Load the script in TradingView’s Pine Script editor and apply it to your desired chart. 2. Choose your expiry duration and configure IV and strike price based on your trade thesis. 3. Observe the Greeks, pricing, IV Rank, and generated recommendations. 4. Use the dashboard to plan spreads, straddles, directional trades, or hedges accordingly. 5. Optionally, create alerts when IV Rank hits HIGH/LOW or when recommended strategies change. ________________________________________ Disclaimer by aiTrendview The "Professional Options Greeks Analyzer" and all tools or materials provided by aiTrendview.com are strictly intended for educational and informational purposes only. They are not investment advice, financial recommendations, or trading signals. Options trading involves substantial risk and may not be suitable for all investors. Past performance does not guarantee future returns. Users are solely responsible for their decisions and are advised to test strategies in simulation environments before applying them to live trading. Please consult a certified financial advisor or legal counsel before making any financial decisions.
Pine Script® indicator
by aiTrendview-Charting-System
Ayman – Full Smart Suite Auto/Manual Presets + PanelIndicator Name Ayman – Full Smart Suite (OB/BoS/Liq/FVG/Pin/ADX/HTF) + Auto/Manual Presets + Panel This is a multi-condition trading tool for TradingView that combines advanced Smart Money Concepts (SMC) with classic technical filters. It generates BUY/SELL signals, draws Stop Loss (SL) and Take Profit (TP1, TP2) levels, and displays a control panel with all active settings and conditions. 1. Main Features Smart Money Concepts Filters: Order Block (OB) Zones Break of Structure (BoS) Liquidity Sweeps Fair Value Gaps (FVG) Pin Bar patterns ADX filter Higher Timeframe EMA filter (HTF EMA) Two Operating Modes: Auto Presets: Automatically adjusts all settings (buffers, ATR multipliers, RR, etc.) based on your chart timeframe (M1/M5/M15). Manual Mode: Fully customize all parameters yourself. Trade Management Levels: Stop Loss (SL) TP1 – partial profit TP2 – full profit Visual Panel showing: Current settings Filter status Trend direction Last swing levels SL/TP status Alerts for BUY/SELL conditions 2. Entry Conditions A BUY signal is generated when all these are true: Trend: Price above EMA (bullish) HTF EMA: Higher timeframe trend also bullish ADX: Trend strength above threshold OB: Price in a valid bullish Order Block zone BoS: Structure break to the upside Liquidity Sweep: Sweep of recent lows in bullish context FVG: A bullish Fair Value Gap is present Pin Bar: Bullish Pin Bar pattern detected (if enabled) A SELL signal is generated when the opposite conditions are met. 3. Stop Loss & Take Profits SL: Placed just beyond the last swing low (BUY) or swing high (SELL), with a small ATR buffer. TP1: Partial profit target, defined as a ratio of the SL distance. TP2: Full profit target, based on Reward:Risk ratio. 4. How to Use Step 1 – Apply Indicator Open TradingView Go to your chart (recommended: XAUUSD, M1/M5 for scalping) Add the indicator script Step 2 – Choose Mode AUTO Mode: Leave “Use Auto Presets” ON – parameters adapt to your timeframe. MANUAL Mode: Turn Auto OFF and adjust all lengths, buffers, RR, and filters. Step 3 – Filters In the Filters On/Off section, enable/disable specific conditions (OB, BoS, Liq, FVG, Pin Bar, ADX, HTF EMA). Step 4 – Trading the Signals Wait for a BUY or SELL arrow to appear. SL and TP levels will be plotted automatically. TP1 can be used for partial close and TP2 for full exit. Step 5 – Alerts Set alerts via BUY Signal or SELL Signal to receive notifications. 5. Best Practices Scalping: Use M1 or M5 with AUTO mode for gold or forex pairs. Swing Trading: Use M15+ and adjust buffers/ATR manually. Combine with price action confirmation before entering trades. For higher accuracy, wait for multiple filter confirmations rather than acting on the first arrow. 6. Summary Table Feature Purpose Can Disable? Order Block Finds key supply/demand zones ✅ Break of Structure Detects trend continuation ✅ Liquidity Sweep Finds stop-hunt moves ✅ Fair Value Gap Confirms imbalance entries ✅ Pin Bar Price action reversal filter ✅ ADX Trend strength filter ✅ HTF EMA Higher timeframe confirmation ✅
Pine Script® indicator
by aymanshraideh
Crypto Options Greeks & Volatility Analyzer [BackQuant]Crypto Options Greeks & Volatility Analyzer Overview The Crypto Options Greeks & Volatility Analyzer is a comprehensive analytical tool that calculates Black-Scholes option Greeks up to the third order for Bitcoin and Ethereum options. It integrates implied volatility data from VOLMEX indices and provides multiple visualization layers for options risk analysis. Quick Introduction to Options Trading Options are financial derivatives that give the holder the right, but not the obligation, to buy or sell an underlying asset at a predetermined price (strike price) within a specific time period (expiration date). Understanding options requires grasping two fundamental concepts: Call Options : Give the right to buy the underlying asset at the strike price. Calls increase in value when the underlying price rises above the strike price. Put Options : Give the right to sell the underlying asset at the strike price. Puts increase in value when the underlying price falls below the strike price. The Language of Options: Greeks Options traders use "Greeks" - mathematical measures that describe how an option's price changes in response to various factors: Delta : How much the option price moves for each $1 change in the underlying Gamma : How fast delta changes as the underlying moves Theta : Daily time decay - how much value erodes each day Vega : Sensitivity to implied volatility changes Rho : Sensitivity to interest rate changes These Greeks are essential for understanding risk. Just as a pilot needs instruments to fly safely, options traders need Greeks to navigate market conditions and manage positions effectively. Why Volatility Matters Implied volatility (IV) represents the market's expectation of future price movement. High IV means: Options are more expensive (higher premiums) Market expects larger price swings Better for option sellers Low IV means: Options are cheaper Market expects smaller moves Better for option buyers This indicator helps you visualize and quantify these critical concepts in real-time. Back to the Indicator Key Features & Components 1. Complete Greeks Calculations The indicator computes all standard Greeks using the Black-Scholes-Merton model adapted for cryptocurrency markets: First Order Greeks: Delta (Δ) : Measures the rate of change of option price with respect to underlying price movement. Ranges from 0 to 1 for calls and -1 to 0 for puts. Vega (ν) : Sensitivity to implied volatility changes, expressed as price change per 1% change in IV. Theta (Θ) : Time decay measured in dollars per day, showing how much value erodes with each passing day. Rho (ρ) : Interest rate sensitivity, measuring price change per 1% change in risk-free rate. Second Order Greeks: Gamma (Γ) : Rate of change of delta with respect to underlying price, indicating how quickly delta will change. Vanna : Cross-derivative measuring delta's sensitivity to volatility changes and vega's sensitivity to price changes. Charm : Delta decay over time, showing how delta changes as expiration approaches. Vomma (Volga) : Vega's sensitivity to volatility changes, important for volatility trading strategies. Third Order Greeks: Speed : Rate of change of gamma with respect to underlying price (∂Γ/∂S). Zomma : Gamma's sensitivity to volatility changes (∂Γ/∂σ). Color : Gamma decay over time (∂Γ/∂T). Ultima : Third-order volatility sensitivity (∂²ν/∂σ²). 2. Implied Volatility Analysis The indicator includes a sophisticated IV ranking system that analyzes current implied volatility relative to its recent history: IV Rank : Percentile ranking of current IV within its 30-day range (0-100%) IV Percentile : Percentage of days in the lookback period where IV was lower than current IV Regime Classification : Very Low, Low, High, or Very High Color-Coded Headers : Visual indication of volatility regime in the Greeks table Trading regime suggestions based on IV rank: IV Rank > 75%: "Favor selling options" (high premium environment) IV Rank 50-75%: "Neutral / Sell spreads" IV Rank 25-50%: "Neutral / Buy spreads" IV Rank < 25%: "Favor buying options" (low premium environment) 3. Gamma Zones Visualization Gamma zones display horizontal price levels where gamma exposure is highest: Purple horizontal lines indicate gamma concentration areas Opacity scaling : Darker shading represents higher gamma values Percentage labels : Shows gamma intensity relative to ATM gamma Customizable zones : 3-10 price levels can be analyzed These zones are critical for understanding: Pin risk around expiration Potential for explosive price movements Optimal strike selection for gamma trading Market maker hedging flows 4. Probability Cones (Expected Move) The probability cones project expected price ranges based on current implied volatility: 1 Standard Deviation (68% probability) : Shown with dashed green/red lines 2 Standard Deviations (95% probability) : Shown with dotted green/red lines Time-scaled projection : Cones widen as expiration approaches Lognormal distribution : Accounts for positive skew in asset prices Applications: Strike selection for credit spreads Identifying high-probability profit zones Setting realistic price targets Risk management for undefined risk strategies 5. Breakeven Analysis The indicator plots key price levels for options positions: White line : Strike price Green line : Call breakeven (Strike + Premium) Red line : Put breakeven (Strike - Premium) These levels update dynamically as option premiums change with market conditions. 6. Payoff Structure Visualization Optional P&L labels display profit/loss at expiration for various price levels: Shows P&L at -2 sigma, -1 sigma, ATM, +1 sigma, and +2 sigma price levels Separate calculations for calls and puts Helps visualize option payoff diagrams directly on the chart Updates based on current option premiums Configuration Options Calculation Parameters Asset Selection : BTC or ETH (limited by VOLMEX IV data availability) Expiry Options : 1D, 7D, 14D, 30D, 60D, 90D, 180D Strike Mode : ATM (uses current spot) or Custom (manual strike input) Risk-Free Rate : Adjustable annual rate for discounting calculations Display Settings Greeks Display : Toggle first, second, and third-order Greeks independently Visual Elements : Enable/disable probability cones, gamma zones, P&L labels Table Customization : Position (6 options) and text size (4 sizes) Price Levels : Show/hide strike and breakeven lines Technical Implementation Data Sources Spot Prices : INDEX:BTCUSD and INDEX:ETHUSD for underlying prices Implied Volatility : VOLMEX:BVIV (Bitcoin) and VOLMEX:EVIV (Ethereum) indices Real-Time Updates : All calculations update with each price tick Mathematical Framework The indicator implements the full Black-Scholes-Merton model: Standard normal distribution approximations using Abramowitz and Stegun method Proper annualization factors (365-day year) Continuous compounding for interest rate calculations Lognormal price distribution assumptions Alert Conditions Four categories of automated alerts: Price-Based : Underlying crossing strike price Gamma-Based : 50% surge detection for explosive moves Moneyness : Deep ITM alerts when |delta| > 0.9 Time/Volatility : Near expiration and vega spike warnings Practical Applications For Options Traders Monitor all Greeks in real-time for active positions Identify optimal entry/exit points using IV rank Visualize risk through probability cones and gamma zones Track time decay and plan rolls For Volatility Traders Compare IV across different expiries Identify mean reversion opportunities Monitor vega exposure across strikes Track higher-order volatility sensitivities Conclusion The Crypto Options Greeks & Volatility Analyzer transforms complex mathematical models into actionable visual insights. By combining institutional-grade Greeks calculations with intuitive overlays like probability cones and gamma zones, it bridges the gap between theoretical options knowledge and practical trading application. Whether you're: A directional trader using options for leverage A volatility trader capturing IV mean reversion A hedger managing portfolio risk Or simply learning about options mechanics This tool provides the quantitative foundation needed for informed decision-making in cryptocurrency options markets. Remember that options trading involves substantial risk and complexity. The Greeks and visualizations provided by this indicator are tools for analysis - they should be combined with proper risk management, position sizing, and a thorough understanding of options strategies. As crypto options markets continue to mature and grow, having professional-grade analytics becomes increasingly important. This indicator ensures you're equipped with the same analytical capabilities used by institutional traders, adapted specifically for the unique characteristics of 24/7 cryptocurrency markets.
Pine Script® indicator
by BackQuant
4
EZThis script is designed to provide a clear, visual confirmation of trend direction, momentum shifts, and institutional bias by combining multiple EMA layers and smoothed Heiken Ashi waves. Features: • EMA Trend Band (8, 13, 21 EMA): Highlights short-term trend strength and clean stacking conditions. • 35 EMA Momentum Line: Captures medium-term momentum shifts for better trade entries. • 200 SMA Institutional Bias Line: Filters trades aligned with higher timeframe bias. • Triple-Smoothed Heiken Ashi Waves: Changes background & candle colors to reflect momentum waves, filtering out noise and false signals. • Liquidity Sweep Zones & Inverse FVGs (Optional): Helps identify smart money footprints and potential reversal zones. Use Case: • Best suited for trend-following traders, scalpers, and swing traders who rely on multi-timeframe confluence. • Works effectively on Forex, Futures, Indices, and Crypto charts. • Designed to filter out fakeouts and highlight high-probability trade zones. Disclaimer: This script is for educational purposes only. It does not guarantee profits and should be used in combination with proper risk management and trading experience.
Pine Script® indicator
by jashansidhu1313
✅ VMA Avg ATR + Days to Targets 🎯1) The trend filter: LazyBear VMA You implement the well‑known “LazyBear” Variable Moving Average (VMA) from price directional movement (pdm/mdm). Internally you: Smooth positive/negative one‑bar moves (pdmS, mdmS), Turn them into relative strengths (pdiS, mdiS), Measure their difference/total (iS), and Normalize that over a rolling window to get a scaling factor vI. The VMA itself is then an adaptive EMA: vma := (1 - k*vI) * vma + (k*vI) * close, where k = 1/vmaLen. When vI is larger, VMA hugs price more; when smaller, it smooths more. Coloring: Green when vma > vma (rising), Red when vma < vma (falling), White when flat. Candles are recolored to match. Why this matters: The VMA color is your trend regime; everything else in the script keys off changes in this color. 2) What counts as a “valid” new trend? A new trend is valid only when the previous bar was white and the current bar turns green or red: validTrendStart := vmaColor != color.white and vmaColor == color.white. When that happens, you start a trend segment: Save entry price (startPrice = close) and baseline ATR (startATR = ATR(atrLen)). Reset “extreme” trackers: extremeHigh = high, extremeLow = low. Timestamp the start (trendStartTime = time). Effect: You only study / trade transitions out of a flat VMA into a slope. This helps avoid chop and reduces false starts. 3) While the trend is active On each new bar without a color change: If green trend: update extremeHigh = max(extremeHigh, high). If red trend: update extremeLow = min(extremeLow, low). This tracks the best excursion from the entry during that single trend leg. 4) When the VMA color changes (trend ends) When vmaColor flips (green→red or red→green), you close the prior segment only if it was a valid trend (started after white). Then you: Compute how far price traveled in ATR units from the start: Uptrend ended: (extremeHigh - startPrice) / startATR Downtrend ended: (startPrice - extremeLow) / startATR Add that result to a running sum and count for the direction: totalUp / countUp, totalDown / countDown. Target checks for the ended trend (no look‑ahead): T1 uses the previous average ATR move before the just‑ended trend (prevAvgUp/prevAvgDown). Up: t1Up = startPrice + prevAvgUp * startATR Down: t1Down = startPrice - prevAvgDown * startATR T2 is a fixed 6× ATR move from the start (up or down). You increment hit counters and also accumulate time‑to‑hit (ms from trendStartTime) for any target that got reached during that ended leg. If T1 wasn’t reached, it counts as a miss. Immediately initialize the next potential trend segment with the current bar’s startPrice/startATR/extremes and set validTrendStart according to the “white → color” rule. Important detail: Using prevAvgUp/Down to evaluate T1 for the just‑completed trend avoids look‑ahead bias. The current trend’s performance isn’t used to set its own T1. 5) Running statistics & targets (for the current live trend) After closing/adding to totals: avgUp = totalUp / countUp and avgDown = totalDown / countDown are the historical average ATR move per valid trend for each direction. Current plotted targets (only visible while a valid trend is active and in that direction): T1 Up: startPrice + avgUp * startATR T2 Up: startPrice + 6 * startATR T1 Down: startPrice - avgDown * startATR T2 Down: startPrice - 6 * startATR The entry line is also plotted at startPrice when a valid trend is live. If there’s no history yet (e.g., first trend), avgUp/avgDown are na, so T1 is na until at least one valid trend has closed. T2 still shows (6× ATR). 6) Win rate & time metrics Win % (per direction): winUp = hitUpT1 / (hitUpT1 + missUp) and similarly for down. (This is strictly based on T1 hits vs misses; T2 hits don’t affect Win% directly.) Average days to hit T1/T2: The script stores milliseconds from trend start to each target hit, then reports the average in days separately for Up/Down and for T1/T2. 7) The dashboard table (bottom‑right) It shows, side‑by‑side for Up/Down: Avg ATR: historical average ATR move per completed valid trend. 🎯 Target 1 / Target 2: the current trend’s price levels (T1 = avgATR×ATR; T2 = 6×ATR). ✅ Win %: T1 hit rate so far. ⏱ Days to T1/T2: average days (from valid trend start) for the targets that were reached. 8) Alerts “New Trend Detected” when a valid trend starts (white → green/red). Target hits for the active trend: Uptrend: separate alerts for T1 and T2 (high >= target). Downtrend: separate alerts for T1 and T2 (low <= target). 9) Inputs & defaults vmaLen = 17: governs how adaptive/smooth the VMA is (larger = smoother, fewer trend flips). atrLen = 14: ATR baseline for sizing targets and normalizing moves. 10) Practical read of the plots When you see white → green: that bar is your valid entry (trend start). An Entry Line appears at the start price. Target lines appear only for the active direction. T1 scales with your historical average ATR move; T2 is a fixed stretch (6× ATR). The table updates as more trends complete, refining: The average ATR reach (which resets your T1 sizing), The win rate to T1, and The average days it typically takes to hit T1/T2. Subtle points / edge cases No look‑ahead: T1 for a finished trend is checked against the prior average (not including the trend itself). First trends: Until at least one valid trend completes, T1 is na (no history). T2 still shows. Only “valid” trends are counted: Segments must start after a white bar; flips that happen color→color without a white in between don’t start a new valid trend. Time math: Uses bar timestamps in ms, converted to days; results reflect the chart’s timeframe/market session. TL;DR The VMA color defines the regime; entries only trigger when a flat (white) VMA turns green/red. Each trend’s max excursion from entry is recorded in ATR units. T1 for current trends = (historical average ATR move) × current ATR from entry; T2 = 6× ATR. The table shows your evolving edge (avg ATR reach, T1 win%, and days to targets), and alerts fire on new trends and target hits. If you want, I can add optional features like: per‑ticker persistence of stats, excluding very short trends, or making T2 a user input instead of a fixed 6× ATR.
Pine Script® indicator
by adonilopez
NY/LDN/TOK Stock Exchange Opening HoursThis indicator displays vertical dotted lines marking the exact opening times of the three major global stock exchanges: New York (NYSE), London (LSE), and Tokyo (TSE). Perfect for traders who need to track market opening sessions across different time zones. Features: New York Stock Exchange (NYSE): 9:30 AM EST/EDT London Stock Exchange (LSE): 8:00 AM GMT/BST Tokyo Stock Exchange (TSE): 9:00 AM JST Key Highlights: ✓ Automatic daylight saving time adjustments for NY and London ✓ Individual color customization for each market ✓ Toggle on/off functionality for each exchange ✓ Clean vertical dotted lines (1-pixel width) that extend across the entire chart ✓ Interactive legend in bottom-right corner showing active markets ✓ Weekdays only (Monday-Friday) - no weekend lines ✓ Uses official local time zones for accurate timing Customizable Settings: Enable/disable individual exchanges Custom color selection for each market line Dynamic legend that shows only enabled markets Time Zone Handling: The indicator automatically handles daylight saving time transitions using official time zones: America/New_York (EST/EDT) Europe/London (GMT/BST) Asia/Tokyo (JST - no DST) Perfect for: Multi-market traders Session overlap analysis Global market timing coordination Institutional trading schedules Simply add to your chart and customize colors/visibility in the indicator settings. The legend will automatically update to show your active markets in their respective colors.
Pine Script® indicator
by julbbnj
🟡🔵🟢🔴Beginner's Assistant by carljchapman🟡🔵🟢🔴 Overview This indicator dynamically marks highs and lows of the premarket (4:00am-9:30amEST) and opening range. It displays Fair Value Gaps, 9 and 21 period Exponential Moving Averages (EMA) and the Volume Weighted Average Price (VWAP). To really help beginners, it marks suggested entry points on the chart with green or red triangles, when a reasonable trend appears. Features Automatically draws blue lines for Premarket High and Low values Dynamically marks the opening Range region Visual entry signals for long and short opportunities Primarily used for stocks/funds , but works with forex and crypto Quick configuration settings to tailor details for your experience level Mobile friendly mode Supports alerts How To Use Open your chart, and select a 1 or 2 minute timeframe. Watch for green triangles and red triangles, hinting at entries for long or short positions. Pay particular attention to the price action as it approaches the bounds of the opening range and the premarket levels. I suggest also using a MACD indicator for confirmation of the trend. For scalping 0dte Options, switch frequently between the 1 ,2 and 5 minute or higher timeframes. Do this so you will not miss an entry opportunity or be unaware of the overall trend. As a beginner, until you have refined your strategy and develop risk management, take profits as low as 10%. A small profit can quickly become a much larger loss. With 0dte options, time will devour your profits even when the price doesn’t budge. What makes this indicator so beginner friendly? Charts with too many lines and colors are are a nightmare for beginners! And empty charts do not tell the whole story. Simple checkboxes in the configuration settings let you turn on and off features to match your comfort level. As you become more familiar you might try turning off the suggested entries to see if you would have selected the same or better ones yourself. Just one example of how you will learn and verify your knowledge. You will quickly spot Opening Range Breakouts and more. Why are the triangle pointers not simply above or below the bars? As a beginner, I like to review charts to see how much the price changed, then estimate how much a contract would move based on its delta. A mouthful, I know. But what price does an arrow pointing up below a bar reflect? Would I have entered at the open or close, low or high? This indicator helps by putting the marker close to the price when indicated. It can even display the actual price on the bar. This is helpful for you to make fast calculations without a measuring tool. I am an experienced trader. Can this help me make winning trades? Sure. It can also help you make losing ones! Profit is not guaranteed with any indicator or strategy. This indicator is designed to assist you as you learn and while you trade. You won't see the words BUY or SELL. This is not a signal bot! It is merely a tool to assist you. You can learn a lot by spending time observing price movement using this indicator without ever making a single trade. 🟡🔵🟢🔴
Pine Script® indicator
by carljchapman
4
Position Size Calculator with Fees# Position Size Calculator with Portfolio Management - Manual ## Overview The Position Size Calculator with Portfolio Management is an advanced Pine Script indicator designed to help traders calculate optimal position sizes based on their total portfolio value and risk management strategy. This tool automatically calculates your risk amount based on portfolio allocation percentages and determines the exact position size needed while accounting for trading fees. ## Key Features - **Portfolio-Based Risk Management**: Calculates risk based on total portfolio value - **Tiered Risk Allocation**: Separates trading allocation from total portfolio - **Automatic Trade Direction Detection**: Determines long/short based on entry vs stop loss - **Fee Integration**: Accounts for trading fees in position size calculations - **Risk Factor Adjustment**: Allows scaling of position size up or down - **Visual Display**: Shows all calculations in a clear, color-coded table - **Automatic Risk Calculation**: No need to manually input risk amount ## Input Parameters ### Total Portfolio ($) - **Purpose**: The total value of your investment portfolio - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 - **Example**: If your total portfolio is worth $100,000, enter 100000 ### Trading Portfolio Allocation (%) - **Purpose**: The percentage of your total portfolio allocated to active trading - **Default**: 20.0% - **Range**: 0.0% to 100.0% - **Step**: 0.01 - **Example**: If you allocate 20% of your portfolio to trading, enter 20 ### Risk from Trading (%) - **Purpose**: The percentage of your trading allocation you're willing to risk per trade - **Default**: 0.1% - **Range**: Any positive value - **Step**: 0.01 - **Example**: If you risk 0.1% of your trading allocation per trade, enter 0.1 ### Entry Price ($) - **Purpose**: The price at which you plan to enter the trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Stop Loss ($) - **Purpose**: The price at which you will exit if the trade goes against you - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk Factor - **Purpose**: A multiplier to scale your position size up or down - **Default**: 1.0 (no scaling) - **Range**: 0.0 to 10.0 - **Step**: 0.1 - **Examples**: - 1.0 = Normal position size - 2.0 = Double the position size - 0.5 = Half the position size ### Fee (%) - **Purpose**: The percentage fee charged per transaction - **Default**: 0.01% (0.01) - **Range**: 0.0% to 1.0% - **Step**: 0.001 ## How Risk Amount is Calculated The script automatically calculates your risk amount using this formula: ``` Risk Amount = Total Portfolio × Trading Allocation (%) × Risk % ÷ 10,000 ``` ### Example Calculation: - Total Portfolio: $100,000 - Trading Allocation: 20% - Risk per Trade: 0.1% **Risk Amount = $100,000 × 20 × 0.1 ÷ 10,000 = $20** This means you would risk $20 per trade, which is 0.1% of your $20,000 trading allocation. ## Portfolio Structure Example Let's say you have a $100,000 portfolio: ### Allocation Structure: - **Total Portfolio**: $100,000 - **Trading Allocation (20%)**: $20,000 - **Long-term Investments (80%)**: $80,000 ### Risk Management: - **Risk per Trade (0.1% of trading)**: $20 - **Maximum trades at risk**: Could theoretically have 1,000 trades before risking entire trading allocation ## How Position Size is Calculated ### Trade Direction Detection - **Long Trade**: Entry price > Stop loss price - **Short Trade**: Entry price < Stop loss price ### Position Size Formulas #### For Long Trades: ``` Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee)) ``` #### For Short Trades: ``` Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee)) ``` ## Output Display The indicator displays a comprehensive table with color-coded sections: ### Portfolio Information (Light Blue Background) - **Portfolio (USD)**: Your total portfolio value - **Trading Portfolio Allocation (%)**: Percentage allocated to trading - **Risk as % of Trading**: Risk percentage per trade ### Trade Setup (Gray Background) - **Entry Price**: Your specified entry price - **Stop Loss**: Your specified stop loss price - **Fee (%)**: Trading fee percentage - **Risk Factor**: Position size multiplier ### Risk Analysis (Red Background) - **Risk Amount**: Automatically calculated dollar risk - **Effective Entry**: Actual entry cost including fees - **Effective Exit**: Actual exit value including fees - **Expected Loss**: Calculated loss if stop loss is hit - **Deviation from Risk %**: Accuracy of risk calculation ### Final Result (Blue Background) - **Position Size**: Number of shares/units to trade ## Usage Examples ### Example 1: Conservative Long Trade - **Total Portfolio**: $50,000 - **Trading Allocation**: 15% - **Risk per Trade**: 0.05% - **Entry Price**: $25.00 - **Stop Loss**: $24.00 - **Risk Factor**: 1.0 - **Fee**: 0.01% **Calculated Risk Amount**: $50,000 × 15% × 0.05% ÷ 100 = $3.75 ### Example 2: Aggressive Short Trade - **Total Portfolio**: $200,000 - **Trading Allocation**: 30% - **Risk per Trade**: 0.2% - **Entry Price**: $150.00 - **Stop Loss**: $155.00 - **Risk Factor**: 2.0 - **Fee**: 0.01% **Calculated Risk Amount**: $200,000 × 30% × 0.2% ÷ 100 = $120 **Actual Risk**: $120 × 2.0 = $240 (due to risk factor) ## Color Coding System - **Green/Red Header**: Trade direction (Long/Short) - **Light Blue**: Portfolio management parameters - **Gray**: Trade setup parameters - **Red**: Risk-related calculations and results - **Blue**: Final position size result ## Best Practices ### Portfolio Management 1. **Keep trading allocation reasonable** (typically 10-30% of total portfolio) 2. **Use conservative risk percentages** (0.05-0.2% per trade) 3. **Don't risk more than you can afford to lose** ### Risk Management 1. **Start with small risk factors** (1.0 or less) until comfortable 2. **Monitor your total exposure** across all open positions 3. **Adjust risk based on market conditions** ### Trade Execution 1. **Always validate calculations** before placing trades 2. **Account for slippage** in volatile markets 3. **Consider position size relative to liquidity** ## Risk Management Guidelines ### Conservative Approach - Trading Allocation: 10-20% - Risk per Trade: 0.05-0.1% - Risk Factor: 0.5-1.0 ### Moderate Approach - Trading Allocation: 20-30% - Risk per Trade: 0.1-0.15% - Risk Factor: 1.0-1.5 ### Aggressive Approach - Trading Allocation: 30-40% - Risk per Trade: 0.15-0.25% - Risk Factor: 1.5-2.0 ## Troubleshooting ### Common Issues 1. **Position Size shows 0** - Verify all portfolio inputs are greater than 0 - Check that entry price differs from stop loss - Ensure calculated risk amount is positive 2. **Very small position sizes** - Increase risk percentage or risk factor - Check if your risk amount is too small for the price difference 3. **Large risk deviation** - Normal for very small positions - Consider adjusting entry/stop loss levels ### Validation Checklist - Total portfolio value is realistic - Trading allocation percentage makes sense - Risk percentage is conservative - Entry and stop loss prices are valid - Trade direction matches your intention ## Advanced Features ### Risk Factor Usage - **Scaling up**: Use risk factors > 1.0 for high-confidence trades - **Scaling down**: Use risk factors < 1.0 for uncertain trades - **Never exceed**: Risk factors that would risk more than your comfort level ### Multiple Timeframe Analysis - Use different risk factors for different timeframes - Consider correlation between positions - Adjust trading allocation based on market conditions ## Disclaimer This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and correlation between positions. The automated risk calculation assumes you're comfortable with the mathematical relationship between portfolio allocation and individual trade risk. Past performance doesn't guarantee future results, and all trading involves risk of loss.
Pine Script® indicator
by cth1903