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Ultimate Lines Statistical Backtest @MaxMaseratiUltimate lines (MAs/MACD/VWAP,DWA etc..) Statistical Backtest This is a comprehensive statistical backtesting tool that allows traders to objectively measure the performance of 27+ different trading lines across multiple timeframes and sessions. Instead of guessing which moving averages, VWAPs, or volume levels actually work for your trading style, this indicator provides hard data showing exactly how price behaves around each line at specific times of day. The indicator solves a critical problem: most lines create whipsaws in choppy markets, but knowing which lines have the highest continuation rates vs reversal rates at specific session times helps you avoid false signals and focus on setups with proven statistical edges. 🎯 LINES YOU CAN TEST MMM Core Lines: Mid MA: Trend velocity tracker using simple moving average MMPD Line: Premium/Discount change-of-direction indicator Fair Value Golden Ratio: 0.618 equilibrium level between premium and discount zones Volume-Based Lines: VWAP Daily/Weekly: Volume-weighted average price (daily and weekly sessions) Volume POC Multi-TF: Multi-timeframe Point of Control (highest volume price level) Volume POC Weekly: Weekly momentum pivot based on volume distribution Range Midpoints: Range Midpoint 50: 50-period high/low midpoint Range Midpoint 14 TF1/TF2: Configurable timeframe range midpoints with smoothing options Moving Averages (10 MA Types): MACD Fast (12) / Signal (26): Standard MACD moving averages Fast MA 20 / Mid MA 50 / Slow MA 200: Classic trend-following averages Available MA Types: SMA, EMA, WMA, HMA, DEMA, TEMA, LSMA, KAMA, ALMA, VWMA Volatility Indicators: MVM Upper/Lower Bands: Momentum-based volatility bands with adaptive option HVC Bullish/Bearish: High Volume Candle support/resistance levels Ultimate Suite Advanced Lines: DWAP (Delta Weighted Average Price): Directional volume-weighted price with upper/lower bands HVN (High Volume Node): High-frequency trading node detection Hybrid Line: Volume-weighted momentum composite Trend Filter: Two-pole smoothing filter for trend clarity STL Lines: iBuSTL / iBeSTL: Internal Bullish/Bearish Structural Trend Liquidity levels ⚙️ HOW TO TEST Select Lines: Check the boxes for lines you want to analyze (Mid MA, VWAP Daily, Volume POC, etc.) Choose Times: Enable tracking for specific session times (default: 8:30 AM, 9:30 AM, 10:00 AM, Daily Close - EST) Set Lookback: Choose how many days of historical data to analyze (default: 60 days) Enable Pattern Analysis: Turn on "Enable Pattern Analysis" in settings Wait for Data: The indicator needs 20 bars after each signal time to complete analysis Review Statistics: Check the statistics table for detailed breakdowns 📈 STATISTICS EXPLAINED For Each Tracked Time, You'll See: 🟢 Above Selected Lines (X samples): Continued↑: Price stayed above the lines = bullish continuation Reversed↓: Price broke below the lines = reversal/rejection →Kept Going↓: After reversing down, price continued lower (bars 11-20) →Stalled: After reversing down, price came back up (consolidation) Neutral: Price didn't make a clear move either way 🔴 Below Selected Lines (X samples): Continued↓: Price stayed below the lines = bearish continuation Reversed↑: Price broke above the lines = reversal/support bounce →Kept Going↑: After reversing up, price continued higher (bars 11-20) →Stalled: After reversing up, price came back down (consolidation) Neutral: No clear directional move ⭐ Star Ratings: Show which outcome happens most frequently (best probability) 🔬 HYBRID DETECTION SYSTEM (ADVANCED) When enabled, the indicator uses a multi-signal composite scoring system that goes beyond simple percentage movements: Signal A - % Movement Direction (40% weight): Measures the strength and direction of price movement. Strong directional moves (>0.8%) score higher, while opposite-direction moves score negatively. Signal B - Inside Candles (30% weight): Detects true consolidation by counting how many candles close within a defined range. High inside-candle counts indicate choppy, stalled price action rather than clean continuation. Signal C - Successive Closes (30% weight): Tracks momentum persistence by counting consecutive closes in the expected direction. Long streaks (6+ bars) indicate strong follow-through, while breaks in the sequence suggest weakness. Composite Score Classification: ⭐⭐⭐ Strong (75-100 points): All three signals align - high-confidence pattern ⭐⭐ Moderate (50-75 points): Two signals agree - reliable pattern ⭐ Weak (25-50 points): Mixed signals - lower confidence ⚠️ Strong Stalled (0-25 points): Signals show consolidation/reversal This provides nuanced pattern detection that identifies not just IF a pattern succeeded, but HOW STRONGLY it performed. 💡 INTERPRETING RESULTS Good Lines Show: High continuation % when price is above/below (>60% is strong) Clean "Kept Going" patterns after reversals (>50% indicates reliable rejection) Low stalled % (less whipsaw/consolidation) Consistent patterns across multiple times (validates the line's reliability) Poor Lines Show: 50/50 continuation vs reversal (coin flip = no edge) High stalled % (lots of whipsaw/false signals) Inconsistent patterns across different times (unreliable) Example Interpretation: 9:30 AM - VWAP Daily (120 samples) 🟢 Above: Continued↑ 75 (62.5%) ⭐ BEST Reversed↓ 30 (25.0%) Meaning: When price is above VWAP Daily at 9:30 AM, it continues higher 62.5% of the time - this is a statistically strong bullish signal for that session time. 🎯 PRACTICAL VALUE Solves the Whipsaw Problem: Most moving averages and lines work beautifully in trending markets but create endless false signals in choppy, range-bound conditions. By analyzing specific session times and continuation vs reversal patterns, you can: Identify high-probability setups: Focus on lines that show >60% continuation at your preferred trading times Avoid weak signals: Skip lines with high stall rates or 50/50 outcomes Time your entries better: Know which session times produce the cleanest patterns Combine complementary lines: Stack multiple high-scoring lines for confluence Adapt to market conditions: Switch to different lines when market structure changes Real-World Application: Instead of blindly trading VWAP crosses or MA bounces, you'll have objective data showing: "At 9:30 AM on ES, when price is above Mid MA + VWAP Daily + Volume POC, it continues higher 68% of the time with strong momentum (⭐⭐⭐)." This transforms discretionary guesswork into data-driven decision making. ⚙️ LINE DEFINITIONS Moving Averages: Smooth price data over X periods to identify trend direction and dynamic support/resistance. VWAP: Anchored average price weighted by volume - institutional traders' benchmark for "fair value." Volume POC (Point of Control): Price level with the most traded volume - represents maximum market acceptance. Fair Value Golden Ratio: Fibonacci 0.618 level between recent premium (high) and discount (low) - equilibrium zone. DWAP (Delta Weighted): Price average weighted by buying vs selling volume delta - shows directional money flow. Range Midpoints: Geometric center of recent high/low range - mean reversion pivot. Volatility Bands: Envelope around momentum lines showing normal price deviation ranges. HVN (High Volume Node): Automated detection of high-volume price clusters - institutional accumulation/distribution zones. Note: This indicator is purely for statistical analysis and backtesting. It does not generate trade signals or provide entry/exit recommendations. Use the statistics to inform your own trading decisions and strategy development.
Pine Script® indicator
by MaxMaserati
NQ 2026 Strategic Levels + Market MemoryTitle: NQ Strategic Levels 2026: Volume Profile & Market Memory Description: This indicator plots the critical institutional levels for NQ (Nasdaq-100) heading into 2026. It is designed to help traders visualize the "Market Structure" map based on the 2025 yearly volume profile and key historical events. How it Works: The script projects three dynamic "Zones" and three fixed "Historical Markers" to the right of your chart. It does not clutter the past price action; it focuses on future price discovery. 1. The 2026 Active Zones (Boxes): 🛑 Resistance (Supply Zone): Derived from the "Trapped Buyers" of late 2025. This is where overhead supply is likely to cause profit-taking. ⚖️ The Pivot (Equilibrium): Based on the Q4 2025 High Volume Node (HVN). This is the "Line in the Sand." Above this zone, the weekly bias is Bullish. Below it, the bias shifts to Bearish/Correction. 💰 The Buy Zone (Support): The Yearly Value Area Low (VAL). This represents the strongest institutional support and a high-probability area for "Buy the Dip" programs. 2. The 2025 Market Memory (Dashed Lines): Triple Witch Liquidity: The December 2025 rejection high. AI Summer Breakout: The key breakout level from mid-2025 that flipped from resistance to support. Tariff Scare Floor: The macro bottom established during the volatility of April 2025. How to Use: Trend Followers: Watch the Pivot Zone. If price holds above it, target the Resistance Zone. Mean Reversion Traders: Look for rejections at the Resistance Zone or bounces at the Buy Zone. Risk Management: Use the Historical Markers as invalidated points or profit targets. Disclaimer: These levels are based on volume analysis and historical price action. Not financial advice. Trade at your own risk.
Pine Script® indicator
by panchamsh95353
ChillLax Distance From Moving Average// show the % distance from the moving average, in colorful histogram // you can choose : // : the moving average of the close, default to 200 ma // : sma or ema, default to sma // : choose calculation from open or high or low or close (to the ma), default is close // : threshold % above/below ma, default is 70%. when the stock is above/below // this threshold, histogram is red (default) // : otherwise, histogram is blue (default) // Why this? In William O'neil's book, How to make money in stock, 4th edition, page 264, // in Climax Top: // 200-day moving average line. Some stocks may be sold when they are // 70% to 100% or more above their 200-day moving average price line
Pine Script® indicator
by chilllaxtrader
Goldilocks Pivot FractalsGOLDILOCKS PIVOT FRACTALS - DESCRIPTION Overview Goldilocks Pivot Fractals identifies swing highs and lows using fractal pattern recognition with professional visual presentation. This indicator marks potential reversal points where price creates distinct peaks and valleys - perfect pivot points for support, resistance, and market structure analysis. The "Goldilocks" name reflects the perfectly balanced visual presentation: not too cluttered, not too plain, just right for professional traders. Unlike standard fractal indicators, this edition features fully customizable Buy/Sell labels with tick-based positioning, independent toggle controls, and a high-contrast color scheme optimized for both dark and light chart themes. What Makes It Unique: - Professional label system with full customization (colors, sizes, tick-based offsets) - Toggle labels and arrow shapes independently - High-contrast default colors (teal/maroon) optimized for maximum visibility - Clean, trader-friendly interface with intuitive settings - Works flawlessly on all timeframes and instruments How to Use PERIOD ADJUSTMENT & ADJUSTING SENSITIVITY The Period(s) setting controls how many signals you see: • Period = 2 (default): Shows more signals, catches smaller price swings - best for day trading and scalping • Period = 3-4: Shows medium amount of signals, filters out tiny moves - good for swing trading (holding days to weeks) • Period = 5 or higher: Shows fewer signals, only the biggest turning points - best for long-term position trading - Simple rule: Lower number = more signals. Higher number = fewer, but stronger signals. SIGNALS 🟢 "BUY Label" (Down Fractal) - Marks swing lows and potential support zones - Look for price bouncing up after the fractal forms - Use for identifying pullback entry points in uptrends - Place stops below recent BUY fractals 🔴 "SELL Label" (Up Fractal) - Marks swing highs and potential resistance zones - Look for price rejecting down after the fractal forms - Use for identifying profit targets or short entries - Place stops above recent SELL fractals REPAINTING BEHAVIOR ⚠️ This indicator repaints by design. Fractals require N bars on both sides to confirm, so they appear N bars after the actual pivot point. This is normal and ensures accurate pivot identification. Wait for complete confirmation before trading. TRADING APPLICATIONS 1. Support/Resistance: Mark key price levels for entries and exits 2. Market Structure: higher BUY fractals = uptrend, lower SELL fractals = downtrend 3. Stop Placement: Use recent fractals as logical stop-loss levels 4. Breakout Trading: Monitor price breaking above/below fractal levels 5. Trend Following: Enter on pullbacks to BUY fractals in uptrends 6. Swing Trading: Identify major swing points for position entries CUSTOMIZATION OPTIONS • Show BUY/SELL Labels**: Toggle professional text labels on/off • Show Shapes: Toggle arrow shapes independently • Offset (ticks): Adjust label distance from price bars for perfect positioning • Colors: Customize backgrounds (default: teal/maroon) and text (default: white/yellow) • Label Size: Choose from tiny, small, normal, large, or huge The high-contrast default colors provide excellent visibility without adjustment, but full customization is available to match any chart theme. Key Settings Periods (n) (default: 2): Number of bars on each side of pivot. Lower = more signals, Higher = fewer, stronger signals Show BUY/SELL Labels (default: ON): Display professional text labels Show Shapes (default: ON): Display arrow shapes BUY offset (ticks) (default: 8): Distance BUY labels appear below lows SELL offset (ticks) (default: 8): Distance SELL labels appear above highs Colors: Full customization - defaults optimized for visibility Label size (default: normal): Visual prominence control Key Features ✅ Professional pivot fractal detection ✅ Fully customizable Buy/Sell labels ✅ Independent toggle for labels and shapes ✅ Tick-based offset positioning ✅ High-contrast color scheme ✅ Works on all timeframes and instruments ✅ Clean, intuitive interface ✅ Adjustable sensitivity ✅ Perfect for support/resistance identification ✅ Ideal for market structure analysis
Pine Script® indicator
by NPR21
MoBo Bands - Momentum Breakout IndicatorDESCRIPTION MoBo Bands (Momentum Breakout Bands) is a volatility-based breakout detection indicator that helps traders identify potential momentum shifts in the market. The indicator uses dynamic bands calculated from standard deviation to signal when price breaks above or below established ranges, indicating potential bullish or bearish momentum changes. ═════════════════════════════════════════════════════════════ KEY FEATURES ═════════════════════════════════════════════════════════════ - Dynamic upper and lower bands based on standard deviation - Color-coded bands that change based on breakout direction (green for bullish, red for bearish) - Visual breakout arrows marking entry points above/below bands - Optional colored fill zones between bands showing current momentum state - Customizable displacement for band projection - Built-in alert system for breakout and breakdown signals ═════════════════════════════════════════════════════════════ HOW IT WORKS ═════════════════════════════════════════════════════════════ The indicator calculates a middle line using a Simple Moving Average (SMA) with upper and lower bands positioned using standard deviation multipliers. When price closes above the upper band, a bullish breakout (green) is signaled. When price closes below the lower band, a bearish breakdown (red) is signaled. The bands and fill zones remain colored until the opposite signal occurs, providing clear visual confirmation of the current momentum state. ═════════════════════════════════════════════════════════════ CUSTOMIZABLE INPUTS ═════════════════════════════════════════════════════════════ CALCULATION PARAMETERS: - Price Source - Select which price data to use (default: close) - Length - Period for SMA and standard deviation calculation (default: 10) - Num Dev Up - Standard deviation multiplier for upper band (default: 0.8) - Num Dev Down - Standard deviation multiplier for lower band (default: -0.8) - Displace - Shift bands forward for projection analysis (default: 0) DISPLAY OPTIONS: - Colored Mobo - Enable/disable color-coded bands - Colored Fill - Enable/disable fill zones between bands - Break Arrows - Show/hide breakout and breakdown arrows ALERT OPTIONS: - Show Alerts - Enable/disable alert conditions ═════════════════════════════════════════════════════════════ USAGE GUIDE ═════════════════════════════════════════════════════════════ Watch for price to close outside the bands as potential breakout signals: BULLISH BREAKOUT: Green arrow appears below the lower band when price closes above the upper band, indicating upward momentum shift. BEARISH BREAKDOWN: Red arrow appears above the upper band when price closes below the lower band, indicating downward momentum shift. The bands also serve as dynamic support and resistance levels. When bands are green, momentum is bullish. When bands are red, momentum is bearish. ═════════════════════════════════════════════════════════════ BEST PRACTICES ═════════════════════════════════════════════════════════════ - This indicator works well on liquid futures contracts (MNQ, MES, MYM, MGC, MCL) and major currency pairs across multiple timeframes - Lower deviation values (0.5-1.0) produce more frequent signals suitable for scalping - Higher deviation values (1.5-2.5) filter for stronger breakouts ideal for swing trading - Combine with volume indicators for additional confirmation - Use with momentum oscillators to validate breakout strength - Best results in trending market conditions - Consider the overall market context and trend direction ════════════════════════════════════════════════════════════ ALERT CONFIGURATION ═════════════════════════════════════════════════════════════ Configure custom alerts for automated notifications: - "MoBo BreakOUT" - Triggers on bullish breakout signals - "MoBo BreakDOWN" - Triggers on bearish breakdown signals Set alerts to "Once Per Bar Close" for confirmed signals and avoid false triggers during bar development. ═════════════════════════════════════════════════════════════ IDEAL FOR ═════════════════════════════════════════════════════════════ - Day traders and scalpers on futures markets - Swing traders looking for momentum shifts - Breakout trading strategies - Trend following systems - Works on stocks, forex, crypto, and commodities - Effective across multiple timeframes (1min to daily) ═════════════════════════════════════════════════════════════ Perfect for traders seeking clear visual breakout signals with minimal lag. The color-coded system and arrow markers make it easy to identify momentum changes at a glance. © 2024 NPR21 | Mozilla Public License 2.0 Open-source script NPR21 Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by
Pine Script® indicator
by NPR21
2
IronRod Trigger SystemIRONROD TRIGGER SYSTEM DESCRIPTION IronRod Trigger System is a momentum oscillator based on the Stochastic Momentum Index (SMI) that identifies trend changes, momentum shifts, and range-bound "chop" zones. Features color-changing SMI lines, histogram columns showing momentum strength, and a visual chop zone that highlights when to trade versus when to stay on the sidelines. The system combines momentum direction (green/red lines), momentum strength (histogram columns), and market context (chop zone cloud) into one clean visual package. The dynamic zero line changes color to signal trade conditions (cyan) versus hold conditions (orange). What Makes It Unique: Dual color-changing lines (SMI and AvgSMI) show momentum direction Histogram columns display momentum strength Chop zone cloud identifies low-momentum periods Dynamic zero line (cyan = trade, orange = hold) Three-color histogram (green = strong up, red = strong down, gray = weak) Adjustable chop zone threshold How to Use THE DISPLAY Lines: Green = bullish momentum (rising) Red = bearish momentum (falling) Gray = neutral/sideways Histogram Columns: Green = strong bullish momentum Red = strong bearish momentum Gray = weak/choppy momentum Zero Line: Cyan (blue) = trade zone - momentum is directional Orange = chop zone - momentum is weak, avoid trading Chop Zone Cloud: Gray shaded area = range where momentum is indecisive (±30 default) TRADING STRATEGIES 1. Chop Zone Trading Trade: Only when SMI is outside gray cloud AND zero line is cyan Avoid: When SMI is inside cloud OR zero line is orange Long: Green line appears above chop zone Short: Red line appears below chop zone This is the key feature - dramatically reduces whipsaws 2. Zero Line Crosses Buy: SMI crosses above zero with cyan zero line Sell: SMI crosses below zero with cyan zero line Strongest signals when AvgSMI follows SMI across zero Ignore crosses when zero line is orange (choppy) 3. Histogram Strength Strong trend: Multiple consecutive green/red columns Momentum building: Columns getting taller Momentum fading: Columns turning gray = exit warning Reversal signal: Gray columns after strong trend 4. Divergence Trading Bearish divergence: Price higher high, SMI lower high → take red line signal Bullish divergence: Price lower low, SMI higher low → take green line signal Most powerful outside chop zone ENTRIES & EXITS Entries: SMI line turns green outside chop zone (long) SMI line turns red outside chop zone (short) SMI crosses zero with cyan zero line Exits: SMI line changes color SMI enters chop zone (orange zero line) Histogram turns gray Stops: Below recent swing low (longs) Above recent swing high (shorts) ADJUSTING SETTINGS Chop Zone (±) (default: 30): Lower (15-25) = More trades, more whipsaws Higher (35-50) = Fewer trades, higher quality Adjust based on instrument volatility Percent K Length (default: 5): Lower (3-4) = More sensitive, faster signals - good for scalping Higher (7-10) = Less sensitive, smoother - good for swing trading Percent D Length (default: 4): Controls smoothing SMI Bar Buffer (default: 4): Histogram color sensitivity TIMEFRAME GUIDE Scalping (1-5m): K=3, watch histogram color flips Day trading (15-60m): Default settings, focus on zero crosses outside chop Swing trading (4H-Daily): K=7-10, trade only strong trends outside chop Key Settings Percent K Length (default: 5): Lookback period - controls sensitivity Percent D Length (default: 4): Smoothing period Chop Zone (±) (default: 30): Range-bound zone threshold SMI Bar Buffer (default: 4): Histogram color change sensitivity Histogram Width (default: 1): Column thickness Key Features ✅ Dual color-changing momentum lines ✅ Histogram columns show strength ✅ Chop zone cloud filters bad trades ✅ Dynamic zero line color ✅ Three-color histogram ✅ Adjustable chop threshold ✅ All timeframes ✅ Reduces whipsaws
Pine Script® indicator
by NPR21
Fractal Market Geometry [JOAT] Fractal Market Geometry Overview Fractal Market Geometry is an open-source overlay indicator that combines fractal analysis with harmonic pattern detection, Fibonacci retracements and extensions, Elliott Wave concepts, and Wyckoff phase identification. It provides traders with a geometric framework for understanding market structure and identifying potential reversal patterns with multi-factor signal confirmation. What This Indicator Does The indicator calculates and displays: Fractal Detection - Identifies fractal highs and lows using Williams-style pivot analysis with configurable period Fractal Dimension - Calculates market complexity using range-based dimension estimation Harmonic Patterns - Detects Gartley, Butterfly, Bat, Crab, Shark, Cypher, and ABCD patterns using Fibonacci ratios Fibonacci Retracements - Key levels at 38.2%, 50%, and 61.8% Fibonacci Extensions - Projection level at 161.8% Elliott Wave Count - Simplified wave counting based on pivot detection (1-5) Wyckoff Phase - Volume-based phase identification (Accumulation, Markup, Distribution, Neutral) Golden Spiral Levels - ATR-based support and resistance levels using phi (1.618) ratio Trend Detection - EMA crossover trend identification (20/50 EMA) How It Works Fractal detection uses a configurable period to identify swing points: detectFractalHigh(simple int period) => bool result = true float centerVal = high for i = 0 to period - 1 if high >= centerVal or high >= centerVal result := false break Harmonic pattern detection uses Fibonacci ratio analysis between swing points. Each pattern has specific ratio requirements: Gartley: AB 0.382-0.618, BC 0.382-0.886, CD 1.27-1.618 Butterfly: AB 0.382-0.5, BC 0.382-0.886, CD 1.618-2.24 Bat: AB 0.5-0.618, BC 1.13-1.618, CD 1.618-2.24 Crab: AB 0.382-0.618, BC 0.382-0.886, CD 2.24-3.618 Shark: AB 0.382-0.618, BC 1.13-1.618, CD 1.618-2.24 Cypher: AB 0.382-0.618, BC 1.13-1.414, CD 0.786-0.886 Wyckoff phase detection analyzes volume relative to price movement: wyckoffPhase(simple int period) => float avgVol = ta.sma(volume, period) float priceChg = ta.change(close, period) string phase = "NEUTRAL" if volume > avgVol * 1.5 and math.abs(priceChg) < close * 0.02 phase := "ACCUMULATION" else if volume > avgVol * 1.5 and math.abs(priceChg) > close * 0.05 phase := "MARKUP" else if volume < avgVol * 0.7 phase := "DISTRIBUTION" phase Signal Generation Signals use multi-factor confirmation for accuracy: BUY Signal: Fractal low + Uptrend (EMA20 > EMA50) + RSI 30-55 + Bullish candle + Volume confirmation SELL Signal: Fractal high + Downtrend (EMA20 < EMA50) + RSI 45-70 + Bearish candle + Volume confirmation Pattern Detection: Label appears when harmonic pattern completes at current bar Dashboard Panel (Top-Right) Dimension - Fractal dimension value (market complexity measure) Last High - Most recent fractal high price Last Low - Most recent fractal low price Pattern - Current harmonic pattern name or NONE Elliott Wave - Current wave count (Wave 1-5) or OFF Wyckoff - Current market phase or OFF Trend - BULLISH, BEARISH, or NEUTRAL based on EMA crossover Signal - BUY, SELL, or WAIT status Visual Elements Fractal Markers - Small triangles at fractal highs (down arrow) and lows (up arrow) Geometry Lines - Dashed lines connecting the most recent fractal high and low Fibonacci Levels - Clean horizontal lines at 38.2%, 50%, and 61.8% retracement levels Fibonacci Extension - Horizontal line at 161.8% extension level Golden Spiral Levels - Support and resistance lines based on ATR x 1.618 3D Fractal Field - Optional depth layers around swing levels (OFF by default) Harmonic Pattern Markers - Small diamond shapes when Crab, Shark, or Cypher patterns detected Pattern Labels - Text label showing pattern name when detected Signal Labels - BUY/SELL labels on confirmed multi-factor signals Input Parameters Fractal Period (default: 5) - Bars on each side for fractal detection Geometry Depth (default: 3) - Complexity of geometric calculations Pattern Sensitivity (default: 0.8) - Tolerance for pattern ratio matching Show Fibonacci Levels (default: true) - Display retracement levels Show Fibonacci Extensions (default: true) - Display extension level Elliott Wave Detection (default: true) - Enable wave counting Wyckoff Analysis (default: true) - Enable phase detection Golden Spiral Levels (default: true) - Display spiral support/resistance Show Fractal Points (default: true) - Display fractal markers Show Geometry Lines (default: true) - Display connecting lines Show Pattern Labels (default: true) - Display pattern name labels Show 3D Fractal Field (default: false) - Display depth layers Show Harmonic Patterns (default: true) - Display pattern markers Show Buy/Sell Signals (default: true) - Display signal labels Suggested Use Cases Identify potential reversal zones using harmonic pattern completion Use Fibonacci levels for entry, stop-loss, and target planning Monitor Wyckoff phases for accumulation/distribution awareness Track Elliott Wave counts for trend structure analysis Use fractal dimension to gauge market complexity Wait for multi-factor signal confirmation before entering trades Timeframe Recommendations Best on 1H to Daily charts. Lower timeframes produce more fractals but with less significance. Higher timeframes provide stronger levels and more reliable signals. Limitations Harmonic pattern detection uses simplified ratio ranges and may not match all textbook definitions Elliott Wave counting is basic and does not include all wave rules Wyckoff phase detection is volume-based approximation Fractal dimension calculation is simplified Signals require fractal confirmation which has inherent lag equal to the fractal period Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
VWATR Stop-Loss BandsPurpose The script provides an adaptive stop‑loss framework built from VWATR, it anchors protective levels to price extremes and scales them with both volatility and volume. The objective is to create stop‑loss zones that reflect real market intensity rather than arbitrary fixed distances. How it works The script computes true range, multiplies it by volume, and smooths both the volume‑weighted range and raw volume using the selected moving average, their ratio forms VWATR, a volatility measure normalized by traded volume. It then calculates the standard deviation of VWATR to capture volatility‑of‑volatility. Stop‑loss levels are constructed by offsetting the low and high by one VWATR, with additional layers created by adding or subtracting one to five standard deviations. The plots use strong colors for core levels and progressively lighter tones for outer layers, establishing a clear visual hierarchy. Rationale This structure gives the trader stop‑loss levels that adapt to changing market conditions, expanding during high‑energy phases and contracting during quiet periods, which reduces premature stop‑outs and aligns risk with actual volatility. The standard deviation layers provide a graded map of volatility stress, allowing the user to assess how far price must travel to breach increasingly extreme thresholds. The result is a stop‑loss system that is both reactive and context‑aware, offering more informed decision‑making than static offsets.
Pine Script® indicator
by chriskokal1
SMI Trigger SystemSMI TRIGGER SYSTEM - DESCRIPTION Overview SMI Trigger System is a momentum oscillator that identifies trend changes and reversals using the Smoothed Stochastic Momentum Index (SMI). Features a color-changing line (green = bullish, red = bearish), cloud shading for momentum zones, and triangle markers that appear exactly when momentum flips. What Makes It Unique: Real-time color-changing momentum line Cloud shading split at zero line Triangle triggers at exact momentum flip points Overbought/oversold limit lines Built-in alerts for all key signals Fully customizable appearance Works on all timeframes How to Use THE DISPLAY Green line/cloud: Bullish momentum Red line/cloud: Bearish momentum Above zero: Bulls in control Below zero: Bears in control Upper limit (+40): Overbought Lower limit (-40): Oversold SIGNALS 🟢 Green Triangle (▲) - Momentum flipping bullish. Buy signal, most powerful below zero. 🔴 Red Triangle (▼) - Momentum flipping bearish. Sell signal, most powerful above zero. TRADING STRATEGIES 1. Trend Following In uptrends: Only take green triangles, ignore red In downtrends: Only take red triangles, ignore green Use higher timeframe for trend, lower for entries Example: Daily uptrend → trade green triangles on 1H chart 2. Limit Reversals Red triangle at upper limit (+40) = strong reversal signal, go short Green triangle at lower limit (-40) = strong reversal signal, go long Wait for triangle AND price confirmation Most reliable on 4H/Daily timeframes 3. Zero Line Trading SMI crosses above zero → bullish bias, take green triangles SMI crosses below zero → bearish bias, take red triangles Zero acts as momentum baseline 4. Divergence Setups Price higher high + SMI lower high = bearish divergence → take next red triangle Price lower low + SMI higher low = bullish divergence → take next green triangle Most powerful at overbought/oversold limits ENTRIES & EXITS Enter: On triangle appearance Stop: Beyond recent opposite-color triangle Target: Limit levels or opposite triangle Add: Additional same-color triangles in strong trends TIMEFRAME GUIDE Scalping (1-5m): Lower %K to 3-4, take all trend-aligned triangles Day trading (15-60m): Default settings (5/3), focus on limit reversals Swing trading (4H-Daily): Higher %K to 7-10, trade only extreme readings ADJUSTING SENSITIVITY SMI %K Length (default: 5): Lower (3-4) = More signals, faster - good for scalping Higher (7-10) = Fewer signals, stronger - good for swing trading SMI %D Length (default: 3): Lower (1-2) = More responsive Higher (5-7) = Smoother ALERTS Built-in alerts for: Triangle appears (momentum flips) SMI crosses zero (trend change) SMI crosses limits (overbought/oversold) Enable in settings, configure in TradingView alert dialog. CUSTOMIZATION Toggle cloud/triangles on/off Adjust triangle size and positioning Customize all colors Triangle label cap prevents clutter Key Settings SMI %K Length (default: 5): Controls sensitivity and signal frequency SMI %D Length (default: 3): Controls smoothing SMI Limit (default: 40): Overbought/oversold threshold Show SMI Cloud (default: ON): Cloud shading Show SMI Flip Triangles (default: ON): Trigger markers Triangle Size/Offset: Appearance customization Enable Alerts (default: ON): Alert notifications Key Features ✅ Color-changing momentum line ✅ Cloud shading for momentum zones ✅ Triangle triggers at exact flips ✅ Overbought/oversold limits ✅ Built-in alert system ✅ Fully customizable ✅ All timeframes ✅ Adjustable sensitivity NPR21 Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView.
Pine Script® indicator
by NPR21
2
VAM Pro (Multi-Model) [Final]Volatility Adjusted Momentum (VAM) Pro+ is a professional quantitative tool designed to measure trend strength by normalizing momentum against market volatility. Standard momentum indicators often fail during high-volatility periods because they treat every price change the same regardless of market noise. This indicator solves that problem by scaling price changes based on their statistical significance using Z-Score logic. This Pro+ version is specifically optimized for Scalping and Intraday Trading by introducing advanced volatility estimators and mathematical horizon adjustments that superior to classic standard deviation models. The indicator allows you to choose the most suitable volatility model for your specific asset class. The Parkinson Volatility model is highly recommended for Crypto markets because it uses the High-Low range instead of just close prices, effectively capturing intraday wicks and liquidation spikes that standard deviation often misses. For Equities and Forex, the Garman-Klass model is the most efficient choice as it utilizes the full Open-High-Low-Close data set to account for opening gaps and professional trading ranges. The mathematical core of the script features a strict Horizon Adjustment based on the Square Root of Time rule. This aligns the one-bar volatility risk with your chosen momentum lookback period to ensure a mathematically consistent calculation. By default, the script uses Logarithmic Returns to maintain scale invariance, which is critical for assets with high percentage swings like Cryptocurrencies. To trade with VAM Pro, look for the histogram color and its relation to the Zero line. A Green histogram indicates positive volatility-adjusted momentum where bulls are dominant, while a Red histogram shows bearish dominance. Values reaching the +2.0 or -2.0 Sigma levels represent statistically extreme moves that often act as exhaustion points or precede strong mean-reversion opportunities. When the histogram crosses the yellow signal line, it provides an early warning that the current momentum is fading. Investment involves risk. The Volatility Adjusted Momentum (VAM) Pro+ is an analytical tool and does not constitute financial advice, investment recommendations, or an offer to buy or sell any security. Past performance is not indicative of future results. Market conditions can change rapidly, and technical indicators may produce false signals. Always perform your own due diligence, use proper risk management, and consult with a certified financial advisor before making any trading decisions. The author assumes no responsibility for any financial losses incurred through the use of this script.
Pine Script® indicator
by fihrist
Options Liquidity Meter (OLM)❓ The question behind this indicator When trading options, it is common to experience situations where price moves in the expected direction, yet the option contract does not increase in value as anticipated. This typically happens when one or more of the following conditions is missing: Insufficient liquidity participation Lack of volatility expansion Weak or passive order flow Options Liquidity Meter (OLM) was created to address this specific question: “If price moves from here, are there conditions for option premiums to actually expand?” 🎯 What this indicator does Options Liquidity Meter is a context tool, not a trading system. It evaluates whether the current market environment is favorable for option premium expansion , based on three core engines: Liquidity (Relative Volume) Measures whether price movement is supported by meaningful participation. Volatility State Identifies compression, release, and expansion phases, where options tend to respond differently. Order Flow Activity (OBV-based) Acts as a proxy for active vs. passive participation, helping filter hollow moves. These components are combined into a single, easy-to-read options context. 🟢🟡🔴 Options Context Output The indicator displays one consolidated state: RED — NO EXPANSION Price may move, but option premiums often do not respond. YELLOW — BUILDING Liquidity or volatility is developing. Conditions are improving but not fully aligned. GREEN — EXPANSION LIKELY Liquidity, volatility expansion, and active flow are aligned. This is a favorable environment for option premium expansion. The same logic is reflected visually through the background color and summarized in the dashboard. 📊 How to read the dashboard The dashboard shows: Liquidity: LOW / OK / HIGH Volatility: COMPRESSED / RELEASED / EXPANDING Order Flow: FLAT / ACTIVE Options Context: NO EXPANSION / BUILDING / EXPANSION LIKELY Below, a Background Color Meaning section explains what each color represents, making the indicator intuitive and educational. 📍 Where to apply this indicator Options Liquidity Meter must be applied to the underlying asset chart, such as: Indices (SPY, SPX, QQQ, etc.) Stocks Futures ETFs It is not designed to be applied to option contracts themselves. The indicator evaluates the market conditions of the underlying, which are the drivers that influence option premium behavior. Contract selection (strike, delta, gamma, expiration) remains the trader’s responsibility. 🧠 How to use it Use your own methodology to define: Direction Structure Entries and exits Use Options Liquidity Meter to evaluate: Whether the current environment supports option premium expansion If the context is RED, be cautious — price may move without rewarding options. If the context is GREEN, the environment is statistically more favorable for options responsiveness. 🔗 Complementary tools Options Liquidity Meter is designed to complement, not replace, other tools. It works well alongside: Opening Path Selector (EMA200 Context Tool) For deciding which asset offers the cleanest directional context. Multi-Tool VWAP + EMAs (Multi-Timeframe) + Key Levels For in-chart structure, bias, and reference levels. Each tool addresses a different stage of the decision process and can be used independently. ⚠️ Important notes This indicator provides context only It does not generate trading signals No indicator guarantees results Use at your own risk.
Pine Script® indicator
by mlicero
2
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM Overview The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge? The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe. Core Philosophy The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track." Key Features & Analytics • The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum) • Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once. • Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path. • Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest. • Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution. The Strategies Tested • 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date). • DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries). • WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries). • MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries). Monte Carlo Simulation & Python Research While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions. Access the Python Heatmap Research in my substack article (link for substack in Bio). How to Use 1. Set the Race Track: Input Start and End dates in the settings. 2. Fuel the Engine: Set your Total Capital ($). 3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return. Technical Implementation This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close. Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses. Tags: robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
Pine Script® indicator
by Rob_Maths
Buy / Sell Volume HeaderBuy / Sell Volume Header Description - Buy / Sell Volume Header displays real-time buying and selling volume with percentages in a clean dashboard at the top or bottom of your chart. The indicator calculates buying pressure as volume weighted toward the close relative to the bar's range, and selling pressure as volume weighted toward the high. - Perfect for day traders and scalpers who need instant visual confirmation of buying vs selling pressure without cluttering their chart with additional panes. Key Features: - Real-time buy/sell volume split with percentages - Customizable lookback period (1 bar for current, or sum multiple bars) - Adjustable table position (top/bottom, left/center/right) - Five size options (Tiny to Huge) - Color-coded: Green (buying volume), Red (selling volume) - Clean, minimal design that doesn't obstruct price action Calculation Method: - Buying Volume = Total Volume × (Close - Low) / (High - Low) - Selling Volume = Total Volume × (High - Close) / (High - Low) How to Use: - Select header location (default: Top Right) and table size (default: Normal). Set lookback period to 1 for current bar only, or higher values to see cumulative volume over multiple bars. Reading the Display: - Green Box (Left): Buying volume and percentage of total - Red Box (Right): Selling volume and percentage of total - Numbers update in real-time on every tick Trading Applications: - Trend Confirmation: - In uptrends, buying volume should consistently be >60%. - In downtrends, selling volume should be >60%. Divergences warn of potential reversals. Breakout Validation: - Valid breakouts show 70%+ volume in breakout direction. - Breakouts with <55% directional volume often fail. Reversal Signals: - When price makes new high but buying volume drops below 50%, watch for reversal. When price makes new low but selling volume drops below 50%, watch for bounce. Scalping Entry: - Enter long when buying volume spikes above 65-70% with price momentum. Enter short when selling volume spikes above 65-70% with price momentum. Best Practices: - Use lookback=1 for intraday scalping. Use lookback=3-5 for swing context. Combine with price action for confirmation. Volume percentages work best on liquid instruments (MNQ, MES, stocks with high volume). NPR21 Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView.
Pine Script® indicator
by NPR21
52W High / Low + 20% Retracement52-Week High / Low with 20% Retracement Level This indicator provides a visual context for momentum and drawdown analysis using 52-week price extremes. What it shows: - The 52-week high and 52-week low levels. - A retracement level defined as a fixed percentage (default 20%) below the 52-week high. How to interpret it: - Price above the retracement level indicates that the stock has corrected in a controlled manner and the broader momentum structure is still intact. - Price below the retracement level suggests a deeper drawdown and potential deterioration of momentum. Intended use: - Designed as a quality filter, not as an entry or exit signal. - Helps identify stocks with strong momentum that are consolidating rather than breaking down. - Should be combined with trend and liquidity filters. Notes: - The retracement percentage is adjustable. - This indicator is descriptive, not predictive. - It does not replace risk management or stop-loss rules. */
Pine Script® indicator
by danavillanueva
SNIPER Trend Continuation V1TC SNIPER (Trend Continuation) ### When to Use - Market is **OUT OF BALANCE** (trending, momentum) - Clear **displacement** away from prior value - **New York session** (AVOID London open fakeouts!) - Strong directional moves with follow-through ### The Setup Sequence ``` 1. IMPULSE DETECTED └── Strong directional move (2× ATR+) └── Multiple momentum bars └── Price above/below fast EMA 2. LVN ZONE IDENTIFIED └── 23.6% - 61.8% Fibonacci retracement └── Low volume pullback area 3. PRICE PULLS BACK TO LVN └── Retraces into the zone └── Volume decreases (exhaustion) 4. AGGRESSION CONFIRMATION └── Entry candle in trend direction └── Volume spikes (1.3×+ average) └── Fat body, minimal adverse wick └── EMA alignment confirms trend 5. ENTRY → TARGET: PREV POC ```
Pine Script® indicator
by alexandrodisla
SNIPER Mean Reversion V1MR SNIPER (Mean Reversion) ### When to Use - Market is **IN BALANCE** (ranging, consolidating) - Price **breaks out but FAILS** to hold - **London session** or compressed summer conditions - Failed breakouts returning to value ### The Setup Sequence ``` 1. BALANCE DETECTED └── Price rotating around POC 2. BREAKOUT ATTEMPT └── Price pushes beyond Value Area 3. FAILURE + RECLAIM ← KEY MOMENT └── Price comes BACK inside balance └── DO NOT trade first move back! 4. PULLBACK INTO LVN └── Wait for pullback after reclaim 5. AGGRESSION CONFIRMATION └── Entry candle shows buy/sell pressure └── Volume elevated (1.2×+ average) └── Fat body (60%+ of range) 6. ENTRY → TARGET: POC ``` ### Signal Labels - **MR↑** = Mean Reversion Long (failed breakdown) - **MR↓** = Mean Reversion Short (failed breakout) - **S/A/B** = Signal quality tier ### Risk Management - **Stop**: Below recent low (long) / Above recent high (short) - **Target**: POC (center of value) - **Risk**: 0.25-0.5% per trade
Pine Script® indicator
by alexandrodisla
Macro Stress Monitor (USDJPY + JGB + Yield Curve) # **Note‑Style Description** This indicator provides a consolidated framework for monitoring two of the most systemically important channels of global USD liquidity transmission: **offshore USD funding conditions in Japan** and **front‑end U.S. rates stress linked to repo and collateral dynamics**. While TradingView does not supply direct access to cross‑currency basis swaps or repo benchmarks, the script employs market‑validated proxies that closely track the same underlying pressures observed in dealer balance‑sheet constraints, FX‑hedged flows, and Treasury funding markets. ### **1. USD/JPY Funding Pressure (Basis‑Swap Proxy)** The USD/JPY cross‑currency basis is a primary indicator of offshore USD funding premia for Japanese banks, insurers, and real‑money accounts. Basis widening typically reflects elevated USD demand, reduced hedge ratios, and impaired FX swap market liquidity. To approximate this behavior in real time, the indicator combines: - **USDJPY spot**, which tends to accelerate higher during USD funding stress, FX swap dislocations, or shifts in BOJ/Fed policy differentials. - **JP10Y (Japan 10‑year yield)**, which captures JGB‑market stress, duration‑hedging flows, and the impact of FX‑hedged UST carry dynamics on domestic rates. The joint behavior of these two series provides a high‑signal proxy for USD/JPY basis conditions, particularly around quarter‑end, fiscal year‑end, and BOJ policy events. ### **2. U.S. Front‑End Curve Stress (Repo/Collateral Proxy)** Stress in the U.S. repo market often manifests first in the front end of the Treasury curve, where funding volatility, collateral scarcity, and dealer balance‑sheet compression drive rapid curve distortions. The indicator tracks: - **US02Y – US10Y (2s10s spread)** as a public‑market proxy for repo tightness, GC specialness, and leveraged Treasury basis‑trade unwind risk. A deeper inversion or accelerated flattening of the 2s10s curve frequently coincides with rising funding premia, increased margin requirements, and deleveraging across rates‑sensitive strategies. ### **3. Stress Diagnostics** The script highlights three conditions that historically align with elevated cross‑asset fragility: - **USDJPY > 20‑day SMA** — proxy for USD funding stress / basis widening - **JP10Y < 20‑day SMA** — proxy for JGB‑market stress or hedging‑related duration flows - **2s10s < –0.50** — proxy for front‑end funding pressure and repo‑related curve distortions These are not directional trading signals. They are **liquidity‑risk diagnostics** intended to identify periods when global funding markets become more vulnerable to synchronized deleveraging. ### **4. Intended Use Case** This tool is designed for macro practitioners, cross‑asset strategists, and risk managers who monitor: - USD funding premia and cross‑currency basis dynamics - FX‑hedged UST flows and Japanese institutional positioning - Treasury basis‑trade leverage and repo‑driven volatility - BOJ/Fed policy interactions and quarter‑end balance‑sheet effects - Systemic liquidity conditions across FX, rates, and credit The indicator provides a real‑time dashboard for identifying early‑stage liquidity stress that may precede broader cross‑asset volatility.
Pine Script® indicator
by EAC3000
1
Contract Size OverviewNever second-guess your position size again. This indicator displays your pre-configured contract or lot sizes for all your frequently traded instruments, so you always know exactly how much to trade the moment you open a chart. 🎯 Why Use This? Switching between ES futures, crypto pairs, and forex? Each instrument likely has a different position size based on your risk management. Instead of calculating or remembering sizes every time, configure them once and let the indicator do the work. ✨ Key Features Configure up to 10 symbols with custom position sizes Full support for fractional sizes (0.1 BTC, 0.25 ETH, etc.) Automatic symbol detection — works with continuous contracts (ES1!, NQH2025, etc.) Two display modes: current symbol only or full watchlist Optional large on-chart label for instant visibility Fully customizable colors and positioning 📖 How To Use Add the indicator to your chart Open settings and enter your traded symbols (ES, NQ, BTCUSDT, etc.) Set your default position size for each Switch between charts — your size appears automatically ⚙️ Display Options Single Mode : Shows only the current chart's position size — clean and minimal List Mode : Displays all configured symbols with the current one highlighted Large Label : Optional prominent display directly on the price chart 💡 Perfect For Futures traders managing multiple contracts (ES, NQ, CL, GC) Crypto traders with fractional position sizes Anyone who trades multiple instruments with different risk allocations Traders who want to eliminate sizing mistakes when switching markets ⚠️ Note This is an informational overlay only. It does not execute trades or connect to any broker.
Pine Script® indicator
by trading-guide
1
Positive Volatility Ratio (Vol+ / Vol-) Positive Volatility Ratio (Vol+ / Vol-) This indicator measures whether an asset’s volatility is driven mainly by upward or downward price movements over a given time window. How it works: - Daily returns are calculated. - Positive and negative returns are separated. - The standard deviation of each group is computed. - The Vol+ / Vol- ratio compares how much volatility comes from upward moves versus downward moves. Interpretation: - Ratio > 1 → volatility dominated by upside moves (cleaner momentum). - Ratio ≈ 1 → symmetric movement / noise. - Ratio < 1 → volatility dominated by downside moves (not ideal for momentum). Recommended use: - Use as a pre-filter for the trading universe. - Do not use as an entry or exit signal. - Always combine with trend and liquidity filters. Notes: - This is not a standard or predictive indicator. - It does not replace risk management or stop-loss rules. - Longer lookback windows (60–120 days) tend to be more robust. */
Pine Script® indicator
by danavillanueva
PA SystemPA System - Price Action Trading System 价格行为交易系统 📊 概述 / Overview PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems. PA System 是一个综合性价格行为交易指标，结合了Smart Money概念(SMC)、市场结构分析和多时间框架确认，用于识别高概率交易机会。适用于手动交易者和算法交易系统。 ✨ 核心特性 / Key Features 🎯 Four-Phase Signal System / 四阶段信号系统 H1 (First Pullback) - Initial bullish retracement in uptrend H2 (Confirmed Entry) - Breakout confirmation for long entries L1 (First Bounce) - Initial bearish bounce in downtrend L2 (Confirmed Entry) - Breakdown confirmation for short entries 中文说明： H1（首次回调） - 上升趋势中的初次回撤信号 H2（确认入场） - 突破确认的做多入场点 L1（首次反弹） - 下降趋势中的初次反弹信号 L2（确认入场） - 跌破确认的做空入场点 📐 Market Structure Detection / 市场结构识别 HH (Higher High) - Uptrend confirmation / 上升趋势确认 HL (Higher Low) - Bullish pullback / 多头回调 LH (Lower High) - Bearish bounce / 空头反弹 LL (Lower Low) - Downtrend confirmation / 下降趋势确认 💎 Smart Money Concepts (SMC) / 智能资金概念 BoS (Break of Structure) - Trend continuation signal / 趋势延续信号 CHoCH (Change of Character) - Potential trend reversal / 潜在趋势反转 📈 Dynamic Trendlines / 动态趋势线 Auto-drawn support and resistance trendlines / 自动绘制支撑阻力趋势线 Real-time extension to current bar / 实时延伸至当前K线 Slope-filtered for accuracy / 斜率过滤确保准确性 🎚️ Multi-Timeframe Analysis / 多时间框架分析 Higher timeframe trend filter (default 4H) / 大周期趋势过滤（默认4小时） Prevents counter-trend trades / 防止逆势交易 Configurable timeframe / 可配置时间周期 📊 Volume Confirmation / 成交量确认 Filters signals based on volume strength / 基于成交量强度过滤信号 20-period volume MA comparison / 与20期成交量均线对比 High-volume bars highlighted / 高成交量K线高亮显示 🎯 Risk Management Tools / 风险管理工具 Automatic SL/TP calculation and display / 自动计算并显示止损止盈 Visual stop loss and take profit lines / 可视化止损止盈线条 Risk percentage and R:R ratio display / 显示风险百分比和盈亏比 Dynamic stop loss sizing (0.3% - 1.5%) / 动态止损范围（0.3% - 1.5%） 📱 Real-Time Alerts / 实时警报 Instant notifications on H2/L2 signals / H2/L2信号即时通知 Webhook support for automation / 支持Webhook自动化 Mobile, email, and popup alerts / 手机、邮件和弹窗警报 📊 Professional Dashboard / 专业仪表盘 Real-time market state (CHANNEL/RANGE/BREAKOUT) / 实时市场状态 Local and MTF trend indicators / 本地及大周期趋势指标 Order flow status (HIGH VOL / LOW VOL) / 订单流状态 Last signal tracker / 最新信号追踪 🔧 参数设置 / Parameter Settings Structure Settings / 结构设置 Parameter Default Range Description Swing Length / 摆动长度 5 2-20 Pivot detection sensitivity / 枢轴点检测灵敏度 Trend Confirm Bars / 趋势确认根数 3 2-10 Consecutive bars for breakout / 突破所需连续K线数 Channel ATR Mult / 通道ATR倍数 2.0 1.0-5.0 Range detection threshold / 区间检测阈值 Signal Settings / 信号设置 Parameter Default Description Enable H2 Longs / 启用H2做多 ✅ Toggle long signals / 开关做多信号 Enable L2 Shorts / 启用L2做空 ✅ Toggle short signals / 开关做空信号 Micro Range Length / 微平台长度 3 Breakout detection bars / 突破检测K线数 Close Strength / 收盘强度 0.6 Minimum close position in bar / K线内最小收盘位置 Filter Settings / 过滤设置 Parameter Default Description Use MTF Filter / 大周期过滤 ✅ Enable higher timeframe filter / 启用大周期过滤 MTF Timeframe / 大周期时间框架 240 (4H) Higher timeframe period / 大周期时间 Use Volume Filter / 成交量过滤 ✅ Require high volume confirmation / 需要高成交量确认 Volume MA Length / 成交量均线周期 20 Volume comparison period / 成交量对比周期 Fast EMA / 快速EMA 20 Short-term trend / 短期趋势 Slow EMA / 慢速EMA 50 Long-term trend / 长期趋势 Risk Management / 风险管理 Parameter Default Description Risk % / 风险百分比 1.0% Risk per trade / 每笔交易风险 R:R Ratio / 盈亏比 2.0 Reward to risk ratio / 盈亏比率 Max SL ATR / 最大止损ATR 3.0 Maximum stop loss in ATR / 最大止损ATR倍数 Min SL % / 最小止损百分比 0.3% Minimum stop loss percentage / 最小止损百分比 Max SL % / 最大止损百分比 1.5% Maximum stop loss percentage / 最大止损百分比 📖 使用方法 / How to Use 1. 基础设置 / Basic Setup For Day Trading (5-15 min charts) / 日内交易（5-15分钟图） text Swing Length: 5 MTF Timeframe: 240 (4H) Risk %: 1.0% R:R: 2.0 For Swing Trading (1-4H charts) / 波段交易（1-4小时图） text Swing Length: 8 MTF Timeframe: D (Daily) Risk %: 0.5% R:R: 3.0 For Scalping (1-5 min charts) / 剥头皮（1-5分钟图） text Swing Length: 3 MTF Timeframe: 60 (1H) Risk %: 0.5% R:R: 1.5 Use Volume Filter: ✅ 2. 信号识别 / Signal Identification Long Entry / 做多入场 ✅ Dashboard shows "Local Trend: BULL" / 仪表盘显示"本地趋势：多头" ✅ MTF Trend shows "BULLISH" / 大周期趋势显示"看涨" ✅ Green circle (H1) appears below bar / 绿色圆点(H1)出现在K线下方 ⏳ Wait for H2 signal (green triangle ▲) / 等待H2信号（绿色三角▲） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of H2 bar / 在H2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 Short Entry / 做空入场 ✅ Dashboard shows "Local Trend: BEAR" / 仪表盘显示"本地趋势：空头" ✅ MTF Trend shows "BEARISH" / 大周期趋势显示"看跌" ✅ Red circle (L1) appears above bar / 红色圆点(L1)出现在K线上方 ⏳ Wait for L2 signal (red triangle ▼) / 等待L2信号（红色倒三角▼） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of L2 bar / 在L2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 3. 警报设置 / Alert Setup Step-by-Step / 分步操作 Click the "⏰" alert icon on chart / 点击图表上的"⏰"警报图标 Select "PA System - Indicator Version" / 选择"PA System (V1.1) - Indicator Version" Condition: "Any alert() function call" / 条件：选择"Any alert() function call" Choose notification method: / 选择通知方式： 📱 Mobile Push / 手机推送 📧 Email / 邮件 🔗 Webhook URL (for automation) / Webhook网址（用于自动化） Set frequency: "Once Per Bar Close" / 频率：选择"Once Per Bar Close" Click "Create" / 点击"创建" Webhook Example for IBKR API / IBKR API的Webhook示例 json { "signal": "{{strategy.order.action}}", "ticker": "{{ticker}}", "entry": {{close}}, "stop_loss": {{plot_0}}, "take_profit": {{plot_1}}, "timestamp": "{{timenow}}" } 4. 交易管理 / Trade Management Position Sizing / 仓位计算 text Account: $10,000 Risk per Trade: 1% = $100 Entry Price: $690.45 Stop Loss: $687.38 Risk per Share: $690.45 - $687.38 = $3.07 Position Size: $100 / $3.07 = 32 shares Partial Profit Taking / 部分止盈 Close 50% position at 1:1 R:R / 在1:1盈亏比时平仓50% Move SL to breakeven / 移动止损至保本位 Let remaining 50% run to 2R target / 让剩余50%跑向2R目标 🎨 视觉元素说明 / Visual Elements Guide Chart Markers / 图表标记 Symbol Color Meaning ⚫ Small Circle / 小圆点 🟢 Green / 绿色 H1 - First bullish pullback / 首次多头回调 ▲ Triangle / 三角形 🟢 Green / 绿色 H2 - Confirmed long entry / 确认做多入场 ⚫ Small Circle / 小圆点 🔴 Red / 红色 L1 - First bearish bounce / 首次空头反弹 ▼ Inverted Triangle / 倒三角 🔴 Red / 红色 L2 - Confirmed short entry / 确认做空入场 Structure Labels / 结构标签 Label Position Meaning HH Above high / 高点上方 Higher High - Bullish / 更高的高点-看涨 HL Below low / 低点下方 Higher Low - Bullish / 更高的低点-看涨 LH Above high / 高点上方 Lower High - Bearish / 更低的高点-看跌 LL Below low / 低点下方 Lower Low - Bearish / 更低的低点-看跌 BoS/CHoCH Lines / 破位线条 Type Color Width Meaning BoS 🔵 Teal / 青色 2px Break of Structure - Trend continues / 结构突破-趋势延续 CHoCH 🔴 Red / 红色 2px Change of Character - Trend reversal / 性质改变-趋势反转 Trendlines / 趋势线 Type Color Style Meaning Bullish / 看涨 🔵 Teal / 青色 Solid / 实线 Uptrend support / 上升趋势支撑 Bearish / 看跌 🔴 Red / 红色 Solid / 实线 Downtrend resistance / 下降趋势阻力 Risk Lines / 风险线条 Type Color Style Meaning Stop Loss / 止损 🔴 Red / 红色 Dashed / 虚线 Suggested stop loss level / 建议止损位 Take Profit / 止盈 🟢 Green / 绿色 Dashed / 虚线 Suggested take profit level / 建议止盈位 Dashboard Colors / 仪表盘颜色 Status Color Meaning BULL / 多头 🟢 Green / 绿色 Bullish trend / 看涨趋势 BEAR / 空头 🔴 Red / 红色 Bearish trend / 看跌趋势 NEUTRAL / 中性 ⚪ Gray / 灰色 No clear trend / 无明确趋势 BREAKOUT / 突破 🟡 Lime / 黄绿 Strong momentum / 强劲动能 HIGH VOL / 高成交量 🔵 Cyan / 青色 High volume confirmation / 高成交量确认 💡 交易策略建议 / Trading Strategy Tips ✅ High Probability Setups / 高概率设置 Trend Alignment / 趋势一致 Local Trend = BULL + MTF Trend = BULLISH / 本地多头 + 大周期看涨 Or: Local Trend = BEAR + MTF Trend = BEARISH / 或：本地空头 + 大周期看跌 Volume Confirmation / 成交量确认 H2/L2 signal appears with cyan volume bar / H2/L2信号伴随青色成交量柱 Volume > 20-period MA / 成交量 > 20期均线 Trendline Support / 趋势线支撑 H2 appears near bullish trendline / H2出现在看涨趋势线附近 L2 appears near bearish trendline / L2出现在看跌趋势线附近 BoS Confirmation / BoS确认 Recent BoS in same direction / 最近同方向的BoS No CHoCH against the trade / 无逆向的CHoCH ❌ Avoid These Setups / 避免这些情况 Conflicting Trends / 趋势冲突 Local BULL but MTF BEARISH / 本地多头但大周期看跌 Market State = RANGE / 市场状态 = 区间 Low Volume / 低成交量 Order Flow shows "LOW VOL" / 订单流显示"低成交量" Volume bar is red (below MA) / 成交量柱为红色（低于均线） Against Trendline / 逆趋势线 Shorting at bullish trendline support / 在看涨趋势线支撑处做空 Buying at bearish trendline resistance / 在看跌趋势线阻力处做多 Recent CHoCH / 近期CHoCH CHoCH appeared within 10 bars / 10根K线内出现CHoCH Potential trend reversal zone / 潜在趋势反转区域 🔄 优化建议 / Optimization Tips For Different Markets / 针对不同市场 Stocks / 股票 text Swing Length: 5-8 MTF: 240 (4H) or D (Daily) Risk %: 0.5-1.0% Best on: SPY, QQQ, AAPL, TSLA Forex / 外汇 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-2.0% Best on: EUR/USD, GBP/USD, USD/JPY Use Volume Filter: OFF (Forex volume is unreliable) Crypto / 加密货币 text Swing Length: 3-5 MTF: 240 (4H) Risk %: 0.5-1.0% (high volatility) Max SL %: 2.0-3.0% Best on: BTC, ETH, SOL Futures / 期货 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-1.5% Best on: ES, NQ, RTY, CL 🤖 自动化集成 / Automation Integration Python + IBKR API Example / Python + IBKR API示例 python import requests from ib_insync import * def handle_tradingview_alert(alert_data): """ Receives webhook from TradingView alert 接收来自TradingView警报的webhook """ signal = alert_data # "H2 LONG" or "L2 SHORT" ticker = alert_data # "SPY" entry = alert_data # 690.45 stop_loss = alert_data # 687.38 take_profit = alert_data # 696.59 # Connect to IBKR ib = IB() ib.connect('127.0.0.1', 7497, clientId=1) # Create contract contract = Stock(ticker, 'SMART', 'USD') # Calculate position size (1% risk) account_value = ib.accountValues() .value risk_amount = float(account_value) * 0.01 risk_per_share = abs(entry - stop_loss) quantity = int(risk_amount / risk_per_share) # Place order if "LONG" in signal: order = MarketOrder('BUY', quantity) else: order = MarketOrder('SELL', quantity) trade = ib.placeOrder(contract, order) # Set stop loss and take profit ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss)) ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit)) ib.disconnect() TradersPost Integration / TradersPost集成 Create TradersPost account / 创建TradersPost账户 Connect IBKR broker / 连接IBKR券商 Get Webhook URL / 获取Webhook网址 Add to TradingView alert / 添加到TradingView警报 Test with paper trading / 用模拟账户测试 📊 性能指标 / Performance Metrics Expected Performance (Backtested) / 预期表现（回测） Metric Value Notes Win Rate / 胜率 60-75% With all filters enabled / 启用所有过滤器 Avg R:R / 平均盈亏比 1.8-2.2 Using 2R target / 使用2R目标 Max Drawdown / 最大回撤 8-12% 1% risk per trade / 每笔1%风险 Profit Factor / 盈利因子 1.8-2.5 Trend-following bias / 趋势跟随偏向 Best Markets / 最佳市场 Trending Avoid ranging markets / 避免区间市场 ⚠️ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first. ⚠️ 免责声明：历史表现不保证未来结果。请先在模拟账户测试。 🛠️ 故障排除 / Troubleshooting Problem: No signals appearing / 问题：没有信号出现 Solution / 解决方案: Disable MTF Filter temporarily / 暂时关闭大周期过滤 Disable Volume Filter / 关闭成交量过滤 Reduce Swing Length to 3 / 将摆动长度降至3 Check if market is ranging (no clear trend) / 检查市场是否处于区间（无明确趋势） Problem: Too many signals / 问题：信号太多 Solution / 解决方案: Enable MTF Filter / 启用大周期过滤 Enable Volume Filter / 启用成交量过滤 Increase Swing Length to 8 / 将摆动长度增至8 Enable Break Filter / 启用破位过滤 Problem: Alerts not working / 问题：警报不工作 Solution / 解决方案: Check "Enable Alerts" is ON / 检查"启用警报"已开启 Verify alert condition is "Any alert() function call" / 确认警报条件为"Any alert() function call" Check notification settings in TradingView / 检查TradingView通知设置 Test alert with "Test" button / 用"测试"按钮测试警报 Problem: SL/TP lines not showing / 问题：止损止盈线不显示 Solution / 解决方案: Enable "Show SL/TP Labels" in settings / 在设置中启用"显示止损止盈标签" Check if signal is recent (lines expire after 10 bars) / 检查信号是否近期（线条在10根K线后消失） Zoom in to see lines more clearly / 放大图表以更清楚地看到线条 📚 常见问题 FAQ Q1: Can I use this on any timeframe? / 可以在任何时间框架使用吗？ A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading). 可以，但在5分钟-4小时图表效果最佳。推荐：15分钟（日内交易），1小时（波段交易）。 Q2: Do I need to enable all filters? / 需要启用所有过滤器吗？ A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended. 不需要。从全部启用开始，然后根据风险承受能力禁用。强烈推荐MTF过滤器。 Q3: Can I automate this with IBKR? / 可以与IBKR自动化吗？ A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above. 可以！使用TradingView警报 + Webhook + Python脚本 + IBKR API。参见上方自动化示例。 Q4: What's the difference between Strategy and Indicator version? / 策略版和指标版有什么区别？ A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator. 策略版=仅回测。指标版=实时警报+自动化。两者结合使用：用策略版回测，用指标版交易。 Q5: Why does H2 appear but no trade? / 为什么出现H2但没有交易？ A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts. 这是指标，不是策略。你需要手动下单或通过警报使用自动化。 ⚖️ 免责声明 / Disclaimer IMPORTANT / 重要提示: This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always: 本指标仅供教育目的。交易涉及重大亏损风险。历史表现不保证未来结果。请务必： ✅ Test in paper trading first / 先在模拟账户测试 ✅ Use proper risk management (1-2% max per trade) / 使用适当风险管理（每笔最多1-2%） ✅ Never risk more than you can afford to lose / 永远不要冒超出承受能力的风险 ✅ Understand the strategy before using / 使用前理解策略原理 Not financial advice. Trade at your own risk. 非投资建议。交易风险自负。
Pine Script® indicator
by Yistle