Inizia

Rapporto Advance/Decline

Market Internal TrendMIT - Market Internal Trend I've developed what I consider to be the best market internals, market breadth indicator on Trading View to date :) Market internals (sometimes referred to as Market Breadth) are built-in indicators of the market, there are the following main indicators: TICK - Uptick or downtick transaction of market (NYSE/NASDAQ) ADD - Advancing or declining issues/stocks of the market VOLD - Up volume or down volume of the issues/stocks of the market TRIN - Trend of market based on ADD and VOLD VIX - Volatility of the market PCN - Options market puts vs calls What makes this different? This single compact indicator delivers an "eyes on glass" style presentation to detail extreme movements of TICK, sentiment analysis of ADD and VOLD as well as their trends and report when the market is most likely balanced or an in imbalance. No need to study multiple clouds and amassing a ton of different charts all with similar indicator setups and candle analysis in the heat of the moment. Use this to determine the overall initial trend at open, watching for imbalance and extreme movement on TICK as a signal to prepare for potential trades. The metrics table is useful to see where potential rejections/bounces may occur on the volatility index. Extreme tick closures (see below) can provide excellent trim or exit signals for existing trades depending on the market structure of the day (trending or ranging). How To Use The main histogram represents the highs and lows of TICK, anything within the +/- $500 region is most likely normal movement while anything outside of that will brighten in color and indicates potential larger reactions. Extreme highs and lows will be represented by white diamonds by default, closures are indicated by bright colored crosses at $0. Price levels should be noted on the securities being traded during TICK extreme movement, these usually act as dynamic support and resistance from my observations but your results may vary (please share in comments your experiences!). There is a smoothed trend line over the histogram, by default it's white in color, and this represents simply a trend of TICK closures - when it's trending down the market should be following in kind and vice versa; adjust the smoothing length in settings to suit your trading style. The center line will have colored dots, by default yellow for balanced markets or white for imbalanced markets. When the market is in an imbalance that's when trending moves have been observed and balanced markets are usually choppy with sideways price action not suitable for quick scalp type trading styles. The upper colored band represents the market overall advancing or declining issues/stocks within the market, by default green tones are bullish for a advancing market and red tones represent bearish market - the brighter the tone the strong the sentiment. There are triangles at all times above this band and that represents a smoothed trend status as compared to the current amount of stocks in advance or decline, if the smoothed trend is above then it's potentially a signal of reversal (red triangles over green band would be bearish reversal and vice versa). The lower colored band works the exact same as the upper band but it tracks the up and down volume of the issues/stocks within the market, it utilizes the same color and triangle logics as the upper band. Markets Currently this will present internals data for NYSE and NASDAQ, I'm still researching other markets internals and their particulars. The signals on this indicator will best apply to SPY, QQQ, ES, NQ or highly liquid ETFs largely affected by NYSE or NASDAQ - individual stocks may have mixed results depending on how they're moving with major indexes so keep that in mind when watching for sympathy moves with the indicator. Usage Conditions All of the market internals are fantastic indicators when day trading, I've had great success on 1-15 minute and even higher for scalps or intra-day swings. Observing the middle dots will save those of you that struggle in choppy markets from being too aggressive when opportunities don't exist. Use the triangles, diamonds, dots and crosses to your advantage to manage your scalps and intra-day swings, or gain an edge in preparation for entering trades! I hope this indicator is a benefit to all for day trading, provide any feedback or feature requests in the comments.
Indicatore Pine Script®
di TradeSeekers
47
Deemer Breakaway Momentum ThrustBreakaway momentum is a "breadth thrust" coined by Walter Deemer in the 1970s that occurs when the ten-day total advances on the NYSE are greater than 1.97 times the ten-day total NYSE declines. This indicator calculates the ratio and plots it as a histogram. The 1.97 threshold is also plotted as a horizontal line. Anytime the histogram gets above the line Breakaway Momentum has occurred. This is a rare signal that has only happened 25 times since 1945.
Indicatore Pine Script®
di Amphibiantrading
13
Improved Lowry Up-Down Volume + Stocks Indicatordocs.cmtassociation.org In Paul F. Desmond's award winning paper in 2002 entitled "Identifying Bear Market Bottoms and New Bull Markets", he proposed an indicator for panic buying and selling that can be used to determine major market bottoms. The paper explains that in major bear markets, you should have at least one, or more than one multiple 90% down days. Recoveries out of bear markets, or beginnings of new bull markets, should have at least one of the following conditions: 1) At least one 90% up volume day 2) At least two back-to-back 80% up volume days Up and Down volume are defined as: 1) 90% up volume - defined as 90% up volume / total volume (or 10% down volume / total volume) 2) 90% down volume - defined as 90% down volume / total volume (or 10% up volume / total volume) Several scripts exist in Tradingview to show this indicator for Up and Down volume, along with arrows or indicators for green up days or red down days. However, this script is an improved version as it allows you the option to customize a couple parameters: 1) You may chose whether you'd like to use volume or stocks - sometimes it's better to have confluence between volume and actual stocks at the 90% threshold 2) You may chose the exchanges to consider - in the paper the NYSE is discussed, but this allows the expansion into NYSE, NASDAQ, DOW, and even a combined NYSE + NASDAQ + DOW indicator 3) It uniquely codes in the ability to plot a buy signal for both 90% up days, but also two back-to-back 80% up days - which is in the spirit of the original paper I hope you enjoy this script and please let me know if you'd like me to make any modifications or additions. Thank you, sincerely, Jim Bosse
Indicatore Pine Script®
di jlb05013
4
Walter Deemer Market Breadth Breakaway MomentumThis indicator is based on long time market analysts Walter Deemer's research. Below is a summary of what the indicator is used for. In short it can be used to spot market reversals. In short, when the 10 day NYSE Advance:Decline ratio breaches 1.97, the market has achieved break away momentum. When the 20 day ratio achieves a 1.72 ratio this can be a "good" signal even if when the 10 day has not achieved a 1.97 ratio. In addition to the NYSE, you can toggle NASDAQ, AMEX, or the average of the three. You can read more about it here: walterdeemer.com "Downside momentum usually peaks at the end of a decline, as prices cascade into a primary low. On the upside, though, momentum peaks at the beginning of an advance, then gradually dissipates as the advance goes on, and the more powerful the momentum at the move's beginning, the stronger the overall move; REALLY strong momentum is found only at the beginning of a REALLY strong move: a new bull market or a new intermediate leg up within a bull market. We coined the term "breakaway momentum" in the 1970's to describe this REALLY powerful upside momentum. The following is a review of what it is and how it is typically generated. Breakaway momentum (some people call it a "breadth thrust") occurs when ten-day total advances on the NYSE are greater than 1.97 times ten-day total NYSE declines. It is a relatively uncommon phenomenon...24 times it has occurred since World War II (an average of once every 3 1/2 years). Cyclical bull markets, though, are traditionally heralded by breakaway momentum, so we are hopeful that it will be generated this time around, too. ....The real trick in generating breakaway momentum? It's not a lot of advances; it's a lack of declines."
Indicatore Pine Script®
di Wheeelman
5
TEWY - Breadth Based Bar ColorNSE:BANKNIFTY1! ⚠ Important: Before going into details of this script, in order to best use this indicator it is VERY VERY important to make some changes to the chart settings as mentioned below. • REMOVE CANDLE BORDERS from Symbol settings • CHANGE WICK COLOR to white/black/gray based on the chart theme you use, from Symbol settings Make sure you have these settings done. Detail about this indicator 1. This indicator is used to identify the trend based on the momentum of the counter selected. 2. This indicator is calculated differently for indices NSE:NIFTY and NSE:BANKNIFTY. As I take high weightage stock under these indices to get overall indices momentum. 3. I have used the rate of change and RSI of it to calculate momentum. 4. I would typically use this indicator to see momentum on the Monthly and Weekly first and daily timeframe to get proper entry. 5. Also please try to stay in the long position more than the short position as we all know that, the imminent nature of the market is to go upward only. 6. Please try to keep base inputs as defaults, though it allows you to change input parameters like changing the length of momentum indicator or bar color options. Below is the description of each input • Smoothen: It changes source from CLOSE to OHLC4. • Signal Length: It's the length(no of candles) for which the momentum is calculated. Like for RSI the default period/length is 14 or for Moving Average indicator default period/length is 9, I simply use 20 as the default length • Timeframe: If you want to calculate momentum based on the momentum of different time frames. • Change bar Color: Use the toggle to change the color of the bar. You can uncheck it so that no bar color is changed if you need so • Set Bar Color Dynamically: With this even though the oscillator is in opposite direction to the trend it takes the candle close into consideration and sets bar color accordingly. Always respect RISKS and follow stop loss. Let's understand how to take a position using this indicator • Long position:- • If the latest candle color is GREEN and its preceding candle color is RED, then go long in the counter with the strict stop loss(SL) 1% below the preceding RED colored candle. • Once you are in a long position, trail stop loss(SL) below each red candle you see on the chart. • Exit strictly if initial SL or trailing SL is hit. And re-create long positions once you see the next green candle. • Short Position:- • If the latest candle color is RED and its preceding candle color is GREEN, then go short IF RED COLORED CANDLE LOW IS TAKEN OUT. Exit short once you see a green colored candle. • Exit strictly if you see a GREEN-colored candle and create a long position. If you are really interested and need access to this indicator please DM me. I have given a sample illustrational image below, which should help you understand this indicator. Best of luck
Indicatore Pine Script®
di TradeEasyWithYogesh
12
SPX Intraday Mood IndicatorThe SPX Intraday Mood Indicator tries to gauge the intraday market direction of the S&P 500 (SPX) by focusing on internal market data. Based on the 0DTE Mood Indicator concept. Overall strength/weakness is converted into a directional Mood Percentage which can help with choosing a trade type. Use at your own risk and discretion. Potential trade ideas offer no guarantees. Intraday Charts Only. Turn off extended hours data. Only works on SPX. This first version is untested and I am only sharing it to gather feedback on its accuracy, use at your own risk.
Indicatore Pine Script®
di millerrh
50
BANKNIFTY Auto-Trading Indicator based on Market InternalsNSE:BANKNIFTY Dear Fellow Traders, This indicator for BankNifty INTRADAY trading is based on Market Internals - Advance/Decline Volume and TICK These Market Internals, also known as Breadth Tools helps in identifying the overall market sentiment. Just doing some technical analysis on Price action doesn't provide good results. Price action along with Volume gives a meaningful insight and helps in improving the accuracy. But simple VOLUME information is not sufficient to take a directional view on the markets. A segmentation of POSITIVE and NEGATIVE volume gives a clear picture of the symbol movement. We can get the volume information FOR ANY STOCKS anywhere. But, VOLUME INFORMATION FOR AN INDEX ALONG WITH POSITIVE AND NEGATIVE VOLUMES are not available in normal trading platforms. And this tool provides the exact feature. In a nutshell, 1) THIS TOOL PROVIDES BUY/SELL INDICATIONS on the BANKNIFTY based on the underlying stocks' PRICE AND VOLUME 2) THE VOLUME INFORMATION IS BIFURCATED INTO POSITIVE AND NEGATIVE VOLUME , WHICH HELPS IN DECIDING THE MARKET DIRECTION. P.S: This is an Invite-only indicator. Inbox me for getting access.
Indicatore Pine Script®
di mohamedmuzamil008
14
Advance Decline Line with Divergence Finder The advance/decline line (A/D) is a breadth indicator used to show how many stocks are participating in a stock market rally or decline. When major indexes are rallying, a rising A/D line confirms the uptrend showing strong participation. If major indexes are rallying and the A/D line is falling, it shows that fewer stocks are participating in the rally which means the index could be nearing the end of its rally. When major indexes are declining, a falling advance/decline line confirms the downtrend. If major indexes are declining and the A/D line is rising, fewer stocks are declining over time, which means the index may be near the end of its decline. For more info: www.investopedia.com
Indicatore Pine Script®
di Aitch-T
15
Deviation rate of Chinese stock market index// Deviation rate of Chinese stock market index //The purpose of the indicator is to monitor the Chinese stock market index deviation rate to the 20EMA, so each major index can be observed longitudinally at the same time. //This indicator give signal of which Index or instrument should you be focused and when should you enter the market to get a long or short position. //The chart shows the deviation rate between the current price of each major index current price to the 20EMA. //Also it count a deductive ratio between current price to the previous 20th bar close price to (which lead to the slope of the 20SMA) //When using, adjust the corresponding period according to the chart period. //The word DI (divergence) represents the deviation value between the current price and 20EMA, and DE (deduction) represents the deviation value between the current price and the 20 deduction price. //Attention marker: The marker tells one of the moving average (EMA20 and MA20) is turning towards the opposite direction. When DE and DI one is plus , one is minus attention marker appear on the instrument title. //Take the bull trend as an example. If the price is higher than ema20, the EMA20 is turning.If the price is higher than the close price of the bar 20 days ago , the sma20 is turning. //When the ema20 has not turned around to opposite direction , and the ma20 is turning , the deviation rate of the moving average and the deviation rate of the deductible price are different in positive or negative. //The marker as a reminder will appear on the instrument title. //How to use this watchlist: You can freely replace the major indices with the instrument you are focused.
Indicatore Pine Script®
di IcemanRan
3
Relative Strength Index of EU and US Stock Index Trends quality//Relative Strength Index of European and US Stock Index Trends quality //This indicator reveals the relative strength of European and US stock index futures. //take Bull trend as an example , the current closed price>EMA20 value and the current closed price >20th previous bar closed price( deduction price), //it's defined as a lower level bull trend .If the current price EMA20>EMA60, it's defined as a higher level bull trend .If the EMA20>EMA60>EMA120,it's defined as the highest level bull trend. //You can choose to draw the curve with the deviation rate of the original major indexes to 20EMA, or draw the deviation rate with the average value (default value is 5 bars). //In addition, a more technical method is added to analyze the deviation changes of the major indexes.The deviation rate changing velocity value, parameter tan (abbreviated by t) of 1, 2, 5, 10 is introduced. //You can have the option of calculate the tan using average value of 5 candlesticks or original value. //Taking tan1 as an example, it indicates how much the deviation rate between the current price and the previous candlestick has changed. //The indicator of the index color and the description of the trend quality color can be switched off in option. //In addition, this code color scheme is only suitable for black background (the code color needs to be changed by yourself if you use white background).
Indicatore Pine Script®
di IcemanRan
2
Market Breadth Indicator (percentage of US stocks above * SMA)This script is a revised version of jchang274's Multi-Sub script. Add more feature from the original jchang274 script. 1.Compare 4 US STOCK INDEX ( Dowjones 30/NASDAQ100/RUSSELL2000/S&P500 ) in the same index of percentage of stocks above 20 /50/100/200 days simple moving average. 2. Use 4 index of percentage of stocks above 20 /50/100/200 days simple moving average,compare the same stock index ( Dowjones 30/NASDAQ100/RUSSELL2000/S&P500 ) How it begin? Traders and investors use market breadth in order to assess the index’s overall health. Market breadth can be a reliable, if not an accurate, indicator of an upcoming price rise in the index. Similarly, it can also provide early warning signs for a future price decline. What is it？ Market breadth indicators analyze the number of stocks advancing relative to those that are declining in a given index or on a stock exchange. Market breadth refers to how many stocks are participating in a given move in an index or on a stock exchange. An index may be rising yet more than half the stocks in the index are falling because a small number of stocks have such large gains that they drag the whole index higher. How it works? Market breadth studies attempt to uncover strength or weakness in the movements of an index that are not visible simply by looking at a chart of the index.
Indicatore Pine Script®
di IcemanRan
6
Divergence of Market Breadth & Price deduction indicatorHow it begin? Traders and investors use market breadth in order to assess the index’s overall health. Market breadth can be a reliable, if not an accurate, indicator of an upcoming price rise in the index. Similarly, it can also provide early warning signs for a future price decline. What is it？ market breadth in this case refer to percentage of stocks above 20 Simple Moving Average,which could be used as a barometer for the market. How it works? This paticular indicator compare the divergence of Nasdaq 100 and Russell 2000 percentage of stocks above 20 Simple Moving Average. This indicator also include a deduction price method ,which is inspired from LEI & LoneCapital
Indicatore Pine Script®
di IcemanRan
Stocks Advance/Decline HistogramStocks Advance/Decline Histogram indicator, which I call ADH is my own implementation that plots an histogram of the difference between the number of advancing and declining stocks on a daily basis (or higher time frame) for the NASDAQ and NYSE. How to use it? Green: More NYSE stocks are advancing than declining. Red: More NYSE stocks are declining than advancing. Light Green: More NASDAQ stocks are advancing than declining. Light Red: More NASDAQ stocks are declining than advancing. Note: Advance/Decline data is based on daily or higher time frames.
Indicatore Pine Script®
di dman103
4
[KY]New High New Low Ratio(1) What is New High/New Low ratio? New High/New Low ratio is a ratio based on new 52-week high issues and new 52-week low issues. This indicator is best for identifying a bottom if you use this with other breadth indicators. However, this is not so useful to know the timing for short because bull momentum tends to continue. (Market top period is long, market bottom period is short.) Reference: Stochcharts.com school.stockcharts.com (2) How to use? - Add this indicator to your chart. - Overbought >85 tends to continue, so don't short too early. You rather want to hold long until bull momentum deteriorates. Dark green = bullish momentum zone. - Oversold < 30 and if rolls over at the bottom, you can pile up long position.
Indicatore Pine Script®
di KaibaraYuzan
3
Weighted Bank MovementThe indicator comprises of a solid line that moves from -100 to +100 signifying the % of weighted movement among 12 banking stock constituting to the BANK NIFTY movement. A positive value denotes the percentage of banks among the 12 banks that are trading above the previous HLC average ( High , Low , Close ) and vice versa a negative value denotes the percentage of banks trading below the previous HLC ( High , Low , Close ) average. Comments and feedback are welcome. Should you have any doubts or wish to access the script then please feel free to DM me.
Indicatore Pine Script®
di srinivasbusy
5
[RD] Easy Fibonacci Channels================================================================== October 21 2019 - Easy Fibonacci Channels - by RootDuk ================================================================== Easy adaptable fibonacci channels. By changing the levels you can adapt the lines as needed. There's also global params to use for horizontal and vertical scaling. =================================================================== Notes =================================================================== None so far =================================================================== Updates =================================================================== Non so far
Indicatore Pine Script®
di RootDuk
13
ADVN-DECLAdvancing - Declining issues indicator which you can use for Bitcoin trading if you, like me, believe that cryptocurrency is highly correlated with the activity on the stock exchanges (yes, the PROs are here, we just didn't know it yet) This indicator is based on showing the data, as much as possible, as it is, and not messing it up by calculating stuff. Calculation should be used to better understand what the data represents, and not to show beatiful things which are, in fact, not present. You could, for example, take ADVN and DECL, calculate rma() moving averages and make a RSI out of it. The result is very interesting when applied on the daily time frame, but not as useful for trading. By the way, I recommend enabling this option: Right click - Settings - Timezones / Sessions Please check "Extended hours (Intraday Only)" I could do it in code with the ticker() function, but I'm under the impression that then, free TV users would not be able to use the indicator.
Indicatore Pine Script®
di danarm
3