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Dual Volume Profiles: Session + Rolling (Range Delineation)Dual Volume Profiles: Session + Rolling (Range Delineation) INTRO This is a probability-centric take on volume profile. I treat the volume histogram as an empirical PDF over price, updated in real time, which makes multi-modality (multiple acceptance basins) explicit rather than assumed away. The immediate benefit is operational: if we can read the shape of the distribution, we can infer likely reversion levels (POC), acceptance boundaries (VAH/VAL), and low-friction corridors (LVNs). My working hypothesis is that what traders often label “fat tails” or “power-law behavior” at short horizons is frequently a tail-conditioned view of a higher-level Gaussian regime. In other words, child distributions (shorter periodicities) sit within parent distributions (longer periodicities); when price operates in the parent’s tail, the child regime looks heavy-tailed without being fundamentally non-Gaussian. This is consistent with a hierarchical/mixture view and with the spirit of the central limit theorem—Gaussian structure emerges at aggregate scales, while local scales can look non-Gaussian due to nesting and conditioning. This indicator operationalizes that view by plotting two nested empirical PDFs: a rolling (local) profile and a session-anchored profile. Their confluence makes ranges explicit and turns “regime” into something you can see. For additional nesting, run multiple instances with different lookbacks. When using the default settings combined with a separate daily VP, you effectively get three nested distributions (local → session → daily) on the chart. This indicator plots two nested distributions side-by-side: Rolling (Local) Profile — short-window, prorated histogram that “breathes” with price and maps the immediate auction. Session Anchored Profile — cumulative distribution since the current session start (Premkt → RTH → AH anchoring), revealing the parent regime. Use their confluence to identify range floors/ceilings, mean-reversion magnets, and low-volume “air pockets” for fast traverses. What it shows POC (dashed): central tendency / “magnet” (highest-volume bin). VAH & VAL (solid): acceptance boundaries enclosing an exact Value Area % around each profile’s POC. Volume histograms: Rolling can auto-color by buy/sell dominance over the lookback (green = buying ≥ selling, red = selling > buying). Session uses a fixed style (blue by default). Session anchoring (exchange timezone): Premarket → anchors at 00:00 (midnight). RTH → anchors at 09:30. After-hours → anchors at 16:00. Session display span: Session Max Span (bars) = 0 → draw from session start → now (anchored). > 0 → draw a rolling window N bars back → now, while still measuring all volume since session start. Why it’s useful Think in terms of nested probability distributions: the rolling node is your local Gaussian; the session node is its parent. VA↔VA overlap ≈ strong range boundary. POC↔POC alignment ≈ reliable mean-reversion target. LVNs (gaps) ≈ low-friction corridors—expect quick moves to the next node. Quick start Add to chart (great on 5–10s, 15–60s, 1–5m). Start with: bins = 240, vaPct = 0.68, barsBack = 60. Watch for: First test & rejection at overlapping VALs/VAHs → fade back toward POC. Acceptance beyond VA (several closes + growing outer-bin mass) → traverse to the next node. Inputs (detailed) General Lookback Bars (Rolling) Count of most-recent bars for the rolling/local histogram. Larger = smoother node that shifts slower; smaller = more reactive, “breathing” profile. • Typical: 40–80 on 5–10s charts; 60–120 on 1–5m. • If you increase this but keep Number of Bins fixed, each bin aggregates more volume (coarser bins). Number of Bins Vertical resolution (price buckets) for both rolling and session histograms. Higher = finer detail and crisper LVNs, but more line objects (closer to platform limits). • Typical: 120–240 on 5–10s; 80–160 on 1–5m. • If you hit performance or object limits, reduce this first. Value Area % Exact central coverage for VAH/VAL around POC. Computed empirically from the histogram (no Gaussian assumption): the algorithm expands from POC outward until the chosen % is enclosed. • Common: 0.68 (≈“1σ-like”), 0.70 for slightly wider core. • Smaller = tighter VA (more breakout flags). Larger = wider VA (more reversion bias). Max Local Profile Width (px) Horizontal length (in pixels) of the rolling bars/lines and its VA/POC overlays. Visual only (does not affect calculations). Session Settings RTH Start/End (exchange tz) Defines the current session anchor (Premkt=00:00, RTH=your start, AH=your end). The session histogram always measures from the most recent session start and resets at each boundary. Session Max Span (bars, 0 = full session) Display window for session drawings (POC/VA/Histogram). • 0 → draw from session start → now (anchored). • > 0 → draw N bars back → now (rolling look), while still measuring all volume since session start. This keeps the “parent” distribution measurable while letting the display track current action. Local (Rolling) — Visibility Show Local Profile Bars / POC / VAH & VAL Toggle each overlay independently. If you approach object limits, disable bars first (POC/VA lines are lighter). Local (Rolling) — Colors & Widths Color by Buy/Sell Dominance Fast uptick/downtick proxy over the rolling window (close vs open): • Buying ≥ Selling → Bullish Color (default lime). • Selling > Buying → Bearish Color (default red). This color drives local bars, local POC, and local VA lines. • Disable to use fixed Bars Color / POC Color / VA Lines Color. Bars Transparency (0–100) — alpha for the local histogram (higher = lighter). Bars Line Width (thickness) — draw thin-line profiles or chunky blocks. POC Line Width / VA Lines Width — overlay thickness. POC is dashed, VAH/VAL solid by design. Session — Visibility Show Session Profile Bars / POC / VAH & VAL Independent toggles for the session layer. Session — Colors & Widths Bars/POC/VA Colors & Line Widths Fixed palette by design (default blue). These do not change with buy/sell dominance. • Use transparency and width to make the parent profile prominent or subtle. • Prefer minimal? Hide session bars; keep only session VA/POC. Reading the signals (detailed playbook) Core definitions POC — highest-volume bin (fair price “magnet”). VAH/VAL — upper/lower bounds enclosing your Value Area % around POC. Node — contiguous block of high-volume bins (acceptance). LVN — low-volume gap between nodes (low friction path). Rejection vs Acceptance (practical rule) Rejection at VA edge: 0–1 closes beyond VA and no persistent growth in outer bins. Acceptance beyond VA: ≥3 closes beyond VA and outer-bin mass grows (e.g., added volume beyond the VA edge ≥ 5–10% of node volume over the last N bars). Treat acceptance as regime change. Confluence scores (make boundary/target quality objective) VA overlap strength (range boundary): C_VA = 1 − |VA_edge_local − VA_edge_session| / ATR(n) Values near 1.0 = tight overlap (stronger boundary). Use: if C_VA ≥ 0.6–0.8, treat as high-quality fade zone. POC alignment (magnet quality): C_POC = 1 − |POC_local − POC_session| / ATR(n) Higher C_POC = greater chance a rotation completes to that fair price. (You can estimate these by eye.) Setups 1) Range Fade at VA Confluence (mean reversion) Context: Local VAL/VAH near Session VAL/VAH (tight overlap), clear node, local color not screaming trend (or flips to your side). Entry: First test & rejection at the overlapped band (wick through ok; prefer close back inside). Stop: A tick/pip beyond the wider of the two VA edges or beyond the nearest LVN, a small buffer zone can be used to judge whether price is truly rejecting a VAL/VAH or simply probing. Targets: T1 node mid; T2 POC (size up when C_POC is high). Flip: If acceptance (rule above) prints, flip bias or stand down. 2) LVN Traverse (continuation) Context: Price exits VA and enters an LVN with acceptance and growing outer-bin volume. Entry: Aggressive—first close into LVN; Conservative—retest of the VA edge from the far side (“kiss goodbye”). Stop: Back inside the prior VA. Targets: Next node’s VA edge or POC (edge = faster exits; POC = fuller rotations). Note: Flatter VA edge (shallower curvature) tends to breach more easily. 3) POC→POC Magnet Trade (rotation completion) Context: Local POC ≈ Session POC (high C_POC). Entry: Fade a VA touch or pullback inside node, aiming toward the shared POC. Stop: Past the opposite VA edge or LVN beyond. Target: The shared POC; optional runner to opposite VA if the node is broad and time-of-day is supportive. 4) Failed Break (Reversion Snap-back) Context: Push beyond VA fails acceptance (re-enters VA, outer-bin growth stalls/shrinks). Entry: On the re-entry close, back toward POC. Stop/Target: Stop just beyond the failed VA; target POC, then opposite VA if momentum persists. How to read color & shape Local color = most recent sentiment: Green = buying ≥ selling; Red = selling > buying (over the rolling window). Treat as context, not a standalone signal. A green local node under a blue session VAH can still be a fade if the parent says “over-valued.” Shape tells friction: Fat nodes → rotation-friendly (fade edges). Sharp LVN gaps → traversal-friendly (momentum continuation). Time-of-day intuition Right after session anchor (e.g., RTH 09:30): Session profile is young and moves quickly—treat confluence cautiously. Mid-session: Cleanest behavior for rotations. Close / news: Expect more traverses and POC migrations; tighten risk or switch playbooks. Risk & execution guidance Use tight, mechanical stops at/just beyond VA or LVN. If you need wide stops to survive noise, your entry is late or the node is unstable. On micro-timeframes, account for fees & slippage—aim for targets paying ≥2–3× average cost. If acceptance prints, don’t fight it—flip, reduce size, or stand aside. Suggested presets Scalp (5–10s): bins 120–240, barsBack 40–80, vaPct 0.68–0.70, local bars thin (small bar width). Intraday (1–5m): bins 80–160, barsBack 60–120, vaPct 0.68–0.75, session bars more visible for parent context. Performance & limits Reuses line objects to stay under TradingView’s max_lines_count. Very large bins × multiple overlays can still hit limits—use visibility toggles (hide bars first). Session drawings use time-based coordinates to avoid “bar index too far” errors. Known nuances Rolling buy/sell dominance uses a simple uptick/downtick proxy (close vs open). It’s fast and practical, but it’s not a full tape classifier. VA boundaries are computed from the empirical histogram—no Gaussian assumption. This script does not calculate the full daily volume profile. Several other tools already provide that, including TradingView’s built-in Volume Profile indicators. Instead, this indicator focuses on pairing a rolling, short-term volume distribution with a session-wide distribution to make ranges more explicit. It is designed to supplement your use of standard or periodic volume profiles, not replace them. Think of it as a magnifying lens that helps you see where local structure aligns with the broader session. How to trade it (TL;DR) Fade overlapping VA bands on first rejection → target POC. Continue through LVN on acceptance beyond VA → target next node’s VA/POC. Respect acceptance: ≥3 closes beyond VA + growing outer-bin volume = regime change. FAQ Q: Why 68% Value Area? A: It mirrors the “~1σ” idea, but we compute it exactly from empirical volume, not by assuming a normal distribution. Q: Why are my profiles thin lines? A: Increase Bars Line Width for chunkier blocks; reduce for fine, thin-line profiles. Q: Session bars don’t reach session start—why? A: Set Session Max Span (bars) = 0 for full anchoring; any positive value draws a rolling window while still measuring from session start. Changelog (v1.0) Dual profiles: Rolling + Session with independent POC/VA lines. Session anchoring (Premkt/RTH/AH) with optional rolling display span. Dynamic coloring for the rolling profile (buying vs selling). Fully modular toggles + per-feature colors/widths. Thin-line rendering via bar line width.
Indicatore Pine Script®
di garysebastianbrowniii
ICC Trading System# ICC Trading System - Indication, Correction, Continuation ## Overview The ICC (Indication, Correction, Continuation) Trading System is a comprehensive market structure analysis tool designed to identify high-probability trend continuation setups. This indicator helps traders understand market phases and provides clear entry signals based on institutional trading concepts. ## Key Features ### 🎯 **Market Structure Analysis** - Automatic detection of swing highs and swing lows - Real-time identification of market trends and reversals - Dynamic support and resistance zone mapping - Clear visual representation of market phases ### 📊 **ICC Phase Detection** - **Indication Phase**: Identifies new higher highs (bullish) or lower lows (bearish) - **Correction Phase**: Tracks pullbacks and retracements - **Continuation Phase**: Signals when trends resume after corrections ### 🚀 **Entry Signals** - Precise BUY signals after bullish indications and corrections - Clear SELL signals after bearish indications and corrections - Entry points based on price breaking back through key levels - Eliminates guesswork in trend continuation trades ### 🎨 **Visual Components** - Swing point markers (triangles) for easy identification - Color-coded support/resistance zones - Background highlighting for current market phase - Information table showing current
Indicatore Pine Script®
di TroutyTrades
3
OSAMA RASMIHow this script works? - it finds and keeps Pivot Points - when it found a new Pivot Point it clears older S/R channels then; - for each pivot point it searches all pivot points in its own channel with dynamic width - while creating the S/R channel it calculates its strength - then sorts all S/R channels by strength - it shows the strongest S/R channels, before doing this it checks old location in the list and adjust them for better visibility - if any S/R channel was broken on last move then it gives alert and put shape below/above the candle - The colors of the S/R channels are adjusted automatically
Indicatore Pine Script®
di Lancer_Gx
The RSP/VOO indicatorThe RSP/VOO indicator refers to the ratio between the performance of two exchange-traded funds (ETFs): RSP (Invesco S&P 500 Equal Weight ETF) and VOO (Vanguard S&P 500 ETF). RSP tracks an equal-weighted version of the S&P 500 index, meaning each of the 500 stocks in the index is given the same weight regardless of company size. In contrast, VOO is a market-cap-weighted ETF, where larger companies (like Apple or Microsoft) have a greater influence on the fund's performance based on their market capitalization. This ratio (RSP divided by VOO) is often used as a market breadth indicator in finance. When the RSP/VOO ratio rises, it suggests that smaller or mid-sized stocks in the S&P 500 are outperforming the largest ones, indicating broader market participation and potentially healthier overall market conditions. Conversely, when the ratio falls, it implies that a few mega-cap stocks are driving the market's gains, which can signal increased concentration risk or a narrower rally. For example, RSP provides more diversified exposure by reducing concentration in large-cap stocks, while VOO reflects the dominance of top-weighted holdings. Investors might monitor this ratio to gauge market sentiment, with RSP historically showing higher expense ratios (around 0.20%) compared to VOO's lower fees (about 0.03%), but offering potentially better risk-adjusted returns in certain environments.1.6秒
Indicatore Pine Script®
di littlesun1992
QLitCycle QuarterlyQLITCYCLE QLitCycle is an intraday cycle visualization tool that divides each trading day into multiple segments, helping traders identify time-based patterns and recurring market behaviors. By splitting the day into distinct periods, this indicator allows for better analysis of intraday rhythms, cycle alignment, and time-specific market tendencies. It can be applied to various markets and timeframes, but is most effective on intraday charts where precise time segmentation can reveal valuable insights.
Indicatore Pine Script®
di grttat
Index Options Expirations and Calendar EffectsFeatures - Highlights monthly equity options expiration (opex) dates. - Marks VIX options expiration dates based on standard 30-day offset. - Shows configurable vanna/charm pre-expiration window (green shading). - Shows configurable post-opex weakness window (red shading). - Adjustable colors, start/end offsets, and on/off toggles for each element. What this does This overlay highlights option-driven calendar windows around monthly equity options expiration (opex) and VIX options expiration. It draws: - Solid blue lines on the third Friday of each month (typical monthly opex). - Dashed orange lines on the Wednesday ~30 days before next month’s opex (typical VIX expiration schedule). - Green shading during a pre-expiration window when vanna/charm effects are often strongest. - Red shading during the post-expiration "window of non-strength" often observed into the Tuesday after opex. How it works 1. Monthly opex is detected when Friday falls between the 15th–21st of the month. 2. VIX expiration is calculated by finding next month’s opex date, then subtracting 30 calendar days and marking that Wednesday. 3. Vanna/charm window (green) : starts on the Monday of the week before opex and ends on Tuesday of opex week. 4. Post-opex weakness window (red) : starts Wednesday of opex week and ends Tuesday after opex. How to use - Add to any chart/timeframe. - Adjust inputs to toggle VIX/opex lines, choose colors, and fine-tune the start/end offsets for shaded windows. - This is an educational visualization of typical timing and not a trading signal. Limitations - Exchange holidays and contract-specific exceptions can shift expirations; this script uses standard calendar rules. - No forward-looking data is used; all dates are derived from historical and current bar time. - Past patterns do not guarantee future behavior. Originality Provides a single, adjustable visualization combining opex, VIX expiration, and configurable vanna/charm/weakness windows into one tool. Fully explained so non-coders can use it without reading the source code.
Indicatore Pine Script®
di non-profit-hedge-fund
Sector Hourly Trend + Dynamic % Here’s a concise but clear description you can give to other users: --- **📊 Sector Hourly Trend + Dynamic % Change Table (Pine Script v6)** This TradingView indicator displays a fixed on-screen table showing the **real-time performance** of the 11 major SPDR sector ETFs. **Features:** * **Hourly Trend Column:** Uses 60-minute candle data to detect the sector’s current direction vs. the previous hour: * **^** (green) → sector is up over the past hour. * **v** (red) → sector is down over the past hour. * **–** (gray) → no change. * **Dynamic % Change Column:** Calculates the percentage move over a user-defined window (in minutes) using 1-minute data. * Background colors: bright green for positive, bright red for negative, gray for no change. * Text color: black for maximum contrast. * **Sector Column:** Lists each SPDR sector by name, color-coded for easy identification. * **Customizable Position:** Choose screen corner and fine-tune with X/Y offsets to avoid overlapping the TradingView Pro badge or UI buttons. * **Always On-Screen:** The table is fixed to the chart’s viewport, so it stays visible regardless of zoom or scroll. **Use Cases:** * Quick visual snapshot of which sectors are leading or lagging intraday. * Monitor short-term sector rotation without switching tickers. * Combine with your trading strategy to align trades with sector momentum.
Indicatore Pine Script®
di howie42gale
Breakout asia USD/CHF1 — Customizable Parameters sess1 & sess2: The two time ranges that define the Asian session (e.g., 20:00–23:59 and 00:00–08:00). Important: format is HHMM-HHMM. rr: The risk/reward ratio (default = 3.0, meaning TP = 3× risk size). onePerSess: Toggle to allow only one trade per Asian session or multiple. bufTicks: Extra margin for the SL beyond the signal candle. 2 — Detecting the Asian Session The script checks if the candle’s time is inside the first range (sess1) or inside the second range (sess2). While inside the Asian session, it updates the current high and low. When the session ends, it locks in these levels as rangeHigh and rangeLow. 3 — Step 1: Detecting the Initial Breakout Bullish breakout → close above rangeHigh → flag breakoutUp is set to true. Bearish breakout → close below rangeLow → flag breakoutDown is set to true. No trade yet — this is just the breakout signal. 4 — Step 2: Waiting for the Retest If a bullish breakout occurred, wait for the price to return to or slightly below rangeHigh and then close back above it. If a bearish breakout occurred, wait for the price to return to or slightly above rangeLow and then close back below it. 5 — Entry & Exit When the retest is confirmed: strategy.entry() is triggered. SL = behind the retest confirmation candle (with optional bufTicks margin). TP = entry price ± RR × risk size. If onePerSess is enabled, no further trades happen until the next Asian session. 6 — Chart Display Green line = locked Asian session high. Red line = locked Asian session low. Light blue background = active Asian session hours. Trade entries are shown on the chart when retests occur.
Strategia Pine Script®
di samuelmathieu0508
Crypto Macro CockpitCrypto Macro Cockpit — Institutional Liquidity Regime Detection 🔍 Overview This script introduces a modern macro framework for crypto market regime detection, leveraging newly added stablecoin market data on TradingView. It’s designed to guide traders through the evolving institutional era of crypto — where liquidity, not just price, is king. 🌐 Why This Matters Historically, traditional proxies like M2 money supply or bond yields were referenced to infer macro liquidity shifts. But with the regulatory green light and institutional embrace of stablecoins, on-chain fiat liquidity is now directly observable. Stablecoins = The new M2 for crypto. This script utilizes real-time data from: 📊 CRYPTOCAP:STABLE.C (Total Stablecoin Market Cap) 📊 CRYPTOCAP:STABLE.C.D (Stablecoin Dominance) to assess dry powder, risk appetite, and macro regime transitions. 📋 How to Read the Crypto Macro Cockpit This dashboard updates every few bars and is organized into four actionable segments: 1️⃣ Macro Spreads Metric --> Interpretation Risk Flow --> Measures capital flow between stablecoins and total crypto market cap. → Green = risk deploying. ETH vs BTC --> Shift in dominance between ETH and BTC → rotation gauge. ETHBTC --> Price ratio movement → confirms leadership tilt. ALTs (TOTAL3ES) --> Momentum in altcoin market, excluding BTC/ETH/stables → key for alt season timing. 2️⃣ Liquidity & Risk Appetite Metric --> Interpretation Liquidity --> Directional change in stablecoin cap → more stables = more dry powder. Risk Appetite --> Inverse of stablecoin dominance → falling dominance = capital rotating into risk. 3️⃣ Stablecoin Context Metric --> Interpretation StableCap ROC --> Growth rate of stablecoin market cap → proxy for fiat inflows. StableDom ROC --> Change in stablecoin dominance → reflects market caution or aggression. 4️⃣ Composite Labels Label --> Interpretation Rotation --> Sector tilt (BTC-led vs ETH/Alts) Regime --> Synthesized macro environment → "Risk-ON", "Caution", "Waiting", or "Risk-OFF" Background Color --> Optional tint reflecting regime for quick glance validation All metrics are evaluated with directional arrows (▲/▼/•) and acceleration overlays, using user-defined thresholds scaled by timeframe for precision. 🔔 Built-in Alerts Predefined, non-repainting alerts include: Regime transitions Sector rotations Confirmed ETH/ALT rotations Stablecoin market cap spikes Risk Flow acceleration You can use these alerts for discretionary trading or automated system triggers. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice. Trading cryptocurrencies involves risk, and past performance does not guarantee future results. Always do your own research and manage risk responsibly. ✅ Ready to Use No configuration needed — just load the script Works on all timeframes (optimized for 1D) Thresholds and smoothing are customizable Table positioning and sizing is user-controlled If you find this helpful, feel free to ⭐️ favorite or leave feedback. Questions welcome in the comments. Let’s trade with macro awareness in this new era.
Indicatore Pine Script®
di RWCS_LTD
Bitcoin Expectile Model [LuxAlgo]The Bitcoin Expectile Model is a novel approach to forecasting Bitcoin, inspired by the popular Bitcoin Quantile Model by PlanC. By fitting multiple Expectile regressions to the price, we highlight zones of corrections or accumulations throughout the Bitcoin price evolution. While we strongly recommend using this model with the Bitcoin All Time History Index INDEX:BTCUSD on the 3 days or weekly timeframe using a logarithmic scale, this model can be applied to any asset using the daily timeframe or superior. Please note that here on TradingView, this model was solely designed to be used on the Bitcoin 1W chart, however, it can be experimented on other assets or timeframes if of interest. 🔶 USAGE The Bitcoin Expectile Model can be applied similarly to models used for Bitcoin, highlighting lower areas of possible accumulation (support) and higher areas that allow for the anticipation of potential corrections (resistance). By default, this model fits 7 individual Expectiles Log-Log Regressions to the price, each with their respective expectile ( tau ) values (here multiplied by 100 for the user's convenience). Higher tau values will return a fit closer to the higher highs made by the price of the asset, while lower ones will return fits closer to the lower prices observed over time. Each zone is color-coded and has a specific interpretation. The green zone is a buy zone for long-term investing, purple is an anomaly zone for market bottoms that over-extend, while red is considered the distribution zone. The fits can be extrapolated, helping to chart a course for the possible evolution of Bitcoin prices. Users can select the end of the forecast as a date using the "Forecast End" setting. While the model is made for Bitcoin using a log scale, other assets showing a tendency to have a trend evolving in a single direction can be used. See the chart above on QQQ weekly using a linear scale as an example. The Start Date can also allow fitting the model more locally, rather than over a large range of prices. This can be useful to identify potential shorter-term support/resistance areas. 🔶 DETAILS 🔹 On Quantile and Expectile Regressions Quantile and Expectile regressions are similar; both return extremities that can be used to locate and predict prices where tops/bottoms could be more likely to occur. The main difference lies in what we are trying to minimize, which, for Quantile regression, is commonly known as Quantile loss (or pinball loss), and for Expectile regression, simply Expectile loss. You may refer to external material to go more in-depth about these loss functions; however, while they are similar and involve weighting specific prices more than others relative to our parameter tau, Quantile regression involves minimizing a weighted mean absolute error, while Expectile regression minimizes a weighted squared error. The squared error here allows us to compute Expectile regression more easily compared to Quantile regression, using Iteratively reweighted least squares. For Quantile regression, a more elaborate method is needed. In terms of comparison, Quantile regression is more robust, and easier to interpret, with quantiles being related to specific probabilities involving the underlying cumulative distribution function of the dataset; on the other expectiles are harder to interpret. 🔹 Trimming & Alterations It is common to observe certain models ignoring very early Bitcoin price ranges. By default, we start our fit at the date 2010-07-16 to align with existing models. By default, the model uses the number of time units (days, weeks...etc) elapsed since the beginning of history + 1 (to avoid NaN with log) as independent variable, however the Bitcoin All Time History Index INDEX:BTCUSD do not include the genesis block, as such users can correct for this by enabling the "Correct for Genesis block" setting, which will add the amount of missed bars from the Genesis block to the start oh the chart history. 🔶 SETTINGS Start Date: Starting interval of the dataset used for the fit. Correct for genesis block: When enabled, offset the X axis by the number of bars between the Bitcoin genesis block time and the chart starting time. 🔹 Expectiles Toggle: Enable fit for the specified expectile. Disabling one fit will make the script faster to compute. Expectile: Expectile (tau) value multiplied by 100 used for the fit. Higher values will produce fits that are located near price tops. 🔹 Forecast Forecast End: Time at which the forecast stops. 🔹 Model Fit Iterations Number: Number of iterations performed during the reweighted least squares process, with lower values leading to less accurate fits, while higher values will take more time to compute.
Indicatore Pine Script®
di LuxAlgo
7
US Macro Cycle (Z-Score Model)US Macro Cycle (Z-Score Model) This indicator tracks the US economic cycle in real time using a weighted composite of seven macro and market-based indicators, each converted into a rolling Z-score for comparability. The model identifies the current phase of the cycle — Expansion, Peak, Contraction, or Recovery — and suggests sector tilts based on historical performance in each phase. Core Components: Yield Curve (10y–2y): Positive & steepening = growth; inverted = slowdown risk. Credit Spreads (HYG/LQD): Tightening = risk-on; widening = risk-off. Sector Leadership (Cyclicals vs. Defensives): Measures market leadership regime. Copper/Gold Ratio: Higher copper = growth signal; higher gold = defensive. SPY vs. 200-day MA: Equity trend strength. SPY/IEF Ratio: Stocks vs. bonds relative strength. VIX (Inverted): Low/falling volatility = supportive; high/rising = risk-off. Methodology: Each series is transformed into a rolling Z-score over the selected lookback period (optionally using median/MAD for robustness and winsorization to clip outliers). Z-scores are combined using user-defined weights and normalized. The smoothed composite is compared against phase thresholds to classify the macro environment. Features: Customizable Weights: Emphasize the indicators most relevant to your strategy. Adjustable Thresholds: Fine-tune cycle phase definitions. Background Coloring: Visual cue for the current phase. Summary Table: Displays composite Z, confidence %, and individual Z-scores. Alerts: Trigger when the phase changes, with details on the composite score and recommended tilt. Use Cases: Align sector rotation or relative strength strategies with the macro backdrop. Identify favorable or defensive phases for tactical allocation. Monitor macro turning points to manage portfolio risk. It's doesn't fill nan gaps so there is quite a bit of zeroes, non-repainting.
Indicatore Pine Script®
di GabrielAmadeusLau
ABS Companion Oscillator — Trend / Exhaustion / New Trend (v1.1) # ABS Companion Oscillator — Trend / Exhaustion / New Trend (v1.1) ## What it is (quick take) **ABS CO** is a unified **–100…+100 trend oscillator** that fuses: * **Regime**: EMA stack (fast/slow/long) + **HTF slope** (e.g., 60-minute) * **Momentum**: **TSI** vs its signal * **Stretch**: session-anchored **VWAP Z-score** for exhaustion and “fresh-trend” sanity checks It paints the oscillator with **lime** in upstate, **red** in downstate, **gray** in neutral, and tags: * **NEW↑ / NEW↓** when a **new trend** likely starts (zero-line cross with acceptable stretch) * **EXH↑ / EXH↓** when an **existing trend looks exhausted** (large |Z| + momentum rollback) > Use it as a **direction filter and context layer**. Works great in front of an entry engine and behind an exit tool. --- ## How to use it (operational workflow) 1. **Read the state** * **Uptrend** when the oscillator is **≥ upThresh** (default +55) → prefer **long-side** plays. * **Downtrend** when the oscillator is **≤ dnThresh** (default −55) → prefer **short-side** plays. * **Neutral** between thresholds → be selective or flat; expect chop. 2. **Act on events** * **NEW↑ / NEW↓**: zero-line cross with acceptable |Z| (not already overstretched). Treat as **trend start** cues. * **EXH↑ / EXH↓**: trend state with **high |Z|** and TSI rollback versus its signal. Treat as **trend fatigue**; avoid fresh go-with entries and tighten risk. 3. **Practical pairing** * Use **up/down state** (or above/below **neutralBand**) as your go/no-go filter for entries. * Prioritize entries **with** NEW↑/NEW↓ and **without** nearby EXH tags. * Keep holding while the oscillator stays in state and no EXH appears; consider scaling out on EXH or on your exit tool. --- ## Visual semantics & alerts * **ABS CO line** (–100…+100): lime in upstate, red in downstate, gray in neutral. * **Horizontal guides**: `Up` threshold, `Down` threshold, `Zero`, and optional **neutral band** lines. * **Background heat** (optional): shaded when EXH conditions trigger (lime/red tint with intensity scaled by |Z|). * **Tags**: `NEW↑`, `NEW↓`, `EXH↑`, `EXH↓`. **Alerts (stable):** * **ABS CO — New Uptrend** (NEW↑) * **ABS CO — New Downtrend** (NEW↓) * **ABS CO — Exhausted Up** (EXH↑) * **ABS CO — Exhausted Down** (EXH↓) Set alerts to **“Once per bar close”** for clean signals. --- ## Non-repainting behavior * HTF queries use **lookahead\_off**. * With **Strict NR = true**, the HTF slope is taken from the **prior completed** HTF bar; events evaluate on confirmed bars → **safer, fewer, cleaner**. * NEW/EXH tags finalize at bar close. Disabling strictness yields earlier but noisier responses. --- ## Every input explained (and how it changes behavior) ### A) Trend & HTF structure * **EMA Fast / Slow / Long (`emaFastLen`, `emaSlowLen`, `emaLongLen`)** Control the baseline regime. Larger = smoother, fewer flips; smaller = snappier, more flips. * **HTF EMA Len (`htfLen`)** & **HTF timeframe (`htfTF`)** HTF slope filter. Longer len or higher TF = steadier bias (fewer state changes); shorter/ lower = more sensitive. * **Strict NR (`strictNR`)** `true` uses the **previous** HTF bar for slope and evaluates on confirmed bars → cleaner, slower. ### B) Momentum (TSI) * **TSI Long / Short / Signal (`tsiLong`, `tsiShort`, `tsiSig`)** Standard TSI. Larger values = smoother momentum, fewer EXH triggers; smaller = snappier, more EXH sensitivity. ### C) Stretch (VWAP Z-score) * **VWAP Z-score length (`zLen`)** Window for Z over session-anchored VWAP distance. Larger = smoother |Z|; smaller = more reactive stretch detection. * **Exhaustion |Z| (`zHot`)** Minimum |Z| to flag **EXH**. Raise to demand **bigger** stretch (fewer EXH); lower to catch milder excess. * **Max |Z| for NEW (`zNewMax`)** NEW requires |Z| **≤ zNewMax** (avoid “new trend” when already stretched). Lower = stricter; higher = more NEW tags. ### D) States & thresholds * **Uptrend threshold (`upThresh`)** / **Downtrend threshold (`dnThresh`)** Where the oscillator flips into trend states. Widen (e.g., +60/−60) to reduce false states; narrow to get earlier signals. * **Neutral band (`neutralBand`)** Visual buffer around zero for “meh” momentum. Larger band = fewer go/no-go flips near zero. ### E) Visuals & tags * **Show New / Show Exhausted (`showNew`, `showExh`)** Toggle the tag labels. * **Shade exhaustion heat (`plotHeat`)** On = color background when EXH fires. Helpful for scanning. ### F) Smoothing * **Osc smoothing (`smoothLen`)** EMA over the raw composite. Higher = steadier line (fewer whip flips); lower = faster turns. --- ## Tuning recipes * **Trend-day bias (follow moves longer)** * Raise **`upThresh`** to \~60 and **`dnThresh`** to \~−60 * Keep **`zNewMax`** low (1.0–1.2) to avoid “fresh trend” when stretched * **`smoothLen`** 3–5 to reduce noise * **Range-day bias (fade edges)** * Keep thresholds closer (e.g., +50/−50) for quicker state changes * Lower **`zHot`** slightly (1.6–1.7) to catch earlier exhaustion * Consider slightly shorter TSI (e.g., 21/9/5) for faster EXH response * **Scalping LTF (1–3m)** * TSI 21/9/5, **`smoothLen`** 1–2 * Thresholds +/-50; **`zNewMax`** 1.0–1.2; **`zHot`** 1.6–1.8 * StrictNR **off** if you want earlier calls (accept more noise) * **Swing / HTF (1h–D)** * TSI 35/21/9, **`smoothLen`** 4–7 * Thresholds +/-60\~65; **`zNewMax`** 1.2; **`zHot`** 1.8–2.0 * StrictNR **on** for cleaner bias --- ## Playbooks (how to actually trade it) * **Go/No-Go Filter** * Only take **long entries** when the oscillator is **above the neutral band** (preferably ≥ `upThresh`). * Only take **short entries** when **below** the neutral band (preferably ≤ `dnThresh`). * Avoid fresh go-with entries if an **EXH** tag appears; let the next setup re-arm. * **Trend Genesis** * Treat **NEW↑ / NEW↓** as “green light” for **first pullback** entries in the new direction (ideally within acceptable |Z|). * **Trend Maturity** * When in a position and **EXH** prints **against** you, tighten stops, take partials, or lean on your exit tool to protect gains. --- ## Suggested starting points * **Day trading (5–15m):** * TSI 25/13/7, `smoothLen=3`, thresholds **+55 / −55**, `zNewMax = 1.2`, `zHot = 1.8`, **StrictNR = true** * **Scalping (1–3m):** * TSI 21/9/5, `smoothLen=1–2`, thresholds **+50 / −50**, `zNewMax = 1.1–1.2`, `zHot = 1.6–1.8`, **StrictNR = false** (optional) * **Swing (1h–D):** * TSI 35/21/9, `smoothLen=4–6`, thresholds **+60 / −60**, `zNewMax = 1.2`, `zHot = 1.9–2.0`, **StrictNR = true** --- ## Notes & best practices * **Session anchoring**: Z-score is session-anchored (resets by trading date). If you trade outside standard sessions, verify your data session. * **Instrument specificity**: Tune **`zHot`**, **`zNewMax`**, and thresholds per symbol and timeframe. * **Bar-close discipline**: Evaluate tags at **bar close** to avoid intrabar flip-flop. * This is a **context/confirmation tool**, not a broker or strategy. Combine with your entry/exit rules and position sizing. --- **Tip:** Start with the suggested day-trading profile. Use this oscillator as your **gate** (only trade with it), let your entry engine time executions, and rely on your exit tool for standardized profit-taking.
Indicatore Pine Script®
di jensenvilhelm
Fibs Has Lied 🌟 Fibs Has Lied - Indicator Overview 🌟 Designed for indices like US30, NQ, and SPX, this indicator highlights setups where price interacts with key EMA levels during specific trading sessions (default: 6:30–11:30 AM EST). 🌟 Key Features & Levels 🌟 🔹EMA Crossover Setups The indicator uses the 100-period and 200-period EMAs to identify bullish and bearish setups: - Bullish Setup: Triggers when the 100 EMA crosses above the 200 EMA, followed by two consecutive candles opening above the 100 EMA, with the low within a specified point distance (e.g., 20 points for US30). - Bearish Setup: Triggers when the 100 EMA crosses below the 200 EMA, followed by two consecutive candles opening below the 100 EMA, with the high within the point distance. - Signals are marked with green (buy) or red (sell) triangles and text, ensuring you don’t miss a setup. 📈 🔹 Reset Conditions for Re-Entries After an initial setup, the indicator watches for “reset” opportunities: - Buy Reset: If price moves below the 200 EMA after a bullish crossover, then returns with two consecutive candles where lows are above the 100 EMA (within point distance), a new buy signal is plotted. - Sell Reset: If price moves above the 200 EMA after a bearish crossover, then returns with two consecutive candles where highs are below the 100 EMA (within point distance), a new sell signal is plotted. This feature captures additional entries after liquidity grabs or fakeouts, aligning with ICT’s manipulation concepts. 🔄 🔹 Session-Based Filtering Focus your trades during high-liquidity windows! The default session (6:30–11:30 AM EST, New York timezone) targets the London/NY overlap, where price often seeks liquidity or sets up for reversals. Toggle the time filter off for 24/7 signals if desired. 🕒 🔹Symbol-Specific Point Distance Customizable entry zones based on your chosen index: - US30: 20 points from the 100 EMA. - NQ: 3 points from the 100 EMA. - SPX: 2.5 points from the 100 EMA. This ensures setups are tailored to the volatility of your market, maximizing relevance. 🎯 🔹 Market Structure Markers (Optional) Visualize swing points with pivot-based labels: - HH (Higher High): Signals uptrend continuation. - HL (Higher Low): Indicates potential bullish support. - LH (Lower High): Suggests weakening uptrend or reversal. - LL (Lower Low): Points to downtrend continuation. - Toggle these on/off to keep your chart clean while analyzing trend direction. 📊 🔹 EMA Visualization Optionally plot the 100 EMA (blue) and 200 EMA (red) to see key levels where price reacts. These act as dynamic support/resistance, perfect for spotting liquidity pools or ICT’s Power of 3 setups. ⚖️ 🌟 Customization Options 🌟 - Symbol Selection: Choose US30, NQ, or SPX to adjust point distance for entries. - Time Filter: Enable/disable the 6:30–11:30 AM EST session to focus on high-liquidity periods. - EMA Display: Toggle 100/200 EMAs on/off to reduce chart clutter. - Market Structure: Show/hide HH/HL/LH/LL labels for cleaner analysis. - Signal Markers: Green (buy) and red (sell) triangles with text are auto-plotted for easy identification. 🌟 Usage Tips 🌟 - Best Timeframes: Use on 3m for intraday scalping and 30m for swing trades. - Combine with ICT Tools: Pair with order blocks, fair value gaps, or kill zones for stronger setups. - Focus on Session: The default 6:30–11:30 AM EST session captures London/NY volatility—perfect for liquidity-driven moves. - Avoid Overcrowding: Disable market structure or EMAs if you only want setup signals.
Indicatore Pine Script®
di DeadCatCode
Spice • Micro Suite (T/r & B/r)What it is A single Pine v5 indicator that stacks: EMA ribbon + a “special” EMA (11 vs 34) line that flips color on trend. MTF-RSI “pressure” check with simple up/down arrows. Bollinger-Band re-entry system with Top/Bottom triggers (T/B) and confirmations (r) in the next N bars. Classic candlestick add-ons: 3-Line Strike and Leledc exhaustion dots. Your Micro Dots engine (ATR-based regime + Variable Moving Average filter) + an optional VMA trend line. Alerts for all the above. Key signals (what prints on the chart) EMAs (20/50/100/200): plotted faintly; EMA-34 is drawn and colored by the 11>34 trend. RSI arrows Checks RSI(6) on the current TF and (optionally) 5m/15m/30m/1h/4h/1D. Down arrow: current RSI > 70 and the selected higher TF RSIs are also > 70 (pressure cluster just cooled; barssince(redZone)<2). Up arrow: current RSI < 30 and selected higher TFs also < 30 (barssince(greenZone)<2). Bollinger Reversals (your update) T (Top trigger): first close back inside the upper BB (crossunder(close, upper)). B (Bottom trigger): first close back inside the lower BB (crossover(close, lower)). r (Confirm): within the next confirmBars bars (input), price also closes below the T-bar’s low → top r above bar closes above the B-bar’s high → bottom r below bar Bar tinting Only the T/B trigger bars are tinted (yellow/orange). Everything else stays your normal candle colors (unless you add the optional “trend candles” block I gave you). 3-Line Strike Prints a small green/red circle when the 3-line strike pattern appears (bull/bear). Leledc Exhaustion Calculates a running buy/sell index; prints a small ∘ at major highs/lows when exhaustion conditions hit (major==-1 high, major==1 low). Micro Dots (your second script, merged) ATR “micro supertrend” defines regime (up/down). A fast Variable Moving Average + a simple MA(18) filter. Green dot below bar when: VMA < price, price > MA(18), regime up, and VMA not pointing down. Red dot above bar for the bearish mirror. Separate VMA trend line (length = Fast/Med/Slow) that colors green/red/orange by slope. Inputs you’ll care about Top/Bot Reversal → confirmBars (how many bars you allow to confirm the T/B trigger). RSI Timeframes → toggle which HTFs must agree with the OB/OS condition. EMAs → show/hide and lengths. BB → show/hide basis/bands (used for T/B even if hidden). Micro → show dots, show VMA line, choose intensity (Fast/Med/Slow). Alerts Prebuilt alerts for: RSI Up/Down, T/B triggers, T/B confirmations, 3-Line Strike bull/bear, Leledc highs/lows, EMA crosses (20/50/100/200), the special 11/34 trend change, Micro Dots, and VMA price cross. (Alert messages are const strings so they compile cleanly.) How to read clusters (quick playbook) Reversal short: see T on/near upper band → get an r within your window → bonus confidence if an RSI down arrow or Leledc ∘ high shows up around the same time. Reversal long: mirror with B then r, plus RSI up arrow / Leledc ∘ low. Continuation: ignore lone T/B if Micro Dot stays green (or red) and EMA-11 > EMA-34 remains true. Why your candles look “normal” By design, the script only colors bars on T or B trigger bars. If you want always-on trend candles, use the small block I gave you to color by EMA(20/50) (or any rule you like) and let T/B override on trigger bars.
Indicatore Pine Script®
di BigeMarket
CTA-min D1 — Donchian 55/20 Trend Breakout (ATR Risk)What it is A clean, daily trend-following breakout inspired by classic CTA/Turtle logic. It buys strength and sells weakness, then lets winners run with a channel-based trailing stop. No curve-fitting, no clutter—just rules. How it trades Timeframe: Daily (D1) Entry: Close breaks the previous 55-bar Donchian channel (above for longs, below for shorts). Exit/Trail: Trailing stop at the 20-bar Donchian channel on the opposite side (no fixed TP). Risk: Initial stop = ATR(N) × stopMult (ATR is smoothed). Position size risks riskPct% of equity based on stop distance. Labels: “BUY/SELL” only on the entry bar; “STOP BUY/STOP SELL” only on the exit bar. Pyramiding: Off (one position at a time). Regime Alignment with EMAs (recommended filter, not enforced by code) Add EMA 50 and EMA 200 to the D1 chart. Long bias: take BUY signals only when EMA50 > EMA200 (bullish regime). Short bias: take SELL signals only when EMA50 < EMA200 (bearish regime). Optional: for extra selectivity, require the H4 EMAs (50/200) to align with D1 before acting on a signal. Inputs entryN (55), exitN (20), atrLen (20), atrSmooth (10), stopMult (2.0), riskPct (0.5%–1.0% recommended). Works well on (tested by user) BTCUSD (Bitcoin), EURUSD, GBPJPY, NAS100/US100, USDJPY, AUDUSD, XAGUSD (Silver), US30 (Dow), JP225 (Nikkei), EURGBP, NZDUSD, EURCHF, USDCHF. How to use Apply to D1 charts. Review once per day after the daily close and execute next session open to mirror backtest assumptions. Best used as a portfolio strategy across multiple uncorrelated markets. Use the EMA alignment above as a discretionary regime filter to reduce false breakouts. Notes For educational use. Markets involve risk; past performance does not guarantee future results. Use responsible position sizing.
Indicatore Pine Script®
di fausto-soldatelli
Enhanced 4H Candle Countdown & High/Low IndicatorBy profitgang This Pine Script indicator provides real-time tracking of 4-hour timeframe levels with an integrated countdown timer, designed to help traders monitor key support and resistance zones. Key Features 📊 Visual Elements 4H High/Low Lines: Clear visualization of previous 4-hour candle high and low levels Range Fill: Subtle background fill between high and low for better context Mid-Level Line: Shows the middle point of the 4H range Position Indicator: Visual cue showing current price position within the range ⏰ Countdown Timer Real-time countdown to next 4H candle close Customizable table position (9 different locations) Adjustable text size (6 size options from Tiny to Huge) Distance calculations showing percentage distance from key levels 🎯 Signal Generation Long signals when price crosses above 4H low Short signals when price crosses below 4H high RSI confluence filter to reduce false signals Background highlighting for active signals TradingView alerts compatible ⚙️ Customization Options Toggle all features on/off independently Custom colors for all elements Table positioning (top/middle/bottom + left/center/right) Text size selection for optimal readability Alert notifications for level breaks and updates How It Works The indicator fetches the previous 4-hour candle's high and low values and displays them as horizontal lines on your current timeframe chart. It continuously calculates the time remaining until the current 4H candle closes and presents this information in a clean, customizable table. Use Cases Swing Trading: Identify key 4H support and resistance levels Intraday Trading: Monitor when new 4H levels will be established Risk Management: Calculate distance from key levels for position sizing Multi-timeframe Analysis: Combine with lower timeframe setups Educational Purpose This indicator is designed for educational and analytical purposes to help traders understand price action relative to higher timeframe levels. It provides clear visual feedback about market structure and timing. Settings Groups Display Settings: Toggle features, positioning, and sizing Colors: Customize all visual elements Signal Settings: Configure alert conditions and confluence filters Compatibility Works on all timeframes (recommended for 1m to 1H charts) Compatible with all instruments Includes proper alert functionality for automated notifications Optimized for both light and dark themes This indicator does not provide financial advice. Always conduct your own research and risk management before making trading decisions.
Indicatore Pine Script®
di profitgang