Inizia

Educational

CRT [TakingProphets]CRT (Candle Range Theory) is a high-level, real-time indicator built for ICT/SMC traders who want to visualize higher timeframe (HTF) candles, identify Candle Range Transitions, and uncover Smart Money Divergence (SMT)—without switching timeframes. Designed to give traders a bird’s-eye view of institutional price action, CRT offers clear visuals for HTF Open-High-Low-Close projections, bullish/bearish CRT formations, and correlated divergence setups, all layered seamlessly over your lower timeframe chart. 🧠 Core Features Explained ✅ HTF Candle Visualization Overlay candles from any timeframe (1min to Monthly) directly on your active chart. Perfect for traders using HTF context in their LTF setups (e.g., the Flow State Model). The 3 most recent HTF candles are dynamically displayed with full body/wick precision. ✅ Candle Range Transition (CRT) Detection Identify institutional footprints. CRT detects high-probability Bearish and Bullish CRTs: Bearish CRT: A failed continuation to the upside (lower close, higher high). Bullish CRT: A failed breakdown (higher close, lower low). These formations act as traps or turning points that often signal smart money rejections. ✅ SMT Divergence Integration Compare price behavior between correlated assets (e.g., ES vs NQ, or EURUSD vs GBPUSD) to detect divergences in CRT behavior. Confirm traps, anticipate reversals, or avoid false breakouts. ✅ Current Candle Projections Project the real-time HTF candle’s Open, High, Low, and Close levels across the current session. Use these levels as evolving support/resistance, bias filters, or take-profit zones. All levels are fully customizable by color, label, and visibility. ✅ Custom Display Engine Modify candle body width, label size, wick color, and transparency to tailor the view to your style. Use the Info Box to display the instrument, HTF timeframe, and date stamp clearly at a glance. ✅ SMT Divergence Lines & Alerts Draws real-time lines connecting CRT divergences across correlated assets, with bold labels like “BULLISH SMT” or “BEARISH SMT”. Paired with alert conditions to never miss critical confirmation or a potential trap. ✅ Alert System Built for Speed Four alert types included: Bullish CRT Bearish CRT Bullish SMT Divergence Bearish SMT Divergence Set them up once and receive real-time push notifications when smart money shows its hand. ⚙️ Why CRT Matters for ICT/SMC Traders In ICT, understanding where Smart Money shifts delivery or fails to continue a move is critical. CRT captures these moments by analyzing how the middle candle of a three-candle sequence behaves relative to the prior one. If that middle candle fails to expand the range effectively—or diverges from a correlated pair—it often signals an impending shift. CRT helps you: Visualize HTF bias and reaction zones without flipping charts Detect liquidity traps and engineered false moves Confirm flow state entries or HTF POI rejections Enhance SMT logic with actionable real-time divergence overlays 🧭 Who Should Use CRT? Whether you’re a: Flow State trader identifying PD Arrays and CISD entries Intraday sniper waiting for killzone shifts and liquidity grabs Swing trader using weekly HTF rejection models
Indicatore Pine Script®
di TakingProphets
Economy RadarEconomy Radar — Key US Macro Indicators Visualized A handy tool for traders and investors to monitor major US economic data in one chart. Includes: Inflation: CPI, PCE, yearly %, expectations Monetary policy: Fed funds rate, M2 money supply Labor market: Unemployment, jobless claims, consumer sentiment Economy & markets: GDP, 10Y yield, US Dollar Index (DXY) Options: Toggle indicators on/off Customizable colors Tooltips explain each metric (in Russian & English) Perfect for spotting economic cycles and supporting trading decisions. Add to your chart and get a clear macro picture instantly!
Indicatore Pine Script®
di Melatue
Checklist Dashboard Table# Checklist Dashboard Table – ICT/SMC Trading Helper Overview The “Checklist Dashboard Table” is a TradingView indicator designed to help traders structure, organize, and validate their market analyses following the ICT/SMC (Inner Circle Trader / Smart Money Concepts) methodology. It provides a visual and interactive checklist directly on your chart, ensuring you never miss a crucial step in your decision-making process. Key Features - Visual Checklist : All your trading criteria are displayed as color-coded checkboxes (green for validated, red for not validated), making your analysis process both clear and efficient. - Clear Separation Between Analysis and Confirmations : - Analysis : Reminders for your routine, such as timeframe selection (M3 to H4), trend analysis via RSI, and identification of key zones (Midnight Open, SSL/BSL, Asian High/Low). - Confirmations : Six customizable criteria to check off as you validate your setup (clear trend, OB + FVG, OTE zone, Premium/Discount, R/R > 1:2, CBDR/Midnight). - Personal Notes Section : Keep your trade entries, observations, or comments in a dedicated field in the indicator’s settings. Your notes are displayed right in the checklist for quick reference and journaling. - Elegant and Compact Display : The table is styled for readability and can be positioned anywhere on your chart. - Quick Customization : Instantly update any criterion or your personal notes via the script settings. How to Use 1. Add the indicator to your chart. 2. Review the “Analysis” section as your pre-trade routine reminder. 3. Check off the “Confirmations” criteria as you validate your entry strategy. 4. Write your trade notes or comments in the provided notes section. 5. Use the checklist to reinforce discipline and repeatability in your trading. Why Use This Checklist? - Prevents you from skipping important steps in your analysis. - Reinforces trading discipline and consistency. - Allows you to document and review your trade decisions for ongoing improvement. Who Is It For? Perfect for ICT/SMC traders, but also valuable for anyone looking to organize and systematize their trading process. Happy trading!
Indicatore Pine Script®
di Eamda
NY HIGH LOW BREAKNY HIGH LOW BREAK: A New York Session Breakout Strategy The "NY HIGH LOW BREAK" indicator is a powerful TradingView script designed to identify and capitalize on breakout opportunities during the New York trading session. This strategy focuses on the initial price action of the New York market open, looking for clear breaches of the high or low established within the first 30 minutes. It's particularly suited for intraday traders who seek to capture momentum-driven moves. Strategy Logic The core of the "NY HIGH LOW BREAK" strategy revolves around these key components: New York Session Opening Range Identification: The script first identifies the opening range of the New York session. This is defined by the high and low prices established during the first 30 minutes of the New York trading session (from 7:01 AM GMT-4 to 7:31 AM GMT-4). These crucial levels are then extended forward on the chart as horizontal lines, serving as potential support and resistance zones. Breakout Signal Generation: Long Signal: A buy signal is generated when the price breaks above the high of the New York opening range. Specifically, it looks for a candle whose open and close are both above the highLinePrice, and importantly, the previous candle's open was below and close was above the highLinePrice. This indicates a strong upward momentum confirming the breakout. Short Signal: Conversely, a sell signal is generated when the price breaks below the low of the New York opening range. It looks for a candle whose open and close are both below the lowLinePrice, and the previous candle's open was above and close was below the lowLinePrice. This suggests strong downward momentum confirming the breakdown. Supertrend Filter (Implicit/Future Enhancement): While the supertrend and direction variables are present in the code, they are not actively used in the current signal generation logic. This suggests a potential future enhancement where the Supertrend indicator could be incorporated as a trend filter to confirm breakout directions, adding an extra layer of confluence to the signals. For example, only taking long breakouts when Supertrend indicates an uptrend, and short breakouts when Supertrend indicates a downtrend. Second Candle Confirmation (Possible Future Enhancement): The close_sec_candle function and openSEC, closeSEC variables indicate an attempt to capture the open and close of a "second candle" (30 minutes after the initial New York open). Currently, closeSEC is used in a specific condition for signal_way but not directly in the primary longSignal or shortSignal logic. This also suggests a potential future refinement where the price action of this second candle could be used for further confirmation or specific entry criteria. Time-Based Filtering: Signals are only considered valid within a specific trading window from 8:00 AM GMT-4 to 8:00 AM GMT-4 + 16 * 30 minutes (which is 480 minutes, or 8 hours) on 1-minute and 5-minute timeframes. This ensures that trades are taken during the most active and volatile periods of the New York session, avoiding late-session chop. The script also highlights the New York session and lunch hours using background colors, providing visual context to the trading day. Key Features Automated New York Open Range Detection: The script automatically identifies and plots the high and low of the first 30 minutes of the New York trading session. Clear Breakout Signals: Visually distinct "BUY" and "SELL" labels appear on the chart when a breakout occurs, making it easy to spot trading opportunities. Timeframe Adaptability: While optimized for 1-minute and 5-minute timeframes for signal generation, the opening range lines can be displayed on various timeframes. Customizable Risk-to-Reward (RR): The rr input allows users to define their preferred risk-to-reward ratio for potential trades, although it's not directly implemented in the current signal or trade management logic. This could be used by traders for manual trade management. Visual Session and Lunch Highlights: The script colors the background to clearly delineate the New York trading session and the lunch break, helping traders understand the market context. How to Use Apply the Indicator: Add the "NY HIGH LOW BREAK" indicator to your chart on TradingView. Select a Relevant Timeframe: For optimal signal generation, use 1-minute or 5-minute timeframes. Observe the Opening Range: The green and red lines represent the high and low of the first 30 minutes of the New York session. Look for Breakouts: Wait for price to decisively break above the green line (for a buy) or below the red line (for a sell). Confirm Signals: The "BUY" or "SELL" labels will appear on the chart when the breakout conditions are met within the active trading window. Implement Your Risk Management: Use your preferred risk management techniques, including stop-loss and take-profit levels, in conjunction with the signals generated. The rr input can guide your manual risk-to-reward calculations. Potential Enhancements & Considerations Supertrend Confirmation: Integrating the supertrend variable to filter signals would significantly enhance the strategy's robustness by aligning trades with the prevailing trend. Stop-Loss and Take-Profit Automation: The rr input currently serves as a manual guide. Future versions could integrate automated stop-loss and take-profit placement based on this ratio, potentially using ATR for dynamic sizing. Volume Confirmation: Adding a volume filter to confirm breakouts would ensure that only high-conviction moves are traded. Backtesting and Optimization: Thorough backtesting across various assets and market conditions is crucial to determine the optimal settings and profitability of this strategy. Session Times: The current session times are hardcoded. Making these user-definable inputs would allow for greater flexibility across different time zones and trading preferences. The "NY HIGH LOW BREAK" is a straightforward yet effective strategy for capturing initial New York session momentum. By focusing on clear breakout levels, it aims to provide timely and actionable trading signals for intraday traders.
Indicatore Pine Script®
di hassansadeghirashed
Strong Body Candle detector (Raja Saien)This indicator is designed to automatically detect strong-body dominance candles—candles that show clear directional strength with a large body compared to their wick range. These candles often indicate strong momentum or breakout confirmation. ✅ Features: Auto Detection: Identifies candles with a body that meets your defined strength criteria (e.g., 70–90% of full candle range). Directional Bias: Highlights bullish and bearish strong candles with different color schemes. Real-Time Alerts: Set alerts to get notified immediately when a strong dominance candle forms, so you never miss an opportunity. Customizable Settings: Adjust body-to-wick ratio, minimum candle size, and alert preferences. 📈 Use Cases: Breakout confirmation after consolidation or key level Trend continuation signals during high-volume sessions ⚙️ How to Use: Add the indicator to your chart (any timeframe). Customize the body percentage threshold (default is 80%). Enable alerts with your desired conditions. Use in confluence with support/resistance, OBs, or liquidity zones for high-probability setups. 🔔 Alerts: Strong Bullish Candle Detected Strong Bearish Candle Detected Alerts trigger as soon as a qualifying candle closes. 📌 Note: This indicator is best used with price action strategies and should not be relied upon as a standalone signal. For best results, combine it with trend filters or order block zones.
Indicatore Pine Script®
di RajaSaien
Sweep Swing Screener [TradingFinder]🔵 Introduction Understanding how liquidity forms and how price reacts around key structural levels is essential for identifying precise, low-risk entry points. The Sweep Swing Screener is a specialized tool developed to continuously monitor market activity and detect liquidity sweeps, reaction zones, and valid confirmation candles across various trading instruments and timeframes. This tool can be applied both to scan multiple symbols at once and to analyze all timeframes of a specific asset for potential reversal points. It begins by identifying a clear swing point, whether a swing high or a swing low, and then outlines a reaction zone between that level and either the highest or lowest value of the swing candle's open or close. If the price revisits this zone, performs a liquidity grab, and prints an indecision candle like a doji or a narrow-bodied bar that closes within the zone, this may indicate a rejection of the level and the failure of a breakout attempt. At that moment, depending on the context, the screener may identify a bullish or bearish reversal and generate a corresponding Long or Short signal. By emphasizing accurate entry timing, alignment with institutional order flow, and avoidance of common traps, this approach highlights market areas where liquidity engineering, reversal probability, and price inefficiency come together. As a result, the Sweep Swing Screener becomes a valuable part of any trader’s toolkit, particularly for those who rely on price action and liquidity logic to drive their decisions. It allows traders to focus on clean, actionable setups without getting lost in noise or misleading breakouts. 🔵 How to Use The Sweep Swing Screener is designed to track market structure in real time and alert users when conditions for a potential reversal are present. Its methodology combines liquidity behavior with swing analysis and candle confirmation, all within predefined reaction zones. To better understand this logic, consider a basic market flow where a swing high or low forms, followed by a return to that level. If the price sweeps the previous extreme and forms a confirming candle within the reaction zone, a signal is issued. 🟣 Long Signal To identify a long setup, the screener looks for a valid swing low, often a level below which sell-side liquidity is likely to be clustered. Once found, it defines a reaction zone from the swing low to the lowest point between the candle’s open and close. If the price returns to this area and creates a lower wick that extends beneath the swing low, the tool checks whether the price manages to close back inside the range, rejecting the breakdown. This indicates absorption of selling pressure and failure to sustain the move lower. The screener then waits for a confirmation candle to appear. Typically, this is a doji or other small-bodied candle that closes inside the zone. If these conditions are met, the screener records a Long signal for that asset and, if enabled, sends a notification to alert the user. 🟣 Short Signal For bearish setups, the screener begins by identifying a valid swing high, which usually marks a level where buy-side liquidity is concentrated. It then creates a reaction zone from the swing high to the highest point between the candle’s open and close. When price returns to this level, sweeps above the swing high, and then fails to close higher, it may signal the presence of a bull trap and early exhaustion in the upward move. A confirmation candle, usually a doji or a rejection bar that closes back within the zone, is then required. Once that occurs, the screener marks the asset with a Short signal and optionally sends a real-time alert to the user. This type of setup helps highlight potential institutional sell zones, offering insight into where price is likely to reverse following a liquidity event. 🔵 Settings 🟣 Logical settings Swing period : You can set the swing detection period. Max Swing Back Method : It is in two modes "All" and "Custom". If it is in "All" mode, it will check all swings, and if it is in "Custom" mode, it will check the swings to the extent you determine. Max Swing Back : You can set the number of swings that will go back for checking. Maximum Distance Between Swing and Signal : The maximum number of candles allowed between the swing point and the potential signal. The default value is 50, ensuring that only recent and relevant price reactions are considered valid. 🟣 Display Settings Table Size : Lets you adjust the table’s visual size with options such as: auto, tiny, small, normal, large, huge. Table Position : Sets the screen location of the table. Choose from 9 possible positions, combining vertical (top, middle, bottom) and horizontal (left, center, right) alignments. 🟣 Symbol Settings Each of the 10 symbol slots comes with a full set of customizable parameters : Symbol : Define or select the asset (e.g., XAUUSD, BTCUSD, EURUSD, etc.). Timeframe : Set your desired timeframe for each symbol (e.g., 15, 60, 240, 1D). 🟣 Alert Settings Alert : Enables alerts for SSS. Message Frequency : Determines the frequency of alerts. Options include 'All' (every function call), 'Once Per Bar' (first call within the bar), and 'Once Per Bar Close' (final script execution of the real-time bar). Default is 'Once per Bar'. Show Alert Time by Time Zone : Configures the time zone for alert messages. Default is 'UTC'. 🔵 Conclusion The Sweep Swing Screener provides a systematic method for identifying potential reversal zones by combining price structure, liquidity behavior, and candle-based confirmation. In markets that are often noisy and full of failed breakouts, focusing on these three elements helps clarify directional bias and supports more confident decision-making. With the ability to scan multiple symbols and timeframes efficiently, this tool allows traders to stay focused on high-quality setups without the need to manually sift through dozens of charts. The inclusion of optional alerts further enhances its utility by offering timely updates when criteria are met. By moving away from reactive strategies and toward structural anticipation, this screener supports traders who align their methods with institutional logic and the mechanics of smart money.
Indicatore Pine Script®
di TFlab
9
TuffyCalls Trend Finder ### **TuffyCalls Trend Finder (Log)** **Smart & Flexible Trend Channel Detection for Traders** The **TuffyCalls Trend Finder (Log)** is a powerful indicator built for serious traders who want clear, accurate trend insights. Designed for flexibility and precision, it helps you quickly spot both short-term and long-term trends — all with minimal effort. --- ### 🔑 **Key Features:** 1. **Switch Between Long-Term or Short-Term Trends** Choose whether you want to detect long-term or short-term trend channels — perfect for different trading styles or timeframes. 2. **Auto-Detection of Trend Channels** Uses smart statistical methods (like the Pearson coefficient) to automatically find the most accurate trend channel — no guesswork needed. 3. **Logarithmic Scale for Better Accuracy** Unlike basic indicators, TuffyCalls Trend Finder uses a log scale to better handle big price movements and subtle trend shifts. 4. **Shows Trend Length & Strength** Instantly see how long a trend has been going and how strong it is — helping you make confident, data-driven decisions. --- Whether you're swing trading or scalping, the **TuffyCalls Trend Finder (Log)** gives you the edge you need — with smart automation, precision analysis, and custom settings to match your strategy.
Indicatore Pine Script®
di TuffyBro
10 EMA, 20 EMA & 50 SMAThis script plots three key moving averages on the price chart to help identify trends and potential trade opportunities: 10 EMA (Exponential Moving Average): A fast-reacting average that captures short-term price momentum. Useful for spotting quick trend changes. 20 EMA (Exponential Moving Average): A medium-term average that smooths out more noise while still being responsive to price changes. 50 SMA (Simple Moving Average): A widely-used long-term trend indicator. It smooths price data over a longer period and is often used to define overall market direction.
Indicatore Pine Script®
di ravisahu098
Profitable Loser Model [MMT]Profitable Loser Model Overview The Profitable Loser Model is a powerful PineScript v6 indicator designed to enhance your trading by visualizing key price levels, session open zones, Fibonacci retracements, and premium/discount zones. This overlay indicator provides traders with a customizable toolkit to analyze market structure across any timeframe, making it ideal for intraday and swing trading strategies. Features Open Zone Visualization - Plots a box based on the open and close of the first candle in a user-defined timeframe (default: 5-minute). - Customizable box color, projection offset, and label size (Tiny, Small, Normal, Large). - Displays a timeframe label (e.g., "5m Open Zone") for quick reference, toggleable on/off. Session Open Lines - Optionally draws horizontal lines at key session opens (8:30 AM, 9:30 AM, 1:30 PM, Midnight, New York time). - Customize line color, style (Solid, Dashed, Dotted), width, and label size for each session. - Perfect for identifying critical intraday price levels. Premium and Discount Zones - Highlights premium (above midpoint) and discount (below midpoint) zones based on session high/low. - Toggleable with customizable colors and projection offsets. - Helps traders spot overbought/oversold areas for potential mean-reversion trades. Fibonacci Retracement Levels - Plots user-defined Fibonacci levels (default: 0.23, 0.35, 0.5, 0.62, 0.705, 0.79, 0.886, 1, 1.1). - Customizable line style, width, color, and labels (showing percentage and/or price). - Dynamically adjusts based on price movement relative to the open zone. Take Profit (TP) and Stop Loss (SL) Levels - Highlights TP (default: 0.23) and SL (default: 1.1) Fibonacci levels with distinct colors. - Fully customizable to align with your risk-reward strategy. How It Works - Session Detection : Resets daily (or per user-defined timeframe) to capture the first candle's open, high, low, and close. - Open Zone : Draws a box between the open and close, extended forward by the projection offset. - Session Lines : Plots lines at specified session opens with customizable styles and labels. - Fibonacci Retracement : Adjusts levels dynamically based on session high/low and price action. - Premium/Discount Zones : Calculated from the session range midpoint, updated in real-time. Settings - Open Zone : - Timeframe (default: 5m), Calculate Timeframe (default: Daily). - Toggle label, adjust size, box color, and projection offset. - Session Open Lines : - Enable/disable lines for 8:30 AM, 9:30 AM, 1:30 PM, Midnight. - Customize color, style, width, label size, and vertical offset. - Premium/Discount Zones : - Toggle visibility, set colors, and adjust projection offset. - Fibonacci Retracement : - Toggle visibility, set custom levels, line style, width, color, and label options. - Adjust projection offset. - TP/SL : - Set TP/SL Fibonacci levels and colors. Use Cases - Intraday Trading : Use session open lines and open zones to trade key market hours. - Swing Trading : Leverage Fibonacci levels for potential reversal or continuation zones. - Risk Management : Set precise TP/SL levels based on Fibonacci retracements. - Market Structure : Identify overbought/oversold zones with premium/discount areas. Notes - Optimized with `dynamic_requests = true` for efficient real-time data handling. - Visual elements (boxes, lines, labels) are cleaned up at the start of each new session. - Session lines use New York time (`America/New_York`) for alignment with major markets.
Indicatore Pine Script®
di isthattyler
11
Anchored VWAPs: YTD, MTD, WTD, 2D, DailyTitle Anchored VWAPs: YTD, MTD, WTD, 2D, Daily Short Description Multi-timeframe anchored VWAP indicator displaying Year-to-Date, Month-to-Date, Week-to-Date, 2-Day, and Daily VWAPs that only plot from their respective anchor points. Full Description Overview This indicator provides five different anchored Volume Weighted Average Price (VWAP) calculations for multiple timeframes, designed to behave exactly like TradingView's native Anchored VWAP drawing tool. Each VWAP only plots from its respective anchor point forward, with no historical plotting on previous periods. Features Year-to-Date (YTD) AVWAP: Anchored from January 1st of the current year Month-to-Date (MTD) AVWAP: Anchored from the 1st day of the current month Week-to-Date (WTD) AVWAP: Anchored from the first day of the current week 2-Day AVWAP: Covers the last 2 business days (excludes weekends) Daily AVWAP: Anchored from the start of the current trading day Key Benefits ✅ True Anchoring: Each VWAP only appears from its anchor point - no historical plotting ✅ Current Period Focus: Shows only active/current periods, not historical ones ✅ Business Day Logic: 2-Day AVWAP intelligently handles weekends ✅ Customizable: Toggle each VWAP on/off and customize colors ✅ Visual Anchors: Optional markers show where each period begins Settings Display Controls: Individual toggles for each AVWAP Color Customization: Separate color settings for each line Line Width: Adjustable line thickness (1-5) Anchor Markers: Small triangles mark the start of each period Use Cases Intraday Trading: Use Daily and 2-Day AVWAPs for short-term support/resistance Swing Trading: MTD and WTD for medium-term trend analysis Position Trading: YTD for long-term trend assessment Multi-Timeframe Analysis: Compare price action across different time horizons How It Works The indicator uses timenow to determine the current date and only calculates VWAPs for the active periods. Each VWAP resets at its respective anchor point and accumulates volume-weighted price data from that point forward. Technical Notes Uses HLC3 (typical price) for VWAP calculations Business day logic for 2-Day AVWAP (Monday-Friday only) Automatic period detection without manual date input Optimized for real-time trading with current period focus Best Practices Use on liquid instruments with significant volume for accurate VWAP calculations Combine with other technical analysis tools for confirmation Monitor how price interacts with different timeframe VWAPs for trading opportunities Tags: VWAP, Anchored VWAP, Volume Analysis, Multi-Timeframe, Support Resistance, Intraday Trading Category: Volume This indicator is perfect for traders who want clean, professional anchored VWAPs without the clutter of historical periods, providing clear insight into current market structure across multiple timeframes.
Indicatore Pine Script®
di kumarhanu
1
Advanced Risk Appetite Index ProThe Advanced Risk Appetite Index (RAI) represents a sophisticated institutional-grade measurement system for quantifying market risk sentiment through proprietary multi-factor fundamental analysis. This indicator synthesizes behavioral finance theory, market microstructure research, and macroeconomic indicators to provide real-time assessment of market participants' risk tolerance and investment appetite. ## Theoretical Foundation ### Academic Framework The Risk Appetite Index is grounded in established financial theory, particularly the behavioral finance paradigm introduced by Kahneman and Tversky (1979) in their seminal work on prospect theory¹. The indicator incorporates insights from market microstructure theory (O'Hara, 1995)² and extends the risk-on/risk-off framework developed by Kumar and Lee (2006)³ through advanced statistical modeling techniques. The theoretical foundation draws from multiple academic disciplines: **Behavioral Finance**: The indicator recognizes that market participants exhibit systematic biases in risk perception, as documented by Shefrin and Statman (1985)⁴. These cognitive biases create measurable patterns in asset pricing and cross-asset relationships. **Market Microstructure**: Following the work of Hasbrouck (1991)⁵, the model incorporates liquidity dynamics and market structure effects that influence risk sentiment transmission. **Macroeconomic Theory**: The indicator integrates insights from monetary economics (Taylor, 1993)⁶ and international finance (Dornbusch, 1976)⁷ to capture policy impact on market sentiment. ### Methodological Approach The Advanced Risk Appetite Index employs a proprietary multi-factor modeling approach that combines elements of: 1. **Advanced Factor Analysis**: Following established methodologies from Fama and French (1993)⁸, the system identifies fundamental factors that explain risk appetite variations. 2. **Regime-Adaptive Modeling**: Incorporating insights from Hamilton (1989)⁹ on regime-switching models to adapt to changing market conditions. 3. **Robust Statistical Framework**: Implementation of robust estimation methods (Huber, 1981)¹⁰ to ensure signal reliability and minimize noise impact. ## Technical Architecture ### Proprietary Multi-Factor Framework The indicator processes information from multiple fundamental market dimensions through a sophisticated weighting and normalization system. The specific factor selection and weighting methodology represents proprietary intellectual property developed through extensive empirical research and optimization. **Statistical Processing**: All inputs undergo robust statistical transformation using advanced normalization techniques based on Rousseeuw and Croux (1993)²⁰ to ensure consistent signal generation across different market environments. **Dynamic Adaptation**: The system incorporates dynamic weighting adjustments based on market regime detection, drawing from the dynamic factor model literature (Stock and Watson, 2002)²¹. **Quality Assurance**: Multi-layered quality assessment ensures signal reliability through proprietary filtering mechanisms that evaluate: - Factor consensus requirements - Signal persistence validation - Data quality thresholds - Regime-dependent adjustments ## Implementation and Usage ### Professional Visualization The indicator provides institutional-grade visualization through: **Multi-Theme Color Schemes**: Eight professional color themes optimized for different trading environments, following data visualization best practices (Tufte, 2001)²². **Dynamic Background System**: Real-time visual feedback system that provides immediate market risk appetite assessment. **Signal Quality Indicators**: Professional-grade visual representations of signal strength and reliability metrics. ### Analytics Dashboard The comprehensive dashboard provides key institutional metrics including: - Strategy position status and signal tracking - Risk level assessment and market sentiment indicators - Uncertainty measurements and volatility forecasting - Trading signal quality and regime identification - Performance analytics and model diagnostics ### Professional Alert System Comprehensive alert framework covering: - Entry and exit signal notifications - Threshold breach warnings - Market regime change alerts - Signal quality degradation warnings ## Trading Applications ### Signal Generation Framework The indicator generates professionally validated signals through proprietary algorithms: **Long Entry Signals**: Generated when risk appetite conditions satisfy multiple proprietary criteria, indicating favorable risk asset exposure conditions. **Position Management Signals**: Generated when risk appetite deteriorates below critical thresholds, suggesting defensive positioning requirements. ### Risk Management Integration The indicator seamlessly integrates with institutional risk management frameworks through: - Real-time regime identification and classification - Advanced volatility forecasting capabilities - Crisis detection and early warning systems - Comprehensive uncertainty quantification ### Multi-Timeframe Applications While optimized for daily analysis, the indicator supports various analytical timeframes for: - Strategic asset allocation decisions - Tactical portfolio rebalancing - Risk management applications ## Empirical Validation ### Performance Characteristics The indicator has undergone extensive empirical validation across multiple market environments, demonstrating: - Consistent performance across different market regimes - Robust signal generation during crisis periods - Effective risk-adjusted return enhancement capabilities ### Statistical Validation All model components and signal generation rules have been validated using: - Comprehensive out-of-sample testing protocols - Monte Carlo simulation analysis - Cross-regime performance evaluation - Statistical significance testing ## Model Specifications ### Market Applications and Target Instruments **Primary Target Market**: The Advanced Risk Appetite Index is specifically optimized for S&P 500 Index (SPX) analysis, where it demonstrates peak performance characteristics. The model's proprietary factor weighting and signal generation algorithms have been calibrated primarily against SPX historical data, ensuring optimal sensitivity to US large-cap equity market dynamics. **Secondary Market Applications**: While designed for SPX, the indicator demonstrates robust performance across other major equity indices, including: - NASDAQ-100 (NDX) and related instruments - Dow Jones Industrial Average (DJIA) - Russell 2000 (RUT) for small-cap exposure - International indices with sufficient liquidity and data availability **Cross-Market Validation**: The model's fundamental approach to risk appetite measurement provides meaningful signals across different equity markets, though performance characteristics may vary based on market structure, liquidity, and regional economic factors. ### Data Requirements The indicator requires access to institutional-grade market data across multiple asset classes and economic indicators. Specific data requirements and processing methodologies are proprietary. ### Computational Framework The system utilizes advanced computational techniques including: - Robust statistical estimation methods - Dynamic factor modeling approaches - Regime-switching algorithms - Real-time signal processing capabilities ## Limitations and Risk Disclosure ### Model Limitations **Data Dependency**: The indicator requires comprehensive market data and may experience performance variations during periods of limited data availability. **Regime Sensitivity**: Performance characteristics may vary across different market regimes and structural breaks. ### Risk Warnings **Past Performance Disclaimer**: Historical results do not guarantee future performance. All trading involves substantial risk of loss. **Model Risk**: Quantitative models are subject to model risk and may fail to predict future market movements accurately. **Market Risk**: The indicator does not eliminate market risk and must be used within comprehensive risk management frameworks. ## Professional Applications ### Target Users The Advanced Risk Appetite Index is designed for: - Institutional portfolio managers and investment professionals - Risk management teams and quantitative analysts - Professional traders and hedge fund managers - Academic researchers and financial consultants ### Integration Capabilities The indicator supports integration with: - Portfolio optimization and management systems - Risk management and monitoring platforms - Automated trading and execution systems - Research and analytics databases ## References 1. Kahneman, D., & Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, 47(2), 263-291. 2. O'Hara, M. (1995). Market Microstructure Theory. Cambridge, MA: Blackwell Publishers. 3. Kumar, A., & Lee, C. M. (2006). Retail Investor Sentiment and Return Comovements. Journal of Finance, 61(5), 2451-2486. 4. Shefrin, H., & Statman, M. (1985). The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence. Journal of Finance, 40(3), 777-790. 5. Hasbrouck, J. (1991). Measuring the Information Content of Stock Trades. Journal of Finance, 46(1), 179-207. 6. Taylor, J. B. (1993). Discretion versus Policy Rules in Practice. Carnegie-Rochester Conference Series on Public Policy, 39, 195-214. 7. Dornbusch, R. (1976). Expectations and Exchange Rate Dynamics. Journal of Political Economy, 84(6), 1161-1176. 8. Fama, E. F., & French, K. R. (1993). Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, 33(1), 3-56. 9. Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384. 10. Huber, P. J. (1981). Robust Statistics. New York: John Wiley & Sons. 11. Breeden, D. T. (1979). An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities. Journal of Financial Economics, 7(3), 265-296. 12. Mishkin, F. S. (1990). What Does the Term Structure Tell Us About Future Inflation? Journal of Monetary Economics, 25(1), 77-95. 13. Estrella, A., & Hardouvelis, G. A. (1991). The Term Structure as a Predictor of Real Economic Activity. Journal of Finance, 46(2), 555-576. 14. Collin-Dufresne, P., Goldstein, R. S., & Martin, J. S. (2001). The Determinants of Credit Spread Changes. Journal of Finance, 56(6), 2177-2207. 15. Carr, P., & Wu, L. (2009). Variance Risk Premiums. Review of Financial Studies, 22(3), 1311-1341. 16. Engel, C. (1996). The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. Journal of Empirical Finance, 3(2), 123-192. 17. Ranaldo, A., & Söderlind, P. (2010). Safe Haven Currencies. Review of Finance, 14(3), 385-407. 18. Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance, 48(1), 65-91. 19. Pástor, L., & Stambaugh, R. F. (2003). Liquidity Risk and Expected Stock Returns. Journal of Political Economy, 111(3), 642-685. 20. Rousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. 21. Stock, J. H., & Watson, M. W. (2002). Dynamic Factor Models. Oxford Handbook of Econometrics, 1, 35-59. 22. Tufte, E. R. (2001). The Visual Display of Quantitative Information (2nd ed.). Cheshire, CT: Graphics Press.
Indicatore Pine Script®
di EdgeTools
National Financial Conditions Index (NFCI)This is one of the most important macro indicators in my trading arsenal due to its reliability across different market regimes. I'm excited to share this with the TradingView community because this Federal Reserve data is not only completely free but extraordinarily useful for portfolio management and risk assessment. **Important Disclaimers**: Be aware that some NFCI components are updated only monthly but carry significant weighting in the composite index. Additionally, the Fed occasionally revises historical NFCI data, so historical backtests should be interpreted with some caution. Nevertheless, this remains a crucial leading indicator for financial stress conditions. --- ## What is the National Financial Conditions Index? The National Financial Conditions Index (NFCI) is a comprehensive measure of financial stress and liquidity conditions developed by the Federal Reserve Bank of Chicago. This indicator synthesizes over 100 financial market variables into a single, interpretable metric that captures the overall state of financial conditions in the United States (Brave & Butters, 2011). **Key Principle**: When the NFCI is positive, financial conditions are tighter than average; when negative, conditions are looser than average. Values above +1.0 historically coincide with financial crises, while values below -1.0 often signal bubble-like conditions. ## Scientific Foundation & Research The NFCI methodology is grounded in extensive academic research: ### Core Research Foundation - **Brave, S., & Butters, R. A. (2011)**. "Monitoring financial stability: A financial conditions index approach." *Economic Perspectives*, 35(1), 22-43. - **Hatzius, J., Hooper, P., Mishkin, F. S., Schoenholtz, K. L., & Watson, M. W. (2010)**. "Financial conditions indexes: A fresh look after the financial crisis." *US Monetary Policy Forum Report*, No. 23. - **Kliesen, K. L., Owyang, M. T., & Vermann, E. K. (2012)**. "Disentangling diverse measures: A survey of financial stress indexes." *Federal Reserve Bank of St. Louis Review*, 94(5), 369-397. ### Methodological Validation The NFCI employs Principal Component Analysis (PCA) to extract common factors from financial market data, following the methodology established by **English, W. B., Tsatsaronis, K., & Zoli, E. (2005)** in "Assessing the predictive power of measures of financial conditions for macroeconomic variables." The index has been validated through extensive academic research (Koop & Korobilis, 2014). ## NFCI Components Explained This indicator provides access to all five official NFCI variants: ### 1. **Main NFCI** The primary composite index incorporating all financial market sectors. This serves as the main signal for portfolio allocation decisions. ### 2. **Adjusted NFCI (ANFCI)** Removes the influence of credit market disruptions to focus on non-credit financial stress. Particularly useful during banking crises when credit markets may be impaired but other financial conditions remain stable. ### 3. **Credit Sub-Index** Isolates credit market conditions including corporate bond spreads, commercial paper rates, and bank lending standards. Important for assessing corporate financing stress. ### 4. **Leverage Sub-Index** Measures systemic leverage through margin requirements, dealer financing, and institutional leverage metrics. Useful for identifying leverage-driven market stress. ### 5. **Risk Sub-Index** Captures market-based risk measures including volatility, correlation, and tail risk indicators. Provides indication of risk appetite shifts. ## Practical Trading Applications ### Portfolio Allocation Framework Based on the academic research, the NFCI can be used for portfolio positioning: **Risk-On Positioning (NFCI declining):** - Consider increasing equity exposure - Reduce defensive positions - Evaluate growth-oriented sectors **Risk-Off Positioning (NFCI rising):** - Consider reducing equity exposure - Increase defensive positioning - Favor large-cap, dividend-paying stocks ### Academic Validation According to **Oet, M. V., Eiben, R., Bianco, T., Gramlich, D., & Ong, S. J. (2011)** in "The financial stress index: Identification of systemic risk conditions," financial conditions indices like the NFCI provide early warning capabilities for systemic risk conditions. **Illing, M., & Liu, Y. (2006)** demonstrated in "Measuring financial stress in a developed country: An application to Canada" that composite financial stress measures can be useful for predicting economic downturns. ## Advanced Features of This Implementation ### Dynamic Background Coloring - **Green backgrounds**: Risk-On conditions - potentially favorable for equity investment - **Red backgrounds**: Risk-Off conditions - time for defensive positioning - **Intensity varies**: Based on deviation from trend for nuanced risk assessment ### Professional Dashboard Real-time analytics table showing: - Current NFCI level and interpretation (TIGHT/LOOSE/NEUTRAL) - Individual sub-index readings - Change analysis - Portfolio guidance (Risk On/Risk Off) ### Alert System Professional-grade alerts for: - Risk regime changes - Extreme stress conditions (NFCI > 1.0) - Bubble risk warnings (NFCI < -1.0) - Major trend reversals ## Optimal Usage Guidelines ### Best Timeframes - **Daily charts**: Recommended for intermediate-term positioning - **Weekly charts**: Suitable for longer-term portfolio allocation - **Intraday**: Less effective due to weekly update frequency ### Complementary Indicators For enhanced analysis, combine NFCI signals with: - **VIX levels**: Confirm stress readings - **Credit spreads**: Validate credit sub-index signals - **Moving averages**: Determine overall market trend context - **Economic surprise indices**: Gauge fundamental backdrop ### Position Sizing Considerations - **Extreme readings** (|NFCI| > 1.0): Consider higher conviction positioning - **Moderate readings** (|NFCI| 0.3-1.0): Standard position sizing - **Neutral readings** (|NFCI| < 0.3): Consider reduced conviction ## Important Limitations & Considerations ### Data Frequency Issues **Critical Warning**: While the main NFCI updates weekly (typically Wednesdays), some underlying components update monthly. Corporate bond indices and commercial paper rates, which carry significant weight, may cause delayed reactions to current market conditions. **Component Update Schedule:** - **Weekly Updates**: Main NFCI composite, most equity volatility measures - **Monthly Updates**: Corporate bond spreads, commercial paper rates - **Quarterly Updates**: Banking sector surveys - **Impact**: Significant portion of index weight may lag current conditions ### Historical Revisions The Federal Reserve occasionally revises NFCI historical data as new information becomes available or methodologies are refined. This means backtesting results should be interpreted cautiously, and the indicator works best for forward-looking analysis rather than precise historical replication. ### Market Regime Dependency The NFCI effectiveness may vary across different market regimes. During extended sideways markets or regime transitions, signals may be less reliable. Consider combining with trend-following indicators for optimal results. **Bottom Line**: Use NFCI for medium-term portfolio positioning guidance. Trust the directional signals while remaining aware of data revision risks and update frequency limitations. This indicator is particularly valuable during periods of financial stress when reliable guidance is most needed. --- **Data Source**: Federal Reserve Bank of Chicago **Update Frequency**: Weekly (typically Wednesdays) **Historical Coverage**: 1973-present **Cost**: Free (public Fed data) *This indicator is for educational and analytical purposes. Always conduct your own research and risk assessment before making investment decisions.* ## References Brave, S., & Butters, R. A. (2011). Monitoring financial stability: A financial conditions index approach. *Economic Perspectives*, 35(1), 22-43. English, W. B., Tsatsaronis, K., & Zoli, E. (2005). Assessing the predictive power of measures of financial conditions for macroeconomic variables. *BIS Papers*, 22, 228-252. Hatzius, J., Hooper, P., Mishkin, F. S., Schoenholtz, K. L., & Watson, M. W. (2010). Financial conditions indexes: A fresh look after the financial crisis. *US Monetary Policy Forum Report*, No. 23. Illing, M., & Liu, Y. (2006). Measuring financial stress in a developed country: An application to Canada. *Bank of Canada Working Paper*, 2006-02. Kliesen, K. L., Owyang, M. T., & Vermann, E. K. (2012). Disentangling diverse measures: A survey of financial stress indexes. *Federal Reserve Bank of St. Louis Review*, 94(5), 369-397. Koop, G., & Korobilis, D. (2014). A new index of financial conditions. *European Economic Review*, 71, 101-116. Oet, M. V., Eiben, R., Bianco, T., Gramlich, D., & Ong, S. J. (2011). The financial stress index: Identification of systemic risk conditions. *Federal Reserve Bank of Cleveland Working Paper*, 11-30.
Indicatore Pine Script®
di EdgeTools
2
ICT - Quit Job in 90 daysThis indicator is designed to help traders identify potential intraday reversals during the New York session, using key liquidity zones and structural shifts. It’s especially suited for 1-minute and 5-minute timeframes. 🔍 Core Concept The tool focuses on liquidity grabs followed by structure breaks, a concept often used in smart money or institutional trading strategies. It plots liquidity levels during the London session (customizable, default: 2AM–7AM), identifying the high and low of that range. These levels act as key zones where price may reverse once liquidity is taken. When price sweeps one of these liquidity levels during the New York session, the script looks for a change of structure (ChoCH) to confirm a potential reversal in the opposite direction. 📈 Change of Structure Logic The CoS logic is based on price action: For a short setup, the script waits for a series of bullish (up-close) candles into a liquidity level, followed by a bearish candle closing below the last up-close candle's body. For a long setup, the opposite applies (a series of down-close candles, followed by a bullish close above). This method helps confirm that the market has reacted to liquidity and is shifting direction. ⚙️ Customization Liquidity window: You can adjust the time range for plotting liquidity levels to fit your session of interest. Levels: In addition to intraday liquidity, the script also includes yesterday's high and low, which many traders use as reversal zones. 📌 Usage Notes Recommended on 1-minute timeframe for optimal precision, though it can also work on 5-minute charts. Designed to be used standalone—no additional indicators required. The chart should be kept clean to best visualize the plotted zones and structure shifts. 🔒 Closed-Source While the script is closed-source, the logic is transparently explained above. The core idea is original and not based on combining existing indicators but on a specific, rule-based approach to intraday structure shifts around liquidity. I also want to say, that just base on a CoS Alert, you are not supposed to take a trade directly. Altough it may work, but on strong continuation days the code will create false signals.
Indicatore Pine Script®
di FunStriker
1
Gmmg Cmm Tool / HALMACCI Indicator by Kuya NickoProtected Script This script is published as closed-source and is available for free use. You may add it to your favorites to apply it to your chart. However, the source code is not accessible for viewing or modification. This indicator is intended for the students and followers of GMMG CMM. HALMACCI is strategy by CMM and is a combination of Heikin Ashi Candle, EMA, ALMA and CCI. This strategy is designed for fast-paced, short‑term trades—typically on 1–15 minute charts—where the Heikin Ashi provides trend confirmation and the EMA ALMA crossing and CCI level crossing confirms the entry/exit signals. When EMA ALMA Cross you can also set alerts using the pre-built alerts It is advisable to use HeikinAshi candle when using this indicator. You may enable the Bollinger Band in the settings as an added confluence for the trend and may switch the oscillator between CCI, MACD and RSI if you want to check the other confluences. You may enable the mini overlay oscillator for RSI or CCI if you want to see both oscillators. Disclaimer This tool is provided for informational purposes only. It does not constitute financial, investment, or trading advice, nor is it an endorsement by TradingView. Please refer to TradingView’s Terms of Use for further information.
Indicatore Pine Script®
di nccabansag_trading
SRBI BARHAMSession Range Breakout Indicator (SRBI) This indicator plots the high and low of the first hour of each selected trading session, forming what we call the Dynamic Range (DR) — a key zone where early session liquidity gets set. It’s designed to help you catch clean breakouts and directional moves right when the algos kick in. Session Coverage: • London Session (best performance) • Tokyo Session (second best) • New York Session You can choose which sessions to display — each one can be turned on or off manually to fit your trading focus. How it works: • After the first hour of the selected session, the DR High and DR Low are drawn. • If the 5-minute candle closes above the DR High, the DR Low will likely become the low of the day/session (also becomes stop loss in case you went long). • If the 5-minute candle closes below the DR Low, the DR High will likely be the high of the day/session (also becomes stop loss in case you went short). • Most setups become invalid once the session ends, so it’s best to focus on setups that form during the active session hours. Trade Setup Logic: • Entry: On a confirmed 5-minute close outside the DR range • Stop Loss (SL): Just at the opposite side of the DR range • Take Profits (TP): • TP1: 1x the DR range (automatically set with fib retracement) • TP2: 2x the DR range (automatically set with fib retracement) or nearest market structure • Targets are auto-drawn using Fibonacci extensions for fast decision-making Markets: • USD/JPY and Gold are the most effective pairs for this strategy • Also works on crypto during the weekends • You can explore and test it on other pairs. Timeframe: 5-minute only Style: Intraday breakout trading with early session confirmation This tool is great for traders looking for bias clarity, clean execution levels, and dynamic targets without clutter or overcomplication. Add it to your toolkit and let structure guide your session plays. This tool is free to use and built for learning and testing purposes only. Please try it out with paper trading first, and feel free to share any feedback or suggestions — all input is appreciated.
Indicatore Pine Script®
di barham90
Dynamic SL/TP Levels (ATR or Fixed %)This indicator, "Dynamic SL/TP Levels (ATR or Fixed %)", is designed to help traders visualize potential stop loss (SL) and take profit (TP) levels for both long and short positions, refreshing dynamically on each new bar. It assumes entry at the current bar's close price and uses a fixed 1:2 risk-reward ratio (TP is twice the distance of SL in the profit direction). Levels are displayed in a compact table in the chart pane for easy reference, without cluttering the main chart with lines. Key Features: Calculation Modes: ATR-Based (Dynamic): SL distance is derived from the Average True Range (ATR) multiplied by a user-defined factor (default 1.5x). This adapts to the asset's volatility, providing breathing room based on recent price movements. Fixed Percentage: SL is set as a direct percentage of the current close price (default 0.5%), offering consistent gaps regardless of volatility. Long and Short Support: Calculates and shows SL/TP for longs (SL below close, TP above) and shorts (SL above close, TP below), with toggles to hide/show each. Real-Time Updates: Levels recalculate every bar, making them readily available for entry decisions in your trading system. Display: Outputs to a table in the top-right pane, showing precise values formatted to the asset's tick size (e.g., full decimal places for crypto). How to Use: Add the indicator to your chart via TradingView's Pine Editor or library. Adjust settings: Toggle "Use ATR?" on/off to switch modes. Set "ATR Length" (default 14) and "ATR Multiplier for SL" for dynamic mode. Set "Fixed SL %" for percentage mode. Enable/disable "Show Long Levels" or "Show Short Levels" as needed. Interpret the table: Use the displayed SL/TP values when your strategy signals an entry. For risk management, combine with position sizing (e.g., risk 1% of account per trade based on SL distance). Example: On a volatile asset like BTC, ATR mode might set a wider SL for realism; on stable pairs, fixed % ensures predictability. This tool promotes disciplined trading by tying levels to price action or fixed rules, but it's not financial advice—always backtest and use with your full strategy. Feedback welcome!
Indicatore Pine Script®
di MonkeyPhone