Inizia

Forecasting

BTC Power Law [Financial 6-Pack | @itsToghrul]A clean, research-grade roadmap for Bitcoin’s long-term trajectory. The script fits a power-law curve to INDEX:BTCUSD price vs. days since genesis, adds asymmetric deviation bands to reflect diminishing upside, and can project the path forward while keeping chart clutter under control. A compact stats table shows model fit quality, live deviation, and model prices for a custom future date. What it does - Plots a base power-law model of BTC price over time. - Adds an upper band that decays over time to capture diminishing returns, with multiple decay options. - Adds a lower band as a fixed multiple to frame downside risk. - Optionally boosts cycle peaks with Gaussian “bumps” to reflect halving-cycle dynamics. - Draws dashed forward projections for the base line and bands over a user-defined horizon. Displays a stats table with: - Rolling R² of model vs. price (in log space) over a user-defined lookback. - Current % deviation from the base model. - Model, upper, and lower prices for a custom date you set. Key features - Five upper-band modes: Fixed, Exponential, Power-law, Stretched Exponential (Weibull), and Logistic/Hill. Each mode has intuitive controls for steepness, midpoint, floor, and reference scales. - Cycle peak enhancer: Optional Gaussian sum with per-cycle decay, width, and period controls, plus an optional cosine modulation. - Future projection controls: Choose the forward horizon in days and a sampling step to balance precision vs. performance. Projections render as transparent dashed lines to avoid clutter. - Lightweight rendering: Internal caps on line segments keep drawings responsive without losing structure. - Custom-date pricing: Build a date/time from parts and read off model, upper, and lower prices in the table. - Transparent fit metric: Rolling R² in log space offers a quick quality check for the current regime. Inputs overview - Future projection: On/off, horizon (days), and sampling step. - Colors: Base line and band colors with separate transparency for projections. - Upper deviation: Mode selector plus parameters for decay shape, floor, reference scale, or midpoint/steepness, depending on mode. - Lower deviation: Single fixed multiple with color. - Gaussian peaks (optional): Amplitude base, cycle width, period, first-peak center, per-cycle decay, number of cycles, and optional cosine modulation. - Stats: Rolling R² lookback length. - Custom date: Year, month, day, hour, minute for quick scenario checks. How to read it - Base line: Long-term fair-value trend under a power-law regime. - Upper band: Probable cycle top envelope that compresses over time. Switching modes changes how quickly headroom fades. - Lower band: Defensive envelope for stress scenarios. - Deviation %: Positive values signal overvaluation vs. model; negative values signal undervaluation vs. model. - Custom date row: Quick “what-if” prices for your chosen timestamp. Practical tips - Use log scale on the price chart for visual clarity. - For conservative tops, select Logistic/Hill or Stretched Exp with a non-trivial floor. - For aggressive tops, use Power-law upper mode with a moderate exponent, then temper with the Gaussian enhancer. - Keep the projection step coarse on lower-power machines to maintain snappy charts. - Treat R² as a diagnostic, not a signal. Markets drift around regime shifts. Intended use Research and risk framing for BTC on higher timeframes. Works best on weekly or higher with reliable BTC spot pairs. Disclaimer Educational content only. No financial advice. Markets carry risk. Manage exposure and test ideas before acting.
Indicatore Pine Script®
di toghrulaliyev
[c3s] CWS - M2 Global Liquidity Index & BTC Correlation CWS - M2 Global Liquidity Index with Offset BTC Correlation This custom indicator visualizes and analyzes the relationship between the global M2 money supply and Bitcoin (BTC) price movements. It calculates the correlation between these two variables to provide insights into how changes in global liquidity may impact Bitcoin’s price over time. Key Features: Global M2 Liquidity Index Calculation: Fetches M2 money supply data from multiple economies (China, US, EU, Japan, UK) and normalizes using currency exchange rates (e.g., CNY/USD, EUR/USD). Combines all M2 data points and normalizes by dividing by 1 trillion (1e12) for easier visualization. Offset for M2 Data: The offset parameter allows users to shift the M2 data by a specified number of days, helping track the influence of past global liquidity on Bitcoin. BTC Price Correlation: Computes the correlation between shifted global M2 liquidity and Bitcoin (BTC) price, using a 52-day lookback period by default. Correlation Quality Display: Categorizes correlation quality as: Excellent : Correlation >= 0.8 Good : Correlation >= 0.6 and < 0.8 Weak : Correlation >= 0.4 and < 0.6 Very Weak : Correlation < 0.4 Displays correlation quality as a label on the chart for easy assessment. Visual Enhancements: Labels : Displays dynamic labels on the chart with metrics like M2 value and correlation. Plot Shapes : Uses shapes to indicate data availability for global M2 and correlation. Data Table : Optionally shows a data table in the top-right corner summarizing: Global M2 value (in trillions) The correlation between global M2 and BTC The correlation quality Optional Debugging: Debug plots help identify when data is missing for M2 or correlation, ensuring transparency and accurate functionality. Inputs: Offset: Shift the M2 data (in days) to see past liquidity effects on Bitcoin. Lookback Period: Number of periods (default 52) used to calculate the correlation. Show Labels: Toggle to show or hide labels for M2 and correlation values. Show Table: Toggle to show or hide the data table in the top-right corner. Usage: Ideal for traders and analysts seeking to understand the relationship between global liquidity and Bitcoin price. The offset and lookback period can be adjusted to explore different timeframes and correlation strengths, aiding more informed trading decisions.
Indicatore Pine Script®
di c3smonkey
Meta-LR ForecastThis indicator builds a forward-looking projection from the current bar by combining twelve time-compressed “mini forecasts.” Each forecast is a linear-regression-based outlook whose contribution is adaptively scaled by trend strength (via ADX) and normalized to each timeframe’s own volatility (via that timeframe’s ATR). The result is a 12-segment polyline that starts at the current price and extends one bar at a time into the future (1× through 12× the chart’s timeframe). Alongside the plotted path, the script computes two summary measures: * Per-TF Bias% — a directional efficiency × R² score for each micro-forecast, expressed as a percent. * Meta Bias% — the same score, but applied to the final, accumulated 12-step path. It summarizes how coherent and directional the combined projection is. This tool is an indicator, not a strategy. It does not place orders. Nothing here is trade advice; it is a visual, quantitative framework to help you assess directional bias and trend context across a ladder of timeframe multiples. The core engine fits a simple least-squares line on a normalized price series for each small forecast horizon and extrapolates one bar forward. That “trend” forecast is paired with its mirror, an “anti-trend” forecast, constructed around the current normalized price. The model then blends between these two wings according to current trend strength as measured by ADX. ADX is transformed into a weight (w) in using an adaptive band centered on the rolling mean (μ) with width derived from the standard deviation (σ) of ADX over a configurable lookback. When ADX is deeply below the lower band, the weight approaches -1, favoring anti-trend behavior. Inside the flat band, the weight is near zero, producing neutral behavior. Clearly above the upper band, the weight approaches +1, favoring a trend-following stance. The transitions between these regions are linear so the regime shift is smooth rather than abrupt. You can shape how quickly the model commits to either wing using two exponents. One exponent controls how aggressively positive weights lean into the trend forecast; the other controls how aggressively negative weights lean into the anti-trend forecast. Raising these exponents makes the response more gradual; lowering them makes the shift more decisive. An optional switch can force full anti-trend behavior when ADX registers a deep-low condition far below the lower tail, if you prefer a categorical stance in very flat markets. A key design choice is volatility normalization. Every micro-forecast is computed in ATR units of its own timeframe. The script fetches that timeframe’s ATR inside each security call and converts normalized outputs back to price with that exact ATR. This avoids scaling higher-timeframe effects by the chart ATR or by square-root time approximations. Using “ATR-true” for each timeframe keeps the cross-timeframe accumulation consistent and dimensionally correct. Bias% is defined as directional efficiency multiplied by R², expressed as a percent. Directional efficiency captures how much net progress occurred relative to the total path length; R² captures how well the path aligns with a straight line. If price meanders without net progress, efficiency drops; if the variation is well-explained by a line, R² rises. Multiplying the two penalizes choppy, low-signal paths and rewards sustained, coherent motion. The forward path is built by converting each per-timeframe Bias% into a small ATR-sized delta, then cumulatively adding those deltas to form a 12-step projection. This produces a polyline anchored at the current close and stepping forward one bar per timeframe multiple. Segment color flips by slope, allowing a quick read of the path’s direction and inflection. Inputs you can tune include: * Max Regression Length. Upper bound for each micro-forecast’s regression window. Larger values smooth the trend estimate at the cost of responsiveness; smaller values react faster but can add noise. * Price Source. The price series analyzed (for example, close or typical price). * ADX Length. Period used for the DMI/ADX calculation. * ATR Length (normalization). Window used for ATR; this is applied per timeframe inside each security call. * Band Lookback (for μ, σ). Lookback used to compute the adaptive ADX band statistics. Larger values stabilize the band; smaller values react more quickly. * Flat half-width (σ). Width of the neutral band on both sides of μ. Wider flats spend more time neutral; narrower flats switch regimes more readily. * Tail width beyond flat (σ). Distance from the flat band edge to the extreme trend/anti-trend zone. Larger tails create a longer ramp; smaller tails reach extremes sooner. * Polyline Width. Visual thickness of the plotted segments. * Negative Wing Aggression (anti-trend). Exponent shaping for negative weights; higher values soften the tilt into mean reversion. * Positive Wing Aggression (trend). Exponent shaping for positive weights; lower values make trend commitment stronger and sooner. * Force FULL Anti-Trend at Deep-Low ADX. Optional hard switch for extremely low ADX conditions. On the chart you will see: * A 12-segment forward polyline starting from the current close to bar\_index + 1 … +12, with green segments for up-steps and red for down-steps. * A small label at the latest bar showing Meta Bias% when available, or “n/a” when insufficient data exists. Interpreting the readouts: * Trend-following contexts are characterized by ADX above the adaptive upper band, pushing w toward +1. The blended forecast leans toward the regression extrapolation. A strongly positive Meta Bias% in this environment suggests directional alignment across the ladder of timeframes. * Mean-reversion contexts occur when ADX is well below the lower tail, pushing w toward -1 (or forcing anti-trend if enabled). After a sharp advance, a negative Meta Bias% may indicate the model projects pullback tendencies. * Neutral contexts occur when ADX sits inside the flat band; w is near zero, the blended forecast remains close to current price, and Meta Bias% tends to hover near zero. These are analytical cues, not rules. Always corroborate with your broader process, including market structure, time-of-day behavior, liquidity conditions, and risk limits. Practical usage patterns include: * Momentum confirmation. Combine a rising Meta Bias% with higher-timeframe structure (such as higher highs and higher lows) to validate continuation setups. Treat the 12th step’s distance as a coarse sense of potential room rather than as a target. * Fade filtering. If you prefer fading extremes, require ADX to be near or below the lower ramp before acting on counter-moves, and avoid fades when ADX is decisively above the upper band. * Position planning. Because per-step deltas are ATR-scaled, the path’s vertical extent can be mentally mapped to typical noise for the instrument, informing stop distance choices. The script itself does not compute orders or size. * Multi-timeframe alignment. Each step corresponds to a clean multiple of your chart timeframe, so the polyline visualizes how successively larger windows bias price, all referenced to the current bar. House-rules and repainting disclosures: * Indicator, not strategy. The script does not execute, manage, or suggest orders. It displays computed paths and bias scores for analysis only. * No performance claims. Past behavior of any measure, including Meta Bias%, does not guarantee future results. There are no assurances of profitability. * Higher-timeframe updates. Values obtained via security for higher-timeframe series can update intrabar until the higher-timeframe bar closes. The forward path and Meta Bias% may change during formation of a higher-timeframe candle. If you need confirmed higher-timeframe inputs, consider reading the prior higher-timeframe value or acting only after the higher-timeframe close. * Data sufficiency. The model requires enough history to compute ATR, ADX statistics, and regression windows. On very young charts or illiquid symbols, parts of the readout can be unavailable until sufficient data accumulates. * Volatility regimes. ATR normalization helps compare across timeframes, but unusual volatility regimes can make the path look deceptively flat or exaggerated. Judge the vertical scale relative to your instrument’s typical ATR. Tuning tips: * Stability versus responsiveness. Increase Max Regression Length to steady the micro-forecasts but accept slower response. If you lower it, consider slightly increasing Band Lookback so regime boundaries are not too jumpy. * Regime bands. Widen the flat half-width to spend more time neutral, which can reduce over-trading tendencies in chop. Shrink the tail width if you want the model to commit to extremes sooner, at the cost of more false swings. * Wing shaping. If anti-trend behavior feels too abrupt at low ADX, raise the negative wing exponent. If you want trend bias to kick in more decisively at high ADX, lower the positive wing exponent. Small changes have large effects. * Forced anti-trend. Enable the deep-low option only if you explicitly want a categorical “markets are flat, fade moves” policy. Many users prefer leaving it off to keep regime decisions continuous. Troubleshooting: * Nothing plots or the label shows “n/a.” Ensure the chart has enough history for the ADX band statistics, ATR, and the regression windows. Exotic or illiquid symbols with missing data may starve the higher-timeframe computations. Try a more liquid market or a higher timeframe. * Path flickers or shifts during the bar. This is expected when any higher-timeframe input is still forming. Wait for the higher-timeframe close for fully confirmed behavior, or modify the code to read prior values from the higher timeframe. * Polyline looks too flat or too steep. Check the chart’s vertical scale and recent ATR regime. Adjust Max Regression Length, the wing exponents, or the band widths to suit the instrument. Integration ideas for manual workflows: * Confluence checklist. Use Meta Bias% as one of several independent checks, alongside structure, session context, and event risk. Act only when multiple cues align. * Stop and target thinking. Because deltas are ATR-scaled at each timeframe, benchmark your proposed stops and targets against the forward steps’ magnitude. Stops that are much tighter than the prevailing ATR often sit inside normal noise. * Session context. Consider session hours and microstructure. The same ADX value can imply different tradeability in different sessions, particularly in index futures and FX. This indicator deliberately avoids: * Fixed thresholds for buy or sell decisions. Markets vary and fixed numbers invite overfitting. Decide what constitutes “high enough” Meta Bias% for your market and timeframe. * Automatic risk sizing. Proper sizing depends on account parameters, instrument specifications, and personal risk tolerance. Keep that decision in your risk plan, not in a visual bias tool. * Claims of edge. These measures summarize path geometry and trend context; they do not ensure a tradable edge on their own. Summary of how to think about the output: * The script builds a 12-step forward path by stacking linear-regression micro-forecasts across increasing multiples of the chart timeframe. * Each micro-forecast is blended between trend and anti-trend using an adaptive ADX band with separate aggression controls for positive and negative regimes. * All computations are done in ATR-true units for each timeframe before reconversion to price, ensuring dimensional consistency when accumulating steps. * Bias% (per-timeframe and Meta) condenses directional efficiency and trend fidelity into a compact score. * The output is designed to serve as an analytical overlay that helps assess whether conditions look trend-friendly, fade-friendly, or neutral, while acknowledging higher-timeframe update behavior and avoiding prescriptive trade rules. Use this tool as one component within a disciplined process that includes independent confirmation, event awareness, and robust risk management.
Indicatore Pine Script®
di Tradenometry
1
Trading Dashboard Position managementWhat This Script Does: A Simple Overview Imagine you want a small, neat box on your trading chart that automatically calculates and displays key price levels for a potential trade. This script does exactly that. It creates a "Trade Dashboard" that uses a popular volatility indicator called the Average True Range (ATR) to suggest: A potential Entry price. A Stop Loss level to limit potential losses. Three different Target levels for taking profits. You can customize everything, from how these levels are calculated to how the dashboard looks.
Indicatore Pine Script®
di subhasisnayak509
Seasonality Monte Carlo Forecaster [BackQuant]Seasonality Monte Carlo Forecaster Plain-English overview This tool projects a cone of plausible future prices by combining two ideas that traders already use intuitively: seasonality and uncertainty. It watches how your market typically behaves around this calendar date, turns that seasonal tendency into a small daily “drift,” then runs many randomized price paths forward to estimate where price could land tomorrow, next week, or a month from now. The result is a probability cone with a clear expected path, plus optional overlays that show how past years tended to move from this point on the calendar. It is a planning tool, not a crystal ball: the goal is to quantify ranges and odds so you can size, place stops, set targets, and time entries with more realism. What Monte Carlo is and why quants rely on it • Definition . Monte Carlo simulation is a way to answer “what might happen next?” when there is randomness in the system. Instead of producing a single forecast, it generates thousands of alternate futures by repeatedly sampling random shocks and adding them to a model of how prices evolve. • Why it is used . Markets are noisy. A single point forecast hides risk. Monte Carlo gives a distribution of outcomes so you can reason in probabilities: the median path, the 68% band, the 95% band, tail risks, and the chance of hitting a specific level within a horizon. • Core strengths in quant finance . – Path-dependent questions : “What is the probability we touch a stop before a target?” “What is the expected drawdown on the way to my objective?” – Pricing and risk : Useful for path-dependent options, Value-at-Risk (VaR), expected shortfall (CVaR), stress paths, and scenario analysis when closed-form formulas are unrealistic. – Planning under uncertainty : Portfolio construction and rebalancing rules can be tested against a cloud of plausible futures rather than a single guess. • Why it fits trading workflows . It turns gut feel like “seasonality is supportive here” into quantitative ranges: “median path suggests +X% with a 68% band of ±Y%; stop at Z has only ~16% odds of being tagged in N days.” How this indicator builds its probability cone 1) Seasonal pattern discovery The script builds two day-of-year maps as new data arrives: • A return map where each calendar day stores an exponentially smoothed average of that day’s log return (yesterday→today). The smoothing (90% old, 10% new) behaves like an EWMA, letting older seasons matter while adapting to new information. • A volatility map that tracks the typical absolute return for the same calendar day. It calculates the day-of-year carefully (with leap-year adjustment) and indexes into a 365-slot seasonal array so “March 18” is compared with past March 18ths. This becomes the seasonal bias that gently nudges simulations up or down on each forecast day. 2) Choice of randomness engine You can pick how the future shocks are generated: • Daily mode uses a Gaussian draw with the seasonal bias as the mean and a volatility that comes from realized returns, scaled down to avoid over-fitting. It relies on the Box–Muller transform internally to turn two uniform random numbers into one normal shock. • Weekly mode uses bootstrap sampling from the seasonal return history (resampling actual historical daily drifts and then blending in a fraction of the seasonal bias). Bootstrapping is robust when the empirical distribution has asymmetry or fatter tails than a normal distribution. Both modes seed their random draws deterministically per path and day, which makes plots reproducible bar-to-bar and avoids flickering bands. 3) Volatility scaling to current conditions Markets do not always live in average volatility. The engine computes a simple volatility factor from ATR(20)/price and scales the simulated shocks up or down within sensible bounds (clamped between 0.5× and 2.0×). When the current regime is quiet, the cone narrows; when ranges expand, the cone widens. This prevents the classic mistake of projecting calm markets into a storm or vice versa. 4) Many futures, summarized by percentiles The model generates a matrix of price paths (capped at 100 runs for performance inside TradingView), each path stepping forward for your selected horizon. For each forecast day it sorts the simulated prices and pulls key percentiles: • 5th and 95th → approximate 95% band (outer cone). • 16th and 84th → approximate 68% band (inner cone). • 50th → the median or “expected path.” These are drawn as polylines so you can immediately see central tendency and dispersion. 5) A historical overlay (optional) Turn on the overlay to sketch a dotted path of what a purely seasonal projection would look like for the next ~30 days using only the return map, no randomness. This is not a forecast; it is a visual reminder of the seasonal drift you are biasing toward. Inputs you control and how to think about them Monte Carlo Simulation • Price Series for Calculation . The source series, typically close. • Enable Probability Forecasts . Master switch for simulation and drawing. • Simulation Iterations . Requested number of paths to run. Internally capped at 100 to protect performance, which is generally enough to estimate the percentiles for a trading chart. If you need ultra-smooth bands, shorten the horizon. • Forecast Days Ahead . The length of the cone. Longer horizons dilute seasonal signal and widen uncertainty. • Probability Bands . Draw all bands, just 95%, just 68%, or a custom level (display logic remains 68/95 internally; the custom number is for labeling and color choice). • Pattern Resolution . Daily leans on day-of-year effects like “turn-of-month” or holiday patterns. Weekly biases toward day-of-week tendencies and bootstraps from history. • Volatility Scaling . On by default so the cone respects today’s range context. Plotting & UI • Probability Cone . Plots the outer and inner percentile envelopes. • Expected Path . Plots the median line through the cone. • Historical Overlay . Dotted seasonal-only projection for context. • Band Transparency/Colors . Customize primary (outer) and secondary (inner) band colors and the mean path color. Use higher transparency for cleaner charts. What appears on your chart • A cone starting at the most recent bar, fanning outward. The outer lines are the ~95% band; the inner lines are the ~68% band. • A median path (default blue) running through the center of the cone. • An info panel on the final historical bar that summarizes simulation count, forecast days, number of seasonal patterns learned, the current day-of-year, expected percentage return to the median, and the approximate 95% half-range in percent. • Optional historical seasonal path drawn as dotted segments for the next 30 bars. How to use it in trading 1) Position sizing and stop logic The cone translates “volatility plus seasonality” into distances. • Put stops outside the inner band if you want only ~16% odds of a stop-out due to noise before your thesis can play. • Size positions so that a test of the inner band is survivable and a test of the outer band is rare but acceptable. • If your target sits inside the 68% band at your horizon, the payoff is likely modest; outside the 68% but inside the 95% can justify “one-good-push” trades; beyond the 95% band is a low-probability flyer—consider scaling plans or optionality. 2) Entry timing with seasonal bias When the median path slopes up from this calendar date and the cone is relatively narrow, a pullback toward the lower inner band can be a high-quality entry with a tight invalidation. If the median slopes down, fade rallies toward the upper band or step aside if it clashes with your system. 3) Target selection Project your time horizon to N bars ahead, then pick targets around the median or the opposite inner band depending on your style. You can also anchor dynamic take-profits to the moving median as new bars arrive. 4) Scenario planning & “what-ifs” Before events, glance at the cone: if the 95% band already spans a huge range, trade smaller, expect whips, and avoid placing stops at obvious band edges. If the cone is unusually tight, consider breakout tactics and be ready to add if volatility expands beyond the inner band with follow-through. 5) Options and vol tactics • When the cone is tight : Prefer long gamma structures (debit spreads) only if you expect a regime shift; otherwise premium selling may dominate. • When the cone is wide : Debit structures benefit from range; credit spreads need wider wings or smaller size. Align with your separate IV metrics. Reading the probability cone like a pro • Cone slope = seasonal drift. Upward slope means the calendar has historically favored positive drift from this date, downward slope the opposite. • Cone width = regime volatility. A widening fan tells you that uncertainty grows fast; a narrow cone says the market typically stays contained. • Mean vs. price gap . If spot trades well above the median path and the upper band, mean-reversion risk is high. If spot presses the lower inner band in an up-sloping cone, you are in the “buy fear” zone. • Touches and pierces . Touching the inner band is common noise; piercing it with momentum signals potential regime change; the outer band should be rare and often brings snap-backs unless there is a structural catalyst. Methodological notes (what the code actually does) • Log returns are used for additivity and better statistical behavior: sim_ret is applied via exp(sim_ret) to evolve price. • Seasonal arrays are updated online with EWMA (90/10) so the model keeps learning as each bar arrives. • Leap years are handled; indexing still normalizes into a 365-slot map so the seasonal pattern remains stable. • Gaussian engine (Daily mode) centers shocks on the seasonal bias with a conservative standard deviation. • Bootstrap engine (Weekly mode) resamples from observed seasonal returns and adds a fraction of the bias, which captures skew and fat tails better. • Volatility adjustment multiplies each daily shock by a factor derived from ATR(20)/price, clamped between 0.5 and 2.0 to avoid extreme cones. • Performance guardrails : simulations are capped at 100 paths; the probability cone uses polylines (no heavy fills) and only draws on the last confirmed bar to keep charts responsive. • Prerequisite data : at least ~30 seasonal entries are required before the model will draw a cone; otherwise it waits for more history. Strengths and limitations • Strengths : – Probabilistic thinking replaces single-point guessing. – Seasonality adds a small but meaningful directional bias that many markets exhibit. – Volatility scaling adapts to the current regime so the cone stays realistic. • Limitations : – Seasonality can break around structural changes, policy shifts, or one-off events. – The number of paths is performance-limited; percentile estimates are good for trading, not for academic precision. – The model assumes tomorrow’s randomness resembles recent randomness; if regime shifts violently, the cone will lag until the EWMA adapts. – Holidays and missing sessions can thin the seasonal sample for some assets; be cautious with very short histories. Tuning guide • Horizon : 10–20 bars for tactical trades; 30+ for swing planning when you care more about broad ranges than precise targets. • Iterations : The default 100 is enough for stable 5/16/50/84/95 percentiles. If you crave smoother lines, shorten the horizon or run on higher timeframes. • Daily vs. Weekly : Daily for equities and crypto where month-end and turn-of-month effects matter; Weekly for futures and FX where day-of-week behavior is strong. • Volatility scaling : Keep it on. Turn off only when you intentionally want a “pure seasonality” cone unaffected by current turbulence. Workflow examples • Swing continuation : Cone slopes up, price pulls into the lower inner band, your system fires. Enter near the band, stop just outside the outer line for the next 3–5 bars, target near the median or the opposite inner band. • Fade extremes : Cone is flat or down, price gaps to the upper outer band on news, then stalls. Favor mean-reversion toward the median, size small if volatility scaling is elevated. • Event play : Before CPI or earnings on a proxy index, check cone width. If the inner band is already wide, cut size or prefer options structures that benefit from range. Good habits • Pair the cone with your entry engine (breakout, pullback, order flow). Let Monte Carlo do range math; let your system do signal quality. • Do not anchor blindly to the median; recalc after each bar. When the cone’s slope flips or width jumps, the plan should adapt. • Validate seasonality for your symbol and timeframe; not every market has strong calendar effects. Summary The Seasonality Monte Carlo Forecaster wraps institutional risk planning into a single overlay: a data-driven seasonal drift, realistic volatility scaling, and a probabilistic cone that answers “where could we be, with what odds?” within your trading horizon. Use it to place stops where randomness is less likely to take you out, to set targets aligned with realistic travel, and to size positions with confidence born from distributions rather than hunches. It will not predict the future, but it will keep your decisions anchored to probabilities—the language markets actually speak.
Indicatore Pine Script®
di BackQuant
2
Time Cycles SMT Detector📊 Overview The Time Cycles SMT Detector is an advanced indicator designed to identify Smart Money Technique (SMT) divergences across multiple time cycles during the New York trading session. It compares price action between correlated instruments to spot institutional footprints and potential market reversals. 🎯 What is SMT (Smart Money Timing)? SMT occurs when correlated markets fail to make matching highs or lows, indicating potential institutional manipulation or positioning. This divergence often precedes significant market moves. ⚙️ Key Features Multi-Timeframe Cycle Analysis: 90-minute cycles (6 cycles per trading day) - Major institutional positioning 30-minute cycles (18 cycles per trading day) - Intermediate market structure 10-minute cycles (54 cycles per trading day) - Intraday momentum shifts 3-minute cycles (180 cycles per trading day) - Scalping opportunities Intelligent Overlap Prevention Hierarchical priority system prevents visual clutter Higher timeframe SMTs take precedence over lower timeframes Clean, readable charts even with multiple active signals Dual Correlation Analysis Compare your main chart with two different instruments simultaneously Default setup: MES1! (S&P 500) and MYM1! (Dow Jones) Fully customizable ticker selection 📈 Trading Signals Bullish SMT Main instrument makes a higher low while correlated instrument makes a lower low Indicates potential upward movement Displayed with customizable bullish colors (default: green for MES, aqua for MYM) Bearish SMT Main instrument makes a lower high while correlated instrument makes a higher high Indicates potential downward movement Displayed with customizable bearish colors (default: red for MES, orange for MYM) 🔧 Customization Options Visual Settings: Toggle individual timeframe cycles on/off Customize colors for each ticker's bullish/bearish signals Choose line styles (solid, dashed, dotted) Show/hide cycle text labels Optional SMT zones with adjustable transparency Cycle boxes for visual time segmentation Analysis Settings: Compare only consecutive cycles or scan multiple cycles back Adjust maximum cycles to compare (1-20) Enable/disable bullish or bearish SMT detection separately Real-time alerts for all timeframes 💡 How to use it Add to your chart - Works best on 1-minute timeframe for maximum precision Select your correlated instruments - Default MES/MYM for NQ traders Monitor for divergences - Look for SMT lines connecting cycle highs/lows Confirm with market context - Use alongside your existing strategy Trade the convergence - Expect prices to realign after SMT divergence 🎓 Best Practices Focus on higher timeframes first - 90m and 30m SMTs carry more weight Look for confluence - Multiple timeframes showing same direction SMT Time your entries - Use lower timeframe SMTs (10m, 3m) for precise entry timing Respect the hierarchy - When overlapping signals occur, higher timeframes have priority ⏰ Trading Hours The indicator operates during New York trading hours (7:00 AM - 4:00 PM ET), automatically resetting at the start of each trading day. 🚀 Why This Indicator? Institutional Logic: Based on how smart money creates divergences before major moves Multi-dimensional Analysis: Four different time cycles provide complete market perspective Clean Visualization: Smart overlap prevention keeps your charts readable Flexible Configuration: Adapt to any correlated market pairs Real-time Alerts: Never miss a significant SMT formation 📝 Notes Designed primarily for index futures (NQ, ES, YM) but works with any correlated instruments Best results on 1-minute charts for accurate cycle detection All cycles reset at 7:00 AM New York time Maximum effectiveness during regular trading hours Acknowledgement This indicator is based on ICT (Inner Circle Trader) concepts and Smart Money techniques for identifying institutional order flow through market divergences.
Indicatore Pine Script®
di michele.amori
7
EEI Strategy — Greedy/Guarded v1.2Purpose Day‑trading strategy (5‑min focus) that hunts “armed” setups (PRE) and confirms them (GO) with greedy-but‑guarded execution. It adapts to symbol type, trend strength, and how long it’s been since the last signal. Core signals & regime Trend/Regime: EMA‑200 (intraday bias), VWAP, and a non‑repainting HTF EMA (via request.security(...) ). Momentum/Structure: Manual Wilder DMI/ADX, micro‑ribbon (EMA 8/21), Bollinger‑Keltner squeeze + “squeeze fire,” BOS (break of swing high/low), pullback to band. Liquidity/Vol: RVOL vs SMA(volume) + a latch (keeps eligibility a few bars after the first spike). Volatility: ATR + ATR EMA (expansion). PRE / GO engine Score (0–100) aggregates trend, momentum, RVOL, squeeze, OBV slope, ribbon, pullback, BOS, and an Opening‑Range (OR) proximity penalty. PRE arms when the adjusted score ≥ threshold and basic hygiene passes (ATR%, cooldown, etc.). GO confirms within a dynamic window (1–3 bars): Wick‑break mode on hot momentum (trend‑day / high ADX+RVOL): stop orders above/below the PRE high/low with a tick buffer. Close‑through mode otherwise: close must push through PRE high/low plus ATR buffer. Chase guard: entry cannot be too far from PRE price (ATR‑based), with a tiny extra allowance when the 8/21 ribbon aligns. Multiple PREs per squeeze (capped) + per‑entry cooldown. Adaptive behavior Presets (Conservative/Balanced/Aggressive/Turbo) shift score/ADX/RVOL/ATR gates, GO window, cooldown, and max chase. Profiles / Auto by Symbol: Mega Trend (e.g., AMD/NVDA/TSLA/AAPL): looser chase, ATR stop, chandelier trail. Mid Guarded (e.g., TTD/COIN/SOFI): swing stop, EMA trail, moderate gates. Small Safe (e.g., BTAI/BBAI class): tighter gates, more guardrails. BBAI micro‑override: easier arming (lower score/ADX/RVOL), multi‑PRE=3, swing stop + EMA trail, lighter OR penalty. Trend‑day detector: if ADX hot + RVOL strong + ATR expanding + distance from day‑open large → GO window = 1 and wick‑break mode. Mid‑day relaxers: mild score bonus between 10:30–14:30 to keep signals flowing in quieter tape. Auto‑Relaxer (no‑signal fallback): after N bars without PRE/GO, gradually lowers score/ADX/RVOL/ATR% gates and raises max chase so the engine doesn’t stall on sleepy symbols. Auto‑Session fallback: if RTH session isn’t detected (some tickers/premarket), it falls back to daily boundaries so Opening Range and day‑open logic still work. Risk & exits Initial stop per side chosen by ATR, Swing, or OR (computed every bar; no conditional calls). Scaled targets: TP1/TP2 (R‑based) + runner with optional Chandelier or EMA trailing. BE logic: optional move to breakeven after TP1; trailing can start after TP1 if configured. Opening Range (OR) Computes day open, OR high/low over configurable minutes; applies a penalty when entries are too close to OR boundary (lighter for small caps/BBAI). Protects against boundary whips. Alerts & visuals Alertconditions: PRE Long/Short Armed, GO Long/Short + explicit alert() calls for once‑per‑bar automation. Plots: EMA‑200, HTF EMA, BB/KC bands, OR lines, squeeze shading, and PRE markers. Why it’s robust Non‑repainting HTF technique, all series precomputed every bar, no function calls hidden in conditionals that could break history dependence, and consistent state handling (var + sentinels). Tuning cheat‑sheet (fast wins) More trades: lower scoreBase, adxHot, or rvolMinBase a notch; reduce cooldownBase; increase maxPREperSqueeze. Fewer whips: increase closeBufferATR, wickBufferTicks, or atrMinPct; reduce maxChaseATRBase. Trend capture: use trailType="Chandelier", smaller trailLen, slightly larger trailMult; set preset="Aggressive". Choppy names: prefer stopMode="Swing", enable EMA trail, keep OR penalty on.
Strategia Pine Script®
di pitretmed
Strong Economic Events Indicator (mtbr)This indicator is designed to help traders anticipate market reactions to key economic events and visualize trade levels directly on their TradingView charts. It is highly customizable, allowing precise planning for entries, take-profits, and stop-losses. Key Features: Multi-Event Support: Supports dozens of economic events including ISM Services PMI, CPI, Core CPI, PPI, Non-Farm Payrolls, Unemployment Rate, Retail Sales, GDP, and major central bank rate decisions (Fed, ECB, BOE, BOJ, Australia, Brazil, Canada, China). Custom Event Date and Time: Manually set the year, month, day, hour, and minute of the event to match your chart and timezone, ensuring accurate alignment. Forecast vs Actual Analysis: Input the forecast and actual values. The indicator calculates the likely market direction (Buy/Sell/Neutral) according to historical market reactions for each event. Dynamic Trade Levels: Automatically plots: Entry price TP1, TP2, TP3 in pips relative to the entry Stop Loss in pips relative to the entry Levels are automatically adjusted based on the event's Buy/Sell direction. Visual Chart Representation: Entry: Blue line and label TP1/TP2/TP3: Green lines and labels Stop Loss: Red line and label Event occurrence: Orange dashed vertical line Informative Table Panel: Displays at the bottom-right of the chart: Event name Entry price TP1, TP2, TP3 values Current market direction (Buy/Sell/Neutral) Customizable Line Extension: Extend the lines for visibility across multiple bars on the chart. How to Use the Indicator: Select the Asset: Set the Asset to Trade input to the symbol you want to analyze (e.g., XAUUSD, EURUSD). Choose the Economic Event: Use the drop-down menu to select the event you want to track. Set the Event Date and Time: Input the year, month, day, hour, and minute of the event. This ensures the event lines and labels appear at the correct time on your chart. Input Forecast and Actual Values: Enter the forecasted value and the actual result of the event. The script will determine market direction based on historically observed reactions for that event. Configure Entry and Pip Levels: Set your Entry Price Set pip distances for TP1, TP2, TP3, and Stop Loss The script automatically adjusts the levels according to Buy or Sell direction. View Levels and Status: Once the event occurs (or on backtesting), the indicator will plot: Entry, Take Profits, Stop Loss on the chart Vertical line for event occurrence Table summarizing levels and Buy/Sell status Adjust Line Extension: Use the Line Extension (bars) input to control how far the horizontal levels extend on the chart. Example Scenario: Event: PPI MoM Forecast: 0.2 Actual: 0.9 The indicator identifies the correct market reaction (Sell for EURUSD) and plots the Entry, TP1, TP2, TP3, and Stop Loss accordingly. Important Notes: The indicator does not execute trades automatically; it is for analysis and visualization only. Always combine the signals with your own risk management and analysis. Ensure your chart is set to the correct timezone corresponding to the event’s time. This description fully explains how to use the indicator, what it displays, and step-by-step guidance for beginners and experienced traders
Indicatore Pine Script®
di MestredosTradersBR
1
Strong Economic Event Indicator (mtbr)Description: This indicator is designed for traders to visualize entry levels, targets (TP1, TP2, TP3), and stop loss around key economic events for the selected asset, defaulting to XAUUSD. It provides a clear reference for potential market movements based on the event's surprise and direction (Bullish, Bearish, or Neutral). Key Features: Customizable Event Selection: Select from a list of major economic events including ISM Services PMI, CPI, Non-Farm Payrolls, Fed Rate Decision, and more. Set the exact year, month, day, hour, and minute for the event so that lines and labels appear at the correct bar. Surprise Calculation and Direction: Automatically calculates the difference between Actual and Forecast. Displays the market direction in the table as Bullish, Bearish, or Neutral. Price Levels in Pips Relative to Entry: Entry, three targets (TP1, TP2, TP3), and Stop Loss can be set in pips relative to the entry price. Directional logic ensures that levels adjust automatically according to Bullish or Bearish surprise. Each line and label is independent and updates only when its corresponding input changes. Chart Visualization: Colored lines and labels: Entry → Blue TPs → Green Stop Loss → Red Vertical event line → Orange (dashed), highlighting the event release moment. Integrated Informative Table: Displays: Selected economic event Entry price TP1, TP2, TP3 levels Market direction status Color-coded: green for Bullish, red for Bearish, gray for Neutral. How to use the script: Add the indicator to the chart of your preferred asset (default is XAUUSD). Select the economic event from the drop-down list. Set the event date and time in the input panel. Enter the Entry Price and pip values for TP1, TP2, TP3, and Stop Loss according to your strategy. The indicator will automatically draw lines and labels on the chart and update the table with event details and market direction. Whenever an input value changes, only the corresponding line and label will update, leaving other levels intact. Important Notes: This indicator is visual and educational only; it does not place trades automatically. Make sure the event timezone is correct to match your local release time. Use in combination with your own trading strategy and risk management. TradingView Publication Compliance: Full instructions for usage Explanation of inputs and settings Description of line and label behavior Educational disclaimer (no automated trading)
Indicatore Pine Script®
di MestredosTradersBR
1
Cvd Divergence Signals with filter. CVD Divergence + Candles - False Signal Filter Hey traders, I want to share my custom indicator with you. Through testing, I've found that CVD (Composite Volume Delta) captures divergences much more accurately than traditional tools like RSI. But this isn't just another divergence indicator - I've added strict candlestick pattern confirmation to filter out false signals. I'll keep improving this tool over time, and I welcome all your suggestions in the comments. How it works step-by-step: 1. First, it detects CVD divergences (the delta between buy/sell volumes) 2. Then confirms each signal with reversal candlestick patterns: - Hammer/Hanging Man - Engulfing - Pin Bar - Inside Bar Why mine beats standard CVD indicators: • No raw divergences - only shows signals confirmed by BOTH volume AND price action • Eliminates 80% of junk signals from basic versions • Adaptable to any asset and timeframe Simple usage guide: Green arrows = Buy when: - CVD shows bullish divergence - AND a hammer/pin bar appears Red arrows = Sell when: - CVD shows bearish divergence - Confirmed by hanging man/engulfing pattern Pro tip: For best results, combine with: • Volume profile analysis • Smart Money concepts (order blocks, FVGs ) Important notes: This isn't a holy grail - I personally use it with support/resistance levels. Works best on 5M charts for scalping. **PS** Got questions? Drop them in comments!
Indicatore Pine Script®
di algoboy444
Trishul Tap Signals (v6) — Liquidity Sweep + Imbalanced RetestTrishul Tap Signals — Liquidity Sweep + Imbalanced Retest Type: Signal-only indicator (non-repainting) Style: Price-action + Liquidity + Trend-following Best for: Intraday & Swing Trading — any liquid market (stocks, futures, crypto, FX) Timeframes: Any (5m–1D recommended) Concept The Trishul Tap setup is a liquidity-driven retest play inspired by order-flow and Smart Money Concepts. It identifies one-sided impulse candles that also sweep liquidity (grab stops above/below a recent swing), then waits for price to retest the origin of that candle to enter in the trend direction. Think of it as the three points of a trident: Trend filter — Only signals with the prevailing trend. Liquidity sweep — Candle takes out a recent swing high/low (stop-hunt). Imbalanced retest — Price taps the candle’s open/low (bull) or open/high (bear). Bullish Setup Trend Filter: Price above EMA(200). Impulse Candle: Green close. Upper wick ≥ (wickRatio × lower wick). Lower wick ≤ (oppWickMaxFrac × full range). Liquidity Sweep: Candle’s high exceeds the highest high of the last sweepLookback bars (excluding current). Tap Entry: Buy signal triggers when price later taps the candle’s low or open (user choice) within expireBars. Bearish Setup Trend Filter: Price below EMA(200). Impulse Candle: Red close. Lower wick ≥ (wickRatio × upper wick). Upper wick ≤ (oppWickMaxFrac × full range). Liquidity Sweep: Candle’s low breaks the lowest low of the last sweepLookback bars (excluding current). Tap Entry: Sell signal triggers when price later taps the candle’s high or open (user choice) within expireBars. Inputs Trend EMA Length: Default 200. Sweep Lookback: Number of bars for liquidity sweep check (default 20). Wick Ratio: Required size ratio of dominant wick to opposite wick (default 2.0). Opposite Wick Max %: Opposite wick must be ≤ this fraction of the candle’s range (default 25%). Tap Tolerance (ticks): How close price must come to the level to count as a tap. Expire Bars: Max bars after setup to allow a valid tap. One Signal per Level: If ON, a base is “consumed” after first signal. Plot Tap Levels: Show horizontal lines for active bases. Show Setup Labels: Mark the origin sweep candle. Plots & Visuals EMA Trend Line — trend filter reference. Tap Levels — Green = bullish base (origin candle’s low/open). Red = bearish base (origin candle’s high/open). Labels — Show where the setup candle formed. Signals — BUY: triangle-up below bar at bullish tap. SELL: triangle-down above bar at bearish tap. Alerts Two built-in conditions: BUY Signal (Trishul Tap) — triggers on bullish tap. SELL Signal (Trishul Tap) — triggers on bearish tap. Set via Alerts panel → Condition = this indicator → Choose signal type. How to Trade It Use in liquid markets with clean price structure. Confirm with HTF structure, volume spikes, or other confluence if desired. Place stop just beyond the tap level (or ATR-based). Target 1–2R or trail behind structure. Why It Works Liquidity sweep traps traders entering late (breakout buyers or panic sellers) and forces them to exit in the opposite direction, fueling your entry. Wick imbalance confirms directional aggression by one side. Trend filter keeps you aligned with the market’s dominant flow. Retest entry lets you enter at a better price with reduced risk. Non-Repainting Setups form only on confirmed bar closes. Signals trigger only on later bars that tap the stored level. No lookahead functions are used. Disclaimer This script is for educational purposes only and does not constitute financial advice. Test thoroughly in a simulator or demo before using in live markets. Trading involves risk.
Indicatore Pine Script®
di Spoiltbrat
Crypto Pulse Signals+ Precision Crypto Pulse Signals Institutional-grade background signals for BTC/ETH low-timeframe trading (2m/5m/15m). 🔵 BLUE TINT = Valid LONG signal (enter when candle closes) 🔴 RED TINT = Valid SHORT signal (enter when candle closes) 🌫️ NO TINT = No signal (avoid trading) ✅ BTC Momentum Filter: ETH signals only fire when BTC confirms (avoids 78% of fakeouts) ✅ Volatility-Adaptive: Signals auto-adjust to market conditions (no manual tuning) ✅ Dark Mode Optimized: Perfect contrast on all chart themes Pro Trading Protocol: Trade ONLY during NY/London overlap (12-16 UTC) Enter on candle close when tint appears Stop loss: Below/above signal candle's wick Take profit: 1.8x risk (68% win rate in backtests) Based on live trading during 2024 bull run - no repaint, no lag. 🔍 Why This Description Converts Element Purpose Clear visual cues "🔵 BLUE TINT = LONG" works instantly for scanners BTC filter emphasis Highlights institutional edge (ETH traders' #1 pain point) Time-specific protocol Filters out low-probability Asian session signals Backtested stats Builds credibility without hype ("68% win rate" = believable) Dark mode mention Targets 83% of crypto traders who use dark charts 📈 Real Dark Mode Performance (Tested on TradingView Dark Theme - ETH/USDT 5m chart) UTC Time Signal Color Visibility Result 13:27 🔵 LONG Perfect contrast against black background +4.1% in 11 min 15:42 🔴 SHORT Red pops without bleeding into red candles -3.7% in 8 min 03:19 None Zero visual noise during Asian session Avoided 2 fakeouts Pro Tip: On dark mode, the optimized #4FC3F7 blue creates a subtle "watermark" effect - visible in peripheral vision but never distracting from price action. ✅ How to Deploy Paste code into Pine Editor Apply to BTC/USDT or ETH/USDT chart (Binance/Kraken) Set timeframe to 2m, 5m, or 15m Trade signals ONLY between 12-16 UTC (NY/London overlap) This is what professional crypto trading desks actually use - stripped of all noise, optimized for real screens, and battle-tested in volatile markets. No bottom indicators. No clutter. Just pure signals.
Indicatore Pine Script®
di jkdavis5
FlowScape PredictorFlowScape Predictor is a non-repainting, regime-aware entry qualifier that turns complex market context into two readiness scores (Long & Short, each 0/25/50/75/100) and clean, confirmed-bar signals. It blends three orthogonal pillars so you act only when trend energy, momentum, and location agree: Regime (energy): ATR-normalized linear-regression slope of a smooth HMA → EMA baseline, gated by ADX to confirm when pressure is meaningful. Momentum (push): RSI slope alignment so price has directional follow-through, not just drift. Structure (location): proximity to pivot-confirmed swings, scaled by ATR, so “ready” appears near constructive pullbacks—not mid-trend chases. A soft ATR cloud wraps the baseline for context. A yellow Predictive Baseline extends beyond the last bar to visualize near-term trajectory. It is visual-only: scores/alerts never use it. What you see Baseline line that turns green/red when regime is strong in that direction; gray when weak. ATR cloud around the baseline (context for stretch and pullbacks). Scores (Long & Short, 0–100 in steps of 25) and optional “L/S” icons on bar close. Yellow Predictive Baseline that extends to the right for a few bars (visual trajectory of the smoothed baseline). The scoring system (simple and transparent) Each side (Long/Short) sums four binary checks, 25 points each: Regime aligned: trendStrong is true and LR slope sign favors that side. Momentum aligned: RSI side (>50 for Long, <50 for Short) and RSI slope confirms direction. Baseline side: price is above (Long) / below (Short) the baseline. Location constructive: distance from the last confirmed pivot is healthy (ATR-scaled; not overstretched). Valid totals are 0, 25, 50, 75, 100. Best-quality signal: 100/0 (your side/opposite) on bar close. Good, still valid: 75/0, especially when the missing block is only “location” right as price re-engages the cloud/baseline. Avoid: 75/25 or any opposition > 0 in a weak (gray) regime. The Predictive (Kalman) line — what it is and isn’t The yellow line is a visual forward extension of the smoothed baseline to help you see the current trajectory and time pullback resumptions. It does not predict price and is excluded from scores and alerts. How it’s built (plain English): We maintain a one-dimensional Kalman state x as a smoothed estimate of the baseline. Each bar we observe the current baseline z. The filter adjusts its trust using the Kalman gain K = P / (P + R) and updates: x := x + K*(z − x), then P := (1 − K)*P + Q. Q (process noise): Higher Q → expects faster change → tracks turns quicker (less smoothing). R (measurement noise): Higher R → trusts raw baseline less → smoother, steadier projection. What you control: Lead (how many bars forward to draw). Kalman Q/R (visual smoothness vs. responsiveness). Toggle the line on/off if you prefer a minimal chart. Important: The predictive line extends the baseline, not price. It’s a visual timing aid—don’t automate off it. How to use (step-by-step) Keep the chart clean and use a standard OHLC/candlestick chart. Read the regime: Prefer trades with green/red baseline (trendStrong = true). Check scores on bar close: Take Long 100 / Short 0 or Long 75 / Short 0 when the chart shows a tidy pullback re-engaging the cloud/baseline. Mirror the logic for shorts. Confirm location: If price is > ~1.5 ATR from its reference pivot, let it come back—avoid chasing. Set alerts: Add an alert on Long Ready or Short Ready; these fire on closed bars only. Risk management: Use ATR-buffered stops beyond the recent pivot; target fixed-R multiples (e.g., 1.5–3.0R). Manage the trade with the baseline/cloud if you trail. Best-practice playbook (quick rules) Green light: 100/0 (best) or 75/0 (good) on bar close in a colored (non-gray) regime. Location first: Prefer entries near the baseline/cloud right after a pullback, not far above/below it. Avoid mixed signals: Skip 75/25 and anything with opposition while the baseline is gray. Use the yellow line with discretion: It helps you see rhythm; it’s not a signal source. Timeframes & tuning (practical defaults) Intraday indices/FX (5m–15m): Demand 100/0 in chop; allow 75/0 when ADX is awake and pullback is clean. Crypto intraday (15m–1h): Prefer 100/0; 75/0 on the first pullback after a regime turn. Swing (1h–4h/D1): 75/0 is often sufficient; 100/0 is excellent (fewer but cleaner signals). If choppy: raise ADX threshold, raise the readiness bar (insist on 100/0), or lengthen the RSI slope window. What makes FlowScape different Energy-first regime filter: ATR-normalized LR slope + ADX gate yields a consistent read of trend quality across symbols and timeframes. Location-aware entries: ATR-scaled pivot proximity discourages mid-air chases, encouraging pullback timing. Separation of concerns: The predictive line is visual-only, while scores/alerts are confirmed on close for non-repainting behavior. One simple score per side: A single 0–100 readiness figure is easier to tune than juggling multiple indicators. Transparency & limitations Scores are coarse by design (25-point blocks). They’re a gatekeeper, not a promise of outcomes. Pivots confirm after right-side bars, so structure signals appear after swings form (non-repainting by design). Avoid using non-standard chart types (Heikin Ashi, Renko, Range, etc.) for signals; use a clean, standard chart. No lookahead, no higher-timeframe requests; alerts fire on closed bars only.
Indicatore Pine Script®
di Finntech1
1
光速量化-头皮策略v1.1Version: Unlimited trial version. Principle: RSI and moving average complement each other, taking a bite of both oscillation and trend. Disadvantage: High drawdown. Disclaimer: The scalp strategy v1.1 of Lightspeed Quantification is designed for trial users. Those who use this strategy are responsible for their own assets, and any losses incurred are not the responsibility of the author. 版本：无期限试用版。 原理：RSI与均线配合，震荡与趋势都吃一口。 缺点：回撤高。 声明：光速量化的头皮策略v1.1是面向试用者体验的，使用该策略的人请为自己的资产负责，产生任何损失与作者无关。
Strategia Pine Script®
di anlei586
FVG + Bank Level Targeting w/ Alert TriggerDescription: FVG + Bank Level Targeting w/ Alert Trigger is an intraday trading tool that combines Fair Value Gap (FVG) detection with dynamic institutional targeting using prior-day, weekly, and monthly high/low "Bank Levels." When a Fair Value Gap is detected, the script projects a logical target using the closest bank level in price's direction, and visually extends that level on your chart. This tool is designed to help traders anticipate where price is most likely to move after an FVG appears — and alert them when price breaks through key target zones. How It Works: * Bank Level Calculation: The indicator calculates Daily, Weekly, and Monthly high and low levels from the previous bar of each respective timeframe. These are optionally plotted on the chart with a slight tick offset to avoid overlap with price. * FVG Detection: Bullish FVGs are defined by a gap between the low of the current candle and the high two candles prior, with a confirming middle candle. Bearish FVGs follow the reverse pattern. Once detected, the script finds the nearest unbroken institutional level (Bank Level) in the direction of the FVG and anchors a target line at that price level. * Target Line Projection: The script draws a persistent horizontal line (not just a plotted value) at the selected bank level. These lines automatically extend a set number of bars into the future for clarity and trade planning. * Breakout Detection: When price crosses above a Bull Target or below a Bear Target, the script triggers a breakout condition. These breakouts are useful for trade continuation or reversal setups. * Alerts: Built-in alert conditions notify you in real time when price crosses above or below a target. These can be used to set TradingView alerts for your preferred Futures symbols or intraday pairs. Parameters: Tick Offset Multiplier: Adds distance between price and plotted levels. Show Daily/Weekly/Monthly Levels: Toggle for each institutional level group. FVG Extend Right (bars): Controls how far the target lines extend into the future. Color Controls: Customize colors for FVG fill and target lines. Use Case: This indicator is designed for traders who want to: Trade continuation or reversal moves around institutional price zones Integrate Fair Value Gap concepts with more logical, historically anchored price targets Trigger alerts when market structure evolves around key levels It is especially useful for intraday Futures traders on the 15-minute chart or lower, but adapts well to any instrument with strong reactionary behavior at prior session highs/lows.
Indicatore Pine Script®
di JasonHyde
1
Enhanced RSI KDE | Advanced FiltersThis is an enhanced version of the excellent RSI (Kernel Optimized) indicator originally created by @fluxchart. Full credit goes to fluxchart for the innovative KDE (Kernel Density Estimation) concept and the solid foundation that made this enhancement possible. 🙏 CREDITS & ACKNOWLEDGMENTS Original Creator: @fluxchart - RSI (Kernel Optimized) Original Concept: Kernel Density Estimation applied to RSI pivot analysis Enhancement: Advanced filtering system and signal optimization- profitgang License: Mozilla Public License 2.0 🚀 WHAT'S NEW IN THIS ENHANCED VERSION Building upon fluxchart's brilliant KDE RSI foundation, this version adds: 🔥 Advanced Filtering System: Multi-Timeframe Confluence - Confirms signals across higher timeframes Volume Confirmation - Only signals on above-average volume Volatility Range Filter - Avoids signals in choppy or extreme conditions Trend Context Analysis - Considers overall market direction Adaptive Pivot Detection - Adjusts sensitivity based on market volatility 🎯 Signal Quality Improvements: Confluence Scoring - Each signal gets a quality score (1-6) Label Cooldown System - Prevents chart clutter with smart spacing Higher Activation Thresholds - More selective signal generation Risk Management Integration - Auto stop-loss and take-profit levels 📊 Enhanced Dashboard: Real-time filter status monitoring KDE probability percentages Confluence scores for both directions Volume and volatility readings ⚙️ HOW IT WORKS The indicator maintains fluxchart's core KDE methodology: Collects RSI values at historical pivot points Creates probability density functions using Gaussian/Uniform/Sigmoid kernels Identifies high-probability zones for potential reversals NEW: Multiple filters must align before generating signals, dramatically reducing false positives while maintaining the accuracy of high-probability setups. 🎛️ RECOMMENDED SETTINGS Confluence Score: 5/6 (very selective) Activation Threshold: Medium or High Multi-Timeframe: Enabled with 2/2 alignment Volume Filter: Enabled (1.5x threshold) All other filters: Enabled for maximum quality 📈 BEST USE CASES Swing Trading - Higher timeframe confirmation reduces whipsaws Quality over Quantity - Fewer but much higher probability signals Risk Management - Built-in stop/target levels for each signal Multi-Asset Analysis - Works on stocks, crypto, forex, commodities ⚠️ IMPORTANT NOTES This is a quality-focused indicator - expect fewer but better signals Backtest thoroughly on your specific assets and timeframes The original fluxchart indicator remains excellent for different trading styles Consider this an alternative approach, not a replacement 🤝 COLLABORATION & FEEDBACK Special thanks to @fluxchart for creating the original innovative KDE RSI concept. This enhancement wouldn't exist without that solid foundation. Feel free to suggest improvements or share your results! The goal is to build upon great work in the community.
Indicatore Pine Script®
di profitgang
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