Inizia

Macro

Macro Regime: Market mood + Regime detector1. The Core Idea When investors feel confident, they buy high-beta stocks. When they feel nervous, they hide in low-volatility stocks. Everything in this indicator is just measuring that preference, then checking whether fear is rising fast enough to matter. 2. The Engine: SPHB / SPLV What these ETFs represent SPHB = high-beta stocks (move more than the market) SPLV = low-volatility stocks (move less than the market) What the ratio means SPHB / SPLV rising → investors prefer risk SPHB / SPLV falling → investors prefer safety This ratio is your risk appetite heartbeat. 3. Trend Filters (Separating Noise from Regimes) The moving averages Fast MA (50) → short-term risk momentum Slow MA (200) → long-term risk regime How they’re used Ratio above the 200 MA → risk-on environment Ratio below the 200 MA → risk-off environment Fast MA crossing slow MA → regime transition This avoids reacting to every wiggle. 4. RSI: Detecting Overconfidence & Exhaustion Why RSI is applied to the ratio You’re not asking “are stocks overbought?” You’re asking: “Is risk preference itself becoming stretched?” Interpretation RSI > 70 → investors are crowding into risk Lower RSI highs while ratio makes higher highs → enthusiasm is fading (classic late-cycle behavior) RSI < 30 → panic / forced de-risking RSI helps separate: Healthy expansion from Speculative euphoria 5. Stress Filter: Volatility (VIX or VIXY/SPY) Why this matters Risk can fall in two very different ways: Orderly slowdown (volatility stays calm) Crisis (volatility explodes) The stress filter answers: “Is fear becoming systemic?” How it’s measured Either TVC:VIX , or VIXY / SPY (volatility vs equities) Converted into a Z-score so spikes stand out clearly. Interpretation Low stress → normal market functioning High stress → forced selling, margin calls, policy response territory 6. Credit & Breadth (Confirmation, Not Drivers) These don’t create signals — they confirm them. Credit: HYG / TLT Junk bonds vs Treasuries Falling → credit risk rising (often leads equities) Breadth: RSP / SPY Equal-weight vs cap-weight Falling → narrowing leadership, fragile market If high beta weakens + credit & breadth roll, regime shifts are far more reliable. 7. The Four Regimes (This Is the Payoff) 🟢 Early Expansion What’s happening: Investors steadily increase risk Credit and breadth cooperate Volatility stays muted On the chart SPHB/SPLV above 200 MA RSI rising but < 70 Green background How to think: “Risk is being rewarded.” 🟡 Late Cycle / Euphoria What’s happening Everyone already owns risk Momentum slows under the surface Complacency is high On the chart Ratio still rising RSI > 70 or divergence Orange background How to think: “Upside exists, but fragility is building.” 🟠 Slowdown What’s happening Investors quietly reduce exposure No panic yet Often policy-sensitive phase On the chart Ratio below fast MA Still above or near slow MA Stress remains low Yellow background How to think: “Protect gains, reduce beta.” 🔴 Crisis What’s happening Forced de-risking Liquidity stress Correlations go to 1 On the chart SPHB/SPLV collapses below 200 MA RSI < 30 Stress Z-score spikes Red background How to think: “Capital preservation > return.” 8. Binary Mode: Risk-ON vs Risk-OFF The script also simplifies everything into a single switch: Risk-ON High beta trending up Confirmations OK Stress contained Risk-OFF High beta trending down Stress elevated This is what you’d use for: Position sizing Exposure limits Asset rotation
Indicatore Pine Script®
di Signal_Centre
FX Risk Regime (Risk-On - Risk-Off) - CompositeOverview FX Risk Regime - Composite is a macro-driven regime detection indicator designed to classify market conditions into: Risk-On Risk-Off Neutral / Transitional The model aggregates cross-asset information from equities, volatility, USD strength, and carry flows to generate a standardised composite risk score. It is particularly useful for FX traders who trade risk-sensitive and defensive currency pairs. This indicator does not directly predict price direction. Instead, it identifies the prevailing macro regime so traders can align directional bias and risk management accordingly. Conceptual Framework Financial markets tend to rotate between two dominant macro states: Risk-On Equities rising Volatility falling USD softening Carry trades performing Capital flows into higher-beta currencies and growth-linked assets. Risk-Off Equities declining Volatility rising USD strengthening Carry trades unwinding Capital rotates into defensive currencies and safe-haven assets. This indicator quantifies these dynamics and standardises them using Z-scores to create a normalised composite regime signal. Indicator Architecture The model is constructed using four cross-asset components: 1. Equity Momentum (SPX) Symbol: SP:SPX Measures risk appetite via equity momentum Positive equity momentum = Risk-On bias 2. Volatility Index (VIX) Symbol: CBOE:VIX Standardised and inverted Rising volatility = Risk-Off Falling volatility = Risk-On 3. USD Index (DXY) Symbol: TVC:DXY USD strength is associated with defensive flows Rising DXY = Risk-Off 4. Carry Proxy (AUDJPY) Symbol: OANDA:AUDJPY High-beta FX pair representing global carry flows Rising AUDJPY = Risk-On Mathematical Construction Each component is transformed using: Log momentum Rolling Z-Score normalisation Optional EMA smoothing Composite Score: RawScore = Z(SPX Momentum) + Z(−VIX) + Z(−DXY Momentum) + Z(AUDJPY Momentum) The result is smoothed and compared to a configurable regime threshold. R egime Classification Green Background Risk-On Regime (score > +threshold) Red Background Risk-Off Regime (score < −threshold) Neutral Zone Between thresholds — transitional conditions. What Does the 0.8 Threshold Mean? The default threshold (0.8) represents approximately: 0.8 standard deviations above or below the composite mean. It filters out noise and avoids reacting to minor fluctuations. Lower threshold - more signals, more sensitivity Higher threshold - fewer signals, stronger conviction For swing trading, values between 0.8 and 1.2 are typically appropriate. How to Use This Indicator 1. Regime Filter for FX Trading Use as a directional bias filter. In Risk-On: Favor: AUDJPY NZDJPY CADJPY EURAUD GBPJPY Avoid: USDJPY shorts CHF strength trades In Risk-Off: Favor: USDJPY longs CHFJPY shorts EURJPY shorts AUDUSD shorts Avoid: Carry longs 2. Position Sizing Tool Increase size in aligned regime Reduce exposure during neutral regime 3. Strategy Overlay Combine with: Trend systems (EMA / MACD) Momentum systems Breakout systems Carry strategies This indicator improves expectancy by preventing trades against macro flow. Best Timeframes Recommended: 1H 4H Daily Lower timeframes may be noisy because macro variables update at slower frequencies. Asset Classes Where It Works Best FX Pairs: - JPY crosses - Commodity currencies - High beta crosses Indices: - DAX - Nasdaq - S&P500 Commodities: - Oil - Copper Crypto: - BTCUSD (during macro-correlated phases) Strengths Cross-asset driven Macro consistent Quantitative standardization Regime persistence model (state memory) Adaptable threshold Fully transparent logic Limitations Not a predictive model Reacts with slight lag May misclassify during structural regime shifts Dependent on external symbol data availability Regime changes can be violent. Use risk management. Suggested Improvements (Advanced Users) For advanced research: Weight components by historical Information Ratio Use dynamic thresholds based on rolling volatility Add bond yield spreads (US10Y vs JGB) Add credit spreads (CDX) Add copper/gold ratio Customization All major parameters are configurable: Z-Score Lookback Momentum Lookback Threshold Smoothing Symbols This allows adaptation for: Short-term trading Swing trading Macro overlay models
Indicatore Pine Script®
di Novaque_Research
ICT Macro Tracker | Multi-TFThis indicator extends the ICT Macro boundaries to different timeframe, not just the traditionally known 10min to 10min hourly window. From 1-Hour to Monthly, each candle will close → open. During this handoff is where the new OHLC sequence begins and liquidity seeks / rebalances inefficiencies. Built on the foundation of @toodegrees ICT Algorithmic Macro Tracker°. Extended to track candle boundary macros across multi-timeframe tiers with automatic timeframe alignment, session filtering, H/L tracking, and a full alert system. 💠 MACRO OHLC CONCEPT Every candle must close before the next one opens. That transition is where the algorithm seeks liquidity or rebalances price. One hour divides into four 15-minute candles, each maps to a leg of the OHLC sequence: Open, High (or Low), Low (or High), Close. The traditional ICT macro captures a 20-minute window: last 10 minutes of the closing candle, first 10 of the new one. Extend that to 15 minutes each side and the window now aligns with the full 15-minute OHLC legs. The close completing its delivery and the open beginning its new sequence. This principle is fractal. The same close → open handoff applies at every timeframe: Macro Breakdown Monthly Macro → Daily Last week of old month → First week of new month · ~10 trading days Weekly Macro → 4-Hour Thu / Fri → Mon / Tue · ~2.5 days Daily Macro → 1-Hour Last 6H of closing day → First 6H of new day · ~12 hours 4-Hour Macro → 15-Min Last 1H of closing 4H → First 1H of new 4H · ~2 hours 1-Hour Macro → 1-Min Last 15min of closing hour → First 15min of new hour · ~30 min 💠 FEATURES Multi-Timeframe Macro Tiers – 1H Macros: brackets at every hourly boundary (XX:45–XX:15 or XX:50–XX:10) – 4H Macros: brackets at 4-hour boundaries (Full: 2H window / Half: 1H window) – Daily Macros: brackets at daily boundaries (Full: 12H / Half: 6H) – Weekly Macros: single bracket straddling the weekend – Monthly Macros: single bracket straddling the month boundary Auto – Auto TF Alignment: automatically shows the right tier for your chart timeframe ≤3m → 1H · 5m → 4H · 15m → Daily · 1H → Weekly · 4H → Monthly – Auto Futures Detection: aligns boundaries to exchange times (CME 6PM) or midnight based on symbol type – Custom mode for manual control over all tiers and visibility Visuals – 50% temporal midpoint line marking the old close / new open transition – H/L tracking with extending lines that detect mitigation (price breaks the level) – H/L modes: "All" (every macro gets lines) or "Most Recent" (last completed only) – Above/Below bracket positioning – Tiered lane display — multiple active tiers stack vertically without overlapping – Session filtering: toggle Asia, London, NY AM, NY PM independently per tier Alerts – On Open / On 50% / On Close for any active macro – Pre-Alert and Pre-50% with configurable advance time (1min to Daily) – Compatible with TradingView's "Any alert() function call" 💠 SETTINGS 📐 Settings – Macros: main on/off toggle – Above / Below: bracket display position relative to price – 50%: show/hide temporal midpoint line – H/L: toggle macro high/low tracking lines – H/L Mode: "All" shows lines for every macro, "Most Recent" shows only the last completed – TF Alignment: "Auto" assigns one tier per chart timeframe, "Custom" gives full manual control – Futures: "Auto" detects via symbol type, "On" forces exchange-aligned boundaries (4H: 2,6,10,14,18,22 / Daily: 6PM), "Off" forces midnight-aligned ⏱ Intraday Macros – 1H Macro: enable/disable, window size (15min: 30-min bracket or 10min: 20-min bracket), colour – Session toggles: Asia (5pm–12am), London (12am–6am), NY AM (6am–12pm), NY PM (12pm–5pm) – Apply Below: restrict 1H macros to chart timeframes at or below this setting – 4H Macro: enable/disable, window size (Full: 1H+1H or Half: 30m+30m), colour – 4H Session toggles with futures-aware boundary hours – 4H Apply Below 📅 HTF Macros – Daily Macro: enable/disable, window (Full: 6H+6H / Half: 3H+3H), colour, Apply Below – Weekly Macro: enable/disable, window (Full: Thu–Tue / Half: Fri–Mon), colour, Apply Below – Monthly Macro: enable/disable, window (Full: 7+7 days / Half: 3+3 days), colour, Apply Below 🔔 Alerts – On Open / On 50% / On Close – Advance: how far ahead pre-alerts fire (1min, 5min, 15min, 30min, 1H, 4H, Daily) – Pre-Alert / Pre-50%: fires before the macro opens or reaches midpoint 💠USAGE Start with Auto mode, it picks the right macro tier for your chart timeframe automatically. Recommended starting points: – 1-min to 3-min chart → 1H macros (every hourly boundary) – 5-min chart → 4H macros (session-level boundaries) – 15-min chart → Daily macros – 1-hour chart → Weekly macros – 4-hour chart → Monthly macros Switch to Custom mode when you want multiple tiers visible at once or need fine control over which sessions and timeframes appear. The bracket shows the macro time window. The 50% midpoint marks where the old candle's close transitions to the new candle's open. H/L lines mark where liquidity was created during the macro, watch for price to return and mitigate those levels. Hover over any bracket label for detailed tooltip information including the exact time range, session, window size, and futures/midnight alignment. 💠ATTRIBUTION & OPEN SOURCE Built on @toodegrees open-source ICT Algorithmic Macro Tracker°. Massive thanks to @toodegrees for making the code open source. Disclaimer This tool is for educational purposes only and is not financial advice. Users assume full responsibility for their trading decisions. Past performance does not guarantee future results.
Indicatore Pine Script®
di Zupe
Total Futures Volume & Open Interest (Aggregated Curve)Description Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story. This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry. Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series. 🔍 Why this matters Open Interest is about commitment, not just activity. A drop in front-month OI can simply mean rolls, not liquidation Rising total OI confirms new money entering the market, not just contract switching Divergences between price and aggregated OI often signal positioning stress, exhaustion, or regime shifts By looking at total participation across all maturities, you get a much cleaner view of: Real capital inflows vs. mechanical rolls Structural positioning changes Whether volatility is driven by speculation or true exposure changes This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive. ⚙️ How it works Automatically iterates through the last 40 futures contracts of the same root symbol starting from ~1 year ahead expiry. Aggregates: Total Open Interest and Total Volume Lets you choose what to display directly from the indicator settings Fully dynamic — no manual symbol selection, no roll management The result is a continuous, roll-agnostic view of futures participation. 🧠 How to use it Confirm breakouts with rising aggregated OI Detect false moves when price expands but total OI contracts Analyze post-spike behavior to see whether moves were driven by forced liquidation or fresh positioning Compare volatility spikes against true market engagement
Indicatore Pine Script®
di QuantNomad
ICT Macro Clock - Real-Time + Alerts⏰ ICT Macro Clock - Real-Time Alert Indicator What It Does Real-time clock indicator with automatic visual alerts for ICT Macro time windows (xx:50 to xx:15). Designed for traders following Inner Circle Trader methodology and Smart Money Concepts. Key Features 🔔 Macro Window Detection Automatically detects ICT Macro periods: xx:50 to xx:15 (26 minutes) Visual blinking alert alternates colors every second Clock enlarges to huge size during active windows TradingView alerts trigger at xx:50 ⏰ Real-Time Clock Displays current time in H:M format Adjustable GMT offset for any timezone Compatible with Bar Replay mode Updates every second in real-time 🎨 Full Customization 9 screen positions (top/middle/bottom × left/center/right) Custom colors for normal, blink, and macro text Adjustable text sizes Customizable macro text template using {start} and {end} placeholders Optional table borders 📱 TradingView Alerts Get notified when each Macro window starts Configure alerts for app, email, sound, or webhook 24 alerts per day (one per hour) ICT Macro Windows Explained In ICT methodology, Macro windows are 26-minute periods when institutional algorithms are most active: High probability for liquidity sweeps Optimal timing for Fair Value Gap formations Increased volatility and displacement moves Smart Money order execution periods Perfect for: Silver Bullet setups Order block activations Killzone trading News release alignment Settings Overview ⚙️ General Settings GMT offset, table position, text sizes, borders, alerts 📝 Text Settings Macro text template, text alignment 🎨 Clock Colors Normal display colors Blink alert colors Macro text colors Usage Add indicator to your chart Set your GMT offset (e.g., -5 for NY, +0 for London) Choose table position Customize colors to match your theme Enable TradingView alerts if desired Watch for visual alerts at xx:50 Example Template Formats {start} - {end} - Macro → 14:50 - 15:15 - Macro 🔔 ICT {start}-{end} → 🔔 ICT 14:50-15:15 Macro: {start} to {end} → Macro: 14:50 to 15:15 Technical Details Pine Script v5 Optimized performance (uses var and barstate.islast) Works on all timeframes and markets No repainting Bar Replay compatible Perfect For ✅ ICT traders ✅ Smart Money Concepts followers ✅ Forex and futures traders ✅ Intraday scalpers ✅ Anyone tracking institutional timing Note: This is a timing tool, not a trading signal. Always use proper risk management and combine with your own analysis. If you find this helpful, please leave a rating and share with fellow ICT traders! 🚀
Indicatore Pine Script®
di Frenchy_Trades
AI Market Assistant [FundedLab]AI Market Assistant – Your Institutional-Grade Co-Pilot Do you know exactly where you stand in the market cycle? Most retail traders fail because they trade against the dominant trend. I created the AI Market Assistant to solve this problem. It is a comprehensive dashboard that processes multi-timeframe data and Macroeconomics to provide a clear, objective market bias. ⚙️ Customizable Trend Logic: The system adapts to your specific trading personality: Fully Adjustable Timeframes: You are not limited to the default settings. You can freely select your preferred Lower Timeframe (LTF) and Higher Timeframe (HTF) in the settings to match your scalping or swing trading strategy. Select "VWAP" for Intraday Precision : Ideal for catching moves that align with today’s institutional volume. Select "EMA 200" for Swing Structure : Ideal for holding positions and riding the broader market wave. 🚀 Advanced Capabilities: Macro Analysis Panel: Automatically analyzes the Dollar Index (DXY) and US10Y Yields to determine if the macro environment supports your trade (Bullish vs. Bearish Impact). Multi-Language Support: Fully localized for 🇹🇭 🇬🇧 🇨🇳 🇰🇷. Zero-Lag Decision Engine: Utilizing "Stable Mode" to ensure signals are confirmed on closed bars—eliminating false signals and repainting. 💡 Why You Need This Tool: No More Noise: The AI filters out choppy markets (Sideways) and tells you to "WAIT" instead of forcing a trade. Conflict Detection: It checks if the Short-term trend (LTF) agrees with the Long-term trend (HTF). If they disagree, it saves you from a bad trade. Macro Safety: Real-time warnings based on DXY/Bond movements. Don't buy Gold if the DXY is skyrocketing—this tool warns you first. Level up your trading desk with the same data the pros use.
Indicatore Pine Script®
di FundedLab
Apex Wallet - Bitcoin Halving Cycle & Profit ProjectionOverview The Apex Wallet Bitcoin Halving Cycle Profit is a strategic macro-analysis tool designed for Bitcoin investors and long-term holders. It provides a visual framework of Bitcoin's 4-year cycles by identifying past halving dates and projecting future ones automatically. The script highlights key accumulation and profit-taking windows based on historical cycle performance. Dynamic Cycle Intelligence Halving Milestones: Automatically detects and marks all major halving events (2012, 2016, 2020, 2024) with precise timestamps. Predictive Projections: Using an estimated 1,460-day cycle, the script projects up to 30 future halving events to help plan long-term investment horizons. Timeframe Optimization: Built specifically for Weekly (W) and Monthly (M) charts to provide a clean, high-level perspective of market structure. Key Strategy Visuals Profit Windows: Visualizes "Start" and "End" profit zones with automated vertical lines and color-coded labels based on user-defined offsets from the halving. DCA Chain Signals: Identifies strategic Dollar Cost Averaging (DCA) points throughout the cycle to assist in disciplined accumulation. Heatmap Shading: Features dynamic background shading that intensifies as the cycle progresses toward historical peak performance periods. How to Use: Switch to a Weekly or Monthly Bitcoin chart. Use the Green Labels (Profit START) to identify early cycle strength. Monitor the Red Labels (Profit END) for historical cycle exhaustion zones.
Indicatore Pine Script®
di Apex-Wallet
Bitcoin Halving Cycles [DotGain]Halving Cycles A lightweight, time-anchored Bitcoin halving cycle visualizer built for clean charting, repeatable process planning, and simple profit/DCA timing references. This Code was heavily inspired by KevinSvenson_ who created Bitcoin Halving Cycle Profit . What this indicator does This script plots the key “cycle landmarks” relative to each halving date: Halving (⛏) – the cycle anchor Profit START – marks the beginning of the post-halving profit window (default: 40 weeks ) Profit END / Last Call – marks the final phase of the profit window (default: 77 weeks ) DCA START – marks the point where long-term accumulation becomes the focus again (default: 135 weeks ) How to read it Vertical lines = the exact cycle milestones Bottom labels = description of each milestone aligned to its line (keeps the chart clean) Green background (optional) = active Profit Zone on existing bars Red background (optional) = optional warning zone after Profit END HUD Panel (top-right) The HUD gives you a fast “where are we in the cycle?” view with two modes: Current Cycle Shows: Halving date, Weeks since, and time remaining to Profit START / Last Call / DCA START within the current cycle. Next Halving (Projection) Shows: Countdown to the next enabled future halving, plus the projected weeks from today to Profit START / Last Call / DCA START after that future halving. Future Halvings (manual) You can manually add up to 3 future halving dates (Halving #1–#3). This is useful for forward planning and cycle projection even before the event happens. Enable Halving #1 / #2 / #3 Set Year / Month / Day for each Optional: show/hide future markers & projections Note: background zones only shade existing bars . Future projections are shown via lines/labels. Settings overview Show all cycles – plots every enabled cycle (historical + optional future). If disabled, only the current cycle is drawn. Show Profit Zone background – green shading during the active profit window (current cycle only). Show vertical markers + labels – toggles all milestone lines + labels. Show HUD – toggles the HUD panel. HUD Mode – switch between Current Cycle and Next Halving (Projection). Cycle Logic – edit offsets in weeks (Profit START / Profit END / DCA START). Optional Warning Zone – show a post-profit warning shading for a chosen number of weeks. Have fun :) Disclaimer This Halving Cycles indicator is provided for informational and educational purposes only. It does not, and should not be construed as, financial, investment, or trading advice. This indicator is an independent implementation of a time-based Bitcoin halving cycle visualization tool and is not affiliated with, or endorsed by, any third-party trading systems, strategies, protocols, or trademarked methodologies. The cycle zones, milestone markers, and countdown values displayed by this indicator are generated by a predefined set of algorithmic rules based on historical halving dates and user-defined time offsets. They do not constitute a direct recommendation to buy, sell, or hold any financial instrument or digital asset. All trading and investing in financial markets involves a substantial risk of loss. You may lose part or all of your invested capital. Past performance does not guarantee future results. This indicator highlights historical and projected time-based market cycles and may produce false, lagging, incomplete, or misleading signals. Market behavior is influenced by many external factors and can deviate significantly from historical patterns or expectations. The creator DotGain assumes no responsibility or liability for any financial losses, damages, or decisions made based on the use of this indicator or the information it provides. You are solely responsible for your own trading and investment decisions. Always conduct your own research (DYOR), use proper risk management, validate insights with additional tools or analysis, and consider your personal financial situation and risk tolerance before making any financial decision.
Indicatore Pine Script®
di DotGain
StO Price Action - Panel US Economy DataShort Summary - Displays selected us economic data as a time series graph - Economic indicator name shown in the upper-right corner - Designed as a lightweight fundamental context overlay Full Description Overview - Plots economic macro data as a continuous graph - Combines visual trend context with clear textual identification Supported Economic Data - CPI – Consumer Price Index - CIR – Core Inflation Rate (YoY) - IRYY – Inflation Rate (YoY) - IJC – Initial Jobless Claims - JC4W – Jobless Claims (4-Week Average) - NFP – Nonfarm Payrolls - UR – Unemployment Rate Graph Behavior - Selected economic series is rendered as a line graph - Graph color is user-configurable Label Display - Full descriptive name of the selected indicator - Fixed position in the upper-right corner Usage - Helps identify macro trends alongside price action - Useful for bias alignment on higher timeframes - Works well with Trend-following Systems or higher-timeframe structure analysis Notes - Economic data is informational and non-predictive - Not a signal or timing tool - Best used as contextual background not standalone input
Indicatore Pine Script®
di sto_svc
Orion Time Matrix | ICT Macros [by AK]ORION TIME MATRIX | ICT MACRO SUITE The Orion Time Matrix is a precision timing instrument designed to decipher the algorithmic "Heartbeat" and the timing of institutional order flow in US Index Futures markets, specifically Nasdaq (NQ) and S&P 500 (ES). Inspired by the "Time & Price" teachings of Michael J. Huddleston (The Inner Circle Trader), this tool maps out the specific time windows where algorithms seek liquidity and price delivery is most efficient.
Indicatore Pine Script®
di Ali_Kamberoglu
Global Macro Scanner & Relative PerformanceDescription: This indicator is an all-in-one Macro Dashboard that allows traders to track money flow across major global asset classes in real-time. It combines a floating data table with a normalized percentage-performance chart. Features: Macro Dashboard (Table): Displays the current value, daily % change, and status (Inflow/Outflow) for 9 key economic sectors: US M2 Supply: Tracks monetary inflation/tightening. DXY (US Dollar): Currency strength. Bonds (AGG): US Aggregate Bond market. Stocks (VT): Total World Stock Index. Real Estate (VNQ): Vanguard Real Estate ETF. Commodities: Oil (WTI), Gold, and Silver. Crypto: Total Crypto Market Cap. Relative Performance Chart (Lines): Instead of plotting raw prices (which have vastly different scales), this script plots the Percentage Return relative to a baseline. Lookback Period: You can set a lookback (default 100 bars). The script sets the price 100 bars ago as "0%" and plots how much each asset has gained or lost since then. Comparison: This allows you to visually see which assets are outperforming or underperforming relative to each other over the same time period. Visual Aids: Dynamic Labels: Each line is tagged with a label at the current candle so you can identify assets without needing a legend. Colors: Each asset has a distinct, fixed color for consistency between the table and the chart. How to use: Add the script to your chart. Adjust the "Lookback" setting in the inputs to change the starting point of the comparison (e.g., set it to the start of the year to see Year-to-Date performance). Use the dashboard to spot daily money flow rotation (e.g., Money moving out of Stocks and into Gold).
Indicatore Pine Script®
di armigoldman
Druckenmiller Alpha-Physics [Dual-Core]Stop trading in a vacuum. Start trading like a Macro Fund Manager. The Druckenmiller Alpha-Physics engine is a professional-grade dashboard designed to solve the single biggest problem in trading: Context. Most traders buy a "dip" only to realize it was a crash, or sell a "rip" only to watch it fly higher. This tool solves this by synthesizing Market Physics (Velocity & Acceleration) across two distinct timeframes (Weekly Macro & Daily Tactical) and filtering every signal through a Global Liquidity Shield. It is engineered based on the trading philosophy of Stanley Druckenmiller: “I don’t care about the news. I care about the liquidity and the acceleration of the trend.” How It Works (The Dual-Core Logic) The engine runs 27 distinct sector assets through a dual-loop physics processor: The Macro Core (Weekly): Analyzes the 18-month trend. Is the "Tide" coming in or going out? The Tactical Core (Daily): Analyzes the 3-day price action. Is the "Wave" crashing or rising? It then synthesizes these two data streams into a single Action Signal. The Signals (How to Read) The dashboard tells you exactly what to do based on the conflict between Macro and Micro: 🟢 BUY PULLBACK (The "Alpha" Trade): Logic: Macro is RIPPING (Bullish) + Tactical is TOP/CRASH (Bearish). Meaning: You are buying a long-term leader on a short-term discount. 🔵 STINK BID (The "Bottom" Trade): Logic: Macro is TURNING UP + Tactical is CRASHING. Meaning: The physics have shifted positive, but price is still dumping. Place limit orders -5% lower to catch the panic bottom. 🔴 SELL RIP (The "Trap" Trade): Logic: Macro is TOPPING (Bearish) + Tactical is RIPPING (Bullish). Meaning: The long-term trend is dead. Sell into this short-term rally immediately. ⚪ HOLD: All systems go. Sit on your hands and ride the trend. The "Invisible" Liquidity Shield The most dangerous time to buy is when the Fed is draining liquidity. This script monitors the 10-Year Treasury Yield (TNX) and VIX in real-time. If Liquidity is OK (Navy Header): Signals are valid. Green means Go. If Liquidity is TIGHT (Maroon Header): The entire dashboard enters "Defense Mode." Buy signals are tinted Maroon to warn you that you are fighting the Fed. Included Universe (The "Ultimate" List) Includes 27 institutional-grade tickers covering every corner of the market: Growth: XLK, SMH, IGV, GRID, QTUM Cyclical: JETS, XHB, KRE, XLI, XLF Commodities: GDX, URA, XLE, XLB, TAN Risk/Safety: IBIT, TLT, XLV, XLP Note: This script uses dynamic request handling optimized for Pine Script v6. It is designed for Premium/Ultimate plans due to the high volume of data processing (54+ simultaneous streams).
Indicatore Pine Script®
di KujakuO
1
ICT Macro Tracker - Study Version (Original by toodegrees)This indicator is a modified study version of the ICT Algorithmic Macro Tracker by toodegrees, based on the original open-source script available at The original indicator plots ICT Macro windows on the chart, corresponding to specific time [ periods when the Interbank Price Delivery Algorithm undergoes checks/instructions (aka "macros") for the price engine to reprice to an area of liquidity or inefficiency. This study version adds functionality to hide bars outside macro periods. When enabled, the indicator draws boxes that cover the full chart height during non-macro periods, obscuring those bars so only macro periods are visible. This helps focus on macro-only price action. The feature is configurable, allowing users to enable or disable it and customize the box color. All original functionality remains intact.
Indicatore Pine Script®
di tristanlee85
Macro Return ForecastWhen the macro environment was similar, what annualized return did the market usually deliver next? Before using the indicator, make sure your chart is set to any US-market symbol (SPX, QQQ, DIA, etc.). This requirement is simple: the indicator pulls macro series from US data (yields, TIPS, credit spreads, breadth of US indices). Because these series are independent from the chart’s price series, the chart symbol itself does not affect the internal calculations. Any US symbol works, and the output of the model will be identical as long as you are on a US asset with daily, weekly or monthly timeframe. The plotted price does not matter: the macro engine is fully exogenous to the chart symbol. 1. What the indicator does relative to selected assets In the settings you choose which market you want to analyze: - S&P500 - Nasdaq or NQ100 - Dow Jones - Russell 2000 - US-wide (VTI) - S&P500 sectors (XLF, XLY, XLP, etc.) For each one, the indicator loads: - Its internal breadth series (percentage of constituents above MA200) - Its price history to compute forward log-returns at multiple horizons - Its regime position relative to its own MA200 (for bull/bear filtering) This means the tool is not tied to the chart symbol you display. If your chart is SPX but the indicator setting is “S&P500 Technology”, the expected return projection is computed for the Technology sector using its own data, not the chart’s data. You can therefore: - Visualize macro-driven expected returns for any major US index or sector. - Compare how different parts of the market historically reacted to similar macro states. - Switch assets instantly to see which segment historically behaved better in comparable macro conditions. The indicator becomes an analyzer of macro sensitivity, not a chart-dependent indicator. 2. Method overview The model answers a statistical question: “When macro conditions looked like they do today, what forward annualized return did this asset usually deliver?” To do this it combines four macro pillars: - Market breadth of the selected asset - Yield curve slope (US 10Y minus 2Y) - US credit spread (high yield minus gov) - US real rate (TIPS 10Y) It normalizes each metric into a 0–100 score, groups similar historical states into bins, and examines what the asset did next across six horizons (from ~9 months to ~5 years). This produces a historical map connecting macro states to realized forward returns. It is not a forecast model. It is a conditional-distribution estimator: it tells you what has historically happened from similar setups. 3. Why this produces useful insights on assets For any chosen asset (SPX, Nasdaq, sectors…), the indicator computes: - Its forward return distribution in similar macro states. - How often these states occurred (n). - Whether the macro environment that preceded positive returns in the past resembles today’s. - Whether the asset tends to be more sensitive or more resilient than the broad index under given macro configurations. - Whether a given sector historically benefited from specific yield-curve, credit or real-rate environments. This lets you answer questions such as: - Does this sector usually outperform in an inverted yield curve environment? - Does the Nasdaq historically recover strongly after breadth collapses? - How did the S&P500 behave historically when real rates were this high? - Is today’s credit-spread environment typically associated with positive or negative forward returns for this index? These insights are not predictions but statistical context backed by past market behavior. 4. Why the technique is robust (and why it matters) The engine uses strict, non-optimistic data processing: - Winsorization of returns to neutralize extreme outliers without deleting information. - Shrinkage estimators to avoid overfitting when bins contain few occurrences. - Adaptive or static bounds for scaling macro indicators, ensuring comparability across cycles. - Inverse-variance weighting of horizons with penalties for horizon redundancy. - HAC-style adjustments to reduce autocorrelation bias in return estimation. Each method aims to prevent artificial inflation of expected-return values and to keep the estimator stable even in unusual macro states. This produces a result that is not “optimistic”, not curve-fit, not dependent on chart tricks, and not sensitive to isolated historical anomalies. 5. What you get as a user A single clean line: Expected Annual Return (%) This line reflects how the chosen asset historically performed after macro environments similar to today’s. The color gradient and confidence indicator (n) show the density of comparable episodes in history. This makes the output extremely simple to read: - High, stable expectation: historically supportive macro environment. - Low or negative expectation: historically weaker environments. - Low confidence: the macro state is rare and historical comparisons are limited. The tool therefore adds context, not signals. It helps you understand the environment the asset is currently in, based on how markets behaved in similar conditions across US market history.
Indicatore Pine Script®
di Julien_Exe
WASDE Dates V2WASDE Dates V2 – USDA Release Calendar with Alerts, Countdown & Event Markers By cot-trader.com WASDE Dates V2 is a complete and reliable visualization tool for all scheduled WASDE (World Agricultural Supply and Demand Estimates) releases for 2025 and 2026. The USDA’s WASDE report is one of the most market-moving fundamental catalysts in agricultural futures—affecting Corn (ZC), Wheat (ZW), Soybeans (ZS), Soymeal (ZM), Soybean Oil (ZL), and many related CFD products. This script gives traders a precise timing layer directly inside their TradingView charts. 🔍 What this script does WASDE Dates V2 automatically: Marks each WASDE release day with a vertical line and label. Shows an automated countdown to the next WASDE release: In days (>24h) In hours & minutes (<24h) Displays an optional table of upcoming WASDE dates for quick reference. Provides two alert conditions: WASDE Day Alert – triggers exactly on the event WASDE 24h Reminder – pre-alert when less than 24 hours remain Handles both 2025 and 2026 confirmed dates. Works on any symbol and timeframe. 📌 Why WASDE matters The WASDE report updates global supply and demand estimates for: Corn Soybeans Wheat Other major agricultural commodities Changes in yield, acres, production, imports/exports, and ending stocks can cause immediate and significant volatility. Many traders combine WASDE awareness with seasonality, COT positioning, volatility filters, or fundamental models. This script ensures you never miss the timing of these key releases. ⚙️ How the script works The script stores official USDA WASDE release dates for 2025 and 2026 in two dedicated arrays. On every bar, it compares the bar’s timestamp with known WASDE timestamps to detect an event day. When an event occurs: A red “WASDE” label is plotted above the candle A dotted vertical line is drawn through the bar It finds the next upcoming WASDE by scanning forward through both arrays. A live-updating countdown label is displayed, showing days or hours/minutes until release. If the event is less than 24 hours away: A yellow “WASDE soon” warning appears near price The 24h alert condition becomes active An optional table lists upcoming events for 2025 & 2026. This script does not generate trading signals. It provides a time-based event layer designed to complement any discretionary or algorithmic trading approach. 🧭 How to use Add the script to your chart. Enable alerts for: “WASDE Day Alert” “WASDE 24h Reminder” Follow the countdown to prepare for upcoming volatility. Use together with other agricultural tools such as: Seasonality indicators COT (Commitment of Traders) analysis Trend / VWAP / Volume signals Pre- and post-WASDE trading strategies Works on all chart types, all symbols, and all timeframes. 📅 Included WASDE Dates (Confirmed) 2025: Jan 12, Feb 11, Mar 11, Apr 10, May 12, Jun 12, Jul 11, Aug 12, Sep 12, Oct 9, Nov 10, Dec 9 2026: Jan 12, Feb 10, Mar 10, Apr 9, May 12, Jun 11, Jul 10, Aug 12, Sep 11, Oct 9, Nov 10, Dec 10 (All dates based on USDA’s official 12:00pm ET schedule.) 💡 What makes this script original Fully updated 2025 + 2026 calendar Uses a robust time-comparison method for accurate marking Unique dual alert system (event + 24h pre-alert) Clean, readable layout with countdown + upcoming dates table Tailored specifically for grain & agricultural traders Built entirely in Pine Script v6 with careful attention to performance
Indicatore Pine Script®
di DerAndi72
Global M2 ex-China MonitorGlobal M2 Monitor - Ultimate Edition 🎯 OVERVIEW Advanced global M2 money supply monitoring indicator, offering a unique macroeconomic view of global liquidity. Real-time tracking of M2 evolution in major developed economies. 📊 KEY FEATURES Global M2 Aggregation : USA, Japan, Canada, Eurozone, United Kingdom Currency Conversion : All data converted to USD for consistent analysis High Resolution Display : Daily curve by default Technical Analysis : 50-period moving average (SMA/EMA/WMA) Accurate YoY Calculation : Annual variation based on monthly data Advanced Signal System : Multi-condition color codes 🎨 COLOR SYSTEM - DEFAULT SETTINGS 🟢 GREEN : YoY ≥ 7% AND M2 ≥ SMA → Strong growth + Bullish momentum 🔴 RED : YoY ≤ 2% AND M2 ≤ SMA → Weak growth + Bearish momentum 🟢 LIGHT GREEN : YoY ≥ 7% BUT M2 < SMA → Good fundamentals, temporarily weak momentum 🔴 LIGHT RED : YoY ≤ 2% BUT M2 > SMA → Weak fundamentals, price still supported 🔵 BLUE : YoY between 2% and 7% → Neutral zone of moderate growth 🇨🇳 WHY IS CHINA EXCLUDED BY DEFAULT? Chinese M2 data presents methodological reliability and transparency issues. Exclusion allows for more consistent analysis of mature market economies. Different M2 definition vs Western standards Capital controls affecting real convertibility Frequent monetary manipulations by authorities ✅ Available option : Can be activated in settings ⚙️ OPTIMIZED DEFAULT PARAMETERS // DISPLAY SETTINGS Candle Period: D (Daily) // MOVING AVERAGE MA Period: 50, Type: SMA // BACKGROUND LOGIC YoY Bullish: 7%, YoY Bearish: 2% SMA Method: absolute, Threshold: 0.2% // COLORS Transparency: 5% China M2: Disabled 📈 RECOMMENDED USAGE Traders : Anticipate sector rotations Investors : Identify abundant/restricted liquidity phases Macro-analysts : Monitor monetary policy impacts Portfolio managers : Understand inflationary pressures 🔍 ADVANCED INTERPRETATION M2 ↗️ + YoY ≥ 7% → Favorable risk-on environment M2 ↘️ + YoY ≤ 2% → Defensive risk-off environment Divergences → Early warning signals for trend changes 💡 WHY THIS INDICATOR? Global money supply is the lifeblood of the financial economy . Its growth or contraction typically precedes market movements by 6 to 12 months. "Don't fight the Fed... nor the world's central banks" 🛠️ ADVANCED CUSTOMIZATION All parameters are customizable: YoY bullish/bearish thresholds SMA comparison method (absolute/percentage) Colors and transparency Moving average period and type Optional China inclusion 📋 TECHNICAL INFORMATION YoY Calculation : Based on monthly data for consistency Sources : FRED, ECONOMICS, official data Updates : Real-time with publications Currencies : Updated exchange rates
Indicatore Pine Script®
di Ox_kali
Fear & Greed Oscillator - Risk SentimentThe Fear & Greed Oscillator – Risk Sentiment is a macro-driven sentiment indicator inspired by the popular Fear & Greed Index , but rebuilt from the ground up using real, market-based economic data and statistical normalization. While the traditional Fear & Greed Index uses components like volatility, volume, and social media trends to estimate sentiment, this version is powered by the Copper/Gold ratio — a historically respected gauge of macroeconomic confidence and risk appetite. 📈 Expansion vs. Contraction Theory At the heart of this oscillator is a simple macroeconomic insight: 🟢 Copper performs well during periods of economic expansion and risk-on behavior (industrials, construction, manufacturing growth). 🔴 Gold performs well during periods of economic contraction , as a classic risk-off, capital-preserving asset. By tracking the ratio of Copper to Gold prices over time and converting it into a Z-score , this tool shows when macro sentiment is statistically stretched toward greed or fear — based on how unusually strong one side of the ratio is relative to its historical average. ⚙️ How It Works The script takes two user-defined tickers (default: Copper and Gold) and calculates their ratio. It then applies Z-score normalization over a user-defined period (default: 200 bars). A color gradient line is plotted: 🔴 Z < -2 = Extreme Fear 🟣 -2 to 0 = Mild Fear to Neutral 🔵 0 to 2 = Neutral to Greed 🟢 Z > 2 = Extreme Greed Visual guides at ±1, ±2, ±3 standard deviations give immediate context. Includes alert conditions when the Z-score crosses above +2 (Greed) or below -2 (Fear). 🔔 Alerts “Z-Score has entered the Greed Zone ” when Z > 2 “Z-Score has entered the Fear Zone ” when Z < -2 These are designed to help catch macro sentiment extremes before or during large shifts in market behavior. ⚠️ Disclaimer This indicator is a macro sentiment tool, not a direct trading signal. While the Copper/Gold ratio often reflects economic risk trends, correlation with risk assets (like Bitcoin or equities) is not guaranteed and may vary by cycle. Always use this indicator in conjunction with other tools and contextual analysis.
Indicatore Pine Script®
di RWCS_LTD
Liquidity Regime OscillatorThe Liquidity Signal Line is a macro-driven confirmation tool designed to capture the underlying global liquidity regime in a single, smoothed oscillator. It measures the combined directional flow of monetary and financial conditions using high-impact macro data: Federal Reserve assets (WALCL), Treasury General Account (TGA), and the Overnight Reverse Repo facility (RRP) – adjusted by key market proxies such as the U.S. Dollar Index, credit spreads (HYG/LQD), and equity risk appetite (SPHB/SPHQ). These components are normalized, weighted, and then double-smoothed into a stable signal that translates complex liquidity dynamics into a simple 0–100 scale. Liquidity expansion provides fuel for risk assets, while contraction drains leverage and risk appetite. The Signal Line acts as a confirmation overlay for trend and allocation strategies, showing whether systemic liquidity is broadly supportive or restrictive. Readings above 50 indicate an expansionary environment (risk-on bias), below 50 a contractionary one (risk-off bias). Because the calculation uses higher-timeframe macro data, it can be displayed on any chart to give traders a consistent, regime-aware signal that bridges macro policy and technical execution.
Indicatore Pine Script®
di myhcael
PPI Inflation Monitor (Change YoY & MoM)📊 PPI Inflation Monitor - Leading Inflation Indicator The Producer Price Index (PPI) measures wholesale/producer-level prices and serves as a critical leading indicator for consumer inflation trends. This tool helps you anticipate CPI movements and identify corporate margin pressures before they show up in earnings. 🎯 KEY FEATURES: - Dual Perspective Analysis: - Year-over-Year (YoY): Histogram bars showing annual producer price inflation - Month-over-Month (MoM): Line overlay showing monthly wholesale price changes - Visual Reference System: - Dashed line at 2% (typical target for producer price inflation) - Dotted line at 0.17% (equivalent monthly target) - Color-coded bars: Red above target, Green below target - Real-Time Data Table: - Current PPI Index value - YoY inflation rate with color coding - MoM inflation rate with color coding - Deviation from target level - Automated Alerts: - YoY crosses above/below target - MoM crosses above/below target - Early warning system for inflation trends 📈 WHY PPI IS YOUR EARLY WARNING SYSTEM: PPI typically leads CPI by 1-3 months because: - Producers face cost increases first - These costs are eventually passed to consumers - Shows whether companies can maintain pricing power Rising PPI with stable CPI = Margin compression → Bearish for stocks Rising PPI followed by rising CPI = Broad inflation → Fed hawkishness incoming Falling PPI = Disinflationary trend starting → Positive for risk assets 🔍 TRADING APPLICATIONS: 1. Lead Time Advantage: Position before CPI confirms PPI trends 2. Sector Rotation: High PPI = favor companies with pricing power 3. Margin Analysis: PPI-CPI divergence = margin pressure/expansion signals 4. Fed Anticipation: PPI acceleration = Fed likely to turn hawkish soon 💡 STRATEGIC USE CASES: - Value vs. Growth: Rising PPI favors value stocks with pricing power - Commodities: PPI often correlates with commodity price trends - Small Caps: More vulnerable to input cost increases (high PPI = cautious) - Corporate Earnings: Anticipate margin pressure before quarterly reports 🔄 COMBINE WITH: - CPI: Confirm if producer costs reach consumers - PCE: Validate Fed's preferred inflation metric response - Fed Funds Rate: Assess if Fed is behind/ahead of curve 📊 DATA SOURCE: Official PPI data from FRED (Federal Reserve Economic Data), updated monthly when new data releases occur. 🎨 CUSTOMIZATION: Fully customizable: - Toggle YoY/MoM displays - Adjust reference target levels - Customize colors - Show/hide absolute PPI values Perfect for: Macro traders, fundamental analysts, earnings traders, and investors seeking early inflation signals before they appear in consumer prices. ⚡ Remember: PPI leads CPI. Use this advantage to position ahead of the crowd.
Indicatore Pine Script®
di Phillipklh