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Indicatori e strategie

Alpha -> The New SystemAlpha → The New System 📈 Calculate and visualize your asset’s Alpha relative to a chosen benchmark over a rolling lookback period. What is Alpha? 🤔 Alpha measures the excess return of an asset compared to what would be predicted by its sensitivity (beta) to a benchmark. A positive Alpha means your asset is outperforming the benchmark after accounting for market moves; a negative Alpha means it’s underperforming. Indicator Inputs ⚙️ Lookback Period ⏳ Number of bars (e.g. days) over which to compute rolling averages, covariance, and variance. Benchmark Symbol 🏷️ The ticker of the market or index you want to compare against (default: BTCUSD). How It Works 🧮 Fetch Benchmark Prices Retrieve the close prices of your chosen benchmark on the same timeframe. Compute Periodic Returns Calculate the percent change each bar for both your asset and the benchmark. Rolling Averages Smooth those returns over the lookback period to get mean asset return and mean benchmark return. Covariance & Variance Covariance between asset and benchmark returns shows how they move together. Variance of benchmark returns measures its own volatility. Beta Calculation Divide covariance by benchmark variance (with a check to avoid divide-by-zero). Beta indicates how sensitive your asset is to benchmark moves. Alpha Calculation Subtract (Beta × mean benchmark return) from mean asset return. The result is your asset’s average outperformance (or underperformance) per bar. Plot & Interpretation 🎨 Line Color 🟢 Green when Alpha > 0 (asset is outperforming) 🔴 Red when Alpha < 0 (asset is underperforming) Zero Line A dashed gray line marks Alpha = 0 as the breakeven point. Pro Tips 💡 A consistently positive Alpha suggests your strategy or selected asset adds value beyond market movements. A negative Alpha may signal underperformance—time to reconsider allocation or strategy. Use different benchmarks (e.g., ETH, total market cap, sector indices) to gauge performance in various market contexts. Combine Alpha with Beta: a high Beta + positive Alpha means strong upside in bull markets, but watch out in downturns. By tracking Alpha in real time, you’ll know at a glance whether your asset truly shines on its own or is merely riding the broader market wave. 🎯
Indicatore Pine Script®
di LiquidityTrckr
Sector Relative StrengthDescription This script compares sector performance relative to the S&P 500. Sector price levels or charts alone can mislead, because they tend to move with the broader market. An increase in a sector’s price does not necessarily indicate strength, as it may simply be following the index. For more a more reliable picture, the script calculates a ratio between each sector ETF and SPY. If the ratio has increased, the sector has outperformed the index. In case it has declined, the sector has underperformed. If the value is near zero, the sector has moved in line with the index. The sectors are presented in a table and sorted on relative performance. Calculation Method The performance is expressed as a percentage change in the ratio over a user-defined lookback period. The default lookback is set to 21 bars, which corresponds to one month on a daily chart. This value can be adopted in the settings to match preferred time period. Z-Score In addition to the percentage change, the script calculates a Z-score of the ratio, which measures how far the current value deviates from its recent mean. A high positive Z-score indicates that the ratio is significantly above its average, while a negative value indicates it is below. This normalization allows for comparison between sectors with different price levels or volatility profiles. Table Columns - Relative %: The sector's performance relative to SPY over the selected lookback period - Z-Score: Standardized measure of current performance ratio is relative to its average - Trend Arrow: Indicates the direction of relative performance up down or flat Example Interpretation For example, if XLK shows a 3.7% change, it has outperformed SPY over the selected period. Another sector might show a -2.1% change, which indicates underperformance. While both values shows relative strength or weakness, the Z-score is optional and can provide additional context based on how unusual that performance is compared to the sector's own recent behavior. Use Case This approach helps evaluate overall market conditions and supports a top-down method. By starting with sector performance, it becomes easier to identify where the market is showing leadership or weakness. This allows the stock selection process to be more deliberate and can help refine or customize screeners based on certain sectors.
Indicatore Pine Script®
di StockLeave
First 15-Min Candle High/Low### 📘 Description of the Script This Pine Script indicator draws **horizontal lines** at the **high and low of the first 15-minute candle after the market opens at 9:30 AM (New York time)**. It is designed for use on **intraday charts** (e.g., 1m, 5m) for U.S. stock markets. --- ### 🔍 What the Script Does * **Fetches 15-minute candle data** using `request.security()` from the `"15"` timeframe. * **Detects the first 15-minute candle starting at 9:30 AM** (i.e., the 9:30–9:45 candle). * **Saves the high and low** of that first 15-minute candle. * **Plots horizontal lines** at those high/low levels for the rest of the trading day. * **Resets at the start of each new day**, so the levels are updated fresh each morning. --- ### 🕒 When It Updates * At exactly 9:45 AM (when the first 15-minute candle closes), it captures the high/low. * Lines remain plotted for the rest of the day until the script resets on a new day. --- ### 🧠 Why This Is Useful Traders often watch the **initial 15-minute range** as a key zone for: * Breakouts or breakdowns * Trend direction confirmation * Entry or exit signals This script helps visualize that range clearly and automatically. --- Let me know if you want to: * Extend the line beyond today * Add alerts for breakouts * Support different market open times (e.g., futures or forex markets)
Indicatore Pine Script®
di 1680bdb8dabe49f29e9c0ab1e3b4c6
MAGICAL 50 LINEExplanation: Indicator Declaration: The script declares an indicator to overlay on the chart. Time Calculation: Calculates the start time of the first 5-minute candle, assuming it begins at 9:15 AM. First Candle Close: It gets the closing price of the first 5-minute candle. Calculate +50: It calculates the level 50 points above the closing price. Plot Line: It plots a line at the calculated +50 level in green. This script will draw a line on your chart at the specified level, providing a visual reference for your analysis. If you have any other requests or modifications, just let me know! 😊
Indicatore Pine Script®
di hemrajsinh
Dynamic Square of Nine AVWAP: Blueprint_So9📐 Dynamic Square of Nine Anchor VWAP “Study the volume of sales, the space in price movements, and last and most important—the time period.” — W.D. Gann, How to Make Profits Trading in Commodities This indicator is one my personal interpretations of that principle. A unique variation of the traditional anchored VWAP. It combines Square of Nine geometry, customizable degree-based price bands, and a volume-reactive visual layer, resulting in a tool that gives dimensional structure to price movement through time, space, and volume. 🛠️ How to Use: Upon loading, you'll be prompted to select a chart anchor (date & time). Once selected, the Anchor VWAP will populate, projecting bands outward based on Square of Nine degree intervals. Scale the Anchor VWAP manually to align with your instrument's price structure. By default, the tool uses classic Square of Nine pressure points: ±45°, ±90°, ±180°, and ±360° You can customize these levels to reflect any meaningful degree intervals (e.g., 72°, 144°, 216°, etc.). Enable adjustable fill zones between bands to enhance spatial awareness. 🔍 Volume-Infused Visualization: Each band includes a volume-based color fill gradient: Brighter fill = higher volume activity Dimmer fill = lower volume This gives you a visual readout of how price, time, and volume converge within the Dynamic Square of Nine AVWAP.
Indicatore Pine Script®
di Javonnii
3
Adaptive Strength MACD [UM]Indicator Description Adaptive Strength MACD is an adaptive variant of the classic MACD that uses a customized Strength Momentum moving average for both its oscillator and signal lines. This makes the indicator more responsive in trending conditions and more stable in sideways markets. Key Features 1. Adaptive Strength Momentum MA Leverages the Adaptive Momentum Oscillator to scale smoothing coefficients dynamically. 2. Trend-Validity Filters Optional ADX filter ensures signals only fire when trend strength (ADX) exceeds a user threshold. 3. Directional Filter (DI+) confirms bullish or bearish momentum. 4. Color-Coded Histogram 5. Bars turn bright when momentum accelerates, faded when slowing. 6. Grayed out when trend filters disqualify signals. 7. Alerts Bullish crossover (histogram from negative to positive) and bearish crossover (positive to negative) only when filters validate trend. Comparison with Regular MACD 1. Moving Averages Classic MACD uses fixed exponential moving averages (EMAs) for its fast and slow lines, so the smoothing factor is constant regardless of how strong or weak price momentum is. Adaptive Strength MACD replaces those EMAs with a dynamic “Strength Momentum” MA that speeds up when momentum is strong and slows down in quiet or choppy markets. 2. Signal Line Smoothing In the classic MACD, the signal is simply an EMA of the MACD line, with one user-selected period. In the Adaptive Strength MACD , the signal line also uses the Strength Momentum MA on the MACD series—so both oscillator and signal adapt together to the underlying momentum strength. 3. Responsiveness to Momentum A static EMA reacts the same way whether momentum is surging or fading; you either get too-slow entries when momentum spikes or too-fast whipsaws in noise. The adaptive MA in your indicator automatically gives you quicker crossovers when there’s a trending burst, while damping down during low-momentum chop. 4. Trend Validation Filters The classic MACD has no built-in mechanism to know whether price is actually trending versus ranging—you’ll see crossovers in both regimes. Adaptive Strength MACD includes optional ADX filtering (to require a minimum trend strength) and a DI filter (to confirm bullish vs. bearish directional pressure). When those filters aren’t met, the histogram grays out to warn you. 5. Histogram Coloring & Clarity Typical MACD histograms often use two colors (above/below zero) or a simple ramp but don’t distinguish accelerating vs. decelerating moves. Your version employs four distinct states—accelerating bulls, decelerating bulls, accelerating bears, decelerating bears—plus a gray “no-signal” state when filters fail. This makes it easy at a glance to see not just direction but the quality of the move. 6. False-Signal Reduction Because the classic MACD fires on every crossover, it can generate whipsaws in ranging markets. The adaptive MA smoothing combined with ADX/DI gating in your script helps suppress those false breaks and keeps you focused on higher-quality entries. 7. Ideal Use Cases Use the classic MACD when you need a reliable, well-understood trend-following oscillator and you’re comfortable manually filtering choppy signals. Choose Adaptive Strength MACD \ when you want an all-in-one, automated way to speed up in strong trends, filter out noise, and receive clearer visual cues and alerts only when conditions align. How to Use 1. Setup - Adjust Fast and Slow Length to tune sensitivity. - Change Signal Smoothing to smooth the histogram reaction. - Enable ADX/DI filters and set ADX Threshold to suit your preferred trend strength (default = 20). 2. Interpretation - Histogram > 0: Short‐term momentum above long‐term → bullish. - Histogram < 0: Short‐term below long‐term → bearish. - Faded greyed bars indicate a weakening move; gray bars show filter invalidation. How to Trade Buy Setup: - Histogram crosses from negative to positive. - ADX ≥ threshold and DI+ > DI–. - Look for confirmation (bullish candlestick patterns or support zone). Sell Setup: - Histogram crosses from positive to negative. - ADX ≥ threshold and DI– > DI+. - Confirm with bearish price action (resistance test or bearish pattern). Stop & Target - Place stop just below recent swing low (long) or above recent swing high (short). - Target risk–reward of at least 1:2, or trail with a shorter‐period adaptive MA.
Indicatore Pine Script®
di umesh1027
PS Quantity ORBAllows you to use the difference between the high and the low of a given bar to automatically calculate buyable quantity given the risk is defined. Assumed buy price is the high of the bar and stop loss is the low of the same bar. The indicator takes two inputs, Length and Risk where: Length is the number of bars before the current bar Risk is the Rupee Risk you're willing to take If you want the current bar to be the one the calculation is performed on, input Length as 0. Previous bar, input Length as 1 and so on. Rupee Risk is self explanatory.
Indicatore Pine Script®
di ishanmehta2794
Support & Resistance ZonesAdvanced Support & Resistance Detection Algorithm This indicator identifies meaningful price levels by analyzing market structure using a proprietary statistical approach. Unlike traditional methods that rely on simple swing highs/lows or moving averages, this system dynamically detects zones where price has shown consistent interaction, revealing true areas of supply and demand. Core Methodology Price Data Aggregation Collects highs and lows over a configurable lookback period. Normalizes price data to account for volatility, ensuring levels remain relevant across different market conditions. Statistical Significance Filtering Rejection of random noise: Eliminates insignificant price fluctuations using adaptive thresholds. Volume-weighted analysis (implied): Stronger reactions at certain price levels are given higher priority, even if volume data is unavailable. Dynamic Level Extraction Density-based S/R Zones: Instead of fixed swing points, the algorithm identifies zones where price has repeatedly consolidated. Time decay adjustment: Recent price action has more influence, ensuring levels adapt to evolving market structure. Strength Quantification Each level is assigned a confidence score based on: Touch frequency: How often price revisited the zone. Reaction intensity: The magnitude of bounces/rejections. Time relevance: Whether the level remains active or has been broken decisively. Adaptive Level Merging & Pruning Proximity-based merging: If two levels are too close (within a volatility-adjusted threshold), they combine into one stronger zone. Decay mechanism: Old, untested levels fade away if price no longer respects them. Why This Approach Works Better Than Traditional Methods ✅ No subjective drawing required – Levels are generated mathematically, removing human bias. ✅ Self-adjusting sensitivity – Works equally well on slow and fast-moving markets. ✅ Focuses on statistically meaningful zones – Avoids false signals from random noise. ✅ Non-repainting & real-time – Levels only update when new data confirms their validity. How Traders Can Use These Levels Support/Resistance Trading: Fade bounces off strong levels or trade breakouts with confirmation. Confluence with Other Indicators: Combine with RSI, MACD, or volume profiles for higher-probability entries. Stop Placement: Place stops just beyond key levels to avoid premature exits. Technical Notes (For Advanced Users) The algorithm avoids overfitting by dynamically adjusting zones sensitivity based on market conditions. Unlike fixed pivot points, these levels adapt to trends, making them useful in both ranging and trending markets. The strength percentage helps filter out weak levels—only trade those with a high score for better accuracy. Note: Script takes some time to load.
Indicatore Pine Script®
di akhlaque16g55
1
FibSync - DynamicFibSupportWhat is this indicator? FibSync – DynamicFibSupport overlays your chart with both static and dynamic Fibonacci retracement levels, making it easy to spot potential areas of support and resistance. Static Fibs: Calculated from the highest and lowest price over a user-defined lookback period. Dynamic Fibs: Calculated from the most recent swing high and swing low, automatically adapting as new swings form. How to use Add the indicator to your chart. Configure the settings: Static Fib Period: Sets the lookback window for static fib levels. Show Dynamic Fibonacci Levels: Toggle dynamic fibs on/off. Dynamic Fib Swing Search Window: How far back to search for valid swing highs/lows. Swing Strength (bars left/right): How many bars define a swing high/low (higher = stronger swing). Interpret the levels: Solid lines are static fibs. Transparent lines are dynamic fibs (if enabled). Colors match standard fib conventions (yellow = 0.236, red = 0.382, blue = 0.618, green = 0.786, gray = 0.5). Tips Static and dynamic fibs can overlap-this often highlights especially important support/resistance zones. Adjust the swing strength for your trading style: lower values for short-term, higher for long-term swings. Hide/show individual lines using the indicator’s style settings in TradingView. Trading Ideas (for higher timeframes and static fibs) Close above the blue line (0.618 static fib): This can be interpreted as a potential long (buy) signal, suggesting the market is breaking above a key resistance level. Close below the red line (0.382 static fib): This can be interpreted as a potential short (sell) signal, indicating the market is breaking below a key support level. Note: These signals are most meaningful on higher timeframes and when using the static fib lines. Always confirm with your own strategy and risk management.
Indicatore Pine Script®
di mr_uponly
1
PS QuantityAllows you to use the difference between current price and an X period low to automatically calculate buyable quantity given the risk is defined. The indicator takes two inputs, Length and Risk where: Length is the number of bars before the current bar Risk is the Rupee Risk you're willing to take If you want the current bar low to be your stop, input Length as 0. Previous bar low as stop, input Length as 1 and so on. Rupee Risk is self explanatory.
Indicatore Pine Script®
di ishanmehta2794
4H Liquidity Sweep + 5m MSB EntryStrategy enters trades after a 4-hour liquidity sweep followed by a 5-minute market structure break. Entry is triggered only if the stop loss is 10 pips or less. Risk-to-reward ratio is fixed at 1:3. Long entries occur after sweeping 4H lows and breaking 5m highs. Short entries occur after sweeping 4H highs and breaking 5m lows. Uses dynamic 4H high/low levels, MSB confirmation, and strict pip-based risk control. Designed for precision entries post-liquidity events.
Strategia Pine Script®
di RiskyChoice
Q Impulse EntryQ Impulse Entry A directional entry system combining impulse breakouts, Elder's momentum confirmation, and ADX trend validation. Designed for clean trade setups with multi-step filtering, entry markers, and real-time alerts. 🔧 Core Logic This is not a basic mashup — each filter plays a distinct technical role: 1. Impulse Breakout Engine  • Detects sharp directional price breaks using ATR-adjusted dynamic zones  • Impulse window controls sensitivity to local highs/lows 2. Elder Momentum Filter  • Confirms signal using MACD histogram and EMA alignment  • Blocks entries when internal momentum contradicts price move 3. ADX Trend Strength Filter  • Uses threshold-based ADX logic to validate trend power  • Filters out noise in flat or weak markets The system requires all three filters to agree before confirming an entry. 📈 Visual Feedback • ⇑ / ⇓ arrows mark confirmed entry signals • Colored entry dots plotted at signal price help confirm timing and aid in multi-position layering • Impulse breakout zones and EMA are displayed for directional context • Clean layout, no repainting, designed for real-time use ⚙️ Configurable Inputs • Impulse Window — controls breakout signal sensitivity • ATR Multiplier — defines width of impulse breakout zones (Elder and ADX filters are embedded and fine-tuned) ✨ Highlights • Triple-filter signal logic = fewer false positives • Entry dots + arrows for visual clarity and scaling in • Lightweight, non-repainting, and alert-ready • Best suited for Forex and all timeframes • Ideal for breakout, trend-following, or hybrid systems • Built-in alerts and customizable zones • Always apply risk management suited to your capital and strategy Trade with clarity — stay for quality.
Indicatore Pine Script®
di Quantora
Index Futures vs Cash ArbitrageThis indicator measures the statistical spread between major stock index futures and their corresponding cash indices (e.g., ES vs SPX, NQ vs NDX) using Z-score normalization. It automatically detects commonly traded index pairs (S&P 500, Nasdaq, Dow Jones, Russell 2000) and calculates a smoothed spread between futures and spot prices. A Z-score is then derived from this spread to highlight potential overpricing or underpricing conditions. Traders can use customizable thresholds to identify mean-reversion opportunities where the futures contract may be temporarily overvalued or undervalued relative to the index. The histogram highlights the direction of the Z-score (green = futures > index, red = futures < index), while built-in alerts notify users of key threshold breaches or zero-line crosses. This tool is designed for discretionary traders, pairs traders, or anyone exploring statistical arbitrage strategies between futures and spot markets. It is not a buy/sell signal by itself and should be used with additional confluence or risk management techniques.
Indicatore Pine Script®
di Tradenometry