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Indicatori e strategie

Volume Profile, Pivot Anchored by DGT, updated by PlystEnhanced version of the original "Volume Profile, Pivot Anchored" indicator by @dgtrd. **Original Features (by @dgtrd):** - Volume Profile anchored to pivot points - Point of Control (PoC), Value Area High/Low - Customizable profile visualisation - Volume-weighted colored bars **My Additions:** - Multi-exchange volume aggregation (Spot + Perpetuals) - Support for 10 major exchanges (Binance, Bybit, OKX, Coinbase, Bitget, Kucoin, Kraken, MEXC, Gateio, HTX) - Customizable spot and perpetual currency pairs - Aggregation calculation options (SUM/AVG/MEDIAN/VARIANCE) - Updated to Pine Script v6 The indicator now calculates volume profiles using aggregated volume data across multiple exchanges and markets, providing a more comprehensive view of market activity. Full credit to @dgtrd for the original Volume Profile implementation. This version builds upon their excellent work with enhanced multi-exchange capabilities.
Indicatore Pine Script®
di plyst
DTCC RECAPS Dates 2020-2025This is a simple indicator which marks the RECAPS dates of the DTCC, during the periods of 2020 to 2025. These dates have marked clear settlement squeezes in the past, such as GME's squeeze of January 2021. ------------------------------------------------------------------------------------------------------------------ The Depository Trust & Clearing Corporation (DTCC) has published the 2025 schedule for its Reconfirmation and Re-pricing Service (RECAPS) through the National Securities Clearing Corporation (NSCC). RECAPS is a monthly process for comparing and re-pricing eligible equities, municipals, corporate bonds, and Unit Investment Trusts (UITs) that have aged two business days or more . At its core, the Reconfirmation and Re-pricing Service (RECAPS) is a risk management tool used by the National Securities Clearing Corporation (NSCC), a subsidiary of the DTCC. Its primary purpose is to reduce the risks associated with aged, unsettled trades in the U.S. securities market . When a trade is executed, it is sent to the NSCC for clearing and settlement. However, for various reasons, some trades may not settle on their scheduled date and become "aged." These unsettled trades create risk for both the trading parties and the clearinghouse (NSCC) because the value of the underlying securities can change over time. If a trade fails to settle and one of the parties defaults, the NSCC may have to step in to complete the transaction at the current market price, which could result in a loss. RECAPS mitigates this risk by systematically re-pricing these aged, open trading obligations to the current market value. This process ensures that the financial obligations of the clearing members accurately reflect the present value of the securities, preventing the accumulation of significant, unmanaged market risk . Detailed Mechanics: How Does it Work? The RECAPS process revolves around two key dates you asked about: the RECAPS Date and the Settlement Date . The RECAPS Date: On this day, the NSCC runs a process to identify all eligible trades that have remained unsettled for two business days or more. These "aged" trades are then re-priced to the current market value. This re-pricing is not just a simple recalculation; it generates new settlement instructions. The original, unsettled trade is effectively cancelled and replaced with a new one at the current market price. This is done through the NSCC's Obligation Warehouse. The Settlement Date: This is typically the business day following the RECAPS date. On this date, the financial settlement of the re-priced trades occurs. The difference in value between the original trade price and the new, re-priced value is settled between the two trading parties. This "mark-to-market" adjustment is processed through the members' settlement accounts at the DTCC. Essentially, the process ensures that any gains or losses due to price changes in the underlying security are realized and settled periodically, rather than being deferred until the trade is ultimately settled or cancelled. Are These Dates Used to Check Margin Requirements? Yes, indirectly, this process is closely tied to managing margin and collateral requirements for NSCC members. Here’s how: The NSCC requires its members to post collateral to a clearing fund, which acts as a mutualized guarantee against defaults. The amount of collateral each member must provide is calculated based on their potential risk exposure to the clearinghouse. By re-pricing aged trades to current market values through RECAPS, the NSCC gets a more accurate picture of each member's outstanding obligations and, therefore, their current risk profile. If a member has a large number of unsettled trades that have moved against them in value, the re-pricing will crystallize that loss, which will be settled the next day. This regular re-pricing and settlement of aged trades prevent the build-up of large, unrealized losses that could increase a member's risk profile beyond what their posted collateral can cover. While RECAPS is not the only mechanism for calculating margin (the NSCC has a complex system for daily margin calls based on overall portfolio risk), it is a crucial component for managing the specific risk posed by aged, unsettled transactions. It ensures that the value of these obligations is kept current, which in turn helps ensure that collateral levels remain adequate. -------------------------------------------------------------------------------------------------------------- Future dates of 2025: - November 12, 2025 (Wed) - November 25, 2025 (Tue) - December 11, 2025 (Thu) - December 29, 2025 (Mon) The dates for 2026 haven't been published yet at this time. The RECAPS process is essentially the industry's way of retrying the settlement of all unresolved FTDs, netting outstanding obligations, and gradually forcing resolution (either delivery or buy-in). Monitoring RECAPS cycles is one way to track the lifecycle, accumulation, and eventual resolution (or persistence) of failures to deliver in the U.S. market. The US Stock market has become a game of settlement dates and FTDs, therefore this can be useful to track.
Indicatore Pine Script®
di Infinite_Noise
Opening Range Break LRSThis script is designed for a trend-following, opening range breakout strategy. The main idea is to only trade breakouts that happen in the same direction as the short-term trend, which the script identifies using a linear regression slope. 1. Identify the Short-Term Trend This is the first and most important step. The script does this for you using the Linear Regression and the bar coloring. • If the bars are colored BLUE: The linear regression slope is positive. This means the script considers the short-term trend to be UP. A trader using this script would only look for long (buy) trades. • If the bars are colored YELLOW: The linear regression slope is negative. This means the script considers the short-term trend to be DOWN. A trader using this script would only look for short (sell) trades. This filter is designed to prevent you from trading a "false breakout" against the immediate momentum. 2. Watch the Opening Ranges Form At the start of the trading session (8:30 AM by default), the script will begin drawing boxes for the 5, 15, 30, and 60-minute opening ranges you've enabled. • The 5-minute box (e.g., gray) will be set after the 8:30 - 8:35 period. • The 15-minute box (e.g., blue) will be set after the 8:30 - 8:45 period. • ...and so on. These boxes, which extend for the rest of the day, represent the key high and low levels established at the open. The "Live Box Extension" input simply keeps the right edge of the box a few bars away from the current price so you can see it clearly. 3. Look for a Filtered Breakout Signal This is where the trend filter (Step 1) and the range boxes (Step 2) come together. Bullish Trade Example (Long): 1. A trader sees the bars are colored BLUE (uptrend). They are now only looking for a break above one of the ORB highs. 2. They will ignore any break below the ORB lows, as that would be trading against the trend filter. 3. The price moves up and finally closes above the 15-minute ORB high. 4. The script will plot a green "Break 15" label. This is the trader's signal to enter a long trade. Bearish Trade Example (Short): 1. A trader sees the bars are colored YELLOW (downtrend). They are now only looking for a break below one of the ORB lows. 2. They will ignore any break above the ORB highs. 3. The price moves down and closes below the 5-minute ORB low. 4. The script will plot a red "Break 5" label. This is the trader's signal to enter a short trade. 4. Use Multiple Timeframes for Context The real power of this script is seeing all the ranges at once. A trader wouldn't just trade them in isolation. • Confirmation: A "Break 5" signal is a quick, early signal. But if the price also breaks the "15" and "30" minute highs, it signals much stronger bullish consensus, which might encourage the trader to hold the trade longer. • Support & Resistance: The other ORB levels act as a map for the day. o As Targets: If a trader takes a "Break 15" long signal, the 30-minute ORB high and 60-minute ORB high become logical profit targets. o As Warning Signs: If the price gives a "Break 5" long signal but is struggling right under the 15-minute high, a trader might wait for that 15-minute level to break before entering, seeing it as a key resistance level. Summary: A Trader's Workflow 1. Morning (8:30 AM): Watch the script. What color are the bars? (Blue = longs only, Yellow = shorts only). 2. Wait: Let the 5, 15, 30, and 60-minute ranges form. The boxes will be drawn on the chart. 3. Execute: Wait for a "Break" signal (a label) that matches your trend direction. 4. Manage: Use the other ORB levels as potential profit targets or as confirmation of the move's strength. 5. Single Signal: The "Single Signal Only" input, if checked, ensures they only get one signal per timeframe (e.g., one "Break 15" long, and that's it for the day), which helps prevent over-trading in choppy conditions.
Indicatore Pine Script®
di j2m2t2
Pullback Levels from ATH# ATH Pullback Levels **Assess correction depth with precision – 5%, 10%, 15%, 20% below All-Time High** --- ### Overview This indicator draws **horizontal support lines** at **5%, 10%, 15%, and 20%** below the **All-Time High (ATH)** of any asset. Perfect for **swing traders**, **long-term investors**, and **bull market participants** who want to: - Measure **pullback depth** in real-time - Identify **potential support zones** - Set **alerts** when price enters key retracement levels --- ### Features | Feature | Description | |--------|-------------| | **Dynamic ATH Tracking** | Automatically updates with every new high | | **4 Pullback Levels** | 5%, 10%, 15%, 20% below ATH | | **Live Pullback % Label** | Shows current % drop from ATH (top-right) | | **Customizable Lines** | Toggle visibility, change colors & styles | | **Built-in Alerts** | Trigger on entry into each zone | | **No Errors** | Works on 50k+ bar charts (BTC, SPX, etc.) | | **Time-Based Lines** | Uses `xloc.bar_time` – no 500-bar future limit | --- ### How to Use 1. Apply to any chart (stocks, crypto, forex, indices) 2. Watch the **info box** for current pullback % 3. Use lines as **potential buy zones** during corrections 4. Set **alerts** to be notified when price enters a level > Example: If ATH = $100 → > - 5% = $95 > - 10% = $90 > - 15% = $85 > - 20% = $80 --- ### Inputs - **Show 5% / 10% / 15% / 20% Level** → Toggle on/off - **Line Colors** → Fully customizable - **Line Style** → Solid, Dashed, or Dotted --- ### Alerts Create alerts directly from the indicator: - `"Entered 5% Pullback"` - `"Entered 10% Pullback"` - etc. --- ### Best For - Bull market corrections - Long-term position sizing - Risk management in uptrends - Swing entries on dips --- ### Notes - Works on **all timeframes** - **Log scale compatible** (lines adjust correctly) - No repainting – ATH only updates on confirmed highs --- **Built with Pine Script v6 – Clean, fast, reliable.** *Happy trading!*
Indicatore Pine Script®
di SmartGatorTrader
Macros Kill Zones Fusionadas (:20 - :40) / :50 - :10)Tiempo y precio ICT Macros :20 - :40 representa el momento en que el algoritmo institucional confirma dirección y ejecuta desplazamiento tras inducir la liquidez de apertura. Macros :50 - :10 es la fase de manipulación o acumulación previa al desplazamiento principal. Time and Price in ICT Macros :20 - :40 represent the moment when the institutional algorithm confirms direction and executes the displacement after inducing opening liquidity. Macros :50 - :10 mark the manipulation or accumulation phase that occurs before the main displacement.
Indicatore Pine Script®
di Jess1608
LUMAR – ORB 15m + VWAP + EMAs + Asia/London HLThe LUMAR – ORB 15m + VWAP + EMA9/20 + Asia/London HL (NY RTH) indicator combines institutional levels and global session tools for intraday traders. It automatically plots: • Opening Range (09:30–09:45 NY) with box and lines • VWAP & EMAs (9/20) for trend confirmation • Previous Highs/Lows (Day, Week, Month) • Asia & London Session High/Lows extended to NY close Perfect for day traders and scalpers seeking session liquidity zones, structure, and confluence within the New York trading hours. Created by LuMar Trading — “Where Vision Meets Strength.”
Indicatore Pine Script®
di joseluistrigo
Zarattini Intra-day Threshold Bands (ZITB)This indicator implements the intraday threshold band methodology described in the research paper by Carlo Zarattini et al. Overview: Plots intraday threshold bands based on daily open/close levels. Supports visualization of BaseUp/BaseDown levels and Threshold Upper/Lower bands. Optional shading between threshold bands for easier interpretation. Usage Notes / Limitations: Originally studied on SPY (US equities), this implementation is adapted for NSE intraday market timing, specifically the NIFTY50 index. Internally, 2-minute candles are used if the chart timeframe is less than 2 minutes. Values may be inaccurate if the chart timeframe is more than 1 day. Lookback days are auto-capped to avoid exceeding TradingView’s 5000-bar limit. The indicator automatically aligns intraday bars across multiple days to compute average deltas. For better returns, it is recommended to use this indicator in conjunction with VWAP and a volatility-based position sizing mechanism. Can be used as a reference for Open Range Breakout (ORB) strategies. Customizations: Toggle plotting of base levels and thresholds. Toggle shading between thresholds. Line colors and styles can be adjusted in the Style tab. Intended for educational and research purposes only. This indicator implements the approach described in the research paper by Zarattini et al. Note: This implementation is designed for the NSE NIFTY50 index. While Zarattini’s original study was conducted on SPY, this version adapts the methodology for the Indian market. Methodology Explanation This indicator is primarily designed for Open Range Breakout (ORB) strategies. Base Levels BaseUp = Maximum of today’s open and previous day’s close BaseDown = Minimum of today’s open and previous day’s close Delta Calculation For the past 14 trading days (lookbackDays), the delta for each intraday candle is calculated as the ab solute difference from the close of the first candle of that day. Average Delta For a given intraday time/candle today, deltaAvg is computed as the average of the deltas at the same time across the previous 14 days. Threshold Bands ThresholdUp = BaseUp + deltaAvg ThresholdDown = BaseDown − deltaAvg Signals Spot price moving above ThresholdUp → Long signal Spot price moving below ThresholdDown → Short signal Tip: For better returns, combine this indicator with VWAP and a volatility-based position sizing mechanism.
Indicatore Pine Script®
di gokul4trading
Precision Intraday – Daniel Cohérence multi-timeframe Le fond vert/rouge montre que le biais H1 influence bien le scalping M5. Tu trades maintenant dans le sens de la tendance supérieure, ce qui élimine la majorité des faux signaux. Lisibilité immédiate La superposition couleur/fond rend l’interprétation ultra rapide : tu sais en 1 seconde si tu dois chercher un BUY ou un SELL. Les triangles “BUY” / “SELL” confirment la confluence WT + ADX + Tendance. Précision des zones Les entrées “SELL” coïncident avec des micro-pullbacks sur EMA 50 / 200. ++++++++ Multi-Timeframe Consistency The green/red background clearly shows that the H1 bias is guiding your M5 scalping decisions. You’re now trading in the direction of the higher-timeframe trend, which eliminates most false signals. Instant Readability The overlapping background and candle colors make interpretation instantaneous — you can tell in one second whether you should be looking for a BUY or a SELL setup. The “BUY” and “SELL” triangles confirm the confluence between WT, ADX, and Trend signals. Zone Precision The SELL entries align perfectly with micro-pullbacks around the EMA 50 / EMA 200 levels.
Indicatore Pine Script®
di Daniel_Conroy
RSI Confluence (14 + 7) – Daniel Pour éviter trop d'indicateur j'ai créer la combinaison des 2 RSI 7 & 14 pour le Timeframe H1,M15 & M5 1. Timeframe optimal Le RSI (14) ou Volume-Weighted RSI doit être placé sur : Timeframe Rôle du RSI H1 Filtre directionnel : si RSI > 60 → biais haussier, si < 40 → biais baissier. M15 Confirme le momentum moyen : attendre le rejet sur 40–60 dans le sens du H1. M5 Sert à confirmer le timing d’entrée avec WT (WaveTrend). Entrée idéale quand RSI repart du bord 40/60 en même temps que WT repart dans la même direction. 💡 Sur M5, c’est le plus utile : il te permet d’éviter les divergences WT trop précoces (faux signaux avant que le marché ne parte vraiment). H1 – Directional Filter (Main Trend) Purpose: Identify the dominant bias (bullish or bearish). Key reading: RSI > 60 → Bullish bias → only look for buys on M15/M5. RSI < 40 → Bearish bias → only look for sells on M15/M5. Advanced tip: Draw a neutral zone (40–60) → if RSI stays inside it, the market is ranging (no clear trend). Visual tip: Add a soft gray band between 40 and 60 for clarity. ⏱️ M15 – Momentum Confirmation Purpose: Confirm that the medium-term momentum aligns with the H1 bias. Key reading: When RSI M15 rejects 40 (bullish rebound) in an H1 bullish bias, it’s a buy confirmation. When RSI M15 rejects 60 (bearish rebound) in an H1 bearish bias, it’s a sell confirmation. Timing: Avoid entries until M15 confirms the rejection. Optional: Apply a smoothed RSI (EMA 9) to visualize momentum swings more clearly. ⏳ M5 – Entry Timing Purpose: Synchronize entries with the WaveTrend (WT) indicator. Key reading: Ideal entry when RSI bounces off 40/60 in the same direction as WT. Example: RSI M5 rebounds from 40 and WT crosses up → perfect buy entry. Conversely, RSI M5 turns down from 60 and WT crosses down → perfect sell entry. Advantage: Helps avoid early WT divergences (false signals before the move truly starts). Advanced filter: Combine with ADX > 25 to confirm market strength.
Indicatore Pine Script®
di Daniel_Conroy