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DC PanelPresenting a an indicator based around a Donchian Channel. The panel has 7 rows where each cell can be either green (long), red (short) or gray (nothing). Suggestion: Enter (on your own risk...) a trade when all columns have the same color; Exit when any, but the top, column switch color. The Panel consists of the following, from top to bottom: 1. Price hits the edge of the DC-channel. 2. Price is on the right side of the DC-average line. 3. Price is on the right side of the Baseline 4. PVI is on the right side of the PVI-signal line. 5. Wave-A 6. Wave-B 7. Wave-C
Indicatore Pine Script®
di kruskakli
7
Engulfing/Inside BarsVery basic script to help discretionary traders with their candlestick pattern analysis This script shows a colored arrow on top or below the candlestick indicating a bearish/bullish inside bar formation also shows text with "bull" or "bear" on top of the candle when a bullish or bearish engulfing pattern surges. big thanks to the pinescript reference manual & everyone that has open source codes bc i got stuck 50 bajillion times Cheers.
Indicatore Pine Script®
di rokettoinu
5
Relative Normalized VolatilityThere are plenty of indicators that aim to measure the volatility (degree of variation) in the price of an instrument, the most well known being the average true range and the rolling standard deviation. Volatility indicators form the key components of most bands and trailing stops indicators, but can also be used to normalize oscillators, they are therefore extremely versatile. Today proposed indicator aim to compare the estimated volatility of two instruments in order to provide various informations to the user, especially about risk and profitability. CALCULATION The relative normalized volatility (RNV) indicator is the ratio between the moving average of the absolute normalized price changes value of two securities, that is: SMA(|Δ(a)/σ(a)|) ――――――――――― SMA(|Δ(b)/σ(b)|) Where a and b are two different securities (note that notation "Δ(x)" refer to the 1st difference of x, and the "||" notation is used to indicate absolute value, for example "|x|" means absolute value of x) . INTERPRETATION The indicator aim tell us which security is more volatile between a and b , with a value of the indicator greater than 1 indicating that a is on average more volatile than b over the last length period, while a value lower than 1 indicating that the security b is more on average volatile than a . The indicator use the current symbol as a , while the second security b must be defined in the setting window (by default the S&P500). Risk and profitability are closely related to volatility, as larger price variations could potentially mean larger losses (but also larger gains), therefore a value of the indicator greater than 1 can indicate that it could be more risked (and profitable) to trade security a . RNV using AMD (top) volatility against Intel (bottom) volatility. RNV using EURUSD (top) volatility against USDJPY (bottom) volatility. Larger values of length will make the indicator fluctuate less often around 1. You can also plot the logarithm of the ratio instead in order to have the indicator centered around 0, it will also help make values originally below 1 have more importance in the scale. POSSIBLE ERRORS If you compare different types of markets the indicator might return NaN values, this is because one market might be closed, for example if you compare AMD against BTCUSD with the indicator you will get NaN values. If you really need to compare two markets then increase your time frame, else use an histogram or area plot in order to have a cleaner plot. CONCLUSION An original indicator comparing the volatility between two securities has been presented. The choice of posting a volatility indicator has been made by my twitter followers, so if you want to decide which type of indicator i should do next make sure to check my twitter to see if there are polls available (i should do one after every posted indicator).
Indicatore Pine Script®
di alexgrover
5
BO - CCI Arrow with AlertBO - CCI Arrow with Alert base on CCI indicator to get signal for trade Binary Option. Rules of BO - CCI Arrow with Alert below: A. Setup Menu 1. cciLength: * Default CCI lenght = 14 2. Linear Regression Length: * Periods to calculate Linear Regression of CCI, * Default value = 5 3. Extreme Level: * Default top extreme level = 100 * Default bottom extreme level = -100 4. Filter Length: * Periods to define highest or lowest Linear Regression * Default value = 6 B. Rule Of Alert Bar 1. Put Alert Bar * Current Linear Regression Line created temporrary peak * Peak of Linear Regression Line greater than Top Extreme Level (100) * Previous Linear Regression is highest of Filter Length (6) * Previous Linear Regression is greater than previous peak of Linear Regression Line * Current price greater than previous low * CCI(14) less than Linear Regression Line 2. Call Alert Bar * Current Linear Regression Line created temporrary bottom * Bottom of Linear Regression Line less than Bottom Extreme Level (-100) * Previous Linear Regression is lowest of Filter Length (6) * Previous Linear Regression is less than previous bottom of Linear Regression Line * Current price less than previous lhigh * CCI(14) greater than Linear Regression Line B. Rule Of Entry Bar and Epiry. 1. Put Entry with expiry 3 bars: * After Put Alert Bar close with signal confirmed, put Arrow appear, and after 3 bars, result label will appear to show win trade, loss trade or draw trade 2. Call Entry with expiry 3 bars: * After Call Alert Bar close with signal confirmed, call Arrow appear, and after 3 bars, result label will appear to show win trade, loss trade or draw trade. 3. While 1 trade is opening no more any signal C. Popup Alert/Mobile Alert 1. Signal alert: Put Alert or Call Alert will send to mobile or show popup on chart 2. Put Alert: only Put Alert will send to mobile or show popup on chart 3. Call Alert: only Call Alert will send to mobile or show popup on chart
Indicatore Pine Script®
di inno14
4
RSI & StochasticA combination of RSI and Stochastic using default settings. - RSI or Relative Strength Index is the white line. - Stochastic %K is the aqua line - Stochastic %D is the orange line - The purple rectangle is the RSI range going from 30 (oversold) at the bottom to 70 (overbought) - The top dotted line indicates the price being overbought on the stochastic - The bottom dotted line indicates the price oversold on the stochastic I mainly use both indicators to spot divergence/ potential upcoming turning points (tops or bottoms). For example on the chart the white line shows the price of Bitcoin Rising While the yellow line shows the stochastic declining and the red RSI stayed more or less at the same level. Another way to use this indicator is to use the aqua line crossing above the orange line as an entry for a long trade this strategy is most useful when both are near the bottom of the range. The opposite is true for short trades but both should be combined with other indicators such as moving averages support levels or volume for best results. Generally RSI is more useful in trending markets & the stochastic is more useful in sideways or choppy markets.
Indicatore Pine Script®
di kaaiii
1
BO - RSI - M5 BacktestingBO - RSI - M5 Backtesting -Rule of Strategy A. Data 1. Chart M5 IDC 2. Symbol: EURJPY B. Indicator 1. RSI 2. Length: 12 (adjustable) 3. Extreme Top: 75 (adjustable) 4. Extreme Bottom: 25 (adjustable) C. Rule of Signal 1. Put Signal * Rsi create a temporary peak over Extreme Top row61: peak_rsi= rsi >rsi and rsi >rsi and rsi rsi_top 2. Call Signal * Rsi create a temporary bottom under Extreme Bottom row62: bott_rsi= rsi rsi and rsi <rsi_bot D. Rule of Order 1. Only 1 trade opening 2. Stoploss: No trade open after 1 loss trade each day (number of loss trades adjustable) 3. Expiry: after 6 bars (number of bars adjustable)
Strategia Pine Script®
di inno14
2
Pivots MTF [LucF]Pivots detected at higher timeframes are more significant because more market activity—or work—is required to produce them. This indicator displays pivots calculated on the higher timeframe of your choice. Features ► Timeframe selection — The higher timeframe (HTF) can be selected in 3 different ways:  • By steps (15 min., 60 min., 4H, 1D, 3D, 1W, 1M, 1Y). This setting is the default.  • As a multiple of the current chart's resolution, which can be fractional, so 3.5 will work.  • Fixed. — The HTF used can be displayed near the last bar (default). — Note that using the HTF is not mandatory. If it is disabled, the indicator will calculate on the chart's resolution. — Non-repainting or repainting mode can be selected. This has no impact on the display of historical bars, but when no repainting is selected, pivot detection in the realtime bar will be delayed by one chart bar (not one bar at the HTF). ► Pivots — Three color schemes are provided: green/red, aqua/pink and coral/violet (the default). — Both the thickness and brightness of lines can be controlled separately for the hi and lo pivots. — The visibility of the last hi/lo pivots can be enhanced. — Prices can be displayed on pivot lines and the text's size and color can be adjusted. — The number of bars required for the left/right pivot legs can be controlled (the default is 4). — The source can be selected individually for hi and lo pivots (the default is hlc3 and low . — The mean of the hi/lo pivot values of the last few thousand chart bars can be displayed. Pivots having lasted longer during the mean's period will weigh more in the calculation. The mean can be displayed in running mode and/or only showing its last level as a long horizontal line. I don't find it very useful; maybe others will. ► Markers and Alerts — Markers can be configured on breaches of either the last hi/lo pivot levels, or the hi/lo mean. Crossovers and crossunders are controlled separately. — Alerts can be configured using any of the marker combinations. As is usual for my indicators, only one alert is used. It will trigger on the markers that are active when you create your alert. Once your markers are set up the way you want, create your alert from the chart/timeframe you want the alert to run on, and be sure to use the “Once Per Bar Close” triggering condition. Use an alert message that will remind you of the combination of markers used when creating the alert. If you use multiple markers to trigger one alert, then having the indicator show those markers will be important to help you figure out which marker triggered the alert when it fired. A quick look at the pattern of these markers will hopefully convince you that using them as entry/exit signals would be perilous, as they are prone to whipsaw. I have included them because some traders may use the markers as reminders. Using Pivots These pivots can be used in a few different ways: — When using the high / low sources they will show extreme levels, breaches of which should be more significant. — Another way to use them is with hlc3 (the average of the high , low and close ) for hi pivots and low for the lo pivots. This accounts for my personal mythology to the effect that drops typically reach previous lows more easily than rallies make newer highs. — Using low for hi pivots and high for lo pivots (so backward) can be a useful way to set stops or to detect weakness in movements. You will usually be better served by pivots if you consider them as denoting regions rather than precise levels. The flexibility in the display options of this indicator will help you adapt it to the way you use your pivots. To indicate areas rather than levels, for example, try using a brightness of 1 with a line thickness of 30. The cloud effect generated this way will show areas better than fine lines. Realize that these pivot lines are positioned in the past, and so they are drawn after the fact because a given number of bars need to elapse before calculations determine a pivot has occurred. You will thus never see a pivot top, for example, identified on the realtime bar. To detect a pivot, it takes a number of bars corresponding to the dilation of the higher timeframe in the current one, multiplied by the number of bars you use for your pivots' right leg. Also note that the Pine native function used to detect pivots in this indicator considers a summit to be a top when the number of bars in each leg are lower or equal to that top. Bars in legs do not need to be progressively lower on each side of the pivot for a pivot to be detected. If you program in Pine — See the Pinecoders MTF Selection Framework for an explanation of the functions used in this script to provide the selection mechanism for the higher timeframe. — This code uses the Pine Script Coding Conventions . Thanks — To the Pine coders asking questions in the Pine Script chat on TV ; your questions got me to write this indicator.
Indicatore Pine Script®
di LucF
52
Trend WaveHello Traders! You know, I can sill remember the first time I started tinkering with Pinescript. As I had no prior programming experience, I learned by experimenting with other open-source scripts on TradingViews Marketplace. Tearing apart and combining interesting scripts to see what the output would be. @ChrisMoody was a huge source of inspiration for learning, and I wanted to thank him, as well as @TheLark for the concept behind this script. The Trend Wave is based on @ChrisMoody's PPO-PercentileRank-Mkt-Tops-Bottoms , which also happens to be based on @TheLark's TheLark-Laguerre-PPO/ . Within my experimentation, I found that if I isolate the ppoT & ppoB variables and plot them calculated from extremely small decimals, you can get an extremely fast reacting, mirroring trend detector. Within the script, you have the ability to plot the background colors based on trend to make it easier to see where crossovers occured, as well as a Mirror Input to view the mirrored version of the script. -@DayTradingOil
Indicatore Pine Script®
di DrCatherineHalsey
20
Bull Bear BarsHighlights when the movement of a candle is supported by a major increase in volume. Thus one could reasonably assume that a follow thru is likely to occur. Blue= bullish Yellow = bearish I personally use this as an entry system. I enter only if the blue high or yellow low is surpassed by the very next candle , if not, then i do not enter. Thus trading with momentum and greatly avoiding choppy market conditions. ***Example*** In the chart above, during $XBT’s month long November 2019 Downtrend.. I am showing my bull long entries (without showing the obvious winning bear entries!) and found that only once did the price fail to advance less than 1% before any significant drawdown occurs (As shown on the chart by thumbs up & thumbs down symbols.) ***When using this indicator it is important to keep in mind that Blue bullish bars can and will appear at the top of upswings likewise, yellow bearish bars can and will appear at the bottom of downswings.. which could potentially signify trend reversals. This knowledge can also can be used to ones advantage (” buy when everyone is selling, sell when everyone is buying.”) This is a common occurrence because retail traders are often late to the party before they catch on to a trend resulting in buying heavily at the top and selling heavily at the bottom providing liquidity to earlier entrants to exit and as per usual the price then reverses on the mass of late bloomers.*** This indicator can be used in many different ways so goodluck in finding the method that best suits your style and be careful out there. Cheers BONUS: Also has the ability to set alerts!
Indicatore Pine Script®
di Cashtagpat
2
Backtesting on Non-Standard Charts: Caution! - PineCoders FAQMuch confusion exists in the TradingView community about backtesting on non-standard charts. This script tries to shed some light on the subject in the hope that traders make better use of those chart types. Non-standard charts are: Heikin Ashi (HA) Renko Kagi Point & Figure Range These chart types are called non-standard because they all transform market prices into synthetic views of price action. Some focus on price movement and disregard time. Others like HA use the same division of bars into fixed time intervals but calculate artificial open, high, low and close (OHLC) values. Non-standard chart types can provide traders with alternative ways of interpreting price action, but they are not designed to test strategies or run automated traded systems where results depend on the ability to enter and exit trades at precise price levels at specific times, whether orders are issued manually or algorithmically. Ironically, the same characteristics that make non-standard chart types interesting from an analytical point of view also make them ill-suited to trade execution. Why? Because of the dislocation that a synthetic view of price action creates between its non-standard chart prices and real market prices at any given point in time. Switching from a non-standard chart price point into the market always entails a translation of time/price dimensions that results in uncertainty—and uncertainty concerning the level or the time at which orders are executed is detrimental to all strategies. The delta between the chart’s price when an order is issued (which is assumed to be the expected price) and the price at which that order is filled is called slippage . When working from normal chart types, slippage can be caused by one or more of the following conditions: • Time delay between order submission and execution. During this delay the market may move normally or be subject to large orders from other traders that will cause large moves of the bid/ask levels. • Lack of bids for a market sell or lack of asks for a market buy at the current price level. • Spread taken by middlemen in the order execution process. • Any other event that changes the expected fill price. When a market order is submitted, matching engines attempt to fill at the best possible price at the exchange. TradingView strategies usually fill market orders at the opening price of the next candle. A non-standard chart type can produce misleading results because the open of the next candle may or may not correspond to the real market price at that time. This creates artificial and often beneficial slippage that would not exist on standard charts. Consider an HA chart. The open for each candle is the average of the previous HA bar’s open and close prices. The open of the HA candle is a synthetic value, but the real market open at the time the new HA candle begins on the chart is the unrelated, regular open at the chart interval. The HA open will often be lower on long entries and higher on short entries, resulting in unrealistically advantageous fills. Another example is a Renko chart. A Renko chart is a type of chart that only measures price movement. The purpose of a Renko chart is to cluster price action into regular intervals, which consequently removes the time element. Because Trading View does not provide tick data as a price source, it relies on chart interval close values to construct Renko bricks. As a consequence, a new brick is constructed only when the interval close penetrates one or more brick thresholds. When a new brick starts on the chart, it is because the previous interval’s close was above or below the next brick threshold. The open price of the next brick will likely not represent the current price at the time this new brick begins, so correctly simulating an order is impossible. Some traders have argued with us that backtesting and trading off HA charts and other non-standard charts is useful, and so we have written this script to show traders what happens when order fills from backtesting on non-standard charts are compared to real-world fills at market prices. Let’s review how TV backtesting works. TV backtesting uses a broker emulator to execute orders. When an order is executed by the broker emulator on historical bars, the price used for the fill is either the close of the order’s submission bar or, more often, the open of the next. The broker emulator only has access to the chart’s prices, and so it uses those prices to fill orders. When backtesting is run on a non-standard chart type, orders are filled at non-standard prices, and so backtesting results are non-standard—i.e., as unrealistic as the prices appearing on non-standard charts. This is not a bug; where else is the broker emulator going to fetch prices than from the chart? This script is a strategy that you can run on either standard or non-standard chart types. It is meant to help traders understand the differences between backtests run on both types of charts. For every backtest, a label at the end of the chart shows two global net profit results for the strategy: • The net profits (in currency) calculated by TV backtesting with orders filled at the chart’s prices. • The net profits (in currency) calculated from the same orders, but filled at market prices (fetched through security() calls from the underlying real market prices) instead of the chart’s prices. If you run the script on a non-standard chart, the top result in the label will be the result you would normally get from the TV backtesting results window. The bottom result will show you a more realistic result because it is calculated from real market fills. If you run the script on a normal chart type (bars, candles, hollow candles, line, area or baseline) you will see the same result for both net profit numbers since both are run on the same real market prices. You will sometimes see slight discrepancies due to occasional differences between chart prices and the corresponding information fetched through security() calls. Features • Results shown in the Data Window (third icon from the top right of your chart) are: — Cumulative results — For each order execution bar on the chart, the chart and market previous and current fills, and the trade results calculated from both chart and market fills. • You can choose between 2 different strategies, both elementary. • You can use HA prices for the calculations determining entry/exit conditions. You can use this to see how a strategy calculated from HA values can run on a normal chart. You will notice that such strategies will not produce the same results as the real market results generated from HA charts. This is due to the different environment backtesting is running on where for example, position sizes for entries on the same bar will be calculated differently because HA and standard chart close prices differ. • You can choose repainting/non-repainting signals. • You can show MAs, entry/exit markers and market fill levels. • You can show candles built from the underlying market prices. • You can color the background for occurrences where an order is filled at a different real market price than the chart’s price. Notes • On some non-standard chart types you will not obtain any results. This is sometimes due to how certain types of non-standard types work, and sometimes because the script will not emit orders if no underlying market information is detected. • The script illustrates how those who want to use HA values to calculate conditions can do so from a standard chart. They will then be getting orders emitted on HA conditions but filled at more realistic prices because their strategy can run on a standard chart. • On some non-standard chart types you will see market results surpass chart results. While this may seem interesting, our way of looking at it is that it points to how unreliable non-standard chart backtesting is, and why it should be avoided. • In order not to extend an already long description, we do not discuss the particulars of executing orders on the realtime bar when using non-standard charts. Unless you understand the minute details of what’s going on in the realtime bar on a particular non-standard chart type, we recommend staying away from this. • Some traders ask us: Why does TradingView allow backtesting on non-standard chart types if it produces unrealistic results? That’s somewhat like asking a hammer manufacturer why it makes hammers if hammers can hurt you. We believe it’s a trader’s responsibility to understand the tools he is using. Takeaways • Non-standard charts are not bad per se, but they can be badly used. • TV backtesting on non-standard charts is not broken and doesn’t require fixing. Traders asking for a fix are in dire need of learning more about trading. We recommend they stop trading until they understand why. • Stay away from—even better, report—any vendor presenting you with strategies running on non-standard charts and implying they are showing reliable results. • If you don’t understand everything we discussed, don’t use non-standard charts at all. • Study carefully how non-standard charts are built and the inevitable compromises used in calculating them so you can understand their limitations. Thanks to @allanster and @mortdiggiddy for their help in editing this description. Look first. Then leap.
Strategia Pine Script®
di PineCoders
49
Stochastic RSI 3in1 & Volatility peaks + ADX by AGUDescription: 3 Lines are Stochastic RSI's, strongest move is when all crosses and moves to one direction (from top or bottom). Orange is original Stochastic of the timeline. (Live movement of price). Green is original Stoch x 6. (Short term movement). Red is original Stoch x27 (Long term price movement). Transparent columns are ADX signal. Higher the mountain, stronger the signal. When the mountain tops, trend usually change. And finally the volatility peaks. Green peak HIGHEST volatility , RED peak LOWEST volatility . I use it on 1 min BTC chart. But it works on all. TIPS >> 3HCQ41cRpxcq2MJdRUSYoq9N1RnEy98xD2
Indicatore Pine Script®
di MrAGU
25
BandPass EOS - 1hThis is a strategy i made for EOS Opens a long position if the PB line (the red line in the oscillator) crossover the low of the band, the zero line or the top of the band. If the PB line makes a crossunder in the top of the band, the zero line or the bottom of the band it closes the long position and immediately opens a short position. Also, the PB value must be higher than 5 candles before if it is a long position and PB must be lower than 5 candles before to open a short position I got the BandPass Script from www.tradingview.com and made some changes in the configs to adapt the strategy. If someone has any doubt i can answer below
Strategia Pine Script®
di FLeite28
1
The Golden Ratio MultiplierBy Philip Swift As Bitcoin continues to progress on its adoption journey, we learn more about its growth trajectory. Rather than Bitcoin price action behaving like a traditional stock market share price, we see it act more like a technology being adopted at an exponential rate. This is because Bitcoin is a network being adopted by society, and because it is decentralised money with limited supply, its price is a direct representation of that adoption process. There are a number of regression analysis tools and stock to flow ratio studies that are helping us to understand the direction of Bitcoin’s adoption curve. The new tool outlined in this paper brings an alternative degree of precision to understanding Bitcoin’s price action over time. It will demonstrate that Bitcoin’s adoption is not only following a broad growth curve but appears to be following established mathematical structures. In doing so, it also: Accurately and consistently highlights intracycle highs and lows for Bitcoin’s price. Picks out every market cycle top in Bitcoin’s history. Forecasts when Bitcoin will top out in the coming market cycle. To begin, we will use the 350 day moving average of Bitcoin’s price. It has historically been an important moving average because once price moves above it, a new bull run begins. more ... medium.com All rights reserved to Philip Swift (@PositiveCrypto)
Indicatore Pine Script®
di ferGOD
1
MTF CMO (Chande Momentum Oscillator)Simple Multi-Timeframe version of the Chande Momentum Oscillator . Many thanks to HPotter whos script I used as a starting point. This displays 1, 2, 3, 4, and 24 period CMOs on the graph. 1, 2, 3, and 4 periods are smoothed by using their simple moving averages. 24 period is unsmoothed. I prefer to set my chart to a 1 hour timeframe and look for bottoming or topping patterns in the momentum. Strongest topping or bottoming patterns are when all timeframes roll over including the 24 period.
Indicatore Pine Script®
di KryptoSpartan
Delta Volume Columns [LucF]Displays delta volume columns using intrabar volume information. Each volume column is divided into three sections: buying, selling and neutral volume. Volume for each section is determined from the volume and price movement of each intrabar at a user-selected lower resolution. Features include: - Choice of color themes for either dark or light chart backgrounds - Delta volume columns - Volume Balance displayed as the difference between the MAs of buying and selling volume - Display of divergences between a bar’s volume balance and the bar’s price movement (example: buying volume > selling volume but close < open). Divergences can be shown in 2 different color schemes (including green/red showing a tentative direction), on volume columns and/or on chart bars - Display of bar by bar volume balance with highlighting of above average volume - Display of the usual total volume MA - Choice of the lower resolution used to retrieve intrabar information - Alerts configurable on any combination of the markers, with control over long/short direction - Choice of 3 different markers: 1. Double bumps: two consecutive bars where buying or selling volume is in the same direction and where volume > volume MA 2. Divergence confirmations: direction of the price bar following a price/volume balance divergence 3. Volume balance shifts: zero level crossings of the volume balance MA delta The chart shows the two main modes of display: - Top pane : shows the stacked volume columns with divergences in orange and the flattened volume balance MAs delta at the bottom of the volume columns. This volume balance is the same shown in the bottom pane. The top pane also shows the instant volume balance strip above the volume columns. The strip’s colors show which of the buying or selling volume was greater, and colors are brighter if the total volume was above the total volume MA. - Bottom pane : shows the volume balance MAs delta with markers 1 and 2. Given that this graphic has no price momentum component, I find quite eerie how it often looks like a momentum-based signal. The default 5 minute intrabar resolution is used in combination with the weekly chart, which is excessive. This script uses a special characteristic of the security() function’s behavior when it is sent to a resolution lower than the chart’s resolution. Details are given in the script’s comments. This method has the advantage of working under more circumstances than some of the other loop-based methods, but it also has its limits. IMPORTANT This is what you need to know: - The method used does not work on the realtime bar—only on historical bars. Consequently, the volume column shown on the realtime bar is a normal volume column plotted in green or red, following price movement. The column will only show delta volume information after it closes and becomes a historical bar. - The indicator only works on some chart resolutions: 5, 10, 15 and 30 minutes, 1, 2, 4, 6, and 12 hours, 1 day, 1 week and 1 month. The script’s code can be modified to run on other resolutions, but chart resolutions must be divisible by the lower resolution used for intrabars. - Intrabar resolutions can be selected from 1, 5, 15, 30, 45 minutes, 1, 2, 3, 4 hours, 1 day, 1 week and 1 month. The intrabar resolution must of course be smaller than the chart’s resolution. - Contrary to my other indicators where alerts must be configured to trigger “Once Per Bar Close” in order to avoid false triggers (or repainting), all this indicator’s alerts are designed to trigger using previous bar information since the indicator’s calculations in the realtime bar are not exact. Markers are not plotted with a negative offset; they appear at the beginning of the realtime bar following confirmation of the marker’s condition on the previous bar. Alerts for this indicator should thus be configured to trigger “Once Per Bar” so they trigger at the beginning of the realtime bar. Note that the penalty is not that great, as it is simply the instant between the close of the previous realtime bar and the opening of the next. The advantage of using this technique is that the indicator does not repaint; a marker that appears at the beginning of the realtime bar will never disappear. - The script only plots information that is reliable in the realtime bar, i.e., total volume and markers. All other plots are set to n/a to prevent misleading traders. - When the difference between the chart’s resolution and the lower resolution is too important, volume columns will not calculate for all bars in the dataset. On Delta Volume Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by 2 different traders. There is no such thing as “buy only” or “sell only” volume, but trader lingo is riddled with original fabulations. Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s numbers are more precise because it analyses a number of intrabars to calculate its information, it uses the exact same imperfect logic to calculate its buying/selling/neutral sections. Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our so-called buying/selling volume information will always be a mere proxy. Divergences You may wonder how there can be divergences between buying/selling volume information and price movement. This will sometimes be due to the methodology’s shortcomings we have just discussed, but divergences may also occur in instances where because of order book structure, it takes less volume to increase the price of an asset than it takes to decrease it. As usual, divergences are points of interest because they reveal imbalances, which may or may not become turning points. I do not share the overwhelming enthusiasm traders have for divergences. To your pattern-hungry brain, the orange bars this indicator shows on chart will—as divergences on other indicators do–appear to often indicate turnarounds. My opinion is that reality is generally quite sobering, as many who have tried building automated rules based on divergences will tell you. I do not have hard numbers on the lack of performance of divergences—only many failed attempts to make them perform, which a few experienced strategy modelers I know share with me. Please don’t try to read too much into them. While they look great on past data, I find they are often difficult to use in realtime to make bets with good odds. Thanks to: - A guy called Kuan who commented on a Backtest Rookies presentation of an intrabar delta volume indicator using a for loop. The heart of “my” indicator is code borrowed from Kuan; I just built a hopefully useful wrapper around it. - @theheirophant, my partner in the exploration of the sometimes weird abysses of security() ’s behavior at lower resolutions.
Indicatore Pine Script®
di LucF
69
Yield CurveThanks to @gwaaf for his post on how to draw the curve!! * Charts and displays the current Treasury Yield Curve and the Spread. * Colors Lines and Labels based off price. * Dynamically adjusts the position of the labels as prices change. Top Labels: Top labels display the Spread between listed bonds in regards to Longer term Bonds minus Shorter term Bonds. This label points to the mid point on the curve. If the Spread is greater than the previous Spread at the current resolution, the label and line color on the curve turn Green. If the Spread is less than the previous Spread at the current resolution, the line on the curve and label will turn Red. Bottom Labels: Bottom labels display the current for each bond listed. This label points to the (POINT) in the curve that corresponds with the current price of the Bond. The label will turn Green if the current price is higher than the previous price at the current resolution and vise versa! Known issues: There seems to be a color swapping issues when the changed is very small. I believe I can fix this with rounding the numbers and will leave that for another time.
Indicatore Pine Script®
di UnknownUnicorn5129145
1
Consensio With SignalsUsing the ideas from "Consensio" system, by Tyler Jenks, this Indicator shows a Buy and sell values, with 3 levels using the position order of 3 smas: short, medium and large There are 3 combinations indicating buy and 3 indicating sell: Example: LSM (Long SMA Top, Then Short, Then Medium) 3 levels each. More level more power signal for buy or sell MLS = Sell Level 1 LSM = Sell Level 2 LMS = Sell Level 3 SLM = Buy Level 1 SML = Buy Level 3 MSL = Buy Level 2 The triangles on top of the indicator shows any cross of the 3 SMAs and the level of buy/sell signal of the combination
Indicatore Pine Script®
di Nakitxu
4
Consensio HystogramUsing the ideas from "Consensio" system, by Tyler Jenks, this Indicator shows a Buy and sell values, with 3 levels using the position order of 3 smas: short, medium and large There are 3 combinations indicating buy and 3 indicating sell: Example: LSM (Long SMA Top, Then Short, Then Medium) 3 levels each. More level more power signal for buy or sell MLS = Sell Level 1 LSM = Sell Level 2 LMS = Sell Level 3 SLM = Buy Level 1 SML = Buy Level 3 MSL = Buy Level 2 The triangles on top of the indicator shows any cross of the 3 SMAs and the level of buy/sell signal of the combination The hystogram shows a composed value, using the distance of each SMA to the close price of each bar and te result is multiplied by the actual combination order of the SMAs, positive values for Buy, negative for shell, using values from 1 to 3 The longer the SMA period, more weight has in the result value. (These factors are editables) My defaults: 50% using Long SMA 35% Using Medium SMA 15% Using Short SMA Let me know if you encounter this as useful as me. Nakitxu
Indicatore Pine Script®
di Nakitxu
1