Inizia

Analisi trend

CycleVISION [BitAura]𝐂ycle𝑽𝑰𝑺𝑰𝑶𝑵 This Pine Script® indicator combines a long-term trend-following strategy with a cycle valuation Z-score analysis to generate a Trend Probability Indicator (TPI). The TPI aggregates signals from multiple trend and on-chain metrics to identify optimal entry and exit points for a single asset, with USD as a cash position. The system also calculates a comprehensive Z-score based on performance and valuation metrics to assess market cycles, aiming to enhance risk-adjusted returns for long-term investors. Logic and Core Concepts The 𝐂ycle𝑽𝑰𝑺𝑰𝑶𝑵 System uses two primary components to guide investing decisions: 1. Trend Probability Indicator (TPI) Mechanism : Aggregates five proprietary, universal, trend signals and three on-chain metrics into a composite TPI score, normalized between -1 and 1. Thresholds : Enters a long position when the TPI score exceeds a user-defined long threshold (default: 0.0) and exits to cash when it falls below a short threshold (default: -0.5). Execution : Trades are executed only on confirmed bars within a user-specified backtest date range, ensuring robust signal reliability. 2. Cycle Valuation Z-Score Mechanism : Computes an average Z-score from six metrics: Sharpe Ratio, Sortino Ratio, Omega Ratio, Weekly RSI, Crosby Ratio, and Price Z-Score, using a 1200-bar lookback period. Purpose : Identifies overvalued or undervalued market conditions to complement TPI signals, with thresholds at ±1.8 for extreme valuations. Visualization : Displays the average Z-score and individual components, with gradient-based bar coloring to reflect valuation strength. Features Dynamic Trend Signals : Combines trend and on-chain data into a single TPI score for clear long/cash decisions. Comprehensive Valuation : Calculates Z-scores for multiple performance and price metrics to assess market cycles. Customizable Inputs : Allows users to adjust TPI thresholds, backtest date ranges, and valuation metrics visibility. Visual Outputs : Valuation Table : Displays TPI score, Z-scores, and performance metrics (Sharpe, Sortino, Omega, Max Drawdown, Net Profit) in a configurable table (Lite, Medium, Full). Equity Curve : Plots the system’s equity curve compared to buy-and-hold performance. Price and TPI Plot : Overlays TPI-adjusted price bands with glow effects and filled gaps for trend visualization on the price chart. Valuation Coloring : Applies backgrounds based on Z-score ranges (e.g., strong buy above 1.8, strong sell below -1.8). Configurable Alerts : Notifies users of TPI signal changes (Long to Cash or Cash to Long) with detailed messages. Color Presets : Offers five color themes (e.g., Arctic Blast, Fire vs. Ice) or custom color options for long/short signals. Pine Script v6 : Leverages matrices, tables, and gradient coloring for enhanced usability. How to Use Add to Chart : Apply the indicator to any chart (the chart’s ticker is used for calculations, e.g., INDEX:BTCUSD ). Configure Settings : Adjust TPI thresholds, backtest start date (default: 01 Feb 2018), and valuation metrics visibility in the Inputs menu. Select Color Theme : Choose a preset color mode (e.g., Arctic Blast) or enable custom colors in the Colors group. Monitor Outputs : Check the Valuation Table for TPI and Z-score data, and view the Price and TPI Plot for trend signals. Analyze Performance : Enable the equity curve and performance metrics in the Backtesting Options group to compare results. Set Alerts : Right-click a plot, select "Add alert," and choose "Trend Change: Long to Cash" or "Trend Change: Cash to Long" for notifications. The system is optimized for daily timeframe and tested across various assets to ensure robustness. Notes The script is closed-source. Use a standard price series (not Heikin Ashi or other non-standard types) for accurate results. The script avoids lookahead bias by using barmerge.lookahead_off in request.security() calls. A minimum 1200-bar lookback is mandatory for Z-score calculations to avoid errors, with warnings displayed if insufficient price history is available. The BitAura watermark can be toggled in the Table Settings group. Disclaimer : This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and apply proper risk management.
Strategia Pine Script®
di BitAura
RotationSUITE [BitAura]𝐑otation𝑺𝑼𝑰𝑻𝑬 This Pine Script® indicator is a dynamic, multi-asset rotation system designed to optimize portfolio allocation by selecting the strongest-performing cryptocurrency from a user-defined basket of up to four assets, with USD as a cash position. By leveraging two complementary relative strength strategies and a proprietary Confidence Score, the system adapts to changing market conditions to aim for superior risk-adjusted returns compared to a buy-and-hold approach. Logic and Core Concepts The system’s goal is to allocate capital to the strongest asset at any given time, dynamically switching between two strategies based on market conditions: 1. Ratios System (Primary Strategy) Mechanism : Performs relative strength analysis by evaluating the trend of each asset pair (e.g., BTCUSD/ETHUSD, BTCUSD/SOLUSD) using a universal trend-capturing function. Scoring : Each asset earns points based on how many other assets (including USD) it outperforms. Allocation : Allocates 100% of the portfolio to the asset with the highest score, following a "long the strongest" approach. 2. Alpha System (Defensive Strategy) Mechanism : Measures each asset’s alpha (excess return relative to market risk, or beta) against a broad market benchmark. A fast trend-following model confirms momentum. Allocation : Allocates to the asset with the highest positive alpha and confirmed momentum, or to USD if no asset meets the criteria. 3. Confidence Score (Decision Engine) Monitors the Ratios System’s performance. High Confidence : Uses the Ratios System for allocation during strong trends. Low Confidence : Switches to the Alpha System or USD during choppy or corrective markets. Features Dynamic Strategy Switching : Seamlessly transitions between Ratios and Alpha systems based on the Confidence Score. Customizable Asset Basket : Supports up to four user-defined crypto assets (e.g., INDEX:BTCUSD , INDEX:ETHUSD , CRYPTO:SOLUSD , CRYPTO:SUIUSD ). Comprehensive Visuals : Performance Metrics Table : Displays Sharpe, Sortino, Omega, Max Drawdown, and Profit Factor for the system, its sub-strategies, and individual assets’ buy-and-hold performance. Rotation Matrix : Shows pairwise trend scores for the Ratios System and alpha/trend data for the Alpha System. Allocation Table : Indicates the current portfolio allocation (in %). Equity Curve Analysis : Plots equity curves for the system, sub-strategies, and buy-and-hold for comparison. Configurable Alerts : Notifies users of changes in allocation or Confidence Score. Pine Script v6 : Utilizes advanced features like matrices and table formatting for enhanced usability. How to Use Add to Chart : Apply the indicator to any chart (the chart’s ticker does not affect calculations). Configure Assets : In the settings ( Inputs -> Majors Rotation System Tickers ), define up to four crypto assets. Defaults include INDEX:BTCUSD , INDEX:ETHUSD , CRYPTO:SOLUSD , and CRYPTO:SUIUSD . Set Allocation Type : Choose Aggressive (100% to top asset), Moderate (80/20 split), or Conservative (60/40 split) in the settings. Monitor Output : The Portfolio Allocations table shows the current allocation. Use the Performance Metrics and Rotation Matrix tables for deeper insights. Analyze Equity : Enable equity curve plots in the settings to visualize performance. Set Alerts : Right-click a plot, select "Add alert," and choose "Confidence Score changed" or "Calculated Portfolio Allocations Changed" to receive notifications. The system uses robust trend and alpha functions, tested across various timeframes (4h, 8h, 12h) and asset pools to ensure reliability. Notes The script is closed-source Ensure the chart uses a standard price series (not Heikin Ashi or other non-standard types) for accurate results. The script avoids lookahead bias by using barmerge.lookahead_off in request.security() calls. Performance metrics are calculated only on the last confirmed bar to optimize runtime efficiency. Disclaimer : This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and apply proper risk management.
Indicatore Pine Script®
di BitAura
Wyckoff Smart Money Pro [MTF]Wyckoff Smart Money Pro detects trading ranges, phases, and events from the Wyckoff method and confirms them with VSA (Volume Spread Analysis), divergence checks, and a composite “smart money” strength index. It generates optional buy/sell signals only when multiple conditions align (phase, VSA, CO strength, effort vs. result, time/volume filters). The dashboard, POC/Value Area, and MTF backdrop help you manage context and risk in real time. What this indicator does Wyckoff Smart Money Pro is a multi-timeframe Wyckoff tool that: ⦁ Finds accumulation/distribution ranges and tracks Phases A–E. ⦁ Labels Wyckoff events (PS, SC, AR, ST, Spring/Test, SOS, LPS, UTAD, SOW, LPSY, TS…) and VSA patterns (No Demand/Supply, Stopping Volume, Upthrust, etc.). ⦁ Computes a Composite Operator (CO) Strength score from price/volume behavior to approximate “smart money” bias. ⦁ Adds divergence, effort vs. result, and a volume profile (POC & 70% value area) inside the detected range. ⦁ Provides buy/sell signals only when a configurable confluence is present (events + VSA + CO + EVR + phase + filters). ⦁ Supports MTF context (with a safe HTF resolver and fallbacks) and an Info Dashboard to summarize the current state. It is designed to make the Wyckoff workflow visual and rules-based without promising results or automating decisions. How it works (methods & calculations) 1) Range & Phase model ⦁ A sliding lookback searches for a valid range (recent highest high/lowest low), requiring width within 2–10× ATR(14) and a minimum bar count inside the bounds. ⦁ Once a range is active, the script derives Creek/Ice/Mid/Quartiles and classifies bars into Wyckoff Phases A–E using event recency (barssince) and where price sits relative to the range. ⦁ The background color reflects the current Phase; optional MTF events (from the chosen HTF) tint the background lightly for higher-timeframe context. 2) Wyckoff & VSA event engine ⦁ Events include PS, SC, AR, ST, Spring, Test, SOS, LPS, PSY, BC, UTAD, SOW, LPSY, TS, plus minor/multiple variants and Creek/Ice jumps. ⦁ VSA patterns detect No Demand/No Supply, Stopping Volume, Buying/Selling Climax, Upthrust/Pseudo Upthrust, Bag Holding, Shake-Out, Volume Dry-Up, etc., from spread vs. average spread and volume vs. average volume with tunable thresholds. 3) Smart-money (CO) Strength ⦁ CO Strength (0–100) blends: relative volume on up/down bars, professional accumulation/distribution, no-supply/no-demand, stopping volume, Springs/UTADs and Tests, SOS/SOW, price’s position inside the range, and volume-delta vs. its MA. ⦁ Persistent accumCount / distCount counters smooth temporary noise. 4) Divergence & Effort-vs-Result ⦁ Price vs. cum volume-delta divergence highlights weakening pushes. ⦁ EVR flags “High effort / no result” and potential Bullish/Bearish reversals, or “Low effort / high result” moves that are often unsustainable. 5) Volume Profile (inside range) ⦁ A 50-bin profile accumulates volume across the detected range to derive POC, VAH/VAL (70% value area). Lines update as the active range evolves. 6) Multi-Timeframe (MTF) safety ⦁ getHTF() converts your multiplier to a valid Pine timeframe string (e.g., 60, 240, 2D, 1W), and the script falls back to current timeframe values if an HTF request returns na. ⦁ If you enter a Custom HTF, it must be strictly higher than the chart’s timeframe (validated at runtime). 7) Signals & risk model ⦁ Signals are not tied to any single pattern. A buy may require Spring/Test/Shake-out/Creek Jump or SOS plus confirmation (VSA, CO>60, Phase C/D, divergence/EVR context). ⦁ Sell is symmetrical (UTAD/Failed Spring/SOW/Ice Jump + VSA + CO<40 + Phase C/D). ⦁ Minimum confidence is configurable; SL/TP and R:R lines are drawn from range edges or recent bar extremes. ⦁ Filters: trading hours, weekend avoidance, and a minimum volume threshold (relative to average) are available to suppress low-quality contexts. ⦁ Alerts include all major events, divergences, structure/phase changes, and the gated Buy/Sell signals (with a cooldown to reduce alert spam). Inputs (key ones you’ll actually use) ⦁ Display Settings: toggle ranges, phases, events, VSA, signals, dashboard. ⦁ MTF: Enable HTF, set Multiplier or a Custom HTF (must be higher than current). ⦁ Range Detection: period / min bars / pivot strength. ⦁ VSA: volume sensitivity & climax multiplier. ⦁ Signal Settings: minimum confidence, risk/reward labels. ⦁ Advanced Filters: trading hours, weekend avoidance, and Min Volume Filter (× avg). ⦁ Colors: phase backgrounds, structure colors, and line styling. How to use (practical flow) 1. Choose a symbol & timeframe you normally analyze (e.g., 5–60m for entries, 4H/D for context). 2. If using MTF, pick a multiplier (e.g., 5×) or a Custom HTF (e.g., 240/4H). 3. Wait for a range to form; watch Phase and CO Strength on the Dashboard. 4. When events (e.g., Spring/Test in Phase C or UTAD in distribution) appear with favorable VSA, CO, EVR, and volume/time filters, consider the signal and review R:R lines. 5. Use POC/VA and Creek/Ice/Mid as structure references; manage risk around the range edge that generated the setup. On-chart legend (what the letters mean) Wyckoff events (labels) ⦁ PS Preliminary Support, SC Selling Climax, AR Automatic Rally, ST Secondary Test ⦁ Spring Spring; Test Test of Spring ⦁ SOS Sign of Strength; LPS Last Point of Support ⦁ PSY Preliminary Supply, BC Buying Climax ⦁ UTAD Upthrust After Distribution; SOW Sign of Weakness; LPSY Last Point of Supply ⦁ TS Terminal Shakeout; MS Multiple Spring ⦁ CJ Creek Jump; IJ Ice Jump ⦁ mSOS / mSOW Minor Sign of Strength/Weakness VSA patterns (tiny labels) ⦁ ND No Demand, NS No Supply, SV Stopping Volume, BC/SC Buying/Selling Climax ⦁ PA/PD Professional Accumulation/Distribution, BH Bag Holding, DU Volume Dry-Up ⦁ SO Shake-Out, TS Test for Supply (VSA test), UT Upthrust, PUT Pseudo Upthrust Other visuals ⦁ Range box with Creek (upper third), Ice (lower third), Mid, Quartiles ⦁ POC/VAH/VAL: yellow solid (POC), purple dotted (value area) ⦁ VWAP and Dynamic S/R (stepline) ⦁ Green/Red triangles: gated Buy/Sell signals (only if min confidence & filters are met) ⦁ Risk label near the triangle: confidence /10 and R:R Alerts included ⦁ Core events (Spring/Test/UTAD/SOS/SOW/TS), secondary events (SC/AR/BC/LPS/LPSY), VSA patterns, EVR states, Hidden Accumulation/Distribution, HTF events, Divergences, Phase/Structure changes, and the constrained Buy/Sell signals with a cooldown. Notes, limits & best practices ⦁ This is not a buy/sell system; it’s a context & confirmation tool. Combine with your plan, risk limits, and execution criteria. ⦁ Long, illiquid, or news-driven bars can distort volume/spread logic; filters help but cannot eliminate this. ⦁ For MTF, if an exchange doesn’t support a specific HTF, the script falls back safely to current TF values to avoid na-propagation. ⦁ Dashboard rows/size/position are user-configurable to keep charts uncluttered. Changelog (what’s new in this version) ⦁ MTF safety & validation (Custom HTF must be above current; graceful fallbacks for request.security() na results). ⦁ Performance caching for close position & up/down bar flags; drawing cleanup to stay under label/line limits. ⦁ Volume Profile upgraded to 50 bins; VA algorithm adjusted accordingly. ⦁ Signal gating with time/day/volume filters and alert cooldown to reduce noise. ⦁ Bug guards for parameter conflicts (e.g., rangeMinBars cannot exceed rangePeriod). Disclaimer This script is for educational and research purposes only and does not constitute financial advice or a recommendation to buy or sell any asset. Market risk is real; always test on a demo and trade at your own discretion.
Indicatore Pine Script®
di RizwanFXCoder
Turtle Body Setup by TradeTech AnalysisOverview Turtle Body Setup is a minimalist, rules-based pattern detector built around a simple idea: a sequence of shrinking candle bodies (compression) often precedes a directional expansion (breakout). The script identifies those compression phases and then flags the first candle whose body expands significantly beyond the recent average, with polarity taken from the candle’s direction. This is not a mash-up of many public indicators. It focuses on one original micro-structure concept: strict body-contraction → body-expansion . The logic is fully described below so traders and moderators can understand what it does and how to use it. How it Works 1. Compression detection (body contraction): • Over a user-defined window Compression Lookback (N), the script counts strictly shrinking candle bodies (|close-open|). • When the count ≥ Min Shrinking Candles, we mark the market as in compression. 2. Expansion / Breakout qualification: • Compute avgBody = SMA(body, N). • A candle is a breakout when current body > avgBody × Breakout Body Multiplier. • Polarity: green (close>open) → Bullish breakout; red (close
Indicatore Pine Script®
di TradeTechanalysis
Hopiplaka Goldbach System with SignalsThis tool builds a dynamic price framework around the current market using a PO3 range and a set of mathematically derived Goldbach levels. It then scores nearby levels for quality (reliability) and produces Buy/Sell signals only when multiple, independent factors line up (price level quality, trend/“Tesla Vortex” state, ICT AMD phase, time confluence, volume bias, and momentum). The goal is to identify high-confluence inflection points rather than constant signals. Core Concepts & Why They’re Combined 1. PO3 Range Framework Price is segmented into a primary range (lower → upper) determined by a configurable size (3× ladder: 3, 9, 27, …, 2187). ⦁ If price sits near a boundary (configurable sensitivity), the range can auto-expand to the next 3× size to better fit current volatility. ⦁ This gives a stable “map” of the active trading area and its boundaries. 2. Goldbach Levels (Pure Hopiplaka implementation) For each even number ≤ your precision limit, the script evaluates all prime-sum partitions (Goldbach partitions) and converts their prime ratios into price levels inside the PO3 range. ⦁ Levels are classified as Premium / Standard / Discount based on properties of the prime pair and a mathematical weighting. ⦁ Strict minimum spacing rules (exact %, OB %, liquidity-void %) prevent clutter and keep only the most meaningful levels. 3. Tesla Vortex (trend/phase strength) A volatility/trend-aware state machine estimates whether market is in MMxM (accumulation/mean-revert like) or TREND conditions and maps price interaction with high-quality levels to phases (e.g., Order Block Formation, Distribution). ⦁ This helps filter signals: buys favored in MMxM near supportive levels; sells favored in TREND near premium/liquidity levels, etc. 4. ICT Integration (AMD, IPDA bias hooks) A lightweight AMD phase detector classifies the recent window into Accumulation / Manipulation / Distribution and marks market structure bias. This is used as confluence with level quality and trend state. 5. Time Confluence (Goldbach time) Swing highs/lows are checked against Goldbach-valid timestamps (based on hour+minute sums decomposable into prime pairs). Repeated alignment adds time-bias confidence. When price and time align, level reliability is boosted. 6. Volume & Liquidity Context A rolling volume baseline marks High/Low Volume Bias; levels can be volume-weighted (raising or lowering their reliability). Proximity to PO3 extremes flags pending liquidity sweeps. Why this mashup? The system blends price geometry (PO3 + Goldbach), state/trend (Tesla Vortex), market-microstructure (ICT AMD), time confluence, and volume/liquidity into one numerically scored signal. Each component answers a different question; together they reduce false positives and favor high-quality trades near meaningful levels. What You’ll See on the Chart ⦁ PO3 Range Boundaries: two dashed lines (“lower” and “upper”). Auto-expand darkens the boundary style slightly. ⦁ Goldbach Levels: horizontal lines colored by classification and context: ⦁ Premium (strong premium band), Standard, Discount ⦁ OB (Order-Block candidate), LV (Liquidity Void) ⦁ TESLA node (trend/phase aligned) ⦁ Heavier width = higher reliability; dashed/dotted styles encode class differences. ⦁ PO3 Liquidity Boxes: narrow yellow shaded bands above/below each level (configurable pip distance). ⦁ Markers ⦁ ▲ Buy arrow below bar when a Buy signal triggers ⦁ ▼ Sell arrow above bar when a Sell signal triggers ⦁ ● Small dot when price touches a Goldbach level ⦁ Data-window plots: ⦁ Tesla Vortex Strength (numeric) ⦁ Time Bias (positive = bullish, negative = bearish) ⦁ Volume Bias (+1 high / −1 low) ⦁ Signal Strength (+ for buy / − for sell, zero when no signal) ⦁ Label Legend (on level tags) ⦁ TESLA – Tesla-aligned level node ⦁ OB – Order-block-quality zone ⦁ LV – Liquidity-void zone ⦁ Premium / Standard / Discount – Level class ⦁ Gxx – Even number used to build the level (Goldbach reference) ⦁ Reliability – Final score after time/volume/tesla weighting ⦁ Optional extras: Vol (relative volume weight), Time (time-confluence strength) How Signals Are Generated A signal is proposed when price comes within a minimum distance of a high-reliability level. It is then accepted only if enough of these independent checks pass (you control the required count): 1. Tesla Vortex state matches direction (e.g., MMxM with buy; TREND with sell). 2. ICT AMD phase aligns (Accumulation → buy bias; Distribution → sell bias). 3. Goldbach time bias supports the direction. 4. Volume bias supportive (high-volume context boosts conviction). 5. Level quality (TESLA node or Premium class) is high. 6. Momentum alignment (recent 2–3 bars in the same direction). Only when confluence ≥ your threshold and confidence ≥ 0.5 (scaled by sensitivity) will a Buy/Sell arrow print. Cooldown prevents rapid repeats. Inputs (key ones) ⦁ PO3 Settings: range size, auto-expansion toggle, expansion sensitivity, liquidity band distance. ⦁ Goldbach Mathematics: precision limit, exact spacing rules, spacing for OB/LV classes. ⦁ Trading Signals: master toggle, sensitivity, min reliability, confluence required, cooldown, min distance to level, markers on/off. ⦁ Tesla Vortex / ICT: enable Vortex, sensitivity; enable AMD/IPDA analysis and lookback. ⦁ Time & Volume: enable Goldbach time and weighting; volume lookback; liquidity-pool detection. ⦁ Display: show historical/future projections, number of future bars, labels, path/phase overlays. ⦁ Colors: full palette per class/context (premium/discount/OB/LV/Tesla/time/volume, buy/sell/goldbach hit). Alerts Included ⦁ Signals: “BUY Signal Generated”, “SELL Signal Generated” ⦁ Level Interactions: “Goldbach Level Hit”; “Near Goldbach Level”; “Tesla Vortex Node”; “Premium Level Alert” ⦁ PO3: “PO3 Upper Break”, “PO3 Lower Break”, “PO3 Range Expansion” ⦁ State Changes: “Tesla Vortex Phase Change” ⦁ Context: “Liquidity Sweep Imminent”, “Strong Time Confluence” You can wire these to webhooks or notifications. Suggested Workflow 1. Choose PO3 size that matches your instrument’s volatility; keep Auto-Expansion ON initially. 2. Set confluence threshold (start at 3–4) and cooldown (e.g., 10 bars). 3. Keep Time and Volume modules ON for additional reliability weighting. 4. Use arrows as filters, not blind entries—confirm with your execution plan and risk rules. 5. Prefer signals near Premium/Discount TESLA nodes that also show time confluence and supportive volume. Practical Notes & Limitations ⦁ The mathematical framework is deterministic, but market execution is not—always manage risk. ⦁ Future projections and heavy labeling can be resource-intensive; tune visibility if performance drops. ⦁ If a market is extremely illiquid or gap-prone, spacing/filters may hide many levels (by design). Disclaimer This script is for educational and research purposes only and is not financial advice. Trading involves risk. You are responsible for your own decisions.
Indicatore Pine Script®
di RizwanFXCoder
Trade Holding Time Background HighlighterTrade Holding Time Background Highlighter This script visually highlights the chart background based on how old each bar is relative to the current time. It’s designed for crypto futures traders (and other active traders) who want to quickly see whether price action falls inside a day trading window, a swing trading window, or is considered older history. ⸻ 🔑 Features • Dynamic Background Highlighting • Day Trader Zone (default = last 24 hours, light green). • Swing Trader Zone (default = last 2 weeks, light yellow). • Older Zone (beyond 2 weeks, light gray). • Customizable Colors • Choose your own background colors for each zone. • Adjust opacity to make shading subtle or bold. • Adjustable Timeframes • Change day trading hours (default: 24 hours). • Change swing trading window (default: 14 days). • Simple, Intuitive Design • Instantly see whether the current market structure is suitable for scalps/day trades, swing trades, or simply part of older price action. ⸻ 🎯 Why Use This? As a futures/perpetual trader, knowing the context of price action is crucial: • Scalpers/Day Traders focus on the most recent 24h. • Swing Traders look back 1–2 weeks. • Anything older often has less weight for short-term setups. This script highlights those zones automatically, saving you time and giving clarity on whether you’re trading inside a fresh opportunity window or old, less relevant price action.
Indicatore Pine Script®
di marktan93
RED: Buy, Sell & TargetsRED: Buy, Sell & Targets What it is - Buy & Sell Alerts — a multi-factor scoring engine that highlights potential reversal/exhaustion areas for both longs and shorts. - Buy & Price Target — a bottom-finder that proposes the nearest meaningful upside target and tracks hits. Both modules can be toggled independently in the settings; they’re enabled by default. How to read the chart 1) Buy/Sell panel (scored signals) - Each bar receives a Buy score and a Sell score from 0 to 10. - When the score passes the adaptive threshold, you’ll see: A transparent label (hover to see a checklist tooltip). If the score is very high, a colored badge with the number appears near the bar. - Color intensity ≈ conviction (deeper green/red = stronger confluence). - Small dots mark qualified signals with scores below the “very high” tier. Score interpretation (rule of thumb) - 7+: Valid setup (moderate confluence). - 8+: Stronger confluence. - 9–10: High-conviction / rare events. The minimum score to confirm a signal adapts to the timeframe; higher timeframes naturally demand comparable or slightly lower scores. Note: On symbols without usable volume, you’ll see a top-right warning and the maximum possible score becomes 9. 2) Buy & Target panel (entries + exits) - When a qualified bottom is detected and the nearest overhead structure offers enough room, a BUY label shows: 💰 Entry (close of the signal bar) 🎯 Target (nearest pivot-based objective above price) - When price tags the target later, the script prints a 🎯 exit marker above that bar. - A live stats table (top-right) summarizes Buys, Wins, Open trades, Win rate, Net P&L % for these target plays. Alerts This indicator ships with multiple alert conditions, including: - Buy/Sell score tiers (e.g., “BUY ≥ 9”, “SELL ≥ 9”) - Target module (“🎯 BUY (target ≥3%)”, “🎯 Target reached”) Important: The checkboxes in settings only authorize alerts to fire; you still need to create alerts in TradingView and choose the desired condition. Practical tips - Prefer bar close for decisions and alerts to reduce noise. - Cross-check signals across multiple timeframes (e.g., daily with intraday). - Use the score as a confidence meter, not as an all-in trigger; combine with your risk management.
Indicatore Pine Script®
di REDexplorateur
CF Cycle Low Projection V2Overview This indicator helps traders analyze repeating market cycles by detecting significant pivot lows and projecting when the next cycle low may occur. It provides timing context to support decision-making but does not generate direct buy/sell signals. How it works Pivot detection : Confirms swing lows using left/right bars. Filters (minimum % move and optional ATR separation) ensure only meaningful lows are counted. Cycle averaging : Calculates the average interval (and standard deviation) between recent pivot lows. Projection : Adds the average interval to the last pivot low to forecast the next potential cycle low. If that point lies in the past, the script rolls forward until the projection is in the future. Timing window : A shaded area around the ETA is drawn, based on either standard deviation or a percentage of the average, showing when a low is statistically more likely to occur. Visualization: • Vertical line = projected cycle low • Shaded box = timing window • Label = countdown in weeks/days/hours • HUD = status, ETA, intervals used How to use Select your preferred timeframe (works on intraday and higher). Allow pivots to accumulate; once the HUD shows Status: OK, projections will appear. Use the ETA line and timing window together with structure, liquidity levels, and support/resistance zones. Combine with your own strategy and risk management rules. Notes Works on any market supported by TradingView (crypto, stocks, forex, indices). Filters can be adjusted to reduce noise (e.g., increase % move or ATR multiplier). This tool is designed for cycle timing analysis only. It does not predict exact prices or guarantee outcomes. Some traders refer to this approach as “camel cycle trading,” but here it is implemented as a pivot-based cycle projection tool.
Indicatore Pine Script®
di Hugors00
5
YBL – EMA Pro (Rellena + Borde) + Alertas🔹 Full Description (long) The YBL – EMA Pro indicator is a professional moving average tool designed for traders who want clarity, precision, and flexibility in trend analysis. It combines classic EMA logic with modern visual enhancements and alerts for more effective trading decisions. ✅ Features: Dual EMA Display (fast & slow, user-selectable periods). Filled Zone between EMAs (colored area highlights trend bias). Dynamic Border Lines (outline effect for extra clarity). Customizable Colors & Transparency for both fill and borders. Multi-Timeframe Support (use higher-timeframe EMA on your current chart). Smart Alerts: EMA crossovers (bullish/bearish). Price crossing above/below EMA. Custom alert conditions for flexible strategy building. Scalping & Swing Trading Friendly — adapts to different timeframes. Lightweight & Fast — optimized to avoid heavy load on charts. 👉 With YBL – EMA Pro, you not only track the trend but also get visual confirmation and automatic alerts for actionable entries/exits.
Indicatore Pine Script®
di YBL_YURIEL
YBL – LITE HUD (Vol/Δ + RVOL + Squeeze) + ADV📌 Description – YBL – LITE HUD (Vol/Δ + Heatmap RVOL + Squeeze) + ADV The YBL – LITE HUD is a compact yet powerful dashboard built for traders who value clarity and precision without sacrificing depth. 🔹 Vol/Δ (Volume Delta): highlights the imbalance between buyers and sellers in real time, exposing absorption and institutional pressure. 🔹 Heatmap RVOL: transforms relative volume into a dynamic heatmap, emphasizing unusual activity compared to historical averages. 🔹 Squeeze Momentum: detects volatility compression phases and signals potential breakout opportunities. 🔹 Normalization (z-score): all calculations are scaled for consistent comparison, with colors mapped to zVol intensity for intuitive reading. 🔹 ADV (Average Daily Volume): provides context with daily average volume benchmarks to validate the true strength of moves. 👉 The result is a lightweight, visual HUD designed for scalping and intraday trading, combining order flow, relative volume, and statistical context into a single glance.
Indicatore Pine Script®
di YBL_YURIEL
Chanlun ZSLX pen czsc Channel Chan Theory🏆 Chanzhongshuochan (CZSC) ZSLX Recursive Version Indicator - Flagship Edition Background A Decade of Craftsmanship, a Major Upgrade This Chanzhongshuochan (Chan Theory) indicator has undergone nearly 10 years of meticulous refinement and continuous optimization. Since its initial design in 2015, it has been validated through real trading practice. Now, it makes its debut on TradingView with a brand-new upgrade, featuring more comprehensive functions and superior performance. It truly implements all core theories from the original Chan Theory texts, including a complete system covering candlestick containment processing, fractal identification, pen-segment analysis, pivot zone theory, trading signal (buy/sell point) positioning, and divergence analysis. It serves as a professional and all-encompassing technical analysis tool for Chan Theory enthusiasts in the industry. 🎯 Chinese Translation for User Indicator Interface: ● 顶背离: Top Divergence ● 底背离: Bottom Divergence ● 顶背驰: Top Divergence Including Trend Structure ● 底背驰: Bottom Divergence Including Trend Structure ● 趋势: Trend ● 盘整: Consolidation ● 扩张: Expansion ● 大级别盘整: Higher-Timeframe Consolidation ● 一买: First Buy Signal ● 二买: Second Buy Signal ● 类二买：Quasi-Second Buy Signal ● 三买: Third Buy Signal ● 一卖: First Sell Signal ● 二卖: Second Sell Signal ● 类二卖：Quasi-Second Sell Signal ● 三卖: Third Sell Signal 📦 Parameter Settings ● Number of Candlesticks for Calculation: Up to 5,000 candlesticks. Even free TradingView users are limited to this data volume. ● Pen Detail Parameters: Adjustable options include "Old Pen", "New Pen", "Pen Based on Secondary High/Low", "Pen Based on Absolute High/Low", and "Strict Pen". Select via numerical options corresponding to each type. ● MA (Moving Average) and Bollinger Bands Display Parameters: Check the box to enable display; uncheck to hide (configure as needed). ● Pivot Zone Price & Pen-Segment Price Display: Check the box to enable display; uncheck to hide (configure as needed). ● MACD Parameters: Adjustable according to personal needs (set the periods for fast EMA, slow EMA, and signal line). ● MA Parameters: Default values can be manually adjusted. ● Pen Divergence, Segment Divergence, & Pen-Segment Divergence Display: Check the box to enable display; uncheck to hide (configure as needed). ● Pen-Segment Divergence Alert: Disabled by default. Enable by checking the box. To set up alerts: a. Go to TradingView’s "Alerts" interface. b. Under "Condition", select this indicator. c. Choose "Any alert() function call". d. Set the notification type, then create the alert to receive notifications. 🔥 Integration of Other Common Indicators & Rationale ● ✅ Moving Average (MA): Chan Theory inherently uses MA overlay for analysis. Adding MA here allows users to analyze price trends from multiple perspectives, making it an essential inclusion. ● ✅ Bollinger Bands: Combining Bollinger Bands (a price channel tool) with Chan Theory provides additional perspectives for trend analysis and improves accuracy, hence its integration. ● ✅ MACD: A 不可或缺 (indispensable) indicator for analyzing trend strength in Chan Theory. It is integrated to facilitate seamless analysis. ● ✅ Rationale for Integrating Shared Core Code between Two Scripts: The scripts Chanlun ZSLX pen czsc Channel Chan Theory and Chanlun FBFD pen czsc Channel Chan Theory share some underlying code. Here’s why integration is necessary: ○ The core logics of the original Chan Theory — including candlestick containment processing, MACD divergence analysis, candlestick objects, and pen-related calculations — are identical in both scripts. ○ However, significant differences exist in the top-level logics for segment division, trend recursion, display effects, and functions. ○ Additionally, TradingView imposes limits on script code size, making it impossible to fully integrate the two versions’ line-drawing features into one. ○ Therefore, this indicator reuses shared code components, including: ■ The Start_kxian() function (returns candlestick objects), ■ The Start_bi() function (returns pen objects), ■ The showKxianzsfunc() function (draws candlestick-based pivot zones), ■ MACD divergence judgment code. 🎯 Technical Principles 🔥 1. Comprehensive Coverage of Original Chan Theory Functions ● ✅ Real-Time Candlestick Containment Processing – Intelligent Recognition of Containment Relationships ○ In uptrends: Select the higher high and higher low values (prioritize higher extremes). ○ In downtrends: Select the lower high and lower low values (prioritize lower extremes). ● ✅ Accurate Fractal Marking – Automatic Identification of Top/Bottom Fractals ○ When the "Old/New Pen" parameter is set to 2, the high/low points of each top/bottom fractal are plotted. ○ Top Fractal: Among three consecutive candlesticks, the middle candlestick has a higher high and a higher low than the adjacent two. ○ Bottom Fractal: Among three consecutive candlesticks, the middle candlestick has a lower low and a lower high than the adjacent two. ● ✅ Multi-Dimensional Pen-Segment Analysis – Complete System for Pens & Segments ○ Pens: ■ Old Pen: Strictly follows the traditional Chan Theory definition of "pen". ■ New Pen: Adheres to the more flexible "new pen" definition from the original Chan Theory. ■ Fractal Pen: Forms a pen directly from top/bottom fractals (responds to price changes; many peers misclassify this as a "sub-timeframe pen"). ○ Segments: This version adopts a recursive logic. While some single pens are treated as segments (differing from pure segment division), most segment-drawing results align with standard methods — the core difference lies in the line-drawing logic. ● ✅ Multi-Level Pivot Zone Integration – Candlestick-, Pen-, & Segment-Based Pivot Zones ○ Candlestick Pivot Zone: The smallest-level pivot zone in Chan Theory. ○ Pen Pivot Zone: Follows the original Chan Theory for division — the zone’s high is the lowest high of overlapping pens; the zone’s low is the highest low of overlapping pens. ○ Segment Pivot Zone: Follows the original Chan Theory for division — the zone’s high is the lowest high of overlapping segments; the zone’s low is the highest low of overlapping segments. ● ✅ Intelligent Trading Signals – Accurate Positioning of Three Types of Buy/Sell Points ○ Type 1 Buy/Sell Signal ■ Principle: Based on Chan Theory’s "trend divergence" — momentum weakens when a trend structure forms. ■ Analysis Method: Identify bottom divergence (for buys) or top divergence (for sells) in the final pivot zone of a trend structure. ■ Application: For reference only. Comprehensive analysis requires combining momentum decay across multiple timeframes. ○ Type 2 Buy/Sell Signal ■ Principle: The first pullback low (for buys) or rebound high (for sells) after a Type 1 signal concludes. ■ Analysis Method: After a Type 1 structure forms, prices may occasionally break previous lows/highs. ■ Application: For reference only. Comprehensive analysis requires combining momentum decay across multiple timeframes. ○ Type 3 Buy/Sell Signal ■ Principle: A standard Type 3 buy signal occurs when prices break above the first pivot zone after a Type 1 buy, then pull back to test the zone. For ease of monitoring, all "breakout + pullback" patterns are marked as Type 3 signals here. ■ Identification Method: Beginners are advised to trade standard Type 3 structures (post-Type 1 signals), though such structures are relatively rare. ■ Application: For reference only. Comprehensive analysis requires combining momentum decay across multiple timeframes. ● ✅ Divergence Alert – Exclusive Divergence Algorithm ○ Principle: Uses MACD momentum statistics from the original Chan Theory to distinguish between "pen-structure divergence" and "segment-structure divergence". Specific values are labeled on the chart to differentiate MACD momentum for pens vs. segments. More complex statistical features will be added in future updates. For reference on the current timeframe only — multi-timeframe momentum analysis is still required. ● ✅ Trend Structure Recursion – Exclusive Trend Recursion Function ○ Principle: This is a "same-timeframe decomposition" version of trend types. Trends end as close to absolute highs/lows as possible. Some single pens may be treated as segments, resulting in more natural-looking trend structures. ⚙️ Indicator Features 🌟 1. Diverse Pen-Segment Algorithm Engines ● 🎨 Three Pen Algorithms: "Traditional Old Pen", "New Pen", "Top/Bottom Fractal Pen". ● 🔧 Extensive Parameter Adjustments: Fine-grained control over "secondary high/low pens", "fractal range judgment", etc. ● 📊 Dual Recursive Division: Recursion starting from pens + higher-timeframe recursion. ● 🎯 Customizable Parameters: Adapts to different Chan Theory interpretations and trading styles. 🌟 2. Multi-Level Intelligent Integration System ● 📈 Synchronized Calculation & Display: Linked analysis of pens, segments, and advanced recursive segments. ● 🏗️ Exclusive Recursion Algorithm: Accurate identification of advanced recursive segments. ● 🎪 Multi-Level Pivot Zone System: Full coverage of three pivot zone levels (candlestick, pen, segment). ● 📊 Holistic Market Analysis: Provides comprehensive insights into real-time market dynamics. 🎨 3. Professional Visual Customization ● 🌈 Custom Color Schemes: Perfectly matches personal chart styles. ● 💰 Price Label Display: Marks key prices for pens, segments, and pivot zones. ● 📐 Professional Auxiliary Tools: Practical features like MA and Bollinger Bands. ● 🎁 Included MACD: A supporting indicator for the sub-chart. ⏰ 4. Seamless Candlestick Replay Support ● 🔄 Historical Data Review: Fully compatible with TradingView’s replay function. ● 📚 Powerful Market Research Tool: Enhances the ability to analyze historical price trends. ● 🧠 Improved Decision-Making: Deepens market insights and judgment. 📦 Feature & Interface Showcase by Product Version Advanced Recursive Version ⭐ Exclusive Algorithm Suitable for: Advanced Chan Theory users seeking precise trend analysis. Exclusive Features: ● 🚀 Rare Algorithm: A pure recursive version (most competitors only reach segment-level analysis, which is their limit). ● 🎯 Optimized High/Low Points: Trend endpoints are accurately positioned at absolute highs/lows. ● 🏆 Natural Trend Structures: More natural and rational distribution of high/low points. ● 💎 Complete Chan Theory Elements: Covers all core components of Chan Theory. ● ⚡ Rich Pen Details: Extremely detailed processing of pen structures. User Feedback: The preferred version among many senior Chan Theory users, with excellent real-trading performance. Screenshot: --- 🎊 Experience Now & Start Your Professional Chan Theory Analysis Journey! Pre-Purchase Notes Chanzhongshuochan (Chan Theory) is relatively complex. While this software strives to implement all functions from the original texts, minor imperfections or unaddressed details may exist — these will be gradually improved in future updates. ● Users with concerns are advised to test the indicator for a few days first. Purchase only if it meets your needs; otherwise, treat the test as a trial. ● Feedback on issues or bugs is welcome. The developer will update, modify, and optimize the indicator in their spare time. Key Function Screenshots 1. Multi-Level Recursion 2. Candlestick Containment Processing 3. Area Statistics + Pivot Zone High/Low Price Display 4. Multi-Level Consolidation Divergence 5. Overlaid Practical Moving Averages 6. Fractal Pens 7. Candlestick-Based Pivot Zones 8. Dozens of Adjustable Parameters 9. Optional Alert Functions (More to be Added in Future Updates) 10. Trend Structure Markers 🏆 缠中说禅ZSLX 递归版指标 - 旗舰版 背景 十年匠心，重磅升级 这套缠中说禅指标历经近10年的精心打磨与持续优化，从2015年初版设计至今，已经过实战验证。现全新升级登陆TradingView，功能更加完善，性能更加卓越。 真正实现了缠论原文中的所有核心理论，包括K线包含、分型识别、笔段分析、中枢理论、买卖点定位、背离背驰等完整体系，为缠论爱好者提供业界专业、全面的技术分析工具。 📦参数设置 - 计算K线数量：最多计算5000根，免费tradingview用户也只能这么多数据 - 笔细节参数：新旧笔、次高低点笔、最高低点笔、严格笔 可以调整可按标的数字选 - 显示均线和布林线参数：根据需要设置打钩就是显示，取消打钩就是隐藏 - 显示中枢价格和笔段价格：根据需要设置打钩就是显示，取消打钩就是隐藏 - macd参数：可以根据自己需要调整参数 快 慢 信号线周期设置 - 均线参数：默认参数可以自己手动调整 - 显示笔背离、段背离、笔段背驰：根据需要设置打钩就是显示，取消打钩就是隐藏 - 笔段背离背驰报警：默认关闭可以设置打钩开启，然后在tradingview的警报界面，条件里选择指标，设置：任何alert()函数调用，再设置通知类型，然后创建报警就可以收到报警 🔥整合其他常用指标和原因： ✅均线：因为缠论里是有使用均线叠加分析，这种更方便用户从不同视角分析走势，所以必须增加 ✅布林线：布林线通道，结合缠论，也可以更多的视角分析走势，提高准确度，所以也增加了 ✅macd:这个是缠论分析理论里必不可少的分析走势力度的指标，所以也必须整合进来方便分析 ✅Chanlun ZSLX pen czsc Channel Chan Theory这个脚本和Chanlun FBFD pen czsc Channel Chan Theory这个脚本有些底层的源码是一样的必须整合原因： 因为缠论原文底层的K线包含、macd背离背驰、K线对象和笔部分都是一样的，但是顶层的线段和走势递归两种划分原理和显示效果和功能是有很大区别，并且tradingview社区的源码量有限制，导致也无法两个版本划线完全整合成一个，所以，这个脚本里的Start_kxian函数返回的kxian对象、 Start_bi函数返回的bi 对象 、showKxianzsfunc画K线中枢部分的源码、macd背离背驰判断部分代码，会有一样的整合部分源码 🎯 技术原理 🔥 1. 全方位缠论原文功能覆盖 ● ✅ 实时K线包含处理 - 智能识别包含关系 ○ - 上涨K线中取高点高值、低点高值，高高取高 - 下跌K线中取高点低值、低点低值，低低取低 ● ✅ 精准分型标记 - 顶底分型自动识别 ○ - 通过新旧笔参数设置2，会画出每个顶底分型高低点 ○ - 顶分型：三根k线中，中间K线高点高于两侧K线，低点也高于两侧 - 底分型：三根k线中，中间K线低点低于两侧K线，高点也低于两侧 ● ✅ 多维笔段分析 - 笔、线段完整体系 ○ - 老笔：传统缠论严格笔定义，符合原文 - 新笔：传统缠论新笔定义，符合原文宽松笔条件 - 分型笔：顶底分型就成笔，价格反应比较敏锐（同行很多人把本周期分型笔标成次级别） ○ - 线段：这个版本采用递归思路，有的地方一笔处理成段，大部分地方跟纯分段一样，但是划线原理不同 ● ✅ 多级中枢联立 - K线中枢、笔中枢、线段中枢 ○ - K线中枢：最小级别的缠论中枢 - 笔中枢：采用原文的笔中枢划分区间，高点取重叠部分的最低点，低点取重叠部分最高点 - 线段中枢：采用原文的线段中枢划分区间，高点取线段重叠部分的最低点，低点取线段重叠部分最高点 ● ✅ 智能买卖点 - 三类买卖点精准定位 ○ 1类买卖点 - 原理：基于缠论趋势背驰原理，形成趋势结构时候，力度减弱 - 分析方法：通过判断趋势结构中最后中枢形成底背驰 - 应用：只是参考，具体分析需要多周期力度衰减结合判断 2类买卖点 - 原理：基于1类买卖点结束后，第一个回调低点 - 分析方法：在形成一类结构后，有时候也会破低点 - 应用：只是参考，具体分析需要多周期力度衰减结合判断 3类买卖点 - 原理：标准的三买是在1买形成后，突破第一个中枢的第一个回踩，这边为了方便看盘，统一突破回踩就标三买 - 识别方法：新手建议选择一类买点后的标准三买结构操作，但是可能这种结构比较少 - 应用：只是参考，具体分析需要多周期力度衰减结合判断 ● ✅ 背离背驰预警 - 独家背离背驰算法 ○ - 原理：采用缠论原文的macd力度统计，区分笔结构的背离背驰和段结构的背离背驰，并且在图形上标上具体数值，区分笔和段的macd力度，后期这个还要继续升级更复杂的统计，仅做本周期的参考，具体也是要多周期力度分析 ● ✅ 走势结构递归 - 独家走势递归功能 - 原理：走势类型版本，这个是同级别分解版本，走势尽量结束在最高最低点，有的地方可能一笔成段，· 走势更为自然 ⚙️ 指标特点 🌟1. 多样化笔段算法引擎 ○ 🎨 三大笔算法: "传统旧笔"、"新笔"、"顶底分型笔" ○ 🔧 海量参数调节: 次高低笔、分型区间判断等精细化控制 ○ 📊 双重递归划分: 笔开始递归 + 大级别递归 ○ 🎯 个性化参数调整: 满足不同缠友的理解需求与交易风格 🌟 2. 多级别智能联立系统 ○ 📈 同步计算显示: 笔、线段、递归高级段联动分析 ○ 🏗️ 独家递归算法: 高级递归段精准识别 ○ 🎪 多级中枢体系: 三重中枢级别完整覆盖 ○ 📊 全景市场分析: 提供全面的市场动态洞察 🎨 3. 专业视觉定制 ○ 🌈 自定义配色方案 - 完美匹配个人图表风格 ○ 💰 价格标识显示 - 笔、段、中枢关键价位标注 ○ 📐 专业辅助工具 - 均线、布林线等实用功能 ○ 🎁 附带MACD - 配套附图指标 ⏰ 4. 完美K线回放支持 ○ 🔄 历史数据回顾 - 完美支持TradingView回放功能 ○ 📚 市场研究利器 - 提升历史走势分析能力 ○ 🧠 决策能力增强 - 深化市场洞察与判断水平 📦 产品版本功能界面展示 高级递归版 ⭐ 独家算法 适合：高阶缠友，追求极致走势分析 独家特色： ● 🚀 全网罕见算法: 纯递归版本，其他家最多只能设计到分段级别就是极限了 ● 🎯 优化高低点: 走势结束点精准定位最高最低点 ● 🏆 自然走势结构: 高低点分布更加自然合理 ● 💎 完整缠论元素: 涵盖所有缠论核心要素 ● ⚡ 超丰富笔细节: 笔的处理细节极其丰富 🌟 客户反馈: 众多资深缠友首选版本，实战效果卓越 快照 --- 🎊 立即体验，开启专业缠论分析之旅！ 售前说明：缠中说禅理论，相对比较复杂，软件尽量实现原文的功能，但是也难免有些瑕疵地方，无法处理到位，这边后期会陆续完善，介意的客户可以先试用几天，觉得合适再买，不合适就当测试下,欢迎大家反馈问题和bug，掌柜有空会后期更新修改和优化 1.多级别递归 2.K线包含 3.面积统计+中枢高低点价格显示 4.多级别盘整背离背驰 5.叠加实用均线 6.分型笔 7。k线中枢 8.几十个可选参数调整 9，可选的一些报警功能，后期陆续完善，更丰富 10.走势结构标志
Indicatore Pine Script®
di gaoguifeng
1
Sortino Ratio -> PROFABIGHI_CAPITAL🌟 Overview This Sortino Ratio → PROFABIGHI_CAPITAL implements advanced risk-adjusted performance measurement focusing specifically on downside volatility for superior portfolio evaluation. It provides Enhanced Sortino Ratio calculation with downside deviation analysis , Customizable risk-free rate benchmarking for different market environments , EMA smoothing for trend clarity and noise reduction , and Dynamic threshold-based visualization with performance classification for comprehensive risk-adjusted return analysis. 🔧 Advanced Risk Measurement Architecture - Professional Sortino Ratio implementation focusing exclusively on downside risk measurement for accurate performance evaluation - Source Selection Framework with customizable price input allowing close, high, low, or other price sources for flexible analysis adaptation - Calculation Period Management with adjustable lookback period for statistical significance balancing responsiveness versus stability - Annual Risk-Free Rate Configuration enabling benchmark comparison against government bonds, treasury rates, or other risk-free instruments - EMA Smoothing System reducing noise and providing clearer trend identification through exponential moving average filtering - Dynamic Threshold Framework with strong and weak performance classification levels for objective performance assessment - Cryptocurrency Annualization using 365-day factor for proper crypto market risk-adjusted return calculation 📊 Sortino Ratio Calculation Engine - Periodic Returns Computation calculating bar-to-bar percentage changes for accurate return measurement across different timeframes - Risk-Free Rate Conversion transforming annual risk-free rates into period-appropriate benchmarks for proper comparison - Mean Return Analysis using Simple Moving Average over calculation period for statistical trend identification - Downside Deviation Framework measuring only negative deviations below risk-free rate for true downside risk assessment - Mathematical Precision implementing squared deviation calculations for proper statistical variance measurement - Zero-Division Protection preventing calculation errors through proper mathematical validation and edge case handling - Annualization Factor Application scaling periodic calculations to annual equivalents for standardized performance comparison 🔬 Advanced Statistical Implementation - Downside-Only Risk Measurement focusing exclusively on negative returns below risk-free threshold for accurate risk assessment - Squared Deviation Accumulation using proper statistical methodology for variance calculation with mathematical precision - Mean Downside Squared Calculation averaging squared negative deviations over calculation period for statistical accuracy - Square Root Standard Deviation converting variance to standard deviation for proper risk measurement units - Excess Return Calculation measuring portfolio performance above risk-free rate for true alpha generation assessment - Mathematical Validation Framework ensuring proper handling of edge cases and preventing division by zero errors - Statistical Significance using sufficient calculation periods for reliable Sortino Ratio measurement and trend identification 📈 EMA Smoothing and Trend Analysis - Exponential Moving Average Application reducing short-term noise while preserving trend direction for clearer signal interpretation - Smoothing Period Configuration balancing responsiveness versus stability through adjustable EMA length parameters - Trend Persistence Analysis identifying sustained performance improvements or deteriorations through smoothed ratio tracking - Signal Quality Enhancement filtering market noise while maintaining sensitivity to genuine performance changes - Null Value Protection using nz() function to handle missing values and ensure continuous ratio calculation - Real-Time Updates providing current smoothed Sortino values for immediate performance assessment and decision making 🎨 Dynamic Visualization Framework - Performance-Based Color Coding using green for strong performance above upper threshold and red for weak performance below lower threshold - Neutral Zone Visualization displaying gray coloring for performance between thresholds indicating moderate risk-adjusted returns - Threshold Reference Lines showing strong and weak performance boundaries through horizontal dashed lines for clear performance classification - Dynamic Line Width using prominent line display for clear trend identification and professional chart presentation - Real-Time Color Updates adjusting visualization based on current performance relative to threshold settings - Professional Styling implementing institutional-grade visual elements for serious portfolio analysis and performance tracking ⚖️ Risk-Adjusted Performance Assessment - Downside Risk Focus measuring only negative volatility for more accurate risk assessment compared to traditional Sharpe ratio - Asymmetric Risk Recognition acknowledging that upside volatility is desirable while downside volatility represents true risk - Benchmark Relative Performance comparing returns against risk-free alternatives for absolute performance measurement - Statistical Robustness using proper mathematical formulation for reliable risk-adjusted return calculation - Performance Classification providing objective strong/weak performance thresholds for systematic evaluation - Trend Analysis Capability identifying improving or deteriorating risk-adjusted performance through smoothed trending 🔍 Advanced Configuration Options - Flexible Source Selection accommodating different price sources for various analysis requirements and asset characteristics - Adaptive Calculation Periods allowing adjustment for different market conditions and analysis timeframes - Risk-Free Rate Customization enabling comparison against various benchmarks including government bonds and treasury rates - Smoothing Parameter Control balancing signal clarity versus responsiveness through adjustable EMA periods - Performance Threshold Management setting custom strong and weak performance boundaries for specific strategy requirements - Precision Control using three decimal places for accurate ratio measurement and detailed performance tracking 📊 Professional Portfolio Analysis Applications - Strategy Performance Evaluation measuring risk-adjusted returns for trading strategy assessment and optimization - Portfolio Comparison comparing multiple strategies or assets using standardized Sortino measurements - Risk Management Integration identifying periods of poor risk-adjusted performance for strategy adjustment - Benchmark Outperformance tracking excess returns above risk-free alternatives for alpha generation measurement - Performance Monitoring continuous assessment of strategy effectiveness through smoothed ratio trending - Institutional-Grade Analysis providing professional portfolio management metrics for serious investment analysis 🔧 Technical Implementation Features - Mathematical Accuracy implementing proper Sortino formula with correct statistical methodology and precision handling - Computational Efficiency using optimized loops and calculations for real-time performance measurement - Error Prevention incorporating comprehensive validation and edge case handling for reliable operation - Memory Management efficient variable usage and calculation methods for optimal indicator performance - Real-Time Processing providing immediate updates with each new bar for current performance assessment - Professional Standards following institutional portfolio analysis methodology for serious risk management applications ✅ Key Takeaways - Advanced Sortino Ratio implementation focusing exclusively on downside risk for superior portfolio performance measurement - Customizable risk-free rate benchmarking enabling comparison against various market alternatives and investment environments - EMA smoothing system reducing noise while preserving trend identification for clearer performance signal interpretation - Dynamic threshold-based visualization providing objective performance classification through color-coded strong/weak boundaries - Professional statistical implementation using proper mathematical methodology for institutional-grade risk-adjusted return analysis - Flexible configuration options accommodating different analysis requirements, timeframes, and market conditions - Comprehensive risk management integration enabling continuous strategy performance monitoring and optimization for superior portfolio management
Indicatore Pine Script®
di PROFABIGHI_CAPITAL
YBL – PAC PREMIUM COMPACT MEDIUM (6 filas, 1 col. derecha) 📑 Document Structure: Cover Page → YBL logo + Indicator title. General Description → What the panel is and its purpose. Row-by-Row Explanation (6 modules): Volume with Delta Power vs USD NY Session Climax Trend / Momentum Correlation Visual Example → How to interpret values when green, red, or neutral. Practical Tips → Quick trading rules (e.g., “if strong Δ + Climax rejection = watch for reversal”). ⚡ Now the same question for you: Do you prefer the PDF in a technical style (with formulas and detailed calculations), or in a practical style (quick guide for traders, with examples and short phrases)?
Indicatore Pine Script®
di YBL_YURIEL
RED: MomentumRED: Momentum Panel This indicator is designed to track the balance of buying and selling pressure in the market and highlight key momentum phases. It simplifies complex conditions into clear momentum states, helping traders quickly understand whether the market is in a strong zone or transitioning. - Top zones → when selling pressure reaches extreme levels. - Bottom zones → when buying pressure reaches extreme levels. - Momentum Bearish → when momentum shifts down after a strong top. - Momentum Bullish → when momentum shifts up after a strong bottom. The panel uses a scoring system in the background to filter noise and show only the dominant side (Buy vs Sell). Horizontal thresholds make it easy to spot when the market enters or exits extreme conditions. This tool is not meant to give signals by itself but to provide an intuitive view of where momentum stands right now, top, bottom, bullish, or bearish, at a glance.
Indicatore Pine Script®
di REDexplorateur
Ichimoku Fractal Flow### Ichimoku Fractal Flow (IFF) By Gurjit Singh Ichimoku Fractal Flow (IFF) distills the Ichimoku system into a single oscillator by merging fractal echoes of price and cloud dynamics into one flow signal. Instead of static Ichimoku lines, it measures the "flow" between Conversion/Base, Span A/B, price echoes, and cloud echoes. The result is a multidimensional oscillator that reveals hidden rhythm, momentum shifts, and trend bias. #### 📌 Key Features 1. Fourfold Fusion – The oscillator blends: * Phase: Tenkan vs. Kijun spread (short vs. medium trend). * Kumo Phase: Span A vs. Span B spread (cloud thickness). * Echo: Price vs lagged reflection. * Cloud Echo: Price vs. projected cloud center. 2. Oscillator Output – A unified flow line oscillating around zero. 3. Dual Calculation Modes – Oscillator can be built using: * High-Low Midpoint (classic Ichimoku-style averaging). * Wilder’s RMA (smoother, less noisy averaging averaging). 4. Optional Smoothing – EMA or Wilder’s RMA creates a trend line, enabling MACD-style crossovers. 5. Dynamic Coloring – Bullish/Bearish color shifts for quick bias recognition. 6. Fill Styling – Highlighted regions between oscillator & smoothing line. 7. Zero Line Reference – Acts as a structural pivot (bull vs. bear). #### 🔑 How to Use 1. Add to Chart: Works across all assets and timeframes. 2. Flow Bias (Zero Line): * Above 0 → Bullish flow 🐂 * Below 0 → Bearish flow 🐻 3. With Signal Line: * Oscillator above smoothing line → Possible upward trend shift. * Oscillator below smoothing line → Possible downward trend shift. 4. Strength: * Wide separation from smoothing = strong trend. * Flat, tight clustering = indecision/range. 5. Contextual Edge: Combine signals with Ichimoku Cloud analysis for stronger confluence. #### ⚙️ Inputs & Options * Conversion Line (Tenkan, default 9) * Base Line (Kijun, default 26) * Leading Span B (default 52) * Lag/Lead Shift (default 26) * Oscillator Mode: High-Low Midpoint vs Wilder’s RMA * Use Smoothing (toggle on/off) * Signal Smoothing: Wilder/EMA option * Smoothing Length (default 9) * Bullish/Bearish Colors + Transparency #### 💡 Tips * Wilder’s RMA (both oscillator & smoothing) is gentler, reducing whipsaws in sideways markets. * High-Low Mid captures pure Ichimoku-style ranges, good for structure-based traders. * EMA reacts faster than RMA; use if you want early momentum signals. * Zero-line flips act like momentum pivots—watch them near cloud boundaries. * Signal line crossovers behave like MACD-style triggers. * Strongest signals appear when oscillator, signal line, and Ichimoku Cloud all align. 👉 In short: Ichimoku Fractal Flow compresses multi-layered Ichimoku system into a single fractal oscillator that detects flow, pivotal shifts, and momentum with clarity—bridging price, cloud, and echoes into one signal. Where the cloud shows structure, IFF reveals the underlying flow. Together, they offer a fractal lens into market rhythm.
Indicatore Pine Script®
di singhxgurjit
Strong tendence detector - Detector de Fuerte TendenciaThis chart shows when an asset is in a strong uptrend or downtrend. The legend on the left indicates if the RSI is above 62 or below 38 on the monthly, weekly, and daily timeframes. A strong uptrend is confirmed when all three timeframes are above 62, while a strong downtrend is confirmed when they are all below 38. Periods of a strong uptrend are highlighted with a green background, and periods of a strong downtrend are highlighted in red.
Indicatore Pine Script®
di guilleli