Inizia

Volatilità

Calm before the StormCalm before the Storm - Bollinger Bands Volatility Indicator What It Does This indicator identifies and highlights periods of extremely low market volatility by analyzing Bollinger Bands distance. It uses percentile-based analysis to find the "quietest" market periods and highlights them with a gradient background, operating on the premise that low volatility periods often precede significant price movements. How It Works Volatility Measurement: Calculates the distance between Bollinger Bands upper and lower boundaries Percentile Analysis: Analyzes the lowest X% of volatility periods over a configurable lookback period (default: lowest 40% over 200 bars) Visual Highlighting: Uses gradient opacity to show volatility levels - the lower the volatility, the more opaque the background highlighting Adaptive Threshold: Automatically calculates what constitutes "low volatility" based on recent market conditions Who Should Use It Primary Users: Breakout Traders: Looking for consolidation periods that may precede significant moves Options Traders: Seeking low implied volatility periods before volatility expansion Swing Traders: Identifying accumulation/distribution phases before trend continuation or reversal Range Traders: Spotting tight trading ranges for mean reversion strategies Trading Styles: Volatility-based strategies Breakout and momentum trading Options strategies (volatility plays) Market timing approaches When to Use It Market Conditions: Consolidation Phases: When price is moving sideways with decreasing volatility Pre-Announcement Periods: Before earnings, economic data, or major events Market Transitions: During shifts between trending and ranging markets Low Volume Periods: When institutional participation is reduced Strategic Applications: Entry Timing: Wait for volatility compression before positioning for breakouts Risk Management: Reduce position sizes during highlighted periods (anticipating volatility expansion) Options Strategy: Sell premium during low volatility, buy during expansion Multi-Timeframe Analysis: Combine with higher timeframe trends for confluence Key Benefits Objective Volatility Measurement: Removes subjectivity from identifying "quiet" markets Adaptive Analysis: Automatically adjusts to current market conditions Visual Clarity: Easy-to-interpret gradient highlighting Customizable Sensitivity: Adjustable percentile thresholds for different trading styles Best Used In Combination With: Trend analysis tools Support/resistance levels Volume indicators Momentum oscillators This indicator is particularly valuable for traders who understand that periods of low volatility are often followed by periods of high volatility, allowing them to position ahead of potential significant price movements.
Indicatore Pine Script®
di naikamit8
Scalper ProCreated by 77 version 0.9 (Pre-release version) Overview The Scalper Pro Algo is a specialized day trading indicator optimized for the various timeframe, tailored for both stock and cryptocurrency markets. It delivers precise buy and sell signals, highlights dynamic overbought and oversold zones, and flags potential reversal points to support active traders. At its core, the indicator blends a Kalman-filtered Super trend algorithm with VWMA (Volume-Weighted Moving Average) bands. This fusion enables trend-following and mean-reversion strategies by identifying high-probability entry and exit points. The Kalman filtering helps reduce market noise and minimize false signals, offering traders clearer, more dependable guidance for scalping and short-term trades.
Indicatore Pine Script®
di rngyang777
Ultron Indicator BTCUSDT Ultron BTCUSDT Indicator (invite-only). • Clear trend & reversion signals • Next-bar execution parity and frozen TSL visuals • Run on 4hr Binance BTCUSDT chart • Risk sizing that uses your equity input Usage: Add to chart → Settings → Inputs → set “Your Current Trading Equity (USD)”. ⚠️ Software tool for educational/informational use only. Not financial advice. Past performance is not indicative of future results. You are responsible for your trades.
Indicatore Pine Script®
di Ultron_Tool
1
Marcius Studio® - Trend Detector™Trend Detector™ — is an advanced trend detection indicator that combines statistical Z-Score analysis with a simplified ADF stationarity test . It is designed to help traders identify strong directional moves while filtering out noise and false signals. Unlike traditional moving average crossovers or momentum oscillators, this tool evaluates both trend direction and trend strength , giving you a clear visual overview of market conditions. Important! This indicator is intended for educational and informational purposes . It does not guarantee future performance and should be used together with proper risk management. Idea Markets spend 70–80% of the time in consolidation and only 20–30% in trending phases . The key to profitable trading is spotting when a major trend shift begins. Trend Detector™ was built exactly for this purpose — to filter noise and highlight true trend reversals. How It Works Calculates the Z-Score of price to detect extreme deviations from the mean. Applies a simplified ADF t-Statistic test to confirm trend validity. Uses an ATR-based ribbon for clean visualization of bullish/bearish phases. Generates Buy/Sell signals when trend switches are confirmed. Displays an Info Panel with real-time metrics: Z-Score, ADF t-Stat, Trend Strength (0–100), ATR % of price. Features Trend Ribbon : visually highlights bullish, bearish, or neutral phases. Confirmation Filter : avoids false flips by requiring multiple bars of validation. Strength Score : quantifies how powerful the current trend is. Signal Markers : “BUY” and “SELL” alerts appear directly on the chart. Customizable Alerts : get notified when new uptrends or downtrends are detected. Recommendations Works well on swing trading timeframes (1H, 4H, Daily). Use in combination with support/resistance zones or volume profile tools for higher accuracy. The higher the Trend Strength Score , the more reliable the trend continuation. Indicator Settings Analysis Period : number of bars for Z-Score & ADF test. ATR Length : used for ribbon visualization. Min Bars to Confirm Trend : filters false trend flips. Show/Hide options for Ribbon, Signals, and Info Panel. Example Settings Timeframe : 1H or 4H Analysis Period : 20 ATR Length : 14 Min Confirmation Bars : 2–3 Disclaimer Trading and investing involve risk — always do your own research (DYOR) and seek professional advice. We are not responsible for any financial losses.
Indicatore Pine Script®
di marcius-studio
Session Volatility MonitorOverview Session Volatility Monitor is a versatile volatility indicator tailored for intraday and session-based trading. It computes the average maximum price deviation (either up or down) from the session's opening price over a user-specified number of prior days, providing insights into expected "room to move" in the current session. This helps traders gauge potential exhaustion points, set realistic targets or stops, and identify when a directional move has reached historical norms (flagged as "REACHED" with the exact price level). Displayed via a customisable table and optional horizontal target lines, it's ideal for markets like forex, crypto, futures, or stocks where session volatility matters. The indicator supports custom sessions with timezone adjustments, making it adaptable to global trading hours (e.g., London, NY, or Asia kill zones). For assets with small tick sizes (e.g., forex pairs at 0.0001), a multiplier scales values for readability (e.g., showing pips as 67.0 instead of 0.00670). Key Features Session-Based Calculations: Defines sessions via presets (e.g., "NY Kill Zone: 07:00-10:00") or custom HHMM-HHMM inputs. (please note that preset sessions are mainly for futures e.g. "Full Day18:01-17:00", but also can be useful for forex and crypto) Adjustable UTC offset (e.g., -5 for ET) to align with your asset's timezone—ensures accurate detection regardless of TradingView's UTC internal clock. Tracks the max one-sided move (high - open or open - low) per session, averaging over 1–N previous days (default: 14). Table Display: Avg Max Move: Historical average deviation, labeled with days averaged and session time. Current Move: Real-time displacement from session open (positive for up, negative for down). Room to Go Up/Down: Remaining distance to reach the average, updating live; appends "REACHED (price)" if hit during the session. Customisable: Text color, font size (tiny to huge), position (e.g., bottom_left), and value scaling via multiplier/decimal places. Target Lines: Optional horizontal lines at "Up Target" (open + avg move) and "Down Target" (open - avg move). Lines start at the session open bar and extend only through the session duration (e.g., stops at 12:00 for a 07:00-12:00 session)—no further projection post-session. Fully customisable: Toggle on/off, color, style (solid/dotted/dashed), width, label text/background. Display Adjustments for Forex/Crypto: Multiplier: Scales raw values (e.g., set to 10000 for EURUSD to show pips like 45.0 instead of 0.0045). Decimals: Controls precision (0–5 places) for table values. How to Use Add to Chart: Search for "Session Volatility Monitor" in TradingView's indicators and apply to your symbol (e.g., EURUSD for forex, NQ1! for futures, BTCUSD for crypto). Configure Settings: Select a session preset or custom range; adjust UTC offset if needed (e.g., +0 for UTC symbols like crypto). Set "Number of Previous Days to Average" (e.g., 14 for a two-week look back). For small-tick assets, set Multiplier (e.g., 100 for crypto points, 10000 for forex pips) and Decimals (e.g., 0 for whole numbers). Customise table position/size/color and target lines for visibility. Interpret Outputs: Monitor the table for "room to go"—if Room Up is low/negative, upside might be limited; "REACHED" signals a potential reversal or exhaustion. Use target lines as visual S/R levels; they auto-start at session open and halt at close. Combine with price action, volume, or other indicators for entries (e.g., buy near down target if bullish bias). Example Scenario: Forex (GBPUSD, 1-min): Set session to "London Kill Zone: 02:00-05:00" (UTC+0), multiplier=10000. Table shows pips; lines mark expected highs/lows. Limitations and Tips Historical Data Limits: Averages are capped by TradingView's bar history (e.g., ~14 days on 1-min for free plans). Upgrade for deeper look backs or use higher timeframes. Session Accuracy: Ensure UTC offset matches your chart—test with the "In Session" plot (enable in Style tab, zoom y-axis if columns are tiny). No Alerts/Signals: Purely informational; add custom alerts via TradingView for "REACHED" conditions. Performance: On very low timeframes with long sessions, lines might consume line limits (max ~50)—toggle off if needed. Tips: For crypto/forex, experiment with multiplier to match your preferred units (e.g., points vs. decimals). Hide debug plot in Style tab for clean charts. If "REACHED" doesn't trigger, verify on historical data where moves exceed averages. This tool draws from concepts like Average Daily Range but focuses on directional, session-specific volatility for precise intraday decision-making. Feedback welcome! Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Always consult a professional before trading.
Indicatore Pine Script®
di mr-bal
TrendLines with ATR and MA [KoTa]The "TrendLines with ATR and MA " indicator combines trend lines, breakout signals, ATR-based trend tracking, and moving averages (MA). Input Settings and Customization: After adding the indicator, click on its name at the top of the chart and open the "Settings" tab. Main sections: Trend Lines and Breakouts (Periods 1-5): General Usage Tips: Chart Timeframe: Works on any timeframe (from 1 minute to weekly). Shorter timeframes (e.g., 5-minute) generate more signals, while longer timeframes (e.g., daily) produce fewer but more reliable signals. Compatibility: Overlay=true, meaning it is drawn directly on the candlestick chart. It can be combined with other indicators (e.g., RSI, MACD). Advantages This indicator outperforms standard trend line tools due to its automated, multi-period, and integrated features: Automated Trend Line Drawing: Instead of manual drawing, it creates trend lines based on pivot highs/lows. Different periods (3-50) enable multi-timeframe analysis, allowing you to see short- and long-term trends on the same chart. Breakout Detection and Labeling: Detects breakouts in real-time using dotted extensions. B (Buy) and S (Sell) labels (e.g., B1 for period1 up breakout) clarify signals. Historical breakouts are shown in gray for context. ATR Integration: Volatility-based trend tracking (similar to SuperTrend). Calculates channel deviation to adapt to market volatility. Arrows highlight trend reversals quickly. Moving Averages Integration: Flexible MA types (e.g., VWMA for volume-weighted analysis) for trend filtering. No Bollinger Bands option, but MAs can validate breakouts. Performance and Visuals: Limits line count with max_lines_count for memory efficiency. Colors and line widths are customizable, and old elements are automatically managed (deleted or grayed out). Precision=0 ensures clean price formatting. Flexibility: All components (trend lines, ATR, MA) can be toggled on/off, allowing for simple or complex usage. Benefits Provided This indicator speeds up trading decisions and reduces errors: Trend and Support/Resistance Detection: Pivot-based lines provide automatic support (green, lows) and resistance (red, highs) levels. Benefit: Reduces manual analysis time, saving effort in scalping or swing trading. Breakout Signals: Signals are triggered when the close price crosses over/under the extended line. Benefit: Catches potential trend starts early; ATR can filter false breakouts. B/S labels provide visual alerts, simplifying alert setup. Volatility Adaptation (ATR): Adjusts trend lines based on market fluctuations. Benefit: Wider channels in high-volatility periods (e.g., crypto) and narrower in low volatility, reducing whipsaws (false signals). Arrows clearly show trend changes, ideal for position management. MA Validation: MAs measure trend strength (e.g., EMA20 above indicates uptrend). Benefit: Filtering breakouts with MA crossovers improves accuracy. VWMA offers volume-based analysis to eliminate weak trends. General Benefits: Risk Management: Breakout levels can be used for stop-loss placement (e.g., below breakout). Profit Potential: When tested on historical data (backtesting), it can be optimized by period—shorter periods for quick entries, longer for holding. Educational Value: Visualizes fractal, pivot, and ATR concepts for new traders. Time Savings: Automation eliminates hours of chart analysis; updates in real-time. Multi-Asset Compatibility: Works for stocks, forex, and crypto; ATR shines in volatile assets. Possible Strategies This indicator supports various strategies, primarily focused on breakouts and trend following, enhanced by MA and ATR filtering. Breakout Trading Strategy: Rules: Enter long on B (Buy) label (crossover up line), short on S (Sell). For example, enter on B3 (period10), with stop-loss below the previous pivot low. Filtering: Confirm with ATR arrow up (trend=0). Ensure price is above MA1 (20). Exit: Profit target at ATR*2 or exit on reverse breakout (S). Advantage: Ideal for scalping (p1-p2) or swing trading (p4-p5). Benefit: High win rate in volatile markets. Trend Following Strategy: Rules: Hold long if ATR trend line is green (up) and MA1 > MA2. Strengthen entry with breakout B. Filtering: Use only larger period breakouts (p3-p5) with ATR in slow mode. Exit: Exit on ATR arrow down (reversal) or MA crossover. Advantage: Captures long-term trends with low drawdown. Benefit: Suitable for passive trading, especially on weekly charts. Pullback Strategy: Rules: In an uptrend (green ATR line), enter long when price pulls back to the downtrend line (green pivot low line). Filtering: No breakout, supported by MA (price above MA). Set stop using ATR deviation. Exit: New high breakout or ATR reversal. Advantage: Low-risk entries, captures trend continuations. Benefit: Effective in range-bound markets. Multi-Timeframe Combination: Rules: Match short-period (p1) breakouts with long-period (p5) trends (e.g., p5 up + p1 B = long). Filtering: ATR in medium mode, MAs in golden cross (20>50). Advantage: Reduces false signals, validates H4 breakouts with D1 trends. Benefit: Suitable for professional traders, with backtesting showing 60%+ win rates. Risk and Optimization Tips: Position Sizing: Calculate using ATR (stop-loss distance / 1% risk). Backtesting: Test in strategy mode; short periods may overtrade, while longer ones may miss opportunities.
Indicatore Pine Script®
di kointakipnet
6
RSI Bands With RSI - ATR Trend LineRSI Bands With RSI - ATR Trend Line (Smoothed Baseline) Overview A trend-following tool that fuses RSI-based regime detection with a smoothed baseline and ATR bands. Trend line aims to stay with the RSI move, cut random noise, and flip cleanly. The line draws green in bulls and red in bears; signals fire only on candle close confirmed flips. Key Features ✅ Dynamic Trend Detection RSI (>50 / <50) sets bullish/bearish regime Smoothed baseline adapts to price while damping whipsaw ATR-based bands expand/contract with volatility ✅ Precise Signal Generation Buy when trend flips to bullish (close confirms above the upper band) Sell when trend flips to bearish (close confirms below the lower band) Flips require a real band break → fewer false transitions ✅ Visual Clarity Green line = bullish trend, Red line = bearish trend ✅ Customizable Settings RSI Length (default 14) Baseline Smoothing (default 26) ATR Length (default 14) ATR Multiplier (default 1.4) Toggles for Signals and Labels ✅ TradingView Alerts Built-in Buy & Sell alerts (recommend Once per bar close) How It Works Algorithm Logic RSI Regime: RSI above/below 50 sets bull/bear. At exactly 50, the prior target is carried forward. Target & Smoothing: A per-bar target is built from the bar’s range and RSI, then smoothed with an EMA-style filter (Baseline Smoothing) to form the baseline. ATR Bands: Upper/Lower = baseline ± (ATR × Multiplier). Flip Rule (Supertrend-like): Close above upper band → bullish flip; trend line tracks the lower band (green). Close below lower band → bearish flip; trend line tracks the upper band (red). Between bands → prior trend line persists. Signals/Alerts: A flip event generates a Buy/Sell signal and alert. Best Use Cases Trending Markets – Built to ride sustained moves in either direction. Multiple Timeframes – Works from intraday to higher TFs; higher TFs usually produce cleaner flips. Various Asset Classes – Forex, Indices, Stocks, Crypto, Commodities; ATR adapts to volatility. Recommended Settings Conservative (Lower Frequency) RSI 14–20 • Baseline 34 • ATR 14–21 • Multiplier 1.8–2.2 Use for swing/position trading; calmer signal stream. Balanced (Default) RSI 14 • Baseline 26 • ATR 14 • Multiplier 1.4 Good general-purpose setup for swing or active intraday. Aggressive (Higher Frequency) RSI 10–14 • Baseline 13–21 • ATR 10–14 • Multiplier 1.1–1.3 For scalping/day trading; earlier but noisier flips. 🎨 Visual Elements RSI Smooth baseline (soft blue) Upper/Lower ATR Bands (faint blue) Trend Line (Bull/Bear) drawn only in the active regime (green/red) Optional Buy/Sell arrows and labels ⚠️ Important Notes Signals on Close Flips confirm on bar close. Intrabar crosses can revert; wait for confirmation. Risk Management Size positions appropriately; many traders trail beyond the opposite band/line. Factor in spread, slippage, sessions, and news. Confirmation & Testing Combine with structure/volume/HTF bias if desired. Backtest and forward-test per instrument and timeframe. For research/education only; not financial advice.
Indicatore Pine Script®
di qoulynn
Fibo & Gann Advanced Auto[CongTrader]🔍 Description: "Fibo & Gann Advanced Auto by CongTrader" is a smart automatic indicator that combines Fibonacci Retracement & Extension levels with Gann Boxes and Fan lines, helping traders identify key support/resistance zones and potential turning points in the market. This tool automatically detects recent swing highs/lows using pivots and overlays: 📏 Fibonacci Retracement & Extension (0.236 to 1.618) 🟪 Gann Box between 2 latest pivots 📐 Gann Fan Lines (1x1, 2x1, etc.) 🟢 Optional filtered Buy/Sell signals based on wave size and RSI Designed for discretionary and technical traders who want a visual confirmation of price geometry and market structure. 📘 How to Use: Apply to any chart & timeframe. Adjust pivot sensitivity via “Pivot Length” input. Look for confluence between Fib retracement/extension and Gann box edges for trade entries. Gann fan lines help visualize trend angles or speed. Combine with your own strategy for better confirmation (e.g., volume, candlestick pattern). 💡 Tip: Use in higher timeframes (H1, H4, D1) for cleaner and more reliable pivots. 🙏 Thanks: Created with love and passion for the trading community by CongTrader. If you find it helpful, please give a like or comment. Feedback is always appreciated! ⚠️ Disclaimer: This script is for educational and informational purposes only. It does not constitute financial advice and should not be used as a sole basis for trading decisions. Always use proper risk management and perform your own analysis before entering any trade. Trading involves risk, and past performance is not indicative of future results..#fibonacci #gann #gannbox #gannfan #elliottwave #marketstructure #priceaction #autopivot #congtrader #tradingviewindicator #technicalanalysis #tradingtools #forextrading #cryptoindicator #tradingstrategy #tradingsetup #smartmoney #supportresistance
Indicatore Pine Script®
di CongTrader_
🚀 AlgoFlex LITE - Multi-Timeframe Trend Analyzer🚀 **AlgoFlex LITE - Multi-Timeframe Trend Analyzer** Professional trend analysis with buy/sell signals across multiple timeframes! **FREE VERSION includes:** ✅ Multi-timeframe confluence analysis ✅ Buy/sell signals (4-bar delay) ✅ Support/resistance zones ✅ Trend scoring system **💎 WANT REAL-TIME SIGNALS?** 📱 **Download AlgoFlex App:** 🍎 App Store: Search "AlgoFlex" 🤖 Google Play: Search "AlgoFlex" **PRO Features:** 🔥 Instant signals (0 delay) 🔥 AI-powered filtering 🔥 Multi-asset alerts **Join thousands of profitable traders!** *73%+ win rate reported by premium users*
Indicatore Pine Script®
di AlgoFlexMarket
AlgoFlex Support & Resistance🚀 AlgoFlex Premium Support & Resistance - Professional Multi-Timeframe Analysis ═══════════════════════════════════════════════════════════════ 💎 PREMIUM FEATURES - FREE FOR TRADINGVIEW COMMUNITY This advanced Support & Resistance indicator combines multiple professional techniques to deliver only the highest-quality levels for your trading decisions. Unlike basic S&R indicators, this premium script adapts to your trading style and timeframe automatically. 📱 GET PROFESSIONAL TRADING SIGNALS WITH ALGOFLEX APP While this FREE indicator shows you premium support & resistance levels, imagine having REAL-TIME BUY/SELL SIGNALS with precise Entry Points, Take Profit, and Stop Loss levels delivered directly to your Chart! 📱 DOWNLOAD ALGOFLEX TODAY: • iOS: Search "AlgoFlex" in App Store • Android: Search "AlgoFlex" in Google Play Store 🔥 KEY FEATURES: 📊 SMART ADAPTIVE MODES: • AUTO MODE: Automatically adapts to your chart timeframe (Recommended) • SCALPING MODE: High-frequency levels for quick trades (5min-15min) • SWING MODE: Balanced approach for medium-term positions (1H-4H) • POSITION MODE: Only the strongest levels for long-term analysis (Daily+) 💎 PREMIUM CALCULATIONS: • Multi-timeframe analysis (Daily + Weekly pivots) • Advanced Camarilla levels with extended H5/L5 calculations • Level strength filtering (removes weak, unreliable levels) • Market volatility-based adaptive coloring • Professional support & resistance zones (not just lines) 🎯 INTELLIGENT LEVEL SELECTION: • Strength filter: 0.1 (more levels) to 1.0 (only strongest) • Default setting: 0.7 for high-quality, reliable levels • Dynamic color intensity based on level importance • Memory-efficient design prevents chart lag 🚀 ALGOFLEX TRADING APP FEATURES: ✅ PROFESSIONAL SIGNALS: • Real-time BUY/SELL alerts with instant notifications • Precise entry points calculated by advanced AI algorithms • Multiple take-profit levels for maximum profitability • Smart stop-loss placement for risk management • Success rate tracking and performance analytics ✅ MULTI-MARKET COVERAGE: • Forex pairs (EUR/USD, GBP/USD, USD/JPY, and 28+ more) • Cryptocurrency (Bitcoin, Ethereum, major altcoins) • Stock market indices (S&P500, NASDAQ, DOW) • Commodities (Gold, Silver, Oil, Natural Gas) ✅ PROVEN RESULTS: • Average 73% win rate on signals • Professional risk management built-in • 24/7 market monitoring and analysis 💰 SPECIAL OFFER FOR TRADINGVIEW USERS: Get 7 days FREE trial when you download AlgoFlex! Experience professional trading signals with zero risk. 👍 If you find this indicator helpful, please: • Give it a LIKE 👍 • FOLLOW for more premium indicators • SHARE with fellow traders • Download AlgoFlex app for complete trading solution Happy Trading! 📈 #SupportResistance #TradingSignals #AlgoFlex #MultiTimeframe #ProfessionalTrading #TradingApp
Indicatore Pine Script®
di AlgoFlexMarket
Implied Volatility TestThought for 42sOverview of the "Implied Volatility Suite" Indicator The "Implied Volatility Suite" is a custom TradingView indicator written in Pine Script (version 6) designed to estimate and visualize implied volatility (IV) for any stock or asset charted on TradingView. Unlike true implied volatility derived from options pricing (e.g., via Black-Scholes), this script provides a synthetic approximation based on historical price data. It offers flexibility by allowing users to choose between two calculation methods: "Model Implied Volatility" (a statistical projection based on log-normal assumptions) or "VixFix" (a historical volatility proxy inspired by Larry Williams' VIX Fix indicator). The output is plotted as an oscillating line, similar to the Relative Strength Index (RSI), making it easy to interpret overbought/oversold conditions or trends in volatility. Users can select what to plot: raw Implied Volatility, IV Rank, IV Percentile, or Volatility Skew Index, with color-coded visuals for quick analysis (e.g., red/green thresholds for ranks/percentiles). This indicator is particularly useful for stocks without listed options, where real IV data isn't available, or for traders seeking a quick volatility gauge integrated into their charts. What the Code Does At its core, the script computes a volatility metric and transforms it into one of four plottable formats, then displays it as a line chart in a separate pane below the main price chart. Here's a breakdown: User Inputs and Configuration: Volatility Calculation Method: Choose "Model Implied Volatility" (default) or "VixFix". Expiry Parameters (for Model method): Minutes, Hours, and Days until expiry (default 45 days). These are combined into Days (as a float for fractional days) and converted to years (Expiry = Days / 365). Length Parameters: For Model IV rank/percentile (default 365), VixFix length (default 252, with recommendations like 9, 22, etc.), and VixFix rank/percentile length (default 252). Output Choice: Select "Implied Volatility", "IV Rank", "IV Percentile" (default "IV Rank"), or "Volatility Skew Index". The script uses spot = close as the reference price. Core Calculations: Model Implied Volatility: Computes log returns: LogReturn = math.log(spot / spot ) (percentage change between prior bars). Calculates the simple moving average (Average) and standard deviation (STDEV) of log returns over an integer-rounded Days period. Projects a time-adjusted mean (Time_Average = Days * Average) and standard deviation (Time_STDEV = STDEV * math.sqrt(Days)), assuming a random walk scaled by time. Derives upper and lower bounds for the price at expiry: upper = spot * math.exp(Time_Average + 1 * Time_STDEV) and lower = spot * math.exp(Time_Average - 1 * Time_STDEV), representing a 1-standard-deviation range under log-normal distribution. Computes the width of this range (width = upper - lower), halves it to get standard_dev, and annualizes it to sigma: sigma = standard_dev / (spot * math.sqrt(Expiry)). Applies an "optimizer": If sigma > 1, halve it (to prevent unrealistically high values). Result: IV (a decimal, e.g., 0.25 for 25% IV). VixFix (Synthetic VIX Proxy): Based on Larry Williams' VIX Fix formula, which estimates fear/volatility without options data: (ta.highest(spot, VIXFixLength) - low) / ta.highest(spot, VIXFixLength) * 100. The script extends this for "upside" and "downside" by shifting the spot and low prices by multiples of standard deviation (0 for base VixFix). VixFix is the average of upside(0) and downside(0), which are identical, yielding the standard VIX Fix value. Volatility Skew Index: Measures asymmetry in volatility (e.g., higher downside vol indicating fear). For Model: Averages "upside IV" (calculated on spot shifted up by 1,2,3 * stdev) minus "downside IV" (shifted down). For VixFix: Similar, but using shifted VIX Fix formulas for upside/downside. Positive skew might indicate upside bias; negative indicates downside. Rank and Percentile: IV Rank: Normalizes the current volatility: (Volatility - ta.lowest(Volatility, Len)) / (ta.highest(Volatility, Len) - ta.lowest(Volatility, Len)) * 100. IV Percentile: Uses ta.percentrank(Volatility, Len) to show what percentage of past values are below the current. Len depends on the chosen method (e.g., 365 for Model). Plotting and Visualization: Selects VolatilityData based on user choice (e.g., IV * 100 for percentage display). Applies colors: Red (<50) or green (>=50) for rank/percentile; aqua for skew; yellow for raw IV. Plots as a line: plot(VolatilityData, color=col, title="Volatility Data"). The script switches logic seamlessly via conditionals (e.g., Volatility = VolCalc == "VixFix" ? VixFix : IV), ensuring the chosen method and output are used. How It Works (Step-by-Step Execution Flow) Initialization: Reads user inputs and sets spot = close. Computes Days (float) and DaysInt = math.round(Days) for integer lengths in TA functions. Log Returns and Base Stats: For Model, calculates log returns, then SMA and STDEV over DaysInt. Projection and IV Derivation: Scales stats to expiry time, computes bounds, derives sigma/IV. Skew Functions: Defines reusable functions Model_Upside(i) and Model_Downside(i) (or VIX equivalents) to shift prices and recompute IV/VIX on shifted series. Aggregation: Computes skew as average difference; sets Volatility to IV or VixFix. Rank/Percentile/Skew: Applies over user-defined lengths. Output Logic: Determines what to plot and its color based on VolatilityChoice. Rendering: Plots the line in TradingView's indicator pane, updating bar-by-bar. This leverages Pine Script's built-in functions like ta.sma, ta.stdev, ta.highest/lowest, and math.exp/log for efficiency. Pros Accessibility: Provides IV estimates for non-optionable assets (e.g., individual stocks, ETFs without options), filling a gap in TradingView's native tools. Customization: Multiple methods (Model for forward-looking, VixFix for historical) and outputs (raw, ranked, percentile, skew) allow tailored analysis. Expiry adjustments make it suitable for options-like thinking. Visual Simplicity: Oscillates like RSI (0-100 for ranks/percentiles), with intuitive colors, aiding quick decisions (e.g., high IV Rank might signal options selling opportunities). No External Data Needed: Relies solely on chart data (close, low), making it lightweight and real-time. Educational Value: Exposes users to volatility concepts like skew and log-normal projections, potentially improving trading strategies. Flexibility in Timeframes: Works on any chart interval, with adjustable lengths for short-term (e.g., 9-bar VixFix) or long-term (365-day ranks). Limitations Not True Implied Volatility: This is a historical or model-based proxy, not derived from actual options prices. It may overestimate/underestimate real market-implied vol, especially during events (e.g., earnings) where options premium spikes unpredictably. Assumptions in Model Method: Relies on log-normal distribution and constant volatility, ignoring fat tails, jumps, or mean reversion in real markets. The "optimizer" (halving sigma >1) is arbitrary and may distort results. VixFix Variant Limitations: While based on a proven indicator, the upside/downside shifts (by stdev of prices, not returns) could be inaccurate for skew, as stdev(prices) doesn't scale properly with returns. It's backward-looking, not predictive like true IV. Data Requirements: Needs sufficient historical bars (e.g., 365 for ranks), failing on new listings or short charts. Rounding Days to integer may introduce minor inaccuracies for fractional expiries. Computational Intensity: Functions like repeated ta.stdev and shifts for skew (called multiple times per bar) could slow performance on long histories or low-power devices. No Real-Time Options Integration: Doesn't pull live options data; users must manually compare to actual IV (e.g., via CBOE VIX for indices). Potential for Misinterpretation: Oscillating line might mislead (e.g., high IV Rank doesn't always mean "sell vol"), and skew calculation is non-standard, requiring user expertise. Version Dependency: Built for Pine v6 (as of 2025); future TradingView updates could break it, though it's straightforward to migrate. Overall, this script is a valuable tool for volatility-aware trading but should be used alongside other indicators (e.g., ATR, Bollinger Bands) and validated against real options data when available. For improvements, consider backtesting its signals or integrating alerts for thresholds.1.9sHow can Grok help?
Indicatore Pine Script®
di bcumming09
Traders Reality Rate Spike Monitor 0.1 betaTraders Reality Rate Spike Monitor ## **Early Warning System for Interest Rate-Driven Market Crashes** Based on critical market analysis revealing the dangerous correlation between interest rate spikes and major market selloffs, this indicator provides **three-tier alerts** for US 10-Year Treasury yield acceleration. ### **📊 Key Market Intelligence:** **Historical Precedent:** The 2018 market crash occurred when unrealized bank losses hit $256 billion with interest rates at just 2.5%. **Current unrealized losses have reached $560 billion** - more than double the 2018 levels - while rates sit at 4.5%. **Critical Vulnerabilities:** - **$559 billion in tech sector debt** maturing through 2025 - **65% of investment-grade debt** rated BBB (vulnerable to adverse conditions) - **$9.5 trillion in total debt** requiring refinancing - Every 1% rate increase costs the economy **$360 billion annually** ### **🚨 Alert System:** **📊 WATCH (20+ basis points/3 days):** Early positioning signal **⚠️ WARNING (30+ basis points/3 days):** Prepare for volatility **🚨 CRITICAL (40+ basis points/3 days):** Historical crash threshold ### **💡 Why This Matters:** Interest rate spikes historically trigger major market corrections: - **2018:** 70 basis points spike → 20% S&P 500 crash - **2025:** Similar pattern led to massive selloffs - **Current risk:** 2x higher unrealized losses than 2018 ### **⚡ Features:** ✅ **Zero chart clutter** - invisible until alerts trigger ✅ **Dynamic calculation** - automatically adjusts to current yield levels ✅ **Multi-timeframe compatibility** - works on any chart timeframe ✅ **Professional alerts** - with actual basis point calculations ### **🎯 Use Case:** Perfect for traders and investors who understand that **debt refinancing pressure** and **unrealized bank losses** create systemic risks that manifest through interest rate volatility. When rates spike rapidly, leveraged positions unwind and markets crash. **"Every point costs us $360 billion a year. Think of that."** - This indicator helps you see those critical rate movements before the market does. --- **Disclaimer:** This indicator is for educational purposes. Past performance does not guarantee future results. Always manage risk appropriately. --- This description positions your indicator as a **serious professional tool** based on real market analysis rather than just another technical indicator! 🚀
Indicatore Pine Script®
di floriankluge
Strenth Comparison [joshu]Strenth Comparison visualizes relative performance across a basket of assets by measuring percent change from the chosen anchor timeframe’s open. Each new anchor period resets the baseline to 0%, making it easy to spot leaders/laggards and momentum shifts over time. Anchor timeframe (TF, default: 1W): The period used as the performance baseline. Assets : Currencies or American Indices. Symbols : Currencies: CME:6S1!, CME:6E1!, CME:6B1!, CME:6J1!, CME:6A1!, CME:6N1!, TVC:DXY (inverted for comparability). American Indices: CME_MINI:ES1!, CME_MINI:NQ1!, CBOT_MINI:YM1!, CME_MINI:RTY1!. Visuals: All lines plotted in percent; DXY is inverted and highlighted; labels show the symbol at the latest bar; zero line for reference; vertical dividers mark new anchor periods. Use cases: Compare strength/weakness within FX or US index baskets; monitor rotation, divergence, and leadership over weekly (or chosen) cycles.
Indicatore Pine Script®
di joshuuu