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EPS Estimate Profile [SS]This is the EPS Estimate Profile indicator. What it does This indicator Collects all EPS estimates over the course of a lookback and BINS them (sorts them into 10 equal sized categories). Analyzes the returns from earnings releases based on the EPS estimate and the reaction. Calculates the number of bullish vs bearish responses that transpired based on the EPS estimate profile. Calculates the expected Open to High and Open to Low ATR based on the EPS estimate using regression. Toggle to actual EPS release to compare once earnings results are released. How to Use it This indicator can be used to gain insight into whether an earnings release will be received bullishly or bearishly based on the company's EPS estimate. The indicator allows you to see all historic estimates and how the market generally responded to those estimates, as well as a breakdown of how many times estimates in those ranges produced a bullish response or a bearish response to earnings. Examples Let's look at some examples: Here is MSFT. MSFT's last EPS estimate was 3.672. If we consult the table, we can see the average return associated with this estimate range is -4%. Now let's flip to the Daily timeframe and take a look: MSFT ended the day red and continued to sell into the coming days. Let's look at another example: MCDs. Last earnings estimate was 3.327, putting it at the top of the range with an average positive return of 4%. Let's look on the daily: We can see that the earnings had a huge, bullish effect on MCD, despite them coming in below their estimates. If we toggle the indicator to "Actual" EPS release, to see the profile of Actual earnings releases vs response, we get this: Since MCD under-performed, they were still at the top of the profile; but, we can see that the expected returns are more muted now, though still positive. And indeed, the reaction was still positive. Distinguishing % Bullish/Bearish to Avg Returns You will see the profile table displays both the average returns and the percent of bullish/bearish responses. In some cases, you will see that, despite a negative return, the profile reveals more bullish reactions than bearish. What does this mean? It means, despite there being more bullish responses, when bearish responses happen they tend to be more severe and profound, vs bullish responses likely are muted. This can alert you to potential downside risk and help you manage risk accordingly should you elect to trade the earnings release. ATR Prediction You will notice in the bottom right corner of the screen a secondary table that lists the predicted open to high ATR and open to low ATR. This is done using RAW EPS estimates (or raw ACTUAL estimates depending on which you select) and performing a regression to determine the expected ATR. This is only for reference, the analysis should focus around the historic profile of return estimates and actual return values. IMPORTANT NOTE: You MUST be on the Monthly timeframe to use this. Otherwise, you will get an error. If, on certain tickers with a huge history, such as MSFT and XOM or OXY, you get an error, you can simply reduce the lookback length to 80 and this will resolve the issue. Conclusion And that's the indicator! A blend of some light math and fundamentals! A real joy honestly. Hope you enjoy it!
Penunjuk Pine Script®
oleh Steversteves
Trend Strength Benchmark (TSB)This indicator helps you gauge trend strength by combining multi-timeframe EMAs, VWAP, and optional ADX filters. It tracks the EMA high, low, and close from your chosen primary timeframe, and can also pull corresponding levels from higher timeframes for added confirmation. The shaded EMA band on the chart gives you a quick visual of the trend zone. VWAP from the same timeframe adds an anchor point to judge momentum. For signals, the script fires a BUY when the candle’s low stays above all selected benchmark lines, and a SELL when the candle’s high stays below them. Only one type of signal is allowed at a time, preventing back-to-back buys or sells and keeping the flow clean. An optional ADX filter lets you allow signals only when the trend has enough strength. Everything is customizable — EMA length, timeframes, signal direction, and ADX settings — making it a flexible tool for momentum and trend-based strategies.
Penunjuk Pine Script®
oleh siddurn2025
Ben's BTC Macro Fair Value OscillatorBen's BTC Macro Fair Value Oscillator Overview The **BTC Macro Fair Value Oscillator** is a non-crypto fair value framework that uses macro asset relationships (equities, dollar, gold) to estimate Bitcoin's "macro-driven fair value" and identify mean-reversion opportunities. "Is BTC cheap or expensive right now?" on the 4 Hour Timeframe ONLY ### Key Features ✅ **Macro-driven**: Uses QQQ, DXY, XAUUSD instead of on-chain or crypto metrics ✅ **Dynamic weighting**: Assets weighted by rolling correlation strength ✅ **Mean-reversion signals**: Identifies when BTC is cheap/expensive vs macro ✅ **Validated parameters**: Optimized through 5-year backtest (Sharpe 6.7-9.9) ✅ **Visual transparency**: Live correlation panel, fair value bands, statistics ✅ **Non-repainting**: All calculations use confirmed historical data only ### What This Indicator Does - Builds a **synthetic macro composite** from traditional assets - Runs a **rolling regression** to predict BTC price from macro - Calculates **deviation z-score** (how far BTC is from macro fair value) - Generates **entry signals** when BTC is extremely cheap vs macro (dev < -2) - Generates **exit signals** when BTC returns to fair value (dev > 0) ### What This Indicator Is NOT ❌ Not a high-frequency trading system (sparse signals by design) ❌ Not optimized for absolute returns (optimized for Sharpe ratio) ❌ Not suitable as standalone trading system (best as overlay/confirmation) ❌ Not predictive of short-term price movements (mean-reversion timeframe: days to weeks) --- ## Core Concept ### The Premise Bitcoin doesn't trade in a vacuum. It's influenced by: - **Risk appetite** (equities: QQQ, SPX) - **Dollar strength** (DXY - inverse to risk assets) - **Safe haven flows** (Gold: XAUUSD) When macro conditions are "good for BTC" (risk-on, weak dollar, strong equities), BTC should trade higher. When macro conditions turn against it, BTC should trade lower. ### The Innovation Instead of looking at BTC in isolation, this indicator: 1. **Measures how strongly** BTC currently correlates with each macro asset 2. **Builds a weighted composite** of those macro returns (the "D" driver) 3. **Regresses BTC price on D** to estimate "macro fair value" 4. **Tracks the deviation** between actual price and fair value 5. **Signals mean reversion** when deviation becomes extreme ### The Edge The validated edge comes from: - **Extreme deviations predict future returns** (dev < -2 → +1.67% over 12 bars) - **Monotonic relationship** (more negative dev → higher forward returns) - **Works out-of-sample** (test Sharpe +83-87% better than training) - **Low correlation with buy & hold** (provides diversification value) --- ## Methodology ### Step 1: Macro Composite Driver D(t) The indicator builds a weighted composite of macro asset returns: **Process:** 1. Calculate **log returns** for BTC and each macro reference (QQQ, DXY, XAUUSD) 2. Compute **rolling correlation** between BTC and each reference over `corrLen` bars 3. **Weight each asset** by `|correlation|` if above `minCorrAbs` threshold, else 0 4. **Sign-adjust** weights (+1 for positive corr, -1 for negative) to handle inverse relationships 5. **Z-score normalize** each reference's returns over `fvWindow` 6. **Composite D(t)** = weighted sum of sign-adjusted z-scores **Formula:** ``` For each reference i: corr_i = correlation(BTC_returns, ref_i_returns, corrLen) weight_i = |corr_i| if |corr_i| >= minCorrAbs else 0 sign_i = +1 if corr_i >= 0 else -1 z_i = (ref_i_returns - mean) / std contrib_i = sign_i * z_i * weight_i D(t) = sum(contrib_i) / sum(weight_i) ``` **Key Insight:** D(t) represents "how good macro conditions are for BTC right now" in a normalized, correlation-weighted way. --- ### Step 2: Fair Value Regression Uses rolling linear regression to predict BTC price from D(t): **Model:** ``` BTC_price(t) = α + β * D(t) ``` **Calculation (Pine Script approach):** ``` corr_CD = correlation(BTC_price, D, fvWindow) sd_price = stdev(BTC_price, fvWindow) sd_D = stdev(D, fvWindow) cov = corr_CD * sd_price * sd_D var_D = variance(D, fvWindow) β = cov / var_D α = mean(BTC_price) - β * mean(D) fair_value(t) = α + β * D(t) ``` **Result:** A time-varying "macro fair value" line that adapts as correlations change. --- ### Step 3: Deviation Oscillator Measures how far BTC price has deviated from fair value: **Calculation:** ``` residual(t) = BTC_price(t) - fair_value(t) residual_std = stdev(residual, normWindow) deviation(t) = residual(t) / residual_std ``` **Interpretation:** - `dev = 0` → BTC at fair value - `dev = -2` → BTC is 2 standard deviations **cheap** vs macro - `dev = +2` → BTC is 2 standard deviations **rich** vs macro --- ### Step 4: Signal Generation **Long Entry:** `dev` crosses below `-2.0` (BTC extremely cheap vs macro) **Long Exit:** `dev` crosses above `0.0` (BTC returns to fair value) **No shorting** in default config (risk management choice - crypto volatility) --- ## How It Works ### Visual Components #### 1. Price Chart (Main Panel) **Fair Value Line (Orange):** - The estimated "macro-driven fair value" for BTC - Calculated from rolling regression on macro composite **Fair Value Bands:** - **±1σ** (light): 68% confidence zone - **±2σ** (medium): 95% confidence zone - **±3σ** (dark, dots): 99.7% confidence zone **Entry/Exit Markers:** - **Green "LONG" label** below bar: Entry signal (dev < -2) - **Red "EXIT" label** above bar: Exit signal (dev > 0) #### 2. Deviation Oscillator (Separate Pane) **Line plot:** - Shows current deviation z-score - **Green** when dev < -2 (cheap) - **Red** when dev > +2 (rich) - **Gray** when neutral **Histogram:** - Visual representation of deviation magnitude - Green bars = negative deviation (cheap) - Red bars = positive deviation (rich) **Threshold lines:** - **Green dashed at -2.0**: Entry threshold - **Red dashed at 0.0**: Exit threshold - **Gray solid at 0**: Fair value line #### 3. Correlation Panel (Top-Right) Shows live correlation and weighting for each macro asset: | Asset | Corr | Weight | |-------|------|--------| | QQQ | +0.45 | 0.45 | | DXY | -0.32 | 0.32 | | XAUUSD | +0.15 | 0.00 | | Avg \|Corr\| | 0.31 | 0.77 | **Reading:** - **Corr**: Current rolling correlation with BTC (-1 to +1) - **Weight**: How much this asset contributes to fair value (0 = excluded) - **Avg |Corr|**: Average correlation strength (should be > 0.2 for reliable signals) **Colors:** - Green/Red corr = positive/negative correlation - White weight = asset included, Gray = excluded (below minCorrAbs) #### 4. Statistics Label (Bottom-Right) ``` ━━━ BTC Macro FV ━━━ Dev: -2.34 Price: $103,192 FV: $110,500 Status: CHEAP ⬇ β: 103.52 ``` **Fields:** - **Dev**: Current deviation z-score - **Price**: Current BTC close price - **FV**: Current macro fair value estimate - **Status**: CHEAP (< -2), RICH (> +2), or FAIR - **β**: Current regression beta (sensitivity to macro) --- ## Installation & Setup ### TradingView Setup 1. Open TradingView and navigate to any **BTC chart** (BTCUSD, BTCUSDT, etc.) 2. Open **Pine Editor** (bottom panel) 3. Click **"+ New"** → **"Blank indicator"** 4. **Delete** all default code 5. **Copy** the entire Pine Script from `GHPT_optimized.pine` 6. **Paste** into the editor 7. Click **"Save"** and name it "BTC Macro Fair Value Oscillator" 8. Click **"Add to Chart"** ### Recommended Chart Settings **Timeframe:** 4h (validated timeframe) **Chart Type:** Candlestick or Heikin Ashi **Overlay:** Yes (indicator plots on price chart + separate pane) **Alternative Timeframes:** - Daily: Works but slower signals - 1h-2h: May work but not validated - < 1h: Not recommended (too noisy) ### Symbol Requirements **Primary:** BTC/USD or BTC/USDT on any exchange **Macro References:** Automatically fetched - QQQ (Nasdaq 100 ETF) - DXY (US Dollar Index) - XAUUSD (Gold spot) **Data Requirements:** - At least **90 bars** of history (warmup period) - Premium TradingView recommended for full historical data --- ## Reading the Indicator ### Identifying Signals #### Strong Long Signal (High Conviction) - ✅ Deviation < -2.0 (extreme undervaluation) - ✅ Avg |Corr| > 0.3 (strong macro relationships) - ✅ Price touching or below -2σ band - ✅ "LONG" label appears below bar **Interpretation:** BTC is extremely cheap relative to macro conditions. Historical data shows +1.67% average return over next 12 bars (48 hours at 4h timeframe). #### Moderate Long Signal (Lower Conviction) - ⚠️ Deviation between -1.5 and -2.0 - ⚠️ Avg |Corr| between 0.2-0.3 - ⚠️ Price approaching -2σ band **Interpretation:** BTC is cheap but not extreme. Consider as confirmation for other signals. #### Exit Signal - 🔴 Deviation crosses above 0 (returns to fair value) - 🔴 "EXIT" label appears above bar **Interpretation:** Mean reversion complete. Close long positions. #### Strong Short/Avoid Signal - 🔴 Deviation > +2.0 (extreme overvaluation) - 🔴 Avg |Corr| > 0.3 - 🔴 Price touching or above +2σ band **Interpretation:** BTC is expensive vs macro. Historical data shows -1.79% average return over next 12 bars. Consider exiting longs or reducing exposure. ### Regime Detection **Strong Regime (Reliable Signals):** - Avg |Corr| > 0.3 - Multiple assets weighted > 0 - Fair value line tracking price reasonably well **Weak Regime (Unreliable Signals):** - Avg |Corr| < 0.2 - Most weights = 0 (grayed out) - Fair value line diverging wildly from price - **Action:** Ignore signals until correlations strengthen
Penunjuk Pine Script®
oleh popularGnuofls7
X62 Stock Rating Tool股票评分系统 功能概述 这是一个自定义的股票综合评分系统，允许用户从基本面和技术面两个维度对股票进行评分。系统支持灵活的权重配置和项目自定义，并可根据需要选择显示不同类型的评分。 主要特性 · 分离显示选项 - 可选择单独显示基本面、技术面或综合评分 · 可自定义项目 - 6个基本面项目和6个技术面项目的标题均可自定义 · 权重评分系统 - 使用1-3级重要性权重和1-5分评分标准 · 可视化展示 - 在图表上显示评分趋势线和实时评分表格 · 智能评级 - 根据得分自动给出优秀、良好、一般、较差的评级建议 使用说明 1. 在"显示选项"中选择要查看的评分类型 2. 在"基本面设置"和"技术面设置"中自定义项目名称 3. 为每个项目设置1-5分的评分和1-3级的权重 4. 系统自动计算加权平均分并显示在图表和表格中 --- Stock Scoring System - Separable Display Overview This is a custom stock comprehensive scoring system that allows users to evaluate stocks from both fundamental and technical perspectives. The system supports flexible weight configuration and item customization, with options to display different types of scores as needed. Key Features · Separable Display Options - Choose to display fundamental, technical, or overall scores individually · Customizable Items - All 6 fundamental items and 6 technical items can be renamed · Weighted Scoring System - Uses 1-3 level importance weights and 1-5 point scoring scale · Visual Presentation - Displays score trend lines on chart and real-time score table · Smart Rating - Automatically provides Excellent, Good, Average, or Poor ratings based on scores Usage Instructions 1. Select the score types to view in "Display Options" 2. Customize item names in "Fundamental Settings" and "Technical Settings" 3. Set 1-5 point scores and 1-3 level weights for each item 4. System automatically calculates weighted average scores and displays them on chart and table --- 核心参数对照 Core Parameters 基本面评分 Fundamental Score 基于财务和业务指标的评分 技术面评分 Technical Score 基于价格和交易量指标的评分 综合评分 Overall Score 基本面和技术面的加权平均分 权重 Weight 项目重要性级别 (1-3级) 评分 Score 项目表现评分 (1-5分) 优秀 Excellent 得分 ≥ 80 良好 Good 得分 60-79 一般 Average 得分 40-59 较差 Poor 得分 < 40 --- 应用场景 Application Scenarios · 股票筛选 - 快速评估多只股票的综合质量 · 投资决策 - 为买入/持有/卖出决策提供量化依据 · 组合管理 - 监控持仓股票的评分变化趋势 · 研究分析 - 自定义评分标准以适应不同的投资策略 · Stock Screening - Quickly evaluate the comprehensive quality of multiple stocks · Investment Decisions - Provide quantitative basis for buy/hold/sell decisions · Portfolio Management - Monitor score trends of held stocks · Research Analysis - Customize scoring criteria to adapt to different investment strategies
Penunjuk Pine Script®
oleh Limbogenie
Stablecoin to BTC Market Cap RatioThis indicator calculates the ratio of the combined market capitalization of USDT and USDC stablecoins to the market capitalization of BTC. Data is updated daily from TradingView's CRYPTOCAP sources. It is displayed as a line in a separate panel, allowing analysis of stablecoin liquidity dynamics relative to BTC. How to Use Add the indicator to any asset chart in TradingView. It is useful for assessing the potential buying power of stablecoins in the cryptocurrency market. High ratio values may signal accumulation of liquidity in stablecoins, often preceding growth in BTC or altcoins (bullish signal). Low values indicate a decrease in the role of stablecoins, which may be bearish. It is recommended to combine with other indicators, such as RSI or volumes, to confirm trends.
Penunjuk Pine Script®
oleh iCD_creator
WM & HS Radar (Block-Free)The W/M + H&S Radar automatically scans for double-top/double-bottom (M and W) and head-and-shoulders style reversal structures across any timeframe. How it works: Detects repeating pivot formations that resemble W (double bottom) or M (double top) structures. Draws neckline levels for each pattern and highlights potential breakout points. Confirms breakout validity when price closes beyond the neckline (optionally requiring a 1.2× volume surge). Generates alerts when a valid W Long or M Short trigger occurs. Best used on: 15m, 1h, or 4h charts to identify medium-term reversal entries. Recommended companion: Orion Daily HL + Volume indicator for higher-timeframe context. Alert Options: “W Long Trigger” → Bullish reversal breakout. “M Short Trigger” → Bearish reversal breakout. Usage Tip: Combine with your support/resistance zones and ATR-based stop sizing from your Money Momentum Tracker to validate A-setups only.
Penunjuk Pine Script®
oleh matthews86rx
Trappp's Advanced Multi-Timeframe Trading ToolkitTrappp's Advanced Multi-Timeframe Trading Toolkit This comprehensive trading script by Trappp provides a complete market analysis framework with multiple timeframe support and resistance levels. The indicator features: Key Levels: · Monthly (light blue dashed) and Weekly (gold dashed) levels for long-term context · Previous day high/low (yellow) with range display · Pivot-based support/resistance (pink dashed) · Premarket levels (blue) for pre-market activity Intraday Levels: · 1-minute opening candle (red) · 5-minute (white), 15-minute (green), and 30-minute (purple) session levels · All intraday levels extend right throughout the trading day Technical Features: · EMA 50/200 cross detection with alert labels · Candlestick pattern recognition near key levels · Smart proximity detection using ATR · Automatic daily/weekly/monthly updates Trappp's script is designed for traders who need immediate visual reference of critical price levels across multiple timeframes, helping identify potential breakouts, reversals, and pattern-based setups with clear, color-coded visuals for quick decision-making.
Penunjuk Pine Script®
oleh AntonioUA
Live P&L IndicatorThis script gives you a simple, no-nonsense way to see your live profit and loss right on your chart. It stays fixed in the center (slightly offset for balance), updating automatically as price moves — so you always know where you stand without checking your account tab. You can manually set your entry, clear it, or let the script freeze once your take-profit target is hit — perfect for keeping emotions in check when the trade’s already done its job. Everything’s built to look clean and professional — no clutter, no distractions, just a sleek overlay.
Penunjuk Pine Script®
oleh incentivity
Ethereum Sleepy Wallets – 6-Month DormancyWhat This Indicator Does It measures how many Ethereum addresses have been completely inactive for at least 6 months (≥ 180 days) — using official Glassnode and CryptoQuant on-chain metrics. This reveals deep conviction among long-term ETH holders Core Concept: Direct 6-Month Dormancy The indicator uses two precise on-chain signals: Total Unique ETH Addresses From GLASSNODE:ETH_ADDRESSES or CRYPTOQUANT:ETH_TOTAL_ADDRESSES Counts every address ever used on Ethereum Addresses Inactive ≥ 180 Days From GLASSNODE:ETH_ADDRESSES_GREATER_THAN_180_DAYS Counts every address that has not sent or received ETH in 6+ months Sleepy ETH = Dormant ≥ 180 Days Sleepy Ratio % = (Sleepy / Total) × 100 This is not an estimate — it’s direct, real dormancy. Why 6-Month Dormancy Matters Short-term activity (7-day) = noise from DeFi, NFTs, trading 180-day inactivity = true HODLing — coins untouched through entire market cycles Historically: Rising dormancy → supply drying up → bullish pressure Falling dormancy → long-term holders selling → bearish warning How It Works (Step-by-Step) Fetches daily data from Glassnode (Pro+) or CryptoQuant (free) Selects real data if available; otherwise uses robust fallback Calculates raw sleepy wallets = addresses inactive ≥ 180 days Smooths the signal with a 21-day simple moving average (SMA) to filter noise Computes Sleepy Ratio % for instant conviction reading Displays live info table with exact values on every bar How to Use It Signal Interpretation Suggested Action Sleepy Ratio > 75% and rising Extreme long-term HODLing Strong accumulation — buy/hold Smooth Sleepy trending up Dormancy growing over 21 days Bullish supply shock forming Sleepy Ratio < 68% and falling Long-term coins re-entering circulation Caution — possible distribution Smooth Sleepy dropping fast HODLers breaking after 6+ months Bearish warning — consider exits Use on Daily (D) or Weekly (W) charts for clean, reliable signals. Pro+ vs Free Mode Mode Data Source Accuracy Pro+ (Glassnode ON) Real 180-day dormancy metric 100% precise Free (Glassnode OFF) CryptoQuant + price-scaled estimate ~80% historical correlation Toggle in settings: Use Glassnode Data What Makes This Indicator Original First open-source script to directly plot Ethereum’s 6-month dormancy using official ADDRESSES_GREATER_THAN_180_DAYS No fake math — uses true inactivity, not active address subtraction Dual-source logic ensures usability on any TradingView plan Dual output: raw sleepy count + 21-day SMA for precision and trend Live info table shows real-time values and data source
Penunjuk Pine Script®
oleh bristleconewealth
Macro Valuation Oscillator (MVO)Macro Valuation Oscillator (MVO) is a macro-relative-strength indicator that compares the current valuation of an asset against three key benchmarks: Gold, USD, and Bond. It helps visualize how the asset performs in relative macro terms over time. When the MVO line for Gold (yellow) moves below the neutral zone (0), it reflects relative weakness against gold. When it rises above +80, it indicates relative strength or potential overheating compared to gold. The same concept applies to USD (blue) and Bond (purple) lines. The indicator highlights macro-rotation behavior, showing periods when assets outperform (green) or underperform (red) in relative value. It is mainly intended for daily charts, providing a clear visual framework for assessing long-term macro relationships and timing within broader market cycles.
Penunjuk Pine Script®
oleh Uttaya