Z-Score Financial Market Conditions | JeffreyTimmermansZ-Score Financial Market Conditions
The Z-Score Financial Market Conditions indicator is a cutting-edge tool for measuring financial market stress and relaxation by combining eight critical financial metrics into a single composite Z-score. This dynamic indicator provides traders and analysts with actionable insights into the overall state of the financial markets, enabling informed decision-making across various trading and investment systems.
Purpose of the Indicator
This indicator serves as a comprehensive gauge of financial market conditions, offering a clear visualization of whether the markets are in a state of stress (elevated risks) or relaxation (normalized conditions). The Z-Score Financial Market Conditions tool is particularly effective for:
Macro-Level Risk Assessment: Identifying periods of high market stress or calmness.
Trend Following Systems: Gauging the market's underlying conditions to validate trends.
Mean Reversion Strategies: Using extreme Z-score levels to detect potential reversals.
Portfolio Risk Management: Adjusting asset exposure based on market-wide financial conditions.
This indicator works exclusively on the 1-day timeframe, as it is calibrated to analyze daily changes in the financial metrics that drive market behavior.
The Eight Key Components and Their Importance
The composite Z-score integrates the Z-scores of the following eight financial metrics. These metrics have been selected for their complementary insights into various aspects of financial market conditions:
VIX (S&P 500 Volatility Index)
Reflects implied volatility in the U.S. equity market.
High VIX values indicate increased uncertainty and risk aversion among market participants.
MOVE (US Treasury Bond Volatility Index)
Captures volatility in U.S. Treasury bonds.
Essential for understanding risk in fixed-income markets, which significantly impact broader economic conditions.
ICE BofA High Yield Option Adjusted Spread (BAMLH0A0HYM2)
Measures the risk premium for high-yield corporate bonds.
Rising spreads suggest increased credit risk and potential economic stress.
ICE BofA Corporate Index Option Adjusted Spread (BAMLC0A0CM)
Tracks credit spreads in the investment-grade bond market.
Helps evaluate the health of higher-quality corporate debt, a key indicator of financial stability.
ICE BofA US High Yield Index Spread (BAMLH0A0HYM2)
Focuses on high-yield U.S. corporate bonds.
Provides localized insights into U.S. credit conditions and risk levels.
CDS (Credit Default Swap Spreads)
Measures the cost of insuring against bond defaults.
Rising CDS spreads signal growing concern over creditworthiness, often a leading indicator of financial stress.
Global Bond Spread (AGG)
Represents global fixed-income spreads.
Offers a broader perspective on international financial conditions beyond the U.S. market.
TED Spread (Treasury-EuroDollar Spread)
The difference between interbank lending rates and short-term U.S. Treasury yields.
Widely regarded as an indicator of systemic risk in the banking sector.
Features and Improvements
This script builds upon the original concept by introducing advanced features to enhance its precision and usability:
Lookback Period Adjustment
A customizable lookback period for Z-score calculations (default: 160 days).
Allows for greater flexibility in adapting to different market conditions.
Moving Average (MA) Smoothing
Optional smoothing of Z-scores using an exponential moving average (EMA) for enhanced clarity.
Default smoothing length: 8 days.
Individual Component Visibility
Plots for individual Z-scores can be enabled or disabled to focus on specific metrics.
Dynamic Background Coloring
Visual cues to indicate bullish (green) or bearish (red) financial conditions based on the composite Z-score.
Custom Inputs
Toggle on/off for each financial metric to tailor the indicator to specific use cases.
Customizable parameters for smoothing and moving averages.
Applications
This indicator is versatile and can be effectively used in various trading systems and strategies:
Long-Term Investment Decision-Making: Assess macroeconomic trends for portfolio rebalancing.
Systematic Trading: Incorporate market conditions into algorithmic models to enhance robustness.
Volatility-Based Strategies: Use Z-score fluctuations to anticipate periods of market turbulence or calm.
Credits
This indicator was inspired by and builds upon the work of TomasOnMarkets . While incorporating significant enhancements, it acknowledges the foundational concepts provided by this original source. Thank you for sharing your input on this important indicator. We are honored to use it and to further improve upon it.
-Jeffrey
Analisis Fundamental
Dynamic Risk-Adjusted Performance Ratios with TableWith this indicator, you have everything you need to monitor and compare the Sharpe ratio, Sortino ratio, and Omega ratio across multiple assets—all in one place. This tool is designed to help save time and improve efficiency by letting you track up to 15 assets simultaneously in a fully customizable table. You can adjust the lookback period to fit your trading strategy and get a clearer picture of how your assets perform over time. Instead of switching between charts, this indicator puts all the critical information you need at your fingertips.
Sharpe Ratio -
Helps evaluate the overall efficiency of investments by comparing the average return to the total risk (measured by the standard deviation of all returns). Essentially, it tells you how much excess return you’re getting for each unit of risk you’re taking. A higher Sharpe ratio means you’re getting better risk-adjusted performance—something you’ll want to aim for in your portfolio.
Sortino Ratio -
Goes a step further by focusing only on downside risk—because let’s face it, no one worries about positive volatility. This ratio is calculated by dividing the average return by the standard deviation of only the negative returns. Perfect for those concerned about avoiding losses rather than chasing extreme gains. It gives you a sharper view of how well your assets are performing relative to the risks you’re trying to avoid.
Omega Ratio -
Offers a unique perspective by comparing the sum of positive returns to the absolute sum of negative returns. It’s a straightforward way to see if your wins outweigh your losses. A higher Omega ratio means your positive returns significantly exceed the downside, which is exactly what you want when building a strong, reliable portfolio.
This indicator is perfect for traders who want to streamline their decision-making process and gain an edge. Bringing together these three critical ratios into a single user-defined table makes it easy to compare and rank assets at a glance. Whether optimizing a portfolio or looking for the best opportunities, this tool helps you stay ahead by focusing on risk-adjusted returns. The customizable lookback period lets you tailor the analysis to fit your unique trading approach, giving you insights that align with your goals. If you’re serious about making data-driven decisions and improving your trading outcomes, this indicator is a game-changer for your toolkit.
Data TransformerIt is a data transformer. Is something TradingView lacks right now.
It is simple, it lets you transform the symbol of the chart into this options:
% change
change
QoQ change
QoQ change %
YoY change
YoY change %
Drawdawn %
Drawdawn
Cumulative
DCA Buy v1Key Features
1. Selective Entry Filters
Trend Filter
Enabled through "Enable Trend Filter?" using the "EMA Length" setting to ensure entries align with prevailing trends.
Momentum Filter
Configured using "Enable Momentum Filter?" combined with "RSI Length" and "RSI Source" to detect oversold conditions.
Bollinger Filter
Activated via "Enable Bollinger Filter?" along with "BB Length" and "BB Multiplier" to focus entries on deeper price dips below Bollinger Bands.
2. DCA Configuration
Base Order Settings
Choose between a percentage ("Base Order % of Equity/Initial Capital") or fixed value ("Base Order Value ($)").
Safety Order Settings
Fine-tune "Initial Deviation (%)" and "Price Deviation Multiplier" to control the spacing of safety orders.
Use "Volume Scaling Factor (Qty)" to scale the size of each subsequent safety order.
Customize the "First Safety Order Type" as either value-based or a multiplier of the base order using "1st Safety Order Value ($)" or "1st Safety Order Multiplier (Qty)".
Set the maximum number of safety orders through "Max Safety Orders".
3. Profit and Risk Management
Take Profit Settings
"Take Profit (%)" triggers a sell when a specific profit percentage above the average entry is reached.
Use "Trailing Take Profit (%)" to lock in profits while capturing additional upside if prices continue to rise.
Stop Loss Settings
Configure "Stop Loss (%)" to prevent excessive drawdowns by closing all positions when prices drop below a defined percentage.
4. Time Control & Visualization
Time Filters
Define trading windows with "Start Time" and "End Time".
Use "Cooldown (Seconds)" to avoid frequent entries during rapid price movements.
Visualization
Enable "Show Average Entry Price", "Show Take Profit Level", and "Show Stop Loss Level" to plot key levels on the chart for better monitoring.
5. Performance Metrics
Built-in performance tracking includes:
Net Profit (%): Measures overall profitability.
Win Rate (%): Displays the ratio of winning trades.
Max Drawdown (%): Tracks the largest equity decline.
Trading Days: Calculates the duration of active trades.
Profit/Day (%): Evaluates daily returns.
The performance table also shows average cycle duration and utilization of available capital.
WMA Killer Ratio Analysis | JeffreyTimmermansWMA Killer Ratio Analysis
The WMA Killer Ratio Analysis is a highly responsive trend-following indicator designed to deliver quick and actionable insights on the ETHBTC ratio. By utilizing advanced smoothing methods and normalized thresholds, this tool efficiently identifies market trends. Let’s dive into the details:
Core Mechanics
1. Smoothing with Standard Deviations
The WMA Killer Ratio Analysis begins by smoothing source price data using standard deviations, which measure the typical variance in price movements. This creates dynamic deviation levels:
Upper Deviation: Marks the high boundary, indicating potential overbought conditions.
Lower Deviation: Marks the low boundary, signaling potential oversold conditions.
These levels are integrated with the Weighted Moving Average (WMA), filtering out market noise and honing in on significant price shifts.
2. Weighted WMA Bands
The WMA is further refined with dynamic weighting:
Upper Weight: Expands the WMA, creating an Upper Band to capture extreme price highs.
Lower Weight: Compresses the WMA, forming a Lower Band to reflect price lows.
This adaptive dual-weighting system highlights potential areas for trend reversals or continuations with precision.
3. Normalized WMA (NWMA) Analysis
The Normalized WMA adds a deeper layer of trend evaluation: It calculates the percentage change between the source price and its smoothed average. Positive NWMA values suggest overbought conditions, while negative NWMA values point to oversold conditions.
Traders can customize long (buy) and short (sell) thresholds to align signal sensitivity with their strategy and market conditions.
Signal Logic
Buy (Long) Signals: Triggered when the price remains above the lower deviation level and the NWMA crosses above the long threshold. Indicates a bullish trend and potential upward momentum.
Sell (Short) Signals: Triggered when the price dips below the upper deviation level and the NWMA falls beneath the short threshold. Suggests bearish momentum and a potential downward trend.
Note: The WMA Killer Ratio Analysis is most effective when paired with other forms of analysis, such as volume, higher time-frame trends, or fundamental data.
Visual Enhancements
The WMA Killer Ratio Analysis emphasizes usability with clear and dynamic plotting features:
1. Color-Coded Trend Indicators: The indicator changes color dynamically to represent trend direction. Users can customize colors to suit specific trading pairs (e.g., ETHBTC, SOLBTC).
2. Threshold Markers: Dashed horizontal lines represent long and short thresholds, giving traders a visual reference for signal levels.
3. Deviation Bands with Fill Areas: Upper and Lower Bands are plotted around the WMA. Shaded regions highlight deviation zones, making trend boundaries easier to spot.
4. Signal Arrows and Bar Coloring: Arrows or triangles appear on the chart to mark potential buy (upward) or sell (downward) points. Candlesticks are color-coded based on the prevailing trend, allowing traders to interpret the market direction at a glance.
Customization Options
Adjustable Thresholds: Tailor the sensitivity of long and short signals to your strategy.
Dynamic Weighting: Modify upper and lower band weights to adapt the WMA to varying market conditions.
Source Selection: Choose the preferred input for price data smoothing, such as closing price or an average (hl2).
The WMA Killer Ratio Analysis combines rigorous mathematical analysis with intuitive visual features, providing traders with a reliable way to identify trends and make data-driven decisions. While it excels at detecting key market shifts, its effectiveness increases when integrated into a broader trading strategy.
-Jeffrey
VWAP Valuation Model | JeffreyTimmermansVWAP Valuation Model
This indicator provides a powerful tool for traders looking to assess the value of an asset based on the VWAP (Volume Weighted Average Price) and the z-score. The VWAP Valuation Model is designed to give insights into the overbought or oversold condition of an asset by comparing the current price to a volume-weighted average over a defined period.
Key Features:
VWAP Baseline: The indicator calculates a volume-weighted moving average of the price, which serves as the core reference line for price analysis.
Z-Score: The z-score is calculated to determine how far the current price deviates from the mean, adjusted for volatility. This score helps identify overbought and oversold conditions.
Smoothing Option: Optionally, the indicator can be smoothed for better visualization, with the smoothing length being adjustable.
Real-time Data: The indicator provides real-time insights for multiple assets, such as Bitcoin (BTCUSD), Ethereum (ETHUSD), and Solana (SOLUSD), and can take the broader market performance (like the total crypto market) into account.
Z-Score Table: The indicator features an interactive table that provides valuable information on the z-scores of selected assets, allowing traders to quickly get an overview of market conditions. The table is strategically positioned above the chart for maximum visibility without interfering with the chart data.
Usage:
Overbought/Oversold: A z-score above +1.5 indicates overvaluation (overbought), while a score below -1.5 indicates undervaluation (oversold). This indicator helps in making informed trading decisions.
VWAP Range: The indicator offers a visual representation of the VWAP range, crucial for understanding price trends and market dynamics.
This indicator is ideal for investors interested in fundamental analysis while also needing technical insights to identify buy and sell opportunities. It helps to objectively assess market valuation and make well-informed decisions.
Important Note: This indicators works only in mean-reverting markets, not trending periods.
-Jeffrey
Z-Score + Valuation BTC | JeffreyTimmermansBTC Valuation Indicator with Z-Score Analysis
The BTC Valuation Indicator is a sophisticated tool designed to offer traders and analysts a deeper understanding of Bitcoin’s market valuation, empowering them to make more informed decisions. By utilizing a combination of key moving averages and a logarithmic trendline, along with advanced statistical analysis through the Z-Score Indicator, this tool provides a comprehensive view of Bitcoin’s potential undervaluation or overvaluation.
Key Features:
200MA/P (200-Day Moving Average to Price Ratio)
This component compares Bitcoin’s current price to its 200-day Simple Moving Average (SMA), offering insights into the long-term trend. A positive value signals a potential undervaluation of Bitcoin, while a negative value may indicate overvaluation.
Use case: Identifying long-term price trends to forecast potential buying or selling opportunities.
50MA/P (50-Day Moving Average to Price Ratio)
This ratio focuses on the short-term dynamics of Bitcoin’s price, comparing it to its 50-day SMA. It helps traders detect bullish or bearish trends in the immediate future.
Use case: Spotting short-term market movements and adjusting strategies accordingly.
LTL/P (Logarithmic TrendLine to Price Ratio)
This ratio incorporates Bitcoin’s historical age, using a logarithmic trendline to measure price movements against long-term expectations. A divergence from this trendline can signal potential overvaluation or undervaluation, assisting in aligning trading decisions with broader market trends.
Use case: Evaluating the overall trajectory of Bitcoin’s value over time and predicting significant market shifts.
Z-Score Indicator Integration:
The BTC Valuation Indicator utilizes the Z-Score, a powerful statistical measure, to assess how far each of the aforementioned ratios deviates from the mean. Z-Scores help standardize these ratios, allowing traders to gauge the severity of under or overvaluation compared to historical averages.
What is a Z-Score?
A Z-score measures how far a data point is from the mean in terms of standard deviations. A Z-score of 0 indicates the value is exactly at the mean, while a positive or negative score shows how much the value deviates from it. A higher Z-score signals a more significant deviation, potentially pointing to a market anomaly, while a Z-score near 0 indicates normal conditions.
For instance:
A Z-score above +2 indicates that Bitcoin may be overvalued, with the likelihood of a market correction or reversion to the mean.
A Z-score below -2 signals possible undervaluation, suggesting an upward trend may be on the horizon.
Z-Score and Market Volatility
The Z-Score Indicator can be used in conjunction with volatility measures, such as the CBOE Volatility Index (VIX), to forecast potential market volatility. Just as a Z-scored VIX above +2 suggests decreasing volatility and the possibility of an upward trend, a Z-scored VIX below -2 indicates increasing volatility and a potential downward trend. This parallel can be used to predict Bitcoin’s potential movements in times of market uncertainty.
How to Use:
The BTC Valuation Indicator, when paired with the Z-Score, provides a more refined statistical framework to analyze Bitcoin’s market conditions. This integration allows traders to assess the severity of potential trends and price anomalies, assisting in the identification of profitable entry and exit points.
Important Considerations:
No Guarantee of Market Predictions: While this indicator is a valuable tool for assessing market conditions, no indicator can guarantee future performance. Always consider multiple factors and use the indicator as part of a comprehensive strategy.
Market Dynamics:
As market conditions evolve, continuously refine your approach. Historical performance may not be indicative of future results, and traders should remain vigilant to changing trends and developments.
By combining the power of moving averages, logarithmic trend lines, and Z-scores, the BTC Valuation Indicator equips investors with a robust, data-driven approach to Bitcoin valuation, enhancing decision-making and enabling a more nuanced understanding of market dynamics.
-Jeffrey
Correlation Pro
Smart Correlation Pro is an indicator for assessing the correlation between two assets in the market. It analyzes correlation over a selected period and provides traders with flexible tools for making informed decisions.
Key Features:
1. Correlation coefficient (-1 to 1):
• 1: Perfect positive correlation (movement in the same direction).
• 0: No correlation (assets are independent).
• -1: Perfect negative correlation (movement in opposite directions).
2. Dynamic analysis:
• Changes the color of the line depending on the strength of the correlation:
• Green — high positive correlation.
• Red — high negative correlation.
• Gray — weak or no correlation.
3. Trading signals:
• Automatic alerts when important correlation levels are reached (> 0.8 or < -0.8).
• Visual cues for identifying potential entry points or risk diversification.
4. Customizable settings:
• Compare any two assets (e.g., BTC and ETH).
• Ability to choose the correlation calculation period.
Who it’s for:
• Traders analyzing coin movements in the cryptocurrency market.
• Investors looking for the strongest or weakest assets for their portfolio.
• Those working with hedging or diversification strategies.
How to Use:
1. Set the second asset in the indicator settings.
2. Analyze the correlation change on the chart:
• High positive correlation → similar price movement, opportunity for hedging.
• High negative correlation → opposite movement, suitable for diversification.
• Low correlation → independence of assets, opportunity to choose the stronger asset.
Benefits:
• Easy to use.
• Instant analysis of asset correlations.
• Increases decision-making accuracy in the market.
(Опис:
Smart Correlation Pro — це індикатор для оцінки взаємозв’язку між двома активами на ринку. Він аналізує кореляцію за обраним періодом та надає трейдерам гнучкі інструменти для ухвалення обґрунтованих рішень.
Основні можливості:
1. Коефіцієнт кореляції (-1 до 1):
• 1: Ідеальна позитивна кореляція (рух в одному напрямку).
• 0: Відсутність кореляції (активи незалежні).
• -1: Ідеальна негативна кореляція (рух у протилежних напрямках).
2. Динамічний аналіз:
• Змінює колір лінії залежно від сили кореляції:
• Зелений — висока позитивна кореляція.
• Червоний — висока негативна кореляція.
• Сірий — слабка або відсутня кореляція.
3. Сигнали для трейдингу:
• Автоматичні оповіщення при досягненні важливих рівнів кореляції (> 0.8 або < -0.8).
• Візуальні підказки для визначення можливих точок входу або диверсифікації ризиків.
4. Гнучкість налаштувань:
• Порівнюйте будь-які два активи (наприклад, BTC та ETH).
• Можливість обирати період розрахунку кореляції.
Кому підходить:
• Трейдерам, які аналізують рух монет на криптовалютному ринку.
• Інвесторам, що шукають найсильніші або найслабші активи для портфеля.
• Тих, хто працює з хеджуванням або диверсифікацією.
Як використовувати:
1. Встановіть другий актив у параметрах індикатора.
2. Аналізуйте зміну кореляції на графіку:
• Висока позитивна кореляція → схожий рух цін, можливість хеджування.
• Висока негативна кореляція → протилежний рух, підходить для диверсифікації.
• Низька кореляція → незалежність активів, можливість вибору сильнішого активу.
Переваги:
• Простота у використанні.
• Миттєвий аналіз взаємозв’язків між активами.
• Підвищує точність рішень на ринку.)
ROE BandROE Band shows the return on net profit from shareholders' equity and the formula for decomposition
ROE = ROA x CSL x CEL
ROE Band consists of 5 parts:
1. ROE (TTM) is the 12-month ROE calculation in "green"
2. Return on Equity (ROE) is the current quarterly net profit / the average of the beginning and ending periods of shareholders' equity in "yellow"
3. Return on Assets (ROA) is the current quarterly NOPAT (net profit before tax) / the average of the beginning and ending periods of total assets in "blue"
4. Capital structure leverage (CSL) is a financial measure that compares a company's debt to its total capital. It is calculated by taking the average of the beginning and ending periods of total assets / the average of the beginning and ending periods of shareholders' equity. The higher the CSL, the more deb, in. "red"
5. Common earnings leverage (CEL) is the proportion of net profit and NOPAT (net profit before tax), where a lower CEL means more tax, in "orange"
The "😱" emoji represents the value if it increases by more than or decreases by less than 20%, e.g.
- ROE(TTM), ROE, ROA, CEL is decreasing
- CSL is increasing
The "🔥" emoji represents the value if it increases by more than or decreases, e.g.
- ROE(TTM), ROE, ROA, CEL is increasing
- CSL is decreasing
Market Cap LevelsThis indicator zeroes in on those key “round number” market caps and marks them right on your price chart, converting cumbersome billions into crisp, easy-to-track figures (e.g., “10 B”). Instead of getting lost in massive numbers, you’ll instantly see whether a stock is flirting with a big valuation threshold.
Why It Matters & How Big Players Might Use It:
Round-Number Magnet: Institutions often treat nice, round market caps as psychological checkpoints. When a company edges near or beyond SEED_TVCODER77_ETHBTCDATA:5B , SEED_TVCODER77_ETHBTCDATA:10B , or even $500B, it can spark new waves of interest—or caution.
Behavioral Insights: These lines can act like magnets or barriers, hinting at spots where price action could shift if the broader market starts perceiving the company as hitting “the next major level.”
Clean Visuals, Quick Decisions: By placing these key valuations directly on your chart, you can instantly gauge whether a stock is hovering just below or sailing above a major capital milestone—no calculator needed.
Entry-Exit pointThis indicator combines Bollinger Bands and RSI (Relative Strength Index) to generate entry and exit signals based on price movements and trend conditions.
### Key Features:
- **Bollinger Bands**: The indicator uses Bollinger Bands to assess volatility, with the upper and lower bands plotted around a simple moving average (SMA) of the price. The bands expand and contract based on the standard deviation, providing insights into potential overbought or oversold conditions.
- **RSI**: The RSI is used to determine if the price is overbought or oversold. In this case, it highlights conditions when the RSI is below 40 (oversold) for bullish signals and above 65 (overbought) for bearish signals.
- **Trend Analysis**: The indicator analyzes the previous high and low values to determine the market trend. It identifies uptrend and downtrend conditions based on recent price action.
- **Entry Signals**:
- **Bullish Entry (Green Arrows)**: A signal is generated when the price touches or dips below the lower Bollinger Band, the RSI is under 40, and the current candle shows a downtrend (lower high and low).
- **Bearish Entry (Red Arrows)**: A signal is triggered when the price touches or rises above the upper Bollinger Band, the RSI is above 65, and the current candle shows an uptrend (higher high and low).
### Visuals:
- **Green Up Arrows**: Indicate a potential bullish entry point, plotted below the bar.
- **Red Down Arrows**: Indicate a potential bearish entry point, plotted above the bar.
- **Bollinger Bands**: The upper and lower bands are shown in red and green, with the basis (SMA) in blue.
This indicator provides a clear, rule-based system for detecting potential price reversals based on both volatility (Bollinger Bands) and momentum (RSI), making it useful for traders looking to enter positions during strong trend reversals.
by Frank R.
Abraço primo Lucas Rodrigues
RSI and CMF V 1.0
Introduction: RSI and CMF
The Relative Strength Index (RSI) and Chaikin Money Flow (CMF) are two powerful tools for analyzing market behavior. Each serves a unique purpose and provides insights into different aspects of price action.
The RSI measures the speed and magnitude of price movements. By comparing recent gains to losses over a chosen period, it identifies overbought and oversold conditions in the market. RSI focuses solely on price and offers traders a quick glance at whether an asset is trending too high or too low relative to its recent performance.
On the other hand, the CMF evaluates market behavior by integrating both price and volume. It measures money flow to determine whether an asset is being accumulated (bullish) or distributed (bearish). Positive CMF values indicate buying pressure, while negative values signal selling pressure, making it an essential tool for volume-based analysis.
Our Innovation
Traditionally, indicators like the RSI and CMF are analyzed in separate panels, limiting their connection to the price chart itself. We’ve developed an innovative solution that combines the power of these two indicators, enabling traders to simultaneously measure both price movements and volume flow in a unified visualization. By mapping the RSI and CMF directly onto the price chart, our indicator provides a seamless way to observe and analyze how price momentum and money flow interact with the actual price action.
This integration of volume, price, and momentum into a single chart offers traders a comprehensive tool for deeper market insights and faster decision-making.
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Simple Settings Panel with Tooltips
Our indicator comes with an intuitive and user-friendly settings panel, designed for ease of use and full customization. Each input is accompanied by a tooltip to guide users through the settings and ensure clear understanding of their purpose.
Settings Overview
1. Enable RSI over Price:
Tooltip: "Toggle this option to enable or disable the RSI plotted on the price chart."
This setting allows users to control whether the RSI is displayed directly over the price chart.
2. RSI Length:
Default Value: 14
Tooltip: "Set the period for RSI calculation. Typical value is 14."
Adjusts the time period used for RSI calculations, affecting its sensitivity to price changes.
3. RSI Source:
Default Value: Close
Tooltip: "Choose the data source for RSI calculation, usually the closing price."
Allows users to specify which price data (e.g., close, open, high, low) is used in the RSI calculation.
4. Enable CMF over Price:
Tooltip: "Toggle this option to enable or disable the CMF mapped onto the price chart."
Controls the visibility of the CMF line on the price chart.
5. CMF Length:
Default Value: 20
Tooltip: "Set the period for CMF calculation. Typical value is 20."
Adjusts the time period used to compute the CMF, determining the volume-weighted money flow sensitivity.
Description of RSI and CMF Settings
RSI Settings:
The RSI Length determines how many periods are included in the RSI calculation. Shorter lengths make the RSI more reactive to price changes, while longer lengths smooth out fluctuations. The RSI Source provides flexibility in selecting the price input for calculation, which is typically the closing price by default.
CMF Settings:
The CMF Length defines how many periods are used to calculate the Chaikin Money Flow, enabling users to focus on short-term or long-term trends in money flow. Enabling the CMF over price ensures the relationship between volume and price action is visually evident on the price chart.
The Style Settings
panel allows users to customize the visual appearance of the indicator, ensuring clarity and alignment with their preferences. Users can independently adjust the line colors for RSI and CMF, with default settings of green for RSI and red for CMF, enabling a clear distinction between the two.
Additionally, the Fill between RSI and CMF option provides two customizable colors (Color 0 and Color 1) to represent the dynamic fill. This fill visually highlights the relationship between the RSI and CMF, enhancing the interpretability of their interaction on the price chart. The settings also include options to toggle precision, labels on the price scale, and values in the status line for added flexibility.
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How to Analyze with RSI and CMF V 1.0
The RSI and CMF V 1.0 indicator provides an intuitive and integrated approach to analyzing market trends, combining momentum and volume dynamics directly on the price chart. Its innovative mapping of RSI and CMF makes it easy to spot key trends and reversals with unmatched clarity.
Key Insights:
1. Dynamic Relationship Between RSI and CMF:
The indicator maps RSI (momentum-based) and CMF (volume-based) values onto the price chart. This makes it easier to analyze how price momentum aligns with money flow.
The color-coded fill highlights the strength of their relationship:
- Blue Fill: RSI is stronger than CMF, indicating price momentum leads the movement.
- Red Fill: CMF dominates RSI, reflecting the strength of volume flow.
2. Spotting Trends:
Uptrends: Consistent blue fills paired with RSI and CMF rising together suggest bullish momentum backed by strong volume.
Downtrends: Red fills with declining RSI and CMF signal bearish pressure driven by selling volume.
3. Reversals and Divergences:
Divergences between price action and the mapped RSI/CMF lines can signal potential reversals.
For instance, if price is rising but RSI and CMF are both falling, it could indicate weakening bullish momentum.
Ease of Use:
Color Coding: The dynamic fills (blue and red) allow for immediate visual identification of trend strength and direction, reducing analysis time.
Overlay on Price: By plotting directly on the price chart, traders don’t need to switch between multiple panels, ensuring the context remains clear.
Customizable Settings: Inputs for length, source, and enable/disable toggles make it adaptable for all trading styles and timeframes.
In conclusion, this indicator offers a visually clear and easy-to-understand way to combine momentum and volume analysis, empowering traders with actionable insights at a glance.
Market Capital Gain Loss By Abhay B. JagdaleMarket Capital Gain Loss (MCGL) by Abhay B. Jagdale is an advanced indicator designed to visualize and analyze the market capitalization of a stock based on real-time price data. It leverages financial metrics and price action to help traders and investors understand how the stock's valuation evolves over time.
This script calculates market capitalization using the stock's Total Shares Outstanding (TSO), combined with open, high, low, and close prices. The results are displayed in an easy-to-read format, using the following visual elements:
Step Line Plot: Shows the market capitalization trend, where green indicates a positive change and red indicates a negative change compared to the previous bar.
Custom Candles: Represent the market cap's open, high, low, and close values, offering a candle-like visualization for valuation.
Dynamic Labels: Display the high, current, and low market capitalization values for each bar, giving users a clear snapshot of key data points.
Features:
Automatically calculates market capitalization using financial data for supported stocks.
Highlights gains and losses with intuitive color-coding (green for gains, red for losses).
Displays detailed market capitalization metrics in labels for added clarity.
Suitable for all trading styles, including day trading and long-term analysis.
Use Cases:
Stock Valuation Tracking: Understand how market cap changes in real-time based on price action.
Trend Identification: Spot valuation trends and reversals using color-coded step lines and candles.
Market Cap Insights: Gain additional context about stock performance with dynamic labels showcasing high, low, and current capitalization.
Note: This indicator relies on the request.financial function to fetch the total shares outstanding (TSO). For stocks that don't support this data, the TSO will default to 0, and calculations will not be displayed. Ensure the stock symbol supports financial data to use this indicator effectively.
Disclaimer:
This script is intended for informational purposes only and should not be used as the sole basis for making trading decisions. Always conduct your own research before investing.
Stronger V4.0 - Optimized Trading Strategy
Name: Stronger V4.0 - Optimized Trading Strategy
Introduction:
Stronger V4.0 is a structured trading strategy designed to identify and act on market breakout and reversal opportunities. By employing advanced filtering tools such as RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), and Bollinger Bands, this strategy aims to reduce market noise and provide reliable trading signals.
The strategy dynamically adapts to changing market conditions, focusing on delivering high-quality signals rather than frequent ones. This allows traders to approach markets with more confidence and clarity.
How the Strategy Works and Key Features:
How Stronger V4.0 Works:
Stronger V4.0 combines advanced technical indicators and custom logic to identify optimal entry and exit points in the market. By dynamically integrating filters like RSI, MACD, and Bollinger Bands, the strategy adjusts to market conditions and minimizes noise to deliver high-quality signals.
Key Features:
Dynamic Price Analysis:
Tracks price movements within specific periods to detect breakout and reversal opportunities.
Advanced Filtering Mechanisms:
RSI Filter: Avoids trades in overbought/oversold market conditions.
MACD Filter: Confirms market momentum and trend direction.
Bollinger Bands: Adapts thresholds based on market volatility.
Risk Management:
Limits trade risk to sustainable levels to preserve equity.
Encourages consistent growth by maintaining a maximum risk per trade.
Customizable Parameters:
Users can toggle long or short trades and adjust filter settings to match their trading preferences.
Minimalist Display:
Focuses on essential signals only, ensuring a clean and easy-to-read chart layout.
Market Breakout Identification:
One of Stronger V4.0's core functionalities is identifying significant breakout points. These breakout points are calculated based on dynamic price movements and market momentum.
Key moments are highlighted when the price exits a consolidation phase and transitions into a new trend. These points represent strong market opportunities, offering actionable insights for traders.
Using adjustable period settings, the strategy enables traders to tailor the analysis to their preferred timeframe and trading style. By eliminating market noise, Stronger V4.0 helps traders focus on high-probability setups and make informed decisions during volatile conditions.
Why Stronger V4.0 Stands Out:
Adaptive Filters:
Dynamically integrates RSI, MACD, and Bollinger Bands to reduce noise and highlight high-probability setups.
Precision Execution:
Focuses on executing trades at optimal moments, ensuring a balance between sustainability and profitability.
Rigorous Testing:
Extensively backtested under realistic market conditions for consistent performance.
Tailored and Exclusive:
Designed for traders seeking a balance between quality and adaptability.
Risk Disclaimer:
Stronger V4.0 has been backtested under various market conditions; however, past performance does not guarantee future results. The strategy is provided as-is, and traders are encouraged to test it thoroughly and apply appropriate risk management measures. Always trade responsibly.
AlphaEdge Crypto Tracker [CHE]AlphaEdge Crypto Tracker
Efficiently Identify Top Performers and Underperformers Among 40 Crypto Assets at a Glance
In the fast-paced world of cryptocurrency trading, staying ahead requires the ability to quickly assess the performance of multiple assets simultaneously. AlphaEdge Crypto Tracker is an advanced Pine Script™ indicator designed for TradingView that empowers traders to effortlessly monitor and evaluate 40 different crypto assets in real-time.
This tool is my Christmas gift to all traders. I wish you all a Merry Christmas and successful trades in the coming year!
Why It’s Important to Identify Winners and Losers Among 40 Assets at a Glance:
1. Time Efficiency: Managing a diverse portfolio can be overwhelming. With AlphaEdge Crypto Tracker, traders can swiftly identify which assets are performing exceptionally well (winners) and which are underperforming (losers) without the need to analyze each asset individually.
2. Informed Decision-Making: By having a clear overview of top gainers and losers, traders can make strategic decisions such as reallocating investments, taking profits, or cutting losses, thereby optimizing their trading strategies.
3. Risk Management: Quickly spotting underperforming assets helps in mitigating potential losses and adjusting positions to maintain a balanced and profitable portfolio.
4. Opportunity Identification: Recognizing top-performing assets allows traders to capitalize on emerging trends and maximize their returns by focusing on the most promising opportunities.
Key Features of AlphaEdge Crypto Tracker :
- Comprehensive Asset Tracking: Monitors 40 crypto assets simultaneously, providing a broad view of the market landscape.
- Max Gain and Adjusted Max Loss Calculations: Utilizes a 14-bar (configurable) period to calculate the highest gains and the adjusted maximum losses for each asset, offering insights into potential profitability and risk.
- Dynamic Ranking: Automatically sorts and ranks assets based on their performance, highlighting the top 10 gainers and top 10 losers for easy comparison.
- Customizable Display:
- Table Settings: Adjust the size, position, and colors of the performance table to fit your chart layout.
- Interactive Tooltips: Hover over asset names to view detailed tooltips, enhancing usability and information accessibility.
- Visual Alerts: Changes in asset performance are visually indicated through background color updates, allowing for immediate recognition of significant shifts.
- User-Friendly Interface: Intuitive table layout with clear headers and organized data presentation, making it easy for traders of all levels to interpret the information.
How It Works:
1. Data Calculation: For each of the 40 tracked assets, AlphaEdge Crypto Tracker calculates the maximum gain and adjusted maximum loss over the defined trading period.
2. Sorting and Ranking: The assets are sorted based on their maximum gains and adjusted maximum losses, automatically updating to reflect the latest market movements.
3. Real-Time Display: The top 10 gainers and losers are displayed in a neatly organized table directly on your TradingView chart, providing immediate visual insights.
4. Customization: Users can tailor the tracking period, select specific assets to monitor, and adjust the table’s appearance to match their trading style and preferences.
Conclusion:
AlphaEdge Crypto Tracker is an essential tool for cryptocurrency traders seeking to enhance their market analysis and decision-making processes. By providing a comprehensive and customizable overview of multiple assets, it enables traders to efficiently identify profitable opportunities and manage risks effectively. Whether you’re a seasoned trader or just starting, AlphaEdge Crypto Tracker equips you with the insights needed to navigate the dynamic crypto market with confidence.
Get Started Today:
Integrate AlphaEdge Crypto Tracker into your TradingView setup and take control of your crypto trading strategy with unparalleled clarity and precision.
Disclaimer:
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
License Information:
This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0. You can view the full license (mozilla.org).
© chervolino
FuTech : IPO Lock-in Ends FuTech: Lock-in Ends - First ever unique Indicator on the TradingView platform
Hello Everyone !
Introducing the first-ever unique indicator on the TradingView platform to track the lock-in period expiry dates for IPOs.
The FuTech Lock-in Ends Indicator is specifically designed to assist traders and investors in identifying the key dates when lock-in periods for IPO shares come to an end.
This provides an edge in preparing for potential market movements driven by buying or selling pressures associated with significant share volumes.
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Key Features:
1. Tracks Multiple Lock-in Periods:
- Identifies dates when the 30 days, 90 days, 6 months, and 18 months lock-in periods for IPO shares expire.
- Helps traders anticipate potential market action driven by share releases.
2. IPO Lock-in Ends dates as per Compliance with SEBI Guidelines:
- SEBI (Securities and Exchange Board of India) mandates lock-in periods for IPO shares based on investor categories:
- A) Promoters:
- Lock-in period reduced to 18 months for up to 20% of post-issue paid-up capital (previously 3 years).
- For shareholding exceeding 20%, the lock-in period is further reduced to 6 months (previously 1 year).
- B) Anchor Investors:
- 50% of allotted shares: Lock-in period of 90 days from the date of allotment.
- Remaining 50% of shares: Lock-in period of 30 days from the date of allotment.
- C) Non-promoters:
- Lock-in period reduced to 6 months (previously 1 year).
After these lock-in periods end, investors may buy / sell their shares, which can result in significant market activity.
3. Visual Indicator on Charts:
- The indicator draws vertical lines on the TradingView chart at the respective lock-in expiry dates.
- Alerts users in advance about potential market activity due to the release of locked shares.
- Traders can use these alerts to prepare for positions or adjust their existing holdings accordingly.
4. Customizable Settings:
- Users can modify the color of the labels and width of the lines to suit their preferences and enhance chart visibility.
5. User-defined Allotment Dates:
- If the allotment date is known, users can input this information directly. The indicator will then calculate the lock-in period dates based on the provided allotment date, ensuring precise results.
- If no allotment date is entered, the default calculation assumes the allotment date to be three trading days prior to the listing date .
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Important Notes:
- Allotment Date Calculation:
- In the absence of user-defined allotment dates, the indicator estimates the allotment date as three trading days prior to the listing date .
- This approximation may deviate by one to two days from the actual event for certain IPOs.
- Proactive Alerts:
- Most dates are intentionally marked 1-2 days in advance to give traders sufficient time to act, whether for taking new positions or squaring off existing ones to avoid unfavorable losses.
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The FuTech Lock-in Ends Indicator is a must-have tool for IPO traders and investors looking to stay ahead of market movements. Use it to track key dates and plan your trading strategy effectively with FuTech : Chart is Art.
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Thank you !
Jai Swaminarayan Dasna Das !
He Hari ! Bas Ek Tu Raji Tha !
[Rizq] All Eyez on Me Ticker - LiveA tool for traders looking to stay informed about real-time market dynamics, track momentum, and manage watchlists effectively.
How To Use This Indicator To Assist Trading
Market Sentiment Overview:
Quickly identify overall market sentiment by observing the balance between positive (top ticker) and negative (bottom ticker) symbols.
Momentum Tracking:
Use real-time percentage changes to track momentum shifts in key symbols.
Focus on Leading/Lagging Assets:
Identify top-performing and underperforming assets at a glance.
Helps with rotation strategies (e.g., moving into strong sectors or avoiding weak ones).
Sector Monitoring:
Combine tickers to monitor performance across different sectors (e.g., tech in one ticker, commodities in the other).
Custom Watchlist:
Create a personalized watchlist with critical symbols for monitoring trade setups or broader market movements.
Real-Time Scanning:
Continuous scrolling ensures that no symbols are missed, even in fast-moving markets.
Better Timing for Trades:
Align updates with 1-minute chart intervals, making it easier to time trades based on market movements.
Compact and Non-Intrusive:
Overlay design keeps the chart clean while providing crucial information at a glance.
Dynamic Tickers:
Two ticker tapes dynamically display market data for a unified list of symbols.
Symbols are categorized into positive changes (top ticker) and negative changes (bottom ticker).
Neutral symbols appear in both tickers.
Custom Symbol Lists:
Input multiple symbols for both ticker tapes.
Merge symbol lists dynamically for comprehensive market monitoring.
Real-Time Updates:
Align updates with 1-minute chart intervals for consistency.
Continues scrolling current data until the next update.
Scroll Speed Control:
Adjustable scrolling speed
Color-Coded Indicators:
Green (▲) for positive price changes.
Red (▼) for negative price changes.
Gray (=) for neutral changes.
Compact Display:
Displays symbol name, ticker ID, last price, percentage change, and price change in a single row.
Dynamic Filtering :
Automatically separates symbols into positive, negative, and neutral categories.
Ensures relevant symbols are always visible.
Position Control:
Choose between top-center and bottom-center for each ticker tape's position.
Add and remove symbols to suit your needs.
Brazil Real Interest RateEste script foi criado para calcular e exibir a Taxa de Juros Real, permitindo compreender o impacto da inflação sobre os juros nominais do mercado. Ele utiliza dois indicadores principais: a taxa de juros nominal, que reflete os juros antes de considerar a inflação, e a taxa de inflação anual, que mede o aumento dos preços em um ano.
O script funciona da seguinte forma: ele obtém diariamente os dados da taxa de juros nominal (representada pelo contrato futuro DI1) e da inflação anual (indicada pelo BRIRYY). Esses valores são processados para calcular a taxa de juros real, utilizando a fórmula de Fisher, que ajusta os juros nominais ao descontar o efeito da inflação. O resultado é uma medida mais precisa do retorno ou custo real, considerando o poder de compra.
Depois de realizar o cálculo, o script exibe a Taxa de Juros Real diretamente no gráfico, representada por uma linha verde. Isso permite acompanhar, de forma clara e visual, como a inflação e os juros afetam o cenário econômico ao longo do tempo.
This script was created to calculate and display the Real Interest Rate, allowing us to understand the impact of inflation on nominal market interest rates. It uses two main indicators: the nominal interest rate, which reflects interest rates before considering inflation, and the annual inflation rate, which measures the increase in prices over a year.
The script works as follows: it obtains daily data on the nominal interest rate (represented by the DI1 futures contract) and annual inflation (indicated by BRIRYY). These values are processed to calculate the real interest rate, using the Fisher formula, which adjusts nominal interest rates by discounting the effect of inflation. The result is a more accurate measure of real return or cost, considering purchasing power.
After performing the calculation, the script displays the Real Interest Rate directly on the graph, represented by a green line. This allows you to monitor, clearly and visually, how inflation and interest rates affect the economic scenario over time.
SIM Custom Weighted Index MakerSIM Custom Weighted Index Maker
The UNIQE SIM Custom Index Maker is a versatile and customizable indicator designed to help traders create their own personalized index using up to 10 different symbols. This tool is particularly useful for those who want to monitor the performance of a specific group of assets, such as meme coins, tech stocks, or any other category of interest. Additionally, users can now assign weights to each symbol, allowing for a more tailored index calculation.
Key Features:
Symbol Selection:
- Users can select up to 10 different symbols to include in their custom index.
- Each symbol can be individually enabled or disabled, allowing for flexible index composition.
Weight Assignment:
- Users can assign weights to each symbol, providing more control over the influence of each symbol on the index.
- By default, all symbols are equally weighted.
Timeframe Selection:
- The indicator supports both the chart's current timeframe and a fixed timeframe, providing users with the flexibility to analyze data at their preferred granularity.
OHLC Price Calculation:
- The indicator fetches the Open, High, Low, and Close (OHLC) prices for each enabled symbol.
- It then calculates the weighted average OHLC prices across all enabled symbols to create the index values.
Index Visualization:
- The custom index is plotted as candlesticks, with green candles indicating a rise in the index value and red candles indicating a fall.
- The wicks of the candlesticks are colored gray for better visual distinction.
Usage:
Select Symbols:
- Input the symbols you want to include in your index. You can choose up to 10 symbols.
- Enable or disable each symbol as needed to fine-tune your index.
Assign Weights:
- Assign weights to each symbol to control their influence on the index. By default, all symbols are equally weighted.
Choose Timeframe:
- Decide whether to use the chart's current timeframe or a fixed timeframe for data analysis.
Analyze the Index:
- The indicator will plot the custom index on your chart, allowing you to monitor the collective performance of your selected symbols.
Benefits:
- Customization : Create an index tailored to your specific interests or investment strategies.
- Flexibility : Easily add or remove symbols and adjust their weights to fine-tune the index composition.
- Visualization : Clear and intuitive candlestick representation of the index for easy analysis.
The SIM Custom Weighted Index Maker is a powerful tool for traders looking to gain insights into the performance of a custom group of assets, making it an essential addition to any trader's toolkit.
Algo Bands [ProjeAdam]OVERVIEW:
The Algo Bands indicator is a technical analysis tool that calculates the highest, lowest, and average price levels over a user-defined number of bars. It generates buy and sell signals based on price interactions with these levels, visualizing them as bands on the chart. Additionally, the indicator provides multi-timeframe analysis and integrates alerts for timely trading decisions.
ALGORITHM:
1. Initialization and Function Definition
The Algo Bands indicator starts by defining functions to calculate critical price levels:
- High Band : A smoothed average of recent high price levels.
- Low Band : A smoothed average of recent low price levels.
- Average Band : The midpoint between the High Band and Low Band.
The smoothing process utilizes a Smoothed Moving Average (SMMA) to reduce noise and ensure accurate signal generation.
2. Inputs and Band Calculation
The indicator accepts customizable inputs for flexibility in trading strategies:
- Backward Length : The number of bars to consider for calculating high and low values.
- Number of Lines : Specifies how many recent high or low values are averaged.
- Smoothing Period : The length of the SMMA to smooth price data.
Using these inputs:
- The High Band is calculated as the smoothed average of the highest price values.
- The Low Band is calculated as the smoothed average of the lowest price values.
- The Average Band is the midpoint of the High and Low Bands.
3. Plotting the Bands
The Algo Bands indicator plots three main lines on the price chart:
- High Band : Plotted as a red step line, representing resistance levels.
- Low Band : Plotted as a green step line, indicating support levels.
- Average Band : Plotted as an orange line, showing the midpoint or equilibrium price.
4. Buy and Sell Conditions
Sell Condition:
The indicator triggers a sell signal when either of the following conditions is met:
A. Crossunder Condition :
- The closing price crosses below the High Band.
- The candle closes below its open price, confirming bearish sentiment.
- The closing price remains below both the High Band and the previous bar's open price.
B. Rejection Condition :
- The high price exceeds the High Band during the bar.
- However, the closing price fails to hold above the High Band and closes lower than both the High Band and the open price.
Buy Condition:
The indicator triggers a buy signal when either of the following conditions is met:
A. Crossover Condition :
- The closing price crosses above the Low Band.
- The candle closes above its open price, indicating bullish momentum.
- The closing price remains above both the Low Band and the previous bar's open price.
B. Rejection Condition :
- The low price dips below the Low Band during the bar.
- However, the closing price recovers and closes higher than both the Low Band and the open price.
5. Signal Visualization
The indicator visually represents buy and sell signals as follows:
- Sell Signals : Displayed as a red downward label (🔴) above the bar.
- Buy Signals : Displayed as a green upward label (🟢) below the bar.
The background colors between the bands also reflect market direction:
- Red for bearish trends.
- Green for bullish trends.
6. Alerts
The Algo Bands indicator includes customizable alerts to notify traders of trading signals:
- Alerts are triggered when Buy or Sell conditions are met.
- Integration with Telegram allows real-time notifications for immediate action.
7. Multi-Timeframe Analysis
The indicator supports analysis across multiple timeframes, including:
- 1 Hour
- 4 Hours
- Daily
It calculates the High and Low Bands for these timeframes to provide a comprehensive view of the market trend.
HOW DOES THE INDICATOR WORK?
1. Price Band Calculation :
- The highest and lowest price values are dynamically identified for a user-defined range.
- These values are smoothed using SMMA to produce the High Band and Low Band.
2. Signal Generation :
- Sell signals occur when the price crosses below or rejects the High Band.
- Buy signals occur when the price crosses above or rejects the Low Band.
3. Visualization :
- The bands are plotted on the chart to display resistance, support, and price equilibrium.
- Buy and Sell signals are marked with labels and color-coded backgrounds.
4. Alerts :
- Custom alerts notify traders in real time when signals are triggered.
BENEFITS OF THE ALGO BANDS INDICATOR:
- Trend Identification : Identifies support, resistance, and price equilibrium levels.
- Clear Buy/Sell Signals : Helps traders make timely entry and exit decisions.
- Noise Reduction : SMMA smoothing minimizes false signals.
- Multi-Timeframe Analysis : Provides insights across 1-hour, 4-hour, and daily timeframes.
- Customizable Parameters : Users can adjust settings for their trading style.
- Real-Time Alerts : Immediate notifications ensure timely actions.
- Visual Clarity : Labels and background colors enhance signal visibility.
- Ease of Use : Suitable for traders of all levels, from beginners to experts.
If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
DCA Fundamentals 1.0DCA Fundamentals 1.0
Description:
DCA Fundamentals 1.0 is an invite-only indicator designed to help traders and investors make informed decisions by analyzing key fundamental metrics of a company. It aggregates essential financial data—such as book value, earnings per share, total equity, total debt, net income, and total revenue—to provide a comprehensive overview of the stock’s intrinsic value and risk profile. By examining factors like the debt-to-equity ratio and dynamically computing Buffet’s Limit, this tool assists in identifying whether a stock may be undervalued, fairly valued, or overvalued.
Key Features:
Intrinsic Value Calculation: Estimates a stock’s intrinsic worth using a weighted combination of book value per share and EPS.
Buffet’s Limit & Margin of Safety: Adjusts intrinsic value based on the company’s debt-to-equity ratio, providing a margin of safety percentage to gauge potential investment risk.
Debt Warning: Highlights when the debt-to-equity ratio exceeds 2, signaling possible financial instability.
Data Visualization: Displays equity, debt, net income, and revenue as area plots or histograms, helping users quickly assess financial health.
Investment Status: Classifies the stock as undervalued, fairly valued, or overvalued based on current price relative to intrinsic value and Buffet’s Limit.
Dividend-to-ROE Ratio: Offers insight into dividend payout sustainability relative to the company’s return on equity.
Instructions
Fallback Data Handling:
If any financial data is unavailable, fallback values are automatically used to ensure that key calculations remain meaningful and uninterrupted.
Intrinsics & Risk Assessment:
Intrinsic Value: Computed using book value and EPS to understand the stock’s core worth.
Buffet’s Limit: Adjusted from the intrinsic value based on the debt-to-equity ratio. The resulting margin of safety helps gauge the current price’s risk level.
Debt Warning:
Debt-to-Equity Ratio > 2: Triggers a red warning, advising caution due to potentially excessive debt.
Visual Indicators:
Intrinsically Undervalued (Green Area): When price is below intrinsic value, a green shaded area suggests the stock may be undervalued, potentially presenting a buying opportunity.
Debt vs. Equity (Area Plots):
Red Area: Represents debt. A larger red area signals relatively high debt levels.
Green Area: Represents equity. A larger green area suggests stronger financial health.
Revenue & Net Income (Histograms):
Green Bars: Positive or improving fundamentals.
Red Bars: Negative or declining performance.
Investment Status:
Undervalued (Green): Price below intrinsic value.
Fairly Valued (Yellow): Price between intrinsic value and Buffet’s Limit.
Overvalued (Red): Price above intrinsic value, implying increased downside risk.
Table Display:
A convenient table summarizes key metrics at a glance, including P/E ratio, Debt-to-Equity ratio, intrinsic value, margin of safety, net income, total revenue, and the Dividend-to-ROE Ratio.
Dividend-to-ROE Ratio:
This metric provides additional context on the company’s dividend policy relative to its return on equity, aiding in evaluating dividend sustainability.
Disclaimer
Important Disclaimer:
The DCA Fundamentals 1.0 indicator is provided solely for educational and informational purposes. It is not investment advice, a recommendation, or an endorsement of any security or strategy. All calculations are based on data provided by third parties, and their accuracy or completeness is not guaranteed.
Investing and trading involve significant risks. You may lose more than your initial investment. Historical performance or indicators cannot guarantee future results. Before making any investment decisions, you should conduct thorough research, consider consulting a qualified financial professional, and implement robust risk management strategies.
By using DCA Fundamentals 1.0, you acknowledge these risks and agree that neither the creator nor any affiliated parties are responsible for any losses incurred. Use this tool at your own discretion and risk.
MOEX Aerospace & Defense IndexMOEX Aerospace & Defense Index is a financial instrument that forms an objective assessment of the capitalization of the entire aerospace and military–industrial complex of Russia, the securities of issuers of which are represented on the public stock market.
The MOEX Aerospace & Defense Index includes shares of 14 issuers of the aerospace and defense industry complex of Russia in fair shares proportional to the occupied shares of the Russian and global arms markets, as well as involvement in the Russian state defense order during wartime. The Index includes issuers from such sectors of the economy as: military aviation industry, rocket and space industry, military automotive industry and wheel products, military electronics and communications, military metallurgy and metal products.
The Index includes:
RUS:AMEZ RUS:CHKZ RUS:CHMF RUS:DZRDP RUS:ELMT RUS:IRKT RUS:KMAZ RUS:NAUK RUS:NSVZ RUS:RKKE RUS:SVAV RUS:UNAC RUS:VSMO RUS:ZVEZ
Based on historical data for the period from 2014 (the year of the beginning of the geopolitical confrontation between Russia and Ukraine), the MOEX Aerospace & Defense Index demonstrates profitability 3-4 times higher than the Russian benchmark of the stock market - the Moscow Stock Exchange Index. It makes the financial instrument the most attractive in times of geopolitical crises or military confrontations.
MOEX Aerospace & Defense Index allows you to:
1. To invest in a balanced manner in the aerospace and defense industrial complex of Russia, which produces advanced military and aerospace weapons for the needs of the Russian army and for export, which occupies 25% of the global arms market. Investing in the aerospace and military-industrial complex of Russia is especially relevant in the context of a special military operation in Ukraine, the growth of geopolitical tensions and the resulting large budget incentives for this industry from the Government of the Russian Federation.
2. To neutralize fluctuations in low-liquid and highly volatile stocks of the aerospace and military-industrial complex of Russia. The aerospace and defense industries are characterized by high volatility in stock prices, which is why the creation of a balanced index can offset price fluctuations for low-liquid shares of companies included in the index and reduce the risk for investors.
3. Politically diversify the investment portfolio. The inclusion of the MOEX Aerospace & Defense Index in the investment portfolio can reduce the risks associated with price fluctuations during geopolitical crises or military confrontations.
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MOEX Aerospace & Defense Index – финансовый инструмент, формирующий объективную оценку капитализации всего аэрокосмического и оборонно-промышленного комплекса России, ценные бумаги эмитентов которого представлены на публичном рынке акций.
В MOEX Aerospace & Defense Index включены акции 14 эмитентов аэрокосмического и оборонно-промышленного комплекса России в справедливых долях, пропорциональных занимаемым долям российского и мирового рынка вооружений, а также задействования в российском гособоронзаказе в военное время. Индекс включает в себя эмитентов из таких секторов экономики, как: военная авиационная промышленность, ракетно-космическая промышленность, военная автомобильная промышленность и колесные изделия, военная электроника и связь, военная металлургия и изделия из металла.
В Индекс включены:
RUS:AMEZ RUS:CHKZ RUS:CHMF RUS:DZRDP RUS:ELMT RUS:IRKT RUS:KMAZ RUS:NAUK RUS:NSVZ RUS:RKKE RUS:SVAV RUS:UNAC RUS:VSMO RUS:ZVEZ
На исторических данных за период с 2014-го года (года начала геополитической конфронтации России и Украины) MOEX Aerospace & Defense Index демонстрирует доходность в 3-4 раза выше российского бенчмарка рынка акций – Индекса Мосбиржи, что делает финансовый инструмент наиболее привлекательным во времена геополитических кризисов или военных противостояний.
MOEX Aerospace & Defense Index позволяет:
1. Сбалансированно инвестировать в аэрокосмический и оборонно-промышленный комплекс России, производящий передовое военное и аэрокосмическое вооружение для нужд армии России и на экспорт, который занимает 25% мирового рынка вооружений. Инвестирование в аэрокосмический и оборонно-промышленный комплекс России особенно актуально в условиях специальной военной операции на Украине, росте геополитической напряженности и следующих из этого большого бюджетного стимулирования данной отрасли со стороны Правительства Российской Федерации.
2. Нивелировать колебания в низколиквидных и высоко волатильных акциях аэрокосмического и оборонно-промышленного комплекса России. Аэрокосмическая и оборонная отрасли характеризуются высокой волатильностью цен на акции, ввиду чего создание сбалансированного индекса может нивелировать колебания цен на низколиквидные акции компаний, входящих в индекс, и снизить риск для инвесторов.
3. Политически диверсифицировать инвестиционный портфель. Включение MOEX Aerospace & Defense Index в инвестиционный портфель может снизить риски, связанные с колебаниями цен во время геополитических кризисов или военных противостояний.
4-Year Cycles [jpkxyz]Overview of the Script
I wanted to write a script that encompasses the wide-spread macro fund manager investment thesis: "Crypto is simply and expression of macro." A thesis pioneered by the likes of Raoul Pal (EXPAAM) , Andreesen Horowitz (A16Z) , Joe McCann (ASYMETRIC) , Bob Loukas and many more.
Cycle Theory Background:
The 2007-2008 financial crisis transformed central bank monetary policy by introducing:
- Quantitative Easing (QE): Creating money to buy assets and inject liquidity
- Coordinated global monetary interventions
Proactive 4-year economic cycles characterised by:
- Expansionary periods (low rates, money creation)
- Followed by contraction/normalisation
Central banks now deliberately manipulate liquidity, interest rates, and asset prices to control economic cycles, using monetary policy as a precision tool rather than a blunt instrument.
Cycle Characteristics (based on historical cycles):
- A cycle has 4 seasons (Spring, Summer, Fall, Winter)
- Each season with a cycle lasts 365 days
- The Cycle Low happens towards the beginning of the Spring Season of each new cycle
- This is followed by a run up throughout the Spring and Summer Season
- The Cycle High happens towards the end of the Fall Season
- The Winter season is characterised by price corrections until establishing a new floor in the Spring of the next cycle
Key Functionalities
1. Cycle Tracking
- Divides market history into 4-year cycles (Spring, Summer, Fall, Winter)
- Starts tracking cycles from 2011 (first cycle after the 2007 crisis cycle)
- Identifies and marks cycle boundaries
2. Visualization
- Colors background based on current cycle season
- Draws lines connecting:
- Cycle highs and lows
- Inter-cycle price movements
- Adds labels showing:
- Percentage gains/losses between cycles
- Number of days between significant points
3. Customization Options
- Allows users to customize:
- Colors for each season
- Line and label colors
- Label size
- Background opacity
Detailed Mechanism
Cycle Identification
- Uses a modulo calculation to determine the current season in the 4-year cycle
- Preset boundary years include 2015, 2019, 2023, 2027
- Automatically tracks and marks cycle transitions
Price Analysis
- Tracks highest and lowest prices within each cycle
- Calculates percentage changes:
- Intra-cycle (low to high)
- Inter-cycle (previous high to current high/low)
Visualization Techniques
- Background color changes based on current cycle season
- Dashed and solid lines connect significant price points
- Labels provide quantitative insights about price movements
Unique Aspects
1. Predictive Cycle Framework: Provides a structured way to view market movements beyond traditional technical analysis
2. Seasonal Color Coding: Intuitive visual representation of market cycle stages
3. Comprehensive Price Tracking: Captures both intra-cycle and inter-cycle price dynamics
4. Highly Customizable: Users can adjust visual parameters to suit their preferences
Potential Use Cases
- Technical analysis for long-term investors
- Identifying market cycle patterns
- Understanding historical price movement rhythms
- Educational tool for market cycle theory
Limitations/Considerations
- Based on a predefined 4-year cycle model (Liquidity Cycles)
- Historic Cycle Structures are not an indication for future performance
- May not perfectly represent all market behavior
- Requires visual interpretation
This script is particularly interesting for investors who believe in cyclical market theories and want a visual, data-driven representation of market stages.
