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Momentum Regression [BackQuant]Momentum Regression The Momentum Regression is an advanced statistical indicator built to empower quants, strategists, and technically inclined traders with a robust visual and quantitative framework for analyzing momentum effects in financial markets. Unlike traditional momentum indicators that rely on raw price movements or moving averages, this tool leverages a volatility-adjusted linear regression model (y ~ x) to uncover and validate momentum behavior over a user-defined lookback window. Purpose & Design Philosophy Momentum is a core anomaly in quantitative finance — an effect where assets that have performed well (or poorly) continue to do so over short to medium-term horizons. However, this effect can be noisy, regime-dependent, and sometimes spurious. The Momentum Regression is designed as a pre-strategy analytical tool to help you filter and verify whether statistically meaningful and tradable momentum exists in a given asset. Its architecture includes: Volatility normalization to account for differences in scale and distribution. Regression analysis to model the relationship between past and present standardized returns. Deviation bands to highlight overbought/oversold zones around the predicted trendline. Statistical summary tables to assess the reliability of the detected momentum. Core Concepts and Calculations The model uses the following: Independent variable (x): The volatility-adjusted return over the chosen momentum period. Dependent variable (y): The 1-bar lagged log return, also adjusted for volatility. A simple linear regression is performed over a large lookback window (default: 1000 bars), which reveals the slope and intercept of the momentum line. These values are then used to construct: A predicted momentum trendline across time. Upper and lower deviation bands , representing ±n standard deviations of the regression residuals (errors). These visual elements help traders judge how far current returns deviate from the modeled momentum trend, similar to Bollinger Bands but derived from a regression model rather than a moving average. Key Metrics Provided On each update, the indicator dynamically displays: Momentum Slope (β₁): Indicates trend direction and strength. A higher absolute value implies a stronger effect. Intercept (β₀): The predicted return when x = 0. Pearson’s R: Correlation coefficient between x and y. R² (Coefficient of Determination): Indicates how well the regression line explains the variance in y. Standard Error of Residuals: Measures dispersion around the trendline. t-Statistic of β₁: Used to evaluate statistical significance of the momentum slope. These statistics are presented in a top-right summary table for immediate interpretation. A bottom-right signal table also summarizes key takeaways with visual indicators. Features and Inputs ✅ Volatility-Adjusted Momentum : Reduces distortions from noisy price spikes. ✅ Custom Lookback Control : Set the number of bars to analyze regression. ✅ Extendable Trendlines : For continuous visualization into the future. ✅ Deviation Bands : Optional ±σ multipliers to detect abnormal price action. ✅ Contextual Tables : Help determine strength, direction, and significance of momentum. ✅ Separate Pane Design : Cleanly isolates statistical momentum from price chart. How It Helps Traders 📉 Quantitative Strategy Validation: Use the regression results to confirm whether a momentum-based strategy is worth pursuing on a specific asset or timeframe. 🔍 Regime Detection: Track when momentum breaks down or reverses. Slope changes, drops in R², or weak t-stats can signal regime shifts. 📊 Trade Filtering: Avoid false positives by entering trades only when momentum is both statistically significant and directionally favorable. 📈 Backtest Preparation: Before running costly simulations, use this tool to pre-screen assets for exploitable return structures. When to Use It Before building or deploying a momentum strategy : Test if momentum exists and is statistically reliable. During market transitions : Detect early signs of fading strength or reversal. As part of an edge-stacking framework : Combine with other filters such as volatility compression, volume surges, or macro filters. Conclusion The Momentum Regression indicator offers a powerful fusion of statistical analysis and visual interpretation. By combining volatility-adjusted returns with real-time linear regression modeling, it helps quantify and qualify one of the most studied and traded anomalies in finance: momentum.
Penunjuk Pine Script®
oleh BackQuant
3
SymFlex Band - RSI-MAD Asymmetric 🔮 SymFlex Band – RSI-MAD Asymmetric Band by Kwang Il Lee Source: surirang.com The SymFlex Band is a unique asymmetric envelope built on a hybrid concept that fuses RSI momentum dynamics with MAD (Mean Absolute Deviation). Unlike traditional symmetric bands (like Bollinger Bands or Keltner Channels), this band expands and contracts asymmetrically, reflecting the directional momentum of the market. 🎯 Core Innovation 🔸 RSI-Based Asymmetry This band is not centered merely on price volatility. Instead, it uses the RSI's deviation from the neutral line (50) to determine whether bullish or bearish pressure is dominating — dynamically expanding or compressing the upper/lower bands accordingly. 🔸 MAD-Weighted Scaling To ensure the band responds accurately to real price deviation, MAD is used instead of standard deviation or ATR. It provides a more robust and median-sensitive envelope for noisy or volatile markets. 🔸 Dynamic Adaptation The band is adaptive in both direction and width: When RSI rises above 50, the upper band stretches wider. When RSI falls below 50, the lower band stretches instead. A minimum width threshold ensures stability. 📈 How to Use Use breakouts from the band as potential trend signals. Confirm market strength via table: Check if price is “In Range” or breaking out. Monitor the correlation between MAD and RSI in the dynamic table to detect momentum sync. 🔍 Technical Notes Supports multiple MA types (SMA, EMA, TEMA, DEMA, Zerolag, etc.) as the band basis. Designed for both trend-following and range-trading interpretations. Fully responsive to different market conditions through minimal user inputs. 🚨 Note: This is not a combination of unrelated indicators. The RSI-MAD structure is purpose-built to represent a new type of envelope based on directional momentum and deviation sensitivity.
Penunjuk Pine Script®
oleh kilee0305
FVG IndicatorYet another indicator allowing you to plot FVGs with the following specific features: FVG Detection: It automatically identifies bullish (BISI) and bearish (SIBI) FVGs based on the relationship between candle highs and lows. Clear Visualization: It draws boxes to represent the FVGs and adds a median line for each FVG, making them easier to identify. Dynamic Styles: The indicator adapts the appearance of FVGs (color and border style) based on their current state: Untested: When the price has not yet interacted with the FVG. Tested (Partially Traversed): When the price has entered the FVG. Fully Traversed (Unmitigated): When the price has completely crossed the FVG but has not yet "invalidated" it (closed beyond the FVG). Mitigated: When the FVG is invalidated by price action, it disappears from the chart to avoid clutter. This disappearance only occurs after the closing of the mitigating candle. Full Customization: You can adjust all colors and border styles for each FVG state via the indicator's settings, as well as the maximum number of FVGs displayed. ----------------------------------------------------------------------------------------------------------------------
Penunjuk Pine Script®
oleh Jean-Biffleur
Multi-Timeframe PivotDescription: This script provides an advanced tool for multi-timeframe pivot point analysis. It identifies swing points based on a candle's relationship to its neighbors. The default strength settings of 1 align with the Inner Circle Trader (ICT) concept of market structure. The ICT concept defines a swing point based on a simple 3-candle pattern: - A swing high is a candle where the candles to the immediate left and right both have lower highs. - A swing low is a candle where the candles to the immediate left and right both have higher lows. A key feature is its ability to accurately calculate and translate pivot points from up to five higher timeframes (HTFs) and display them precisely on a lower timeframe (LTF) chart. NOTE: This indicator is designed to show HTF data on an LTF chart. If you select a timeframe in the settings that is lower than your current chart's timeframe, it will show pivots for the chart's timeframe instead. Core Features: - Up to five independent higher timeframes. - Per-timeframe customization for pivot strength (left/right bars) and color. - Optional "Watchlines" that project the price of each pivot forward, complete with a text label identifying the timeframe. - An optional "Alignment Model" that colors the background when price is aligned across all active timeframes (requires at least 2 TFs to be enabled). Default State: For a clean initial application, the Watchlines and Alignment Model features are disabled by default but can be enabled in the settings.
Penunjuk Pine Script®
oleh nickbonenkamp
1
VEP - Volume Explosion Predictor💥 VEP - Volume Explosion Predictor General Overview The Volume Explosion Predictor (VEP) is an advanced indicator that analyzes volume peaks to predict when the next volume explosion might occur. Using statistical analysis on historical patterns, it provides accurate probabilities on moments of greater trading activity. MAIN FEATURES 🎯 Intelligent volume peak detection Automatically identifies significant volume peaks Anti-consecutive filter to avoid redundant signals Customizable threshold for detection sensitivity 📊 Advanced statistical analysis Calculates the average distance between volume peaks Monitors the number of sessions without peaks Tracks the maximum historical range without activity 🔮 Predictive system Dynamic probability: Calculates the probability of an imminent peak Visual indicators: Background colors that change based on probability Time forecasts: Estimates remaining sessions to the next peak 📈 Visual signals Colored arrows: Green for bullish peaks, red for bearish peaks Statistics table: Complete real-time overview ALERT SYSTEM 🚨 Three Alert Levels New Valid Volume Peak: New peak detected Approaching Prediction: Increasing probability High Peak Probability: High probability of explosion HOW TO USE IT 📋 Recommended setup Timeframe : Works on all timeframes but daily, weekly or monthly timeframe usage is recommended. In any case, it should always be used consistently with your time horizon Markets : Stocks, crypto, forex, commodities Threshold for volume peak realization : It's recommended to start with 2.0x (i.e., twice the volume average) for normal markets, 1.5x for more volatile markets. This parameter can be set in the settings as desired 🎨 Visual interpretation Green Arrows : Peak during bullish candle Red Arrows : Peak during bearish candle Red Background : High probability (>90%) of new peak Yellow Background : Medium probability (50-70%) 📊 STATISTICS TABLE The table shows: Total peaks analyzed Average distance between peaks Current sessions without peaks Forecast remaining sessions Percentage probability Volume threshold needed for peak realization STRATEGIC ADVANTAGES 🎯 For Day Traders Anticipates moments of greater volatility for analysis, supporting the evaluation of trading setups and providing context on low volume periods 📈 For Swing Traders Identifies high-probability volume patterns, supporting breakout analysis with volume and improving understanding of market timing 🔍 For Technical Analysts Understands the stock's volume patterns. Helps evaluate the historical market interest and supports quantitative research and analysis OTHER THINGS TO KNOW... A) Anti-Consecutive Algorithm : allows to avoid multiple and consecutive volume signals and peaks at close range B) Statistical Validation : Uses standard deviation for accuracy C) Memory Management : Limits historical data for optimal performance D) Compatibility : Works with all TradingView chart types ⚠️ IMPORTANT DISCLAIMER This indicator is exclusively a technical analysis tool for studying volume patterns. It does not provide investment advice, trading signals or entry/exit points. All trading decisions are at the complete discretion and responsibility of the user. Always use in combination with other technical and fundamental analysis and proper risk management. DESCRIZIONE IN ITALIANO 💥 VEP - Volume Explosion Predictor Panoramica Generale Il Volume Explosion Predictor (VEP) è un indicatore avanzato che analizza i picchi di volume per prevedere quando potrebbe verificarsi la prossima esplosione di volume. Utilizzando analisi statistiche sui pattern storici, fornisce probabilità accurate sui momenti di maggiore attività di trading. CARATTERISTICHE PRINCIPALI 🎯 Rilevamento intelligente dei picchi di volume - Identifica automaticamente i picchi di volume significativi - Filtro anti-consecutivo per evitare segnali ridondanti - Soglia personalizzabile per la sensibilità del rilevamento 📊 Analisi statistica avanzata Calcola la distanza media tra i picchi di volume Monitora il numero di sessioni senza picchi Traccia il range massimo storico senza attività 🔮 Sistema predittivo Probabilità dinamica: Calcola la probabilità di un imminente picco Indicatori visivi: Colori di sfondo che cambiano in base alla probabilità Previsioni temporali: Stima delle sessioni rimanenti al prossimo picco 📈 Segnali visivi 1) Frecce colorate: Verdi per picchi rialzisti, rosse per ribassisti 2) Tabella statistiche: Panoramica completa in tempo reale SISTEMA DI ALERT 🚨 Tre Livelli di Alert 1) New Valid Volume Peak: Nuovo picco rilevato 2) Approaching Prediction: Probabilità in aumento 3) High Peak Probability: Alta probabilità di esplosione COME UTILIZZARLO 📋 Setup consigliato - Timeframe : Funziona su tutti i timeframe ma è consigliabile un utilizzo su timeframe giornaliero, settimanale o mensile. In ogni caso va sempre utilizzato coerentemente con il proprio orizzonte temporale - Mercati : Azioni, crypto, forex, commodities - Limite affinché si realizzi il picco di volumi : Si consiglia di iniziare con 2.0x (ovvero due volte la media dei volumi) per mercati normali, 1.5x per mercati più volatili. Questo parametro può essere settato nelle impostazioni a proprio piacimento 🎨 Interpretazione visuale Frecce Verdi : Picco durante candela rialzista Frecce Rosse : Picco durante candela ribassista Sfondo Rosso : Alta probabilità (>90%) di nuovo picco Sfondo Giallo : Probabilità media (50-70%) 📊 TABELLA STATISTICHE La tabella mostra: 1. Totale picchi analizzati 2. Distanza media tra picchi 3. Sessioni attuali senza picchi 4. Previsione sessioni rimanenti 5. Probabilità percentuale 6. Soglia volume necessaria affinché si realizzi il picco di volumi VANTAGGI STRATEGICI 🎯 Per Day Traders Anticipa i momenti di maggiore volatilità per analisi, supportando la valutazione dei setup di trading e fornendo al contempo un contesto sui periodi di basso volume 📈 Per Swing Traders 1. Identifica pattern di volume ad alta probabilità, supportando l'analisi dei breakout con volume e migliorando la comprensione dei tempi di mercato 🔍 Per Analisti Tecnici Comprende i pattern di volume del titolo. Aiuta a fare una valutazione dell'interesse storico del mercato ed è di supporto alla ricerca e analisi quantitativa ALTRE COSE DA SAPERE... A) Algoritmo Anti-Consecutivo : permette di evitare segnali e picchi di volume multipli e consecutivi multipli a distanza ravvicinata B) Validazione Statistica : Utilizza deviazione standard per l'accuratezza C) Gestione Memoria : Limita i dati storici per performance ottimali D) Compatibilità : Funziona con tutti i tipi di grafico TradingView ⚠️ DISCLAIMER IMPORTANTE Questo indicatore è esclusivamente uno strumento di analisi tecnica per lo studio dei pattern di volume. Non fornisce consigli di investimento, segnali di trading o punti di ingresso/uscita. Tutte le decisioni di trading sono a completa discrezione e responsabilità dell'utente. Utilizzare sempre in combinazione con altre analisi tecniche, fondamentali e una adeguata gestione del rischio.
Penunjuk Pine Script®
oleh FrancescoMerlettini
2
OBV Osc (No Same-Bar Exit)//@version=5 strategy("OBV Osc (No Same-Bar Exit)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) // === JSON ALERT STRINGS === callBuyJSON = 'ANSHUL ' callExtJSON = 'ANSHUL ' putBuyJSON = 'ANSHUL ' putExtJSON = 'ANSHUL ' // === INPUTS === length = input.int(20, title="OBV EMA Length") sl_pct = input.float(1.0, title="Stop Loss %", minval=0.1) tp_pct = input.float(2.0, title="Take Profit %", minval=0.1) trail_pct = input.float(0.5, title="Trailing Stop %", minval=0.1) // === OBV OSCILLATOR CALC === src = close obv = ta.cum(ta.change(src) > 0 ? volume : ta.change(src) < 0 ? -volume : 0) obv_ema = ta.ema(obv, length) obv_osc = obv - obv_ema // === SIGNALS === longCondition = ta.crossover(obv_osc, 0) and strategy.position_size == 0 shortCondition = ta.crossunder(obv_osc, 0) and strategy.position_size == 0 // === RISK SETTINGS === longStop = close * (1 - sl_pct / 100) longTarget = close * (1 + tp_pct / 100) shortStop = close * (1 + sl_pct / 100) shortTarget = close * (1 - tp_pct / 100) trailPoints = close * trail_pct / 100 // === ENTRY BAR TRACKING TO PREVENT SAME-BAR EXIT === var int entryBar = na // === STRATEGY ENTRY === if longCondition strategy.entry("Long", strategy.long) entryBar := bar_index alert(callBuyJSON, alert.freq_all) label.new(bar_index, low, text="BUY CALL", style=label.style_label_up, color=color.new(color.green, 85), textcolor=color.black) if shortCondition strategy.entry("Short", strategy.short) entryBar := bar_index alert(putBuyJSON, alert.freq_all) label.new(bar_index, high, text="BUY PUT", style=label.style_label_down, color=color.new(color.red, 85), textcolor=color.black) // === EXIT ONLY IF BAR_INDEX > entryBar (NO SAME-BAR EXIT) === canExitLong = strategy.position_size > 0 and bar_index > entryBar canExitShort = strategy.position_size < 0 and bar_index > entryBar if canExitLong strategy.exit("Exit Long", from_entry="Long", stop=longStop, limit=longTarget, trail_points=trailPoints, trail_offset=trailPoints) if canExitShort strategy.exit("Exit Short", from_entry="Short", stop=shortStop, limit=shortTarget, trail_points=trailPoints, trail_offset=trailPoints) // === TRACK ENTRY/EXIT FOR ALERTS === posNow = strategy.position_size posPrev = nz(strategy.position_size ) longExit = posPrev == 1 and posNow == 0 shortExit = posPrev == -1 and posNow == 0 if longExit alert(callExtJSON, alert.freq_all) label.new(bar_index, high, text="EXIT CALL", style=label.style_label_down, color=color.new(color.blue, 85), textcolor=color.black) if shortExit alert(putExtJSON, alert.freq_all) label.new(bar_index, low, text="EXIT PUT", style=label.style_label_up, color=color.new(color.orange, 85), textcolor=color.black) // === PLOTS === plot(obv_osc, title="OBV Oscillator", color=obv_osc > 0 ? color.green : color.red, linewidth=2) hline(0, color=color.gray)
Strategi Pine Script®
oleh teotia9
市场参与度宽度 (S&P/Nasdaq)指标功能和解读： 下拉菜单切换： 在指标的设置（点击指标名称旁边的小齿轮图标）中，您可以轻松地从 "S&P 500" 切换到 "Nasdaq 100"，指标会自动更新显示对应的数据。 同框显示： 蓝色的粗线代表50天市场参与度（中期健康度），橙色的细线代表20天市场参与度（短期情绪），两者在同一个副图中，方便您进行对比和观察。 关键水平线： 50%线 (灰色实线): 这是最重要的多空分界线。当指标线持续在50%以上时，表明市场处于强势；反之则处于弱势。 80%线 (红色虚线): 当短期指标（橙色线）进入80%以上时，可能意味着市场情绪过热，进入超买区。 20%线 (绿色虚线): 当短期指标进入20%以下时，可能意味着市场情绪过度悲观，进入超卖区，有时是机会的信号。 背离分析： 您可以观察当主图指数（如SPY）创出新高时，这个指标是否也创出新高。如果指数新高而指标没有，就形成了顶背离，是市场内部力量减弱的警示信号。 Indicator function and interpretation: Drop-down menu switch: In the indicator settings (click the small gear icon next to the indicator name), you can easily switch from "S&P 500" to "Nasdaq 100", and the indicator will automatically update to display the corresponding data. Same frame display: The thick blue line represents the 50-day market participation (medium-term health), and the thin orange line represents the 20-day market participation (short-term sentiment). Both are in the same sub-chart for your comparison and observation. Key horizontal lines: 50% line (solid gray line): This is the most important dividing line between long and short. When the indicator line is continuously above 50%, it indicates that the market is strong; otherwise, it is weak. 80% line (dashed red line): When the short-term indicator (orange line) enters above 80%, it may mean that the market sentiment is overheated and enters the overbought zone. 20% line (dashed green line): When the short-term indicator enters below 20%, it may mean that the market sentiment is overly pessimistic and enters the oversold zone, which is sometimes a signal of opportunity. Divergence analysis: You can observe whether this indicator also hits a new high when the main chart index (such as SPY) hits a new high. If the index hits a new high but the indicator does not, it forms a top divergence, which is a warning signal of weakening internal market forces.
Penunjuk Pine Script®
oleh kmdczf
GER40 Opening Range Breakout (Simple)✅ GER40 Opening Range Breakout Strategy — Trading Plan 🎯 Objective: Capture early momentum after the Frankfurt open by trading breakouts of the initial 15-minute range. 📌 Rules Summary: Instrument: GER40 (DAX40) Timeframe: 5-minute or 15-minute chart Session Focus: 08:00–10:00 CET Opening Range: 08:00–08:15 CET 🛠 Entry Conditions: Long entry: Price breaks above the 08:00–08:15 high with volume confirmation. Short entry: Price breaks below the 08:00–08:15 low with volume confirmation. Optional confirmation: RSI > 50 for long, RSI < 50 for short.
Penunjuk Pine Script®
oleh Abanobi
Omori Law Recovery PhasesWhat is the Omori Law? Originally a seismological model, the Omori Law describes how earthquake aftershocks decay over time. It follows a power law relationship: the frequency of aftershocks decreases roughly proportionally to 1/(t+c)^p, where: t = time since the main shock c = time offset constant p = power law exponent (typically around 1.0) Application to the markets Financial markets experience "aftershocks" similar to earthquakes: Market Crashes as Main Shocks: Major market declines (crashes) represent the initial shock event. Volatility Decay: After a crash, market volatility typically declines following a power law pattern rather than a linear or exponential one. Behavioral Components: The decay pattern reflects collective market psychology - initial panic gives way to uncertainty, then stabilization, and finally normalization. The Four Recovery Phases The Omori decay pattern in markets can be divided into distinct phases: Acute Phase: Immediately after the crash, characterized by extreme volatility, panic selling, and sharp reversals. Trading is hazardous. Reaction Phase: Volatility begins decreasing, but markets test previous levels. False rallies and retests of lows are common. Repair Phase: Structure returns to the market. Volatility approaches normal levels, and traditional technical analysis becomes more reliable. Recovery Phase: The final stage where market behavior normalizes completely. The impact of the original shock has fully decayed. Why It Matters for Traders Understanding where the market stands in this recovery cycle provides valuable context: Risk Management: Adjust position sizing based on the current phase Strategy Selection: Different strategies work in different phases Psychological Preparation: Know what to expect based on the phase Time Horizon Guidance: Each phase suggests appropriate time frames for trading
Penunjuk Pine Script®
oleh HenriqueCentieiro
EMA + RSI Trend Strength v6✅ Indicator Name: EMA + RSI Trend Strength v6 📌 Purpose: This indicator combines trend detection (via EMA) with momentum confirmation (via RSI) to help traders identify high-probability bullish or bearish conditions. It also provides optional visual buy/sell signals and trend shading directly on the chart. ⚙️ Core Components: 1. Inputs: emaLen: Length of the Exponential Moving Average (default: 50). rsiLen: RSI period for momentum analysis (default: 14). rsiOB, rsiOS: RSI levels for context (default: 70/30, but mainly 50 is used for trend strength). showSignals: Toggle for showing entry signals. 2. Logic: Bullish Condition: Price is above the EMA RSI is above 50 (indicating positive momentum) Bearish Condition: Price is below the EMA RSI is below 50 3. Visuals & Outputs: EMA Line: Orange line on the price chart showing the trend direction. Buy Signal: Green triangle appears below the candle when bullish condition is met. Sell Signal: Red triangle appears above the candle when bearish condition is met. Background Color: Light green when bullish Light red when bearish
Penunjuk Pine Script®
oleh Gold_Hunters_Club
TimezoneFormatIANAUTCLibrary "TimezoneFormatIANAUTC" Provides either the full IANA timezone identifier or the corresponding UTC offset for TradingView’s built-in variables and functions. tz(_tzname, _format)   Parameters:      _tzname (string) : "London", "New York", "Istanbul", "+1:00", "-03:00" etc.      _format (string) : "IANA" or "UTC"   Returns: "Europe/London", "America/New York", "UTC+1:00" Example Code import ARrowofTime/TimezoneFormatIANAUTC/1 as libtz sesTZInput = input.string(defval = "Singapore", title = "Timezone") example1 = libtz.tz("London", "IANA") // Return Europe/London example2 = libtz.tz("London", "UTC") // Return UTC+1:00 example3 = libtz.tz("UTC+5", "IANA") // Return UTC+5:00 example4 = libtz.tz("UTC+4:30", "UTC") // Return UTC+4:30 example5 = libtz.tz(sesTZInput, "IANA") // Return Asia/Singapore example6 = libtz.tz(sesTZInput, "UTC") // Return UTC+8:00 sesTime1 = time("","1300-1700", example1) // returns the UNIX time of the current bar in session time or na sesTime2 = time("","1300-1700", example2) // returns the UNIX time of the current bar in session time or na sesTime3 = time("","1300-1700", example3) // returns the UNIX time of the current bar in session time or na sesTime4 = time("","1300-1700", example4) // returns the UNIX time of the current bar in session time or na sesTime5 = time("","1300-1700", example5) // returns the UNIX time of the current bar in session time or na sesTime6 = time("","1300-1700", example6) // returns the UNIX time of the current bar in session time or na Parameter Format Guide This section explains how to properly format the parameters for the tz(_tzname, _format) function. _tzname (string) must be either; A valid timezone name exactly as it appears in the chart’s lower-right corner (e.g. New York, London). A valid UTC offset in ±H:MM or ±HH:MM format. Hours: 0–14 (zero-padded or not, e.g. +1:30, +01:30, -0:00). Minutes: Must be 00, 15, 30, or 45 examples; "New York" → ✅ Valid chart label "London" → ✅ Valid chart label "Berlin" → ✅ Valid chart label "America/New York" → ❌ Invalid chart label. (Use "New York" instead) "+1:30" → ✅ Valid offset with single-digit hour "+01:30" → ✅ Valid offset with zero-padded hour "-05:00" → ✅ Valid negative offset "-0:00" → ✅ Valid zero offset "+1:1" → ❌ Invalid (minute must be 00, 15, 30, or 45) "+2:50" → ❌ Invalid (minute must be 00, 15, 30, or 45) "+15:00" → ❌ Invalid (hour must be 14 or below) _tztype (string) must be either; "IANA" → returns full IANA timezone identifier (e.g. "Europe/London"). When a time function call uses an IANA time zone identifier for its timezone argument, its calculations adjust automatically for historical and future changes to the specified region’s observed time, such as daylight saving time (DST) and updates to time zone boundaries, instead of using a fixed offset from UTC. "UTC" → returns UTC offset string (e.g. "UTC+01:00")
Perpustakaan Pine Script®
oleh ARrowofTime
Tsallis Entropy Market RiskTsallis Entropy Market Risk Indicator What Is It? The Tsallis Entropy Market Risk Indicator is a market analysis tool that measures the degree of randomness or disorder in price movements. Unlike traditional technical indicators that focus on price patterns or momentum, this indicator takes a statistical physics approach to market analysis. Scientific Foundation The indicator is based on Tsallis entropy, a generalization of traditional Shannon entropy developed by physicist Constantino Tsallis. The Tsallis entropy is particularly effective at analyzing complex systems with long-range correlations and memory effects—precisely the characteristics found in crypto and stock markets. The indicator also borrows from Log-Periodic Power Law (LPPL). Core Concepts 1. Entropy Deficit The primary measurement is the "entropy deficit," which represents how far the market is from a state of maximum randomness: Low Entropy Deficit (0-0.3): The market exhibits random, uncorrelated price movements typical of efficient markets Medium Entropy Deficit (0.3-0.5): Some patterns emerging, moderate deviation from randomness High Entropy Deficit (0.5-0.7): Strong correlation patterns, potentially indicating herding behavior Extreme Entropy Deficit (0.7-1.0): Highly ordered price movements, often seen before significant market events 2. Multi-Scale Analysis The indicator calculates entropy across different timeframes: Short-term Entropy (blue line): Captures recent market behavior (20-day window) Long-term Entropy (green line): Captures structural market behavior (120-day window) Main Entropy (purple line): Primary measurement (60-day window) 3. Scale Ratio This measures the relationship between long-term and short-term entropy. A healthy market typically has a scale ratio above 0.85. When this ratio drops below 0.85, it suggests abnormal relationships between timeframes that often precede market dislocations. How It Works Data Collection: The indicator samples price returns over specific lookback periods Probability Distribution Estimation: It creates a histogram of these returns to estimate their probability distribution Entropy Calculation: Using the Tsallis q-parameter (typically 1.5), it calculates how far this distribution is from maximum entropy Normalization: Results are normalized against theoretical maximum entropy to create the entropy deficit measure Risk Assessment: Multiple factors are combined to generate a composite risk score and classification Market Interpretation Low Risk Environments (Risk Score < 25) Market is functioning efficiently with reasonable randomness Price discovery is likely effective Normal trading and investment approaches appropriate Medium Risk Environments (Risk Score 25-50) Increasing correlation in price movements Beginning of trend formation or momentum Time to monitor positions more closely High Risk Environments (Risk Score 50-75) Strong herding behavior present Market potentially becoming one-sided Consider reducing position sizes or implementing hedges Extreme Risk Environments (Risk Score > 75) Highly ordered market behavior Significant imbalance between buyers and sellers Heightened probability of sharp reversals or corrections Practical Application Examples Market Tops: Often characterized by gradually increasing entropy deficit as momentum builds, followed by extreme readings near the actual top Market Bottoms: Can show high entropy deficit during capitulation, followed by normalization Range-Bound Markets: Typically display low and stable entropy deficit measurements Trending Markets: Often show moderate entropy deficit that remains relatively consistent Advantages Over Traditional Indicators Forward-Looking: Identifies changing market structure before price action confirms it Statistical Foundation: Based on robust mathematical principles rather than empirical patterns Adaptability: Functions across different market regimes and asset classes Noise Filtering: Focuses on meaningful structural changes rather than price fluctuations Limitations Not a Timing Tool: Signals market risk conditions, not precise entry/exit points Parameter Sensitivity: Results can vary based on the chosen parameters Historical Context: Requires some historical perspective to interpret effectively Complementary Tool: Works best alongside other analysis methods Enjoy :)
Penunjuk Pine Script®
oleh HenriqueCentieiro
Avg High/Low Lines with TP & SL아래 코드는 TradingView Pine Script v6으로 작성된 스크립트로, 주어진 캔들 수 동안의 평균 고가와 저가를 계산해서 그 위에 수평선을 그리며, 해당 수평선 돌파 시 진입 가격을 기록하고, 손절가(SL)와 목표가(TP)를 자동으로 계산하여 표시하는 전략입니다. 알림(alert) 기능도 포함되어 있습니다. 코드 주요 기능 요약 length 기간 동안 평균 고가, 저가를 단순 이동평균(SMA)으로 계산 평균 고가선, 저가선 수평선을 일정 바 개수만큼 좌우 연장하여 차트에 표시 평균 고가 돌파 시 매수 진입, 평균 저가 돌파 시 매도 진입 처리 진입 가격 저장 및 상태 관리 (inLong, inShort 플래그) 손절가(SL): 롱이면 평균 저가, 숏이면 평균 고가 목표가(TP): 진입가에서 손절 거리의 1.5배만큼 설정 진입가 기준으로 TP, SL 라인과 라벨 표시 상단 돌파 후 종가 마감 시 매수 알림, 하단 돌파 후 종가 마감 시 매도 알림 Sure! Here’s the English explanation of your TradingView Pine Script v6 code: Summary of Key Features Calculates the simple moving average (SMA) of the high and low prices over a user-defined number of candles (length). Draws horizontal lines for the average high and average low, extending them a specified number of bars to the left and right on the chart. Detects breakouts above the average high to trigger a long entry, and breakouts below the average low to trigger a short entry. Records the entry price and manages trade states using flags (inLong, inShort). Sets the stop loss (SL) at the average low for long positions, and at the average high for short positions. Calculates the take profit (TP) level based on the entry price plus 1.5 times the stop loss distance. Draws lines and labels for the TP and SL levels starting from the entry bar, extended to the right. Sends alerts when the price closes above the average high after a breakout (long signal), or closes below the average low after a breakout (short signal). -onestar-
Penunjuk Pine Script®
oleh puma901123
1
ATR Stop-Loss with Fibonacci Take-Profit [jpkxyz]ATR Stop-Loss with Fibonacci Take-Profit Indicator This comprehensive indicator combines Average True Range (ATR) volatility analysis with Fibonacci extensions to create dynamic stop-loss and take-profit levels. It's designed to help traders set precise risk management levels and profit targets based on market volatility and mathematical ratios. Two Operating Modes Default Mode (Rolling Levels) In default mode, the indicator continuously plots evolving stop-loss and take-profit levels based on real-time price action. These levels update dynamically as new bars form, creating rolling horizontal lines across the chart. I use this mode primarily to plot the rolling ATR-Level which I use to trail my Stop-Loss into profit. Characteristics: Levels recalculate with each new bar All selected Fibonacci levels display simultaneously Uses plot() functions with trackprice=true for price tracking Custom Anchor Mode (Fixed Levels) This is the primary mode for precision trading. You select a specific timestamp (typically your entry bar), and the indicator locks all calculations to that exact moment, creating fixed horizontal lines that represent your actual trade levels. Characteristics: Entry line (blue) marks your anchor point Stop-loss calculated using ATR from the anchor bar Fibonacci levels projected from entry-to-stop distance Lines terminate when price breaks through them Includes comprehensive alert system Core Calculation Logic ATR Stop-Loss Calculation: Stop Loss = Entry Price ± (ATR × Multiplier) Long positions: SL = Entry - (ATR × Multiplier) Short positions: SL = Entry + (ATR × Multiplier) ATR uses your chosen smoothing method (RMA, SMA, EMA, or WMA) Default multiplier is 1.5, adjustable to your risk tolerance Fibonacci Take-Profit Projection: The distance from entry to stop-loss becomes the base unit (1.0) for Fibonacci extensions: TP Level = Entry + (Entry-to-SL Distance × Fibonacci Ratio) Available Fibonacci Levels: Conservative: 0.618, 1.0, 1.618 Extended: 2.618, 3.618, 4.618 Complete range: 0.0 to 4.764 (23 levels total) Multi-Timeframe Functionality One of the indicator's most powerful features is timeframe flexibility. You can analyze on one timeframe while using stop-loss and take-profit calculations from another. Best Practices: Identify your entry point on execution timeframe Enable "Custom Anchor" mode Set anchor timestamp to your entry bar Select appropriate analysis timeframe Choose relevant Fibonacci levels Enable alerts for automated notifications Example Scenario: Analyse trend on 4-hour chart Execute entry on 5-minute chart for precision Set custom anchor to your 5-minute entry bar Configure timeframe setting to "4h" for swing-level targets Select appropriate Fibonacci Extension levels Result: Precise entry with larger timeframe risk management Visual Intelligence System Line Behaviour in Custom Anchor Mode: Active levels: Lines extend to the right edge Hit levels: Lines terminate at the breaking bar Entry line: Always visible in blue Stop-loss: Red line, terminates when hit Take-profits: Green lines (1.618 level in gold for emphasis) Customisation Options: Line width (1-4 pixels) Show/hide individual Fibonacci levels ATR length and smoothing method ATR multiplier for stop-loss distance
Penunjuk Pine Script®
oleh jpkxyz
RSP / VOO 比值指標The RSP/VOO ratio compares the performance of the S&P 500 Equal Weight ETF (RSP) to the S&P 500 Market Cap Weighted ETF (VOO). When the ratio is falling, it indicates that large-cap stocks—especially mega-cap tech names—are outperforming the broader market. In contrast, a rising ratio suggests that smaller and mid-sized companies are catching up or leading, which may signal a healthy broadening of market participation. Investors often use this ratio to identify shifts in market leadership and assess the strength or fragility of a rally.
Penunjuk Pine Script®
oleh littlesun1992
MACD + MA 2-Min Binary Options Strategy (Strategy Mode)📈 "MACD + MA Crossover Momentum Strategy" (2-Minute Expiry) ✅ Objective: Catch short-term momentum in the direction of the trend confirmed by MACD crossover and MA alignment. 🧰 Strategy Setup 🕒 Chart Timeframe: 15-second or 30-second candles (2-minute expiry = 4–8 candles ahead) 📊 Indicators: EMA 5 (fast) EMA 13 (slow) MACD (12, 26, 9) – Standard settings (Optional): Support/Resistance zones (manual or indicator) 🟩 Call (Buy) Conditions: EMA 5 crosses above EMA 13 MACD Line crosses above the Signal Line (MACD crossover happens after or at the same time as EMA cross) MACD histogram is increasing (momentum rising) Price is above both EMAs, confirming trend strength No major resistance or news in the next 2 minutes 🟨 Enter on the close of the confirmation candle. Set expiry: 2 minutes from entry. 🟥 Put (Sell) Conditions: EMA 5 crosses below EMA 13 MACD Line crosses below Signal Line MACD histogram is decreasing Price is below both EMAs No support zone or news in next 2 minutes ✅ Additional Entry Filters Only trade in the direction of the higher timeframe trend (check 5-minute chart to confirm) Avoid trading during low volume (e.g., lunch hours, between sessions) Avoid entry right after a MACD crossover has been running for several candles (too late) Use price action candles to confirm (e.g., engulfing, strong momentum bars) 🧠 Example Workflow (Call Trade): You're watching GBP/USD on 30-sec candles. EMA 5 just crosses above EMA 13. MACD line crosses above signal, histogram increases. Price is above both EMAs, showing strength. Candle closes strong bullish. ➡️ Enter CALL with 2-minute expiry.
Strategi Pine Script®
oleh Abanobi