Mulakan

Penunjuk dan strategi

Market Regime Candle DominanceDescription: This script, "Market Regime Candle Dominance," overlays a TradingView chart to visually identify market regimes—bullish trends, bearish trends, or ranging markets—using adaptive calculations and volatility detection. It dynamically colors candles and highlights the background to indicate current market conditions. How It Works: Inputs: Users define colors for bullish, bearish, and ranging trends, adjust sensitivity thresholds for volatility and trends, and set an adaptive calculation length. Adaptive Calculation: A period adjustment factor (calcPeriod) dynamically alters based on the chart's timeframe, ensuring meaningful calculations across different timeframes. Volatility and Trend Detection: Using the True Range (ta.tr) and price change (close - close ), the script calculates volatility and trend strength to determine market conditions. Trend sensitivity is adjustable through thresholds (trendThreshold), enabling finer or broader regime detection. Market Regime Identification: Bullish Trend: Detected when trendStrength > trendThreshold. Bearish Trend: Triggered when trendStrength < -trendThreshold. Ranging Market: Identified when neither bullish nor bearish trends are present. Candle Coloring: Candles are colored according to the market regime: Green for bullish trends. Red for bearish trends. Blue (semi-transparent) for ranging markets. Background Highlights: An optional feature (highlightRegime) adds semi-transparent background colors corresponding to the detected regime, enhancing visual clarity of the chart. Features: Adaptive Sensitivity: Adjusts the calculation length and thresholds for precision across different chart timeframes. Customizable Display: Allows users to personalize colors and enable/disable background highlights. Visual Clarity: Simplifies the identification of market regimes, providing clear direction at a glance.
Penunjuk Pine Script®
oleh ZMGcustom
Indicateur Swing GMMA Pro v8.0.2 (Rentabilité+)GMMA Pro v8.0.2 Indicator Description This TradingView Pine Script indicator, titled "Indicateur Swing GMMA Pro v8.0.2 (Rentabilité+)", is a comprehensive tool designed for swing trading based on the Guppy Multiple Moving Averages (GMMA) concept, enhanced with numerous filters and risk management features. Core Strategy: GMMA Trend: The primary signals are derived from the relationship between a group of short-term (fast) Exponential Moving Averages (EMAs) and a group of long-term (slow) EMAs. A potential long signal occurs when the average of the fast EMAs crosses above the average of the slow EMAs, or when a bullish trend (fast > slow, slow EMAs aligned upwards) is already established. A potential short signal occurs when the average of the fast EMAs crosses below the average of the slow EMAs, or when a bearish trend (fast < slow, slow EMAs aligned downwards) is already established. Entry Trigger Refinement: An entry is further confirmed only if the closing price is decisively beyond the average of the fast EMAs (above for longs, below for shorts). Configurable Filters: The indicator includes a wide array of optional filters to refine entry signals: Long EMA Filter (Current Timeframe): Requires the price to be above a long-period EMA (e.g., 200 EMA) for longs, and below for shorts. MTF Filter: Confirms the trend by checking the price position relative to a long EMA on a selected Higher Timeframe (HTF). ADX Filter: Validates trend strength using the Average Directional Index (ADX) and checks if the Directional Movement Index (DMI) aligns with the trade direction (+DI > -DI for longs, -DI > +DI for shorts). Strict GMMA Filter: Enforces a stricter condition where slow EMAs must be fully aligned (all rising for longs, all falling for shorts). S/R Proximity Filter: Prevents entries if the price is too close to a recently formed pivot-based Support (for shorts) or Resistance (for longs) zone. Zone height can be ATR-based or tick-based. Risk/Reward Filter: Only allows trades where the potential reward (based on the calculated Take Profit) versus the potential risk (based on the initial Stop Loss) meets a minimum required ratio. Volatility Filter (ATR %): Filters out trades during periods of low volatility by requiring the ATR to be above a minimum percentage of the current price. Momentum Filter (RSI): Uses the Relative Strength Index (RSI) to confirm momentum, requiring RSI to be above a certain level for longs and below for shorts. Risk Management & Exits: Initial Stop Loss (SL): Can be calculated using a multiple of the Average True Range (ATR) or a fixed percentage from the entry price. Take Profit (TP): Can be set using an ATR multiple, a fixed percentage, or by targeting the nearest valid pivot S/R level. Trailing Stop Loss (TSL): Optional ATR-based trailing stop that follows the price once a trade is active (unless Break-Even is activated). Break-Even (BE) Stop: Optional feature to move the Stop Loss to the entry price after the trade has moved a specified ATR multiple in profit, protecting the position from turning into a loss. Exit Conditions: A trade can be closed by: Hitting the Take Profit level. Hitting the current Stop Loss (which could be the initial SL, TSL, or BE SL). A reversal signal (fast GMMA average crossing back over the slow GMMA average). Visual Elements: Plots the fast and slow GMMA groups (configurable as lines or filled bands). Plots the long EMA filter line. Draws S/R zones based on detected pivot highs and lows. Displays Entry Price, Take Profit, and Current Stop Loss lines on the chart when a trade is active. Includes an optional Dashboard summarizing the status of all filters, potential signals, current position details (including BE status), potential R/R, and TP/SL levels. Alerts: Configurable alerts are available for: Buy and Sell Short entry signals. Take Profit hits (long/short). Stop Loss hits (distinguishing between initial/trailing SL and BE SL). Trend-based exits. Break-Even Stop activation. Purpose: This indicator aims to provide a flexible and robust framework for GMMA-based swing trading, allowing users to layer multiple confirmation filters and utilize various risk management techniques to suit their strategy and market conditions. Thorough backtesting and parameter optimization are recommended before live trading.
Penunjuk Pine Script®
oleh Evil2Root
RT-RSI 2.0 + Signal📈 RT-RSI 2.0 + Signal – Enhanced RSI Divergence Detection RT-RSI 2.0 + Signal is a powerful and flexible RSI-based divergence indicator designed for traders who want smarter market entries using real-time confirmations. This script identifies bullish and bearish RSI divergences, visualizes them directly on the RSI pane, and provides clear output signals (numeric: 1.0 for bullish, 2.0 for bearish) for use in external strategy scripts like RT-Signal 2.0.1. 🔍 Core Features: ✔️ Detects classic RSI divergences (bullish & bearish) ✔️ Includes automatic pivot detection and flexible lookback settings ✔️ External signal output for use in multi-pattern or strategy systems ✔️ Optimized RSI calculation per market type (BTC, DAX, Gold, Forex, etc.) ✔️ Customizable moving average & Bollinger Band smoothing ✔️ Signal is output via plot() (non-displayed) for remote use
Penunjuk Pine Script®
oleh martinfreinschlag
Scaled RSI CCI +DivNormal RSI overlaid with Dynamic Scaling CCI. Customizable static or dynamic normalization with vertical offset to ensure CCI and RSI are scaled appropriately on top of each other. Includes divergences for each, and an additional set of threshold levels. Default settings have the RSI as the base and CCI dynamically normalized. Threshold levels are standard RSI 30/50/70 levels and is also fully customizable. Includes standard RSI signal line. CCI will not be perfectly scaled, the default settings are the best fit; but both the RSI and the CCI can be customized individually.
Penunjuk Pine Script®
oleh scissorsphrenic
Momentum Indicators Bias/* Description: This script, "Advanced Momentum Indicators Bias," displays a table summarizing the directional bias of various technical indicators on a TradingView chart. It allows users to toggle between simple "Up/Down" directions and advanced "Strong Up/Weak Up/Strong Down/Weak Down" classifications using the `use_advanced_counts` input. How It Works: 1. **Inputs**: Users can enable/disable 25 indicators and customize table appearance (position, colors, visibility). 2. **Direction Calculation**: Each indicator has a `get_*_dir()` function that determines its direction: - When `use_advanced_counts` is false, it returns "up" or "down" based on basic conditions (e.g., RSI > 50 = "up"). - When `use_advanced_counts` is true, it returns "strong_up," "weak_up," "strong_down," or "weak_down" by assessing trend strength. 3. **Strength Determination**: - Advanced indicators (e.g., RSI, MACD) use momentum (e.g., value increasing vs. previous) to differentiate "strong" (rising) from "weak" (flat/declining). - Simple indicators (e.g., ADX, Ichimoku) add a strength heuristic (e.g., price or indicator value change) when `use_advanced_counts` is true. 4. **Table Display**: The `get_display_text` function maps directions to text: - Toggle off: "Up" or "Down." - Toggle on: "Strong Up," "Weak Up," "Strong Down," or "Weak Down" only. - Background colors reflect strength (solid for strong, faded for weak). 5. **Total Count**: Optionally shows a summary of up/down counts, with detailed strong/weak counts when advanced mode is enabled. Indicators Used: - Oscillators: RSI, MACD, Stochastic, MFI, Williams %R, CCI, ROC, Momentum, Trix, Schaff Trend Cycle, Chaikin Oscillator, Ultimate Oscillator. - Trend/Other: ADX, Ichimoku, Parabolic SAR, Aroon, OBV, Bull Bear Power, Elder Ray, Gator Oscillator, Keltner Channels, Zig Zag, Donchian Channels, Envelopes, Fractals. The script overlays the chart and updates on the last bar, providing a quick visual bias assessment across multiple indicators. */
Penunjuk Pine Script®
oleh ZMGcustom
1
Supply & Demand with Candle SignalsUnlock the power of Supply & Demand Zones combined with high-probability Bullish/Bearish Engulfing patterns to spot strong market reversals and trends. This strategy helps identify key price levels where major market moves are likely to occur. By using Engulfing candlesticks within these zones, you can make more informed and accurate trading decisions, enhancing your chances of success. Ideal for traders looking for a robust technical approach to maximize market opportunities.
Penunjuk Pine Script®
oleh gokulkrish80
Hash Rate to Market Cap ChannelWe can visualize market sentiment towards security of the Bitcoin network by dividing the Marketcap by Hashrate. This can determine under and overvaluation of the network itself per dollar. The value is then normalized over the lookback period to create an oscillating channel. SETTINGS Lookback Period - used for calculating the normalization and how far back to look for highs and lows. HMA Smoothing Length - Faster moving average to smooth out the curves Channel Width - visually change the channel scale Bear/Bull Value - Under and Overvaluation Use Log Scaling - adjusts the channel visuals for log scaled charts
Penunjuk Pine Script®
oleh OrionAlgo
3
Buy/Sell EMA Trend Filter v6Buy/Sell EMA Trend Filter v6 This indicator provides a comprehensive trading system based on EMA crossovers with trend filtering for TradingView. It's designed to identify high-probability buy and sell signals by combining short-term crossovers with longer-term trend direction confirmation. Key Features: EMA Crossover System: Uses fast and slow EMAs (9 and 21 by default) to generate initial signals Trend Filtering: Confirms signals with longer-term trend direction (50 and 200 EMAs) Automatic TP/SL Calculation: Displays clear take profit and stop loss levels based on fixed risk points Visual Alerts: Clear buy/sell markers at the point of signal with detailed labels Risk Management: Pre-calculated risk-to-reward setup (default 1:2 ratio) How It Works: Buy Signal: When the fast EMA crosses above the slow EMA while the 50 EMA is above the 200 EMA (bullish trend) Sell Signal: When the fast EMA crosses below the slow EMA while the 50 EMA is below the 200 EMA (bearish trend) Customizable Parameters: Fast EMA period (default: 9) Slow EMA period (default: 21) Trend EMA periods (default: 50 and 200) Fixed risk in points (default: 20) Reward ratio (default: 2.0) The indicator displays clear entry points with predefined stop loss and take profit levels, making it ideal for traders looking for a systematic approach to the markets. Perfect for both day trading and swing trading timeframes. This tool combines both trend following and momentum principles to filter out low-probability trades and focus on high-quality setups where the trend and momentum align.
Penunjuk Pine Script®
oleh ScalperBerlin
Stochastic Order Flow Momentum [ScorsoneEnterprises]This indicator implements a stochastic model of order flow using the Ornstein-Uhlenbeck (OU) process, combined with a Kalman filter to smooth momentum signals. It is designed to capture the dynamic momentum of volume delta, representing the net buying or selling pressure per bar, and highlight potential shifts in market direction. The volume delta data is sourced from TradingView’s built-in functionality: www.tradingview.com For a deeper dive into stochastic processes like the Ornstein-Uhlenbeck model in financial contexts, see these research articles: arxiv.org and arxiv.org The SOFM tool aims to reveal the momentum and acceleration of order flow, modeled as a mean-reverting stochastic process. In markets, order flow often oscillates around a baseline, with bursts of buying or selling pressure that eventually fade—similar to how physical systems return to equilibrium. The OU process captures this behavior, while the Kalman filter refines the signal by filtering noise. Parameters theta (mean reversion rate), mu (mean level), and sigma (volatility) are estimated by minimizing a squared-error objective function using gradient descent, ensuring adaptability to real-time market conditions. How It Works The script combines a stochastic model with signal processing. Here’s a breakdown of the key components, including the OU equation and supporting functions. // Ornstein-Uhlenbeck model for volume delta ou_model(params, v_t, lkb) => theta = clamp(array.get(params, 0), 0.01, 1.0) mu = clamp(array.get(params, 1), -100.0, 100.0) sigma = clamp(array.get(params, 2), 0.01, 100.0) error = 0.0 v_pred = array.new(lkb, 0.0) array.set(v_pred, 0, array.get(v_t, 0)) for i = 1 to lkb - 1 v_prev = array.get(v_pred, i - 1) v_curr = array.get(v_t, i) // Discretized OU: v_t = v_{t-1} + theta * (mu - v_{t-1}) + sigma * noise v_next = v_prev + theta * (mu - v_prev) array.set(v_pred, i, v_next) v_curr_clean = na(v_curr) ? 0 : v_curr v_pred_clean = na(v_next) ? 0 : v_next error := error + math.pow(v_curr_clean - v_pred_clean, 2) error The ou_model function implements a discretized Ornstein-Uhlenbeck process: v_t = v_{t-1} + theta (mu - v_{t-1}) The model predicts volume delta (v_t) based on its previous value, adjusted by the mean-reverting term theta (mu - v_{t-1}), with sigma representing the volatility of random shocks (approximated in the Kalman filter). Parameters Explained The parameters theta, mu, and sigma represent distinct aspects of order flow dynamics: Theta: Definition: The mean reversion rate, controlling how quickly volume delta returns to its mean (mu). Constrained between 0.01 and 1.0 (e.g., clamp(array.get(params, 0), 0.01, 1.0)). Interpretation: A higher theta indicates faster reversion (short-lived momentum), while a lower theta suggests persistent trends. Initial value is 0.1 in init_params. In the Code: In ou_model, theta scales the pull toward \mu, influencing the predicted v_t. Mu: Definition: The long-term mean of volume delta, representing the equilibrium level of net buying/selling pressure. Constrained between -100.0 and 100.0 (e.g., clamp(array.get(params, 1), -100.0, 100.0)). Interpretation: A positive mu suggests a bullish bias, while a negative mu indicates bearish pressure. Initial value is 0.0 in init_params. In the Code: In ou_model, mu is the target level that v_t reverts to over time. Sigma: Definition: The volatility of volume delta, capturing the magnitude of random fluctuations. Constrained between 0.01 and 100.0 (e.g., clamp(array.get(params, 2), 0.01, 100.0)). Interpretation: A higher sigma reflects choppier, noisier order flow, while a lower sigma indicates smoother behavior. Initial value is 0.1 in init_params. In the Code: In the Kalman filter, sigma contributes to the error term, adjusting the smoothing process. Summary: theta: Speed of mean reversion (how fast momentum fades). mu: Baseline order flow level (bullish or bearish bias). sigma: Noise level (variability in order flow). Other Parts of the Script Clamp A utility function to constrain parameters, preventing extreme values that could destabilize the model. ObjectiveFunc Defines the objective function (sum of squared errors) to minimize during parameter optimization. It compares the OU model’s predicted volume delta to observed data, returning a float to be minimized. How It Works: Calls ou_model to generate predictions, computes the squared error for each timestep, and sums it. Used in optimization to assess parameter fit. FiniteDifferenceGradient Calculates the gradient of the objective function using finite differences. Think of it as finding the "slope" of the error surface for each parameter. It nudges each parameter (theta, mu, sigma) by a small amount (epsilon) and measures the change in error, returning an array of gradients. Minimize Performs gradient descent to optimize parameters. It iteratively adjusts theta, mu, and sigma by stepping down the "hill" of the error surface, using the gradients from FiniteDifferenceGradient. Stops when the gradient norm falls below a tolerance (0.001) or after 20 iterations. Kalman Filter Smooths the OU-modeled volume delta to extract momentum. It uses the optimized theta, mu, and sigma to predict the next state, then corrects it with observed data via the Kalman gain. The result is a cleaner momentum signal. Applied After initializing parameters (theta = 0.1, mu = 0.0, sigma = 0.1), the script optimizes them using volume delta data over the lookback period. The optimized parameters feed into the Kalman filter, producing a smoothed momentum array. The average momentum and its rate of change (acceleration) are calculated, though only momentum is plotted by default. A rising momentum suggests increasing buying or selling pressure, while a flattening or reversing momentum indicates fading activity. Acceleration (not plotted here) could highlight rapid shifts. Tool Examples The SOFM indicator provides a dynamic view of order flow momentum, useful for spotting directional shifts or consolidation. Low Time Frame Example: On a 5-minute chart of SEED_ALEXDRAYM_SHORTINTEREST2:NQ , a rising momentum above zero with a lookback of 5 might signal building buying pressure, while a drop below zero suggests selling dominance. Crossings of the zero line can mark transitions, though the focus is on trend strength rather than frequent crossovers. High Time Frame Example: On a daily chart of NYSE:VST , a sustained positive momentum could confirm a bullish trend, while a sharp decline might warn of exhaustion. The mean-reverting nature of the OU process helps filter out noise on longer scales. It doesn’t make the most sense to use this on a high timeframe with what our data is. Choppy Markets: When momentum oscillates near zero, it signals indecision or low conviction, helping traders avoid whipsaws. Larger deviations from zero suggest stronger directional moves to act on, this is on $STT. Inputs Lookback: Users can set the lookback period (default 5) to adjust the sensitivity of the OU model and Kalman filter. Shorter lookbacks react faster but may be noisier; longer lookbacks smooth more but lag slightly. The user can also specify the timeframe they want the volume delta from. There is a default way to lower and expand the time frame based on the one we are looking at, but users have the flexibility. No indicator is 100% accurate, and SOFM is no exception. It’s an estimation tool, blending stochastic modeling with signal processing to provide a leading view of order flow momentum. Use it alongside price action, support/resistance, and your own discretion for best results. I encourage comments and constructive criticism.
Penunjuk Pine Script®
oleh ScorsoneEnterprises
Trendline Breakouts With Targets [ Chartprime ]ITS COPIED FROM TBT WITH TARGETS What's added: STOP LOSS IS VISIBLE. CAN ADD ALERTS FOR BUY AND SELL SIGNALS. The Trendline Breakouts With Targets and visible stoploss indicator is meticulously crafted to improve trading decision-making by pinpointing trendline breakouts and breakdowns through pivot point analysis. Here's a comprehensive look at its primary functionalities: Upon the occurrence of a breakout or breakdown, a signal is meticulously assessed against a false signal condition/filter, after which the indicator promptly generates a trading signal. Additionally, it conducts precise calculations to determine potential target levels and then exhibits them graphically on the price chart. 🔷Key Features: 🔸Trendline Drawing: The indicator automatically plots trendlines based on significant pivot points and wick data, visually representing the prevailing trend.
Penunjuk Pine Script®
oleh priyapb00039
1
Multi-Timeframe Anchored VWAP Valuation# Multi-Timeframe Anchored VWAP Valuation ## Overview This indicator provides a unique perspective on potential price valuation by comparing the current price to the Volume Weighted Average Price (VWAP) anchored to the start of multiple timeframes: Weekly, Monthly, Quarterly, and Yearly. It synthesizes these comparisons into a single oscillator value, helping traders gauge if the current price is potentially extended relative to significant volume-weighted levels. ## Core Concept & Calculation 1. **Anchored VWAP:** The script calculates the VWAP separately for the current Week, Month, Quarter (3 Months), and Year (12 Months), starting the calculation from the first bar of each period. 2. **Price Deviation:** It measures how far the current `close` price is from each of these anchored VWAPs. This distance is measured in terms of standard deviations calculated *within* that specific anchor period (e.g., how many weekly standard deviations the price is away from the weekly VWAP). 3. **Deviation Score (Multiplier):** Based on this standard deviation distance, a score is assigned. The further the price is from the VWAP (in terms of standard deviations), the higher the absolute score. The indicator uses linear interpolation to determine scores between the standard deviation levels (defaulted at 1, 2, and 3 standard deviations corresponding to scores of +/-2, +/-3, +/-4, with a score of 1 at the VWAP). 4. **Timeframe Weighting:** Longer timeframes are considered more significant. The deviation scores are multiplied by fixed scalars: Weekly (x1), Monthly (x2), Quarterly (x3), Yearly (x4). 5. **Final Valuation Metric:** The weighted scores from all four timeframes are summed up to produce the final oscillator value plotted in the indicator pane. ## How to Interpret and Use * **Histogram (Indicator Pane):** * The main output is the histogram representing the `Final Valuation Metric`. * **Positive Values:** Suggest the price is generally trading above its volume-weighted averages across the timeframes, potentially indicating strength or relative "overvaluation." * **Negative Values:** Suggest the price is generally trading below its volume-weighted averages, potentially indicating weakness or relative "undervaluation." * **Values Near Zero:** Indicate the price is relatively close to its volume-weighted averages. * **Histogram Color:** * The color of the histogram bars provides context based on the metric's *own recent history*. * **Green (Positive Color):** The metric is currently *above* its recent average plus a standard deviation band (dynamic upper threshold). This highlights potentially significant "overvalued" readings relative to its normal range. * **Red (Negative Color):** The metric is currently *below* its recent average minus a standard deviation band (dynamic lower threshold). This highlights potentially significant "undervalued" readings relative to its normal range. * **Gray (Neutral Color):** The metric is within its typical recent range (between the dynamic upper and lower thresholds). * **Orange Line:** Plots the moving average of the `Final Valuation Metric` itself (based on the "Threshold Lookback Period"), serving as the centerline for the dynamic thresholds. * **On-Chart Table:** * Provides a detailed breakdown for transparency. * Shows the calculated VWAP, the raw deviation multiplier score, and the final weighted (adjusted) metric for each individual timeframe (W, M, Q, Y). * Displays the current price, the final combined metric value, and a textual interpretation ("Overvalued", "Undervalued", "Neutral") based on the dynamic thresholds. ## Potential Use Cases * Identifying potential exhaustion points when the indicator reaches statistically high (green) or low (red) levels relative to its recent history. * Assessing whether price trends are supported by underlying volume-weighted average prices across multiple timeframes. * Can be used alongside other technical analysis tools for confirmation. ## Settings * **Calculation Settings:** * `STDEV Level 1`: Adjusts the 1st standard deviation level (default 1.0). * `STDEV Level 2`: Adjusts the 2nd standard deviation level (default 2.0). * `STDEV Level 3`: Adjusts the 3rd standard deviation level (default 3.0). * **Interpretation Settings:** * `Threshold Lookback Period`: Defines the number of bars used to calculate the average and standard deviation of the final metric for dynamic thresholds (default 200). * `Threshold StDev Multiplier`: Controls how many standard deviations above/below the metric's average are used to set the "Overvalued"/"Undervalued" thresholds (default 1.0). * **Table Settings:** Customize the position and colors of the data table displayed on the chart. ## Important Considerations * This indicator measures price deviation relative to *anchored* VWAPs and its *own historical range*. It is not a standalone trading system. * The interpretation of "Overvalued" and "Undervalued" is relative to the indicator's logic and calculations; it does not guarantee future price movement. * Like all indicators, past performance is not indicative of future results. Use this tool as part of a comprehensive analysis and risk management strategy. * The anchored VWAP and Standard Deviation values reset at the beginning of each respective period (Week, Month, Quarter, Year).
Penunjuk Pine Script®
oleh Sickist