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Penunjuk dan strategi

VIX/VVIX Spike RiskVIX/VVIX Spike Risk Analyzer The VIX/VVIX Spike Risk Analyzer analyzes historical VIX behavior under similar market conditions to forecast future VIX spike risk. By combining current VIX and VVIX levels as dual filters, it identifies historical precedents and calculates the probability and magnitude of VIX spikes over the next 1, 5, and 10 trading days. IMPORTANT: This indicator must be applied to the VIX chart (CBOE:VIX) to function correctly. Methodology 1. Dual-Filter Pattern Matching The indicator uses both VIX and VVIX as simultaneous filters to identify historically analogous market conditions: By requiring BOTH metrics to match historical levels, the indicator creates more precise market condition filters than using VIX alone. This dual-filter approach significantly improves predictive accuracy because: VIX alone might be at 15, but VVIX can tell us if that 15 is stable (low VVIX) or explosive (high VVIX) High VVIX + Low VIX often precedes major spikes Low VVIX + Low VIX suggests sustained calm 2. Tolerance Settings VIX Matching (Default: ±10% Relative) Uses relative percentage matching for consistency across different VIX regimes Example: VIX at 15 matches 13.5-16.5 (±10%) Can switch to absolute tolerance (±5 points) if preferred VVIX Matching (Default: ±10 Points Absolute) Uses absolute point matching as VVIX scales differently Example: VVIX at 100 matches 90-110 Can switch to relative percentage if preferred 3. Historical Analysis Window The indicator scans up to 500 bars backward (limited by VVIX data availability) to find all historical periods where both VIX and VVIX were at similar levels. Each match becomes a "sample" for statistical analysis. 4. Forward-Looking Spike Analysis For each historical match, the indicator measures VIX behavior over the next 1, 5, and 10 days Display Metrics Explained Average Highest Spike Shows the average of the maximum VIX spikes observed. Highest Single Spike Shows the single largest spike ever recorded Probability No 10% Spike Shows what percentage of historical cases stayed BELOW a 10% spike: Probability No 20% Spike Shows what percentage of historical cases stayed BELOW a 20% spike: Note : You'll see many more shaded bars than the sample count because each match creates up to 5 consecutive shaded bars (bars 1-5 after the match all "look back" and see it). Short Volatility Strategies: Enter when there's a LOW probability of big vol spikes based on today's metrics Long Volatility Strategies Enter when there's a HIGH probability of big vol spikes based on today's metrics
Penunjuk Pine Script®
oleh CIVolatility
Tristan's Tri-band StrategyTristan's Tri-band Strategy - Confluence Trading System Strategy Overview: This strategy combines three powerful technical indicators - RSI, Williams %R, and Bollinger Bands - into a single visual trading system. Instead of cluttering your chart with separate indicator panels, all signals are displayed directly on the price chart using color-coded gradient overlays, making it easy to spot high-probability trade setups at a glance. How It Works: The strategy identifies trading opportunities when multiple indicators align (confluence), suggesting strong momentum shifts: 📈 Long Entry Signals: RSI drops to 30 or below (oversold) Williams %R reaches -80 to -100 range (oversold) Price touches or breaks below the lower Bollinger Band All three conditions must align during your selected trading session 📉 Short Entry Signals: RSI rises to 70 or above (overbought) Williams %R reaches 0 to -20 range (overbought) Price touches or breaks above the upper Bollinger Band All three conditions must align during your selected trading session Visual Indicators: (faint) Green gradients below candles = Bullish oversold conditions (buying opportunity) (faint) Red/Orange gradients above candles = Bearish overbought conditions (selling opportunity) Stacked/brighter gradients = Multiple indicators confirming the same signal (higher probability) will stack and show brighter / less faint Blue Bollinger Bands = Volatility boundaries and mean reversion zones Exit Strategy: Long trades exit when price reaches the upper Bollinger Band OR RSI becomes overbought (≥70) Short trades exit when price reaches the lower Bollinger Band OR RSI becomes oversold (≤30) Key Features: ✅ Session Filters - Trade only during NY (9:30 AM-4 PM), London (3 AM-11:30 AM), or Asia (7 PM-1 AM EST) sessions ✅ No Repainting - Signals are confirmed on candle close for realistic backtesting and live trading ✅ Customizable Parameters - Adjust RSI levels, BB standard deviations, Williams %R periods, and gradient visibility ✅ Visual Clarity - See all three indicators at once without switching between panels ✅ Built-in Alerts - Get notified when entry and exit conditions are met How to Use Effectively: Choose Your Trading Session - For day trading US stocks, enable only the NY session. For forex or 24-hour markets, select the sessions that match your schedule. Look for Gradient Stacking - The brightest, most visible gradients occur when both RSI and Williams %R signal together. These are your highest-probability setups. Confirm with Price Action - Wait for the candle to close before entering. The strategy enters on the next bar's open to prevent repainting. Respect the Bollinger Bands - Entries occur at the outer bands (price extremes), and exits occur at the opposite band or when momentum reverses. Backtest First - Test the strategy on your preferred instruments and timeframes. Works best on liquid assets with clear trends and mean reversion patterns (stocks, major forex pairs, indices). Adjust Gradient Visibility - Use the "Gradient Strength" slider (lower = more visible) to make signals stand out on your chart style. Best Timeframes: 5-minute to 1-hour charts for intraday trading; 4-hour to daily for swing trading (I have also found the 3 hour timeframe to work really well for some stocks / ETFs.) Best Markets: Liquid instruments with volatility - SPY, QQQ, major stocks, EUR/USD, GBP/USD, major indices Risk Management: This is a mean reversion strategy that works best in ranging or choppy markets. In strong trends, signals may appear less frequently. Always use proper position sizing and stop losses based on your risk tolerance. ---------------------------------------------- Note: Past performance does not guarantee future results. This strategy is provided for educational purposes. Always backtest thoroughly and practice proper risk management before live trading.RetryClaude can make mistakes. Please double-check responses. Sonnet 4.5
Strategi Pine Script®
oleh OhRayOhRay
India Vix based Strangle StrikesA clean Nifty–VIX dashboard that converts India VIX into expected daily moves, price ranges, and suggested strangle strikes. Includes VIX %, expanded 1.2× range, and smart rounded strike levels for options trading. This script provides a professional on-chart dashboard that converts India VIX into actionable trading levels for Nifty. It calculates the VIX-based expected daily move, projected price ranges, expanded 1.2× ranges, and suggested strangle strike prices. Includes clean formatting, color-coded sections, and real-time updates. Ideal for traders using straddles, strangles, intraday volatility models, range-bound setups, and options-based risk management. 1.2x expanded range is better success probability, may keep 20% of strangle value as stop loss. The vix based system is intended to give approx. 70%+ success rate.
Penunjuk Pine Script®
oleh ipuneet
Sector Analysis [SS]Introducing the most powerful sector analysis tool/indicator available, to date, in Pine! This is a whopper indicator, so be sure to read carefully to ensure you understand its applications and uses! First of all, because this is a whopper, let's go over the key functional points of the indicator. The indicator compares the 11 main sector ETFs against whichever ticker you are looking at. The functions include the following: Ability to pull technicals from the sectors, such as RSI, Stochastic and Z-Score; Ability to look at the correlation of the sector ETF to the current ticker you are looking at. Ability to calculate the R2 value between the ticker you are looking at and each sector. The ability to run a Two Tailed T-Test against the log returns of the Ticker of interest and the Sector (to analyze statistically significant returns between sectors/tickers). The ability to analyze the distribution of returns across all sector ETFs. The ability to pull buying and selling volume across all sector ETFs. The ability to create an integrated moving average using a sector ETF to predict the expected close range of a ticker of interest. These are the highlight functions. Below, I will go more into them, what they mean and how to use them. Pulling Technicals This is pretty straight forward. You can pull technicals, such as RSI, Stochastic and Z-Score from all the sector ETFs and view them in a table. See below for the example: Pulling Correlation In order to see which sector your ticker of interest follows more closely, we need to look first at correlation and then at R2. The correlation will look at the immediate relationship over a specified time. A highly positive value, indicates a strong, symbiotic relationship, which the sector and the ticker follow each other. This would be represented by a correlation of 0.8 or higher. A strong negative correlation, such as -0.8 or lower, indicates that the sector and the ticker are completely opposite. When one goes up, the other goes down and vice versa. You can adjust your correlation assessment length directly in the settings menu: If you want to use a sector ETF to find the expected range for a ticker of interest, it is important to locate the highest, POSITIVE, correlation value. Here are the results for MSFT at a correlation lookback of 200: In this example, we can see the best relationship is with the ETF XLK. Analysis of R2 R2 is an important metric. It essentially measures how much of the variance between 2 tickers are explained by a simple, linear relationship. A high R2 means that a huge degree of variance can be explained between the 2 tickers. A low R2 means that it cannot and that the 2 tickers are likely not integrated or closely related. In general, if you want to use the sector ETF to find the mean and trading range and identify over-valuation/over-extension and under-extension statistically, you need to see both a high correlation and a high R-Squared. These 2 metrics should be analyzed together. Let's take a look at MSFT: Here, despite the correlation implying that XLK was the ticker we should use to analyze, when we look at the R Squared, we see actually, we should be using XLI. XLI has a strong positive relationship with MSFT, albeit a bit less than XLK, but the R2 is solid, > 0.9, indicating the XLI explains much of MSFT's variance. Two Tailed T-Test A two tailed T-test analyzes whether there is a statistically significant difference between 2 different groups, or in our case, tickers. The T-Test is conducted on the log returns of the ticker of interest and the sector. You then can see the P value results, whether it is significant or not. Let's look at MSFT again: Looking at this, we can see there is no statistically significant difference in returns between MSFT and any of the sectors. We can also see the SMA of the log returns for more detailed comparison. If we were to observe a significant finding on the T-Test metrics, this would indicate that one sector either outperforms or underperforms your ticker to a statistically significant degree! If you stumble upon this, you would check the average log returns to compare against the average returns of your ticker of interest, to see whether there is better performance or worse performance from the sector ETF vs. your ticker of interest. Analyzing the Distribution The indicator will also analyze the distribution of returns. This is an interesting option as it can help you ascertain risk. Normally distributed returns imply mean reverting behavviour. Deviations from that imply trending behaviour with higher risk expectancy. If we look at the distribution statistics currently over the last 200 trading days, here are the results: Here, we can see all show signs of trending, as none of the returns are normally distributed. The highest risk sectors are XLK and XLY. Why are they the highest risk? Because the indicator has found a heavy right tailed distribution, indicated sudden and erratic mean reversion/losses are possible. Creating an MA Now for the big bonus of the indicator! The indicator can actually create a regression based range from closely correlated sectors, so you can see, in sectors that are strongly correlated to your ticker, whether your ticker is over-bought, oversold or has mean reverted. Let's look at MSFT using XLI, our previously identified sector with a high correlation and high R2 value: The results are pretty impressive. You can see that MSFT has rode the mean of the sector on the daily timeframe for quite some time. Each time it over extended itself above the sector implied range, it mean reverted. Currently, if you were to trade based on Pairs or statistics, MSFT is no trade as it is currently trading at its sector mean. If you are a visual person, you can have the indicator plot the mean reversion points directly: Green represents a bullish mean reversion and red a bearish mean reversion. Concluding Remarks If you like pair trading, following the link between sectors and tickers or want a more objective way to determine whether a ticker is over-bought or oversold, this indicator can help you. In addition to doing this, the indicator can provide risk insights into different sectors by looking at the distribution, as well as identify under-performing sectors or tickers. It can also shed light on sectors that may be technically over-bought or oversold by looking at Z-Score, stochastics and RSI. Its a whopper and I really hope you find it helpful and useful! Thanks everyone for reading and checking this out! Safe trades!
Penunjuk Pine Script®
oleh Steversteves
1
Gann Astronomical Turning PointsThis is a comprehensive Pine Script that implements W.D. Gann's astronomical theories to identify potential market turning points. Here's a detailed breakdown of the script: Overview The script identifies and displays astronomical events (sun angles, moon phases, and Mercury retrogrades) that Gann theorists believe correlate with market turning points. It also analyzes historical price performance following these events to provide statistical significance. Key Components 1. Input Parameters Date Range: Users can set the analysis period (start and end dates) Display Options: Toggle visibility of different astronomical events and tables Analysis Settings: Configure the lookback period for price change analysis (1-20 days) 2. Astronomical Calculations The script includes several functions to calculate celestial positions: getDaysSinceEpoch(t): Calculates days since January 1, 2000 (reference point) getSunLongitude(t): Computes the Sun's position in the ecliptic (0-360°) getMoonPhase(t): Determines the Moon's phase angle relative to the Sun getMercuryLongitude(t): Calculates Mercury's position in the ecliptic 3. Gann Critical Angles (Sun Events) The script identifies when the Sun reaches four critical angles that Gann considered significant: 0° Aries (Spring Equinox) 90° Cancer (Summer Solstice) 180° Libra (Fall Equinox) 270° Capricorn (Winter Solstice) These are detected by tracking when the Sun's longitude crosses these specific angles. 4. Moon Phases Four key moon phases are identified: New Moon: Moon passes between Earth and Sun First Quarter: Moon is 90° east of Sun Full Moon: Moon is opposite the Sun Last Quarter: Moon is 270° east of Sun 5. Mercury Retrograde Periods The script detects when Mercury appears to move backward in its orbit: Identifies start and end dates of retrograde motion Displays these periods as highlighted zones on the chart 6. Price Change Analysis For each astronomical event, the script: Calculates the percentage price change over a user-defined lookback period Categorizes changes as positive or negative Stores this data for statistical analysis 7. Statistical Significance The script calculates several metrics for each event type: Average Price Change: Mean percentage change following events Up/Down Ratio: Number of positive vs. negative changes Accuracy Percentage: How often the dominant direction occurred 8. Visual Elements The script includes multiple display components: Event Labels Sun Angles: Orange sun symbols displayed above price bars Moon Phases: Moon phase emojis displayed below price bars Mercury Retrograde: Red boxes highlighting the retrograde periods Information Tables Events Table: Shows upcoming and recent astronomical events Significance Analysis Table: Displays statistical performance of each event type Forecast Section: Identifies the next upcoming event and predicted direction 9. Forecasting Functionality The script predicts market direction for the next astronomical event based on: Historical average price change for that event type Statistical accuracy of previous similar events Color-coded forecast (green for bullish, red for bearish) This script offers an interesting implementation of Gann's astronomical theories, but should be used as part of a broader analysis rather than as a standalone trading system. Disclaimer: This indicator is for educational purposes only. Past performance does not guarantee future results. Always conduct your own research and risk assessment before trading.
Penunjuk Pine Script®
oleh kingshukghosh71
JiNFOJiNFO is a clean, data-driven overlay that displays key information about the current symbol directly on your chart — without clutter. 🧭 What it shows Company & Symbol Info – Name, ticker, sector, industry, market cap Timeframe Label – Current chart timeframe (auto-formatted) ATR (14) & % Volatility – With color dots for low 🟢 / medium 🟡 / high 🔴 volatility Moving Average Status – Indicates if price is above or below the selected MA (default 150) RSI & RSI-SMA (14) – Compact line with live values and color dot for overbought/neutral/oversold zones Distance from SMA (50) – Shows how far price is from the 50 MA (+/- %) and grades it A–D by distance 🟢🟠🔴 Earnings Countdown – Days remaining until the next earnings date (if available) ⚙️ Customization Position (top/middle/bottom, left/center/right) Text size (default Small), color, opacity (100 %) Toggle any data row on or off Choose compact or verbose labels 🧩 Purpose JiNFO replaces bulky data panels with a lightweight, transparent information layer — perfect for traders who want essential fundamentals, volatility, and technical context at a glance.
Penunjuk Pine Script®
oleh yoni_ag
VIX Regime AnalyzerVIX Regime Analyzer The VIX Regime Analyzer is an analytical tool that examines historical VIX patterns to provide insights into how your asset typically performs under similar volatility conditions. Key Features: Historical Pattern Matching: Automatically scans up to 1,000 bars of history to find all periods when VIX was at levels similar to today, using customizable tolerance ranges (absolute or percentage-based). Forward-Looking Statistics: For each VIX regime match, calculates what actually happened to your asset over the next 1, 5, 10, and 20 trading days, providing both average returns and probability of positive outcomes. Regime Classification System: Intelligently categorizes the current market environment as bullish or bearish: Visual Historical Context: Background shading throughout your chart highlights every historical period when VIX matched current levels, color-coded by subsequent performance (green for gains, red for losses). User Inputs: VIX Level Tolerance (+/-): How closely VIX must match (default: ±5 points) Use Relative Tolerance (%): Switch to percentage-based matching for consistency across different VIX levels Lookback Period: How many bars to analyze Highlight Historical VIX Matches: Toggle background highlighting of past matching periods The Data Table The statistics box appears in the right handside of your chart and contains three main sections: Section 1: VIX REGIME Current VIX: The live VIX closing price Range: The tolerance band being searched (e.g., if VIX is 18 with ±5 tolerance, range is 13-23) Historical Samples: Number of matching periods found in the lookback window (minimum 10 required for statistical validity) Section 2: FORWARD RETURN Shows the average percentage change in your asset over different timeframes following similar VIX levels: Avg Next Day: What typically happened by the next trading session Avg Next 5 Days: Average 5-day forward performance Avg Next 10 Days: Average 10-day forward performance Avg Next 20 Days: Average 20-day forward performance (approximately 1 month) Section 3: PROBABILITY UP Shows the win rate - the percentage of times your asset closed higher after VIX matched current levels: Next Day: Probability of being up the next session Next 5 Days: Probability of being up after 5 days Next 10 Days: Probability of being up after 10 days Next 20 Days: Probability of being up after 20 days Colors: 🟢 Green: Bullish regimes (various strengths) 🔴 Red: Bearish regimes (various strengths) 🟡 Yellow: Choppy/uncertain regime When "Highlight Historical VIX Matches" is enabled: Scroll back through your chart and you'll see colored backgrounds highlighting every period when VIX matched today's level. The color tells you whether that match led to gains (green) or losses (red). This provides instant visual pattern recognition - you can quickly see if similar VIX levels historically led to bullish or bearish outcomes. Practical Example: If you see that most historical periods with similar VIX levels are highlighted in green, it suggests the current VIX level has historically been a bullish signal for your asset. How The Indicator Makes Decisions The regime classification uses both magnitude AND probability to avoid false signals: Example of Strong Classification: Average 5-day return: +1.5% Win rate: 65% Result: STRONG BULLISH (both high return and high probability) Example of Weak Signal: Average 5-day return: +2.0% Win rate: 35% Result: CHOPPY (high average but low consistency = unreliable) This dual-factor approach ensures the indicator doesn't mislead you with regimes that had a few huge winners but mostly losers, or vice versa. Best Practices Combine with your existing strategy: Use this as a regime filter rather than standalone signals Check sample size: More historical matches = more reliable statistics Consider multiple timeframes: If 5-day and 20-day metrics disagree, proceed with caution Asset-specific tuning: Different assets may require different tolerance settings VIX spikes: The indicator is particularly useful during VIX spikes to understand if panic is justified What Makes This Different Unlike simple VIX indicators that just plot the fear index, this tool: Quantifies the actual impact of VIX levels on YOUR specific asset Provides probability-based forecasts rather than subjective interpretation Shows historical context visually so you can see patterns at a glance Uses rigorous statistical criteria to avoid false regime classifications
Penunjuk Pine Script®
oleh CIVolatility
MTF VFSMA SqueezeThe purpose of this indicator is to detect a market squeeze (lack of volatility) period and to identify the initiation and direction of the breakout. It is based on Variety-Filtered, Squeeze Moving Averages indicator. The original indicator created by Loxx identifies both squeeze zones and breakouts/breakdowns. A squeeze zone is defined when price is below a specific volatility threshold calculated as the difference between a fast- and slow-moving average and filtered using ATR- or Pips-based threshold. It operates on a single timeframe and includes Loxx's Expanded Source Types, signals, alerts, etc. and 35+ Loxx's Moving Averages. These adaptive, minimal-lag indicators are built upon advanced mathematical and signal processing DSP techniques that far surpass traditional Moving Averages. This currently published indicator includes the following main developments: Squeeze Detection using Percentile Rank Method It detects the Squeeze by applying a Percentile Rank to the historical distance (spread) between the two MAs. MA Spread: The basis for Squeeze detection is the distance between the two moving averages. Percentile Rank: A statistical measure that indicates the percentage of past Spread values within the set lookback period that are lower than the current MA Spread. Squeeze State: A Squeeze occurs when the Percentile Rank is below the set Squeeze Threshold (%)). Example: If the threshold is 20% and the Rank is 15%, it means the MA Spread is in its tightest 15% range, below the set threshold. Therefore, the condition is currently met. Goal: Objective volatility measurement that adapts to market conditions. Squeeze Duration Filter A key condition for a Breakout signal is that the MAs must have remained in the Squeeze zone for a specified minimum duration. Goal: To filter out market noise and False Breakouts. Multi-Timeframe (MTF) Confluence Multi-Timeframe trend and squeeze monitoring for 3 timeframes (TFs). Provides confirmation using the MA status from two higher timeframes (TF2, TF3). Goal: Trend and momentum confirmation from a broader market context. Signals Only on Bar Close? By selecting the signalOnClose parameter to enabled, it is possible to avoid repainting on the chart TF. If it is checked, all events on the chart (L/S signals, Squeeze Start/End, MA color change) will only appear after the bar has closed, preventing repainting. Higher TF events remain in real-time. Goal: To increase the reliability of signals. Multi-Level Alerts and Info Panel Comprehensive, confluence-weighted alerts and real-time status display. Enhanced Alerts based on multi-timeframe confluences. Alerts are ready to enable/disable for Any alert() function call and ready for watchlists. Alert Frequency is also configurable in Inputs window. „Once per bar close” is the most reliable for signals. „Always” or „Once per bar” alert frequencies may generate temporary signal alerts. Please note that even if "Once per bar close" is selected as alert frequency, this only applies to the chart TF, and TF2 and TF3 status may be modified until the close of the relevant candle. Goal: Transparent decision-making. Other Improvements Unlike the original indicator, the coloring of the MA curves on the chart depends on the relative positions of the fast MA and slow MA. The curves are colored bullish when the fast MA is above the slow MA, bearish when the opposite is true, and neutral in the squeeze zone. Data Window with Squeeze Start/End, Buy/Sell, Status, Squeeze Percentile etc. on all 3 TFs. Ready for Pine Screener. Please be aware that currently only the chart TF is configurable in Pine Screener, TF2 and TF3 are set to their default values. Pine Script® version 6. Limitations When setting the indicator parameters, please take into account the limitations of TradingView. (Lookback period of Percentile Rank and Moving Averages periods, Execution time limit (timeout) etc.) For example, if a NaN% message appears as the Percentile Rank value, please reduce the lookback period. How to use it This indicator is a Breakout-following system, but it can also be the basis for Range Trading. The Setup Phase This is the preparation stage. The indicator signals low volatility as the bands tighten. Squeeze Dynamics: Monitoring the Squeeze Duration is essential. The longer the price spends in the Squeeze zone, the more likely the resulting breakout will be powerful. The Signal Phase (Breakout) The Breakout signal appears on the bar where the Percentile Rank first crosses above the Squeeze threshold, indicating a sudden return of volatility. Further condition: Meets the SqueezeDuration filter. Breakout direction: Bullish: Fast MA > SLow MA, Bearish: Fast MA < SLow MA Applying MTF Confluence: The most promising trades that are in line with higher timeframes: Total Confluence: Chart TF Signal + TF2 Bullish/Bearish + TF3 Bullish/Bearish. This is the strongest, highest-probability setup. Simple signal: Only the Chart TF signals. This should be handled with caution, as the higher timeframes (TF2, TF3) might still be in a Squeeze or in a conflicting state. Alternative Use: Range Trading within the Squeeze Bands If the market has low volume, the squeeze bands can be used as dynamic support/resistance for bounces off the edges of the range: The probability of a successful range trade increases if the boundaries of the squeeze zone have only been touched a few times previously. Each touch weakens the zone boundaries and increases the chance of a Breakout. Suggested Tactics and Risk Management When using Breakout strategies, strict risk management and the use of confirmations are essential: Volume Confirmation: A strong, above-average volume Breakout candle increases the probability of a successful breakout. False Breakout: If the breakout occurs on low volume, there is a higher chance of a pullback and a False Breakout. Entry After Retest: A safer entry: wait until the price breaks out, but only enter if it returns to the squeeze zone and bounces back from there. This reduces the risk of a False Breakout trap. The Risk of False Breakout: False Breakouts are part of any Breakout strategy. Always have a strict Stop Loss set. Reversal: Be prepared for the possibility that after a Breakout signal (e.g., Long), the price returns to the zone and then breaks out in the opposite (Short) direction. Please note that all technical analysis and trading signals only indicate probabilities. Always use your own risk management rules and follow market regulations. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Past performance shown in examples is not indicative of future results. The indicator provides signals and calculations, but trading decisions are solely your responsibility. Always: Test strategies on paper before using real money Never risk more than you can afford to lose Understand that all trading involves risk Consider seeking advice from a licensed financial advisor The publisher makes no guarantees regarding accuracy, profitability, or performance. Use at your own risk.
Penunjuk Pine Script®
oleh siisan
NY ORB - Full Dynamic SystemNY ORB - Full Dynamic Strategy Summary 1. Opening Range and Session Timing Opening Range (ORB) Calculation: The strategy identifies the ORB High and ORB Low by tracking the highest high and lowest low during the specified New York pre-market window, which is set by default from 8:30 to 8:45 (New York time). Entry Window: Trading activity is restricted to a specific entry period, typically starting shortly after the ORB is established (default: 8:50 to 12:00). Hard Exit Time: Any remaining open positions are automatically closed at a fixed exit time (default: 13:25). 2. Trade Entry Logic and Filters An entry (Long or Short) is generated when the price breaks out of the established ORB, provided it passes a series of optional filters: Direction Control: The user can restrict the strategy to trade Long Only, Short Only, or Both. Second Breakout Logic: An optional filter that requires the price to break out, reverse back into the range, and then break out again, confirming momentum after a consolidation. Confirmation Candle Count: An optional filter that checks the close of a previous candle (e.g., 1 or 2 candles ago) to ensure the price was still inside the range, preventing premature entry. Technical Filters (Optional): The entry is only executed if it aligns with selected indicators: RSI: Filters for non-overbought (Long) or non-oversold (Short) conditions. MACD: Requires the MACD line to be above/below the Signal line for alignment. VWAP: Requires the price to be above/below the Volume-Weighted Average Price. Trend Filter (SMMA): Requires the price to be above/below a 50-period Simple Moving Average. 3. Dynamic Risk and Exit Management This strategy features highly configurable stop-loss and profit-taking mechanics: Primary Stop Loss Methods: The Stop Loss distance can be dynamically chosen from four types: Fixed: A fixed number of ticks. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR-based, but with a hard maximum tick limit. OR-Based: Based on a multiple of the actual ORB High-to-Low range. Dynamic Profit Target: The Take Profit level is calculated dynamically based on a multiplier of either the ATR or the ORB Range. Breakeven Stop: If enabled, the Stop Loss automatically moves to the entry price (Breakeven) once the price moves a predetermined distance in the profitable direction. An Adaptive Breakeven option allows the trigger distance to be calculated as a percentage of the overall ATR Profit Target. Trailing Stop: The strategy uses a trailing stop, which can be custom-set (fixed ticks) or dynamically tied to the ATR. An optional feature Auto Tighten Trailing reduces the trailing multiplier once the breakeven level is hit. MA Cross Exit: An alternative, counter-trend exit mechanism that closes the trade if the price crosses back over the chosen Moving Average (either SMMA or VWAP), overriding the pending profit target. 4. Daily Account Management The strategy includes crucial daily risk controls to protect capital and lock in profits: Daily Profit Limit: If the total daily PnL (realized and unrealized) hits a predefined maximum profit threshold (in ticks), all trades are closed, and new entries are blocked for the remainder of the trading day. Daily Loss Limit: Conversely, if the total daily PnL hits a predefined maximum loss threshold, all trades are closed, and new entries are blocked for the remainder of the day.
Strategi Pine Script®
oleh mcward302
Multi-Anchor VWAP | Trade Symmetry🧩 Multi-Anchor VWAP Description: Dynamic VWAP anchored to Session, Week, Month, Quarter, and Year — all in one view. Full Description: This indicator plots multiple VWAPs (Volume-Weighted Average Prices) simultaneously — each anchored to a different time period: Session, Week, Month, Quarter, and Year. 💡 Ideal for traders who track institutional mean reversion and liquidity zones across multiple timeframes. Features ✅ Session, Weekly, Monthly, Quarterly, and Yearly Anchored VWAPs ✅ Independent color and visibility controls for each anchor ✅ Adjustable label position and size ✅ Option to hide VWAPs on Daily or higher charts ✅ Clean and efficient performance This tool helps you visualize volume-weighted mean levels where price often reacts — offering a clear map of bias and equilibrium across all major time horizons.
Penunjuk Pine Script®
oleh TradeSymmetry
Block-Based Trend Breakout (UTB/DTB) & S/R ZonesThis indicator is designed to detect potential trend reversals or volatility bursts by analyzing price action structured into "blocks." Its primary goal is to capture the earliest signals that a defined trend structure is weakening or breaking. Signal Generation: 🟢 DTB (Downtrend Breakout): When a confirmed downtrend is identified (e.g., price has been falling for 2 blocks), the indicator waits for the price to break above the highest high of the last completed block in that trend. When this break occurs, it signals a potential bullish reversal with a green DTB triangle below the bar. 🔴 UTB (Uptrend Breakdown): When a confirmed uptrend is identified (e.g., price has been rising for 2 blocks), the indicator waits for the price to break below the lowest low of the last completed block. When this break occurs, it signals a potential bearish reversal with a red UTB triangle above the bar. 🛠️ Key Settings Block Size (bars): The number of bars in each block used to analyze the trend structure. Lower values track short-term trends; higher values track long-term trends. Trend Confirmation (steps): The minimum number of consecutive blocks required to "confirm" a trend. Tolerance: Allowed Off-Trend Steps: The number of "noise" blocks allowed while confirming a trend. Show Support/Resistance Zones: Toggles the histogram-based S/R zones on or off. S/R Lookback (blocks): Determines how many blocks to look back for calculating S/R zones. S/R Zone Width (in ATR): Sets the thickness of the S/R zones, denominated in ATRs. If you find this useful please reach out and let me know how you use it as it's fairly unique... and thus different than anything I've ever seen or used.
Penunjuk Pine Script®
oleh senbrke