Mulakan

Utiliti Pine

Liquidity Swings [ Zero Lag ] - FloAlgoThis indicator identifies and tracks liquidity pools at swing highs and lows — a key Smart Money Concepts tool for visualizing institutional order flow and potential reversal zones. How It Works The script operates in three stages: Pivot Detection — Confirmed swing highs and lows are identified using a lookback period, establishing the outer boundaries of resting liquidity pools. Zone Tracking — For each pivot, the script counts how many subsequent bars trade through the liquidity zone (wick tip to body edge) and accumulates the total volume of those touches, revealing market interest at each level. Cross Event — When price closes beyond a pivot's extreme, the level is marked as "consumed" — liquidity has been taken and the level becomes a dashed historical reference rather than an active trading zone. Visual Elements Solid horizontal lines extending from pivot levels to current price Semi-transparent zone boxes spanning from wick tip to body edge Dashed lines marking levels where liquidity has been consumed Volume/count labels pinned at pivot bars showing accumulated activity Color-coded zones: red for supply (highs), green for demand (lows) Key Settings Pivot Lookback — Sensitivity of pivot high/low detection Swing Area — Zone definition: Wick Tip to body edge, or Full Range (wick to opposite wick) Filter Areas By — Display threshold metric: Count (number of touches) or Volume (total volume) Filter Value — Minimum threshold — zones only appear when activity exceeds this value Swing High/Low — Toggle visibility of supply or demand zones Label Size — Size of volume/count labels displayed on chart
Penunjuk Pine Script®
oleh FloAlgo
3
Adaptive Trend Intelligence + SMC + RVOL + ML - FloAlgoThis indicator combines an Adaptive SuperTrend with Smart Money Concepts (SMC) market structure, Relative Volume (RVOL) filtering, and an online Machine Learning model to produce high-confidence trend-following signals. How It Works Adaptive SuperTrend — A SuperTrend band whose ATR multiplier scales automatically based on the short/long volatility ratio. In quiet markets the band tightens; in expansions it widens. An optional noise filter requires price to hold on the new side for N bars before a flip is accepted, eliminating whipsaws. SMC Market Structure Engine — Uses a Stochastic Momentum Oscillator to detect overbought/oversold pivots and build an alternating High/Low swing chain. From those swings it tracks Dow-Theory labels (HH, HL, LH, LL), draws a zigzag, plots S/R zones, and detects BOS (Break of Structure) when price closes beyond the previous major swing confirming trend continuation, and CHoCH (Change of Character) when price closes beyond the prior opposing major swing signaling a trend flip. Both events require an established trend direction and fire only against the correct structural level, preventing false signals on internal corrections. RVOL Filter — Computes directional buy/sell volume from candle structure and ranks it against a rolling percentile. Signals are suppressed unless the directional volume percentile clears a configurable threshold, keeping entries to high-participation moves only. Online ML Model — A logistic regression model with L2 regularisation trained incrementally on every confirmed SuperTrend flip. It learns 17 features per signal including candle shape, volume, momentum, ATR slope, RSI, Bollinger position, RVOL, and SMC bias, then resolves each trade when the next flip occurs. Probability is displayed in the info table and can gate signals via a minimum confidence threshold. Visual Elements SuperTrend line with bull/bear fill ▲ / ▼ signal arrows and labels BOS / CHoCH labels at structure breaks HH / HL / LH / LL Dow labels at each pivot Zigzag lines connecting momentum pivots S/R zone boxes, colour-coded and fading on break Info table showing Signal, Trend, ML Confidence, RVOL, Momentum, Volatility, Quality, MS Bias, and last Structure event Key Settings ATR Length — lookback for ATR calculation ATR Multiplier — base band width Adaptive Multiplier — auto-scales multiplier with volatility ratio Noise Filter (bars) — bars price must hold before flip is confirmed RVOL Lookback — rolling window for volume percentile ranking RVOL Min Percentile % — minimum directional volume percentile to allow a signal Min ML Probability % — minimum ML model confidence to allow a signal Stochastic Length — sensitivity of the momentum pivot oscillator Overbought / Oversold — stochastic zone thresholds for pivot detection Filter Signals by MS — gate signals to align with SMC trend direction Max S/R Zones per Side — maximum supply/demand boxes kept on chart
Penunjuk Pine Script®
oleh FloAlgo
Sector Breakout + Golden Setup ScannerVisual Meaning Rarity Light blue background BASING — consolidation forming Common🟠 Diamond "ER" EARLY ROTATION — RS strong, price still in base Uncommon🟢 Triangle "BO" EMERGING BREAKOUT — pivot break + RS + volume Uncommon🟢 Large triangle "CBO"CONFIRMED BREAKOUT — full Stage-2 break Rare🟡 Yellow background + huge "GOLDEN SETUP" label All 10 strict criteria met Very rare🟠 Small "8+" triangle Near-Golden (8 of 10) — watchlist trigger Uncommon The key insight: GOLDEN SETUP is a special case of EARLY ROTATION. It fires only when the early signal is also passing all 10 strict tests. Most Early Rotations won't qualify as Golden Setups — that's the point. The Unified Label Shows Everything STAGE: EARLY ROTATION (or GOLDEN SETUP if all 10 pass) Score: 72/100 Pass: 9/10 ========================== TIER 1 - RS LEADERSHIP RS at New High RS Slope 8.45% (need >5%) Mansfield 4.21 (need >0) Accel 1M=4.5% / 3M=18.2% <- this is why it's not Golden yet ========================== TIER 2 - BASE QUALITY Valid Base Structure ATR Contracting Base Range 11.5% (need 8-15%) Dist Pivot -1.20% (need -2 to 0%) ========================== TIER 3 - CONFIRMATION Volume 1.82x (need >1.5x) Stage-2 Trend Score >= 65 ========================== Pivot: 23,450.00 Stop: 21,200.00 VCP Pattern: YES Color of the label box itself tells you status at a glance: Yellow box = Golden Setup ACTIVE Green box = Confirmed Breakout Lime box = Emerging Breakout Orange box = Early Rotation or Near-Golden (8+/10) Dark box = Waiting / Basing / Trending How to Read It in Practice Scenario A — Stage shows "EARLY ROTATION" but Golden = 6/10: Setup is forming but missing key criteria. Watchlist only — don't size in yet. Scenario B — Stage shows "EARLY ROTATION" + Golden = 9/10: Almost there. Identify the one missing criterion (label will tell you). When it flips, this is your high-conviction entry. Scenario C — Stage shows "GOLDEN SETUP" (Pass 10/10): This is the trade. Yellow background, huge label on chart, alert fires. Score will be 70+. Take the trade with stops at the Support level shown. Scenario D — Stage shows "EMERGING BO" but Golden was never triggered: The breakout fired without the strict pre-conditions. Lower conviction — could work but no Golden-grade signal beforehand. Scenario E — Stage shows "CONFIRMED BO" + Golden was triggered earlier: You missed the early entry. The Confirmed signal here is "extension" territory — still valid but lower R:R. Alert Strategy Set these alerts in priority order: GOLDEN SETUP TRIGGERED — highest priority, fires rarely Near Golden Setup (8+/10) — gives you early heads-up EARLY ROTATION — catches setups that may not become Golden but still tradeable CONFIRMED BREAKOUT — entry confirmation if you missed the early signal Quick Reminders Sector indices (CNXFMCG, CNXPHARMA, etc.): Turn OFF "Require Volume Surge" — no volume data ETFs and individual stocks: Leave volume check ON Weekly timeframe is the sweet spot for this framework — daily produces too many noisy signals; monthly too few The Golden Setup is designed to be rare (maybe 1-2 sectors at a time across the entire NSE universe). If you see it firing on many sectors simultaneously, the broader market is in strong accumulation — itself a useful signal. This is now your complete tactical scanner: stage detection for context, Golden Setup for conviction trades, all on one chart with no toggling between scripts.
Penunjuk Pine Script®
oleh Bharat_Mishra88
Internal & External MSSHere is a quick breakdown of what it does and its key features: Dual Tracking (Internal vs. External): It calculates two different sets of market swings simultaneously. It tracks smaller, short-term price movements (Internal MSS) and larger, structural price movements (External MSS). Overlap Prevention: To keep your chart clean, if a short-term Internal shift and a long-term External shift occur at the exact same price level, the script is programmed to only draw the more significant External level. Wick vs. Body Calculation: You can toggle the settings to define market structure using either the extreme highs/lows of the candle wicks, or the real bodies (open/close) of the candles. Smart Label Placement: Breakout lines are drawn horizontally from the broken swing point, and text labels (like "E-MSS" or "i-MSS") automatically float above or below the lines so they don't collide with the drawings. Fully Customizable Visuals: Through the settings menu, you can easily change the line colors, thickness, dashed/solid styles, and the exact text used for the labels without needing to edit the code again.
Penunjuk Pine Script®
oleh marstradesict
Custom Candle Highlighter (NY Time)### Overview This lightweight utility script highlights exactly two specific candles during the trading day based on your custom time inputs. It is designed for traders who track specific key economic releases, market opens, or daily institutional windows. ### Features * **Precise NY Time Tracking:** The script converts candle times to the New York timezone (`America/New_York`), meaning it automatically adjusts for U.S. Daylight Saving Time (DST). It will remain accurate regardless of your local chart timezone display. * **Dual Time Inputs:** Easily set two independent times (Hour and Minute) directly from the indicator settings panel without changing the code. * **Highly Visible Triggers:** When a candle matches your set time, the script highlights it using three visual anchors: 1. Changes the candle body color to Yellow. 2. Applies a soft Yellow background slot behind the candle. 3. Places a tiny green triangle underneath the candle for absolute clarity. ### Important Usage Notes (Best Settings) * **Timeframe Requirement:** To capture exact minutes (e.g., 08:55 AM), you **must** use this indicator on lower-interval timeframes like the **1-minute (1m)** chart. If you are on a 1-hour chart, individual minute triggers will not paint. * **Inputs:** Access the settings gear icon to adjust the hours (0-23 format) and minutes (0-59 format) for both the morning and afternoon session targets. Feel free to leave a comment or drop a like if you find this script useful for your daily routine!
Penunjuk Pine Script®
oleh igalivashkevich
Santi Extended Hours % ChangeThis custom Pine Script indicator is designed to calculate and display the real-time percentage change of any asset during extended trading hours (Pre-market and After-hours) directly on the top-right corner of your chart. By isolating the official closing price from the regular New York session ($session.regular$) and comparing it mathematically to the most recent live tick from the extended feed ($session.extended$), the script eliminates the common issue where daily bars freeze or stop updating outside of standard market hours. This ensures that massive gaps up or down prior to the 9:30 AM NY bell are captured with absolute precision. The indicator operates entirely independently of the timeframe or layout you are currently viewing, making it a highly reliable tool for monitoring institutional pre-market momentum and sudden overnight volatility on volatile ETFs and equities. By rendering the final output inside a clean, dynamic table that shifts colors between green and red based on performance, it replicates the native data found in your TradingView watchlist columns. This allows you to track real-time price action at a glance without losing focus on your core technical setups.
Penunjuk Pine Script®
oleh santiagocb1
Smart Money PRO Smart Money PRO Полная разметка SMC в одном индикаторе: Order Blocks, Breaker Blocks, FVG, BOS/CHoCH, Liquidity Sweeps, EQH/EQL и Premium/Discount зоны О чём это Большинство SMC-трейдеров держат на графике 4–5 отдельных индикаторов: один рисует структуру, другой — Order Blocks, третий — FVG, четвёртый — ликвидность. Это засоряет график и съедает лимит индикаторов на бесплатном аккаунте. Этот скрипт собирает весь необходимый SMC-инструментарий в одном слоте. Заточен под крипту (BTC, ETH, альты), но настройки сделаны так, что работает на любом инструменте и любом таймфрейме — от 5-минуток для скальпинга до Daily для свинга. Что отрисовывает на графике Структура рынка. Алгоритм автоматически находит точки разворота (свинг-хаи и свинг-лои) с настраиваемой длиной pivot-lookback. Помечает их маленькими кружками над/под свечой. BOS (Break of Structure). Когда цена закрывается за последним значимым хаем или лоем в направлении тренда — рисуется пунктирная линия пробитого уровня с подписью «BOS». Сигнал продолжения движения. CHoCH (Change of Character). Первый пробой структуры в противоположную сторону. Помечается как «CHoCH» — потенциальная смена тренда, самый важный сигнал для входа в новую позицию. Order Blocks. После каждого BOS/CHoCH алгоритм находит последнюю свечу противоположного направления в импульсной волне — она помечается прямоугольной зоной. Область, где сильные участники набирали позицию. Breaker Blocks. Когда Order Block пробивается, он не удаляется с графика, а конвертируется в Breaker противоположного направления. Бывший support становится resistance — классическая логика SMC. Отрисовываются синим (бычьи) и оранжевым (медвежьи). Fair Value Gaps (FVG / имбалансы). 3-свечные разрывы цены. Есть фильтр по минимальному размеру в долях ATR — отсекает мелкий шум, особенно важно на волатильной крипте. Liquidity Sweeps. Треугольники над/под свечой, которая тенью забрала ликвидность за свинг, но закрылась обратно — классический stop hunt перед разворотом. Часто работает в связке с CHoCH. Equal Highs / Equal Lows (EQH / EQL). Когда два соседних пивота находятся в пределах ATR-допуска по цене — отмечаются пунктирной линией и ромбиком. Это зона концентрации стоп-ордеров (ликвидности). Premium / Discount зоны. Автоматическая Fibonacci-разметка между последним свинг-хаем и лоем. Красная Premium зона (выше 50%) — для шортов. Зелёная Discount (ниже 50%) — для лонгов. Жёлтая Equilibrium линия посередине. Дашборд. Компактная таблица в правом верхнем углу: текущий тренд (BULL/BEAR), счётчики активных OB / Breakers / FVG, и в какой зоне сейчас находится цена. Логика митигации Каждая зона автоматически уходит с графика, когда отрабатывает: Order Block по Wick: гасится при касании тени свечи Order Block по Close: гасится только при закрытии бара за пределами зоны Breaker Block: удаляется при закрытии цены за противоположной границей FVG: удаляется при полном перекрытии гэпа ценой Алгоритм торговли (один из вариантов) Ждём смены тренда — CHoCH в направлении желаемой сделки. Проверяем, что цена пришла в правильную зону (для лонга — Discount, для шорта — Premium). Ищем сформированный после CHoCH Order Block или FVG в направлении нового тренда. Дожидаемся возврата цены в зону + опционально подтверждения от Liquidity Sweep (стрелка ▼/▲). Точка входа — внутри OB/FVG, стоп за дальнюю границу зоны. Цели — следующий ликвидный уровень: предыдущий хай/лой, EQH/EQL зона или противоположная Premium/Discount граница. Настройки Параметры сгруппированы по разделам для удобства: Структура рынка — длина свинга, отображение HH/LL, BOS, CHoCH, компактный режим (скрывает декорации), цвета Order Blocks — лимит активных блоков, режим митигации (Wick/Close), цвета, рамка Breaker Blocks — включение, лимит, цвета Fair Value Gaps — лимит, фильтр по ATR, цвета Liquidity Sweeps — тип метки (стрелка/текст), цвета Equal Highs / Lows — ATR-допуск, цвет линии Premium / Discount — длина зоны вправо, цвета зон и Equilibrium Алерты — 8 независимых переключателей Алерты Восемь типов событий, каждый можно включить независимо: BOS · CHoCH · Новый Order Block · Касание Order Block · Новый FVG · Liquidity Sweep · EQH/EQL · Новый Breaker Block Технические детали Pine Script v5 Автоматическая очистка старых объектов (нет упирания в лимит boxes/lines) Декоративные маркеры реализованы через plotshape для жёсткой привязки к свечам без визуального наезжания Machine state для тренда: BOS и CHoCH разводятся корректно, без ложных повторов на одном уровне Inline-таблица обновляется только на последнем баре — минимальная нагрузка Что в этой реализации сделано иначе В отличие от большинства публичных SMC-индикаторов: BOS и CHoCH разделены через машину состояний тренда, а не «любой пробой = BOS» Order Block ищется внутри импульсной волны от последнего свинга, а не как «последняя свеча перед пробоем» — это даёт более точные зоны Breaker Block не появляется отдельно, а переходит из мёртвого OB, что соответствует канонической логике ICT/SMC FVG фильтруется по ATR — на крипте это критично, иначе график зашумляется микрогэпами на каждом баре Метки реализованы через plotshape и label.style_none — намертво привязаны к ценовым уровням, не «плавают» при панорамировании и зуме Дисклеймер Индикатор не даёт сигналов на покупку или продажу и не является торговой рекомендацией. Это инструмент структурного анализа рынка по методологии Smart Money Concepts. Любые торговые решения принимаются пользователем самостоятельно и под собственную ответственность. Прошлые сигналы не гарантируют будущие результаты. Open-source. Код полностью открыт — можно изучать, копировать, форкать и улучшать.
Penunjuk Pine Script®
oleh PersonalConcentrat
Colored Volume Bars [LazyBear] v6 [Remake J. Lubin 5/2026]A modernized Pine Script v6 rebuild of LazyBear's classic *Colored Volume Bars* indicator, with new themes, a multi-type volume moving average, and built-in alerts. The script colors each volume bar based on the relationship between the **current bar and a lookback bar** — comparing both price direction and volume change — to make accumulation, distribution, exhaustion, and stealth moves visually obvious at a glance. **Color logic** - **Price Up + Volume Up** → strong bullish (real buying pressure) - **Price Up + Volume Down** → weak bullish (rally on thin volume) - **Price Down + Volume Up** → strong bearish (active selling) - **Price Down + Volume Down** → weak bearish (fading sellers) - **Neutral** → no clear direction **Features** - Pine Script v6, lightweight and fast - 4 visual themes + fully customizable colors: - Classic LazyBear - Futuristic Neon - Modern Professional - Minimal Clean - Custom - Optional volume moving average with **5 MA types**: SMA, EMA, RMA, WMA, TEMA (true triple-EMA formula) - Adjustable lookback, bar transparency, and MA line width - Built-in alerts: - Bullish confirmation (price up + volume up) - Bearish confirmation (price down + volume up) - Volume expansion - Volume contraction **How to use** Add it to any chart and any timeframe. Use it as a confirmation tool alongside price action, trend, or breakout strategies — green/strong-color bars confirm conviction behind a move; weak-color bars warn that momentum may be fading. **Credits** Original concept by **LazyBear**. This version is a full v6 rewrite with theming, MA flexibility, and alerts added — original color logic preserved exactly under the "Classic LazyBear" theme.
Penunjuk Pine Script®
oleh Jlubin782
6 EMA (5,10,20,100,500)//@version=5 indicator("Custom EMA Ribbon", overlay=true) ema1 = ta.ema(close, 5) ema2 = ta.ema(close, 10) ema3 = ta.ema(close, 20) ema4 = ta.ema(close, 50) ema5 = ta.ema(close, 100) ema6 = ta.ema(close, 200) plot(ema1, color=color.green, title="EMA 5") plot(ema2, color=color.lime, title="EMA 10") plot(ema3, color=color.yellow, title="EMA 20") plot(ema4, color=color.orange, title="EMA 50") plot(ema5, color=color.red, title="EMA 100") plot(ema6, color=color.maroon, title="EMA 200")
Penunjuk Pine Script®
oleh MilkLin
Breakout and Retest Signals - FloAlgoThis indicator detects breakout and retest signals by identifying key pivot zones and validating price rejection through wick sweeps and volume analysis. How It Works The script operates in three stages: Pivot Zone Detection — Identifies swing highs and lows, then constructs zones anchored to the candle body and wick that formed the pivot. Demand zones span from body top down to wick low; supply zones span from wick high down to body bottom. Rejection Validation — Confirms a valid signal when price sweeps beyond the zone extreme (wick tip) and closes back through the zone body, indicating institutional liquidity capture. Volume Confirmation — Uses lower timeframe volume delta and buy/sell ratio to validate signal strength, filtering weak rejections with insufficient conviction. Key Advantages No Repaint — Single-period pivot detection ensures signals fire on confirmed historical bars, eliminating repaint delay between alert and visual. Fixed Width Zones — Zones do not grow indefinitely; they are drawn with fixed horizontal width and trimmed only on signal, keeping charts clean. Range-Based Overlap Guard — Demand and supply zones cannot overlap; range-based checking prevents conflicting zones from occupying the same price area. Professional Visuals — No text labels or arrow clutter; only shaded zones and volume ratio splits for clean, professional appearance. Accurate Zone Geometry — Zones anchored to actual candle body and wick formations, not flat ATR bands. Auto-Cleanup — Zones are automatically removed one bar after signal or on expiry, preventing chart clutter. Seconds Chart Support — Volume timeframe input guarded to prevent errors on sub-minute charts. No Signal Conflicts — Removed confirmation divisor that caused opposing signals on the same bar. Zone Lifecycle Unlike traditional indicators that grow zones indefinitely, this script uses a fixed-width approach: Zones are drawn from the pivot candle to a fixed future bar (born + maxLife) Upon signal, the zone right edge is trimmed to the signal bar The zone remains visible for one bar after the signal, then is automatically removed Expired zones without signals are cleanly purged to prevent chart clutter Visual Elements Shaded boxes marking demand (green) and supply (red) pivot zones Volume ratio split boxes within zones showing buy/sell pressure balance Dashed target projection lines from signal bars Zone borders fade and thin out after signal confirmation Key Settings Swing Length — Sensitivity of pivot high/low detection Max Bars Active — Fixed horizontal width of zones in bars Min Bars Between — Minimum bars between consecutive signals Max Zones Per Side — Maximum active zones per direction Volume TF — Frame for volume delta analysis Show Ratio Split — Display buy/sell volume ratio inside zones Show TP Line — Display target projection lines
Penunjuk Pine Script®
oleh FloAlgo
RSI/ST Buy & Sell (3-Minute)This indicator is designed for the 3-Minute chart and generates clean Buy and Sell signals based on two powerful confluences: BUY SIGNAL — Triggered when: • Current candle is GREEN (close > open) • Supertrend indicator is in BUY mode (price above Supertrend line) SELL SIGNAL — Triggered when: • Current candle is RED (close < open) • Supertrend indicator is in SELL mode (price below Supertrend line) Both conditions must be TRUE at the same time for a signal to appear. This dual-confirmation approach filters out weak and false signals, giving you only the highest-probability entries.
Penunjuk Pine Script®
oleh sanjaypadole1501
Swing Failure Pattern [ SFP ] - FloAlgoThis indicator detects Swing Failure Patterns (SFP) — a Smart Money Concepts technique that identifies liquidity sweeps followed by a Change in State of Delivery (CISD), signaling potential price reversals. How It Works The script operates in three stages: Liquidity Sweep Detection — Identifies when price briefly breaks above a pivot high or below a pivot low, sweeping resting liquidity beyond those levels. CISD Confirmation — Validates the sweep by detecting a Change in State of Delivery: a candle close that reverses back through a key open level, confirming institutional rejection. Signal Trigger — A bullish or bearish SFP signal is confirmed only when both the sweep and CISD occur within the defined patience window, reducing false positives significantly. Exit System — 5-Layer Logic Rather than relying on a fixed take profit, this script uses a dynamic multi-layer exit system designed to protect capital and lock in gains: Initial Stop Loss — Set at the high/low of the signal candle for immediate invalidation Trailing Stop — Tracks extreme price movement and trails by ATR × multiplier, activating after a minimum number of bars to avoid premature exits Reversal Candle — Exits on an opposing engulfing candle once the trade is in motion Timeout — Hard exit after a maximum number of bars Trend Flip — Exits if CISD confirms a full trend reversal against the position Visual Elements Dashed lines marking swept pivot levels Solid CISD level lines from origin to signal bar Dotted stop loss projection lines Dynamic trailing stop plotted as a step line Bar coloring active while a signal is live ▲ / ▼ signal labels on the chart Key Settings ParameterDescriptionPivot Detection LengthSensitivity of pivot high/low detectionMax Pivot EdgeMaximum bar distance for a valid sweepPatienceMax bars between sweep and CISD for signal confirmationTrend Noise FilterTolerance ratio to filter weak CISD movesTrailing Stop MultiplierATR multiplier controlling trailing stop tightnessMin Bars Before TrailingGrace period before trailing stop activates.
Penunjuk Pine Script®
oleh FloAlgo
Open Interest Suite [QuantAlgo]🟢 Overview The Open Interest (OI) Suite is a comprehensive OI visualization and analysis tool built specifically for crypto perpetual futures traders. It reads open interest data directly from TradingView-supported exchanges, giving you a way to monitor how many active contracts are currently open in the market. Whether you are tracking a single exchange or aggregating OI across venues like Binance, Bybit, Bitget, Coinbase, Kraken, HTX, BitMEX, and OKX, this indicator is one of the most powerful contextual tools available, allowing traders to quickly gauge overall perpetual futures market positioning. 🟢 What is Open Interest? Open interest (OI) is the total number of live contracts between buyers and sellers at any given moment. Every long is matched to a short at a 1:1 ratio, so OI gives you a strong sense of how much capital and how many positions are currently committed to the market. Rising OI suggests new money and new positions are entering. Falling OI suggests positions are being closed or liquidated. When combined with price action, OI becomes one of the most valuable lenses available for understanding what is likely happening beneath the surface of price movement in perpetual markets. 🟢 How It Works The indicator operates in two distinct modes. In Single (Chart) mode, it automatically reads open interest from whichever supported exchange and perpetual contract you are currently viewing, requiring no manual configuration. In Aggregated mode, it fetches OI from some of the highest-volume exchanges in crypto, for example, Binance, Bybit, Bitget, Coinbase, Kraken, HTX, BitMEX, and OKX, combines them into a single composite total, and gives you a cross-market view of positioning that no individual exchange feed can provide on its own. For each exchange in Aggregated mode, OI is fetched across both USDT and USDC perpetual pairs where applicable, then converted to a unified measure before summing. More exchanges will be added as their data becomes available on TradingView. The Measure setting controls how OI values are expressed. In Coins mode, values are kept in their native unit, which may be more useful when you want to observe raw contract volume independent of price fluctuations. In Dollars mode, coin quantities are multiplied by the current bar price to convert values into USD, which is the standard way most traders and data providers report OI and tends to make cross-asset comparisons more intuitive. For exchanges that report natively in USD, the conversion is handled in reverse when Coins mode is active. 🟢 Key Features ▶ View Modes The indicator offers four ways to visualize OI, each suited to a different analytical purpose. 1. Candles: Renders OI as full OHLC candlesticks, displaying open, high, low, and close OI for every bar. This is the richest view for studying OI structure, trends, compression, and expansion over time. You can watch OI build or unwind bar by bar similarly to how you read price action, which may help with spotting periods of aggressive position-building or rapid deleverage. 2. Lines: Renders OI as a single continuous line using the close value of each bar. Cleaner and less visually demanding than candles, this mode works well for maintaining OI context alongside other indicators without crowding the chart. 3. Change: Displays the bar-over-bar absolute difference in OI as a histogram. Positive bars indicate net new positions were likely opened. Negative bars suggest net positions were closed or liquidated. This mode can help identify the bars where positioning shifted most dramatically, which often corresponds to high-conviction entries, forced liquidations, or possible trend exhaustion. 4. Change (%): The same histogram expressed as a percentage of the prior bar OI value. This normalises the signal across different asset sizes and OI magnitudes, which could make it easier to compare positioning dynamics between a large-cap asset and a smaller altcoin. ▶ Aggregated Mode and Exchange Selection In Aggregated mode, each of the eight supported exchanges can be toggled on or off independently. This flexibility allows several useful configurations beyond a simple total. You can enable only one exchange to track that specific venue regardless of which chart you are currently viewing. You can also add the indicator to your layout multiple times with a different single exchange selected each time, letting you compare individual exchange OI side by side on the same chart. ▶ Color Presets Five built-in color presets (Classic, Aqua, Cosmic, Cyber, Neon) allow you to match the indicator's appearance to your chart setup with a single click. A Custom preset exposes individual color pickers for bull, bear, and line colors, giving full control over every visual element including candle bodies, wicks, borders, histogram columns, and the line overlay. ▶ Unsupported Exchange Warning When Single (Chart) mode is active and the current exchange does not provide open interest data on TradingView, the indicator displays a warning label on the chart identifying the unsupported exchange and listing supported alternatives. 🟢 Price + OI Interpretation Reading OI in isolation is only part of the picture. More meaningful analysis tends to come from combining OI direction with price action and, where available, volume data, along with other trend-following or mean-reversion indicators. Examples: 1. Price Up + OI Up: New capital is likely entering on the long side. This could indicate bullish trend continuation, with fresh positioning supporting the move rather than just short covering. The stronger the OI growth relative to price movement, the higher the probability that the trend has genuine participation behind it. 2. Price Down + OI Up: New shorts are probably being added aggressively. Bearish momentum may be building through fresh positioning, which tends to be a more sustained signal than a move driven purely by long liquidations. 3. Price Down + OI Down: Longs are likely closing or being liquidated. The selling pressure in this scenario is coming from position unwinds rather than new short entries, which could sometimes suggest exhaustion near a local low rather than fresh trend initiation. 4. Price Up + OI Down: Shorts are probably closing or being squeezed out. This is the likely mechanics of a short squeeze: buyers overwhelm sellers, underwater shorts cover, and the resulting buy pressure may accelerate the move higher. This pattern tends to produce some of the fastest and sharpest price moves seen in crypto perpetual markets. It is worth noting that for every short there is a long. When OI increases during a downtrend, it does not necessarily mean only shorts are entering. Longs are participating too, often more passively through limit orders. Cumulative Volume Delta (CVD) can help distinguish which side is more likely driving the flow, since it measures aggressive buying versus aggressive selling pressure within each bar. 🟢 Important Notes 1. This indicator is designed exclusively for crypto perpetual futures and will not produce output on spot tickers, equity symbols, or any instrument without a corresponding OI feed on TradingView. In Single (Chart) mode, if the exchange you are viewing is not among the currently supported venues (Binance, Bybit, Bitget, Coinbase, Kraken, HTX, BitMEX, and OKX), the indicator will display a warning and produce no data. Switching to a supported exchange will restore functionality. More exchanges will be added as their data becomes available on TradingView. 2. OI is most useful as a context layer rather than a standalone signal. Using it alongside price structure, volume, and order flow analysis may help you assess whether a move is likely backed by new positioning or driven by position unwinds. That distinction could have meaningful implications for how far a move extends and how quickly it might reverse.
Penunjuk Pine Script®
oleh QuantAlgo
Carry Cost MonitorThe bill you did not expect You run a Swiss franc account. You trade Micro E-mini S&P 500 futures because the US equity market is where the liquidity is. One quarter later your broker sends a statement and there it is: CHF 1,600 in debit interest . Nobody warned you. The contract you traded settles in US dollars. Your account holds Swiss francs. Interactive Brokers lent you the dollars, charged you the USD overnight rate plus 1.5% markup on every dollar for every day you held the position. Meanwhile your Swiss franc cash earned close to nothing because the SNB policy rate sits well below the Fed Funds rate. The gap between those two rates, accumulated silently over months, is the carry cost that drained your account. This is not a rare edge case. Any trader whose account currency differs from the instrument currency faces the same mechanic. A European trading US equities, a Japanese investor buying Australian bonds, a Canadian holding FTSE futures. The cost is real, it compounds daily, and most platforms do not surface it until the quarterly statement arrives. The Carry Cost Monitor exists to make this cost visible before it accumulates . It shows the yield differential between your account currency and the instrument currency in real time, estimates the financing cost or income over any horizon you choose, and lets you compare all major currencies side by side so you can make informed decisions about where and what you trade. The indicator applied to a US dollar denominated chart with a CHF base account. The dashboard in the top right shows the carry spread, percentile rank, estimated annual cost, and break-even return. Below, the comparison table lists all available currencies sorted by carry cost. What carry costs actually are When you hold an instrument denominated in a foreign currency, your broker creates a loan in that currency to settle the trade. You owe interest on the borrowed amount and may earn interest on your deposited base currency. The net cost is the difference between those two rates plus whatever the broker charges on top. The indicator formalizes this as: Carry Spread (%) = Y_instrument - Y_account where Y is the sovereign yield for the selected maturity. A positive spread means you borrow a currency that yields more than yours. You pay. A negative spread means the borrowed currency yields less than your base. You earn. The gross carry rate adds the broker fee: Gross Carry (%) = Carry Spread + Broker Markup Interactive Brokers structures this markup in tiers (Interactive Brokers, 2024): Balance 0 to 100,000: benchmark + 1.50% Balance 100,000 to 1M: benchmark + 0.50% Balance above 1M: benchmark + 0.30% The estimated cost over a chosen horizon follows standard money market convention, adjusted for each currency's day count basis (Stigum and Crescenzi, 2007): Cost = Nominal * (Gross Carry / 100) * (Days / Day Count Basis) Day Count Basis is 360 for USD, EUR, CHF, JPY, and SEK (ACT/360), and 365 for GBP, CAD, AUD, and NZD (ACT/365). These match the interbank settlement rules in the ISDA day count fraction definitions (ISDA, 2006). Finally, the break-even tells you how much your instrument must move to cover the carry drag: Break-Even (%) = |Gross Carry| * (Days / 365) This is the minimum performance needed to not lose money purely from financing. Where the data comes from The indicator pulls sovereign bond yields for 9 currencies across two maturities (2-year and 10-year), totaling 18 external data requests. The symbols follow TradingView's TVC convention: USD: US02Y / US10Y EUR: DE02Y / DE10Y (Germany as eurozone proxy) CHF: CH02Y / CH10Y GBP: GB02Y / GB10Y JPY: JP02Y / JP10Y CAD: CA02Y / CA10Y AUD: AU02Y / AU10Y NZD: NZ02Y / NZ10Y SEK: SE02Y / SE10Y The 2-year yield is the default because it sits closest to actual overnight funding rates. The correlation between 2-year sovereign yields and their respective benchmarks (SOFR for USD, SARON for CHF, ESTR for EUR) typically exceeds 0.85 over rolling 1-year windows, with average deviations of 20 to 50 basis points (Ilmanen, 2011). That deviation is smaller than the broker markup itself, making sovereign yields a practical proxy. Why not use the overnight rates directly? Most are only available at monthly frequency through FRED on TradingView, with shorter history. Sovereign yields update daily with 10+ years of data. The trade-off is slight imprecision for much better coverage and responsiveness. The instrument currency is detected automatically through the built-in syminfo.currency variable. When it matches your account currency, the indicator reports zero cost because no foreign exchange borrowing occurs. Currencies whose yield data returns nothing on TradingView are hidden from the chart and dashboard automatically. The settings panel showing the Carry Model inputs. Account Currency is set to CHF, Yield Maturity to 2Y, Position Size to 100,000, and the broker tier to 0-100k. These four settings control the entire cost calculation. Reading the carry lines The main panel draws up to 8 spread lines, one per foreign currency relative to your account currency. The zero line is the boundary. Everything above it costs you money. Everything below it earns you money. The further a line sits from zero, the larger the financing effect. For the active instrument pair, a 1-sigma band (252-day rolling mean plus/minus one standard deviation) wraps around the spread. When the current value breaks outside this band, the carry environment is statistically unusual compared to its own recent history. That might mean a central bank shifted rates, or term spreads moved. Each currency has its own color, chosen to stay distinguishable even under the most common forms of colorblindness: USD: blue EUR: amber CHF: red GBP: purple JPY: emerald CAD: orange AUD: cyan NZD: lime SEK: fuchsia The historical view with all currency lines visible. Each colored line represents one currency's carry spread against the selected base. Crossing the zero line marks a shift from paying carry to earning it. The dashboard The dashboard sits in the corner of the chart (position adjustable) and answers two questions without requiring you to read the lines themselves. The top section shows the active pair in detail: the raw carry spread in percent, its percentile rank over 2 years (504 trading days), the estimated absolute cost or income for your chosen time horizon and position size, and the break-even return. This is the quick answer to "what is this position costing me right now?" The bottom section is a comparison table listing every currency with valid data. Each row shows the currency name, its carry spread, its current yield, and the projected cost over your horizon. The instrument currency is marked with a triangle. Rows are color-coded: green for pairs that produce income, red for pairs that cost you money. This answers the follow-up question: "would my carry situation improve if I traded a similar instrument denominated in a different currency?" The dashboard detail showing the active pair section. CHF to USD carry spread is positive, placing it in the 72nd percentile of its 2-year range. The estimated annual cost for a 100,000 position at the 0-100k broker tier is displayed alongside the break-even return. The comparison table below the active pair section. All currencies are listed with their individual spreads and estimated costs. JPY shows the largest negative spread (income), while USD shows the highest positive spread (cost) from a CHF base perspective. Setting it up The Carry Model group contains the five settings that determine everything: Account Currency : your brokerage base currency. This is the single most important input. Get this wrong and every number on the screen is meaningless. Yield Maturity : 2Y sits closer to actual funding costs. 10Y captures term premium effects and is useful for longer-horizon strategic planning. Position Size : the notional value of your position in the instrument currency. Drives the absolute cost estimate. Cost Horizon : 1 month, 3 months, 6 months, or 1 year. Controls how far out the projection reaches. Broker Balance Tier : matches the IB tiered structure. Set to "None" to strip out the broker markup entirely and see the pure yield differential. The Display group controls background shading (green when earning, red when paying) and whether all currency lines appear or only the detected one. Eight color themes are available (EdgeTools, Gold, Behavioral, Quant, Ocean, Fire, Matrix, Arctic) with dark and light mode support. Line width and glow effects are adjustable. Three alert conditions can fire: Carry spread enters the 90th percentile (historically expensive environment) Carry spread enters the 10th percentile (historically cheap environment) Carry spread crosses zero (direction flipped) Practical examples Example 1 : CHF account trading MES (Micro E-mini S&P 500) Account currency: CHF. Instrument currency: USD. Assume CH02Y = 0.60%, US02Y = 3.85%. Carry spread = 3.85 - 0.60 = +3.25% . Broker markup (0-100k tier) = 1.50%. Gross carry = 3.25 + 1.50 = 4.75% . Annual cost on 100,000 USD nominal = 100,000 * 0.0475 * (365/360) = 4,819 USD . Break-even = 4.75% per year. The S&P 500 must return more than 4.75% annually just to cover carry. Example 2 : USD account buying CSPX (iShares S&P 500 UCITS, EUR-listed) Account currency: USD. Instrument currency: EUR. Assume US02Y = 3.85%, DE02Y = 2.05%. Carry spread = 2.05 - 3.85 = -1.80% . Broker markup = 1.50%. Gross carry = -1.80 + 1.50 = -0.30% . Annual income on 100,000 EUR nominal = 100,000 * 0.003 * (365/360) = 304 EUR . You earn a small amount because USD yields exceed EUR yields by more than the broker markup. Example 3 : EUR account trading Nikkei 225 futures (JPY-denominated) Account currency: EUR. Instrument currency: JPY. Assume DE02Y = 2.05%, JP02Y = 0.15%. Carry spread = 0.15 - 2.05 = -1.90% . Broker markup = 1.50%. Gross carry = -1.90 + 1.50 = -0.40% . You earn a small net income because borrowing JPY is cheaper than what your EUR balance yields. These examples show that the carry direction depends entirely on which currency has the higher rate and how large the broker fee is. Pairs close to zero can flip between cost and income whenever a central bank moves. Limitations Sovereign yields are not overnight rates. The 2-year bond yield is a proxy, not the exact benchmark brokers use. Interactive Brokers references SOFR for USD, SARON for CHF, ESTR for EUR, SONIA for GBP. The gap between sovereign 2Y yields and these overnight rates typically sits at 20 to 50 basis points (Ilmanen, 2011, p. 364), occasionally more during yield curve inversions. The broker cost model is simplified. Real IB interest calculations depend on multi-currency balances across the account, unrealized PnL, margin usage, and the interaction between positive and negative currency positions. The indicator applies a single-tier markup, which captures the dominant cost component but may overstate the net cost for larger accounts earning credit interest on their base currency. Currency detection relies on syminfo.currency . For most futures, ETFs, and equities on major exchanges, this returns the correct settlement currency. Some synthetic instruments, CFDs, or crypto pairs may return unexpected values. Always verify the detected currency in the dashboard header. Currencies that consistently lacked yield data on TradingView (such as NOK) have been excluded. Missing data for remaining currencies is handled gracefully and does not produce errors. The indicator works best on the daily timeframe . Intraday charts display yield data that updates once per day, creating flat segments within the session. This does not affect the accuracy of cost estimates. References Ilmanen, A. (2011) Expected returns: an investor's guide to harvesting market rewards . Chichester: John Wiley and Sons. Interactive Brokers (2024) Interest rates on credit and debit balances. (Web Accessed: May 2026). ISDA (2006) 2006 ISDA definitions . New York: International Swaps and Derivatives Association. Koijen, R.S.J., Moskowitz, T.J., Pedersen, L.H. and Vrugt, E.B. (2018) 'Carry', Journal of Financial Economics , 127(2), pp. 197-225. Stigum, M. and Crescenzi, A. (2007) Stigum's money market . 4th edn. New York: McGraw-Hill.
Penunjuk Pine Script®
oleh EdgeTools